Goursat A Course in Mathematical Analysis

STAT,
"VRT
A COURSE IN
BY
EDOUARD GOURSAT
PROFESSOR OF MATHEMATICS
IN
THE UNIVERSITY OF PARIS
TRANSLATED BY
EARLE RAYMOND HEDRICK

PROFESSOR OF MATHEMATICS IN THE UNIVERSITY OF MISSOURI
VOL.
DEFINITE INTEGRALS
DERIVATIVES AND DIFFERENTIALS EXPANSION IN SERIES

APPLICATIONS TO GEOMETRY
GINN AND COMPANY

BOSTON
NEW YORK
DALLAS
ATLANTA
COLUMBUS
CHICAGO LONDON SAN FKANCISCO
STAT.
LIBRARY
ENTERED AT STATIONERS HALL

1
COPYRIGHT,
1904,
BY
EARLE RAYMOND HEDRICK

ALL RIGHTS RESERVED
PRINTED IN THE UNITED STATES OF AMERICA
426.6
jgregg
GINN AND COMPANY PRIETORS BOSTON
PRO
U.S.A.
AUTHOR S PREFACE
This book contains, with slight variations, the material given in
my
course at the University of Paris.
have modified somewhat
the order followed in the lectures for the sake of uniting in a single
volume
all
that has to do with functions of real variables, except
the theory of differential equations.
The
differential notation not

speciales,"
being treated in the
"
Classe de Mathematiques
* I
have
treated this notation from the beginning,
and have presupposed only
a knowledge of the formal rules for calculating derivatives.

Since mathematical analysis
is
essentially the science of the con

in analysis should begin,
I
tinuum,
it
would seem that every course
logically,
with the study of irrational numbers.

is
have supposed,
however, that the student
already familiar with that subject.
The
theory of incommensurable
numbers
is
treated in so
it useless to
many
excellent
well-known works f that

a discussion.
have thought
enter upon such

lie at
As
for the other
fundamental notions which
the
basis of analysis,
such as the upper limit, the definite integral, the

etc.,
double integral,
have endeavored to treat them with
all
desirable rigor, seeking to retain the elementary character of the
work, and to avoid generalizations which would be superfluous in a book intended for purposes of instruction.
Certain paragraphs which are printed in smaller type than the body of the book contain either problems solved in detail or else
*An
interesting account of French
methods of instruction in mathematics
will
be found in an article by Pierpont, Bulletin Amer. Math. Society, Vol. VI, 2d series
TRANS. Such books are not common in English. The reader is referred to Pierpont, Theory of Functions of Real Variables, Ginn & Company, Boston, 1905; Tannery, Lemons d arithiiietique, 1900, and other foreign works on arithmetic and on real
(1900), p. 225.
t
functions.
iii
7814G2
iv
AUTHOR S PREFACE
may omit
is
supplementary matter which the reader

ing without inconvenience.
at the first read

list
Each chapter
followed by a
of
examples which are directly illustrative of the methods treated in the chapter. Most of these examples have been set in examina tions. Certain others, which are designated by an asterisk, are
somewhat more
difficult.
The
latter are taken, for the
most
part,
from original memoirs to which references are made.
Two
of
my
old students at the Ecole Normale,
M. Emile Cotton
;
and M. Jean
Clairin, have kindly assisted in the correction of proofs
I take this occasion to tender
them
my
hearty thanks.
E.
JANUARY
27, 1902
GOURSAT
TRANSLATOR
The
translation of this Course
F. Osgood,
PREFACE
was undertaken at the suggestion
whose review of the original appeared of Professor W. in the July number of the Bulletin of the American Mathematical The lack of standard texts on mathematical sub Society in 1903.
jects in the
I earnestly
felt
English language
is
too well
known
fill
to require insistence.
hope that this book will help to
the need so generally

It
throughout the American mathematical world.
may
be used
conveniently in our
in calculus,
system of instruction as a text for a second course

it
and as a book of reference
will be
found valuable
to
an American student throughout his work. Few alterations have been made from the French
text.
Slight
changes of notation have been introduced occasionally for conven

ience,
and several changes and .additions have been made at the sug
gestion of Professor Goursat,

in the
who
has very kindly interested himself

is
work
of translation.
To him
due
all
the additional matter
not to be found in the French text, except the footnotes which are
signed,
and even
these,
though not of his
initiative,
were always
gratitude to
edited by him.
I take this opportunity to express
my
the author for the permission to translate the work and for the
sympathetic attitude which he has consistently assumed. I am also indebted to Professor Osgood for counsel as the work progressed and for aid in doubtful matters pertaining to the translation.
The
publishers, Messrs.
Ginn
& Company, have spared

it
no pains to
make
the typography excellent.
Their spirit has been far from com

is
mercial in the whole enterprise, and
their hope, as
it is
mine,
that the publication of this book will contribute to the advance of
mathematics
in
America.
E R HEDRICK
AUGUST, 1904
CONTENTS
CHAPTER
I.
PAGE
1
1
DERIVATIVES AND DIFFERENTIALS

I.
II.
Functions of a Single Variable Functions of Several Variables
11
III.
The
Differential Notation
19
II.
IMPLICIT FUNCTIONS. FUNCTIONAL DETERMINANTS.
CHANGE
35
OF VARIABLE
I.
Implicit Functions
II.
Functional Determinants
III.
Transformations
III.
TAYLOR S SERIES. ELEMENTARY APPLICATIONS. MAXIMA AND MINIMA

I.
Taylor
Series with a Remainder.
II.
Singular Points.
Maxima and Minima
IV.
DEFINITE INTEGRALS I. Special Methods of Quadrature

II.
........ .... ......... ........ ........

Taylor
.
35
52
61
89
Series
.
.
89
.110
134
140
.134
.
III.
Definite Integrals. Allied Geometrical Concepts Change of Variable. Integration by Parts

.
.166
175
192
IV. Generalizations of the Idea of an Integral.

Integrals.
Line Integrals
V. Functions defined by Definite Integrals VI. Approximate Evaluation of Definite Integrals

V. INDEFINITE INTEGRALS
I.
...... ....
. . .
Improper
.196
208
Integration of Rational Functions

Elliptic
II.
III.
and Hyperelliptic Integrals Integration of Transcendental Functions
..... ....
Green
s
.
208 226
VI.
DOUBLE INTEGRALS
I.
........
Methods
of
.236
250 250
Double
Integrals.
Evaluation.
Theorem
II.
Change
of Variables.
III.
Generalizations of
Area of a Surface Double Integrals. Improper

.
264
277 284
Surface Integrals
.......
Integrals.
. .
IV. Analytical and Geometrical Applications
viii
CONTENTS
PAGE
CHAPTER
VII.
MULTIPLE INTEGRALS.
ENTIALS
I.
INTEGRATION OF TOTAL DIFFER

296
of Variables
. .
II.
Multiple Integrals. Change Integration of Total Differentials

.
296
.313
.
VIII.
INFINITE SERIES I. Series of Real Constant Terms.

Tests for Convergence
II.
327
General Properties.
327
. . .
Series of
III. Series of
Complex Terms. Multiple Series Variable Terms. Uniform Convergence
350
360 375
IX.
POWER
I.
SERIES.
TRIGONOMETRIC SERIES
.
....
. . .
.
II.
Power Power
Series of a Single Variable Series in Several Variables
.....
.
.
375
S94 399
III.
Analytic Curves and Surfaces IV. Trigonometric Series. Miscellaneous Series

Implicit Functions.
.411
426 426 433 443 453 453
X. PLANE CURVES
I.
II.
Envelopes Curvature
Contact of Plane Curves
III.
XI.
SKEW CURVES
I.
II.
Osculating Plane Envelopes of Surfaces
III.
Curvature and Torsion of Skew Curves IV. Contact between Skew Curves. Contact between Curves
and Surfaces
XII.
........ .... ........

. .
459 468
486
SURFACES
I.
497
II.
Curvature of Curves drawn on a Surface Asymptotic Lines. Conjugate Lines

Lines of Curvature
.
....
. .
.
497
506
III.
.514
526
541
IV. Families of Straight Lines
INDEX
CHAPTER

I.
FUNCTIONS OF A SINGLE VARIABLE
1.
Limits.
When
the successive values of a variable x approach
nearer and nearer a constant quantity a, in such a way that the a finally becomes and remains absolute value of the difference x
less
limit of the variable x.
than any preassigned number, the constant a is called the This definition furnishes a criterion for
is
determining whether a
sary and
the limit of the variable
x.
The neces
positive
be, that, given any no matter how small, the absolute value of x a should remain less than e for all values which the variable x can
sufficient condition that it

e,
should
is
number
assume, after a certain instant.

of limits are to be found in Geometry For example, the limit of the variable quantity x = (a 2 m 2 ) / (a m), as m approaches a, is 2 a for x 2 a will a is taken less than e. Likewise, the be less than e whenever m variable x = a where n is a positive integer, approaches the 1/n, limit a when n increases indefinitely for a x is less than e when
Numerous examples
and Algebra.
It is apparent from these examples that greater than 1/e. the successive values of the variable x, as it approaches its limit, may
is
ever n
form a continuous or a discontinuous sequence. It is in general very difficult to determine the limit of a variable quantity. The following proposition, which we will assume as selfevident, enables us, in
many
cases, to establish the existence of a limit.
Any
is less
remains
variable quantity which never decreases, and which ahvays less than a constant quantity L, approaches a limit I, which
to L.
than or at most equal
Similarly, any variable quantity which never increases, and which always remains greater than a constant quantity L approaches a
,
limit
which
is
greater than or else equal

1
to
2.

if
[I,
each of an infinite series of positive terms is than the corresponding term of another infinite series of positive terms which is known to converge, then the first series converges also for the sum 2 n of the first n terms evidently increases with n, and this sum is constantly less than the total sum
less, respectively,
;
For example,
5 of the second
series.
2. Functions. When two variable quantities are so related that the value of one of them depends upon the value of the other, they are said to be functions of each other. If one of them be sup
posed to vary arbitrarily, it is called the independent variable. Let this variable be denoted by x, and let us suppose, for example, that it can assume all values between two given numbers a and b
Let y be another variable, such that to each value of x b). (a between a and b, and also for the values a and b themselves, there corresponds one definitely determined value of y. Then y is called a function of x, defined in the interval (a, b) and this dependence
<
indicated by writing the equation y =/(z). For instance, it may happen that y is the result of certain arithmetical operations per formed upon x. Such is the case for the very simplest functions studied in elementary mathematics, e.g. polynomials, rational func
is
tions, radicals, etc.
A function may also be defined graphically. Let two coordinate axes Ox, Oy be taken in a plane and let us join any two points A and B of this plane by a curvilinear arc .4 CB, of any shape, which
;
not cut in more than one point by any parallel to the axis Oy. Then the ordinate of a point of this curve will be a function of the abscissa. The arc A CB may be composed of several distinct por
is
tions
which belong
to different curves, such as
segments of straight
lines, arcs of circles, etc.
In short, any absolutely arbitrary law may be assumed for finding the value of y from that of x. The word function, in its most gen
eral sense, means nothing more nor x corresponds a value of y.
less
than this
to every value of
3. Continuity. The definition of functions to which the infini tesimal calculus applies does not admit of such broad generality. Let y =f(x) be a function defined in a certain interval and (a,
b),
let
x and x
-f
h be two values of x
in that interval.
If the differ
f(xo) approaches zero as the absolute value of h approaches zero, the function f(x} is said to be continuous for the value x From the very definition of a limit we may also say that
-f A)
.
ence f(x
I,
3]

is
e,
a function f(x)
positive number ber 77, such that
x if, corresponding to every continuous for x no matter how small, we can find a positive num
|/(*o
A)-/(*o)|<
shall say that for every value of h less than rj in absolute value.* a function f(x) is continuous in an interval (a, b) if it is continuous for every value of x lying in that interval, and if the differences
We
each approach zero when
h,
which
it
is
now
to be taken only positive,
approaches zero. In elementary text-books
is
usually
shown
that polynomials,
rational functions, the exponential
and the logarithmic function,
the trigonometric functions, and the inverse trigonometric functions are continuous functions, except for certain particular values of It follows directly from the definition of continuity the variable.
that the
is
or the product of any number of continuous functions and this holds for the quotient of itself a continuous function
sum
two continuous functions also, except for which the denominator vanishes.
It
for the values of the variable
seems superfluous to explain here the reasons which lead us to assume that functions which are defined by physical conditions are,
at least in general, continuous.
the properties of continuous functions we shall now state only the two following, which one might be tempted to think were self-evident, but which really amount to actual theorems, of which
Among
rigorous demonstrations will be given later, f
If the function yf(x) is continuous in the interval (a, b), and a number between f (a) andf(b), then the equation f(x) = has at least one root between a and b. II. There exists at least one value of x belonging to the interval
I.
if
N is
(a, b ), inclusive
of
its
end points, for which y takes on a value
which
greater than, or at least equal to, the value of the function at any other point in the interval. Likewise, there exists a value of x for which y takes on a value m, than which the function assumes no
is
smaller value in the interval.
The numbers
M and m are called the maximum and the minimum

(a,
b*).
values of f(x), respectively, in the interval

*
t
It is clear that
The notation
denotes the absolute value of
a.
See Chapter IV.
[I,
the value of x for which /(ce) assumes its maximum value M, or the value of x corresponding to the minimum m, may be at one of the
end points, a or
that
if
b.
It follows at once
N is a
number between
which
lies
M and m, the equation /() = N has

b.
from the two theorems above,
at least one root

4.
between a and
Examples
of discontinuities.
The functions which we
shall study
will be in general continuous, but they may cease to be so for certain exceptional values of the variable. proceed to give
We
several examples of the kinds of discontinuity
which occur most
= 1 / (x a) is continuous for every value x of x except a. The operation necessary to determine the value of y from that of x ceases to have a meaning when x is assigned the value a but we note that when x is very near to a the absolute
;
frequently. The function y
value of y is very large, and y is positive or negative with x a. As the difference x a diminishes, the absolute value of y increases indefinitely, so as eventually to become and remain greater than any
preassigned number.
This phenomenon
y becomes
infinite
when x
a.
is described by saying that Discontinuity of this kind is of
great importance in Analysis. Let us consider next the function y sin 1/z. As x approaches zero, I/a; increases indefinitely, and y does not approach any limit
it remains between + 1 and 1. The equation where A 1, has an infinite number of solutions which lie between and e, no matter how small e be taken. What ever value be assigned to y when x 0, the function under con
whatever, although
sin l/a;
= ,4,
<
sideration cannot be
made continuous
for x
0.
An example
of a still different
kind of discontinuity
is
given by
the convergent infinite series
limit 1, although every term of the series is zero, and hence 5 (0) = 0. But if x be given a value different from zero, a geometric progression is obtained, of which the ratio is 1/(1 + a; 2 ).
zero,
When
5 (0)
x approaches
0.
For,
when x
S (x~) approaches the

0,
Hence
I,
5]

is
and the limit of S(x)
seen to be
1.
Thus, in this example, the
function approaches a definite limit as x approaches zero, but that 0. limit is different from the value of the function for x
5.
Derivatives.
Let/(x) be a continuous function.
Then
the
two
terms of the quotient
k
approach zero simultaneously, as the absolute value of h approaches If this quotient approaches a limit, zero, while x remains fixed. derivative of the function /(#), and is denoted is called the this limit
the notation due to Lagrange. An important geometrical concept is associated with this analytic Let us consider, in a plane XOY, the curve notion of derivative.
by y
or
by /
(x), in
represents the function y =/(#), which in the interval (a, b). Let and continuous to be
A MB, which
we
shall
assume
on this curve, in the interval
(a, b),
and
let
be two points their abscissas be x and
is then slope of the straight line A, respectively. h above. Now as the zero the approaches quotient point precisely approaches the point M] and, if the function has a derivative,
The
MM
the slope of the line
MM
MM
approaches the limit y
The
straight line
therefore, approaches a limiting position, which is called the tangent to the curve. It follows that the equation of the tangent is
,
Y-y = y
where
(X-x),
and
let
To
are the running coordinates. generalize, let us consider any curve in space,
and
be the coordinates of a point on the curve, expressed as functions of be two points of the curve Let and a variable parameter t.
M
t
M
t
corresponding to
two values,
and
equations of the chord
MM
h, of
the parameter.
The
are then
f(t + h)
If
x-f(t)
we
divide each denominator by h and then let h approach zero,
the chord
evidently approaches a limiting position, which given by the equations
MM
is
X -f(f)
f(t)
Y4, ft)

<f>
[i,
provided, of course, that each of the three functions f(t), (t), \J/ (t) The determination of the tangent to a curve possesses a derivative. thus reduces, analytically, to the calculation of derivatives.
Every function which possesses a derivative is necessarily con It is easy to give examples tinuous, but the converse is not true. of continuous functions which do not possess derivatives for par ticular values of the variable. The function y for
a perfectly continuous function of x, for x 0,* and y approaches zero as x approaches zero. But the ratio y /x sinl/cc does not approach any limit whatever, as we have already seen.
example,
is
= xsinl/x, = =
Let us next consider the function y = x*. Here y is continuous = when x = 0. But the ratio y /x = x~* a;; and y increases indefinitely as x approaches zero. For abbreviation the derivative is said to be infinite for x = the curve which repre
for every value of
;
sents the function
tangent to the axis of y at the origin. Finally, the function

is
is
continuous at x
0,* but the ratio

is
limits according as
it is
approaching
zero.
y /x approaches two different always positive or always negative while When x is positive and small, e l/x is posi
and very large, and the ratio y /x approaches 1. But if x is negative and very small in absolute value, e l/x is very small, and the ratio y / x approaches zero. There exist then two values of the derivative according to the manner in which x approaches zero the curve which represents this function has a corner at the origin. It is clear from these examples that there exist continuous func tions which do not possess derivatives for particular values of the variable. But the discoverers of the infinitesimal calculus confi
tive
:
dently believed that a continuous function had a derivative in gen eral. Attempts at proof were even made, but these were, of course,
Finally, Weierstrass succeeded in settling the question conclusively by giving examples of continuous functions which do not But possess derivatives for any values of the variable whatever.!
fallacious.
as these functions have not as yet been
employed
in
any applications,
* After the value zero has been 0. TRANSLATOR. assigned to y for x t Note read at the Academy of Sciences of Berlin, July 18, 1872. Other examples are to be found in the memoir by Darboux on discontinuous functions (Annales de
I
Ecole Normale Superieure, Vol. IV, 2d series). given later (Chapter IX).
One
of Weierstrass s examples
is
I,
6]
them here. In the future, when we say that in the interval (a, b), we shall mean a derivative has a function f(x) for every value of x between derivative an it has that unique finite
we
shall not consider
and also f or x = a (h being positive) and f or x = b (h being is made to the contrary. negative), unless an explicit statement
a and
b
6.
Successive derivatives.
The
general another function of x,f the new function is called the second derivative of /(x), and is In the same way the third deriva or by f"(x). represented by the derivative of the second, and to be or / "(#), is defined tive y n) derivative In general, the rath so on. 7/ , or f (x), is the deriva
tive,
y"
",
derivative of a function f(x) is in If f (x) in turn has a deriva (x).
tive of the derivative of order (n
1).
If, in thus
forming the
derivative,
we we may imagine the process carried on indefinitely. In this way we obtain an unlimited sequence of derivatives of the func Such is the case for all functions tion /(cc) with which we started.
successive derivatives,
never obtain a function which has no
which have found any considerable application up to the present

time.
The above notation
is
Dn f(x),
due to Cauchy,
Leibniz
is
due to Lagrange. The notation Dn y, or also used occasionally to represent the

notation will be given presently.
wth derivative.
7.
Rolle s theorem.
tions depends
Roue
The use of derivatives in the study of equa upon the following proposition, which is known as Theorem :
0. b be two roots of the equation f (x) If the function in interval (a, b~), a derivative the and continuous possesses f(x) has at least one root which lies between a and b. the equation / (#)
Let a and
is
For the function f(x) vanishes, by hypothesis, for x

If
it
= a and x =
b.
vanishes at every point of the interval (a, b), its derivative also vanishes at every point of the interval, and the theorem is evidently
fulfilled.
val, it
will
If the function f(x) does not vanish throughout the inter assume either positive or negative values at some points.
Suppose, for instance, that it has positive values. Then it will have a maximum value for some value of x, say x lf which lies between
a and
b (
3,
Theorem
II).
The
ratio
[I,
where h is taken positive, is necessarily negative or else Hence the limit of this ratio, i.e. f (x^), cannot be positive f ( x i) = 0- But if we consider f (x\) as the limit of the ratio
>
zero.
;
i.e.
h where h
is
positive, it follows in the

it is
same manner that f\x\) ^
0,
From
these two results
evident that/
^) =
0.
8. Law of the mean. It is now easy to deduce from the above theorem the important law of the mean *
:
Let f(x) be a continuous function which has a derivative in the

interval (a,
(1)
b).
Then
m-f(a) = (b-a)f(c-),
c is
where
a number between a and
b.
In order to prove this formula, let (x) be another function which has the same properties as/(x), i.e. it is continuous and possesses a derivative in the interval (a, b). Let us determine three constants, A, B, C, such that the auxiliary function
<
vanishes for x
a and for x
b.
The necessary and
sufficient
conditions for this are
A /(a)
+B
<()+
0,
Af(b)
B<l>(b)+
C=
0;
and these are
satisfied if
we
set
A =
<l>(a)-4>
(b),
B =/(&) -/(a),
\J/(x)
=/()
(*)-/(&) * (a).
The new function

in the interval (a, fore vanishes for
thus defined
is
continuous and has a derivative

if/
b).
The
derivative
c
(x)
= A f (x) + B
<
(z) there
b,
some value
which
lies
between a and
replacing
A and B by
their values,
we
find a relation of the
whence form
demonstration does not presuppose the continuity of the derivative/ ^).

"Formule
It is merely necessary to take which was to be proved. It is

<
(a;)
=x
in order to obtain the equality
to be noticed that this
moyenne"
des accroissements finis." as a synonym. Other English

theorem."
The French synonyms are
also use
"Average
"
Formule de la value theorem

"
and
"
Mean value
TRANS.
I,
8]
f (x)
the theorem just proven it follows that if the derivative zero at each point of the interval (a, b), the function f(x) has the same value at every point of the interval for the applica
is
;
From
x z belonging to the interval Hence, if two functions have the same (a, b), gives f(xi)=f(x.2 ). derivative, their difference is a constant and the converse is evi If a function F(x) be given whose derivative is dently true also. which have the same derivative are found by f(oc), all other functions adding to F(x) an arbitrary constant*
tion of the formula to
two values
Xi,
The geometrical interpretation of the equation (1) is very simple, Let us draw the curve A MB which represents the function y = f(x) Then the ratio [/(&) /()]/ (b a) is the in the interval (a, b).
slope of the chord AB, while () is the slope of the tangent at a whose abscissa is c. Hence the equation (1) point C of the curve
expresses the fact that there exists a point C on the curve A MB, between A and B, where the tangent is parallel to the chord AB.
If the derivative
/ (a;)
is
continuous, and
if
we
let
a and
approach
the same limit x
which shows
according to any law whatever, the number c, lies between a and b, also approaches x 0} and the equation (1) that the limit of the ratio
f (xo). The geometrical interpretation is as follows. Let us whose abscissa is x consider upon the curve y=f(x) a point and two points A and B whose abscissa are a and b, respectively.
is
is equal to the slope of the chord The ratio [/(&) /()] / (b ) AB, while / (x ) is the slope of the tangent at M. Hence, when the two points A and B approach the point according to any law
whatever, the secant AB approaches, as tangent at the point M.

* This theorem
its
limiting position, the
is sometimes applied without due regard to the conditions imposed in Let/(x) and 0(^), f r example, be two continuous functions which have = If the relation / (z) <t>(x)f(x) derivatives / (a;), (x) (x) in an interval (a, 6). is satisfied by these four functions, it is sometimes accepted as proved that the deriva - f(x) (z)] / 2 is zero, and that accordingly tive of the function// or [/ (a;) (cc)
its
statement.
4>
</)
<
<f>,
f/<t>
is
constant in the interval
(a, b).
But
this conclusion is not absolutely rigorous
unless the function

that
(a;)
<j>
A function/(x) equal and (x) both vanish for a value c between a and 6. to between c and b, where Cj and C2 are dif between a and c, and to ferent constants, is continuous and has a derivative in the interval (a, b), and we have
Ci<f>(x)
$ (a;) does not vanish
in the interval (a, b).
Suppose, for instance,
C%<f)(x)
(x)<t>(x)
f(x)<p
(x)
for every value of x in the interval.
The geometrical
interpretation
is
apparent.
10
[I,
This does not hold in general, however, if the derivative is not For instance, if two points be taken on the curve = on x*, y opposite sides of the y axis, it is evident from a figure that the direction of the secant joining them can be made to approach
continuous.
any arbitrarily assigned limiting value by causing the two points to approach the origin according to a suitably chosen law. The equation (! ) is sometimes called the generalized law of the mean. From it de 1 Hospital s theorem on indeterminate forms fol
lows at once.
For, suppose f(a)
and
<f>
(a)
0.
Replacing
x in by *
(! ). \ /
we
find
\
where
ratio
/"(#)
a^ lies
f
/
(j>
(x)/(j>
(a;)
x. This equation shows that if the (x) approaches a limit as x approaches a, the ratic and (a) 0. approaches the same limit, if f(a)
between a and
<f>
9.
Generalizations of the law of the mean.
Various generalizations of the law
of the
mean have been
de la Socie te
The following one is due to Stieltjes (Bulletin suggested. Mathtmatique, Vol. XVI, p. 100). For the sake of defmiteness con
<
<
sider three functions, /(x), g(x), h(x), each of which has derivatives of the first and second orders. Let a, 6, c be three particular values of the variable (a b c).
Let
be a number defined by the equation
/()
and
let
be an auxiliary function.
Since this function vanishes

for
when x
6
=
c.
c, its
derivative
must vanish
some value f between
and
and when Hence
I,
10]
FUNCTIONS OF SEVERAL VARIABLES
11
c.
for
some value ij, which lies between Hence A must have the value
and f and therefore between a and
J_
1.2
(a)
(a)
h (a)
where
lies
between a and
6,
and
17
lies
between a and
c.
This proof does not presuppose the continuity of the second derivatives If these derivatives are continuous, and if the values a, 6, c f"(x), g"(x), h"(x). approach the same limit XQ, we have, in the limit,
1
(x
g
g
(x
f (x
f"(x
)
)
(xo)
h h
(x
(x
) )
0"(xo)
h"(x
Q)
Analogous expressions exist for n functions and the proof follows the same If only two functions /(x) and g (x) are taken, the formula? reduce to the law of the mean if we set g (x) = 1. An analogous generalization has been given by Schwarz (Annali di Mathematica, 2d series, Vol. X).
lines.
II.
10. Introduction. A variable quantity w whose value depends on the values of several other variables, x, y, z, -, t, which are in
dependent of each other,

ent variables x, y,
z,
,
t;
is called a function of the independ and this relation is denoted by writing
w =f(x, y,z,---,
is
t).
For definiteness,
let
us suppose that w
y.
= f(x, y)
we think
a function of the
two independent variables x and
If
of x and y as the Cartesian coordinates of a point in the plane, each pair of values (x, y) determines a point of the plane, and con If to each point of a certain region A in the xy versely. plane,
bounded by one or more contours of any form whatever, there

corresponds a value of in the region A.
,
w,
the function f(x, y)
is
said to be defined
Let (x y ) be the coordinates of a point lying in this region. The function f(x, y) is said to be continuous for the pair of values
(
x oi
yo) if, corresponding to
positive
number
77
exists
any preassigned positive number such that

y
c,
another
|/C*o
<
+ h,
+ k)-f(x
2/ )
<
may be interpreted as follows. Let us suppose constructed in the xy plane a square of side 2^ about as center, with its sides to the The axes. parallel , point
whenever \h and \k\<rj. rj This definition of continuity
12
[I,
11
whose coordinates are x + h, y + k, will lie inside this square, if To say that the function is continuous for the and k h rj pair of values (x T/ O ) amounts to saying that by taking this square sufficiently small we can make the difference between the value of and its value at any other point of the square less the function at
<
<
rj.
than
in absolute value.
It is evident that
,
we may
if
For, (x y ) points inside a square, it will evidently be satisfied for all points inside the inscribed circle. And, conversely, if the condition is
as center.
replace the square by a circle about the above condition is satisfied for all
satisfied for all points inside a circle, it will also be satisfied for all
We might then points inside the square inscribed in that circle. define continuity by saying that an rj exists for every c, such that
whenever V/i 2
+k
I
2
<
17
we
>
also have
/(<>
h y
k)
-f(x
The
definition of continuity for a function of 3, 4,

is
n inde
pendent variables
It is clear that
similar to the above.
any continuous function of the two independent

is
variables x
and y
a continuous function of each of the variables
taken separately.
11.
However, the converse does not always hold.*

If
Partial derivatives.
any constant value whatever be substi
tuted for y, for example, in a continuous function f(x, y), there results a continuous function of the single variable x. The deriva tive of this function of x, if it exists, is denoted by f x (x, y) or by x
<a
Likewise the symbol u v or fy (x, y), is used to denote the derivative of the function f(x, y} when x is regarded as constant and y as the
,
independent variable. The functions x (x, y) and y (x, y) are called the partial derivatives of the function f(x, They are themselves, y). in general, functions of the two variables x and y. If we form their
partial derivatives in turn,
we
ond order of the given function f(x,
get the partial derivatives of the sec Thus there are four partial y).
derivatives of the second order, fa (x, y),f x (x, y),fyx (x, y),f+(x, y\ The partial derivatives of the third, fourth, and higher orders are
* 2 Consider, for instance, the f unction /(x, y), which is equal to 2 xy / (x 2 y ) when the two variables x and y are not both zero, and which is zero when x 0. It is y evident that this is a continuous function of x when y is constant, and vice versa.
+ =
Nevertheless it is not a continuous function of the two independent variables x and y for the pair of values x = 0, y = 0. For, if the point (a-, y) approaches the origin upon the line x = y. the f unction/ (x, y) approaches the limit 1, and not zero. Such functions
have been studied by Baire
in his thesis.
I,
11]
13
In general, given a function w defined similarly. -, f) /(x, y, z, of any number of independent variables, a partial derivative of the nth order is the result of n successive differentiations of the function
/, in
in /.
a certain order, with respect to any of the variables which occur will now show that the result does not depend upon the
We
order in which the differentiations are carried out.
Let us
Let w
first
prove the following lemma
= f (x,
f =f
xij
tjx ,
y) be a function of the two variables x and y. provided that these two derivatives are continuous.
this let us first write the expression
Then
To prove
U =f(x +
in
Ax, y
+ Ay) -f(x,
Ay)
-f(x +
Ax, y)
+ /(x,
y}
two
different forms,
definite values.
where we suppose that x, y, Ax, A?/ have Let us introduce the auxiliary function
<
00 =f( x
+ Ax,
u)
-/(x,
v),
where v
is
an auxiliary variable.
Then we may write
Applying the law of the mean
to the function
<(w),
we
< 
by
its
value,
U = Ay [/(* +
If
0Ay)
-f (x, y + 0Ay)].
y
we now apply
the law of the
mean
to the function
fy (u,
<
+
1.
0Ay),
regarding u
as the independent variable,
we
find
<
U = Ax Ay/^ (x +
From the symmetry we would also have,
Ax, y
+ 0Ay),
y,
of the expression
in x, y, Ax, Ay,
we
see that
interchanging x and
0|
U = Ay Aaj/q, (x +
where
Ax, y
+ ^ Ay),
Equat
0, and 0[ are again positive constants less than unity. these two values of U and dividing by Ax Ay, we have ing
fxy (x +
the two
0[
Ax, y
+ Ây) =f,,x (x +
Ax, y
0Ay).
Since the derivatives /,.
members
(x, y) and fvx (x, y) are supposed continuous, of the above equation approach fxy (x, y) and
fyx (x,
y), respectively,
the theorem which
as Ax and Ay approach we wished to prove.
zero,
and we obtain
14
[I,
It is to be noticed in the
above demonstration that no hypothesis
made concerning the other derivatives of the second order, The proof applies also to the case where the function f^ and fy f(x, y) depends upon any number of other independent variables
whatever
is
t.
besides x and y, since these other variables would merely have to be regarded as constants in the preceding developments.
Let us
variables,
now
consider a function of any

=/(>
y>
number of independent
*>>
*)j
and
let
be a partial derivative of order n of this function.
Any
permutation in the order of the differentiations which leads to fi can be effected by a series of interchanges between two successive
differentiations
result, as
;
we have
and, since these interchanges do not alter the just seen, the same will be true of the permuta
It follows that in order to
tion considered.
is
have a notation which

it is
not ambiguous for the partial derivatives of the nth order,
of differentiations performed with respect to each of the independent variables. For instance, any nth derivative of a function of three variables, to =/(x, y, z), will be
sufficient to indicate the
number
represented by one or the other of the notations
where p
-f-
+ r = n*
result of differentiating
Either of these notations represents the / successively p times with respect to x,
q times with respect to ?/, and r times with respect to 2, these oper ations being carried out in any order whatever. There are three distinct derivatives of the first order, x six of the second z
f f f
, ,
order, fa,
fa fa /
3 v
fa fxz
and so
on.
In general, a function of
p independent variables
has just as
many
n as there are distinct terms in a homo of n in p independent variables that is, order geneous polynomial
distinct derivatives of order
;
as
is
shown
in the theory of combinations.
Practical rules. certain number of practical rules for the cal culation of derivatives are usually derived in elementary books on
The notation /a Pyq (x, y, z) is used instead of the notation fxfyn z r (x, y, z) for Thus the notation fxy (x, y), used in place of fx y (x, y), is simpler and TRANS. equally clear.
..r
simplicity.
I,
11]
16
and
the Calculus.
its
derivative being placed on the
table of such rules is appended, the function same line

:
y y
=
=
ax
1 ;
ax log
a,
where the symbol log denotes the natural logarithm
y
y
= log x,
sin x,
->
= y=
y
y
cos x, arc sin x,
= arc tan x,
JL
-\-
X
1
y = uv,
y
f
_
y
= u v 4- uv ^ u v uv
=/(),
2/*=/>K;
The
last
of a function tinuous.
two rules enable us to find the derivative of a function and that of a composite function if fu ,fv ,fw are con
find the successive derivatives of the func
Hence we can
tions studied in elementary mathematics, and irrational functions, exponential and
polynomials, rational
logarithmic functions, trigonometric functions and their inverses, and the functions deriv able from all of these by combination.
For functions of several variables there exist certain formulae analogous to the law of the mean. Let us consider, for definiteness, a function f(x, y) of the The difference f(x h, y 4- K)
two independent variables x and y. f(x, y) may be written in the form

y
f(x
+ h,y +
k)
-f(x,
y)
= [/(* + h,
k)
-f(x, y
+ &)]
We
to each part of thus find
which we may apply the law of the mean.
f(x
h,y
k}-f(x,
each
lie
y)
= hfx (x +
6h,
+ k}+ kf (x, y + O K),

v
where 6 and
ous or not.
between zero and unity. This formula holds whether the derivatives fx and / are continu
If these derivatives are continuous, another formula,
16
[1,512
= f(x + ht, y + kfy, where x, y, h, sider the auxiliary function and k have determinate values and t denotes an auxiliary variable. Applying the law of the mean to this function, we find
<f>()
similar to the above, but involving only one undetermined number In order to derive this second formula, con 6, may be employed.*
Now
<(>")
is
a composite function of
-f-
t,
and
y
its
-f-
derivative
4>
(t)
is
equal to
hfx (x
ht,
y + kf) + kfy (x + ht,
kt)
hence the pre
ceding formula
may
be written in the form
12.
Tangent plane
to a surface.
We
have seen that the derivative
of a function of a single variable gives the tangent to a plane curve. Similarly, the partial derivatives of a function of two variables occur in the determination of the tangent plane to a surface.
(2)
Let
. F(x,
y)
be the equation of a surface S, and suppose that the function F(x, ?/), together with its first partial derivatives, is continuous at a point Let z be the corresponding value of z, (ô? yo) of the xy plane. and AT (cr 7/0 the corresponding point on the surface S. If )
,
>
the equations
(3)
*=/(*),
z/
=
<KO>
^(9
the represent a curve C on the surface S through the point three functions f(f), which we shall suppose continuous
,
<j>(t),
"A(0>
and
differentiable,
t
value
of the parameter
must reduce to x y t. The tangent

,
z , respectively, for some to this curve at the point
is
given by the equations
5)
x
Since the curve
z
S,
C lies on the surface

t;
the equation \j/(t)=F[f(t~),
must hold
for all values of
that
is,
this relation
must be an identity
* Another formula may be obtained which involves only one undetermined number 0, and which holds even when the derivatives/^, and/, are discontinuous. For the applica tion of the law of the mean to the auxiliary function =f(x + ht,y + k) +f(x, y + kt)
<j>(t)
gives
<(!)
-0(0)
y)
or
f(x
+ h,y +
k)
-f(x,
= (0), = hfx (x +
0<0<1.
6h,
k)
+ kfy (x,
6k),
0<0<1.
The operations performed, and hence the final formula, all hold provided the deriva tives fx and fy merely exist at the points (x + ht, y + k), TRANS. (x,y + kt),0^t^\.
I,
13]
17
in
t.
the derivative of a composite function, and setting

(5)
<j,
Taking the derivative of the second member by the rule for t = t we have
,
(t
)=fi(t
<
)FXo +
(
)>
<t>
(t
)FVa
We
and
can
(5),
now
eliminate
f (t
~),
i//(
between the equations
(4)
and the
result of this elimination is

ar
(6)
Z-z = (Xto the surface.
F +
Xg
(Y
-y)
F^.
This
all
is the equation of a plane which is the locus of the tangents to It is called the tan curves on the surface through the point
gent plane
13. Passage from increments to derivatives.
We
derivatives in terms of each other, the derivatives of order n being derived It is natural to inquire whether we those of order (n 1), and so forth.
have defined the successive from
may
not define a derivative of any order as the limit of a certain ratio directly, with We have already done some out the intervention of derivatives of lower order.
thing of this kind for fxy is the limit of the ratio
(
11); for the
demonstration given above shows that/rj,
f(x
+ Ax,
+ Ay) -/(x +
zero.
Ax, y)-f(x, y Ax Ay
Ay)
+ /(x,
y)
as
Ax and Ay both approach

/"
It
can be shown in like manner that the
second derivative
ratio
of a function f(x) of a single variable is the limit of the
/(x
as hi
hi
h*)
-f(x +
hi)
-f(x
^1^2
and h 2 both approach
zero.
For, let us set
/i(x)=/(z
and then write the above
ratio in the
Ai)
form
h\
f
The
>
(x
+
hi
this ratio
is
+
therefore the second derivative
/",
limit of
is
provided that
derivative
continuous.
Passing now to the general case, let us consider, for definiteness, a function of Let us set three independent variables, w =f(x, y, 2).
AW =/(x + h, y, AW =/(x, y + k,
A^w =/(x,
l
z) 2)
-/(x,
y, 2), y, 2), y, z),
-/(x, -/(x,
y, 2 -f 1)
w. If we consider ^, k, I as given functions of x, y, 2, themselves are increments first then these three constants, and we may form the relative increments of these functions corresponding to
where A* w, A* w, A z u are theîrsi increments of
18
increments
>
[I,
13
operations, cient to indicate the successive increments given to each of the variables. An increment of order n would be indicated by some such notation as the following
:
A<->
This gives us the second increments, hi, ki, ^ of the variables. A* 1 A* w A* A w Tnis process can be continued indefinitely an increment v of order n would be defined as a first increment of an increment of order (n 1). Since we may invert the order of any two of these it will be suffi
1
;
=
n,
AX
lr
A*p A*
AX
A^/(z,
h, k,
I
y, z),
be either equal or This increment may be expressed in terms of a unequal. partial derivative of order n, being equal to the product
where p
and where the increments
may
hihy
hpki
kgl\
+ d,,hp y + eiki + + Oq kq z + ffi li + + Kir), where every 6 lies between and 1. This formula has already been proved for first and for second increments. In order to prove it in general, let us assume that it holds for an increment of order (n 1), and let
x
fx p*z
(x
*i Ai
(X, y, 2)
A**
Ah / Ajt
AX
f.
Then, by hypothesis,
$(x,y,z)
h z ---hp ki-- -k q li--
Ir
fxp-i
if, i
r(x + 0sh2 +
----\-6 ---P hp, y-\

<f>(x,
,H----
).
But the nth increment considered is equal to 0(x + hi, y, z) y, z); and if we apply the law of the mean to this increment, we finally obtain the formula sought.
Conversely, the partial derivative fxT^ zr
is
the limit of the ratio

---
AX
as all the increments h, k,
It is interesting to
I
.-AX-.. -AX
hp ki k 2
zero. kg
li
A/-/
lr
hi h?
approach
notice that this definition
is
the usual definition.
function of x and y,
Suppose, for example, that w =/(x, y) where neither nor ^ has a derivative.
<f>
sometimes more general than + ^(y) is a Then u also has

<f>(x)
no
in
first
derivative,
and consequently second derivatives are out

if
of the question,
the ordinary sense. Nevertheless, tive fxy is the limit of the fraction
we adopt
the
new definition,
k)
the deriva
/(x
which
is
h,
k)
-/(x +
h, y)
-/(x, y
+/(x,
y)
hk
equal to
h)
t( V
k)
<t>(x
h)
hk
zero.
But the numerator of this ratio is identically zero as a limit, and we find/xy = 0.*
*
Hence the
ratio
approaches
similar
example, the f unction /(K)
remark may be made regarding functions of a = xs cosl/x has the derivative
single variable.
For
f
and f
(x)
(x)
3 x 2 cos -
xsin-i
ratio
has no derivative for x
0.
But the
/(2ar)-2/(tt)+/(0)
o"
or 8
a cos (I/ 2 a)
2 a cos (I/
or),
has the limit zero
when a approaches
zero.
)14 ]
THE DIFFERENTIAL NOTATION

III.
19
which has been in use longer than any it is by no means indispensable, Although other,* it possesses certain advantages of symmetry and of generality which
The
differential notation,
is
due to Leibniz.
are convenient, especially in the study of functions of several varia This notation is founded upon the use of infinitesimals. bles.
which approaches zero as small a limit is called an infinitely quantity, or simply an infinitesi the that The condition mal. quantity be variable is essential, for not an infinitesimal unless it is zero. is a constant, however small,
14. Differentials.
Any
variable quantity
which approach zero Ordinarily several quantities are considered standard of compari as the is chosen them of One simultaneously.
Let called the principal infinitesimal. Then infinitesimal. another infinitesimal, and ft
son,
and
is
is
be the principal said to be an
approaches
tesimal
of
infinitesimal of higher order with respect to a, if the ratio ft/a On the other hand, ft is called an infini zero with a.
the
first
order with respect to a,

different
if
approaches a limit this case
from zero as a approaches
the ratio ft/a In zero.
^
where
=K+
e,
c is
another infinitesimal with respect to
a.
Hence
ft=a(K + c)= Ka
and
at
if
+ at,
is
The complementary term is called the principal part of ft. an infinitesimal of higher order with respect to a. In general, such that ft we can find a positive power of a, say
a",
Ka
/a"
approaches a
zero,
ft
is
from zero as a approaches Then called an infinitesimal of order n with respect to a.

finite
limit
different
we have
=K+ 4 a
;
e,
or
ft
an (K
-f e)
= Ka* +
".
The term
again called the principal part of ft. these definitions, let us consider a continuous func Having given Let Aa; be an tion y=f(x), which possesses a derivative (x).
Ka"
is
With the
possible exception of
Newton
notation.
TRANS.
20
increment of

x,
[I,
14
and
let A?/
denote the corresponding increment of
y.
From
the very definition of a derivative,
we have
approaches zero with Ace. If Ax be taken as the principal infinitesimal, AT/ is itself an infinitesimal whose principal part is f (x) Ax.* This principal part is called the differential of y and is
where
denoted by dy.
dy=f(x)&x.
itself, the above formula becomes dx and hence we shall write, for symmetry,
When /(x)
reduces to x
= Ax
where the increment dx of the independent variable x is to be given the same fixed value, which is otherwise arbitrary and of course
variable, for all of the several
dependent
functions of x which
may
be under consid
eration at the same time.
Let us take a curve C whose equation is y = f(x), and consider two points on it, and whose abscissae are x and x -f dx, In the triangle MTN we have respectively.
while
is
Ay
is
equal to
NM
NT = MN tan Z TMN = dxf (x). Hence NT represents the differential

.
It
is
evident from the figure that
MT
dy,
an infinitesimal of higher order, in general, with respect to NT, is parallel to the x axis. approaches M, unless Successive differentials may be defined, as were successive deriv atives, each in terms of the preceding. Thus we call the differ
as
MT
ential of the differential of the first order the differential of the second order, where dx is given the same value in both cases, as 2 above. It is denoted by d
y:
d*y
= d (dy) =
[/"(x)
dx] dx
f"(x)
(dx}*.
Similarly, the third differential
is
d*y
= d(d*y) = [_f(x)dx*]dx
=f"(x)(dx)*,
* Strictly speaking, we should here exclude the case ever, convenient to retain the same definition of dy
where f
(x)
= 0.
It is,
how
also.
even though
=f
(x)&x in this case
it is
not the principal part of Ay.
TRANS.
I,
14]

on.
is
21
and so
(n
1)
In general, the differential of the differential of order
The
derivatives
/ (or),
:
/"(a),
-,
(n
\x),
...
the other hand, in terms of differentials, and tion for the derivatives
t
we have
can be expressed, on a new nota
~ dy
dx
,,
_ ~
<Py
dx
dn y ~dtf
t>
To each of the
d xm
rules for the calculation of a derivative corresponds
a rule for the calculation of a differential.
For example, we have

a x log a dx
cos
;
= mx m dx d log x =
,
, j
dx,
da x =
d sin x
x dx
2
SC
,
aarcsmcc
dx
Vl is
>
darctanx
=1
dx
a;
+x
Let us consider for a moment the case of a function of a function.
=/(), where u
a function of the independent variable
x.
whence, multiplying both sides by dx, we get
yx dx =/(M) X ux dx;
that
is,
dy =f(u)du.
for dy is therefore the same as if u were the inde variable. This is one of the advantages of the differential pendent notation. In the derivative notation there are two distinct formulae,
&=/(*)>
The formula
yx=f(u)uxy
y with respect to cc, according as y is given directly as a function of x or is given as a function of x by means of an auxiliary function u. In the differential notation the
to represent the derivative of
same formula applies in each case.* If y = f(u, v, w) is a composite function, we have

Vx
at least
if
= U xfu + Vx f + Wx fn
v
fu ,f ,fw
v
are continuous, or, multiplying
by dx,
yx dx =
u x dxfu
v x dxf v
+ wx dxfw
* This particular advantage is slight, however for the last formula ahove well a general one and covers both the cases mentioned. TRANS.
;
is
equally
22
that
is,
[I,
15
dll
= f du + f dv +fw dw.
u
Thus we have,
for example,
V du,
rules enable us to calculate the successive differentials. Let us seek to calculate the successive differentials of a function
The same
= /(u),
for instance.
We
have already
dy=f (u}du.
In order to calculate d?y, it must be noted that du cannot be regarded as fixed, since u is not the independent variable. We must then calculate the differential of the composite function f du, where u
(u)
and du are the auxiliary functions.
We
thus find
To
u, du,
calculate d*y, we must consider d*y as a composite function, with d2 u as auxiliary functions, which leads to the
expression
;
d*y
=f
8
"(u)du
3f"(u)dud*u
+f (u)d*u
It should be noticed that these formulae for d*y, d*y, etc., are not the same as if u were the independent variable, on account of the terms d*u, d z u, etc.*
on.
and so
A
f(x,
is
similar notation
is
used for the partial derivatives of a function
of several variables.
y, s),
Thus the
partial derivative of order
n of
which
is
represented by
xf>flzr
in our previous notation,
represented by
in the differential notation.f
in
This notation is purely symbolic, and no sense represents a quotient, as it does in the case of functions
.
of a single variable.
15. Total differentials.
Let w =f(x,
y, z.
o
/
____
y,
z)
be a function of the
three independent variables x,
The expression
/
Q
-
du
* This disadvantage
dx êx
^ dy + dz -^ dz dy
to offset the
would seem completely
advantage mentioned
above.
TRANS. Strictly speaking, we should distinguish between d^y and d? uy, etc. t This use of the letter d to denote the partial derivatives of a function of several variables is due to Jacob! Before his time the same letter d was used as is used for
.
the derivatives of a function of a single variable.
I,
15]

o>,
23
where dx, dy, dz are three fixed called the total differential of otherwise which are arbitrary, assigned to the three increments,
is
independent variables
x, y, z.
7
The three products

df j dy, df j ~ dz
8f
ex
TT-
dx.
dy
cz
are called partial differentials. The total differential of the second order
ential of
the"
d*<a
is
the total differ
total differential of
the
first
order, the increments

differential to
dx, dy, dz remaining the
same
ddia
as
we pass from one

ddia
the next higher.
Hence
d2 u
or,
d(dta)
dx
Ox
-f -^
oy
dy
+ -= cz
cdw
dz
expanding,
ex*
dx oy
ex cz
Oy Oz
Ox oy
dxdy
df
2
,
dxdz
ox cz
2 = dy dz. Oy Oz
If cPf be replaced by becomes the square of
the right-hand side of this equation
We may
then write, symbolically,
0x
it
cy
oz
2 being agreed that df* is to be replaced by 8 f after expansion. of the total differential In general, if we call the total differential order the total differential of of order n, and denote it by
(n
1)
dn (a, we may write,
in the
same symbolism,
+*)", Oz /
;
*.-(***
\0x
Oy
where df n
is to
be replaced by d nf after expansion
that
is,
in our
ordinary notation,
[I,
15
where
A pqr
is
p\q\r\
c
r
the coefficient of the term ap &
in the
development of
(a.
+ b + c)
n
.
n will show that it then For, suppose this formula holds for d w. and this will prove it in general, since we have holds for dn+l
<o;
We
already proved
it
for
2.
From
the definition,
we
find
dn+l w=d(dn (o)
zn+if
d n+l f
whence, replacing
en + 1
/by cf
+ l the right-hand side becomes

,
f
or
( 1
7TC7
dx
-f 7f-
^V
dy
+
<7
rf
cy
cz
\ox
cy
write
Hence, using the same symbolism,

-
we may
-
cy
Note.
cz
Let us suppose that the expression for dw, obtained in any

is
way whatever,
(7)
dw
Q,
= P dx
d<a
-f-
Q dy
+ R dz,
Since by definition
where P,
are any functions x,

rfw
y, z.
^dx
<c
8<a
ay
cy
d<a
^cz
dz,
we must have
where dx, dy, dz are any constants.
Hence
n y,
8<a
/\ (o)
The
S<a
"5~
^X
.r,
go)
^~
-ft.
"5~~
KB
single equation (7) is therefore equivalent to the three separate and it determines all three partial derivatives at once. equations
(8)
;
I,
16]

if
25
In general,
whatever,
the nth total differential be obtained in any

d"
way
= 2 Cpqr
dx"
dy"
dz
r
;
then the coefficients
are respectively equal to the corresponding nth derivatives multiplied by certain numerical factors. Thus all
Cyqr
these derivatives are determined at once.

to use these facts presently.
We
shall
have occasion
16. Successive differentials of composite functions.
be a composite function, u, v, independent variables x, y, z, t.
Let w F(u, v, w~) being themselves functions of the The partial derivatives may then be
written
down
as follows
dia_dFdii
dx
d>
dFdv
dv dx
d_F_d_v_
dFdw
dw dx
du dx
_d_F_d_u du dy
___
dw dy dw dw
dz
dy
dz
dv dy
d_F_d_v
du dz
do dz
dw
dt
dF du
du
dt
dF dv
dv dt
dF dw
dt
If these four equations be multiplied by dx, dy, dz, dt, respectively, and added, the left-hand side becomes
d(
3- dx dx
+
,
<?
-r-
dy
dy
+
,
^<
-^-
dz
dz
,^ J. + dt, -^ d
that
is, do*
and the
coefficients of
d_F
du
d]F do
0F
dw
Hence
on the right-hand side are du, dv, dw, respectively.

(9)
do)
dF dF dF =^ dv + ^ dw, du +
-r
cu
dv
cw
see that the expression of the total differential of the first order of a composite function is the same as if the auxiliary functions were the independent variables. This is one of the main advantages
and we
The equation (9) does not depend, in form, either upon the number or upon the choice of the independent variables and it is equivalent to as many separate equations as there are independent variables.
of the differential notation.
;
To
u, v,
calculate
d2 w,
let
that the second
member
us apply the rule just found for dta, noting of (9) involves the six auxiliary functions
w, du, dv, dw.
We
thus find
26
[I,
lu
=
4-
-i^-
du 2
-
4-
-z
Ctr
cucu
du dv
dv 2 dv
du dw + + cucw
d2
dF
-^-
en
cv
dz u
du dv
d
2
dudv
4-
^
cv 2
2
+
-f
dvdw + ^ ff cw
cu
d2 TT-^ 1
+ ^gw du dw
or,
d
4- o
F
Q
dw
F
t?w
^y^M>
Cw
dF
^ cw
simplifying and using the same symbolism as above,
d2 w
= [7^- du+
7
,
Vc/w
^ dv ^^y
+
,
dw\
CM;
^ +
TT-
cu
^ +
c?
Co
w 4- ^
cw
This formula is somewhat complicated on account of the terms in d 2 u, d z v, dz w, which drop out when u, v, w are the independent This limitation of the differential notation should be variables. 2 borne in mind, and the distinction between d w in the two cases s To determine d w, we would apply the same rule carefully noted.
to
2
<2
o>,
2 noting that d w depends upon the nine auxiliary functions
w, du, dv, dw, d u, d v,d w; and so forth. The general expres sions for these differentials become more and more complicated
u, v,
an integral function of du, dv, dw, d 2 u, the terms containing dn u, dn v, dn w are

is
dn w
dn u, d n v, dn w, and
dF
cu
If, in
dn u
dF
4-
dn v
dF
4-
cv
cw
d n w.
be replaced by
the expression for
d"
w, u, v,
w, du, dv, dw,
n their values in terms of the independent variables, d t becomes an coefficients are equal in whose dx, dy, dz, integral polynomial
(cf.
by
Note, 15) to the partial derivatives of w of order n, multiplied thus obtain all these derivatives certain numerical factors.
We
at once.
Suppose, for example, that we wished to calculate the first and second derivatives of a composite function <a=f(ii), where w is a
If we calculate function of two independent variables u (x, y). these derivatives separately, we find for the two partial derivatives of the first order
<f>
1ft
8w
8w du
8u)
du>
du
dx
du dx
dy
du dy
Again, taking the derivatives of these two equations with respect to x, and then with respect to y, we find only the three following distinct equations, which give the second derivatives
:

du\*
dx*

27
ex
du
C
<a
U CU
d*
(11)
dx dy
du* Cx dy
du dx dy
dda
&u
22
t
dy
,2*
first
of these equations is obtained by differentiating the of equations (10) with respect to y, or the second of them with In the differential notation these five relations (10) respect to x.
in the
The second
and (11) may be written
form
en
(12)
cu
If
du and d*u
in these formulae be replaced
by
du
TT-
dy
and
-^ a
dx dy
in the first give the first respectively, the coefficients of dx and dy z of dx , 2 dx dy, and coefficients while the of o, partial derivatives
dy
in the second give the second partial derivatives of w.
of order
The formula for the total differential n of a composite function becomes considerably simpler in certain special cases which often arise in practical applications. Thus, let us seek the differential of order n of the product of two = uv. For the first values of n we have functions
17. Differentials of a product.
o>
dw
v dti
dv,
d* a)
= v d* u +
2 du dv -f ud* v,
and, in general,
d"
it is
evident from the law of formation that
d"
4- r,
dr d n ~û
+ Cd*v d
~2
-f
It might be shown by alge where C lt C 2 are positive integers. braic induction that these coefficients are equal to those of the
,
but the same end may be reached by the expansion of (a + following method, which is much more elegant, and which applies do not depend to many similar problems. Observing that C l C 2
&)"
upon the particular functions n and v employed,
let
us take the
28
[I,
17
u = e*, v = &, where x and y are the two inde pendent variables, and determine the coefficients for this case. We
special functions
thus find
e x+y ,
dw
e x+y
(dx
+ dy),
z
-,
dn
<*
=
,
x e +y
(dx
+ dy)n
du =
dv
e*dx,
e v dy,
d u = ex dx*, d*v = e dy
y
2
,
,
and the general formula, after division by ex+ J becomes

(dx
+ di/} n =
dx*
C^dydx*it
C t dy 2 dx n - 2
-\
[-dp.
Since dx and dy are arbitrary,
follows that
r Cl
_n ~l
n(n-l)
1.2
"
~ n(n -1)
(n
- p + 1)
1.2-..p
and consequently the general formula may be written

n (13) d (uv)
= vd u+^dud 1
n
n-
^
1
.
^
4
d 2 vdn
~2
-\
\-ud*v.
This formula applies for any number of independent variables.
u and v are functions of a single variable x, we n by dx the expression for the nth derivative of the product of two functions of a single variable. It is easy to prove in a similar manner formulae analogous to (13) for a product of any number of functions. Another special case in which the general formula reduces to a simpler form is that in which u, v, w are integral linear functions
In particular,
if
have, after division
of the independent variables x, y,
z.
u=
v = w=
ax
a x
a"x
+ cz+f, + b y + c z +/ + +
-f
by
c"z
b"y
+/",
where the have
coefficients a,
a",
b,
are constants.
b b
For then we
= dv = dw =
du
a dx
+
-f-
a dx
a"dx
b"dy
+ dy + +
dy
n
c dz,
c
dz,
c"dz,
the differentials of higher order d u, dn v, dn iv, where n>l, vanish. Hence the formula for dn is the same as if u, v, w were
and
all
<j>
the independent variables
that
is,
I,
18]

dn w
29
8F = (dF -5- du + -T- dv

. .
8F
4- 5
dw
V">
We proceed
18.
to apply this remark.
Homogeneous functions.
of degree m,
<(w,
function
<f>(x,
y, z)
is
said to be
homogeneous
if
the equation
t
v,
w)=
v
$(x,
y, z)
is
identically satisfied
when we
tx,
set
u
Let
xis
= ty,
w=
tz.
equate the differentials of order n of the two sides of this with respect to t, noting that u, v, w are linear in t, and that equation
du
dt,
dv
= y dt,
dw =
z dt.
The remark
just
d
made
shovvs that
(
"
ihi
y fo
+
set
>==
*^)
#
m(m ~ 1}
w
member,
"
(m
"
+1 )
2,
<m
a;
""*(
y*)-
If
we now
1, w, v,
reduce to
#,
?/,
and any term of
the development of the
first
becomes
d"<>
whence we may
write, symbolically,
which reduces,
for
= 1,
to the well-known formula
have then, altogether, three systems of nota Various notations. tion for the partial derivatives of a function of several variables, Each of that of Leibniz, that of Lagrange, and that of Cauchy.
these
is
We
calculation.
devised.
somewhat inconveniently long, especially in a complicated For this reason various shorter notations have been Among these one first used by Monge for the first and
30
[I,
19
second derivatives of a function of two variables is now in common use. If z be the function of the two variables x and y, we set
P
and the
dy
total differentials dz
ex 2
=
o if
ex 8y
2
and d
z are given
by the formulae
= p dx + q dy, d z = r dx 2 s dx dy +
dz
2 2
-f-
dy~.
is now coming into general use is the Let z be a function of any number of independent vari following. x n then the notation ables x 1} x z x 3)
Another notation which
ex
is
ex.
ox
,
used,
where some of the indices a lt
a.2)
a n may be
zeros.
19. Applications. Let y f(x) be the equation of a plane curve C with The equation of the tangent at a point respect to a set of rectangular axes.
M(x, The
y)
is
Y-y = y
slope of the normal,
is
(X-x).
tangency,
l/y
perpendicular to the tangent at the point of and the equation of the normal is, therefore,
is
which
Let be the foot of the ordinate of the point Jlf, and let T and be the points of intersection of the x axis with the tangent and the normal, respectively. The distance is called the subnormal
PN
FT,
the subtangent; MN, the normal; and T, the tangent. From the equation of the normal the ab
scissa of the point
N
.
is
yy
whence the
subnormal
agree to call the the subnormal, and to attach the length sign + or the sign according as the direc tion is positive or negative, the subnormal
is
yy
If
we
PN
PN
will
C.
The
lengths
MN and M T are given by the triangles MPN and MPT:
always be yy for any position of the curve Likewise the subtangent is y /y

.
Various problems
may
instance, all the curves for
which the subnormal

all
be given regarding these lines. Let us find, for is constant and equal to a given
the functions
is
number
a.
This amounts to finding
the equation yy
y=f(x) which
2
2/
satisfy
a.
The left-hand
side
the derivative of
/2, while the
I,
EXS.]
EXERCISES
These functions can therefore
C,
31
differ
right-hand side is the derivative of ax. only by a constant whence

;
= 2ax +
the equation of a parabola along the x axis. Again, if we seek the curves for which the subtangent is constant, we are led to write down the equa
which
tion
is
y /y
= l/;
whence
log2/
+ logC,
or
Ce?,
which
tote.
is
To
the equation of a transcendental curve to which the x axis is an asymp find the curves for which the normal is constant, we have the equation
or
/a2
y*
The
first
member
is
the derivative of
- Vo^-
2
;
hence
(x
C)
a2
which
is
The
the equation of a circle of radius a, whose center lies on the x axis. curves for which the tangent is constant are transcendental curves, which
we
M,
shall
study
later.
and let and F(x) be the equations of two curves C and In order that be the two points which correspond to the same value of x. the two subnormals should have equal lengths it is necessary and sufficient that
Let y
C",
= f(x)
YY
that
is,
=yy
that
directed in like
y + C, where the double sign admits of the normals being This relation is satisfied by the cirfves or in opposite senses.
2
and also by the curves
which gives an easy construction for the normal
to the ellipse
and
to the hyperbola.
EXERCISES
1.
Let p
= f(6) be the equation of a plane curve in polar coordinates. Through
the pole O draw a line perpendicular to the radius be the points where this vector OM, and let T and
line cuts the tangent
and the normal.
Find expres
sions for the distances

(<?).
OT, ON,
MN,
and
MT
in
terms of /(0) and / Find the curves for which each of these distances,
in turn,
2.
is
constant.
Let y
= f(x),
T,
i.e.
z<t>(x)
skew curve
of a general space curve.
be the equations of a Let
FIG. 3
32

Af,
[I,
Exs.
lar to the
be the point where the normal plane at a point meets the z axis and tangent at
.M",
dicular from
M to
the z axis.
is, the plane perpendicu be the foot of the perpen Find the curves for which each of the distances
;
that
let
PN and JOT,
[Note.
3.
in turn, is constant.
lie
These curves
on paraboloids of revolution or on spheres.]
that f(x)
Determine an integral polynomial /(z) of the seventh degree in x, given + 1 is divisible by (x - I) 4 and f(x) - 1 by (x+1)*. Generalize the
problem.
4.
Show
that
if
the two integral polynomials
P and
x
2
,
satisfy the relation
Vl -p-t
then
= Q Vl -
dP
Vl - p*
where n
is
ndx Vl - x2
a positive integer.
[Note.
(a)
it
From
the relation
l-P2 = Q2(l-x)
- 2 PP = Q [2 Q (l - x*) (a)
follows that
(b)
2 Qx].
The equation by Q-]

5*.
shows that
is
prime to
and
(b)
shows that
is
divisible
Let
E (x)
let
ferent,
and
be a polynomial of the fourth degree whose roots are = U / be a rational function of t, such that
all dif
where R\
(t) is
Show
that the function
a polynomial of the fourth degree and P / Q is a rational function. U/ satisfies a relation of the form
dx
VR(X)
where
A;
kdt
Vfl!()
is
a constant.
[JACOBI.]
it
[Note.
to vanish,
6*.
Each root of the equation R(U/ V) = 0, since must cause VU and hence also dx/dt,
UV
cannot cause
(x)
to vanish.]
Show
tion of the independent variable x,
that the nth derivative of a function y = $ (u), where may be written in the form
is
a func
where
~
ctx
1.2
(*=1,
2,
[First notice that the nth derivative

coefficients
AI, A*,
-,
An
may be written in the form (a), where the are independent of the form of the function
<j>(u).
I,
EXS.]
find their values, set
EXERCISES
(M)
it
33
,
To
equal to w,
,
2
,
un
successively,
is
and
(b).]
solve the
resulting equations for

7*.
A^,
An
The
2
result
the form
Show
"
that the nth derivative of

2 2
<f>
(x
is
dx n
(>(x
n(n
(2
n (n
-V--( n -*P+V
1
.
X )n- 2P 0("-P)(x2 )
ju
where p varies from zero to the last positive integer not greater than n/2, and where 0(0 (x2 ) denotes the ith derivative with respect to x.
Apply
8*.
If
this result to the functions er 3?, arc sin x, arc tan x.
cos u,
S
show that
d-i(l
-x 2
)">-*
dx m ~ l
l)
m ~i 1.3.5,
-(2m-
1)
sin
mu.
[OLINDE RODRIGUES.]
9.
Show that Legendre
polynomial,
2
satisfies
dx"
the differential equation
ax-
ax
Hence deduce the

10.
coefficients of the polynomial.
Show
that the four functions
yt
y2
= =
sin (n arc sin x),
2/3
cos (n arc sin x),
2/4
= sin (n arc cos x), = cos (n arc cos x), =

Q.
satisfy the differential equation

(1
x2 )
y"
xy
ri*y
Hence deduce the developments

nomials.
11*. Prove the formula
of these functions
when they reduce
to poly
= _(x-iei) dx
V
dn
G*
-
(-!)"
x+!
[HALPHEN.]
satisfies the
12.
Every function
of the
form
rx
2
x$(y/x) + $ (y/x)
equation
+
^.
2 sxy
ty*
0,
whatever be the functions

13.
<f>
and
The function
= x0(x +
and
y)
+ y^(x + y) -2s+t=
satisfies
0,
the equation
\f/.
34
14.

The function
z
[I,
Exs
=f[x +
</>(y)]
satisfies the
equation ps
qr,
whatever
be the functions / and 0.

15.
The function
x<j>(y/x)
y~ n ^(y/x)
2
satisfies the
equation
rx 2
+
<j>
2 sxy
+
\f/.
ty
+ px +
qy
n 2 z,

16.
and
Show
y
that the function
fa
ai 0! (x)
|
a z fa (x)
\
x
|
an
n (x),
(x), (x), together with their derivatives, 0i (x), (x), 0n(x), are continuous functions of x, has a derivative which is discontinuous for x = a\ Oz an
,
where fa
n (x),
17. Find a relation between the first and second derivatives of the function =/(&! M), where M = 0(x2 x 3 ); x t x2 x 3 being three independent variables, and /and two arbitrary functions.
, ,
,
18.
Let/"(x)
be the derivative of an arbitrary

1 d*u,
f unction
/(x).
Show
that
#2
u dx 2
where u
19*.
dx 2
[/ (x)]-i and
=/(x) [/
(x)]-*.
The nth
derivative of a function of a function
u-<p(y),
where y
= ^ (x),
may
^1.2,
where the sign of summation extends over all the positive integral solutions of the equation i + 2 j + 3 h + Ik = n, and where p = i + j + + k.
-\
.
[FA A DE BRUNO, Quarterly Journal of Mathematics, Vol.
I, p.
359.]
CHAPTER
IMPLICIT FUNCTIONS
II
FUNCTIONAL DETERMINANTS CHANGE OF VARIABLE

IMPLICIT FUNCTIONS
I.
20.
particular case.
We
frequently have to study functions for
which no explicit expressions are known, but which are given by means of unsolved equations. Let us consider, for instance, an equation between the three variables x, y, z,
(1)
F(x,
y, z)
= 0.
This equation defines, under certain conditions which we are about to investigate, a function of the two independent variables x and y.
We
shall prove the following
theorem
a
set
Let x
tion (1),
=x
and
y
let
=.
z b&
of values which satisfy the equa
us suppose that the function F, together with its first in the neighborhood of this set of values* is continuous derivatives, z vanish for x = x y there F does not derivative the y z z If
,
and only one continuous function of the independent variables x and y which satisfies the equation (1), and which assumes the value z when x and y assume the values x and y respectively.
exists one
,
x y The derivative Fz not being zero for x y z Since is that it F, Fx positive. suppose, for defmiteness,
,
=z
,
let
z
us
are
Fv F
,
supposed continuous in the neighborhood,
number
us choose a positive are continuous for all functions four so small that these
let
sets of values x, y, z
(2)
which
satisfy the relations
\x-x
\<l,
\y-y
F
z
\<l,
\*-z
z,
<l,
and
that, for these sets of values of x, y,
(x,y,z}
>
P,
Mathematique de France, Vol. XXXI, Goursat has shown, by a method of successive approximations, that it is not necessary to make any assumption whatever regarding x and F even as to His general their existence. His proof makes no use of the existence of Fx and Fy TRANS. theorem and a sketch of his proof are given in a footnote to 25. 35
article (Bulletin de la Societe
190. ?, pp. 184-192)
*Iu a recent
t/
36
FUNCTIONAL RELATIONS
[II,
20
P is some positive number. Let Q be another positive num ber greater than the absolute values of the other two derivatives Fx Fy in the same region.
where
,
Giving
write
x, y, z
values which satisfy the relations

:
(2),
we may then
down
V, *)
the following identity

7/0,
F
(*>
- F(*o,
= F(x, y, z} - F(x
-F(x
,
y, z)
,
T/o,
z)
+F(x
7/0j
z)
F(x y, F(x
,
z)
,
7/0,
applying the law of the mean to each of these differences, and = 0, observing that F(x y )
or,
, ,
F(x>y>*)
+ - yo) Fv [*., + (z - ) F
2
[>o,
(*
*o)-F a r[o
8(x
2/o
?/o,
-y *o +
ff(y
0"0
o),
y,
),
*]
]
)].
Hence
(3)
-F(cc,
T/,
2) is of
the form
S
I
F^
^=
A (x y +B(x, y,
>
>
^ (x ~ xd - )+ z) (y
T/O
C (x,
y, z) (z y, z),
-*
),
where the absolute values of the functions A(x,

C(x,
y, z)
B(x,
y, z),
satisfy the inequalities

M|<Q,
\B\<Q,
\C\>P
which satisfy (2). Now let c be a number less than and the smaller of the two numbers positive Z, rj I and x that and Pe/2Q. Suppose y in the equation (1) are given definite values which satisfy the conditions
for all sets of values of x, y, z
and that we seek the number of roots of that equation, z being regarded as the unknown, which lie between z e and z + c. In the expression (3), for F(x, y, z} the sum of the first two terms is always less than 2Qrj in absolute value, while the absolute value of the third term is greater than Pe when z is e. From replaced by z the manner in which 77 was chosen it is evident that this last term
determines the sign of F.
and F(x, y, z + e ) which lies between z

>
follows, therefore, that F(x, y, z e) hence the equation (1) has at least one root
<
It
e
z
and
e.
Moreover this root
is
since the derivative
unique,
e
is
positive for all values of z between z
and
+
?/
only one
It is therefore clear that the equation (1) has one and root, and that this root approaches ZQ as x and y approach
e.
,
X Q and
respectively.
II,
20]
IMPLICIT FUNCTIONS
37
Let us investigate for just what values of the variables x and y Let h be the root whose existence we have just proved is denned. the foregoing reason the smaller of the two numbers I and PI/2Q; x and of the variables y satisfy the ing shows that if the values one h, the equation (1) will have
inequalities \x
x^\
<
and only one root which
lies
between
sides parallel , square of side 2 h, this square, inside lies As long as the point (x, y) to the axes. x and of function a determines y, which the
its
about the point M (x
and z y ), with
I
-f
I-
Let
be a
equation (1) uniquely I and z remains between z

the above, at the point
point
I.
This function
is
and
this is likewise true for
continuous, by any other
by the hypotheses made regarding the func tion F and its derivatives, the derivative Ft (x lf y l} i) will be posi z i~ z x since \x l tive at the point lt ya\<l, \y\ as at the same is then The condition of things at l exactly
l
of
R;
for,
<l,
o\<l-
and hence the root under

Since the root considered
consideration will be continuous for
defined only in the interior of the function. region R, we have thus far only an element of an implicit out In order to define this function
is
side of R,
steps, as
we proceed by successive Let L be a con follows.
tinuous path starting at the point (x y and ending at a point (X, F) Let us suppose that outside of R.
,
~)
the variables x and y vary simul taneously in such a way that the
point
If z
(x, y)
describes the path L.

,
Fm
we
of
start at (x
z,
with the value
we have
inside the region R.
a definite value of this root as long as we remain Let 1 (x l y^ be a point of the path inside R,
and
z t the corresponding value of

satisfied for
z.
The
conditions of the theorem
there exists another region lt v l} being R l} about the point MI, inside which the root which reduces to z l for
z
,
=x
y=y
=z
= Xi,
= yi
is
uniquely determined.
This
new
region #! will
have, in general, points outside of R.
on the path L, inside R struction and determine a new region

tion of the equation
is
Taking then such a point t but outside R, we may repeat the same con
R2
inside of
which the solu
this process could be defined; (1) find as as we did not a set of values of repeated indefinitely, long z F which for the present for 0. shall content ourselves x, y, z
and
We
38
[II,
21
with these statements; we shall find occasion in later chapters to

treat certain analogous
21.
problems in
detail.
Derivatives of implicit functions.
Let us return
to the region
R, and to the solution z
=
<f>(x,
y) of the equation (1),
which
is
continuous function of the two variables x and y in this region. This function possesses derivatives of the first order. For, keeping y fixed, let us give x an increment Ax. Then z will have an incre
ment
Az, and
we
find,
by the formula derived

F(x,
ij,
in
20,
F(x
Hence
As, y,z
+ A) 0Az, y,e
z)
-f
= Az Fx (x +
+ Az)
Aa
z (x, y,
Az)
= 0.
function of
and when A# approaches zero, As does also, since z is a continuous The right-hand side therefore approaches a limit, a;. and z has a derivative with respect to x
:
In a similar manner
we
find
If the equation F = functions of the variables x and
is
of degree
in
z,
it
defines
y,
and the partial derivatives cz/cx,
values of the variables 3z/dy also have m values for each set of x and y. The preceding formulas give these derivatives without ambiguity, if the variable z in the second member be replaced by the value of that function whose derivative is sought.
For example, the equation
defines the
two continuous functions
+ Vl
for values of
x2
y*
and
Vl
are
x2
x and y which satisfy the inequality xderivatives of the

first
2
<
1.
The
first partial
-y
II,
2]
IMPLICIT FUNCTIONS
39
and the
ing the signs. formulae
the second are found by merely chang partial derivatives of The same results would be obtained by using the
dz
dx
replacing z by
22.
its
x
z
Cz
cy
y
z
two values, successively.

If
Applications to surfaces.
we
interpret x, y, z as the Cartesian
coordinates of a point in space, any equation of the form

(4)
F(x,y,
,
z)=0
,
represents a surface S. Let (cc y z^) be the coordinates of a point A of this surface. If the function F, together with its first deriva tives, is continuous in the neighborhood of the set of values x yw z
,
,
three of these derivatives do not vanish simultaneously at the point A, the surface S has a tangent plane at A. Suppose,
and
if all
for instance, that
is
not zero for x
=x
=y
Accord
ing to the general theorem we may think of the equation solved for z near the point A, and we may write the equation of the surface in the form z 4(x, y},
where
<f>
(x, y)
is
a continuous function
and the equation of the
tangent plane
at
is
Replacing dz /dx and dz /dy by the values found above, the equation of the tangent plane becomes
If
F =
z
0,
but
Fx
0, at
a;
we would
consider y and z as inde
pendent variables and

find the
as a function of them.
We
would then
is
same equation (5) for the tangent plane, which dent a priori from the symmetry of the left-hand side.
the tangent to a plane curve F(x, y)
also evi
Likewise
0,
at a point (x
~),
is
If the three first derivatives vanish simultaneously at the point A.
dF
40
[II,
23
shall see later the preceding reasoning is no longer applicable. to the various curves which lie on that the tangents (Chapter III)
We
the surface and which pass through not a plane.
form, in general, a cone and
we assumed
In the demonstration of the general theorem on implicit functions Our geometrical that the derivative F^ did not vanish.
line parallel to the z axis and near the line x = x w y = y meets the surface, in general, in two points near the point of Hence, in general, the equation (4) would have two tangency. roots which both approach z when x and y approach x and y
intuition explains the necessity of this condition in general. For, is parallel to the % axis, the if but 3= tangent plane 0, F^ F^
and a
respectively. If the sphere
a;
+y
2
-+-
y = 0,
with
23.
e
x
;
=1+
c,
we
find
if c
they are real
1 = 0, for instance, be cut by the line two values of z, which both approach zero is negative, and imaginary if c is positive.
2
Successive derivatives.
In the formulae for the
first
derivatives,
3z = _Fx dx~ F,
= cy~
dz_
_F JL
F,
consider the second members as composite functions, z being an auxiliary function. We might then calculate the successive deriv The atives, one after another, by the rules for composite functions. existence of these partial derivatives depends, of course, upon the
we may
existence of the successive partial derivatives of F(x, y, K). The following proposition leads to a simpler method of determin ing these derivatives.
If several functions of an independent variable satisfy a relation

obtained by equating to 0, their derivatives satisfy the equation zero the derivative of the left-hand side formed by the rule for differ vanishes For it is clear that if entiating composite functions.
F=
variables which occur are replaced by func identically tions of the independent variable, then the derivative will also van
ish identically.
when the
The same theorem holds even when
the functions
which
F=
depend upon several independent
variables.
Now suppose that we wished to calculate the successive derivatives

of an implicit function y of a single independent variable x defined by the relation
II,
23]
IMPLICIT FUNCTIONS
41
We
find successively
dF ~
T~ ox
v
+ + ^
SF ~
cy
+2 ^
dxdy
2
v y
d2
dF
dy
v"
=0
-dy
dx*
ox dy
ox dy*
dxdy
32
dy
7,1
from which we could calculate successively y
y",
Example. Given a function y =/(x), we may, inversely, consider y as the independent variable and x as an implicit function of y defined by the equation y=f(x). If the derivative / (x) does not vanish for the value XQ, where 2/o =/(zo)i there exists, by the general theorem proved above, one and only one
function of y which satisfies the relation y
= f(x)
and which takes on the value
XQ for y = 2/0- This function is called the inverse of the f unction /(x). To cal of this function, we need merely culate the successive derivatives x y x y t, ay, differentiate, regarding y as the independent variable, and we get
,
= / =
=/"
(x)
xy
/"(x)
(X,)
(x) (x y )*
+ / (x) ay, + 3f"(x)x y x? +/
(x)x
2/
3,
whence
1
f"(z)
_8[/"(x)]-
~7^)
It
~[7w
Xj,s
[/
should be noticed that these formulae are not altered

(x), Xy2
if
we exchange
x v and
and /"(x),
and
/"
(x),
for
it is
evident that the relation between
the
two functions y
As an
y=f(x)
= /(x) and x = (y) is a reciprocal one. application of these formulae, let us determine all those functions which satisfy the equation
"
yy
3y"*
0.
Taking y as the independent variable and x as the function, becomes
this equation
=
Xj/>
0.
But the only functions whose third derivatives are zero are polynomials of most the second deree. Hence x must be of the form
at
C2 , C3 are three arbitrary constants. Solving this equation for y, see that the only functions y = /(x) which satisfy the given equation are of the form
where Ci,
we
V bx + c,
42
where a, 6, whose axis
c
is
are three arbitrary constants. parallel to the x axis.
[II,
24
This equation represents a parabola
24. Partial derivatives.
Let us now consider an implicit function
of
two
(6)
variables,
denned by the equation
F(x,y,z)
= 0.
we have
seen,
The
first order are given, as partial derivatives of the
by the equations
(7)
9F.9F9* p 7T0x
o
9* 0z
u,
?l
-^
<?y
dFdz_
fl
</*
0#
;p
u.
partial derivatives of the second order we need two equations (7) again with respect to x and the differentiate only with respect to y. This gives, however, only three new equations,
To determine the
for the derivative of the first of the equations (7) with respect to y is identical with the derivative of the second with respect to x.
The new equations
are the following:
dx 2
d
2
.OJL.? +
dxdzdx
d2
dz 2
<P_F
/!?)%\dx] dz dz
r\
dz
I
dx 2
=o
_
F
,
d*F dz ^
d2
F F
d_z_
""
r\
dx
ftr
dx dy
2
d*z d_F O O O c~
^J
F ~ +
d2
"
dz
fe dy
d2
F
2
dz
(dz\ (dy)
+^
dF
d2 z
:
dy
The
third and higher derivatives may be found in a similar manner. By the use of total differentials we can find all the partial deriva
tives of a given order at the
same time.
This depends upon the
following theorem
If several functions
ables x, y,
z,
the relation
dF=
w, of any number of independent vari 0, the total differentials satisfy satisfy a relation F total differential 0, which is obtained by forming the
u, v,
of F as if all the variables which occur in
F ivere independent variables.
be the given relation between In order to prove this let F(u, v, w) the three functions u, v, iv of the independent variables x, y, z, t. The first partial derivatives of M, v, w satisfy the four equations
dFdu __
du dx
d_Fd_u
,
__
dv dx
dw dx dw dy
du dy
dv dy
II,24J
IMPLICIT FUNCTIONS
43
dFdu ~
CM
o
tfS
dFdv ~
~o
tf
I
d_F_d-w_
o OW
~a
CZ
=
^)
dFdu
aw
d_Fd_
&
^^! =
a^
st
dt,
a?
a<
Multiplying these equations by dx, dy, dz,

adding,
respectively, and
we
find
d = dF=0. + -/-dw + ^-dv -^du dv OW du
This shows again the advantage of the differential notation, for the
preceding equation
total differentials,
is
of independent variables.
independent of the choice and of the number To find a relation between the second
we need merely apply the general theorem to the considered as an equation between u, v, w, du, 0, equation of higher order than the The differentials forth. and so dv, dw, first of those variables which are chosen for independent variables
dF =
must, of course, be replaced by zeros. Let us apply this theorem to calculate the successive total differ
entials of the implicit function defined by the equation (6), where x and y are regarded as the independent variables. We find
*
Fi
dx
ox
F ^ +
7
j a;/
2
>
cy
3F j ^ dz = +7 cz
,
0,
dF
T- dx dx
+ -z-
dF
dy
dy
+ -rdz
8F
dz
V
)
dF n
cz
<P*
= 0,
two of these equations may be used instead of the five equations (7) and (8) from the expression for dz we may find the two first derivatives, from that for d^z the three of the second order,
and the
first
;
etc.
Consider for example, the equation
Ax 2
which
gives, after
y*
A"z*
l,
two
differentiations,
"z
Ax dx + A ydy + A dz = 2 A dx + A dy 2 + A + A zd*z =
2
"
0,
"dz
whence
dg
-- Axdx + A
TTi
A"z
0,
ydy,
and, introducing this value of dz in the second equation,
we
find
2
(A x*
+A
2
"z
dx*
+ 2AA xy dx dy + A
(A y*
+A
"z
dy*
44
Using Monge
s notation,
[II,
24
we have then
p=
A(Ax*
Ax
~IV
~ _
~IV
A y
A"z*)
AA
xy
"**
evidently general, whatever be the number of the derivatives which independent variables or the order of the partial it is desired to calculate.
This method
is
Example. Let z = /(x, y) be a function of x and y. Let us try to calculate 2 the differentials of the first and second orders dx and d x, regarding y and z as
the independent variables, and x as an implicit function of them.
First of
all,
we have
dz
Since y and z are
=
dx
dx
+
dy
dy.
now
the independent variables,
we must
set
d*y
d2 z
0,
and consequently a second
differentiation gives
=
In
^dx + 2 ^- dxdy + ?^-dy* + ^d?x. dx x

2
dxdy
dy*
Monge s notation, using p, q, r, s, equations may be written in the form

dz
for the derivatives of /(x, y), these
p dx +
q dy,
2 s dx
=
From
the
first
we
find
dx=
dz
P
:
dx2
+
q
dy
tdy*
+ p d2 x.
dy
-,
and, substituting this value of dx in the second equation,

<Px=
rdz*
+ 2(ps-qr)dydz + (q*r -2pqs

partial derivatives of x, regarded as a function of
The
z,
first
and second
y and
therefore, have the following values
dx
dz
8x
dy
p
d2 x
d*x
dz 2
dz x
_qr
p
3
ps
_ 2pqs
all
pH
ps
q*r
dy dz
dy
As an
which
application of these formulae, let us find
those functions /(x, y)
satisfy the equation
2pqs.
=/(x, y), x be considered as a function of the two inde pendent variables y and z, the given equation reduces to Xyt = 0. This means
If, in the
equation z
II,
25]
IMPLICIT FUNCTIONS
is
45
is
<f>(z)
that x v
independent of y
z.
and hence xv
0(z),
where
an arbitrary
function of
This, in turn,
may
which shows that x
is
<f>(z)
independent of
y.
Hence we may write
It is clear, therefore, that all the is another arbitrary function of z. functions z =/(x, y) which satisfy the given equation, except those for which fx This equation represents vanishes, are found by solving this last equation for z.
where ^ (z)
a surface generated by a straight line which

25.
is
always parallel to the xy plane.
The general theorem.
Let us consider a system of n equations

}
xpi u
"
l>
**ll
(E)
*
(x
x
,
u
;
w)
=
,
un x l} x y between the n-\-p variables u i} u 3 , that these equations are satisfied for the values x v
u
wj,
un
= un
that the functions
xp = xp are continuous and possess

x\,
,
,
xp
Suppose
first partial derivatives
which are continuous, in the neighborhood of
this system
of values; and, finally, that the determinant
du
does not vanish for

x,-
uk
=
exists one
, ,
Under these conditions there
for
x2 tinuous functions u^ which satisfy the equations (E) x* * x

<f>i(xi,
and only one system of con x2 xp un n (x x^), un and which reduce to u\, u\,
,
<}>
1,
~)
x,
= x\,
= p
may
his paper quoted above (ftn., p. 35) Goursat proves that the same conclusion be reached without making any hypotheses whatever regarding the derivatives remain cFi/dXj of the functions { with regard to the x s. Otherwise the hypotheses exactly as stated above. It is to be noticed that the later theorems regarding the would not follow, however, without existence of the derivatives of the functions some assumptions regarding dFf /dXj. The proof given is based on the following
*In
4>
46
is
[II,
26
The determinant A
minant, of the
ables u l}
it?,
called the Jacobian,* or the Functional Deter
n functions
,
Fu F
lf
2,
-,
Fn
un
It is represented
with respect to the n vari by the notation
D(F F2
...,F,,)
system of
by proving the theorem in the special case of a two equations in three independent variables x, y, z and two unknowns u and v.
will begin
(9)
We
(10)
= 0, Fi(x,y,z,u,v) = Q.
Fi(x,
y, z, u, v)
These equations are satisfied, by hypothesis, for x u = u v = v and the determinant

,
;
=x
,y
= y ,z = z
dF\ dFj du cv
dF\ dFt dv cu
It follows that at least
does not vanish for this set of values.
one
of the derivatives dF^/dv, dF2 /dv does not vanish for these same values. Suppose, for definiteness, that oFl /8u does not vanish. According to the theorem proved above for a single equation, the
relation (9) defines a function v of the variables x, y,
z, u,
=f( x
,
y,
*>
)>
which reduces
to v
for
=x
y=y
= zw
Replacing v
in the equation (10)

x, y, z,
by
this function,
we
obtain an equation between
and
u,
$(,
y, z, u}
=F
[x, y, z, u,
f(x,
y, z,
)]
0,
lemma: Let f\(x\,3kt,---,v p MI, u 2 u n ) be n ,u n ), ,/(!, x?, ,x p MI, u 2 functions of the n + p variables X{ and u^, which, together with the n 2 partial deriva tives cfi/GUfr, are continuous near Xi x p = 0, HI = 0, u n = 0. If 0, x z = 0, the n functions f{ and the n 2 derivatives dfi/Ûf. all vanish for this system of values, then the n equations
;
i=/i.
=/2,
"
=/
admit one and only one system of solutions of the form
where
all
a suite of functions
continuous functions of the p variables Xi, x 2 xp which 1( 2 n a approach zero as the variables all approach zero. The lemma is proved by means of m ~l -1)
> >
where
M^
O)
= 0.
u^ =f (x
i
,
,x z
,x p
u[
w^"
u^
^)
(i
= l,
2,
n),
It is
limiting function
solution.
shown that the suite of functions u\ m) thus denned approaches a which 1) satisfies the given equations, and 2) constitutes the only
the
The passage from
lemma to
the theorem consists in an easy transforma
tion of the equations (E) into a form similar to that of the *JACOBI, Crelle s Journal, Vol. XXII.
lemma.
TRANS.
II,
25]
IMPLICIT FUNCTIONS
is satisfied
47
which
for
=x
du
y
t
= zw
dv du
u
.
=u
Now
8u
and from equation
(9),
du
ov
ou
whence, replacing df/du by this value in the expression for
WP we
nhfaun obtain
d
~du
D(u,
dF^
dv
v)
It is evident that this derivative does not vanish for the values
z
y<
o>
uo-
Hence the equation

,
,

is satisfied
<
when u
<
is
is
replaced
by a certain continuous function u = (x, y, ), which and, replacing u by y = y z = z MO when x = x

;
equal to
in
(x, y, z)
f(x, y,
z, ?/),
we obtain
for v also a certain
continuous function.
is then proved for a system of two equations. can show, as in 21, that these functions possess partial derivatives of the first order. Keeping y and z constant, let us
The proposition
We
give x an increment Ax, and let AM and Ay be the corresponding increments of the functions u and v. The equations (9) and (10)
then give us the equations
+ A.
A,,
."
=
0,
+
where
that
,
+ A.
,
rj"
+ A,
Aa-,
+ ,- =
A,
Av.
e,
e",
rj,
rj
approach zero with
It follows
A;/.
\ da;
^+
,
/ \ go
^+
,
77"
V g
^+
,
/ \ Ox
"V
f.
V- +
77
8Fi
A/^
,\
/î
y
\-
aF2 4-V II p t] / \ ou
;
When Ax
,
e",
approaches zero, AM and Av also approach zero and hence do so at the same time. The ratio Aw /Ax therefore e, e 77, 77 approaches a limit that is, u possesses a derivative with respect to x
,
77"
48
dF cF2
l
[II,
26
dF dF2
l
du
dx
dx
l
dv
dv
dx
dF dF2
du
dv
dFi
dv
ratio
dFz
du
finite
It follows in like
manner that the
Av/Aa; approaches a
limit dv /dx, which is given by an analogous formula. Practically, these derivatives may be calculated by means of the two equations 8 Ft
dx
dFj du du dx
dF dv
l
dv
dx
==
dF2
OX
o
"T"
dF^du
CU
<~\
~r\~
OX
dF^dv ~
CV
~^~~
"
OX
and the partial derivatives with respect a similar manner. In order to prove the general theorem
that
if
to
y and z may be found

will be sufficient to
in
it
show
the proposition holds for a system of (n 1) equations, it will hold also for a system of n equations. Since, by hypothesis, the functional determinant A does not vanish for the initial values
elements of the last row
of the variables, at least one of the first minors corresponding to the is different from zero for these same values.
dFn /dun which
Suppose, for definiteness, that it is the minor which corresponds to is not zero. This minor is precisely
D(F F
l}
2,
-,F _
n
).
D(UI,
and, since the theorem
it is
2,
...,
_,)
is
assumed to hold for a system of (n

solutions of the first (n
1)
1)
equations, of the equations (E) in the form
clear that
we may obtain
un _
M1
(a? 1 , a;,,
,*; Mn ),
<,.
-,
fa^fa, x 2
-,
xp
un ),
,
where the functions

by the functions ^ 1?
a
are continuous.
,<_!
Then, replacing u^
w n _,
in the last of equations (E),
we
obtain
new equation
ai
for the determination of
un
;
>*,;
un )
=F
(x lt
,,-..,
xp
<^
2,
.,
_,,
MII )
0.
It only remains for us to
show that the derivative

,
d<b/du n
does
not vanish for the given set of values x\, x 2 can solve this last equation in the form
-,
xp
<;
for, if so,
we
=
where $
<î5
>
^0*i, *a,
*p),
is
<f>
continuous.
-i>
we would
Then, substituting this value of un ir obtain certain continuous functions foi
II,
25]
IMPLICIT FUNCTIONS
-,
49
in
HI,
u2
un _ l
also.
In order to show that the derivative
ques
tion does not vanish, let us consider the equation
dun
dui dun
}
d un-i ^ un
2
dun
n
The
(n
derivatives
8<j>
/8un
d<jj
/du n
d* n _i/d
are given by the
1) equations
7J
~7,
"
~o
V}
(12)
n-1
tj
*Pl
^-^n-1
^yn-1
g -^n-l
r\
and we may consider the equations (11) and (12) as n linear equa tions for n -i/du n d/du n) from which we find n
d<f>!/du
d<f>
cu n
D (MU
t<2,
,-
i)
D (M!,
n
?<
2,
wn )
It follows that the derivative
d/du
does not vanish for the initial
values,
is proved. successive derivatives of implicit functions defined by several equations may be calculated in a manner analogous to that used in
and hence the general theorem
The
When there are several independent the case of a single equation. variables it is advantageous to form the total differentials, from
which the
partial derivatives of the
same order may be found.
Consider the case of two functions u and v of the three variables

x, y, z defined
by the two equations

F(x,
y, z, u,
v)=0,
The total differentials of the two equations
first
order du and dv are given by the
3F
-%-
dx
dx
+
,
0F
dy
^- dy
dz ^dz
-^- dz
SF
d&
^s
+ +
.
8F
-5-
du
du
+
,
.dF
-r-
dv
cv
d
-5
= 0, =A 0.
d -zSec
dx
d$
-^-
..
du
d
-r
cy
du
du
c?v
-,
cv
z Likewise, the second total differentials d u and d*v are given by the
equations
50
-
[II,
26
dx
-..
dF
2)
cv dv)
2
>
+ /-d*u+ du +
?-*d*u CU
dF G
dF
co
d*v
0,
d&
= + ~d*v CV
d&
0,
and so forth. In the equations which give dn u and dn v the deter minant of the coefficients of those differentials is equal for all vahies of n to the Jacobian D(F, v), which, by hypothesis, does not
<)/Z>(w,
vanish.
26. Inversion.
ables xi, x 2 ,
Let MI, 2 u n be n functions of the n independent vari xn) n, such that the Jacobian D(UI, 2, u,,)/D(xi, x 2
,
, ,
does not vanish identically.

/i
The n equations
Un
g\
(
n (X 1(
X2
-,
Xn )
,
x n as functions of u\, M 2 define, inversely, Xi, For, taking any x, for which the Jacobian does not vanish, and system of values x?, x, denoting the corresponding values of MI, w2 Un by uj, w!j, M, there
x2
, ,
,.
exists,
according to the general theorem, a system of functions
which
satisfy (13),
when
MI
wj,
2
,
tions 0i,
-,
and which take on the values -, x, respectively, u n = un These functions are called the inverses of the func n and the process of actually determining them is called n
x",
x",
.
an inversion.
apply the general rule.
In order to compute the derivatives of these inverse functions Thus, in the case of two functions
we need merely
u=f(x,
if
y),
=
<f>(x,y)
consider u and v as the independent variables and x and y as inverse functions, we have the two equations
we
du
= 8f, dx +
,
Bf
cy
dx
dy,
dv
d<f>
, - dx
dx
30 cy
dy.
whence
^0
dx
,
ait
%f
dy
av
,
,
-i
c0
dy
du
df dx
dv
dy
dx
a/^0_?/a0
dx dy
a/ a0
dx dy
^/ ^0
dy dx
dy dx
We
have then,
finally, the formulae
50
_
dx
dv
d_f
dx
du
dx dy
dy
dy
d_fdj>_d_fd_$
8/a0_a/c0
dy dx
dx dy
dy dx
II,
27]
IMPLICIT FUNCTIONS
8f
dx
~"
51
dy
d<t>
eu
df
ex e^
_ cf
ey ex
eB^
ex ey
ex
ey ex
27. Tangents to skew curves. sented by the two equations
Let us consider a curve C repre
(14)
l*i(*,y,)-0,
JF,(a5,y,) =
<
and
let
T/O ,
be the coordinates of a point
of this curve, such
that at least one of the three Jacobians
dF\dF^ _d_F\d_F\
dy
dz dz
dF1 dFt_dF\
vz
8F*
dz
8F gF2
l
dF_i
dij
dF
dx
dy
dx
dx
ex
,
dy
replaced by x %, z ot respectively. that D(Fl} Fj/D(y, z) is one which does Suppose, for defmiteness, the equations (14) may be solved Then the not vanish at n point
does not vanish
when
x, y, z are
in the form
^(x)
= t( x
)>
where $ and
,
\j/
are continuous functions of x which reduce to y
and
The tangent to the curve C z respectively, the two equations point 3/o is therefore represented by
when x
at the
X-x =
1
F-7/Q ^ (x )
and
= Z -g f (x )
"
where the derivatives

equations
<#>
(cc)
i//(ce)
may
be found from the two
In these two equations let us set x = x 0) y = y ,z = 2^, and replace - )/(X - x ), * (*) and ô) by ( F - T/O ) / (X *) and (Z The equations of the tangent then become
respectively.
62
or
[II,
28
X
^(y,
xa
Y
o
Z
o
*)
^>(,
fl(,y
is
The geometrical
interpretation of this result
very easy.
The
,
two equations (14) represent, respectively, two surfaces Sj and S2 of which C is the line of intersection. The equations (15) represent the two tangent planes to these two surfaces at the point 1/ and
;
the tangent to C is the intersection of these two planes. The formulae become illusory when the three Jacobians above all
vanish at the point

point A/
to a single equation,
.
In this case the two equations (15) reduce and the surfaces Si and S2 are tangent at the The intersection of the two surfaces will then consist, in
.
general, as
we
point
shall see, of several distinct branches through the
II.
FUNCTIONAL DETERMINANTS
28. Fundamental property. have just seen what an important role functional determinants play in the theory of implicit functions.
We
All the above demonstrations expressly presuppose that a certain Jacobian does not vanish for the assumed set of initial values.
Omitting the case in which the Jacobian vanishes only for certain
particular values of the variables, we shall proceed to examine the very important case in which the Jacobian vanishes identically.
The following theorem

Let
HI,
")
is
fundamental.
u2 x
un
x \i x ii
n"
In
w2
>
a relation
II (M I}
be n functions of the n independent variables order that there exist between these n functions u n) == 0, which does not involve explicitly any
>
of the variables x ly x z functional determinant

,
xn
it is
necessary
and
sufficient that the
D(UI, M 2
?y)
should vanish identically.

is necessary. For, if such a rela between the n functions HI, u%, un the following n equations, deduced by differentiating with respect to each of the z s in order, must hold
In
th.3 first
place this condition

,
tion TL(UI, w 2 ,
wn )
exists
II,
28.1
53
end Ul
7;
8udu
~T~
"^
"o
~r
an 8u n
Q
/-,
__
"
jfi
jf2
=
du n dx n
Q.
dui 8xn
du2 dx n
and, since
we cannot
have, at the same time,
^5 =
!
<7U
=
2
^5 =
CU H
since the relation considered

identity,
it is
would
in that case reduce to a trivial
clear that the determinant of the coefficients,
which
is
of precisely the Jacobian The condition is also sufficient.
the theorem, must vanish.*
To prove
this,
we
shall
make
use of certain facts which follow immediately from the general theorems.
x,
is
the three independent variables functional determinant D(u, v, w)/D(x, y, z) y, z, such that the Then no relation of the form not zero.
1)
Let
u, v,
w be three functions of
A du
/u,
dv
+ v dw =
can exist between the total differentials du, dv, dw, except for = p, = v = 0. For, equating the coefficients of dx, dy, dz in the
three equations for foregoing equation to zero, there result
X,
p.,
which have no other solutions than X

2)
/u,
= v = 0.
Let
w, u, v,
z,
variables x, y,
is
w be four functions of the three independent such that the determinant D (u, v, w} / D (x, y, s)
o>,
not zero.
u, v,
can then express x, y, z inversely as functions of we obtain and substituting these values for x, y, z in
a,
We
a function
= $ (u,
v,
w)
of the three variables u,
v, ^v.
If by any process ivhatever we can
obtain a relation of the form (16)
du
= P du +
Q dv
+ R dw
partial derivatives an / Si/i dU for any system of values which cause

,
is
the Professor Osgood has pointed out, the reasoning here supposes that ^H / dUn do not all vanish simultaneously to vanish. This supposition U (u lf u 2 is solved for one of the variables u t II relation the when certainly justified
*As
/,
-,)
54
[II,
28
between the total differentials dw, du, dv, dw, taken with respect to the independent variables x, y, z, then the coefficients P, Q, R are equal,
respectively, to the three first partial derivatives of
<
(u, v,
w)
d& P= o
Cu
= d$
~o
**
8<b
cv
o ow
For, by the rule for the total differential of a composite function

(
16),
we have
<D
= d& du +
d<b
du
-^
dv
d&
-|-
cv
cw
dw
d<a,
and there cannot exist any other relation of the form (16) between du, dv, dw, for that would lead to a relation of the form
A.
du
p.
do
+ v dw = We
0,
where
X,
/t,
do not
all vanish.
have just seen that this
is
impossible.
It is clear that these
remarks apply to the general case of any
number
of independent variables. Let us then consider, for definiteness, a system of four functions of four independent variables
X=F
(17)
(x,y,z,
*),
Y=Fi (x, Z = F (x,

3
y, z, t),
y, z, t),
T=F
where the Jacobian
zero
l} 2
,
(x,y,z,
t),
D(F F F3 Fi )/D(x,
,
y, z, t)
by hypothesis
and
,
let
us suppose,
first,
is identically that one of the first
We may then minors, say D(F^ F2 Fs )/D(x, y, z), is not zero. think of the first three of equations (17) as solved for x, y, z as functions of X, Y, Z, t and, substituting these values for x, y, z in
;
the last of equations (17),

(18)
we
obtain
as a function of
Y, Z, t:
T=*(X,Y,Z,t).
We
let
able
proceed to show that this function $ does not contain the vari For this purpose t, that is, that 8$ /dt vanishes identically. us consider the determinant
II,
QFi
55
A=
56
the other hand
[n,
On
we can show,
ex ex ex
;
as before, that the determinant
dX
fy
dY
dZ
dy
vanishes identically and, developing it with respect to the elements of the last column, we find a relation of the form
dZ = FdX + QdY,
whence
it
follows that
In like manner
it
can be shown that
!r=
and there exist in
this case
dt
= 0;
two
distinct relations between the four
functions X, Y, Z, T, of the form
There
for, if
exists,
however, no third relation distinct from these two;
there were, we could find a relation between and Y, which would be in contradiction with the hypothesis that D(X, Y} D(x, y)
is
not zero.
Finally, if all the second minors of the Jacobian are zeros, but all four functions X, Z, Y, T are constants, three of them are
not
functions of the fourth.

If the Jacobian of the
The above reasoning is evidently general. n functions F1} F2 FH of the n independ

, ,
ent variables x ly x 2
r (n 1) -rowed minors, vanishes identically, but at least one of the (n r)- rowed minors is not zero, there exist precisely r distinct relations between
, , ,
x n together with
all its
and certain r of them can be expressed in terms of the remaining (n r), between which there exists no relation. The proof of the following proposition, which is similar to the above demonstration, will be left to the reader. The necessary and condition that n n sufficient functions of p independent variables be connected by a relation which does not involve these variables is that
;
the n functions
every one of the Jacobians of these
n functions, with
respect to
any n
II,
28]
57
ticular, the necessary
In par of the independent variables, should vanish identically. and sufficient condition that two functions
Fi(#i
other
xz
is
CC
B)
and
(x l ,
that the
corresponding partial derivatives
x z ,---, #) should be functions of each dF1 /dx i and
dF2 /dXf should
be proportional.
, ,
Fn in the foregoing theorems may Note. The functions F19 F2 involve certain other variables y 1} y 2) besides x l , x 2 xn -, ym Fn )/D(x l x 2 -, oj n ) is zero, the If the Jacobian D(Fl} Fz
,
Fn are connected by one or more relations functions JF\, F2 which do not involve explicitly the variables x 1} x 2 x n but which may involve the other variables y 1} y 2 ym
,
The funda Applications. The preceding theorem is of great importance. mental property of the logarithm, for instance, can be demonstrated by means of it, without using the arithmetic definition of the logarithm. For it is proved at the beginning of the Integral Calculus that there exists a function which is
defined for
all
whose derivative
positive values of the variable, which is zero is l/x. Let/(x) be this function, and let
when x
1,
and
u=f(x)+f(y),
Then
xy.
D (u, D (x,
Hence there
v)
y)
y x
=0.
exists a relation of the
form
f(x)+f( V ) =
and to determine
since x
is
we need only
set
1,
which gives f(x)
=
<j>
(x).
Hence,
arbitrary,
f(z)+f(y)=f(xy).
It is clear
the fundamental properties of the logarithm Integral Calculus.
that the preceding definition might have led to the discovery of had they not been known before the
let
As another application
us consider a system of n equations in n
unknowns
(MI,
(19)
.
Fn(Ul, W 2
where
*i
J/i,
JT2
n are
constants or functions of certain other variables

also occur in the functions
>
*2
Xmi which
may
.F,-.
If the
Jacobian
un ) vanishes identically, there exist between 2 n )/D(u\, 2i , Z)(Fi, the n functions F, a certain number, say n fc, of distinct relations of the form
,
Ft
F = U n - k (F!,
lt
Fk
).
58
it is
[II,
29
In order that the equations (19) be compatible,
evidently necessary that

,
t+
Hi (Hn
.,H ),..-,H
k
= U H - t (Hi,
Hk
),
reduce to k distinct equations. We and, if this be true, the n equations (19) have then the same cases as in the discussion of a system of linear equations.
29. Another property of the Jacobian. The Jacobian of a system of n functions of n variables possesses properties analogous to those of the derivative of a function of a single variable. Thus the preceding
theorem may be regarded as a generalization of the theorem of 8. The formula for the derivative of a function of a function may be Fn be a system of n func extended to Jacobians. Let Flf F2 u n and let us suppose that u^ w 2 tions of the variables M I} u 2
,
, ,
>
-,
u a themselves are functions of the n independent variables x lf x. Then the formula
D(F
D(x
lt
-,
Fn ) D( UI
D(x 1}
follows at once from the rule for the multiplication of determinants and the formula for the derivative of a composite function. For,
let
us write
down
the
two functional determinants

cj\ ou
dF
du
dx n
dx u
cx
where the rows and the columns

changed.
in the second
is
have been inter
The
first
element of the product

,
equal to
dF
du,,
that
is,
to
?!,
and similarly for the other elements.

?/,
30. Hessians.
Let/(x,
z)
be a function of the three variables x, y,

first partial
z.
Then
the functional determinant of the three
derivatives cf/dx, Sf/cy,
df/dz,
a2
a2
a2
ax 2
a 2/
ex 5y
a2
dx az
a2/
/
2
ax cy
a2
a?/
dydz
a2
a 2/
ex cz
cy oz
cz-
II,
30]
FUNCTIONAL DETERMINA NTS
59
is called the Hessian of f(x, y, z). The Hessian of a function of n variables is defined in like manner, and plays a role analogous to that of the second deriva tive of a function of a single variable. proceed to prove a remarkable
We
invariant property of this determinant. Let us suppose the independent vari ables transformed by the linear substitution
(19
(X= y=
aX+ X+
[3Y+ yZ,
p
Y+
y Z,
where X, F, Z are the transformed
variables,
and
or,
0, 7,
7"
are constants
such that the determinant of the substitution,
a
A=
is
J8
/3
/3"
a
a"
7 7
7"
This substitution carries the function /(x, y, z) over into a new function F(X, Y, Z) of the three variables X, Y, Z. Let II (X, F, Z) be the Hessian of this new function. We shall show that we have identically
not zero.
II (X, F, Z)
= A 2 /t(x,
?/,
z),
where x, ?/, z are supposed replaced For we have
in /i(x, y, z)
by
their expressions
from (19
).
fZF
H=
and
if
dF BY
dF^ cZ )
^
y, z)
?I\
aZ/
D(x,
y,
~\dX aT
D(x,
for a
D(X,
we may
write
Y, Z)
D(X,
Y, Z)
we consider cf/cx, cf/dy, df/dz,
moment,
as auxiliary variables,
By
cz
D(x,
y,
^, ^, Kl
cx
D(x,y,z)
U(X,
we
find
Y, Z)
dy
dz /
But from the
relation
F(X,
Y, Z) =f(x, y,
z),
dX
dF = cf a + a ,cf +
ex
,,Bf
a"
cy
dz
dY 3F = a/ + 7 -^
c
:
dy
cx
a/
cy
+
,
c/
cz
a"
whence
d_F
dF
ez
dz
a a
er
dx
=
7 7
A;
dy
and hence,
finally,
H=
It is clear
D(x,
y, z)
- = A 2 /i-
D(X,
that this theorem
is
Y, Z)
general.
60
Let us
now
consider an application of this property of the Hessian.
/(x, y)
[II,
30
Let
ox3
3 bx*y
3 cxy 2
dy*
be a given binary cubic form whose coefficients Then, neglecting a numerical factor,
a, b, c,
d are any constants.
ax
bx
+ +
by cy
is
bx
ex
cy
dy
(ac
- &2 )x2 +
(ad
bc)xy
(bd
c 2 )y 2 ,
and the Hessian
case in which the Hessian
seen to be a binary quadratic form. First, discarding the is a perfect square, we may write it as the product of
two linear factors
h
If,
(mx
ny) (px
qy).
now, we perform the linear substitution
mx + ny = X,
the form/(x, y) goes over into a
px + qy
form,
Y,
new
3
F(X, Y) = AX* +
whose Hessian
is
BX Y+3 CXY + DY
2
2
8
,
2 H(X, Y) = (AC - B
+ (AD - EC] XY + (BD - C2 F 2

)
and
the
this
form
must reduce, by the invariant property proved above, to a product of KXY. Hence the coefficients A, B, C, D must satisfy the relations
If
and we
one of the two coefficients B, shall have
be different from zero, the other must be so,
-?
F(X, Y) =
(B*X*
whence F(X, Y), and hence /(x,
particular case,
it is
-fC*
+ 3 B2 CX* Y + 3 BC* XY 2 +
y), will
B Y =
3
( )
^+^
)\
evident that
we
shall
be a perfect cube. Discarding this and the polynomial have B = C =

;
F(X, Y)
will be of the canonical
form
AX* + DY 3
Hence the reduction of the form /(x, y) to its canonical form only involves the solution of an equation of the second degree, obtained by equating the Hessian are precisely the two The canonical variables X, of the given form to zero.
factors of the Hessian.

It is
AX
+ BX 2 Y when
easy to see, in like manner, that the form/(x, y) is reducible to the form When the Hessian van the Hessian is a perfect square.
is
ishes identically /(x, y)
a perfect cube
/(x, y)
(ax
II,
31]
TRANSFORMATIONS
III.
61
TRANSFORMATIONS
arise in
It often happens, in
many problems which
Mathematical
are led to change the independent variables. It Analysis, that therefore becomes necessary to be able to express the derivatives
we
with respect to the old variables in terms of the derivatives with We have already considered a problem respect to the new variables.
of this kind in the case of inversion.
Let us now consider the
question from a general point of view, and treat those problems which occur most frequently.
31.
Problem
be
and x=
let t
<().
I. Let y be a function of the independent variable x, a new independent variable connected luith x by the relation It is required to express the successive derivatives of y with
respect to respect to
x in terms of
t.
and the
successive derivatives of
y with
Let
y=f(x)
tion obtained
be the given function, and F(t) =/[<()] the func in the given function. By the by replacing x by
<j>(t)
rule for the derivative of a function of a function,
we
find
dy
at
37
~r~
dy X ,. 9 m, ax
.
whence
dy
dt
This result
with respect
may
to x,
be stated as follows
To find the derivative of y

to t
take the derivative of that function with respect
and divide it by the derivative of x with respect to t. The second derivative d 2 y/dx* may be found by applying
rule to the expression just found for the first derivative.
this
We
find
-I
Ll =
dx*
w)
_ -y^
(0-y^"(0.
[>
(0]
and another application of the same rule gives the third derivative
62
or,
performing the operations indicated,
[H,
32
_
<*
6
[>
(OJ
be calculated in succession by
The remaining
derivatives
may
In general, the nth deriva repeated applications of the same rule. x be to tive of y with respect expressed in terms of may (), (n) the first n successive derivatives of y with respect to and (), t. These formulae may be arranged in more symmetrical form.
<}>
<j>"(t),
<
Denoting the successive differentials of x and y with respect to t by z dn y, and the successive derivatives of y -, dx, dy, d x, d*y, (n with respect to x by y y \ we may write the preceding
d"x, ,
y",
formulae in the form
y 9
.
dx
2
_ dx d
y dx 3 x2
dy 6?
(20)
~~
- 3 d?y dx d
x
5
+ 3dy (d*x)* -
dy d*x dx
The independent variable t, with respect to which the differentials on the right-hand sides of these formulae are formed, is entirely arbitrary and we pass from one derivative to the next by the
;
recurrent formula
,
,
<>=
the second
tials.
member being regarded
as the quotient of
two differen
32.
Applications.
These formulas are used
in the
study of plane
the coordinates of a point of the curve are expressed in curves, terms of an auxiliary variable t.
when
=/(*)
* co
in order to study this curve in the neighborhood of one of its points of y it is necessary to calculate the successive derivatives y But the preceding formulas with respect to x at the given point.
,
?/",
give us precisely these derivatives, expressed in terms of the succes without the necessity sive derivatives of the functions f(t) and (#),
<j>
II,
32]
TRANSFORMATIONS
63
of having recourse to the explicit expression of y as a function of x, Thus the which it might be very difficult, practically, to obtain.
first
formula
=
y>
=
dx
f (t)
y"
The value of occurs in an impor gives the slope of the tangent. tant geometrical concept, the radius of curvature, which is given by
the formula
which we shall derive
later.
In order to find the value of R, when
the coordinates x and y are given as functions of a parameter t, need only replace y and by the preceding expressions, and
y"
we we
find
R=
(dx
.
4-
^r~
dy^Y
"
tives of
where the second member contains only the x and y with respect to t.
first
and second deriva
The following interesting remark is taken from M. Bertrand s Traitt de Calcul differentiel et integral (Vol. I, p. 170). Suppose that, in calculating some geometrical concept allied to a given plane curve whose coordinates x and y are
supposed given
in
terms of a parameter
F(x,
y, dx, dy,
we had obtained
-,
the expression
d2 x,
d 2 y,
d n x, dy),
all the differentials are taken with respect to t. Since, by hypothesis, concept has a geometrical significance, its value cannot depend upon the choice of the independent variable t. But, if we take x = t, we shall have
where
this
dx
dt,
dz x
d3 x
da x
0,
and the preceding expression becomes

(
, y",
>
f(x, y, y
2/
which
is
the
start that the equation of the given curve
form y = pendent variable from the formulae
same as the expression we would have obtained by supposing at the was solved with respect to y in the case to the case where the inde this To return from particular *().
is
arbitrary,
we need only
replace y
y",
by their values
(20).
Performing
this substitution in
with which we should get back to the expression F(x, y, dx, dy, d 2 x, d 2 y, we started. If we do not, we can assert that the result obtained is incorrect.
)
For example, the expression
dxd 2 y + dyd2 x
64
[II,
33
cannot have any geometrical significance for a plane curve which is independent of the choice of the independent variable. For, if we set x = t, this expression 2 reduces to /(I + y )$ and, replacing y and by their values from (20), we do not get back to the preceding expression.
y"
y"
33.
The formulae (20)

all the
differential
determine
equations. functions y of the independent variable x,
are also used frequently in the study of Suppose, for example, that we wished to
which
(21)
(1
_^*_ e eg +
dy
where n is a constant. Let us introduce a new independent variable = cos t. Then we have t, where x
dy
dx
d?y dx 2
dt
sin
d*y smt-jfi. at*

sin
8
cost
1
dy
dt
<
and the equation (21) becomes,

(22)
after the substitution,
It is easy to find all the functions of
which
satisfy this equation,
for it
may
be written, after multiplication by 2 dy /dt,
whence
where a
is
an arbitrary constant.
Consequently
or
71
= 0.
II,
34]
TRANSFORMATIONS
side
is
65
nt.
b,
The left-hand
the derivative of arc sin (y/a)
It follows
that this difference
must be another arbitrary constant

y
whence
a sm(nt
+ &),
+ B cos nt.
which may also be written in the form

y
=A
sin nt
Returning to the original variable x, we see that all the functions of x which satisfy the given equation (21) are given by the formula
=A
are
sin (n arc cos a)
+ B cos (n arc cos a),
where
34.
A and B
Problem
two arbitrary constants.
To every relation between x and y there corresponds, a relation by means of the transformation x = f(t, u), y = u*),
II.
<f>(t,
between
and
u.
It is required to express the derivatives

u.
of y with
t.
respect to
x in terms of t,
is
and
the derivatives of
u with
respect to
This problem
seen to depend upon the preceding
when
it is
noticed that the formulae of transformation,
tions of the* variable
give us the expressions for the original variables x and y as func t if we imagine that u has been replaced in
,
these formulas by its value as a function of t. need merely apply the general method, therefore, always regarding x and y as composite functions of t, and u as an auxiliary function of t.
find then,
first,
8<jt
8<ft
We
We
du
dy
dx
and then
_dy
dt
dx
dt
dt
du dt
df
dt
df du
du dt
d?y
2
dx"
__
dt
d (dy\ \dxj
dx
dt
or,

,
_
du*\dt)
t
SuBtdt
gu
+
,
dfr*
\ dt
du dt/\dt*
du dt
66
[II,
33
is expressible in terms of t, u, and 2 dn u/dtn the derivatives du/dt, d?vi/dt , , Suppose, for instance, that the equation of a curve be given in The formulae for the rectangular coor polar coordinates p
In general, the nth derivative y (n)
=
x
/(o>).
dinates of a point are then the following
= p cos
<D,
p sin w.
Let p
p",
considered as the independent variable.
be the successive derivatives of p with respect to w, From the preceding formulae

cos (a dp
sin
o>
we
find
= dy = d x =
dx
2
p sin w
e?w,
d<a,
dp
+ +
p cos w
cosu)
dz p
2 sin w
2 cosw
2
dai
dp
p cos p sin
w w
da?,
7(o
2
,
d2 y
sinw d 2 p
2
<&e
rfw ffy
whence
+
dij
dif
d^x
= =
dp
+p
rfw
2
,
2 du dp
d<a
d2 p
+p
c?w
3
.
The expression found above
for the radius of curvature
becomes
+ *p m -pp
Let us suppose that to every
35. Transformations of plane curves.
of the same plane cor we make another point point If we denote the coordinates known construction. some respond by of a plane
of the point by (x, y) in general, two relations
and those of by (X, F), there will exist, between these coordinates of the form
Y=4>(x,
(23)
X=f(x,y),
in
y}.
These formulae define a point transformation of which numerous

examples arise
Geometry, such as projective transformations, the

etc.
transformation of reciprocal radii, a curve c, the corresponding point

properties
When
M describes another curve C, whose

c
the point
m describes
may
be deduced from those of the curve
and from the

be the suc
the succes
it
nature of the transformation employed.

cessive derivatives of y with respect to x, sive derivatives of F with respect to X.
is
y",
Let y and F
?/",
F",
To study the curve C

in
necessary to be able to express

-.
F",
terms of
x, y,
This
find
is
precisely the problem
which we have just discussed
and we
II,
36]
TRANSFORMATIONS
67
dY
Y
68
[II,
36
which depends not only upon the point m, but also upon the tangent to the curve c at this point. The formulae which define the trans formation are then of the form
(24)
X = /(*,
y, y-),
Y=<j>(x,
y,
y)
and the slope Y of the tangent by the formula
to the
transformed curve
is
given
dx
dy
y
dy>
In general, F depends on the four variables apply the transformation (24) to two carves
x, y,
c,
y"
at a point (x, y~), the transformed curves C, (X, Y) in common, but they will not be tangent, in general, unless happens to have the same value for each of the curves c and c
.
and if we y which are tangent C will have a point

,
y"
In order that the two curves
C and C should always

<
is necessary and sufficient that Y that the two functions f(x, y, y )
be tangent, it should not depend on that is, and (x, y, y ) should satisfy the
y";
condition
In case this condition
is
satisfied,
the transformation
is
called a
is
contact transformation. It is clear that a point transformation particular case of a contact transformation.*
Let us consider, for example, Legendre s transformation, in which the point M, which corresponds to a point (x, y) of a curve c, is given by the equations
X=y
,
Y=xy -y;
-
from which we
find
_dY _xjf _ ~
dX
y"
which shows that the transformation In like manner we find
is
a contact transformation.
1
y"
dY dX
V
11
dx
y"dx
=r
dX
*Legendre and Ampere gave many examples of contact transformations. Sophus Lie developed the general theory in various works see in particular his Geometric der Beruhrungstransformationen. See also JACOBI, Vorlesungen iiber Dynamik.
;
II,
37]
TRANSFORMATIONS
forth.
69
follows that
and so
From
x
the preceding formulae

,
it
=Y
= XY -Y,
X,
erties are explained
which shows that the transformation is involutory.* All these prop by the remark that the point whose coordinates
xy y is the pole of the tangent y Y 2 the point (x, y) with respect to the parabola x denote the pole of the tangent at general, if respect to a directing conic 2, then the locus of
are
,
X=
to the curve c at
2y
= 0.
But, in
c
m to
a curve
with
the point is a, is precisely the polar of the point curve C whose tangent at with respect to 2. The relation between the two curves c and C is therefore a reciprocal one and, further, if we replace the curve c by
tangent to c at the point m, the reciprocal curve will be tangent to the curve C at the point M.
another curve
c
,
from a fixed point O in the plane of a curve c, a perpen upon the tangent to the curve at the point m, the locus of the foot of this perpendicular is a curve (7, which is called the pedal of the It would be easy to obtain, by a direct calculation, the coordinates given curve. of the point Jlf, and to show that the trans
dicular
Pedal curves. be let
If,
OM
fall
formation thus defined
is
a contact transfor
mation, but it is simpler to proceed as follows. Let us consider a circle 7 of radius E, de

scribed about the point
as center;
and let ?MI

2
.
be a point on
OM such that Om\ x OM= E

is
;
the pole of with respect to the circle transformation which carries
The point mi
the tangent mt and hence the

c into
is
the
result of a transformation of reciprocal po-
followed by an inversion. When the point m describes the curve c, the point mi, the pole of mt, describes a curve Ci tangent
lars,
with respect to to the polar of the point the circle 7, that is, tangent to the straight line miti, a perpendicular let fall Tto the curve C and the tangent m\ti to the from mi upon Om. The tangent
curve
Hence, if we draw angles with the radius vector OmiM. are equal, since they are the comple the normal MA, the angles and It is the middle point of the line Om. ments of equal angles, and the point follows that the normal to the pedal is found by joining the point Mto the center of the line Om.
Ci
make equal
AMO
AOM
y"
37. Projective transformations. Every function y which satisfies the equation = is a linear function of x, and conversely. But, if we subject x and y to
the projective transformation

*
That
is,
original coordinates.
two successive applications TRANS.
of the transformation lead us
back to the
70
_
[II,
38
aX + bY+c
a"
X+
0.
a
a"
b"
Y+
c"
X+ b Y + X Y+
-f
b"
c
c"
= should Hence the equation In order to verify this we will first remark that the general projective transformation may be resolved into a sequence of particular transformations of simple form. If the two coefficients and are not both
a straight line goes over into a straight line.
y"
become d ^Y/dX"2
a"
b"
zero,
we
ab"
will set
ba"
X\ =
a"
-\-
b"
Y+
a"
c"
= and a on the supposition that a

time
the form
b"
=
is
0,
and since we cannot have at the same we will also set YI a + b Y+ c
b"
a"
not zero.
then be written, replacing YI
X and Y by their values

a Xi + /3 FI + 7 Xi
The preceding formulae may

in terms of
Xi and
l5
in
YI
A!
AI
Xi
It follows that the general projective transformation can be reduced to a succession of integral transformations of the form
aX + bY +
1
c,
X+ b Y+
.
combined with the particular transformation

x
= Y
find
Performing
this latter transformation,
we
~ dy
dx
_-.-_ ~~
~
and
y"
~y~
= -
dx
XY"(-
X*)
Y".
Likewise, performing an integral projective transformation,
we have
dy
_ ~
y"
dt/ dx
+b Y a + bY _ (ab -ba (a + bY
a
)Y"
3
)
In each case the equation = 0. goes over into We shall now consider functions of several independent variables, and, for definiteness, we shall give the argument for a function of two variables.
Y"
38. Problem III.
Let w
y,
= f(x,
let
ent variables
x and
and
u and v
y) be a function of the two independ be two new variables connected
with the old ones by the relations
It is required to express the partial derivatives
variables x
respect to
and y in terms of u, u and v.
v,
and
of u with respect to the the partial derivatives of with

u>
II,
TRANSFORMATIONS
Let w
71
substitution.
which results from/(x, y) by the F(u, v) be the function Then the rule for the differentiation of composite
c oj 8
a)
functions gives
8
<J>
do
d\ff
cu
Cd)
dx cu
C
dy du
d ta
C\}/
(jt
dv
dx cv
dy dv
for, if
whence we may
D(<f>,
find
\ji)/D(u, v)
and du/dy; change vanished,

d<a/dx
the determinant
the
of
variables
performed
would have no meaning.
Hence we obtain the equations

dw
o~ ex
=A
c
d(a
a cu
d>
~z~
cv
(25)
Cu) __
Cd)
-^
cy
cu
+u
Coi
~^~~>
cv
where A, B, C,
are determinate functions of
u and v
to
and these
the
formulae solve the problem for derivatives of the show that the derivative of a function with respect
first order.
is
They sum of
the two products formed by multiplying the two derivatives with respect The derivative with respect to to u and v by A and B, respectively.
obtained in like manner, using C and D instead of A and B, In order to calculate the second derivatives we need respectively. first derivatives the rule expressed by the preced to the only apply
is
ing formulae
2
doing
d
==
Q<Kf
so,
we
==
find
<o
/8u>\
"-~/
575 C/X
2~\\
t/JC / /
GOT/
2\p
t
d I
d&
r
C/it
\ \
=A
or,
(31
(A cu\ Cu
- +B
o>
to - \ cv /
+B
w ry- (A cu dv\
.-
+ B -5.
^=
^-^ 2
+ A[A-z+Br-%:+-^-CU CU CU CV
v
^"^
-z
CU CV
My
and we could
in like
-B t-^
P
cy
</
0v cv
and the following derivatives which are to be carried out we need only replace the operations d /dx and d /dy by the operations
manner.
In
all differentiations
2 2 find 8 2 (a/dxdy, 3 <a/di/
A-Z-+B-Z-* Cv du
cu
D^-, cv
72
respectively.
Hence everything depends upon the calculation
[II,
38
of the
coefficients A, B, C, D.
Example
(26)
I.
Let us consider the equation a

C
CO
+26 -- +
, (i3
dJ
ex
= 0,
us try to reduce this equa
ci/
cy*
;
where the
coefficients a,
6, c
are constants
and
let
tion to as simple a
form as
possible.
be superfluous to try to simplify Let us take two for example, does not vanish.
We observe first that if a = c = 0, it would the equation. We may then suppose that c,
new independent
py,
variables u
and
v,
defined by the equations
u
where a and
/3
+
u
ay,
are constants.
Then we have
c
<
<jj
cu
I
cx
d<a
a
1,
du
du
w
,
8y
cv
and hence,
give
in this case,
A=B=
~dii?
C=
a,
D = p.
"
The general formulae then
dx?
cucv
2
"ai?
eu 2
ducv
and the given equation becomes

(a
+ 26a + ca2 )^ +
au-^
2 [a
b(a
ft)
+ ca/3]-^- +
au a
(a
-(-
CB
It
remains to distinguish several cases.

First case.
Let
62
ac>
0.
Taking
for
a and
the two roots of the equation
.)-
2 6r
cr2
0,
the given equation takes the simple form
=
cudv
Since this
0.
may be
written
we
Let see that dta/Su must be a function of the single variable, w, say/(w). F(u) denote a function of u such that F (u) =f(u). Then, since the derivative of w F(u) with respect to u is zero, this difference must be independent of w, The converse is apparent. Returning to and, accordingly, u = F(u) + *().
the variables x and y, (26) are of the form
it
follows that
all
the functions
w which
II,
38]
TRANSFORMATIONS
and $ are arbitrary functions.
c2 w
73
where
For example, the general integral of

a2
O c 2
the equation
w
,
cy
dx 2
which occurs
in the theory of the stretched string, is
w =f(x
Second
case.
ay)
<f>
(x
ay).
0. Taking a equal to the double root of the equa some other number, the coefficient of d^w/dudv becomes zero, for it is equal to a + ba + p(b + car). Hence the given equation 2 = It is evident that w must be a linear function of 0. reduces to 5 2 w = vf(u) + (u), where f(u) and (u) are arbitrary functions. Returning to the variables x and y, the expression for w becomes
Let b 1
ac
=
|3
tion a -f
26r
2 -f cr
0,
and
w/cz>
t>,
<f>
<f>
= =
(x
+ Py)f(x +
+ ay +
ay)
<f>(x
ay),
which may be written
w
or. finally,
[x
(p
- a)y]f(x +
<l>(x
ay)
<f>(x
ay),
= yF(x + ay) +
<
ay).
ac Third case. If 62 0, the preceding transformation cannot be applied without the introduction of imaginary variables. The quantities a and /3 may then be determined by the equations
+ 26a + c a 2 =
a
b(a
+
,
p)
which give
a + /3=
The equation
2b
2& 2
-ac
c2
a/3=
of the second degree,

r2 H
26
r H
c
262
-ac =
c2
0,
whose roots are a and becomes
has, in fact, real roots.
The given equation then
Aw =
This equation Aw
a2
w
H
c2 w
c 2
0.
du 2
0,
which
is
known
importance in
many branches
of
as Laplace s Equation, is of fundamental mathematics and mathematical physics.
Example
set
II.
<,
= p cos
Let us see what form the preceding equation assumes when we = p sin 0. For the first derivatives we find
8
u
u
= du cos^
dx
Su
H
8p
i
dy
("ui
du
p sin
,
74
or,
solving for
[H,a9
dw/dx and du/cy,
du dx
du
COS

du
i
dp
dip
du dy
=sm0
du
dp
cosrf)
du
dip
Hence
a
I
(
costf>
du
dp
sin 2
p
2
---- du\ -sin0

p
)
8<f>/
sind>
t
(
du
dp
---- du
simp
p
dp\
COS 2
<t>
u -d2
2
a/?
------- ------p
d<t>\
0a 2 w
2
dtf>
2 sin
cos
S2 w
</>
2sin0cos<dw
sin 2
p
0cw
i
p
is
dp
dip
d<f>
dp
find
and the expression for
d2
u/dy 2
analogous to
this.
Adding the two, we
39.
Another method.
the function
The preceding method
when
But
whose
in certain cases it
is the most practical partial derivatives are sought is unknown. is more advantageous to use the following
method.
y) be a function of the two independent variables x If x, y, and z are supposed expressed in terms of two aux iliary variables u and v, the total differentials dx, dy, dz satisfy the relation
Let and y.
=f(x,
/>
dz
-^-
ex
dx
-dy. cy
which
is
equivalent to the two distinct equations
_
du dz
dv
dx du
dy du
_d_fdx
dx dv dy dv
as functions of u,
v,
whence df/dx and df/dy may be found
dz/du,
But to find the succeeding dz/dv, as in the preceding method. derivatives we will continue to apply the same rule. Thus, to find
d
2
2 f/dx and
d 2f/dxdy,
we
start
with the identity
dx 2
>
dxcy
which
is
equivalent to the two equations

d
(dx) du
= d fdx
dx 2 du
ay
|
dy
}
dx dy du
II,
39]
TRANSFORMATIONS
75
dec
ov
dx dy dv
where
it is
culated above.
2
supposed that df/dx has been replaced by its value cal 2 Likewise, we should find the values of d f/dx dy and by starting with the identity
df\
a
I
a2
Q
82
dy/
c 2f/8x dy
dxdy
?T ***
~cT~a 2
*%
dy
The work may be checked by the fact that the two values of found must agree. Derivatives of higher order may be
calculated in like manner.
Application to surfaces. The preceding method is used in the study of surfaces. Suppose that the coordinates of a point of a surface S
are given as functions of
two variable parameters u and v by means
of the formulae
(27)
x=f(u,v),
$(u,v),
= f(u,v).
The equation
of the surface
may
be found by eliminating the vari
ables u and v between the three equations (27); but we may also study the properties of the surface S directly from these equations themselves, without carrying out the elimination, which might be
practically impossible.
It should be noticed that the three
Jacobians
D(,
cannot
-y)
D(u,
v)
all vanish identically, for then the elimination of w and v would lead to two distinct relations between x, y, z, and the point whose coordinates are (x, y, %) would map out a curve, and not a sur face. Let us suppose, for definiteness, that the first of these does not
0. Then the first two of equations (27) and the substitution of these values in the third would give the equation of the surface in the form z = F(x, y). In order to study this surface in the neighborhood of a point we need
vanish
D(f,
<j>)/D(u,
v)
may
be solved for u and
v,
know the partial derivatives p, q, r,s,t, of this function F(x, y) in terms of the parameters u and v. The first derivatives p and q
to
are given by the equation
dz
= p dx
-f-
q dy,
which
is
equivalent to the
two equations
76
[II,
40
^= - n ^4-n^ r~ p -f
TT
du
cv
Q
T;
du
cv
r q
du
a cv
from which p and q may be found. The equation of the tangent plane is found by substituting these values of p and q in the equation
Z-
= p(X -
*)
+ q(Y - y),
and doing so we find the equation
remembered.
The equations (28) have a geometrical meaning which is easily They express the fact that the tangent plane to the
surface contains the tangents to those two curves on the surface which are obtained by keeping v constant while u varies, and vice versa*
to find
Having found p and r, s, t by means

\
p =/i(w, v), q of the equations

q,
= f (u,
2
v),
we may proceed
dp
= r dx + s dy, dq = s dx + dy,
t
;
each of which
is
equivalent to two equations
and so
forth.
40. Problem IV. To every relation between x, y, z there corresponds by means of the equations
(30)
x =/(w,
v,
w),
<
(M, v, w),
= \j/(u,
v,
w),
a new relation between
It is required to express the partial u, v, w. derivatives of z with respect to the variables x and y in terms of u, v, w, and the partial derivatives of iv with respect to the variables u and v.
if
This problem can be made to depend upon the preceding. For, we suppose that w has been replaced in the formulae (30) by a
v,
function of u and
we have
x, y, z
expressed as functions of the
* The equation of the tangent plane may also be found directly. Every curve on the surface is defined by a relation between u and w, say v U (u) and the equations of the tangent to this curve are
X-x
df fdu
The elimination
~
()
Y-y
+ ~ n () ^ du
dd>
d4>
~
d4>
Z-z
-^-
df
-f dv
dv
du
d&
-
dv
(M)
of IT(a) leads to the equation (29) of the tangent plane.
II,
41]
TRANSFORMATIONS
77
two parameters u and v; and we need only follow the preceding method, considering /, ^ as composite functions of u and v, and w as an auxiliary function of u and v. In order to calculate the first derivatives p and y, for instance, we have the two equations
<,
P a
_
Q
T *
cu
cT~
T~ ow ~o 8u
_
1+7
,
"^
du
--P ^--o
,
dw cu
a_w
dv
dw
dv
\d
8w
dv
\8v
+ a^ 8w
derivatives may be calculated in a similar manner. In geometrical language the above problem may be stated as fol lows To every point of space, whose coordinates are y,
:
The succeeding
(x,
z),
there corresponds, by a given construction, another point M, whose coordinates are X, Y, Z. When the point maps out a surface S, the point maps out another surface 2, whose properties it is pro
posed to deduce from those of the given surface S. The formulae which define the transformation are of the form
x =f(x
Let
>
y>
),
y=
<t>
(*, y, *),
Y)
problem
p,
be the equations of the two surfaces S and 2, respectively. The is to express the partial derivatives P, Q, R, S,T, of the
$(A",
function
q, r, s,
Y) in terms of
x, y, z
of the function F(x, y). above problem, except for the notation.
t,
and the partial derivatives But this is precisely the

;
The first derivatives P and Q depend only on x, y, z, p, q and hence the transformation carries tangent surfaces into tangent sur faces. But this is not the most general transformation which enjoys
this property, as
we
shall see in the following example.
41. Legendre s transformation. Let z =f(x, y) be the equation of a surface S, and let any point (x, ?/, z) of this surface be carried into a point M, whose coordinates are X, Y, Z, by the transformation
X=p,
Let
Y=
q,
px
qy
z.
Z = $ (X,
If
point M.
tively,
Y) be the equation of the surface 2 described by the z, p, q replaced by /, df/dx, df/dy, respec we have the three coordinates of the point expressed as
we imagine
functions of the two independent variables x and
y.
78
Let P,
$>(X,
Q, R, S,
[II,
41
denote the partial derivatives of the function

relation
Y).
Then the
dZ =
becomes
PdX+ QdY
dz
p dx +
or
q dy
+ x dp + y dq
= P dp +
Q dq.
Q,
dq,
x dp
+ y dq = P dp -f
Let us suppose that p and q, for the surface S, are not functions of each other, in which case there exists no identity of the form \dp + p.dq=. 0,
unless X
fi
0.
Then, from the preceding equation,
it
follows that
In order to find R,
S,
T we may
dP dQ
start
with the analogous relations
= RdX + = SdX+
SdY, TdY,
become
which,
when X,
Y, P,
are replaced by their values,
dx
dy
= R (r dx + s dy) + = S (r dx + s dy~) +
S (s dx
T(sdx
+ +
dy)
dy}
whence
and consequently
t
s s
2
r
s
2
rt
rt
rt
From
x
we
find, conversely,
= P,
y=Q,
T
= PX+QY-Z, -S
p=
t
X,
Y,
RT- ^
is
RT-
2
.S
RT -
S2
which proves that the transformation

y, z, p, q.
is involutory. Moreover, it a contact transformation, since X, Y, Z, P, Q depend only on x,
These properties become self-explanatory, if we notice that the formulae define a transformation of reciprocal polars with respect to the paraboloid
x2
Note.
rt
s
2
2z
0.
The expressions
point
M describes a curve, and not a surface, for we have
for R, S, T become infinite, if the relation In this case the holds at every point of the surface S.
II,
42]
TRANSFORMATIONS
79
=
*,y)
,,
D*,y
and likewise
D(X, Z) D(*,y)
This
is
= Jfo
;>*
+ gy - *) =
?/)
^=
(*,
precisely the case
which we had not considered.
let
42. Ampfere s transformation. Retaining the notation of the preceding article, us consider the transformation
X
The
relation
x,
Y=
dZ =
q,
qy
z.
PdX + QdY
becomes
or
qdy + ydq - dz = Pdx + Qdq,

y dq
p dx = Pdx + Qdq.
Hence
P=-P,
and conversely we
x
find
Q=y
= X,
y=Q,
z=QY-Z,
is
p = - P,
Y.
It follows that this
transformation also
an involutory contact transformation.
The
relation
dP =
r
EdX+ SdY
t
next becomes dx
s
dy
r,
that
is,
R -f
Ss
=-
= R dx + S (s dx + St = - s,
dy)
whence
Starting with the relation
dQ = SdX + TdY, we
find, in like
manner,
r=l.
t
As an
which
application of these formulae, let

s2
vis
try to find
all
the functions /(x, y)
Let S be the surface represented by the Y) the equation equation z =f(x, y), S the transformed surface, and Z = of S. From the formulae for R it is clear that we must have
satisfy the equation rt
0.
4>(X,
R~
and * must be a linear function of
S~
:
^~
of F.
It
where
and ^ are arbitrary functions
follows that
80
(a;,
[II,
43
and, conversely, the coordinates as functions of the two variables
X and
z
y, z) of
a point of the surface S are given

the formulae
Y by
= X,
= Xt (Y) +
y(Y),
Y[X<t>
(Y)
f (Y)]
X<f,(Y)
t(Y).
The equation of the surface may be obtained by eliminating and Y amounts to the same thing, by eliminating a between the equations
z
or,
what
= ay = y
is
-x<t>(a)-t
(a),
(a).
(a)
The
moving plane which depends upon the found by differentiating the first with respect to this parameter. The surfaces defined by the two equations are the so-called developable surfaces, which we shall study later.
first
of these equations represents a
parameter a, while the second
43. The potential equation in curvilinear coordinates.
The
calculation to which
a change of variable leads may be simplified in very many cases by various devices. We shall take as an example the potential equation in orthogonal curvilinear coordinates.* Let
F (x,
y, z)
- p,
FI(X, y, Z)=PI,
F*(X, y,
)=P2i
be the equations of three families of surfaces which form a triply orthogonal system, such that any two surfaces belonging to two different families intersect at right angles. Solving these equations for x, y, z as functions of the parame
ters p, pi, PQ,
^6
obtain equations of the form

fx-<t>(p,
PI, pa), Pi, Pa),
31 )
= j l*=
y
,
<Pi(p,
02
(p, Pi, pa);
and we may take
p, p t p^ as a system of orthogonal curvilinear coordinates. Since the three given surfaces are orthogonal, the taagents to their curves of intersection must form a trirectangular trihedron. It follows that the equations
where the symbol indicates that we are to replace by and add. These conditions for orthogonalism may be written in the following form, which is equivalent to the above
satisfied
2,
x>
must be
then by
<i,
H,
43]
TRANSFORMATIONS
81
Let us then see what form the potential equation
ax2
dy*
First of
all,
az2
assumes
in the variables p, p 1? p 2
we
find
dv _ dv dp
ax
dp dx
2
8V
dpi
a2
dpi
aF apa
dp z dx
dx
and then
a2
F_ a^F/aA ~
2
a/
F
F
ap a^.
ax
"aaT
aF av
"a7
ax
\ax/
|
apapi
a2
ax2
a Pl a P2
|
p^
\dx/
dpidpz ax
ax
,
api
ax2
-\ax/
second order like
a/>ap
ax
ax
ap a
ax2
Adding the three analogous equations, the terms containing derivatives of the a 2 V / dp dpi fall out, by reason of the relations (33), and we have
a2
(34)
a2
F
2 (p 2 )
A 2 (p)
where AI and A 2 denote
^ +A
op
2 ( P1 )
~ +A
cpi
pT,
apa
Lam&s
differential
parameters
The
differential
parameters of the
the equations (31)
first
order Ai(p), Ai(pi), Aj(p 2 ) are easily
calculated.
From
we have
api
aj^
a^ ap
ap
a 01
a^
api
apg
ax
_
_
.
_
ax
ax
ap 2
ap
ax
a_p
a 01 api api
a 01 ap 2
apa
ap
ax
api
ax
a0 2
ap
a0 2
api
a0 2 ap 2 _
ap 2
ax
ax
ax
whence, multiplying by
dp
-,
-,
respectively,
and adding, we
find
dp
dp
a0
ap ax
_ ~
/a0\ 2
\dp)
/a0A 2 /a0 2 + \dp/ \dpj

it is
Then, calculating dp/dy and dp/dz in like manner,

2
i
easy to see that
/ap\ 2
1
(d<f>\
,
*/
\dy/
\dz/
...
82
Let us now set
[II,
43
a=
dp
where the symbol by 0i, then indicates, as before, that we are to replace by 02) and add. Then the preceding equation and the two analogous equations
<f>
may
be written
A!(P)
Ai(pi)
=
HI
(p),
A!(p 2 )
=
HZ
as functions of
p, pi,
Lame* obtained the expressions for A2

pa
A 2 (pi), A 2 (p2 )
by a rather long calculation, which we may condense
in the following form.
In the identity (34)
A2
F=
F -+ H
1
a2
dp
&V +
T dpi
,
HI
H -^ + A
,
a2
.8V
2 (p)
.8V ,aF + A 2 (p 2 + A 2 (pi)

.
, ,
epjj
dp
dpi
dpz
let
us set successively
i
V
i
x,
V=
2 2
y,
V = z.
a0
dp
This gives the three equations
a2
dp*
52^
cpj
c>
HI
.
,
HZ
.a 2
-- =0,
^(pz) cpz
1
cpz
Cfr
HI
-TT +
Cpj
W VF +
cp2
A2 ( p )
+ **( pl -^ + iF cpi op
)
0,
which we need only solve for Aa
(p),
A 2 (pi), A 2 (p2 ).
For instance, multiplying
by
d<p/dp,
d<j>i/dp,
dfa/dp, respectively, and adding,
we
find
Moreover,
we have
oe>4>
62
_ ~
ag
we
find
*->
~d~p
Up*
2 lp~
and
differentiating the first of equations (32) with respect to pi,
~~
~dp ~dp\
~
dpi dp dpi
In like manner
we have
^
and consequently
o0 ev _ ~ _
ap"
i a
g
ap
2
"ap|
A 2 (p)= -
2HHi
--
dp
2HH*
dp
2Hp_
\H
H. EXS.]
EXERCISES
83
Setting
*=i,
this
zr,=
*,=
formula becomes
A2 (p) =
and
in like
manner we
find
A2 (p!) =
Hence the formula
h\
api \
(log
A.) hhzj
A 2 (p 2 ) =
A"
A
cpz
/.
I
(log \
A
fifii
(34) finally
^
becomes
*
^
2
ll*z
ra2 F
ax2
(35)
az 2
LV
--
a
<>P
log
\aF~l
I
*!*/
^/
*
a
or, in
condensed form,
.
Fa
2
1
/ h
\
dV\
/
a
,
/
\
ftj
aF\
/
/ &2
I
dF\~|
/
I
nr
^T^ s
Let us apply
tion are
this
formula to polar coordinates.

sin0cos</>,
The formulae
of transforma
y
,
where
values
:
and
<f
replace pi and p 2
and the
coefficients
ft,
fti,
hq
have the following
&
hi
h%
p sin
Hence the general formula becomes
A 2 F=
or,
_ _ Fa
i
-
P sine \_dp
Ip
2 sin(?
aF\
J
a /
aF\
)
(sin^
\
i a2
2
dp]
de\
c0J
a0 \sin^ a^ /
(-
aF\~| -J h
expanding,
Ao
F=
F F ----a2
1
ap
a*?
2 2 p sin
- -i
a2
F
2
2
p
cot0aF aF ----1
a^>
ap
a<?
which
is
susceptible of direct verification.
EXERCISES
1.
Setting
x2
t>,
+
w>)
determinant D (u, exists between M,
v = x + y + z, w = xy + + /D (, y, 2) vanishes identically.
2
z2
yz
zx, the functional
Find the relation which
v,
w.
Generalize the problem.
84
2.
Let
i
pi, EXS.
==.
=
,
un
Vi -r 2 1 _ x l
a-
*n
Derive the equation

i,
W2,
M,,)
3.
Using the notation

Xi
X2
x3
Xn
= COS 0i, = sin 0i cos 02 = sin 0i sin 02 cos0 3

,
sin 0i sin 02
sin0 n _ 1 cos0 n
show that
(Xl, Xg,
,
Xn )
^_
1 )n s i nn
^ lS J n n-l^ 2Sm n-2^ g
8 in 2
n _ ! sin
n.
4.
Prove directly that the function

z
F(x, y} defined by the two equations

0(or),
(a),
rt s2
= ax+ yf(a) + = x + yf (a) +

satisfies
where
a. is
an auxiliary variable,
the equation
0,
where /(a)
and
5.
(a) are arbitrary functions.
Show
in like
manner that any
implicit function z
F(x, y) defined by
an equation of the form
where
(z)
and ^
(z)
are arbitrary functions, satisfies the equation

rg
2
2pqs
+ tp2 =
0.
6.
Prove that the function z

z
F(x, y) defined by the two equations

2,
(
(a)
[y
(a)]
a)
(a)
(a),
satisfies
where
is
an auxiliary variable and
(a)
an arbitrary function,
the
equation pq
7.
z.
Prove that the function z

[Z
F(x, y) defined by the two equations

[z
()]
Z2
(y2
_ a 2),
xy.
((r)]
(Q,)
aa.2
satisfies in like
manner the
equation pq =
8*. Lagrange s formulae. Let y be an implicit function of the two variables x and a, defined by the relation y = a + and let u =f(y) be any func tion of y whatever. Show that, in general,
x<j>(y);
[LAPLACE.]
II,
EM.]
Note.
EXERCISES
The proof
d
is
85
based upon the two formulas

d
da
where u
It is
is
F, du~\ F(u)~ =
x
|_
dx
dx ]_
F F(u) \dM~l
7
du
.
<(,(y)
da_\
dx
cu da
any function
if
shown that value n + I.
of y whatever, and F(u) is an arbitrary function of u. the formula holds for any value of n, it must hold for the
Setting x = 0, y reduces to respect to x becomes

ff/*\
a and M
-!
S"
to /(a);
i
and the nth derivative of u with

~i
,.,
I
M\ \
n
r~
l
^dx:/o
9.
da-
\_
J
dj
d
<j>
If
x =f(u,
v),
=
(J>(u,
v)
are two functions which satisfy the equations
dj
du
dv
is satisfied
dv
du
:
show
that the following equation
identically
,
10. If the function F(x, y, 2) satisfies the equation
show
that the function
satisfies
the
same equation, where
A;
is
a constant and r2
x2
+ yz + z 2 [LORD KELVIN.]
.
11. If V(x, y, z) and Vi(x, show that the function
y, z)
are two solutions of the equation
A^V =
0,
U=
satisfies the
F(z,
y, z)
(x
y2
z2)
FI
(x, y, z)
equation
12.
What form
does the equation

(x
x 8 )7/"+
(1
- Sx 2 )?/ -
xy
=
t-
assume when we make the transformation x

13.
= Vl
What form
does the equation

2
=
Sx2 dx
dy
assume when we make the transformation x

14*. Let 0(xi, x 2 , x n MI, MS, , variables Xi, x 2 , x n , MI, u 2 , Mn , , , with respect to the variables MI, M 2 ,
;
= u,
= l/v?
u n ) be a function of the 2 n independent homogeneous and of the second degree

If
,.
we
set
86
S
C(t>
[II,
Exs.
cd>
-=pi,
,
-=pz,
CUz
CUi
CU n
~^-=p n
and then take p\ pz

,
p n as independent variables in the place of Ui u z

,
un
the function
<f>
goes over into a function of the form

i,
X2
Derive the formulae
d<f>
N be the point of intersection of a fixed plane P with the normal MN M of a given surface S. Lay on the perpendicular to the Find the tangent plane to the plane P at the point N a length Nm = NM.
15.
Let
erected at
any point
off
describes the surface S. surface described by the point m, as The preceding transformation is a contact transformation. Study the inverse
transformation.
16. Starting from each point of a given surface S, lay off on the normal to Find the tangent plane to the surface 2 (the the surface a constant length I. parallel surface) which is the locus of the end points.
Solve the analogous problem for a plane curve.

to any point of 17*. Given a surface S and a fixed point O join the point the surface S, and pass a plane and the normal to the through In this plane surface S at the point M. draw through the point O a per pendicular to the line OM, and lay off on it a length OP = OM. The point
;
OMN
OM
MN
OMN
describes a surface 2, which is called the apsidal surface to the given surface S. Find the tangent plane to this surface.
The transformation is a contact transformation, and the relation between the and 2 is a reciprocal one. When the given surface S is an ellipsoid and the point is its center, the surface 2 is Fresnel s wave surface.
surfaces
<S
18*. Halphen s differential invariants.
Show
that the differential equation
dx2 / da*
dx2 dx dx*
x,
\dx*
remains unchanged when the variables mation ( 37).

19.
If in the
z,
y undergo any projective transfor
expression
Pdx + Qdy +
fidz,
where P, Q,
are any functions
of x, y,
we
set
,
where
v,
Z = ^(M, v, y = (u, v, w) x=/(u, B, 10), w are new variables, it goes over into an expression
<f>
>),
of the
form
Pidu + Q\dv + Ridw,

where PI,
Qi,
RI
are functions of
v,
w.
Show
that the following equation
is
satisfied identically:
gi =
-P(Si
z)
g>
I) (M, v,
w)
II,
Exs.]
EXERCISES
87
where
/* _
\dv
20*. Bilinear covariants.
du
Let
0</
be a linear differential form
where
JTx,
2,
-^n are functions of the n variables x lt x2
xn
Let us
consider the expression
where
and where there are two systems

transformation
Xi
of differentials,
d and
5.
If
we make any
4>i(yi,
y2
2/ n ),
(i
1, 2,
.,
n),
the expression Qj goes over into an expression of the
same form
,
Q d = Y dy l +
l
+ Yn dy n
y2
, ,
where FI,
F2
Yn are functions
of yi,
yn
Let us also set
and
Show
tively,
that
H=H
identically, provided that
we
replace dx,
and
dxt,
respec
by the expressions
Syi
-\
5j/ 2
Sy n
The expression //
is
called a bilinear covariant of Qj.
21*. Beltrami s differential parameters.
If in
a given expression of the form
Edx* + 2Fdxdy + Gdy*,

where E, F, G are functions of the variables x and y, we make a transformation z =/(M, v), y = ), we obtain an expression of the same form:
<f>(u,
EI du 2
+ 2Fidudv+
Gj dv2 ,
88
[II,
Exs.
variables x
tically,
where EI, FI, G\ are functions of u and v. Let 0(x, y) be any function of the and y, and 0i(u, v) the transformed function. Then we have, iden
ax
F
ex dy
2
+*
\dy
du
dv
dv
EG- F
CHAPTER
TAYLOR
S SERIES
III
ELEMENTARY APPLICATIONS MAXIMA AND MINIMA
I.
TAYLOR S SERIES WITH A REMAINDER TAYLOR S SERIES
44. Taylor s series with a remainder. In elementary texts on the Calculus it is shown that, if f(x) is an integral polynomial of degree n, the following formula holds for all values of a and h
:
This development stops of

(n +
itself,
since all the derivatives past the
l)th vanish.
is
If
we
try to apply this formula to a function
/(x) which
infinite
number
not a polynomial, the second member contains an In order to find the proper value to of terms.
assign to this development, for the difference
we
will first try to find an expression
f(a
h)
-f(a)
2f
f>
(a )
li
2
/"(a)
f^
___ /W(a)
J)
with the hypotheses that the function /(#), together with its first n n) derivatives / (a:), f"(x), f^ (x), is continuous when x lies in the interval (a, a -f A), and that f (n \x) itself possesses a derivative
,
"
+ J)
(x) in the
same
interval.
The numbers a and a
-f
h being
given, let
us set
(2)
where p
is any positive integer, and where P is a number which is defined by this equation itself. Let us then consider the auxiliary function
89
90
TAYLOR S SERIES
=f(a +
A)
[in,
44
-/() ~ _ O+ h
1.2(2),
=
*)"
(x)
_
(a
/-A
+ h-x
J
"
"ii
1.2..-
It is clear
from equation
which defines the number P, that
and
tion
from the hypotheses regarding f(x) that the func possesses a derivative throughout the interval (a, a -f A). = must have a root Hence, by Rolle s theorem, the equation (#) a + Oh which lies in that interval, where is a positive number which lies between zero and unity. The value of (x), after some
it
results
<(x)
</>
<t>
easy reductions, turns out to be
The
first
factor (a -f h
other than a
+
l
h.
cannot vanish for any value of x Hence we must have

x~)
p~
P= h
n -p +
(l
0)"-*
!/(
+J
>
(a
Ofy,
where
0<^<1;
whence, substituting this value for
in equation (2),
we
find
(3) /I
where
JL
=
.
n .p and
We
shall call this formula Taylor s scries with a remainder,
This remainder depends upon the In practice, left undetermined. we have which positive integer p, about the only values which are ever given to p are p = n + 1 and p = 1. Setting p = n + 1, we find the following expression for the remainder, which is due to Lagrange
the last
term or
R n the remainder.
setting
1,
we
find
Ill,
44]
TAYLOR S SERIES WITH A REMAINDER
91
an expression for the remainder which is due to Cauchy. It is will not be the same, in general, clear, moreover, that the number
in these
is
two
special formulae.
If
we assume
further that
continuous when x
(n
+ 1)
(a:)
a,
the remainder
may
where e approaches zero with h. Let us consider, for definiteness, Lagrange s form. If, in the gen eral formula (3), n be taken equal to 2, 3, 4, successively, we get a succession of distinct formulae which give closer and closer approximations for f(a -f- A) for small values of h. Thus for n = 1
,
we
find
1.2
which shows that the difference
/(*
is
+ *) -/(a) -*/*()
h,
provided that
an infinitesimal of at least the second order with respect to is finite near x = a. Likewise, the difference
/"
f(a /\
is
_//
+
,
7 \
_//
/
A) /
f(a) \ /
_/l / \ -f (a)
*"
1
JL
*^
1 V
J.
\ /
*/
f (a)
/
//// \
an infinitesimal of the third order
and, in general, the expression
h) J
f(a) v \ /
-f v
~1
(a) \ /
-w!
f (n) \ (a) f
1. is an infinitesimal of order n But, in order to have an exact idea of the approximation obtained by neglecting R, we need to an know an upper limit of this remainder. Let us denote by
M*
upper limit of the absolute value of of x = a, say in the interval (a a 17,
y
-f
1
"
+ 1)
(#) in the neighborhood
rj).
Then we evidently have

M)
Kt
provided that h
|
i^r
i<
<
|
77.
* That
defined in
is,
3/>|/(
68,
+ )(z) when |z The expression must be carefully distinguished from the expression
J
I
"
a\<ij.
the
upper
limit,"
"
an upper
limit,"
is used here to denote a number greater than or equal to the absolute value of the function at any point in a certain interval. In this paragraph and in the next TRANS. a. /( + i)(a;) is supposed to have an upper limit near x
which
92
45.
TAYLOR S SERIES
Application to curves.
[III,
45
This result may be interpreted geomet that we wished to study a curve C, whose equa rically. Suppose tion is y =f(x), in the neighborhood of a point A, whose abscissa is a. Let us consider at the same time an auxiliary curve whose
C",
equation
is
A
in
line
-f-
two points and which are near A. The ordinates, by the general formula, is equal to
,
h, parallel to
the axis of
y,
meets these two curves

difference of their
This difference
is
an infinitesimal of order not
less
than n
-+-
and
a consequently, restricting ourselves to a small interval (a 77, rj), the curve C sensibly coincides with the curve C By taking larger
.
and larger values of n we may obtain in this way curves which differ less and less from the given curve C; and this gives us a more and more exact idea of the appearance of the curve near the
point A. Let us
first set
= \.
A
:
Then the curve
C"
is
the tangent to the
curve
at the point
and the difference between the ordinates of the points and of the curve and its tangent, respectively, which have the same abscissa a -f h, is
Let us suppose that /"() 0, which is the case in general. preceding formula may be written in the form
=
The
where
ber
rj
c approaches zero with can be found such that

77.
h.
e
|
Since
<
|
f"(a)
,
|
0,
a positive
lies
num
/"(a)
when h
For such values of h the quantity /"() the same sign as a an(i hence y Y will also have the same
/"(
)>
and
between rj + e will have

is
sign as
/"(a).
If /"(a)
is
positive, the ordinate
y of the curve
Ill,
46]
93
greater than the ordinate F of the tangent, whatever the sign of h and the curve C lies wholly above the tangent, near the point A.
;
a ) is negative, y is less than Y, and the if below the tangent, near the point of tangency. If f"(a) = 0, let / (p) () be the first succeeding derivative which does not vanish for x = a. Then we have, as before, if f (p) (x) is continuous when x = a,
On
the other hand,

lies entirely
/"(
curve
and it can be shown, as above, that in a sufficiently small interval a ^ a -f- 17) the difference y Y has the same sign as the product ( A p/ (p) (a). When p is even, this difference does not change sign with h, and the curve lies entirely on the same side of the tangent, Y near the point of tangency. But if p be odd, the difference y its at the tangent changes sign with h, and the curve C crosses
point of tangency.
of inflection
;
In the latter case the point

if
A
0.
is
called a point
it
occurs, for example,
"(a)
Let us
now
take n
= 2.
(x
The curve C
is
in this case a parabola
Y =f(a) +
whose axis
ordinates
is
is
parallel to the axis of y\
and the difference of the
If
Y has the same sign as A 8 / "() for does not vanish, y sufficiently small values of h, and the curve C crosses the parabola
"(a)
at the point A.
to the curve
for, of
This parabola is called the osculatory parabola the parabolas of the family
Y = mx z + nx + p,
this one
comes nearest to coincidence with the curve C near the

(see
213).
point
of development. The formula (3) affords a development of the infinitesimal f(a + K) ~f( a } But, still more generally, let according to ascending powers of h. x be a principal infinitesimal, which, to avoid any ambiguity, we
46. General
method
method
for the
94
will
TAYLOR S SERIES
suppose positive
;
[III,
46
and
let
y be another infinitesimal of the
form
(4)
y
, ,
A lX + A 2 x*
i
+ ...+x P (A p +
c ),
np are ascending positive numbers, not necessarily -, A p are constants different from zero, andc is integers, another infinitesimal. The numbers HI, A l n 2 A 2 may be cal
where n l} n z
A l} A t
culated successively by the following process. First of all, it is clear that HI is equal to the order of the infinitesimal y with
respect to x, and that
is
equal to the limit of the ratio
n y/x when
i
x approaches
zero.
Next we have
:
xn
ui
=A
x"*
----|
+
-i.
(Ap
+ c)
x"p,
which shows that n z is equal to the order of the infinitesimal M I? and A 2 to the limit of the ratio u^/x n A continuation of this the terms. It is then clear that an infini succeeding process gives tesimal y does not admit of two essentially different developments of If the developments have the same number of terms, the form (4). coincide while if one of them has p terms and the other they
;
p+
q terms, the terms of the
first
occur also in the second.
This f(a)
method
applies, in particular, to the

;
development of f(a
A)
according to powers of h and it is not necessary to have obtained the general expression for the successive derivatives of the func
tion f(x) in
advance.
us a practical
means
On the contrary, this method furnishes of calculating the values of the derivatives
Examples. Let us consider the equation

(5) F(x, y)
= Ax n + By +
xy<S>(x,
y)
Cx n +
+ Dy +
2
= 0,
(x, y) is an integral polynomial in x and y, and where the terms not written down consist of two polynomials P(x) and Q(y), which are divisible, respectively, by x n + and y 2 The coefficients A
4>
where
supposed to be different from zero. As x approaches zero there is one and only one root of the equation (5) which ap proaches zero ( 20). In order to apply Taylor s series with a
and
B are each
remainder to this
atives,
root,
we should have
to
know
the successive deriv
which could be calculated by means of the general rules. But we may proceed more directly by employing the preceding method. For this purpose we first observe that the principal part
Ill,
46]

equal to the substitution
is
(.4
95
the equa
of the infinitesimal root

tion (5)
/E)x
n
.
For
if in
we make
=
:
and then divide by x n we obtain an equation of the same form

,
(cc,
yi)
As x approaches zero in y lt namely By^. the equation (6) possesses an infinitesimal root in y lt and conse quently the infinitesimal root of the equation (5) has the principal
which has only one term
part
?/!
(A/B)x
n
,
as stated above.
Likewise, the principal part of
is
(Al B)x**] and
we may
set
where y z
is
another infinitesimal whose principal part
may
be found
by making the substitution
in the equation (6). Continuing in this
way, we may obtain for this root y an expres
sion of the form
(ap
.n
e)x
+ MJ H
1-
which we may carry out as far as we wish. All the numbers n np are indeed positive integers, as they should be, since H!, n z we are working under conditions where the general formula (3) is
, ,
In fact the development thus obtained is precisely the applicable. same as that which we should find by applying Taylor s series with
x. and h a remainder, where a Let us consider a second example where the exponents are not Let us set necessarily positive integers.
96
TAYLOR S SERIES
[III,
46
where
and fa, y u are two ascending series of positive a, ft, y, numbers, and the coefficient A is not zero. It is clear that the prin a and that we have cipal part of y is Ax
,
y
which
is
tt
J]_
00
Cx*
- A x a (B x^ + Cix* + + B^ + dx* H---l

-
)
y
an expression of the same form as the original, and whose is simply the term of least degree in the numerator. It is evident that we might go on to find by the same process as many terms of the development as we wished.
principal part
Let
/ (x)
be a function which possesses n

(3),
successive derivatives.
Then
replacing a by x in the formula
we
find
*"
f(x
h)
-/(x) + -f(x) +
~f"(x)
l
.
+ ..-+
1
.
fi
[/00(x)
e]
where e approaches zero with h. Let us suppose, on the other hand, that we had obtained by any process whatever another expression of the same form for
f(x
h)
= /(x) +
hfa
(x)
A2 02
(X )
hn
faty +
/]
These two developments must coincide term by term, and hence the coefficients are equal, save for certain numerical factors, to the successive
0i> 02>
<t>n
derivatives of /(x)
1.2
This remark
functions.
is
-_.
1. 2-
-n
sometimes useful
in the calculation of the derivatives of certain
Suppose, for instance, that of a function of a function

:
we wished
to calculate the nth derivative
y=f(u),
where
u=
0(x).
h,
Neglecting the terms of order higher than n with respect to
we have
0(X
h)
0(X)
(X)
-^
1
.
0"(X)
**
,
2i
0W(Z );
and likewise neglecting terms of order higher than n with respect f(u
to k,
k)
~f(u)
"
f(u)
i
.
If in the right-hand side k
be replaced by the expression
*"(
x)
&
n
A, it is
.
to ascending powers of evident that the terms omitted will not affect the terms in h, h2 hn
, ,
and the resulting expression arranged according
The
HI,
47]

/i",
97
coefficient of
for instance, will be equal to the nth derivative of
/[</>()]
divided by
and hence we may write
where Ai denotes the
coefficient of h n in the
development of
For greater detail concerning Cours d Analyse (p. 59).
this
method, the reader
is
referred to Hermite s
47. Indeterminate forms.*
which vanish
for the
Let f(x) and (x) be two functions same value of the variable x = a. Let us try
</>
to find the limit
approached by the ratio
f(a
<f>(a
+ K) + h)
merely a special case of the problem of finding the limit approached by the ratio of two infinitesimals The limit in question may be determined immediately if the prin
as
zero.
is
h approaches
This
cipal part of each of the infinitesimals is known, which is the case whenever the formula (3) is applicable to each of the functions Let us suppose /(cc) and (x) in the neighborhood of the point a. that the first derivative of f(x) which does not vanish for x = a is that of order p, f (p \a) and that likewise the first derivative of (s) for x = a is that of order q, which does not vanish (a). (cc) and the the functions formula to each of Applying f(x) (x) (3)
<f>
<
<
<
and dividing, we
find
where
and
are
two
infinitesimals.
It is clear
from this result
that the given ratio increases indefinitely when h approaches zero, if q is greater than p and that it approaches zero if q is less than p. (7) (p) a If q a as ^ s p, however, the given ratio approaches / ( )/^ ( )
;
limit,
and
this limit is different
from
zero.
tangent to a curve.
Indeterminate forms of this sort are sometimes encountered in finding the Let
=/(<),
*(t),
*(l)
* See also
7.
98
TAYLOR S SERIES
[m,
48
be the equations of a curve C in terms of a parameter t. The equations of the tangent to this curve at a point M, which corresponds to a value t of the param
eter, are, as
we saw
in
5,
Z -
(tv)
(*o)
(o)
<f>
These equations reduce to identities if the three derivatives / (), (t), $ (t) all In order to avoid this difficulty, let us review the reasoning vanish for t = t be a point of the by which we found the equations of the tangent. Let
.
curve
near to M, and
let to
h be the corresponding value of the parameter.
Then
the equations of the secant
MM
are
For the sake

than
of generality let us suppose that all the derivatives of order less

<t>
= t but that at least the functions /(), (t), (t) vanish for t one of the derivatives of order p, say ( ), is not zero. Dividing each of the denominators in the preceding equations by hp and applying the general for mula (3), we may then write these equations in the form
p
(p>
1) of
\f/
/<*>>
to)
J)
&>
(to)
+
If
">
(to)
e"
where
e, e
e"
are three infinitesimals.
we now
let
h approach zero, these
equations become in the limit
all indetermination has disappeared. points of a curve C where this happens are, in general, singular points the curve has some peculiarity of form. Thus the plane curve whose equations are
in
which form
The where
X
passes through the origin, and is the axis of x, and the origin
<3
dx/dt
is
= dy / dt = at that point. a cusp of the first kind.
The tangent
If the sequence of derivatives of the function in unlimited the interval (a, a -f h), the number n in the f(x) formula (3) may be taken as large as we please. If the remainder
48. Taylor s series.
is
Rn
down
approaches zero when n increases indefinitely, the following formula

:
we
are led to write
which expresses that the
series
/() +
/ () +
+ iT^r^ ^"W +
Ill,
48]

its
"
99
h).
is
convergent, and that

is
sum
"
is
the quantity f(a
This
formula (7)
fiable unless
is infinite,
properly speaking. the remainder R n approaches zero when whereas the general formula (3) assumes only the exist
Taylor
s series,
But
it is
not justi
we can show that

n
ence of the
(7)
first
1 derivatives.
Replacing a by
x,
the equation
may
Or, again, replacing
h by x and setting
a,
0,
we
find the
formula
(8)
/(*) =/(0)
is
+ / (O) +
--
/
it
This latter form

be noticed that
often called Maclaurin s series; but
should
these different forms are essentially equivalent. The equation (8) gives the development of a function of x accord ing to powers of x the formula (7) gives the development of a func
all
;
tion of
all
h according
is
to
powers of h
that
necessary in order to pass
a simple change of notation is from one to the other of these
forms.
It is only in rather specialized cases that
we
are able to show
that the remainder
approaches zero when n increases indefinitely. value of any derivative whatever is less the absolute for If, instance, when x lies between a and a than a fixed number h, it follows,
Rn
from Lagrange
form for the remainder, that

+
I
h\"
I*
^l. 2- ..( +
is
!)
an inequality whose right-hand member

convergent
e
x
,
series. f
sin x, cos x.
is the general term of a the case, for instance, for the functions All the derivatives of ex are themselves equal to
Such
and have, therefore, the same maximum in the interval con In the case of sin x and cos x the absolute values never exceed unity. Hence the formula (7) is applicable to these three Let us restrict ourselves to functions for all values of a and h. We find the form (8) and apply it first to the function f(x) = ex
e
,
sidered.
* That is to say, the limit of the sum of the first n terms as n becomes infinite. For a definition of the meaning of the technical phrase the sum of a series," see 157. TRANS. This is essential to the con t The order of choice is a, h, M, n, not a, h, n, M. TRANS. vergence of the series in question.
"
100
TAYLOR S SERIES
[III,
49
and consequently we have the formula
which applies to all values, positive or negative, of x. If a is any x rl Ka and the preceding formula positive number, we have a = e becomes
,
Let us
now
take f(x)
= sin x.
The
successive derivatives form a

;
recurrent sequence of four terms cos x, sin x, cos a;, sin x form another recurrent sequence 1, 0, their values for x
and
1, 0.
Hence
(11)
for
any positive or negative value
of
x we have
and, similarly,
(12)
.o.,-l-
J!L_
Let us return to the general case. The discussion of the remain R n is seldom so easy as in the preceding examples; but the problem is somewhat simplified by the remark that if the remain der approaches zero the series
der
necessarily converges.
Rn
to see
In general it is better, before examining whether this series converges. If for the given values of
series diverges,
it
a and h the
further
;
is
we can say
at once that
Rn
useless to carry the discussion does not approach zero when n
increases indefinitely.
49. Development of log(l 4- x).
with than
all its derivatives,

1.
The function log(l x), together continuous provided that x is greater The successive derivatives are as follows
is
:
HI,
49]

_
i
101
Let us see for what values of
a?
Maclaurin
first
formula
(8)
may
be
we
applied to this fu action. Writing have, under any circumstances,

*)
the series with a remainder,
= -
+ (- !)-
+ *,
The remainder R n does not approach
zero unless the series
1 and of x between converges, which it does only for the values interval in this x lies When limit -f 1. 1, including the upper
the remainder
may
be written in the Cauchy form as follows
_ ~
1.2
or
iyl.2-.-n
(9
The first factor x 1. Let us consider first the case where x factor second the and with zero 6)/(l + Ox) is (1 x, approaches less than unity, whether x be positive or negative, for the numer The last factor remains ator is always less than the denominator. Hence the remainder than less is for it |x|). finite, always 1/(1
<
|
R n actually approaches zero when n increases indefinitely. This form of the remainder gives us no information as to what happens when x = 1 but if we write the remainder in Lagrange s form,
;
it is
An
approaches zero when n increases indefinitely. 1 would be useless, examination of the remainder for x =
evident that
Rn
1:02
TAYLOR S SERIES
[III,
49
sin f e the series diverges for that value of x.

.
We
have then, when
lies
between
and
-f 1,
the formula
3
(13)
log(l+*)^-f + |
still
+ (-l)-i
1,
+ ....
This formula
relation
holds
when x
which gives the curious
(14)
Iog2l-|+|-j+. + (-1)-^ +
.
....
The formula (13), not holding except when x is less than or equal to unity, cannot be used for the calculation of logarithms of whole
numbers.
Let us replace x by
x.
The new formula
obtained,
still
holds for values of x between
and
and, subtracting
the corresponding sides,
we
find the
formula
2
1
+
\1
x]
f---
+2n
T-T 1 +
When
x varies from
to 1 the rational fraction (1
+#)/(!
a:)
and hence we may now easily cal steadily increases from 1 to still more rapidly con culate the logarithms of all integers. series be obtained, however, by forming the difference verging may
<x>,
of the logarithms of
let
two consecutive
integers.
For
this purpose
us set
1+ x 1-x
N+1 N
or
2N+1
Then the preceding formula becomes
an equation whose right-hand member
is
a series which converges
very rapidly, especially for large values of N.

Note.
0,
Let us apply the general formula (3) to the function log (1 + x), setting We find in x, n = 1, and taking Lagrange s form for the remainder.
this
way
log(l
x)
---x2
Ill,
49]

replace x by the reciprocal of an integer n, this
103
If
we now
may
be written
n
where
n is a positive number less than unity. be deduced from this equation.
2n2
Some
interesting consequences
may
1)
The harmonic
series being divergent, the

1
sum
v-r
31
\\/
r
n
,
increases indefinitely with n.
But the
difference
log
2n
approaches a
finite limit.
vw
For, let us write this difference in the form
-log
+
n
1\
)
n+
log
Now 1 / p log equation above
(1
1 /
p)
is
the general term of a convergent series, for by the
which shows that

series 2(1
this
term
/p2 ).
When n
is smaller than the general term of the convergent increases indefinitely the expression
log
n+1 = log
n
/n
(
1\ +-
*/
approaches zero.
limit,
Hence the
difference
which
is
is
called Euler s constant.
under consideration approaches a finite Its exact value, to twenty places of
decimals,
2)
C=
0.57721566490153286060.
Consider the expression
n+1
where n and p are two
7?e
n+p
to increase indefinitely.
positive integers
which are
Then
may
write
2
1
+ p/
1
+ +
+
1
2
1
log (n
104
TAYLOR S SERIES
C when n and p
[III,
50
nitely.
where p n + P and p n approach the same value Hence we have also
increase indefi
Now
no
the difference p n +p
limit unless the ratio
limit a, the
sum
Hence the sum 2 approaches approaches a limit. If this ratio does approach a S approaches the limit log (1 + a).
p n approaches zero.
p/n
Setting
n, for instance,
we
see that the
sum
n+
approaches the limit log 2.
50.
n+2
2n
Development
of (1
continuous, and
tions of x,
its
m m The function x) (1 x) is denned and derivatives all exist and are continuous func
when
+x
is
positive, for
any value of
for the
derivatives are of the
same form
as the given function
fM(x)
/(
+1
= m(m = m(m )(x)
1)
1)
(m (m we
- n + 1) (1 + - n) (1 +
find
a)"
Applying the general formula (3),
-...1.2and, in order that the remainder R n should approach zero, of all necessary that the series whose general term is
"
it is first
(m
should converge.
1)
(m
+ 1)
is
1.2-.-W
But the
ratio of
any term to the preceding

-\-
m
which approaches ing the case where
<
x as n increases indefinitely. Hence, exclud is a positive integer, which leads to the ele
mentary binomial theorem, the series in question cannot converge unless \x 1. Let us restrict ourselves to the case in which a; 1.
I
<
Ill,
50]

that the remainder approaches zero, let us write
:
105
it
To show
in the
Cauchy form
1.2...
The
first
factor
m(m
approaches zero since it The second factor series.
finally, the last factor (1
if
1)
(m
the
m~l
n~)
+l
1.2..-W
is
general
is less
1
<
(1
#)/(!
-f &c) is less
+
(1
1
.
(1
m-1 + Ox) m ~
and
Ox)
term of a convergent than unity; and, than a fixed limit. For,

1
;
>
0,
<
we have
1
ftc)"
"-
while
if
m-
1<
0,
"
(1
ici)"
Hence
for every value of x
between
we have the development
-.We
shall postpone the discussion of the case where x = 1. In the same way we might establish the following formulae
arcsm*
1 x = * + -+
,
^- +
.
,
3 x6
...
.5...(2r?
8 X 5
-1)
x2
"
1
"
2.4.6--.2w
2w-|-l
CC
2fl
iC
... y + + (-l)^
iC
+1
TI +---,
which we
for all values of x
by a simpler process, and which hold 1 and + 1. Aside from these examples and a few others, the discussion of the remainder presents great difficulty on account of the increas It would therefore ing complication of the successive derivatives. seem from this first examination as if the application of Taylor s series for the development of a function in an infinite series were of
shall prove later
between
limited usefulness.
false
;
Such an impression would, however, be utterly for these developments, quite to the contrary, play a funda mental role in modern Mathematical Analysis. In order to appre ciate their importance it is necessary to take another point of
view and to study the properties of power series for their own
106
TAYLOR S SERIES
[III,
5J
sake, irrespective cf their origin.
We
shall
do this in several of
the following chapters.
Just
now we
will merely
remark that the
series
very well be convergent without representing the function f(x) from which it was derived. The following example is due to = (2/x*)eand, in Cauchy. Let /(*) = e~ *. Then / (*) general, the nth derivative is of the form
may
">
where
is
a polynomial.
for the quotient of
zero with x.*
All these derivatives vanish for x = 0, e~ l/3* by any positive power of x approaches Indeed, setting x = 1/z, we may write
and
it is
well
known
matter
how
large
m may be.
:
that ez */z m increases indefinitely with z, no Again, let (x) be a function to which
<f>
the formula (8) applies
Setting F(x)
=
<fr(x
+
(0)
e~ llx\ we
find
F(0)
.
<*>
(0),
(0),
F<">(0)
^->(0),
and hence the development of F(x) by Maclaurin s series would The sum of the series thus obtained coincide with the preceding. function from that from which the different an represents entirely
series
In general,
was obtained. if two
all their derivatives,
distinct functions f(x) are equal for x 0,
and
<f>
(a;),
it
is
together with evident that the
render/(:c) continuous at x
is
assumed that /(O) = 0, which is the only assignment which would = 0. But it should be noticed that no further assignment necessary for / (a:), etc., at x = 0. For
*It
is tacitly
,,,
m=
lim /(a) -/(O) x = ^~~

(z)
_ -
ft
which defines /
(x) at
and makes /
continuous at
a:
0, etc.
TRANS.
Ill,
61]
107
Maclaurin series developments for the two functions cannot both be valid, for the coefficients of the two developments coincide.
51.
Extension to functions of several variables.

o>
Let us consider, for
= f(x, y, z) of the three independent vari definiteness, a function and let us ables x, y, z, try to develop f(x -f h, y -f k, z I) accord of to h, k, I, grouping together the terms of the same ing powers
degree.
Cauchy reduced
this
problem
to the preceding
I
lowing device.
us set
Let us give
()
x, y, z, h, k,
definite values
by the fol and let
<f>
=f(x +
it
ht,y
kt,
ft),
where
alone
;
t is
an auxiliary variable.
to
The function
if
we apply
Taylor
s series
depends on with a remainder, we find

<()
(17)
f
where (0), and its derivatives, for
<
*<">(0)
r^
(
"
-T;
*<-+
>(*),
(n)
<
<(0),
of the function (0) are the values
<f>(f)
the derivative of order n

zero and one.
t,
0; and where 1 for the value

<
1)
<
(0)
is
the value of
lies
&t,
where
between
But we may consider

v,
(f)
as a composite function of
$() =/(w,
u
w), the auxiliary functions

4- ht,
=x
kt,
w=
K -f
It
According to a previous remark, the being linear functions of t. m is the same as if t/, expression for the differential of order m, d Hence we have the symbolic v, w were the independent variables.
<f>,
equation
which may be written, after dividing by dtm
in the
form
A
For
t
+| CV
+ LC CW
z,
0, u, v,
reduce, respectively, to x, y,
and the above
equation in the same symbolism becomes
108
Similarly,
TAYLOR S SERIES
+ l)
[III,
52
(n
where
cc,
y, z are
to be replaced, after the expression
is
developed, by
x
respectively.
If
Oht,
y
set
t
we now
z + Bit, + 6kt, = 1 in (17), it becomes
,dx
(18)1
1f\ 2
.
n Id \cx
-!/->
cy
cz
*-;
The remainder R n may be written
in the
form
n+1)
where
x, y, z
are to be replaced
by x
+ 6h, y +
6k, z
01 after
the
expression
(3).
is expanded.* This formula (18) is exactly analogous to the general formula If for a. given set of values of cc, y, z, h, k, I the remainder R n
we have a develop approaches zero when n increases indefinitely, of whose terms is a in each a series z ment of f(x + h, y + k, + I) it is But I. in very difficult, in gen h, k, homogeneous polynomial or not this remainder whether for R n eral, to see from the expression
approaches zero.
the formula (18) it is easy to draw certain conclusions analogous to those obtained from the general formula (3) in the For instance, let z =f(x, y) case of a single independent variable. function f(x, y), together If S. the surface of a be the equation order n, is continuous a certain to derivatives with all its partial up
52.
From
in the
neighborhood of a point (X Q y
,
),
the formula (18) gives

,
/(
h,
k)
= f(x
~)
/
I
h df
^-
-f
fc 7
Restricting ourselves, in the second member, to the first two terms, then to the first three, etc., we obtain the equation of a plane, then
* It
is
assumed here that
all
the derivatives used exist and are continuous.
TRANS.
Ill,
52]
109
that of a paraboloid, etc., which differ very little from the given sur face near the point (x 0) y )- The plane in question is precisely the
tangent plane
*
and the paraboloid

2
is
that one of the family
= Ax + 2 Bxy +
Cy*
which most nearly coincides with the given surface S. The formula (18) is also used to determine the limiting value of Let f(x, y) and a function which is given in indeterminate form. = a, y = b, but vanish for x which both functions be two (#, T/)
<
which, together with their partial derivatives up to a certain order, Let us try to find the limit are continuous near the point (a, ). ratio the approached by
when x and y approach a and

the four
first
b, respectively. derivatives df/da, df/8b, vanish simultaneously, we may write
Supposing,
8<f>/db
first,
that
all
do not
d<f>/8a,
k[T*-+<}
+ k(%, k
K)
<(>(a
_
h
i
/d<f>
+ h,b +
e{
k)
+ \, +
.
\Ta
where
e,
^)
h and
\db
&.
;
c,,
approach zero with
When
the point
(x, y) approaches (a, b~), pose that the ratio k/h approaches a certain limit a, i.e. that the point (x, y) describes a curve which has a tangent at the point (a, b~). Dividing each of the terms of the preceding ratio by A, it appears
h and k approach zero
and we will sup
that the fraction f(x,
y)/<$>(x,
y) approaches the limit
ca
-Z
o^~
"+"
a
OL
~oT
do
ca
--P
-^r-
cb
This limit depends, in general, upon a, which x and y approach their limits a and
that this limit should be independent of relation
i.e. b,
upon the manner
in
respectively.
it is
In order
necessary that the
_
da db
should hold
;
db da
and such
is
not the case in general.
110
TAYLOR S SERIES
d<l>/da,
8<f>/db
[HI,
53
simultaneously,
vanish If the four first derivatives df/Sa, df/Sb, we should take the terms of the second order in the
formula (18) and write
f(a
h, b
+ K) _
*
where e, e c u e/, e / are infinitesimals. Then, if a be given the same meaning as above, the limit of the left-hand side is seen to be
,
c",
a H- %-? a + 2 f-fj V? a cb co
<ya
which depends,
in general,
upon
a.
II.
SINGULAR POINTS
C whose
Let (x equation
,
MAXIMA AND MINIMA

be the coordinates of a point If the two first par 0. F(x, y~)
)
53. Singular points.
?/
of a curve
tial
is
derivatives 8F/dx, 8F/dy do not vanish simultaneously at this point, we have seen ( 22) that a single branch of the curve C passes through the point, and that the equation of the tangent at that
point
is
where the symbol d p + q F /dx$ dyl denotes the value of the derivative + vp p If dF/dx Q and dF /dy both van fip /8x di/* for x = x y = y
,
.
Let us suppose ish, the point (x y ) is, in general, a singular point* that the three second derivatives do not all vanish simultaneously x y for x y and that these derivatives, together with the third
,
derivatives, are continuous near that point. the curve may be written in the form.
Then the equation
of
* That is, the appearance of the curve is, in general, peculiar at that point. TRANS. exact analytic definition of a singular point, see 192.
For an
Ill,
53]
SINGULAR POINTS
MAXIMA AND MINIMA
111
;_ g \24-2
(19)
1
[OF
I
cF
y*
where x and y are to be replaced in the third derivatives by - y ), respectively. We may assume X() + Q(x- B ) and ?/ + 0(y that the derivative d*F/dy$ does not vanish; for, at any rate, we Then, setting could always bring this about by a change of axes. 2 ic the = and t (x ar (x equation dividing by ) (19) y ) y
,
becomes
(20) 1
fyo
0,
where
P (x
.
t*)
is
a function which remains finite

ti
when x
approaches x
Now
let
and
#2
be the two roots of the equation
If these roots are real
and unequal,
2
i.e. if
the equation (20)
may
(t
,)
(t
*2
+ (x - x,) P =
0.
t l9 t the above quadratic has two distinct roots t 2 which roots two As x approaches x that equation has approach # t and 2 respectively. The proof of this is merely a repetition of
For x
=x
,
Let us set the argument for the existence of implicit functions. the write down t l -\- u, for example, and t equation connecting x
and u:
where Q (x, u) remains

zero.
finite,
while x approaches x and u approaches

l
>
and let tz Let us suppose, for definiteness, that t of value denote an upper limit of the absolute Q(x, ), and ra a h and x + h, x between t 2 + u, when x lies lower limit of t t
;
112
and u between
ti t2
.
TAYLOR S SERIES
[III,
53
h and -f h, where h is a positive number less than be a positive number less than h, and rj another positive number which satisfies the two inequalities
Now
let c
m
77
<
h,
rj
<
e.
If
a;
be given such a value that x
x
\
is
less
than
77,
the left-hand
side of the above equation will have different signs if e and then Hence that equation has a root which -+- c be substituted for u.
approaches zero as x approaches x

root of the form
and the equation (19) has a

a),
is
!/o
(a
- *o) (*i +
.
where a approaches zero with x x It follows that there branch of the curve C which is tangent to the straight line
y
at the point (x , T/ O ). In like manner it
one
y<>
*i
(*
z<>)
is easy to see that another branch of the curve passes through this same point tangent to the straight line x ). The point is called a double point; and y yQ = t 2 (x
the equation of the system of tangents at this point may be found x ), (y by setting the terms of the second degree in (x y ) in to zero. equal (19)
If
Inside a suffi T/ O ) is called an isolated double point. (cc ciently small circle about the point Af as center the first member F(x, ?/) of the equation (19) does not vanish except at the point
the point
,
itself.
For, let us take
= x + p cos
<f>,
?/
+ p sin
<f>
as the coordinates of a point near

,2
"
Then we
sin 4
find
~ cos
<^>
sin 2
+ PL
where L remains finite when p approaches zero. Let be an upper limit of the absolute value of L when p is less than a certain posi
tive
number
r.
For
all
values of
<
between
and 2?r the expression
cos A sin
d>
+ -T-T- sin
c2
Ill,
53]
SINGULAR POINTS
its roots
MAXIMA AND MINIMA
113
has the same sign, since
limit of its absolute value. of p 2 cannot vanish for any point inside a circle of radius p<m/H. has no root other than p Hence the equation F(x, y) 0, i.e.
Then
be a lower are imaginary. Let it is clear that the coefficient
=x
y= y
inside this circle.
In case we have
dx 8y
the two tangents at the double point coincide, and there are, in gen to the same line, thus eral, two branches of the given curve tangent forming a cusp. The exhaustive study of this case is somewhat
intricate
and will be left until later. Just now we will merely remark that the variety of cases which may arise is much greater than in the two cases which we have just discussed, as will be seen
from the following examples. The curve y 2 = x s has a cusp of the
first
kind at the origin, both
branches of the curve being tangent to the axis of x and lying on The different sides of this tangent, to the right of the y axis.
2x 2 y + x* x 5 = has a cusp of the second kind, both curve y 2 branches of the curve being tangent to the axis of x and lying on the same side of this tangent for the equation may be written
;
=x
z%
is
and the two values of y have the same sign when x but are not real unless x is positive. The curve
very small,
has two branches tangent to the x axis at the origin, which do not becomes possess any other peculiarity for, solving for y, the equation
;
y~
3 x2
x2
V8 2
x2
1+x
and neither of the two branches corresponding to the two signs before the radical has any singularity whatever at the origin. It may also happen that a curve is composed of two coincident
branches.
Such
is
the
case
for
the curve
represented by the
equation
When the point (x, y) passes
across the curve the first
member F(x, y)
vanishes without changing sign.
11-4
TAYLOR S SERIES
,
[III,
54
is
Finally, the point (cc y ) the case for the curve y 2
may
4
+x +y =
be an isolated double point. Such 4 0, on which the origin is an
isolated double point.

54.
In
y>
like
F (x
>
= )
:
three
first
of a surface S, whose equation is a general, singular point of that surface if the partial derivatives vanish for the coordinates x , y , z of
0, is, in
manner a point
that point
dF _
5 CX Q
w,
ZF CIJ^
0,
CF = 7
CZ Q
0.
of the tangent plane found above ( 22) then reduces an identity and if the six second partial derivatives do not all vanish at the same point, the locus of the tangents to all curves on
to
;
The equation
the surface S through the point second order. For, let
is,
in general, a cone of the
be the equations of a curve C on the surface functions f(), $(), \l/(t) satisfy the equation
the
first
S.
Then the three

y, z)
F(x,
0,
and
and second
differentials satisfy the

T
two relations
dF
-^
ex
dx
+ 7Tcy
2)
cF
dy
cF
-5
dz
cz
0,
y dx
cF
cy
d,j
dF Y ()F cF + ~dz) +~d*x + ^-d cz ex I Cy
y J
= 0. + ~d*z cz
dF
For the point x x y z the first of these equations y z reduces to an identity, and the second becomes
, ,
r=dx dz = dxdy + 2 ^- dy dz + 2 -fcx dx oz

dy
0y
d*t
0.
The equation
dx, dy, dz line
of the locus of the tangents is given by eliminating between the latter equation and the equation of a tangent
dx
dy
dz
which leads to the equation of a cone
of the second degree
in,M]
SINGULAR POINTS
(V Â
MAXIMA AND MINIMA

11 y
115
rV a%;
o
c
-I-r-
F(Y
, v,*
V 4;
(21)
(A \
xn Y } ( O/ \
c2
2=
=-
C^-
?/o)
(Z
+2^
2s
F
^~
the other hand, applying Taylor s series with a remainder and carrying the development to terms of the third order, the equa
On
tion of the surface becomes
(22)
1.
7
,
CF
in the ter)ns of the third order are to be replaced- by where x, y, x + 0(x-x ), y + 8(y-yd, z + 0(z-s ), respectively. The the terms of equation of the cone T may be obtained by setting in z z the x in x the second degree equation (22) equal y y
,
to zero.
Let us then,
first,
non-degenerate cone.
suppose that the equation (21) represents a real Let the surface 5 and the cone T be cut by a
distinct generators G and G of plane P which passes through two find the to In order the cone. equation of the section of the sur us let this face 5 by imagine a transformation of coordinates plane, the which carried out changes plane P into a plane parallel to the
xy plane.
It is
then sufficient to substitute z evident that for this curve the point
It is
;
z<>
in the equation (22).
is
a double point with
real tangents
of
composed two branches tangent, respectively, to the two generators G, G therefore resembles the two nappes The surface S near the point Hence the point n its vertex. near of a cone of the second degree
.
from what we have just seen,
this section is
is
called a conical point.
the equation (21) represents an imaginary non-degenerate fi. is an isolated singular point of the surface the cone, point Inside a sufficiently small sphere about such a point there exists no x other than x set of solutions of the equation F(x, y, z)
When
y =y
=z
For, let
be a point in space near
p the
116
distance
TAYLOR S SERIES
[m,
55
MM
we
X
and
a,
(3,
y the direction cosines of the line
M M.
Then
if
substitute
=X +
pa,
= Z + py,
the function F(x,
y, 2)
becomes
where L remains finite when p approaches zero. Since the equation (21) represents an imaginary cone, the expression
) or H-----h 2
cannot vanish when the point

2
(a,
2
/?,
y) describes the sphere

2
+ yS +
1.
be a lower limit of the absolute value of this polynomial, be an upper limit of the absolute value of L near the Af If a sphere of radius be drawn about as center, point 2 it is evident that the coefficient of in the expression for F(x, y, z) p
let
Let and
H
.
m/H
cannot vanish inside this sphere.
Hence the equation
F(x, y,z) = has no root except p = 0. When the equation (21) represents two distinct real planes, two nappes of the given surface pass through the point A/ , each of
which
is
tangent to one of the planes.
Certain surfaces have a
line of double points, at each of which the tangent cone degenerates into two planes. This line is a double curve on the surface along
which two distinct nappes cross each other. For example, the circle whose equations are z = 0, x 1 + y 2 = 1 is a double line on the surface whose equation is
4
2z 2( x *
+ ,f) -
(r*
+ ,f-
l)^
0.
the equation (21) represents a system of two conjugate imaginary planes or a double real plane, a special investigation is
necessary in each particular case to determine the form of the sur face near the point The above discussion will be renewed in
When
the paragraphs on extrema.

55.
Extrema
of functions of a single variable.

(a, 6),
Let the function f(x)

c
be continuous in the interval
and
let
be a point of that
Ill,
55]
SINGULAR POINTS
The function /(#) is minimum) for x
MAXIMA AND MINIMA

said to have an
117
(i.e.
interval.
extremum
maximum
or a
=c
if
a positive
number
77
can be
found such that the difference f(c -\- A) f(c), which vanishes for h = 0, has the same sign for all other values of h between rj
and
to
i).
smaller value for x
If this difference is positive, the function f(x) has a c than for any value of x near c it is said
have a minimum
-f A)
at that point.
is
ence f(c
/(c)
the contrary, if the differ function is said to have a the negative,
On
maximum.
If the function f(x) possesses a derivative for
tive
c,
that deriva
must vanish.
For the two quotients
-h
different signs
each of which approaches the limit / (c) when h approaches zero, have hence their common limit / (c) must be zero. Con
;
which lies between (#) versely, let c be a root of the equation a and b, and let us suppose, for the sake of generality, that the
first derivative which does not vanish for x = c is that of order n, and that this derivative is continuous when x = c. Then Taylor s series with a remainder, if we stop with n terms, gives
in the
form
/(
where
+ A) -/() = +
Let rj be a positive number such c approaches zero with h. and c that |/(n) ( c ) is greater than e when x lies between c 77. 77 For such values of x, /(n) (c) -f c has the same sign as f*- n) (c), and n (n) If consequently /(c -f A) /(c) has the same sign as A / (c).
|
is
there
odd, it is clear that this difference changes sign with A, and c. If n is even, is neither a maximum nor a minimum at x
(n) /(c) has the same sign as/ (c), whether A be positive or negative hence the function is a maximum if / (c) is negative,
(
;
f(c + A)
and a minimum if f(n) (c) is positive. It follows that the necessary and sufficient condition that the function f(x) should have a maximum or a minimum f or x = c is that the first derivative which does not vanish for x = c should be of even order.
118
TAYLOR S SERIES
[III,
56
Geometrically, the preceding conditions mean that the tangent to the curve y =f(x) at the point A whose abscissa is c must be par allel to the axis of x, and moreover that the point A must not be a point of inflection.
Notes.
When the hypotheses which we
have made are not
satisfied
the function f(x) may have a maximum or a minimum, although the derivative / (#) does not vanish. If, for instance, the derivative
is infinite
for
c,
the function will have a
maximum
or a mini
Thus the function y = a^ is at the derivative changes sign. and the a minimum for x 0, corresponding curve has a cusp at the the the tangent being y axis. origin,
mum
if
When,
restricted to values
as in the statement of the problem, the variable which lie between two limits a and b, it
its
is
may
pre does
happen that the function has
absolute
maxima and minima
cisely at these limiting points, although the derivative
/ (x)
not vanish there. Suppose, for instance, that we wished to find the shortest distance from a point P whose coordinates are (a, 0) z 2 R 2 0. Choosing for our to a circle C whose equation is x y
independent variable the abscissa of a point

find
M of
the circle C,
2
,
we
d2
or,
= PM = (x Z
a)
+ y = x + y - 2 ax + a
2 2 2 2
making use
of the equation of the circle,
d2
=R +
a*
2 ax.
The general
rule
would lead us to try
to find the roots of the derived
But the paradox is explained if equation 2 a = 0, which is absurd. we observe that by the very nature of the problem the variable x If a is positive, d 2 has a minimum R and R. must lie between
for
=R
and a
maximum
for x
R.
56. Extrema of functions of two variables. Let f(x, y) be a con tinuous function of x and y when the point M, whose coordinates The are x and y, lies inside a region ft bounded by a contour C. function f(x, y) is said to have an extremum at the point (x 0) ?/ ) of the region O if a positive number rj can be found such that the
difference
which vanishes
for h
=k=
0,
of values of the increments h
keeps the same sign for all other sets and k which are each less than T in
Ill,
50]
SINGULAR POINTS
MAXIMA AND MINIMA
119
absolute value.
equal to
?/o,
Considering y for the moment as constant and becomes a function of the single variable x and, by
;
the above, the difference
cannot keep the same sign for small values of h unless the deriva Likewise, the derivative df/dy tive df/dx vanishes at the point must vanish at Q and it is apparent that the only possible sets of values of x and y which can render the function f(x, y) an extremum are to be found among the solutions of the two simultaneous
equations
*=o,
tix
f=o. cy
Let x
=x
=y
be a set of solutions of these two equations.
shall suppose that the second partial derivatives of f(x, y) do whose coordinates not all vanish simultaneously at the point
We
are (x
all
are y ), and that they, together with the third derivatives, Then we have, from Taylor s expansion, continuous near
,
A
(23)
=
1.2
(3)
+ We
can foresee that the expression
will, in general,
dominate the whole discussion.
Q it is necessary and In order that there be an extremum at sufficient that the difference A should have the same sign when the inside a sufficiently small square point (X Q + h, y + k) lies anywhere as center, except at the center, where drawn about the point A = 0. Hence A must also have the same sign when the point
inside a sufficiently small circle whose k) lies anywhere for such a square may always be replaced by its center is A/ Then let C be a circle of radius inscribed circle, and conversely. All the points inside this r drawn about the point Q as center.
(x
+ h,
circle are given
by
120
where
<
TAYLOR S SERIES
is
[111,
56
to vary from
to 2
TT,
and p from
r to
r.
We might,
what follows
indeed, restrict p to positive values, but it is better in
not to introduce this restriction.

expression for
Making
this
substitution, the
A becomes
S
A=
where
2 (A cos
<
+ 2 B sin
cos
<f>
<f>
+ C sin
2
<)
+ ^- Z,
and where Z
is
a function whose extended expression
it
would be
,
useless to write out, but which remains finite near the point (X Q y ). It now becomes necessary to distinguish several cases according to
the sign of
B 2 - A C.
Let
First case.
Bz
2
<
AC
>
0.
Then the equation

<
cos
+ 2 B sin
<,
cos

=
is
has two real roots in tan

of
and the
first
member
the difference
two squares.
2
Hence we may write

8
A
o"
a ( a cos ^
+ b sin ^)
0,
>
2
""
P(
a>
cos
b>
sin ^) 2 ]
+^L
>
where
a
If
<f>
>
0,
aft
fta
=jfc
0.
be given a value which
satisfies the
equation
a cos
<
+ b sin = 0,
<
will be negative for sufficiently small values of p be while, if = such that a 6 A will be for infinitesimal + 0, positive
<
sin<
cos<f>
Hence no number r can be found such that the differ has the same sign for any value of when p is less than r. It follows that the function f(x, y) has neither a maximum nor a minimum for x = x y = y
values of
p.
ence
<
Second
case.
Let
B2
</>
AC
<
0.
The expression
cos 2
+ 2.Bcos
<.
cannot vanish for any value of
Let
be a lower limit of
its
absolute value, and, moreover, let be an upper limit of the abso lute value of the function L in a circle of radius R about (z , y ) as
Ill,
57]
SINGULAR POINTS
MAXIMA AND MINIMA
121
center.
than
3m/
Finally, let r denote a positive number less than R and less H. Then inside a circle of radius r the difference A will
,
2 have the same sign as the coefficient of p i.e. the same sign as A Hence the function f(x, y~) has either a maximum or a mini or C.
mum
To
for x
= XQ
?/o,
recapitulate, if at the point (x
we have
*
*">(>,
^dx dy
there
is
neither a
maximum
nor a minimum.
But
if
there
is
either a
maximum
or a
minimum, depending on the

There
if
is
2 the two derivatives c f/dx%, o^f/dyl. derivatives are negative, a minimum
maximum
AC
if
sign of these
they are positive.
57.
The ambiguous
case.
The
case where
B2
is
not cov
The geometrical interpretation ered by the preceding discussion. be the shows why there should be difficulty in this case. Let
surface represented by the equation z
= f(x,
?/).
If the function
f(x, y) has a maximum or a minimum at the point (X Q , y ), n ear which the function and its derivatives are continuous, we must have
which shows that the tangent plane whose coordinates are (x 0) y
to the surface
),
at the point
must be
plane. should lie is also necessary that the surface S, near the point , led we to study hence are of the on one side tangent plane entirely
In order that there should be a
maximum
;
parallel to the xy or a minimum it
the behavior of a surface with respect to point of tangency.
its
tangent plane near the
origin
Let us suppose that the point of tangency has been moved to the and that the tangent plane is the xy plane. Then the equa
tion of the surface is of the
form
cy*
(24)
ax 2
2 bxy
+ ax +
s
3 /3x*y
/8,
+ 3 yxy + Sy
2
8
,
where
tion
is
a, b, c
are constants, and where a,

finite
y, 8
are functions of
and y which remain
essentially the
when x and y approach zero. This equa same as equation (19), where x and y have
y, respectively.
been replaced by zeros, and h and k by x and
122
TAYLOR S SERIES
[III,
57
In order to see whether or not the surface S lies entirely on one side of the xy plane near the origin, it is sufficient to study the This section is given by the section of the surface by that plane.
equation
(25)
ax*
it
+ 2bxy +
cy
ax*
= 0;
2
hence
is
= y = 0, when the point equation (25) has no solution except x lies inside a circle C of sufficiently small radius r drawn (x, y) about the origin as center. The left-hand side of the equation (25)
interior of the circle
ac has a double point at the origin of coordinates. If b the negative, the origin is an isolated double point ( 53), and
keeps the same sign as long as the point (x, y) remains inside this S which project into the circle, and all the points of the surface
are on the
In this the origin itself. tion of the surface S near the origin resembles a portion of a sphere
same side of the xy plane except case there is an extremum, and the por
or an ellipsoid. the intersection of the surface S by its tangent If b 2 ac> 0, plane has two distinct branches C lf C z which pass through the the origin, and the tangents to these two branches are given by
equation
ax*
+ 2bxy +
cy
0.
Let the point (x, y) be allowed to move about in the neighborhood As it crosses either of the two branches C x C 2 the of the origin. left-hand side of the equation (25) vanishes and changes sign.
, ,
Hence, assigning to each region of the plane in the neighborhood of the origin the sign of the left-hand side of the equation (25), we find a configuration similar to Fig. 7. Among the points of the
surface which project into points inside a circle about the origin in the xy plane there are always some which
below and some which lie above the xy plane, no matter how small the circle
lie
be taken.
The general aspect of the sur face at this point with respect to its tan gent plane resembles that of an imparted
hyperboloid or an hyperbolic paraboloid. The function f(x, y) has neither a maxi-
FlG
The
case where b 2
ac
mum nor a minimum at the origin. = is the case in which the curve
of
intersection of the surface by its tangent plane has a cusp at the will postpone the detailed discussion of this case. If the origin.
We
Ill,
58]
SINGULAR POINTS
is
MAXIMA AND MINIMA
123
origin,
intersection
composed of two distinct branches through the
there can be no extremum, for the surface again cuts the tangent plane. If the origin is an isolated double point, the function f(x, y~)
has an extremum for x
0.
It
may
also
section of the surface with its tangent plane is For example, the surface K coincident branches.
is
happen that the inter composed of two

.
2 x*y -f x* y* 2 all along the parabola y = x The tangent to the plane z = 2 4 2 2 x y -}- x is zero at every point on this parabola, but is function ?/ positive for all points near the origin which are not on the parabola.
58. In order to see which of these cases holds in a given example it is neces sary to take into account the derivatives of the third and fourth orders, and some times derivatives of still higher order. The following discussion, which is usually
When is applicable only in the most general cases. the equation of the surface may be written in the following form by using Taylor s development to terms of the fourth order:
sufficient in practice,
62
ac
(26)
- f(x,
y)
= A(xsinu -y cos w) 2 +
fa
(x,
y)
24 \ dx
--[x
iW
y
, ftr
dy /
Let us suppose, for definiteness, that A is positive. In order that the surface S lie entirely on one side of the xy plane near the origin, it is necessary that all the curves of intersection of the surface by planes through the z axis should But if the surface be cut lie on the same side of the xy plane near the origin.
should
by the secant plane

y
xtan
is
0,
the equation of the curve of intersection
found by making the substitution
x
in the equation (26), the
p cos 0,
= p sin
<j>
new axes being the

Performing
sin
old z axis
and the
find
3
trace of the secant
plane on the xy plane.

z
this operation,
we
= A p 2 (cos
cos w sin 0) 2
-f
Kp
Lp*,
where
origin.
values of p
independent of p. If tan w ^ tan 0, z is positive for sufficiently small hence all the corresponding sections lie above the xy plane near the Let us now cut the surface by the plane
is
;
y
If the
x tan
u.
is
corresponding value of
is
not zero, the development of z
of the form
Hence the section of the surface by this plane has a p. It follows that the point of inflection at the origin and crosses the xy plane. Such is function /(x, y) has neither a maximum nor a minimum at the origin. the case when the section of the surface by its tangent plane has a cusp of the
and changes sign with
first
kind, for instance, for the surface

z
= w2
x8
124
TAYLOR S SERIES
[HI,
58
= for the latter substitution, we would carry the development out to If terms of the fourth order, and we would obtain an expression of the form
where K\
is
a constant which
may
;
the fourth order.
We
shall suppose that
be readily calculated from the derivatives of K\ is not zero. For infinitesimal val
ues of p, z has the same sign as K\ if K\ is negative, the section in question lies beneath the xy plane near the origin, and again there is neither a maximum nor x4 whose a minimum. Such is the case, for example, for the surface z = y 2 2 = consists of the two x intersection with the xy plane Hence, parabolas y
,
.
at the same time, it is evidently useless to carry the and K\ investigation farther, for we may conclude at once that the surface crosses its tangent plane near the origin.
unless
K=
if
>
But
K=
and KI
lie
>
at the
same time,
all
the sections
made by
planes
above the xy plane near the origin. But that does not show conclusively that the surface does not cross its tangent plane, as is seen
through the z axis
by considering the particular surface

z
(y
x 2 ) (y
2 x 2 ),
its tangent plane in two parabolas, one of which lies inside the other. In order that the surface should not cross its tangent plane it is also necessary
which cuts
that the section of the surface
made by any
through the z axis should
lie
wholly above the xy plane.
cylinder whatever which passes Let y = (x) be the

<f>
equation of the trace of this cylinder upon the xy plane, where (x) vanishes for x = 0. The function F(x) =/[x, 0(x)] must be at a minimum for x = 0, what
<f>
ever be the function In order to simplify the calculation we will suppose (x). that the axes have been so chosen that the equation of the surface is of the form
z
= Ay 2 +
this
<f>
3 (x, !/)
where
is
positive.
With
system of axes
we have
=0
8xo
^>0
dyQ
dx*
dx dy
at the origin. The derivatives of the function F(x) are given
by the formulae
"
L
dxdy
^3 f -^-
$"
X)
+
4.
+4 -*-*
6 dx 2 dy
d2
0"
fart
^ ^
dy
2
W
*
*(x)
,
,
+
|
^
cy
1
3
"(),
^ ^(z)
2
<f>
g*^
53 f
(x)
12
d
^-
dxdy2
2
f + 6 -^ 3
4>"
dy
//2
f
2
8/
dy
dx dy
dy
Ill,
59]
SINGULAR POINTS
=
y
MAXIMA AND MINIMA
125
from which, for x
= 0, we
obtain
c !/0
If
tf>
(0)
from the previous discussion.
does not vanish, the function F(x) has a minimum, as is also apparent But if (()) = 0, we find the formulas
<
Hence, in order that F(x) be at a minimum,
it is
necessary that d*f/x% vanish
and
that the following quadratic
form
in
tf>"(0),
r dx*
be positive for
It is
all
cx2 T~ dy
0"(0).
dy
>
values of
= y2
easy to show that these conditions are not satisfied for the above function 3x 2 y + 2z4 but that they are satisfied for the function z = y2 + x*.
,
that the latter surface lies entirely above the xy plane. attempt to carry the discussion farther, for it requires extremely nice reasoning to render it absolutely rigorous. The reader who wishes to exam ine the subject in greater detail is referred to an important memoir by Ludwig
It is evident, in fact,
We
shall not
Scheffer, in Vol.
XXXV of the Mathematische Annalen.

Let u
59. Functions of three variables.
= f(x, y, z) be
a continuous
for a set
function of the three variables

tion
is
x, y, z.
Then, as before, this func

so small
said to have an
,
of values x
if
a positive
extremum (maximum or minimum) number rj can be found
that the difference
which vanishes
than
for
k
I,
= = 0,
I
has the same sign for

is
all
other
sets of values of h, k,
each of which
less in absolute
value
If only one of the variables *, y, z is given an increment, i]. while the other two are regarded as constants, we find, as above,
that u cannot be at an
extremum unless the equations
are all satisfied, provided, of course, that these derivatives are con tinuous near the point (or y0) z Let us now suppose that x y z are a set of solutions of these equations, and let be the point
,
~).
whose coordinates are xw yQ sphere can be drawn about
There will be an extremum
if
,
so small that f(x, y, z)
f(x
0)
z)
126
TAYLOR S SERIES
[III,
59
inside the sphere. has the same sign for all points (x, y, z) except Let the coordinates of a neighboring point be represented by the
equations
= x + pa,
,
= y + pft,
where a, ft, y satisfy the relation a 2 + /3 2 + y2 z in Taylor s expansion of f(x, x y x y z

;
,
= z + py, = 1 and let us replace

pft,
:
py, respectively.
y, ) by pa, This gives the following expression for A
A=
where
<f>(a,
[>O,
ft,
y)
+.--],
ft,
y) denotes a quadratic
form in
a,
cients are the second derivatives of f(x, y, z),
ft, y whose coeffi and where Z is a

.
function which remains finite near the point The quadratic Q form may be expressed as the sum of the squares of three distinct linear functions of a, ft, y, say P, P multiplied by certain con stant factors a, a except in the particular case when the dis criminant of the form is zero. Hence we may write, in general,
,
P",
a",
*(a,
,
ft,
y)
= aP + a P +
2
2
a"P"
where a, a are all different from zero. If the coefficients a, a have the same sign, the absolute value of the quadratic form will remain greater than a certain lower limit when the point a, ft, y
a"
a"
<f>
describes the sphere

2
ft
+y =
2
1,
and accordingly A has the same sign as a, a when p is less than a certain number. Hence the f imction f(x, y, z) has an extremum. If the three coefficients a, a do not all have the same sign,
,
a"
a"
there will be neither a
maximum
0,
nor a minimum.
us take values of
Suppose, for
a,
ft,
example, that a
>
0,
<
and
P"
let
0. These values cannot cause 0, satisfy the equations to vanish, and A will be positive for small values of p. But if, on the other hand, values be taken for a, ft, y which satisfy the equa
P =
y which
tions
will be negative for small values of p. the same for any number of independent variables the discussion of a certain quadratic form always plays the prin In the case of a function u cipal role. f(x, y, z) of only three
0,
P"
P=
= 0, A
The method
is
independent variables it may be noticed that the discussion is equivalent to the discussion of the nature of a surface near a singu
lar point.
For consider a surface 2 whose equation

F(*>
is
y,
=f(x
>
y>
*)
-f(*o, y
O = 0;
Ill,
60]
SINGULAR POINTS
MAXIMA AND MINIMA
127
this surface evidently passes through the point n whose coordi if the function f(x, y, z) has an extremum and nates are (x y ), is a singular point of 2Hence, if the cone of there, the point
, ,
is imaginary, it is clear that F(x, y, z) will keep the tangents at as center, and same sign inside a sufficiently small sphere about
/(#
2/j
w iH
surely have a
is real,
maximum
or a
cone of tangents
or
is
composed of
minimum. But if the two real distinct planes,
several nappes of the surface pass through A/ , and F(x, y, z) changes sign as the point (x, y, z) crosses one of these nappes.
60. Distance from a point to a surface. Let us try to find the maximum and the values of the distance from a fixed point (a, b, c) to a surface S whose
is
minimum
equation
F(x,
y, z)
= =
0.
The square
of this distance,
(y
u
is
d*
(x
a)2
6)
c),
x and y, for example, if z be a function of two independent variables only, = 0. In order considered as a function of x and y defined by the equation
that
u be
at
an extremum for a point
(x, y, z)
of the surface,
we must
have, for
the coordinates of that point,

1
du du _
= =
2 dx
1
(x
a)
+ +
dz
ix dz
cy
(z
c)
= 0,
=
0.
&
2 dy
(z
c)
We find,
in addition,
from the equation
F=
dF
dy
0,
the relations
dF
-\
dFdz =
dz
U,
dFdz =
dz
rt
U,
dx
dx
dy
whence the preceding equations take the form

x
a
djr dx
_ ~~
y
c_F_
_
"
c
d_F_
dy
dz
This shows that the normal

the point
(a, 6, c).
(x, y, z) passes through Hence, omitting the singular points of the surface S, the the points sought for are the feet of normals let fall from the point (a, 6, c) upon In order to see whether such a point actually corresponds to a maxi surface S. mum or to a minimum, let us take the point as origin and the tangent plane as the xy plane, so that the given point shall lie upon the axis of z. Then the func
to the surface
at the point
tion to be studied has the
form
u
where z
is
= x* +
y2
(z
c)2,
vanishes for x
a function of x and y which, together with both its first derivatives, = y = 0. Denoting the second partial derivatives of z by r, s, t,
we
have, at the origin,
^=
dx*
2(1 -or),
-fiL dxdy
1*
^ = 2(l-cO,
dy
2
128
and
it
TAYLOR S SERIES
only remains to study the polynomial
A(C)
[III,
61
C2 2
(1
cr) (1
_
2.
ct )
C 2( S 2
rt )
(r
_L
The
(r
roots of the equation A (c) 2 + 4 (s2 rt) = 4 s2 + (r )
=
t)
are always real by virtue of the identity There are now several cases which must
s2
rt.
be distinguished according to the sign of

<
0. First case. Let s 2 rt The two roots Ci and c 2 of the equation A (c) = have the same sign, and we may write A(c) = (s 2 Let us rt) (c Ci) (c Cj).
now mark the two points A\ and A%
of the z axis
whose coordinates are

;
c\
and
c2
These two points lie on the same side of the origin and if we suppose, as is always allowable, that r and t are positive, they lie on the positive part of the If the given point A (0, 0, c) lies outside the segment AiA z z axis. A(c) is In order to see negative, and the distance OA is a maximum or a minimum. which of the two it is we must consider the sign of 1 cr. This coefficient does not vanish except when c = 1 /r and this value of c lies between Ci and c 2
, ;
cr is positive hence 1 cr is posi But, for c = 0, 1 (1/r) = s /r tive, and the distance OA is a minimum if the point A and the origin lie on the same side of the segment A\A%. On the other hand, the distance OA i& a
since
maximum When the

doubt.
if
the point
point
nor a maximum.
and the origin lie on different sides of that segment. between AI and A 2 the distance is neither a minimum The case where A lies at one of the points AI, A 2 is left in
lies s2
of the two roots c\ and c 2 of A (c) = is and the origin lies between the two points If the point A does not lie between A\ and A 2 A\ and J. a A(c) is positive and there is neither a maximum nor a minimum. If A lies between AI and A 2 A (c) is negative, 1 cr is positive, and hence the distance OA is a minimum.
Second
case.
Let
rt
>
0.
One
positive
and the other

.
is
negative,
Third case.
Let
s2
rt
0.
Then A(c) =
(r
t) (c
cj),
and
it
is
easily
the point and the origin lie on the same side of the point AI, whose coordinates are (0, 0, Ci), and that there is neither a maximum nor a minimum if the point AI lies between the point
is
if
seen, as above, that the distance
OA
minimum
and the
origin.
The points AI and

ture
;
A 2 are of fundamental importance in the study of curva they are the principal centers of curvature of the surface S at the point 0.
Maxima and minima
of implicit functions.
61.
We often need to find

which Let us consider, for
x, y, z, u,
the
maxima and minima
of a function of several variables
are connected
by one or more relations.
example, a function to = f(x, y, z, tt) of the four variables which themselves satisfy the two equations
/i (*, y,
*,
)
0,
/,(*, y,
z,
M)
= 0.
ables,
tions.
For definiteness, let us think of x and y as the independent vari and of z and u as functions of x and y defined by these equa
Then
the necessary conditions that
u>
have an extremum are
HI,
61]
SINGULAR POINTS
dx
+ dz
^^
dx
MAXIMA AND MINIMA
129
du dx
= !/+? + 3?!? du dy dy dy
dz
and the
partial derivatives dz/dx, du/dx, dz/dy,
du/dy
are given
by the relations
=o M_i.^^4.M^ dz dx^ du dx
dx
0/i
"^
a*
4.
4.
?!f
dx
0/,
"a
dz dx
,
du dx
,
--P 0/i0"_n --,0/10*, o P ~^T~

"TT~
^z/
^* dy
"5
du dy
",
0/,0*
"o~
cy
oz cy
P a cu
0/,0u
"a~
U-
cy
to the
The elimination
of dz/dx, du/dx, dz/dy,
du/dy leads
new
equations of condition
.p
/)(*, *, u)
ft
= 0, /2 = 0, determine the val which, together with the relations /x But the equa ues of x, y, z, u, which may correspond to extrema. of \ and p. find values we can that tions (27) express the condition
which
satisfy the equations
c
-t-
-^-
-I- w.
OX
IT-
=
"j
OX
A
"o
"
I*
"a~
=w
dy
dy
oy
2
3
02
Jl
3s
^=o
2
ds
^ ^ = + X^4 du du dw
0-
hence the two equations (27) may be replaced by the four equations unknown auxiliary functions. (28), where X and p. are The proof of the general theorem is self-evident, and we may
state the following practical rule
:
Given a function
/m ^2 iCjj Atm
.
*F *, \
n)
of n variables, connected by h distinct relations
in order to find the values of
x^
a; 2
xn which
may
render this
function an extremum we must equate
to
zero the partial derivatives
of the auxiliary function
regarding \ 1} X 2
XA as constants.
130
62. Another example.
TAYLOR S SERIES
We shall now take up another example,
[III,
62
where the mini
not necessarily given by equating the partial derivatives to zero. Given a triangle ABC; let us try to find a point of the plane for which the sum
is
mum
PA + PB + PC
minimum.
vertices
A, tion whose minimum

(29)
to the vertices of the triangle is a Let (01, 61), (a 2 , 62 ), (a 3 63) be respectively the coordinates of the B, C referred to a system of rectangular coordinates. Then the func
,
of the distances
from
is
sought
is
= V(x - oi)a + (y-
6i)
+ V(x - a2 2 + (y - 62 2 + V(x )
)
a,)*
+ (y -
where each
of the three radicals
is
tion (29) represents a surface
S which
to be taken with the positive sign. This equa is evidently entirely above the xy plane,
this surface
and the whole question reduces to that of finding the point on is nearest the xy plane. From the relation (29) we find
H
&!)2
which
-V(x ,
x
a 2) 2
a-2
s*
a V(x - m) +
(y
+
62
dz
ft
_
V(z _
-bi
1
&!)2
(y
+
6 2 )2
as
2
V(z -
as ) y
(y
63 ) 2
ai )2
(y
V(x -
as)
(y
btf
V(x - a 3 )
-b3 2 + (y -
and it is evident that these derivatives are continuous, except in the neighbor hood of the points A, B, C, where they become indeterminate. The surface S, therefore, has three singular points which project into the vertices of the given The minimum of z is given by a point on the surface where the tan triangle. gent plane is parallel to the xy plane, or else by one of these singular points. In
order to solve the equations cz/cx
0,
cz/dy
0, let
us write them in the
form
x
0,1
i
x
2
a2
a3
V(x
ai)
+ (y+
(y
&i)
V(x -
a2 ) 2 y
+
&2
(y
62 ) 2
V(x -
as)2
+
b3
y-E>i
(y
V(X -
fll )2
&!)
V(X -
aa)
+(y- 62 )2
_
V(x - a2 ) 2 +
(y
:
Then squaring and adding, we
find the condition
The geometrical interpretation of this result cosines of the angles which the direction
PA
respectively,
and by a and
/3
the cosines of
is easy denoting by a and /3 the makes with the axes of x and j/, the angles which PB makes with the
same
axes,
we may
write this last condition in the form

1
+ 2 (aa +
o>,
flS
0,
or, denoting the angle
APE by
2 cos
0.
Hence the condition
in question expresses that the
angle of 120 at the point P.
CPA
must be 120.*
*
It is
segment AB subtends an For the same reason each of the angles BPC and clear that the point P must lie inside the triangle
is
The reader
urged to draw the figure.
Ill,
63]
SINGULAR POINTS
MAXIMA AND MINIMA
131
ABC, and that there is no point which possesses the required property if any In case none of the is equal to or greater than 120. angle of the triangle angles is as great as 120, the point P is uniquely determined by an easy con In this case the minimum is given struction, as the intersection of two circles.
ABC
P or by one of the vertices of the triangle. But is easy to show PA + PB + PC is less than the sum of two of the sides of the tri For, since the angles APB and APC are each 120, we find, from the angle. two triangles PAG and PBA, the formulae AC = Va 2 + c 2 + oc, AB = Vi + b + ab,
by the point
that the
it
sum
where
PA = a, PB =
Vo2 +
6,
PC =
+
06
>
c.
But
it is
evident that
c2
62
6+-,
2
>
Va 2
a
-)-
ac>
~,
2
and hence
AB + AC
c.
P therefore actually corresponds to a minimum. one of the angles of the triangle ABC is equal to or greater than 120 there exists no point at which each of the sides of the triangle ABC subtends an angle of 120, and hence the surface S has no tangent plane which is parallel to In this case the minimum must be given by one of the vertices of the xy plane.
The point
When
the triangle,
It is
and
it is
evident, in fact, that this
is
the vertex of the obtuse angle.
easy to verify this fact geometrically.
63. D Alembert s theorem. Let F(x, y) be a polynomial in the two variables x and y arranged into homogeneous groups of ascending order
F(x, y)
H+
<f>
(x,
y)
<t>
p+i
<f>
(x, y)
where
in y/Xj
mum
of
considered as an equation If the equation p (x, y) is a constant. has a simple root, the function F(x, y) cannot have a maximum or a mini for x = y = 0. For it results from the discussion above that there exist sec
+ = 0,
m (x,
y),
+ = F(x, y) made by planes through the z axis, some which lie above the xy plane and others below it near the origin. From this remark a demonstration of d Alembert s theorem may be deduced. For, let/(z) be an integral polynomial of degree m,
tions of the surface z
/(z)
= A 9 + AIZ + A 2 z* +
+ A m zm
where the
coefficients are entirely arbitrary.

let
In order to separate the real and
imaginary parts
us write this in the form
f(x
iy)
=
i,
a
&ii
ib
(ai
t&i) (x
iy)
(a m
ib m ) (x
iy)
m
,
where
OQ, &o
m, &m are real.
We
have then
f(z)
= P+iQ,
:
where
P and Q have
the following meanings
P=
Q=
and hence,
finally,
o
&
+ etix + bix +
biy
-\
---,
;
a^y
132
TAYLOR S SERIES
will first
f
[III,
63
We
ps
-j.
show that
|/(z)
|,
or,
what amounts
to the
same
thing, that
Q2 cannot be at a minimum for z = y = except when a = 60 = 0. For this purpose we shall introduce polar coordinates p and 0, and we shall suppose,
for the sake of generality, that the first coefficient after Then we may write the equations vanish is p
which does not
P=o + P
2
(ap cos
(bp
p<f>
bp sin
p<f>)
pp pp
Q= + Q2 =
b
of,
+ +
cos
p0 +
dp sin
p<j>)
+ +
6g +
2/>p
[(aoOp
b bp ) cosptf.
(b
ap
- a
bp ) sinp0]
where the terms not written down are of degree higher than p with respect But the equation
(aoap
gives tan p$
to
p.
b bp)
cosp<j>
(b
ap
a bp )
smp<J>
= K, which determines p straight lines which are separated by It is therefore impossible by the above remark that angles each equal to 2 n /p. 2 + Q2 should have a minimum for z = y = unless the quantities
aoap
both vanish.
that
is,
2
-f
2
&o&p
boa,p
(tobp
But, since a + ft is not zero, this would require that a = 60 = ; that the real and the imaginary parts of /(z) should both vanish at the
origin.
If |/(z) has a minimum for z = a, y /3, the discussion may be reduced to the preceding by setting z = a + i/3 + z It follows that \f(z) cannot be at a minimum unless and Q vanish separately for a, y = p. The absolute value of /(z) must pass through a minimum for at least one
|
x=
value of
nitely.
z,
for
it
increases indefinitely as the absolute value of z increases indefi
In
fact,
we have
where the terms omitted are of degree written in the form
less
than 2 m in
p.
This equation
may
be
where
approaches zero as p increases indefinitely.
Hence a
circle
2 so large that the value of + Q2 is greater at every It follows that point of the circumference than it is at the origin, for example. there is at least one point
drawn whose radius
R is
VP
may be
x
inside this circle for
a,
lows that the point x
P = 0, Q = 0,
/(*)=.
Vp + Q 2 is at a minimum. By the above it fol y = /3 is a point of intersection of the two curves which amounts to saying that z = a + /3i is a root of the equation
which
a,
In this example, as in the preceding, we have assumed that a function of the two variables x and y which is continuous in the interior of a limited region actually assumes a minimum value inside or on the boundary of that region. This is a statement which will be readily granted, and, moreover, it will be
rigorously demonstrated a
little later
(Chapter VI).
Ill,
EM.]
EXERCISES
EXERCISES
133
1.
Show
that the
number
0,
mainder, approaches the limit l/(n /( + 2J(a) i s not zero.

2.
which occurs in Lagrange s form of the re + 2) as A approaches zero, provided that
Let F(x) be a determinant of order n,
all
of
of x.
Show
that the derivative
(x) is
the
sum
of the
whose elements are functions n determinants obtained
by replacing, successively,
tives.
3.
all of the elements of a single line by their deriva State the corresponding theorem for derivatives of higher order.
Find the
maximum and
the
;
minimum
values of the distance from a fixed
point to a plane or a skew curve between two variable points between two variable points on two surfaces.
on two curves
4. The points of a surface S for which the sum of the squares of the dis tances from n fixed points is an extremum are the feet of the normals let fall
upon the surface from the center
of
mean
distances of the given
fixed points.
sides, that
5. Of all which is inscriptible in a circle has the greatest area. theorem for polygons of n sides.
6.
the quadrilaterals which can be formed from four given
State the analogous
Find the
maximum volume
of a rectangular parallelepiped inscribed in
an
ellipsoid.
7. Find the axes of a central quadric from the consideration that the vertices are the points from which the distance to the center is an extremum. 8.
Solve the analogous problem for the axes of a central section of an ellipsoid.
9. Find the ellipse of minimum area which passes through the three vertices of a given triangle, and the ellipsoid of minimum volume which passes through the four vertices of a given tetrahedron.
10.
lines
Find the point from which the sum of the distances to two given straight and the distance to a given point is a minimum. [JOSEPH BERTRAND.]
Prove the following formulae
:
11.
log (3
2)
2 log(z
1)
- 2 log (x-l) +
z3
log(x
3
2)
-3z
+ 3)
3)
_
3Vx
-3z/
6\z 3
-3z
S
[BORDA
log(x
Series.]
6)
log(x
-f 4)
+ +
log(x
log(z
2 logx
log(z
72
4)
of
|_x*
72
- 25z2 +
If
3 \z*
log(x 5) 72
- 26z 2 +
y
72/
S
-1
[HARO
Series.]
CHAPTER IV
DEFINITE INTEGRALS
I.
SPECIAL METHODS OF QUADRATURE

The determination
of
64. Quadrature of the parabola.
the area
a problem which has always engaged the genius of geometricians. Among the examples which have come down to us from the ancients one of the most celebrated is
bounded by a plane curve
is
Archimedes
quadrature of the parabola.
We
shall
proceed to
indicate his method.
and the chord A 13.

point
Let us try to find the area bounded by the arc A CB of a parabola Draw the diameter CD, joining the middle
of
AB
to the point C,
let
Connect
AC
and BC, and
where the tangent is parallel to AB. E and E be the points where the tangent is parallel to .BC and
AC,
first
respectively.
We
shall
compare the area of the
triangle BEC, for instance, with that of the triangle ABC.
Draw
cuts
eter
the tangent
T.
ET, which
CD at
Draw the diam
EF, which cuts
CB
at
F;
and and, finally, draw AB. to the chord parallel
EK
FH
By
an elementary property of the parabola TC = CK. Moreover, CT EF = KH, and hence
EF= CH/2 = CD/ 4.

FIG. 8
The
areas of the two triangles BCE and BCD, since they have the
to
same base BC, are to each other as their altitudes, or as EF is CD. Hence the area of the triangle BCE is one fourth the area of the triangle BCD, or one eighth of the area 5 of the triangle ABC. The area of the triangle A CE is evidently the same. Carrying out the same process upon each of the chords BE, CE, CE E A, we
,
134
IV,
65]
SPECIAL METHODS
new
135
obtain four
forth.
of the segment of the parabola is evidently the limit approached by the sum of the areas of all these triangles as n increases indefinitely that is, the sum of the following descend
area
The nih n The area S/8

.
2 triangles, the area of each of which is S/8 , and so triangles, each having the operation gives rise to
2"
ing geometrical progression
It follows that the required area is equal to this sum is 4 5/3. two thirds of the area of a parallelogram whose sides are AB and CD. Although this method possesses admirable ingenuity, it must be
and
its success depends essentially upon certain special The of the parabola, and that it is lacking in generality. properties other examples of quadratures which we might quote from ancient
admitted that
writers would only go to corroborate this remark each new curve But whatever the device, the area to be required some new device.
:
was made
evaluated was always split up into elements the number of which to increase indefinitely, and it was necessary to evaluate
the limit of the

particular of subdivision,
sum cases,* we
which
of these partial areas. Omitting any further will proceed at once to give a general method will lead us naturally to the Integral Calculus.
65. General method. For the sake of definiteness, let us try to evaluate the area 5 bounded by a curvilinear arc A MB, an axis xx which does not cut that arc, and two perpendiculars AA and BB let
fall
upon xx from
will
the points A and B.
We
AA
suppose
further that a par allel to these lines

,
BB
cannot
cut the arc in
more
FIG. 9
than one point, as

indicated in Fig. 9. Let us divide the segment
A B
into a certain
,
number
of equal or
unequal parts by the points P l9 P 2 points let us draw lines PiQi, P 2 Q 2
P n .\, and through these Pn _iQ H _i parallel to AA

Q2
>
and meeting the arc
AB
in the points Qi,
Qn
-i>
respectively.
*A large number of examples of determinations of areas, arcs, and volumes by the methods of ancient writers are to be found in Duhamel s TraiM.
136
DEFINITE INTEGRALS
,
[IV,
65
Now draw through A a line parallel to xx cutting P t Q t at q through Qi a parallel to xx cutting P 2 Q 2 at q 2 and so on. We
; ,
;
obtain in this
way
Each of these rectangles may but some of them may lie
R a sequence of rectangles RI, R 2 , lie entirely inside the contour

,
t,
AB A
Rn
partially outside that contour, as is indicated in the figure. Let a ( denote the area of the rectangle R and /^ the area bounded In the first place, each of the ratios by the contour P _ Pi Q Qi _ l approaches unity as the number of fii/ a D ^2/ a A/ a
{ , i l i
.
2>
>
i>
points of division increases indefinitely, of the distances A P l} PiP 2 P^P,,

, ,
if
at the
same time each
the ratio
/?,/<*,,
for example, evidently lies
approaches zero. For between ,-/ /*,-_! Q,-_i and
L /P
i
maximum
But
it is
l f and L { are respectively the minimum and the distances from a point of the arc Q i _ l Q i to the axis xx clear that these two fractions each approach unity as the
i
where
distance
approaches zero.
a-!
It therefore follows that the ratio
+ H-----h an A+&+ +&

or 2
between the largest and the least of the ratios tfi//3i, a n/ Pm w iH a ^ so approach unity as the number of the But the denominator of rectangles is thus indefinitely increased. this ratio is constant and is equal to the required area S. Hence this area is also equal to the limit of the sum a x + a 2 + + an as
lies
2//?2>
>
which a
the
number
of rectangles
is
indefinitely increased in the
manner
specified above.
In order to deduce from this result an analytical expression for the area, let the curve AB be referred to a system of rectangular axes, the x axis Ox coinciding with xx and let y =f(x) be the The function f(x) is, by hypothesis, a equation of the curve AB.
,
continuous function of x between the limits a and

, ,
b,
the abscissae
of the points A and B. x n _ l the abscissas Denoting by x 1} x 2 of the points of division P 1} P 2 Pn _j, the bases of the above
, ,
x ly x b xn _ l and their rectangles are x a, x.2 , altitudes are, in like manner, f(a) t f(x^ -, /(<_,), /(_i). Hence the area S is equal to the limit of the following- sum
, t
x^^
t
(1)
as the
( Xl
a)f(a)
+ (x 2
*,)/(*!)
+ (b - *_,)/(*_,),
way
that each of
zero.
number n
increases indefinitely in such a

a,
the differences x l
x2
x l}
approaches
SPECIAL METHODS
137
66. Examples. If the base AB be divided into n equal parts, each a of length h (b nh), all the rectangles have the same base h, and their altitudes are, respectively,
/(a), /(a
It only
h),
f(a
+ 2 A),
-,
/[
+( -
1) A].
remains to find the limit of the sum
!/() +/(
+/( +
where
as the integer
w increases
easy
sion
if
we know how
to find the
This calculation becomes indefinitely. sum of a set of values f(x) corre
sponding to a set of values of x which form an arithmetic progres such is the case if f(x) is simply an integral power of x, or, again, if /(o;)= s mmx or /"(#)= cosmx, etc. Let us reconsider, for example, the parabola x* = 2py, and let us try
; t
by an arc OA of this parabola, the axis of x, and the straight line x = a which passes through the extremity A. The length being divided into n equal parts of length h (nh = a), we must try to find by the above the limit of the sum
to find the area enclosed
The quantity
first
(n
inside the parenthesis 1) integers, that is, n(n
is
the
sum
of the squares of the
1) (2 n
l)/6; and hence the
foregoing
sum
is
equal to
increases indefinitely this sum evidently approaches the limit 2 a*/6p (1/3) (a. a /2p), or one third of the rectangle constructed
As n
upon the two coordinates of the point A, which the result found above.
is
in
harmony with
In other cases, as in the following example, which is due to Fermat, it is better to choose as points of division points whose
abscissae are in geometric progression.
Let us try to find the area enclosed by the curve y a I (0 axis of x, and the two straight lines x a, x
= Ax*,
<
the
<
b),
where
138
DEFINITE INTEGRALS
[IV,
66
the exponent /* is arbitrary. In order to do so let us insert between a and b, n 1 geometric means so as to obtain the sequence
where the number a satisfies the condition a (1 4ing this set of numbers as the abscissae of the points of
b.
a)"
Tak
:
division, the
corresponding ordinates have, respectively, the following values
ay, Aa* (I and the area of the pth rectangle

[a (1
is
2 *1
a)
a)"
a (1
a)*"
Aa*(l
+ a)
<-*
= Aa
+l
Hence the sum
of the areas of all the rectangles
is
If
/i
1 is not zero, as
is
we
shall suppose
first,
the
sum
inside the
parenthesis
equal to
or,
replacing a (1
a)"
by
i,
the original
sum may be written
in the
form
\^
.
I
M+1 zero the quotient [(1 a) approaches !]/<* 1 + with as its limit the derivative of (1 0, respect to a for a a)^ 1 hence the required area is that is, /i
As a approaches
If
p.
1,
this calculation
no longer applies.
The sum
of the
areas of the inscribed rectangles is equal to nAa, and we have to find the limit of the product na where n and a are connected by the
relation
a(l
-I-
= b.
a)"
From
this
it
follows that
na
log &
a b r alog(l +
=
)
log h
b -
1
,
,4
log(l
IV,
67]
SPECIAL .METHODS
139
where the symbol log denotes the Naperian logarithm. As a approaches zero, (1 + a) /* approaches the number e, and the prod
1
uct
vl
na approaches
log (b fa).
Hence
the required area
is
equal to
log
(&/)
The invention of the Integral Calculus of reduced the problem evaluating a plane area to the problem of Let y =f(xj be the derivative is known. function whose finding a
67. Primitive functions.
equation of a curve referred to two rectangular axes, where the function f(x) is continuous. Let us consider the area enclosed by
and a variable this curve, the axis of x, a fixed ordinate , ordinate MP, as a function of the abscissa x of the variable ordinate.
In order to include
denote by A the
all
MP
pos
sible cases let us agree to
sum of the
areas enclosed by the given curve, the x axis, and the
P , MP, straight lines each of the portions of this area being affected
by a certain
sign
:
the
FIG. 10
for the portions to sign the right of and above Ox, the sign
MP
P and below Ox, and the opposite convention for por right of P we tions to the left of M^Pg. Thus, if were in the position
for the portions to the
MP
would take A equal
to the difference
JI/
P CM"P",
M P C;
A = M"P"D - M P D. now show that the derivative
of
and likewise,
if
MP
were at
With
these conventions
we
shall
the continuous function A, defined in this way, is precisely /(#). As in the figure, let us take two neighboring ordinates MP, NQ, whose
lies
x and x -f Ax. The increment of the area A.4 evidently between the areas of the two rectangles which have the same base PQ, and whose altitudes are, respectively, the greatest and the
abscissae are
least ordinates of the arc
MN.
Denoting the
maximum
ordinate by
H and
the
minimum by
h,
we may
<
therefore write
<
AAz
or,
<
<\A
7/Ax,
//. As Ax approaches zero, // and A/l /Ax dividing by Ax, h h approach the same limit MP, or /(x), since /(x) is continuous.
<
140
DEFINITE INTEGRALS
[IV,
<;8
Hence the derivative of A is f(x). The proof that the same result holds for any position of the point .17 is left to the reader. If we already know a primitive function of f(x), that is, a function F(x) whose derivative is/(z), the difference A F(x) is a constant,
since its derivative
stant,
is
zero
8).
In order to determine this con
we need only
notice that the area
is
zero for the abscissa
a of the line
MP.
Hence
A =F(x)-F(a).
It follows
from the above reasoning,
first,
that the determination
be reduced to the discovery of a primitive func tion; and, secondly (and this is of far greater importance for us), that every continuous function f(x) is the derivative of some other
of a plane area
may
function.
This fundamental theorem is proved here by means of a somewhat vague geometrical concept, that of the area under a plane curve. This demonstration was regarded as satisfactory for a long time, but it can no longer be accepted. In order to have a stable
foundation for the Integral Calculus
it is
imperative that this theo
analytic demonstration which does not intuition whatever. In giving the above rely upon any geometrical the motive was not its historical interest, geometrical proof wholly
rem should be given a purely
however, for it furnishes us with the essential analytic argument of the new proof. It is, in fact, the study of precisely such sums as and sums of a slightly more general character which will be (1) of preponderant importance. Before taking up this study we must
first consider certain questions regarding the general properties of functions and in particular of continuous functions.*
II.
DEFINITE INTEGRALS ALLIED GEOMETRICAL CONCEPTS
68. Upper and lower limits. An assemblage of numbers is said to have an upper limit (see ftn., p. 91) if there exists a number so large that no member of the assemblage exceeds N. Likewise, an exists than assemblage is said to have a lower limit if a number which no member of the assemblage is smaller. Thus the assem
blage of
all
positive integers has a lower limit, but no upper limit
* Among the most important works on the general notion of the definite integral there should be mentioned the memoir by Riemann fiber die Mb glichkeit, eine Func tion durch eine trigonometrische Reihe darzustellen (Werke, 2d ed., Leipzig, 1892, p. 239 and also French translation by Laugel, p. 225) and the memoir by Darboux, to which we have already referred Sur les fonctions discontinues (Annales de VEcole
:
; ;
Normals Suptrieure, 2d
series, Vol. IV).
IV,
68]
ALLIED GEOMETRICAL CONCEPTS
141
the assemblage of all integers, positive and negative, has neither and 1 has and the assemblage of all rational numbers between
;
both a lower and an upper limit. Let (E) be an assemblage which has an upper limit. With respect to this assemblage all numbers may be divided into two
shall say that a number a belongs to the first class if of the assemblage (7?) which are greater than a, members there are it that and belongs to the second class if there is no member of the
classes.
We
assemblage
(7?)
upper limit, a number of the

is
it is
Since the assemblage (7?) has an greater than a. clear that numbers of each class exist. If A be
first class
<
and
evident that
lie
which
B there between A and B,

A
;
exist
number members
is
of the second class,
it
but there
of the assemblage (7?) no member of the assem
The number C = (A -f jB)/2 greater than B. blage (7?) or first to the second class. In the former case to the may belong we should replace the interval (A, B*) by the interval (C, 7?), in the
which
is
the interval
by the interval (A, C). The new interval (.4^ 7^) is half and has the same properties there exists at least (^4, B) one member of the assemblage (7) which is greater than A 1} bnt none which is greater than B. Operating upon (A l} B^) in the same way that we operated upon (A, B}, and so on indefinitely, we obtain an
latter case
:
unlimited sequence of intervals (A, 73), (A lf 7^), (A 2 , 7?2 ), each j which is half the preceding and possesses the same property as (A, B} with respect to the assemblage (/?). Since the numbers A A never decrease and are n A, AI, z , always less than B, they
of
,
approach a limit A ( 1). Likewise, since the numbers B, B 1} B 2 never increase and are always greater than A, they approach a limit X A n = (B A ) Moreover, since the difference Bn approaches zero as n increases indefinitely, these limits must be equal, i.e. A = A. Let L be this common limit then L is called the iqjper limit of the
,
.
/2"
assemblage
it is
(7?).
From
the
manner
in
which we have obtained

:
it,
clear that
L has
the following two properties
of the assemblage (7i) is greater than L. There always exists a member of the assemblage (7?) which is e, where c is any arbitrarily small positive number. greater than L
1)
2)
No member
For
let
us suppose that there were a
member
h (Ji Since greater than L, say L 0). increases indefinitely, B n will be less than
>
Bn
L
is
of the assemblage approaches L as n
-f
after a certain
value of
n.
But
this is impossible since

e
Bn
of the second class.
On
the other hand, let
be any positive number.
Then, after a
142
certain value of n,
DEFINITE INTEGRALS
;
[IV,
69
members than L
A n will be greater than L and since there are e of (E) greater than A n these numbers will also be greater It is evident that the two properties stated above can e.
,
not apply to any other number than L. The upper limit may or may not belong to the assemblage (). In the assemblage of all rational numbers which do not exceed 2,
is precisely the upper limit, and it belongs the other hand, the assemblage of all irra tional numbers which do not exceed 2 has the upper limit 2, but
for instance, the
number 2
to the assemblage.
On
upper limit is not a member of the assemblage. It should be particularly noted that if the upper limit L does not belong to the assemblage, there are always an infinite number of members of ()
this
which are greater than L For if c, no matter how small e be taken. there were only a finite number, the upper limit would be the largest of these and not L. When the assemblage consists of n different
numbers the upper limit is simply the largest of these n numbers. It may be shown in like manner that there exists a number L\ in case the assemblage has a lower limit, which has the following two properties
:
assemblage is less than L a member There exists of the assemblage which 2) where e is an arbitrary positive number.* -\1)
.
No member of the
is less
than
(.,
This number L
69.
Oscillation.
;
is
called the lower limit of the assemblage.
Let/()
be a function of x defined in the closed f
interval (a, ) that is, to each value of x between a and b and to each of the limits a and b themselves there corresponds a uniquely deter
mined value of f(x}.

interval
if all
The function
it
is
the values which
assumes
said to be finite in this closed lie between two fixed
numbers A and B. Then the assemblage of values of the function Let and m be the upper and has an upper and a lower limit.
lower limits of this assemblage, respectively

*
then the difference
Whenever
all
numbers can be separated
into
two
classes
and B, according to
any characteristic property, in such a way that any number of the class A is less than any number of the class B, the upper limit L of the numbers of the class A is at the same time the lower limit of the numbers of the class B. It is clear, first of all, that any number greater than L belongs to the class B. And if there were a number L belonging to the class B, then every number greater than L would belong to the class B. Hence every number less than L belongs to the class A, every number greater than L belongs to the class B, and L itself may belong to either of the two classes. is used merely for emphasis. TRANS. closed See 2. t The word
<L
" "
IV,
70J

is
143
A=
M m
called the oscillation of the function f(x) in the
interval (a, b). These definitions lead to several remarks.
In order that a func
tion be finite in a closed interval (a, b~) it is not sufficient that it should have a finite value for every value of x. Thus the function
defined in the closed interval
(0, 1) as
follows
for
biit
=
finite in
0,
/(aj)
l/aj
;
>
0,
it
has a finite value for each value of x

the sense in which
nevertheless
is
not
>
or from the lower limit m and still never from the upper limit assume these values themselves. For instance, the function /(#),
A defined the word, for/(ce) in closed finite the which is a function if we take x<l / A. Again, interval (a, b) may take on values which differ as little as we please
we have
defined in the closed interval (0, 1) by the relations
0,
f(x)
1,
= l-x
for
0<x<l,
has the upper limit
M=
but never reaches that limit.
70. Properties of continuous functions.
We
is
shall
now
turn to the
study of continuous functions in particular.
THEOREM
A.
Letf(x) be a function which
continuous in the closed
interval (a, b)
and
an arbitrary
always break up the interval (a, ft) intervals in such a way that for any two values of the variable which belong to the same partial interval, we whatever, x and
x",
Then we can positive number. into a certain number of partial
always have \f(x
f( x
<
")
Suppose that this were not

least one of the intervals (a,
true.
(c, ft)
Then
let
c=(a +
ft)/2;
at
would have the same prop erty as (a, ft); that is, it would be impossible to break it up into partial intervals which would satisfy the statement of the theorem. Substituting it for the given interval (a, ft) and carrying out the reasoning as above ( 68), we could form an infinite sequence of which is half the preced intervals (a, ft), (a l} b^, (a 2 2 ), -, each of For ing and has the same property as the original interval (a, ft). any value of n we could always find in the interval ( n n ) two
c),
,
ft
ft
would be larger than e. numbers x and such that |/(V)~/( X Now let X be the common limit of the two sequences of numbers Since the function /(#) is continuous an ^ b, b^ b 2 a, a 1} a 2 = for x X, we can find a number rj such that |/(.r) e/2 /(X)|
x"
")I
"
>
<
144
whenever a n and b n
DEFINITE INTEGRALS
ja;
[IV,
70
A| is less differ from A
than
rj.
Let us choose n so large that both

than
77.
by
less
Then the
will lie wholly within the interval A (A rj, are any two values whatever in the interval
interval (a n , b n }
+
(a n
77)
,
and
if
* and
a;"
Z>
B ),
we must have
and hence
|/<V)
-/(.x")
<
|
It follows that the hypothesis

;
made
above leads to a contradiction

,
hence the theorem
is
proved.
xp _ 1} b be a method of subdivision Corollary I. Let a, x lt x 2 , of the interval (a, i) into p subintervals, which satisfies the con ditions of the theorem. In the interval (a, a^) we shall have !/(*) and, in particular, I/O) e Like Xl
<
\ I
\f(
<
|/(a)
I
wise, in the interval (x l}
a-,)
we
|
shall
c
;
and, a fortiori,
\f(x)
|/(0
have
<
I
/() +
|
2 |/(a) and so forth.

<
j/(*i) in particular, for x

<
have [/(*)
+ = xj,
shall
e,
For the
last interval
we
I/(*)|<|/(P-I)
<|/(a)
+ pe.
Hence the absolute value of f(x)

remains
is
the interval (a, b~) always than |/(a) + pe. It follows that every function which continuous in a closed interval (a, b) is finite in that interval.
in
less
|
Corollary II. Let us suppose the interval (a, b) split up into 7? subintervals (a, x^, (x lt x2 ), ..., e (xp _v b) such that \f(x ) /2 f(x")\< for any two values of x which belong to the same closed subinterval.
Let x2
77
Xi
be a positive number less than any of the differences a, b xp _ l Then let us take any two numbers whatever
in the interval (a, b) for
which
\x
x"
an upper limit for (/(*

fall in
) -/(*")).
If the
the same subinterval,
If they
do
not,
and
x"
we must
shall
lie in
\
and let us try to find two numbers x and have \f(x ) e /2. two consecutive intervals,
<
x"
f(x")\<
and
it is
easy to see that
|/<V)
-f(x")
responding to any positive number found such that
2 ( e /2) c Hence cor another positive number rj can be

<
I/W-/CO.I<*
where x and
,
x"
are
any two numbers of

is
the interval (a, b) for which
[**
*"!<
>?
This property
is
function /(x)
also expressed by saying that the uniformly continuous in the interval (a, b).
THEOREM B. function f(x) which is continuous in a closed interval (a, b) takes on every value between /(a) and f(b) at least once for some value of x which lies between a and b.
IV,
70]

first
145
Suppose that f(a) and 0, for instance. and/(6) least one value of x between is negative near a and posi Let us consider the assemblage of values of x between tive near b. a and b for which /(#) is positive, and let \ be the lower limit of A this assemblage (a By the very definition of a lower b*).
that /(a) /() have opposite signs, We shall then show that there exists at a and b for which f(x) = 0. Now/(x)
<
> < <
Let us
consider a particular case.
negative or zero for every positive value of h. A) /(A Hence /(A.), which is the limit of /(A A), is also negative or zero. But /(A) cannot be negative. For suppose that /(A) m, where
limit
is
a positive number. Since the function /(x ) is continuous for x = A, a number rj can be found such that )/(#) m when /(A) ever \x and the function would A, be rj, negative for all f(x)
is
< <
|
values of x between
A.
limit of the values of
and A + rj. Hence A could not be the lower x for which /(ic) is positive. Consequently
/(A)
0.
Now
x
let
function
<(#)
a and x
be any number between /(a) and Then the is continuous and has =f(x) opposite signs for b. Hence, by the particular case just treated, it
/(>).
vanishes at least once in the interval
(a,
&).
THEOREM
val (a, b)
Every function which is continuous in a closed inter actually assumes the value of its upper and of its lower
C.
limit at least once.
In the first place, every continuous function, since we have and a lower already proved that it is finite, has an upper limit limit m. Let us show, for instance, that f(x) for at least one
value of x in the interval
(a, 5).
for (a b)/2, the upper limit of f(x) is equal to at least one of the intervals (a, e), (c, b). Let us replace (a, b) by this new interval, repeat the process upon it, and so forth.
Taking
Reasoning as we have already done several times, we could form an infinite sequence of intervals (a, b), (a u & t ), (o 2 & 2 ), each of which is half the preceding and in each of which the upper limit of
,
f(x)
,
Then, if A is the common limit of the sequences a, a if and b, b 1} bn /(A) is equal to M. For suppose that We can find a positive number h, where h is positive. /(A) = such that f(x) remains between /(A) + h/2 and /(A) rj h/ 2, and therefore less than h/2 as long as x remains between A rj and A -f rj- Let us now choose n so great that a n and b n differ from their common limit A by less than 77. Then the interval (a,,, &) lies
is
M.
an
146
DEFINITE INTEGRALS
(A.
77,
[IV,
71
wholly inside the interval

equal to
A.
4-
*;),
and
it
,
follows at once
b n)
that the upper limit of f(x) in the interval (a n
could not be
M.
this
is
Combining
tion which
theorem with the preceding, we see that any func continuous in a closed interval (a, ft) assumes, at least
upper and its lower limit. Moreover Given a function which is be stated as follows
:
once, every value between its
theorem
A may
continuous in a closed interval (a, ft), it is possible to divide the inter val into such small subreyions that the oscillation of the function in
number.
any one of them will be less than an arbitrarily assigned positive For the oscillation of a continuous function is equal to of the values of /(x) for two particular values of the difference the
variable.
71.
The sums S and
s.
Let /(#) be a
finite function,
continuous
or discontinuous, in the interval (a, ft), pose the interval (a, b) divided into a
intervals (a, o^),
(a; u
a; 2 ),
,
where a
<
b.
Let us sup
number
of smaller partial
x lt x 2
# p _i
is
limits of
f(x)
in
where each of the numbers Let and m be the greater than the preceding. and m the limits the original interval, and
(xp _ l
,
b),
in the interval (a^-i,
#,-),
and
2
let
us set
t ),
= M, (x, s = m (x
l
- a) + M
a)
-f-
(x 2
77*2(3-2
-x )+--- + Mp (b - zp _ X P -I)x H mP (*
1
i)-\
To every method of division of (a, b) into smaller intervals there corresponds a sum S and a smaller sum s. It is evident that none of the numbers of the sums 5 are less than m(b a), for none
hence these sums S have a lower limit /.* Like none of which exceed M(b sums the s, a) have an upper wise, limit / We proceed to show that / is at most equal to I. For this
are less than
; .
purpose
S, s
it is
,
and S
evidently sufficient to show that s^S and s 5j S, where are the two sets of sums which correspond to any
(a, b).
two given methods of subdivision of the interval

In the
(#1,
first place, let
a 2 ),
us suppose each of the subintervals (a, a^), redivided into still smaller intervals by new points of
let
division
and
* If f(x)
is
a constant, S
s,
M = m, and, in general,
all
the inequalities mentioned
become equations.
TRANS.
IV,
72]

new
suite thus obtained.
first.
147
be the
is
This new method of subdivision
called consecutive to the
Let 2 and
cr
denote the sums anal
with respect to this new method of division of the Let us interval (a, b), and let us compare S and s with 2 and a. 5 two sums and which of the the for 2 portions example, compare,
ogous to
S and
arise
from the interval

in
(a, a^).
Let M[ and m[ be the limits of
the interval (a, y^, M[ and m^ the limits in the interval f(x) Then k the limits in the interval (y t k an(i %i)1/2)9 the portion of 2 which comes from (a, a^) is
"
G/i>
-i>
that the above
cannot exceed and since the numbers M{, M%, lt it is clear -, M/. sum is at most equal to 3/j (x l Likewise, the a). a: most equal is at from the interval of which arises 2 (x l} 2 ) portion
to
Adding all these inequalities, we find in like manner that a- ^ s. show 2 = S, Let us now consider any two methods of subdivision whatever, and let S, s and S s be the corresponding sums. Superimposing the points of division of these two methods of subdivision, we get a third method of subdivision, which may be considered as consecu be the sums Let 2 and tive to either of the two given methods.
2 2
M (x
,),
and so
on.
that
and
it is
easy to
<r
with respect to this auxiliary division.

relations
2<S,
(r>s,
By
,
the above
we have
the
2<S
o->s
2 is not less than a-, it follows that s ^ S and s^ S Since none of the sums S are less than any of the sums s, the limit 7
and, since
.
cannot be less than the limit /

72. Integrable functions.
that
is,
^/
function which
is finite
in an inter
val (a,
said to be integrable in that interval if the two sums b~) S and 5 approach the same limit when the number of the partial
is
is indefinitely increased in such a intervals partial approaches zero.
intervals
way
that each of those
The necessary and sufficient condition that a function be integrable an interval is that corresponding to any positive number e another number rj exists such that S s is less than c whenever each of the
in
partial intervals
is
less
than
-r\.
This condition
limit
7,
is,
first,
we can
find a
number ^
necessary, for if S so small that

|
and S
s
T\
have the same
and
js
7|
are
148
DEFINITE INTEGRALS
[iv,
72
than
each less than e/2 whenever each of the partial intervals s is less than e. Then, a fortiori, S 77. Moreover the condition is sufficient, for we may write *
is
less
s-s = s-i + i- r + r ,
s,
I I and since none of the numbers S s can be negative, I, I each of them must be less than e if their sum is to be less than e. I is a fixed number and e is an arbitrary positive But since I it follows that we must have / = 7. Moreover S I e number, s and / e whenever each of the partial intervals is less than 77, which is equivalent to saying that S and s have the same limit 7.
<
<
The function /(#)

(a,
),
is
and the limit 7
is
then said to be integrable in the interval called a definite integral. It is represented
by the symbol
ff(x)dx,
*J a
"
which suggests its origin, and which is read the definite integral from a to b of f(x) By its very definition 7 always lies between the two sums S and s for any method of subdivision whatever. If any number between S and s be taken as an approximate value of 7, the error never exceeds S s.
dx."
Every continuous function
is
integrable.
The difference S s is less than or equal to (b a), where w denotes the upper limit of the oscillation of f(x~) in the partial intervals. But 77 may be so chosen that the oscillation is less than
a preassigned positive number in any interval less than 77 ( If then 77 be so chosen that the oscillation is less than (./(b
the difference S
s will
70).
a),
be
less
than
e.
Any
in
an
monotonically increasing or monotonically decreasing function interval is integrable in that interval.

/"(
A f unction
(a, 6) if for
>
x)
is
said to increase monotonically in a given interval

,
x"
in that interval /(# ) when any two values x ever x The function may be constant in certain portions of the interval, but if it is not constant it must increase with x. Dividing the interval (a, b) into n subintervals, each less than 77, we may write
>/(")
x".
S
=/<X>
(*!
1
=/(a)(ar
a)
a)
+/(* 2 ) (x _ aJt) +
2
+/(.T )(* 2
1
- xj
-\-
+/() (b - *_!), +f(x n _,} (b - *_,),

72.
*For the proof that I and /
exist, see
73,
which may be read before
TRANS.
IV,
72]
149
for the
is
precisely f(x\), the lower limit subintervals. Hence, subtracting,
upper limit of f(x) in the interval (a, a^), for instance, and so on for the other /"();
-s =
None
(x 1
a) [/(zj)
-/(a)]
+ (* 2
-/(*._,)].
of the differences
which occur
all
in the right-hand side of this

a,
equation are negative, and

are less than
t]
;
of the differences x l
x2
x l}
consequently
or
-<*[/(*)
-/()],
and we need only take
in order to
make 5
<s
<
e.
The reasoning
is
the same for a mono-
tonically decreasing function. Let us return to the general case.
In the definition of the inte
gral the sums S and

sions.
may be replaced by more general expres Given any method of subdivision of the interval (a, i)
s
:
let
i*
s>
*,(>
be values belonging to these intervals in order
(z, _ i
4-
= x i)
Then the sum
(2)
evidently lies between the sums S and s, for we always have 7w f If the function is integrable, this new sum has the ^/(,.) 5 Af,-. limit /. In particular, if we suppose that 1? 2 ^n coincide ,
,
with
a,
ajj,
a;
1 ,
respectively, the
(
sum
(2) reduces to the
sum
(1) considered above
65).
There are several propositions which result immediately from the definition of the integral. We have supposed that a b if we now x _! these two limits a and b, each of the factors x interchange hence changes sign;
<
Ja
Cf(x)dx
=-
Jb
Cf(x)dx.
150
DEFINITE INTEGRALS
from the definition that
C
[IV,
72
It also evidently follows
Jo.
f f(x)dx
f(x)dx
f(x}dx,
at least
I)
lies
is
if c lies between a and b; the same formula still holds when between a and c, for instance, provided that the function f(x) integrable between a and c, for it may be written in the form
C
Jo.
= Cf(x)dx~ f f(x}dx = ff(x)dx

Ja
Jc
Ja
Cf(x)dx
+ f f(x)dx. Jb
If f(x)
=
A<f>(x)
/>
-f B\j/(x),
where A and
/->h
B
I
are
s*b
any two constants,
we have
b
I
Ja
f(x)dx
=A
<f>(x)dx
+B
ij/(x*)dx,
a.
\J a
and a similar formula holds
for the
sum
of any
number
of functions.
The expression
eral
expression. intervals (a, a^),
/(,-) in (2) may be replaced by a still more gen The interval (-, I) being divided into n sub,
(#/_!,
a;,-),
let
us associate with each of the
subintervals a quantity ,, which approaches zero with the length shall say that x x i _ l of the subinterval in question. approaches zero uniformly if corresponding to every positive num
t
We
ber
another positive number

j,<
-rj
such that
whenever
a\
can be found independent of i and x f-1 is less than 77. We shall now
proceed to show that the sum
approaches the definite integral j^ffx^dx as its limit provided that approaches zero uniformly. For suppose that rj is a number
,-
so small that the
two inequalities
are satisfied whenever each of the subintervals x i
x _1
i
is
less
than
17.
Then we may write
/(*-i)(i-*-i)- f
IV,
73]

clear that
151
and
it is
we
shall
have
e
- C f(x)dx
\J a
<
c(b
a)
whenever each of the subintervals

is
is less
than
77.
Thus the theorem
proved.*
73. Darboux s theorem. Given any function f(x) which is finite in an inter val (a, 6); the sums S and s approach their limits I and / , respectively, when the number of subintervals increases indefinitely in such a way that each of them approaches zero. Let us prove this for the sum S, for instance.
We
suppose that a<6, and that/(x) is positive in the interval (a, 6), which can be brought about by adding a suitable constant to/(x), which, in turn, amounts
shall
to adding a constant to each of the sums S. Then, since the number / is the lower limit of all the sums S, we can find a particular method of subdivision, say
a, zi,
x2
-,
Xp-i,
6,
which the sum S is less than I + e/2, where e is a preassigned positive num ber. Let us now consider a division of (a, 6) into intervals less than r;, and let us try to find an upper limit of the corresponding sum S Taking first those inter vals which do not include any of the points x lt x 2 Xp_i, and recalling the
for
.
reasoning of 71, it is clear that the portion of S which comes from these inter vals will be less than the original sum S, that is, less than I + e/2. On the other hand, the number of intervals which include a point of the set Xi, x2 Xp_j cannot exceed p 1, and hence their contribution to the sum S cannot exceed
, ,
(p
1) Mil,
where
is
the upper limit of /(x).
Hence
<I+e/2
+ (p-l)Mr,,
- 1) in order to make S less than and we need only choose r) less than e/2 (p I + f. Hence the lower limit I of all the sums /S is also the limit of any sequence of s which corresponds to uniformly infinitesimal subintervals.
<S
be shown in a similar manner that the sums s have the limit / function /(x) is any function whatever, these two limits I and 7 are in In order that the function be integrable it is general different. necessary and sufficient that 7 = I.
It
may
If the
74.
First law of the
mean
for integrals.
From now on we
shall
assume, unless something is explicitly said to the contrary, that the functions under the integral are continuous.
sign
*
The above theorem can be extended without

;
difficulty to
grals
we
double and triple inte
shall
make
use of
it
in several places
80, 95, 97, 131, 144, etc.).
The proposition is essentially only an application of a theorem of Duhamel s according to which the limit of a sum of infinitesimals remains unchanged when each of the infinitesimals is replaced by another infinitesimal which differs from the
given infinitesimal by an infinitesimal of higher order. (See an article by W. F. Osgood, Annals of Mathematics, 2d series, Vol. IV, pp. 161-178 The Integral as the Limit of a Sum and a Theorem of Duhamel s.)
:
152
Let f(x) and
<
DEFINITE INTEGRALS
(x) be
[IV,
74
in the interval (a, b),
one of which, say
two functions which are each continuous has the same sign
<(:*),
throughout the interval. And b sake of definiteness, that a

<
we
shall suppose further, for the

<f>
and
(x)
>
0.
i>
Suppose the interval (a, b~) divided into subintervals, and let be values of x which belong to each of these o 2,
>
smaller intervals in order.

limits
M and m of f(x)
All the quantities /(,)

:
lie
between the
in the interval (a, b)
Let us multiply each of these inequalities by the factors
respectively,
which
are all positive
by hypothesis, and then add

<(&)
f
z _,) evidently lies The sum S/(&) fa between the two sums ra 2 ,._,). fa o^) and 3/2 fa Hence, as the number of subintervals increases indefinitely, we
them
together.
<()
<()
have, in the limit,
m f $ (x} dx Ja
<,
C /(
Jo.
$ (x} dx
<
Ja
C $ (x) dx,
s*b
Xb
where
/x
f(x}$(x}dx
p.
$(x)dx,
u.
lies
it
tinuous,
which
lies
between m and M. Since the function f(x) is con of the variable assumes the value /t for some value between a and b and hence we may write the preceding
;
equation in the form
(3)
Ja
lies
f /(*)
<(>
(x) dx
= /(*) C $ (x) dx,

/
<(#)
where
between a and b.* If, in particular, =1, the of an inte definition the dx to reduces very integral JH* (b a) by becomes the formula and gral,
(4)
/(*)<&
(*-a)/tf).
* The lower sign holds in the preceding relations only when / (a-) b in any case. that the formula still holds, however, and that
a<
<
= k.
It is
evident
TRANS.
IV,
75]
153
75. Second law of the mean for integrals. There is a second formula, due to Bonnet, which he deduced from an important lemma of Abel s.
Lemma. Let and MO MI If A and B are

ties,
,
e be a set of monotonically p decreasing positive quanti Up the same number of arbitrary positive or negative quantities. respectively the greatest and the least of all of the sums s = u
,
ei,
,
s\
UQ
+
S
MI
e
+
W
+ +
Aeo
u
t>
the
sum
eiWi
>
+
Bf
.
p up
will lie between
Ae Q and
-Be
i-e.
S^
For we have
UQ
SO,
is
Ui=Si
equal to
Up
=
~i
Sp
Sp î,
whence the sum S

So (*0
i)
Si (ei
e
e2
+
ei, ei
,
+
i
Sp-i
e2
, ,
(ep
-i
fp
p)
f
Sp ep
Since none of the differences

limits for
p are negative,
are given by replacing s by their lower limit B. In this way
sp
by their upper limit
two and then
we
find
-f
S
and
is
it is
<
A (e
<j>
ei
ei
e2
+
.
ep_i
v)
= At
likewise evident that
Now
let/(x)
and
(x)
S ^ Be be two continuous functions
of x, one of which,
<
(a;),
a positive monotonically decreasing function in the interval a the integral f^f(x) is the limit of the sum
<j>(x)dx
<
b.
Then
/(a)
<f>
(a) (xi
a)
+ f(xi)
<j>
(xj) (x 2
xa)
. .
The numbers 0(a), 0(xi), form a set of monotonically decreasing positive and numbers; hence the above sum, by the lemma, lies between where A and B are respectively the greatest and the least among the following sums
A<f>(a)
B<f>(a),
/(a)
/(a) /(a)
(X! (xi
a) a)
+/(xi)
+/(xj)
is
(x 2
xi)
(X!
a)
it
(x 2
Xi)
+f(x n -
l)
(b
x n ^).
Passing to the limit,

Ai<f,(a)
and #10
respectively, of
must lie between where AI and BI denote the maximum and the minimum, the integral f^f(x)dx, as c varies from a to b. Since this inte
clear that the integral in question
(a),
(
gral is evidently a continuous function of its upper limit c the following formula
:
76),
we may
write
(5)
f a
/(x)0(x)cZx
0(a)
T
Ja
When the function 0(x) is a monotonically decreasing function, without being always positive, there exists a more general formula, due to Weierstrass. In such a case let us set = (b) + (x). Then f (x) is a positive monoton (x)
<f> <f>
\fs
ically decreasing function.
Applying the formula
(5) to it,
we
find
f(x)dx. Jf a
154
From
this
it is
DEFINITE INTEGRALS
easy to derive the formula
[IV,
76
c/a
C f(x)+(x)dx = C
Ja
f(x)+(b)dx
[0(o)
0(6)]
fV(x) Ja
f i/a
/(x) 0(z) dx
0(a)
f %s)
"u
<*z
0(6)
f(x) dx
is
Similar formulae exist for the case
when
the function 0(x)
increasing.
76. Return to primitive functions. are now in a position to give a purely analytic proof of the fundamental existence theorem ( 67). Let/(x) be any continuous function. Then the definite integral
We
where the limit a

limit x.
We
is regarded as fixed, is a function of the upper proceed to show that the derivative of this function
isf(x).
In the
first place,
we have
>x
=
or,
f Jx
(4),
f(t)dt,
applying the
first
law of the mean
where
lies
between x and x
;
which was
approaches /(x) to be proved.
+ h. As h approaches zero, hence the derivative of the function F(x) is /(x),
All other functions which have this same derivative are given by adding an arbitrary constant C to F(x). There is one such
function, and only one, which assumes a preassigned value x a, namely, the function
T/O
for
When
there
is
no reason
to fear
ambiguity the same
letter
is
used to denote the upper limit and the variable of integration, and dx i g written in place of dt. But it is evident that /*/"(*) f*f(t) a definite integral depends only upon the limits of integration and The letter the form of the function under the sign of integration.
which denotes the variable of integration is absolutely immaterial. Every function whose derivative is /(x) is called an indefinite and is represented integral of /(x), or & primitive function of
/"(x),
by the symbol
r
f(x)dx,
IV,
70]
155
the limits not being indicated.
By
the above
we
evidently have
Conversely, if a function F(x) whose derivative is /(x) can be discovered by any method whatever, we may write
f(x)dx
= =
F(aj)+ C.
In order to determine the constant

left-hand side vanishes for x
a.
C we need only note that Hence C = F(a), and
the the
fundamental formula becomes
(6)
C/ U
f(x)dx
= F(*)-F(a).
by
If in this formula /(a- ) be replaced
F (x),
it
becomes
F (x)dx, F(a)-F(a)*= *Jf a

or,
applying the
first
law of the mean for integrals,
where lies between a and x. This constitutes a new proof of the law of the mean for derivatives but it is less general than the one given in section 8, for it is assumed here that the derivative F (a:) is
;
continuous.
We
tions
whose primitives are known. a few of those which are apparent

a a) dx
shall consider in the next chapter the simpler classes of func Just now we will merely state
at once
:
A(x
(-
a-flÔ;
dx
cos x dx
sin
-f
sin
x dx
=
0;
cos x
-f-
dx
h C,
150
DEFINITE INTEGRALS
[IV,
76
= log/(x) +
The proof
C.
of the fundamental formula (6) was based upon the the function f(x) was continuous in the closed inter that assumption If this condition be disregarded, results may be obtained val (a, b). 2 which are paradoxical. Taking f(x) == I/a; for instance, the for
,
mula
(6) gives
f"^
= i_i.
a
I
}a \J
x2
The
system has a perfectly determinate value, even when a and b have different We shall find the explanation of this paradox later in the signs. taken between imaginary limits. study of definite integrals leads to the equation Similarly, the formula (6)
;
left-hand side of this equality has no unless a and b have the same sign
meaning
in our present the but right-hand side
1
If /(a)
^
/(*>
/()
present. to give them.
between a and b, opposite signs, f(x) vanishes and neither side of the above equality has any meaning for us at shall find later the signification which it is convenient
and/() have
We
Again, the formula (6) 2 /() = !/(!+ * ), we find
may
lead
to
ambiguity.
Thus,
if
arc tan b
arc tan
a.
Here the left-hand side is perfectly determinate, while the righthand side has an infinite number of determinations. To avoid this
ambiguity,
let
us consider the function
This function F(x) is continuous in the whole interval and van Let us denote by arc tan x, on the other hand, an ishes with x. between - Tr/2 and + Tr/2. These two functions have the
angle
iv,
77]
157
same derivative and they both vanish for x = 0. they are equal, and we may write the equality
It follows that
r b dx
\
Jm
= r + x* J
:
dx
;
r a dx
|
-.
+ x* J
= arc tan b
x*
arc tan a,
where the value to be assigned the arctangent always -7T/2 and +7T/2. In a similar manner we may derive the formula
>b
lies
between
f
I/O
dx
arc sin b
arc sin a,
where the radical is to be taken positive, where a and b each lie 1 and + 1, and where arc sin x denotes an angle which between lies between Tr/2 and + Tr/2.
77. Indices.
In general,
when
should choose one of the

of this branch as
initial
the primitive F(x) is multiply determinate, we values F(a) and follow the continuous variation
to
b.
x varies from a
Let us consider, for instance, the integral
J.
where
fobzar*. J. f-^w+/
^+<?
(*)
and where P and Q are two functions which are both continuous in the interval If Q does not vanish time. (a, b) and which do not both vanish at the same between a and 6, /(x) does not become infinite, and arc tan/(x) remains between But this is no longer true, in general, if the equation Q = 7f/2 and + rt/2. has roots in this interval. In order to see how the formula must be modified, let us retain the convention that arc tan signifies an angle between if/2 and + if/2, and let us suppose, in the first place, that Q vanishes just once between a and b We may write the integral in the form for a value x = c.
(x)dx
Ja
where
e
infinite
and e are two very small positive numbers. Since /(x) does not become c + e and 6, this may again be written between a and c e, nor between
f dx
arc tan/(c
e)
arc tan/(a)
+
Several cases
ness, that/(x)
arc
tan/ (6)
arc tan/(c
fC+t
I
Jc-e
may now present
themselves.
Suppose, for the sake of definite-
be positive
becomes infinite by passing from and very large, and arc tan /(c e)
oo
to
oo.
Then/(c
e)
will
will be very
near to ir/2; while
158
/(c
DEFINITE INTEGRALS
e
)
[IV,
78
will be negative
and very
large,
and arc tan/(c
e ) will
be very near
Also, the integral J^lV wil1 be verv small in absolute value; and, passing to the limit, we obtain the formula
7T/2.
f
Similarly,
it is
f(x)dx
TT
arc tan/(6)
arctan/(a).
passed from
(a, 6)
that it would be necessary to subtract n if /(x) In the general case we would divide the interval into subintervals in such a way that /(x) would become infinite just once
easy to
show
.
co to
in each of them.
Treating each of these subintervals in the above manner and adding the results obtained, we should find the formula
f (x) dx
.
*s
+j
T
(x)
arc tan/(6)
arc tan/(o)
+ (K -
x,
K denotes the number of times that /(x) becomes infinite by passing from co, and K the number of times that /(x) passes from to + The number K K called the index of the function /(x) between a and
where
oo to
oo
oo.
is
6.
When/(x) reduces
to a rational function
Vi/V,
this
index
may
be calculated
by elementary processes without knowing the roots of V. It is clear that we may suppose Vi prime to and of less degree than V, for the removal of a poly nomial does not affect the index. Let us then consider the series of divisions
necessary to determine the greatest common divisor of Fand FI, the sign of the remainder being changed each time. First, we would divide V by FI, obtaining a quotient Qi and a remainder F2 Then we would divide FI by F2 obtaining a quotient Q2 and a remainder Vs and so on. Finally we should obtain a con stant remainder F + 1. These operations give the following set of equations
. , ;
F
F!
= FiQi - F2 = F2 Q2 - F8
The sequence
(7)
of polynomials
F,
FI,
a,
-,
Vr.it
r,
Fr +
-..,
:
Fn
Fn +
has the essential characteristics of a Sturm sequence 1) two consecutive poly nomials of the sequence cannot vanish simultaneously, for if they did, it could be shown successively that this value of x would cause all the other polynomials to vanish, in particular Vn + \; 2) when one of the intermediate polynomials FI,
of changes of sign in the series (7) is not altered, c. _i and Vr + \ have different signs for x It follows that the number of changes of sign in the series (7) remains the same, = 0. If Fi/F passes from + oo to oo, except when x passes through a root of
Pai for
,Vn vanishes,
the
number
c,
if
Fr
vanishes for x
by one, but it diminishes by one on the other hand V\/V passes from co to +00. Hence the index is equal to the difference the number of changes of sign in the series (7) for x = 6 and x = a.
this
number
increases
if
of
78. Area of a curve. can now give a purely analytic definition of the area bounded by a continuous plane curve, the area of the For this purpose we need rectangle only being considered known.
We
IV,
78]
159
72. Let the results of only translate into geometrical language interval in the closed continuous is which function (a, b), f(x) be a in b and that f(x) and let us suppose for definiteness that a
< >
Let us consider, as above (Fig. the plane bounded by the contour AMBB A
the interval.
9, 65), the portion of composed of the seg
axis, the straight lines AA and BB parallel to the y axis, and having the abscissae a and b, and the arc of the curve whose equation is y =f(x). Let us mark off on A B Q a certain A
ment A B
of the
MB
number
are x 1} x 2 ,
whose abscissae P,_i, Pi} and through these points let us draw meet the arc A MB in the points parallels to the y axis which Let us then consider, in respectively. Qi-D Qi, bounded of the the by the contour plane portion particular,
of points of division
,
P l} P2
#;_!, x i}
#2>
0>i>
the highest Qi-iQiPiPi-iQi-i, an(i l et us m ark upon the arc Q.-^Q,and the lowest points, that is, the points which correspond to the and to the minimum m of f(x) in the interval maximum the figure the lowest point coincides with
(#,_!,
a;,-).
(In
<2,-_j.)
Let Rf be the area of the rectangle P base Pi-i-P, with the altitude JJ/ and
i f,
erected upon the let r{ be the area of the

i
si si _
rectangle Pf-iP^Q,--! erected
upon the base P,-^^ with the
alti
tude
Then we have
and the results found above ( 72) may now be stated as follows whatever be the points of division, there exists a fixed number / which is always less than 2A\ and greater than 2r,., and the two sums 2Ri and 2r approach / as the number of sabintervals P ^ P increases in such away that each of them approaches zero. We shall call this common limit I of the two sums 2-Ri and 2r the area of Thus the portion of the plane bounded by the contour AMBB A A.
:
the area under consideration

integral
I
is
defined to be equal to the definite
ax,
(<)
This definition agrees with the ordinary notion of the area of a plane curve. For one of the clearest points of this rather vague notion is that the area bounded by the contour P -iPiQ n Q _ P _ l
i
i i
between the two areas R and r of the two rectangles Pj_iP,-*,- s -i and Pi-iPiiiQi-i; hence the total area bounded by the contour AMBB A A must surely be a quantity which lies between the two
lies
f
(
sums 2/? and 2r,-. But the definite integral / is the only fixed quan sums for any mode of tity which always lies between these two subdivision of A Q B since it is the common limit of 2-R, and
f
,
2r<.
160
DEFINITE INTEGRALS
[IV,
79
The given area may also be defined in an infinite number of other ways as the limit of a sum of rectangles. Thus we have seen that
the definite integral /
is
also the limit of the
sum
where
&
is
any value whatever
in the interval (x _ 1}
t
a;,).
But the
element
represents the area of a rectangle whose base is P.-.jPj is the ordinate of any point of the arc Q _ l n Q It should be noticed also that the definite integral / represents the area, whatever be the position of the arc with respect to the x axis, provided that we adopt the convention made in 67.
of this
sum
and whose altitude
AMR
;
Every
lation of such
definite integral therefore represents an area an integral is called a quadrature.
hence the calcu
The notion
of area thus having been
there remains no reason
why
it
made rigorous once for all, should not be used in certain
renders nearly intuitive. For instance, it is perfectly clear that the area considered above lies between the areas of the two rectangles which have the common base A B and which have the least and the greatest of the ordinates of the arc A
it
,
arguments which
MB,
and whose altitude is the ordinate of a properly chosen point which is a restate upon the arc AMB, ment of the first law of the mean for integrals.
79.
respectively, as their altitudes. a rectangle whose base is A B
It is therefore equal to the area of
tion
The following remark is also important. Let f(x) be a func which is finite in the interval (a, b) and which is discontinuous
in the
finite
manner described below for number of values between
a and
is
b. Let us suppose that /(a-) continuous from c to c + &(&>0),
tain limit,
and that f(c -f c ) approaches a cer which we shall denote
FIG. 11
+ 0), as e approaches zero through positive values and like

f( c
;
suppose that f(x) is continuous between c k and c and - c) approaches a limit that/(c - 0) as e approaches zero f(c through positive values. If the two - 0) are different, the function limits f(c + 0) and f(c f(x) is dis continuous for x = c. It is usually agreed to take for /(c) the
wise let us
IV,
80]
161
value [f(c
number
and
If the function /(a;) has a certain 4- 0) +f(c 0)]/2. of points of discontinuity of this kind, it will be repre Let c sented graphically by several distinct arcs AC, C D, D B.
d, for
example, be the abscissae of the points of discontinuity.

c
Then we
shall write
/~>
s*d
s*b
Xb
f(x)dx
f(x)dx
f(x)dx
I
i/a*
f(x)dx,
i/a
*J c
in accordance with the definitions of
72. Geometrically, this definite BB A A. area bounded by the contour A CC integral represents the If the upper limit b now be replaced by the variable x, the definite
DD
integral
is still
a continuous function of
x.
).
In a point x where f(x)
is
con
tinuous
we
still
have
F (x )=f(x
shall
For a point of discontinuity,
c for
example,
K)
we
have
f(x) dx
S>C+fl
F(c
F(c) =
hf(c
BK),
<
<
1,
and the
ratio \_F(c 0) 0) or f(c A) F(c)]/h approaches f(c or This is an h is as negative. according example of a positive function F(x) whose derivative has two distinct values for certain
values of the variable.

80. Length of a curvilinear arc. Given a curvilinear arc AB; let us take a certain number of intermediate points on this arc, 1 2)
m m
,
m n -\,
and
let
us construct the broken line A?n 1
mn _ B
l
by
connecting each pair of consecutive points by a straight line. If the length of the perimeter of this broken line approaches a
number of sides increases in such a way that each of them approaches zero, this limit is defined to be the length of the arc AB. Let
limit as the
be the rectangular coordinates of a point of the arc AB expressed in terms of a parameter t, and let us suppose that as t varies from
a to
b (a continuous
<
b)
first
the arc
AB
and are continuous and possess and that the point (x, y, z) describes without changing the sense of its motion. Let
the functions /,
derivatives,
<,
\j/
DEFINITE INTEGRALS
be the values of
line.
t
[IV,
80
Then the
side
which correspond to the vertices of the broken c is given by the formula

t
or,
applying the law of the mean to x
#,_!,
-,
where
is
,.,
77,,
&
lie
between
,._!
and
tt
When
the interval
(,._!,
/,)
very small the radical differs very
little
from the expression
In order to estimate the error we
may
write
it
in the
form
A
But we have
!/
.--
.)]
() + / (**1
and consequently
Hence,
if
each of the intervals be made so small that the oscillation
of each of the functions

interval,
/ (*),
<f>
(t),
(*) is less
than c/3 in any
we
shall have
where
M<J
and the perimeter of the broken
line
is
therefore equal to
The supplementary term 2e,-(,than e2(fc that is, than ._,),

#,-
,-_,)
is
less in absolute value

e
c(/>
a).
Since
may
be taken as
small as
small,
it
please, provided that the intervals be taken sufficiently follows that this term approaches zero hence the length S
;
we
of the arc
AB
is
equal to the definite integral
(8)
s=C
c/
(l
This definition
may
be extended to the case where the derivatives
<f>
are discontinuous in a finite
number
of points of the arc
AB,
IV,
80]
163
which occurs when the curve has one or more corners.

divide the arc
continuous.
AB
We need only
,
<
into several parts for each of
which/
^ are
It results from the formula (8) that the length S of the arc between a fixed point A and a variable point M, which corresponds to a value t of the parameter, is a function of t whose derivative is
2 whence, squaring and multiplying by dt we find the formula

,
(9)
dS
= dx +
2
dy*
+ dz
2
,
which does not involve the independent variable. It is also easily remembered from its geometrical meaning, for it means that dS is the diagonal of a rectangular parallelepiped whose adjacent edges are
dx, dy, dz.
Note.
definite integral
Applying the first law of the mean which represents the arc
t
,
MM
2
for integrals to the

1}
correspond to the values

s
of the parameter (^
t
whose extremities * we find ),

>
= arc JUoJ/i = (t, the interval

c,
V/
^).
(0)
+ 4,
(0)
,/,"(0),
where
lies in
n
the chord
c2
M M^ by
(t
On
the other hand, denoting
we have
2
= [/CO -/Co)]
,
ences f(ti)f(tn ),
Applying the law of the mean for derivatives to each of the we obtain the formula
differ
where the three numbers
belong to the interval ( rj, By ^). the above calculation the difference of the two radicals is less than e,
,
provided that the oscillation of each of the functions/ ^), (), is less than e/3 in the interval (# ^). Consequently we have
<
or, finally,
1s
If the arc
MM
Q
is infinitesimal,
tl
approaches zero; hence
c,
and therefore also 1 c/s, approaches zero. It follows that the of an infinitesimal arc to its chord approaches unity as its limit.
ratio
164
DEFINITE INTEGRALS
[IV,
81
Example. Let us find the length of an arc of a plane curve whose as independent equation in polar coordinates is p = /(w). Taking variable, the curve is represented by the three equations x = p cos w, z = hence y = p sin
<o
o>,
ds
or,
dx 2
dy
= (cos
to
dp
ds 2
p sin
2
o>
e?a>)
+ (sin wdp
.
-}-
p cos to
c?w)
simplifying,
dp
+P
d^ 2
Let us consider, for instance, the cardioid, whose equation

p
is
= R + R cos
we have
a).
By
the preceding formula

ds
2
=R
dta [sin
(1
cos
o>)
=4R
cos 2
^ do
2
,
or, letting
o>
vary from
to TT only,
ds
= 2 R cos
f
f/o)
and the length of the arc
is
&R sin
where w and
ities of
u^ are the polar angles
which correspond
to the
extrem
the arc.
The
total length of the curve is therefore 8 R.
81. Direction cosines. In studying the properties of a curve we are often led to take the arc itself as the independent variable. Let us choose a certain sense along the curve as positive, and denote by s
the length of the arc between a certain fixed point A and a vari able point M, the sign being taken or lies in according as the positive or in the negative direction from A. At any point
AM
of the curve let us take the direction of the tangent which coincides with the direction in which the arc is increasing, and let a, be ft,
the angles which this direction makes with the positive directions of the three rectangular axes Ox, Oy, OK. Then we shall have the
following relations
COS
COS
ft
COS y
1
-
dx
dy
dz
~
2
Vrfz
+ dif + dz
ds
which sign to take, suppose that the positive direction of the tangent makes an acute angle with the x axis then x and s increase simultaneously, and the sign + should be taken. If the angle a is obtuse, cos a is negative, x decreases as s increases, dx/ds
find
;
To
IV,
82]

Hence
dz >
165
in
is
negative, and the sign -f- should be taken again. case the following formulae hold
:
any
(10)
cos
= dx
as
>
cos
dy = ~r
as
cos y
ds
where
dx, dy, dz, ds are differentials taken

is
independent variable, which

82. Variation of a
with respect to the same otherwise arbitrary.
of a straight line
segment of a straight line. Let MM^ be a segment whose extremities describe two curves C, C x On
.
each of the two curves
let
us choose a
point as origin and a positive sense of motion, and let us adopt the follow
ing notation s, the arc AM; s 1} the arc the two arcs being taken with l l
:
the same sign
angle between
the length MM the MM^ and the positive di

I,
l
;
B,
rection of the tangent
between
AT,
M and the positive direction

We
MT;
1}
the angle
FIG 12
ds,
of the tangent M^ 7\. try to find a relation
proceed to between $, 6 1 and the differentials
ds l}
dl.
ly
(x, y, z), (x 1} y lt z^ respectively, a, ft, y the direction angles of Then we have direction angles of M^ 7\.
Let
be the coordinates of the points M,
MT, and
ztf,
a^, fa,
y l the
= (x dxj
arO"
+ (y - y^ + (z y,)
from which we may derive the formula

ldl
= (x- x^ (dx
C lf may
dl
+ (y -
(dy
- dyj +
(z
- z^ (dz
dzj,
which, by means
for
of the formulae (10) and the analogous formulae be written in the form
Ix
I
V
I
x,
-
C03
+J
<*!
11
?/, Jl
COS
11
(3
z -j
l>
z,
COS y ds /
I
+
But
/x, -L ^ \ 6
x
cos
-f
>/i
?/,
cos ft
(/
+ -*-j
l>
z,
cos
M M,
(a;
x^)/l, (y
and consequently the

is
y\) fl, (z z-^/l are the direction cosines of Likewise coefficient of ds is cos 0.
the coefficient of ds l
cos ^; hence the desired relation
is
(10
dl =
ds cos 6
ds! cos
0,.
We shall make frequent applications of this formula proceed to discuss immediately.
one such
we
166
83.
DEFINITE INTEGRALS
Theorems
of
[IV,
83
Graves and
of Chasles.
Let
E and E
be two confocal
ellipses,
and
let the
two tangents
MA,
MB to the interior ellipse E be drawn

M, which
difference
lies
MA
and
s
from a point on the exterior ellipse E The arc ANB remains con +
.
MB
stant as the point
M describes the
M
ellipse
and OB, the arc O M, I and I the distances and BM, 6 the angle between MB and the positive
Let
denote the arcs
<r
OA
AM
T. direction of the tangent Since the ellipses T is and are confocal the angle between
MA
and that
BM
),
coincides 6. equal to it Noting that FlQ 13 with the positive direction of the tangent at A, is the negative direction of the tangent at B, we find from the
successively,
dl dl
AM
formula (10
ds
ds
1
d<r
cos 6 cos 6
do-
whence, adding,
d(l
+ )=d (s -s)=d (arc ANB),

l
which proves the proposition stated above. The above theorem is due to an English geometrician, Graves. The following theorem, discovered by Chasles, may be proved in a similar manner. Given an If from a point on that ellipse and a confocal hyperbola which meets it at N. and MB the two tangents branch of the hyperbola which passes through
MA
be drawn to the
ellipse, the difference of
the arcs
NA
NB will
be equal to the
difference of the tangents
MA
MB.
III.
CHANGE OF VARIABLE
number
INTEGRATION BY PARTS
large
of definite integrals
directly yield to the in this section.

84.
which cannot be evaluated two general processes which we shall discuss
Change
of variable.
variable x be replaced by a of the substitution x
If in the definite integral /*/(*) dx the new independent variable t by means
new
<f>(t)
<f>(t),
definite integral is obtained.

is
continuous and possesses a and that proceeds from a to b without changing sense as t goes from a to ft. The interval (a, ft) having been broken up into subintervals by xn _ l} b tn _ let a, x l} x z the intermediate values a, t v t, ft, be the corresponding values of x == Then, by the law of the
Let us suppose that the function continuous derivative between a and
ft,
<f>(f)
l ,
<f>(t).
mean, we shall have
where B
lies
value of
Let between t _ and x which lies between x _ and x

i
?,-.
,-
<(0,-)
be the corresponding
Then the sum
IV.
5*1
(x,
CHANGE OF VARIABLE
167
a)
+ /(&) (x, -
+/(,) (6
its
xn _
approaches the given definite integral as may also be written
limit.
But
this
sum
and
in this
form we see that
it
approaches the
new
definite integral
Ja
as its limit.
C
"
This establishes the equality
(\Y\ L L \J
-
C
I
t
,/
va
is
f(x~\dx v
formula for the change of variable. It is to new differential under the sign of integration is obtained by replacing x and dx in the differential f(x}dx by their values and (t)dt, while the new limits of integration are the values of t which correspond to the old limits. By a suitable choice
be observed that the
<f>(t)
<}>
which
called the
of the function
<()
the
new
integral
may
turn out to be easier to
evaluate than the old, but rules in the matter.
it is
impossible to lay
down any
definite
Let us take the definite integral
/
Jo
for
dx
(x
make
a)*
p*
instance,
and
let
us
the substitution x
-f- fit.
It
becomes
dx
dt
tan
+ arc tan
or,
returning to the variable x,

1 / x - a -arc tan
l ;
\-
arc tan
a -
made in establishing the formula (11) were Thus it is not necessary that the function should always move in the same sense as t varies from a to f3. For defiall
Xot
the hypotheses
necessary.
<()
niteness let us suppose that as t increases from a to y (y /8), then as t increases from y to steadily increases from a to c (c i) decreases from c to I. If the f unction /(x) is continuous in /3,
<
<()
>
<()
the interval (a,

vals (a,
c),
c), (c, b),
the formula may be applied which gives
to each of the inter
168
DEFINITE INTEGRALS
L*v,$84
or,
adding,
On the other hand, it is quite necessary that the function should be uniquely denned for all values of t. If this condition be disregarded, fallacies may arise. For instance, if the formula be
applied to the integral f_ l dx, using the transformation x we should be led to write
+i
<f>(t)
1?
/2
,
/ *-J
which
these
is evidently incorrect, since the second integral vanishes. In order to apply the formula correctly we must divide the interval In the first of 1, 0), (0, 1). 1, -f- 1) into the two intervals ( (
we should
take x
Vr
and
let
vary from 1 to
s
0.
In the
second half interval

to
1.
we
i
should take x
result,
= ~\/t
and
let t
vary from
We
then find a correct

+
namely
<~i
X
Note.
dx
1
t/O
If the upper limits b

it
and
ft
be replaced by x
and
in the
formula (11),
becomes
which shows that the transformation x = F(x), whose derivative is /(#), into a function
is
/[<()]<
<()
carries a function
<()
whose derivative
write, in
().
This also follows at once from the formula for the
derivative of a function of a function.

general,
Hence we may
which
is
the
formula for the change of variable in indefinite
integrals.
ivr,
85]
169
by parts. Let u and v be two functions which, with their derivatives u and v are continuous between a together and b. Then we have
85. Integration
,
d(uv) _ dx
dv
dx
du
dx
whence, integrating both sides of this equation,

b
b
I
we
-----
find
Ja
This
C dhm) = C dv C du dx u \ dx. dx+ v

dx
Ja
dx
Ja
dx
may

f*b
/*b
(12)
u dv
= \_uv~\l -
v du,
\J a
*J a
where the symbol [F(x)] denotes,
in general, the difference
by a variable limit x, but keep the limit a which amounts to passing from definite to indefinite inte constant, grals, this formula becomes
(13)
If
we
replace the limit b
u dv
uv
v du.
Thus the calculation of the integral / u dv is reduced to the cal culation of the integral fvdu, which may be easier. Let us try, for example, to calculate the definite integral
I
rx m logxdx,
xm +
l
ra
+ 1^0.
\J ct
Setting u
= logic,
/(m
+ 1),
the formula (12) gives

i
in
Ja
c\logx.x m
n^+
dx=\
L
"
iogarr
log X
r
I
*
m +1 J
1
+ 1 Ja
16
2
x m dx
+1
m+1
This formula
case
is
Xm +
not applicable
if
~(m+l) m+1 = in
;
that particular
we have
It is possible to generalize the
sive derivatives of the +1 ( u, v , -.., w

"
formula (12). Let the succes two functions u and v be represented by

-,
M",
>;
v",
v (n + \
1
Then
the application of the
170
DEFINITE INTEGRALS
[IV,
85
formula (12) to the integrals

following equations
/>6
fudv, fu
dv<*-",
leads to the
s*b
I
uv (n + 1) dx=
s*\>
udv^
M
=
[>w
(n)
]*
Ja
I
Ja
r>t>
v^dx
Ja
~b
/
u<*>v
=1 Ja
=1 Ja.
^ -(
=
|>
r<"
f
I*I
wV
J*
/-.b
dx
u^do
Ja
=[
(
"]a
Multiplying these equations through by and then adding, we find the formula
+1
and
1 alternately,
+l
C
Ja
(n
n+l) dx which reduces the calculation of the integral fuv^

H
to the cal
culation of the integral In particular this formula applies when the function under the of a polynomial of at most the wth integral sign is the product function v. order of 1) of a known (n degree and the derivative (M + 1) no contains member second the integral For then w 0, and
f*i<
l)
vdx.
signs.
Suppose, for instance, that
we wished
to evaluate the definite
integral
\J
fW(*)*,
a
,
e"
wi n+v where /(x) is a polynomial of degree n. Setting u =/(z), v = e /u) x has been taken the formula (14) takes the following form after
out as a factor
The same method,
or,
what amounts
to the
same
thing, a series of
definite integrals integrations by parts, enables us to evaluate the
Ja
where f(x)
is
c,osmxf(x)dx,
sinmxf(x)dx,
*/m
a polynomial.
IV,
86]
171
s series with a remainder. In the formula (14) let us u replace by a function F(x) which, together with its first n + 1 n derivatives, is continuous between a and b, and let us set v = (b x) Then we have
86.
Taylor
n(b
v<>
and, noticing that
= n(n - l)(b = (-!)!. 2 .--W, y + = 0, = b, vanish for v, v

1
2
,
a;)"-
v"
-re)"-
-.,
"
>
v",
i/"-
a:
we obtain the
following equation from the general formula
= (-!)
n\F(b)
n\F(a)
ri\
-n\F
(a)(b
2
-a)
F<>
-jF
which leads
to the equation
(a) (b
-a)
----
(a) (b
~]
a)
n, -
x)
ay
rb
/
-7
?i
)(a-)(&-a;)
^.
!i/ a
Since the factor

b,
(i
we may apply the law
keeps the same sign as x varies from a to of the mean to the integral on the right,
which gives
I
Ja
\x)(b
- x)dx =
+
F<
(f)
Ja
f (b- x}
dx
where
lies
between a and
b.
Substituting this value in the preced

s
ing equation, we find again exactly Taylor form of the remainder.

87. Transcendental character of e
formula, with Lagrange
From
famous theorem due

Setting a
to
Hermite
1
The number
the formula (15) we can prove a e is not a root of any algebraic

it
equation whose coefficients are
and w
=
JT
all integers.* in the formula (15),
becomes
* The present proof used by Hermite.
is
due to D. Hilbert,
who drew
his inspiration
from the method
172
where
DEFINITE INTEGRALS
[IV,
87
F(x) =/(x)
+/ (z)
and
this again
may be
written in the form
(16)
F(b)
let
=
were the root of an algebraic equation whose
c\e
,
Now
us suppose that
all
coeffi
cients are
integers
c 2 e2
----1-
cm em
0.
Then, setting b
0, 1, 2,
wi,
successively, in the formula (16),

c
,
the results obtained, after multiplying them respectively by
c l5
and adding c m we
,
,
obtain the equation

(17)
e
~* dx
m. We proceed where the index i takes on only the integral values 0, 1, 2, which is up to if the is relation a such that polynomial /(x), show to impossible
,
the present arbitrary, be properly chosen. Let us choose it as follows

:
/(X )
--1
XP~ I
(X
l)p(x-2)P---(x -m)P,
This polynomial
is
(P
I)
1 -
where p
is
i
?
a prime
number
greater than m.
of degree
of the coefficients of its successive derivatives past the pth are integral multiples of p, since the product of p successive integers is divisible for 1) derivatives, vanishes by p!. Moreover /(x), together with its first (p are all integral mul it follows that F(l), F(2), and , F(m) x m, -, 1, 2,
mp
-|-
and
all
tiples of p.
It only
remains to calculate F(0), that
is,
=/(0)
In the
are
all
first
place, /(O)
=/(0) =
= /O- 2
=
>(0)
0,
while /Cp>(0),
/^ +
1)
1
>(0),
have just shown. integral multiples of p, as we - 1) !, I only multiply the coefficient of XP~ in/(x) by (p
To
find
/</
(0)
.
we need
m)p.
which gives
(1
Hence the sum

c
F(0)
is
equal to an integral multiple of
increased by
.
i- c (l
m)p.
,
be divisible p be taken greater than either m or c the above number cannot be an will sum from zero. of the different integer first the hence (17) portion by p We shall now show that the sum
If
;
can be made smaller than any preassigned quantity by taking p sufficiently As x varies from to i each factor of /(x) is less than m hence we have
;
large.
IV,
88]
173
u
M
f(x)e-*dx
it
m mp+ P -\
e~ x dx<
(p-1)!
Jo
(P-1)I
from which
follows that
2<f/(x)<
/o
As p increases indefi c + cm where is an upper limit of + Ci + nitely the function 0(p) approaches zero, for it is the general term of a conver It gent series in which the ratio of one term to the preceding approaches zero. follows that we can find a prime number p so large that the equation (17) is impossible hence Hermite s theorem is proved.
.
| | |
88. Legendre s polynomials.
Let us consider the integral
a polynomial of degree n and Q is a polynomial of degree less us try to determine Pn (x) in such a way that the integral van We may consider n (x) as the nth derivative of a ishes for any polynomial Q. polynomial R of degree 2n, and this polynomial R is not completely determined, for we may add to it an arbitrary polynomial of degree (n 1) without changing
where
Pn (x)
is
than n, and
let
its
nth derivative.
We may therefore
(n
set
Pn = d n R/dx n
together with
its first
1) derivatives,
vanishes for x
where the polynomial E, = a. But integrating
by parts we find
Ja
and
since,
dnE dxrQ Q
by hypothesis,
E(o)=0,
the expression
B
(6)
(a)
0,
-,
B(-J)(o)=0,
~
Qf.*
Q (6)
must also vanish
Q(&)i
R( if
1)
- Q
(b) fi(
- 2)
(6)
(b)
R (b)
Since the polynomial
the integral is to vanish. Q of degree n 1
n
(&)>
>
~l
Qf-
)(b)
0,
is
is to be arbitrary, the quantities are themselves arbitrary; hence we must also have
B(6)
R (b) =
0,
-,
E<-i)(6)
0.
The polynomial R (x)

(x
therefore equal, save for a constant factor, to the product
and the required polynomial save for a constant factor, in the form
a)
(x
b)
;
Pn (x)
is
completely determined,
If
the limits a and 6 are

s
and
1,
respectively, the polynomials
Pn
are
Legendre
(18)
polynomials.
Choosing the constant

n
--
C
2
with Legendre, we will set

!)].
2.4.6...2nax
[(x LV
174
If
DEFINITE INTEGRALS
also agree to set
[IV,
88
we
1,
we
shall
have
l
-AO
y =
1,
y-<M
= x,
JL Z
r = 3x*~
"2i
r X
5x3
-3x
>
2i
In general,
odd with
(
n.
n is a polynomial of degree n, all the exponents of x being even or Leibniz formula for the nth derivative of a product of two factors
17) gives at
(19)
once the formulae
-Z(l)
l,
-T.(-l)
(-!)"
By
(20)
the general property established above,
C
/
X,
i
t <t>(x)dx
0,
where
tf>
(x) is
any polynomial of degree
are two different integers,
we
shall
less than always have
n.
In particular,
if
and n
+
(21)
C
J-i
This formula enables us to establish a very simple recurrent formula between

three successive polynomials n Observing that any polynomial of degree n can be written as a linear function of Xi, n it is clear that we may set
.
are constants. In order to find C3 for example, let us Ci, C2 multiply both sides of this equation by ^Tn _ 2 and then integrate between the limits 1 and + 1. By virtue of (20) and (21), all that remains is
where C
C J_1
+
2
""
"~
and hence C3 = 0. It may be shown in the same manner that C = 0, 5 = 0, The coefficient Ci is zero also, since the product xXn does not contain Finally, to find Co and C 2 we need only equate the coefficients of x n + 1 and then equate the two sides for x = 1. Doing this, we obtain the recurrent formula
.
x".
(22)
(n
+ l)Xn + l
(2n
+ l)xXn +
nX,,_i
0,
which affords a simple means of calculating the polynomials The relation (22) shows that the sequence of polynomials
/oo\
n successively.
\&)
-^-Oi
~TT
~V
-**-!}
~Y~
-"-2i
"
~y
i
-"-n
1 possesses the properties of a Sturm sequence. As x varies continuously from to + 1, the number of changes of sign in this sequence is unaltered except when But the formulse (19) show that there are n x passes through a root of n = 0.
changes of sign in the sequence (23) f or x = has n real roots between the equation n = follows from Rolle s theorem.
1, 1
and none for x = 1. Hence and -f 1, which also readily
IV,
89]
IMPROPER AND LINE INTEGRALS
175
IV.
GENERALIZATIONS OF THE IDEA OF AN INTEGRAL IMPROPER INTEGRALS LINE INTEGRALS*
89. The integrand becomes infinite. Up to the present we have sup finite between the limits of inte posed that the integrand remained In certain cases, however, the definition may be extended gration. Let us first to functions which become infinite between the limits.
consider the following particular case f(x) is continuous for every value of x which lies between a and b, and for x b, but it becomes b. for definiteness that a will suppose a. infinite for x
:
We
<
Then the
b (e
>
integral of f(x)
taken between the limits a

e
+e
and
If
0) has a definite
value, no matter how small
be taken.
it is
this integral approaches a limit as e approaches zero, natural to denote that limit by the symbol
usual and
Jf/(*)
C
Ja +
dx.
If a primitive of /(cc), say F(x~), be
known, we may write
and
it
is
c
sufficient to
examine F(a
zero.
-f-
e)
for convergence
toward a
limit as
approaches
We
r
have, for example,
Mdx
If
fj.
>
lL
increases indefinitely as e approaches zero. 1 and it is than unity, we may write l/e?~ = e Hence in this case clear that this term approaches zero with c.
1,
/u,
the term
is less
l/c^"
But
if
"
the definite integral approaches a limit, and

C"
we may
write
Mdx
I Tr X Ja (
^~
a)
If
fi
1,
we
have;
/: /a4
To sum
M dx = M (b log
and the right-hand side increases indefinitely when
approaches
zero.
up, the necessary and sufficient condition that the given inte should gral approach a limit is that /x should be less than unity.
*It is possible, if desired, to read the next chapter before reading the closing sec tions of this chapter.
176
DEFINITE INTEGRALS
straight line x
[IV,
89
The
tion
is
is
an asymptote of the curve whose equa
U
if
p.
is positive.
It follows
the x axis, the fixed line x b, the curve, and finite value provided that //,<!.
If a primitive of f(x)
is
from the above that the area bounded by

its
asymptote, has a
the given
not known, we
may compare
integral with known integrals. The above integral is usually taken as a comparison integral, which leads to certain practical rules which are sufficient in many cases. In the first place, the limit b
upper
does not enter into the reasoning, since everything depends upon the manner in which f(x} becomes infinite for x = a. We may therefore
replace b by any
to writing
number whatever between a and

.
f*+f
= fa +( + f*
b,
which amounts
infi
number of roots near x the same sign between a and

nite
=
c.
In particular, unless f(x) has an

a,
we may suppose
:
that f(x) keeps
We
will first
prove the following lemma

is
^
<f>
Let $(x) be a function which
and suppose
approaches
that the integral f*
(x)
positive in the interval (a, b), dx approaches a limit as e
zero.
Then, if \f(x)
t
\<<j>(x)
throughout the whole inter
val, the definite integral
fa + f(x)dx
also approaches
b),
limit.
Hf(x )
is
is
immediate.
positive throughout the interval (a, For, since f(x) is less than
</>
the demonstration
(x),
we have
/
*J a
f(x)dx
+
e
<
Ja +
^(x}dx.
e
Moreover f* f(x)dx increases as c diminishes, since all of its ele +f ments are positive. But the above inequality shows that it is con stantly less than the second integral hence it also approaches a limit. If f(x} were always negative between a and b, it would
;
if
be necessary merely to change the sign of each element. Finally, the function f(x) has an infinite number of roots near x = a, we may write down the equation
*Ja
f+
f(x) dx
f
c/a +
[/(*)
e
/(or)
\\dx-f
<Ja
\f(x) dx.
|
+s
The
|/(*)|
second
<$(*).
integral
Now
on the right approaches a limit, since the function f(x) \f(x)\ is either positive
IV,
89]

between a and
b,
177
hence
or zero
and
its
value cannot exceed 2
<(#);
the integral
f
i/a
also approaches a limit, and the lemma is proved. It follows from the above that if a function f(x) does not approach a, but always remains less than a fixed any limit whatever for x
number,
l
fQ
integral approaches a limit. sin(l/x)dx has a perfectly definite value.
the
Thus
the
integral
Practical rule.
the form
Suppose that the function /(#) can be written in
where the function

fjL
<
ij/(x)
remains
\]/
finite
when x approaches
a.
remains less in absolute value than 1 and the function If (x~) a fixed number M, the integral approaches a limit. But if ^ 1 and the absolute value of ty(x) is greater than a positive number ra, the
/JL
integral approaches no limit.

is very easy to prove, for the abso than M/(x aY, and the integral of the 1. latter function approaches a limit, since p, In order to prove the second part, let us first observe that ^(a*)
The
first
part of the theorem

is less
lute value of f(x)
<
keeps the same sign near x = exceeds a positive number m.
a,
We
since its absolute value always shall suppose that \(/ (x)
>
between a and
b.
Then we may write
m
4-
dx
and the second integral increases indefinitely as e decreases. These rules are sufficient for all cases in which we can
find an
for ^/(.i") approaches, exponent p such that the product (x x = a, a limit A different from zero. If /* is less than unity, the limit b may be taken so near a that the inequality
holds inside the interval
(a, J),
where L
is
a positive
number
greater
178
than
I
DEFINITE INTEGRALS
[IV,
89
Hence the
\.
if
p^
1, b
may
integral approaches a limit. be taken so near to a that
On the other hand,
"
I./
V"V
/, r
n a )
\t>.
where I is a positive number less than K\. inside the interval (a, Moreover the function f(x), being continuous, keeps the same sign b hence the integral f f(x)dx increases indefinitely in absolute
>),
value.*
Examples. Let/(x) = P/Q be a rational function. If a is a root m of order m of the denominator, the product (x a) /(x) approaches Since m is at least equal to a limit different from zero for x = a.
unity, it limit as
is
e
clear that the integral f

zero.
f(x)dx increases beyond
all
approaches
But
if
we
consider the function
/(*)
where
is
ative, the
is prime to its deriv -R(ar) /(z) approaches a limit for x = a if a Thus a root of R(x), and the integral itself approaches a limit.
P and R
are
two polynomials and

a)
1/2
product (x
the integral
J f
-\
dx
approaches 7r/2 as e approaches zero. l \ogxdx. The product # 1/2 loga; Again, consider the integral f f has the limit zero. Starting with a sufficiently small value of x, we
may
therefore write log x
<
Mx~ 1/2 where

,
is
a positive
number
chosen at random.
Hence the
Everything which
integral approaches a limit. has been stated for the lower limit a
may
be
repeated without modification for the upper limit b. If the function f (cc) is infinite for x b,we would define the integral Ja /(#) dx to be the limit of the integral / ( x ) dx as c approaches zero. If /(#)
/J*"
is infinite
at each limit,
b
"
we would
as
c
c
define
e
f (x~) dx
as the limit of
the integral
f(x)dx
Let
ently of each other. we may write
both approach zero independ be any number between a and b. Then
and
*The
a limit
first
part of the proposition

/JL
may
also be stated as follows: the integral has

/*
<
can be found (0 an exponent approaches a limit A as a; approaches a,

if
<
1)
the case where
such that the product (x a)>*f(x) A = not being excluded.
IV,
90]
179
r
Ua +
this case.
f
/(*)<&
. f
<J
f(x)dx
+ c
*J c
a-
+f
and each of the integrals on the right should approach a limit in

if f(x) becomes infinite for a value c between a and b, the integral */(%) dx as the sum of the limits of define would we e b and we would proceed two the integrals f~ f(x)dx, f c +f f(x)dx, in a similar manner if any number of discontinuities whatever lay
Finally,
between a and
It should be
b.
noted that the fundamental formula
(6),
which was
established under the assumption that f(x) was continuous between a and b, still holds when f(x) becomes infinite between these limits,
provided that the primitive function F(x~) remains continuous. For the sake of definiteness let us suppose that the function f(x) becomes Then we have infinite for just one value c between a and b.
I
t) a
f(x) dx
is
lim
e
=0t/a
f(x) dx
lim I f(x) dx e = 0c/c + e
and
if
F(x")
a primitive of /(x), this
may
be written as follows
Xft
f(x) dx
lim F(c =0
F(a)
F(b)
lim F(c
f=0
e).
Since the function F(x) is supposed continuous for x c, F(c e) have the same limit F(c), and the formula again e and F(c )
becomes
f j (xj ix
I
*J a
The following example
is
illustrative
1
dx
J
no meaning
in that case.
-Jx
If the primitive function F(x) itself becomes infinite between a and for the integral on the left has as yet b, the formula ceases to hold,
The formulae
for
change of variable and for integration by parts
may
be extended to the
new kinds
of integrals in a similar
manner
by considering them as the limits of ordinary integrals.

90. Infinite limits of integration.
is
Let/(x) be a function of x which

.
>
continuous for
the integral
all
l
Then
values of x greater than a certain number a, has a definite value, no f(x) dx, where I
180
matter
as
I
DEFINITE INTEGRALS
[IV,
90
how large I be taken. If this integral approaches a limit increases indefinitely, that limit is represented by the symbol
f
If a primitive of f(x) be
integral approaches a limit.
f(x)dx.
known, it is easy to decide whether the For instance, in the example

dx
f
Jo
arc tan
the right-hand side approaches Tr/2 as I increases indefinitely, and this is expressed by writing the equation
7T
Ja
Likewise,
if
/
and
//,
2
1
/
is
positive
is
different
1
from
zero,
we have
I
c/a
kdx
If
I
/A is
greater than unity, the right-hand side approaches a limit as
increases indefinitely,
and we may write
kdx
On
the other hand,

I.
if
/i
is less is
nitely with
The same
true for
than one, the integral increases indefi = 1, for the integral then p.
results in a logarithm.
primitive of /(#) is known, we again proceed by com parison, noting that the lower limit a may be taken as large as we Our work will be based upon the following lemma please.
:
When no
Let a, and suppose that (x) be a function which is positive for x l the integral dx a limit. Then the approaches integral f f(x) dx JJ (x) also approaches a limit provided that \f(x) ^ () for all values of
>
<f> <f>
<
x greater than
a.
is
The proof
of this proposition
exactly similar to that given above.
If the function f(x) can be put into the
form
/() =
where the function
*<
ty(x) remains finite when x is infinite, the follow theorems be can ing demonstrated, but we shall merely state them
IV,
91]
181
p.
is
and If the absolute value of ^ (x~) is less than a fixed number greater than unity, the integral approaches a limit. If the absolute value of (x) is greater than a positive number m
(]/
and
p.
is less
than or equal
to
unity, the integral approaches no limit.
For instance, the integral

/
cos ax
iT^
approaches a limit, for the integrand
cos
dx
may
ax
be written
ax
1 cos
i+*-**rT|
and the coefficient of 1/x 2 is less than unity in absolute value. The above rule is sufficient whenever we can find a positive num ber p, for which the product x*f(x) approaches a limit different from zero as x becomes infinite. The integral approaches a limit if p, is greater than unity, but it approaches no limit if p. is less than or
equal to unity.*
For example, the necessary and
sufficient condition that the inte
gral of a rational fraction approach a limit when the upper limit increases indefinitely is that the degree of the denominator should
exceed that of the numerator by at least two units. take
Finally,
if
we
P and R are two polynomials of degree p and r, respectively, the product x r/2 ~"f(x) approaches a limit different from zero when x becomes infinite. The necessary and sufficient condition that the
where
integral approach a limit is that
91.
be less than r/2
1.
The rules stated above are not always whether or not an integral approaches a ing
f(x)
is p.
sufficient for
limit.
determin
for instance, the product x*f(x) approaches zero if than one, and can take on values greater than any given number if p, is greater than one. If p. = 1, it oscillates between + 1
}
= (sin x)/x
None
In the example
less
and
1.
proach a limit.
of the above rules apply, but the integral does ap Let us consider the slightly more general integral
if
* The integral also approaches a limit zero as x becomes infinite.
the product x^f(x) (where
M>
1)
approaches
182
DEFINITE INTEGRALS
[IV,
91
/i e-~The integrand changes sign

study the alternating series
(24)
for
sin -ax S1
a;
dx,
a>0.
=
...
kir.
We
are therefore led to
as
+ (_ !)
27T
.,
where the notation used

/
I
is
the following:
[
/
I
sm x
e~ ax
Jo
sin
BIT
sin --dx,
cc ,
Substituting y
nir for x, the general
term a n may be written
y
an +
a n-
+ WT
n increases, and hence
is
It is evident that the integrand decreases as

i<
Moreover the general term a n
less than
f*(l/mr)dy,
that
is,
than 1/n.
Hence the above
series is convergent, since the
we proceed in the series, and the general term approaches zero. If the upper limit I lies between mr and (n + 1) TT, we shall have
absolute values of the terms decrease as
-dx
Sn
6a n
0<9<1,
where Sn denotes the sum of the first n terms of the series (24). As I increases indefinitely, n does the same, a n approaches zero, and the integral approaches the sum S of the series (24). In a similar manner it may be shown that the integrals
r+*
I
r+
sino; 2 ^x,
I
Jo
Jo
which occur in the theory of diffraction, each have finite values. The curve y = sin a; 2 for example, has the undulating form of a sine curve, but the undulations become sharper and sharper as we go out,
,
sin
since the difference ^/(n x 2 approaches zero as
+ I)TT
n
^/n7^ of two consecutive roots of increases indefinitely.

to
1
Remark. This
indefinitely sin
last
2
oscillates
if
example gives rise between
an interesting remark.
As x
increases
and
1.
Hence an
integral
is,
may
if
approach a limit even
the integrand does not approach zero, that
even
IV,
92J

is
183
is
the x axis
of the
not an asymptote to the curve y

in
= /(x).
The following
sign.
an example
function
same kind
which the function /(x) does not change
The
x6 sin 2 x
it
remains positive when x

f(kn)
is
positive,
and
kit.
In order to show that the integral approaches a limit,
does not approach zero, since let us con
sider, as above, the series

flo
<*i
where
a
=
l
x6 sin 2 x
7t
As x
write
varies
from
nit to (n
1)
TT,
x6
is
6 constantly greater than n
6
,
and we may
l)rr
dx
A primitive
function of the
new
integrand
arc tan
is
==
f n*7t6
+ n n6
tan x),
and as x varies from mt to (n + 1) TT, tan x becomes infinite just once, passing from + co to oo. Hence the new integral is equal ( 77) to 7T/V1+ ns 7f6 and we have
,
*2 _
(n
+ -
Vl +
is
TT"
n3 it
1)
It follows that the series
2a
convergent, and hence the integral J^ /(x) dx
approaches a
if
limit.
On the other hand, it is evident that the integral cannot approach any limit For /(x) approaches a limit h different from zero when x becomes infinite. beyond a certain value of x, /(x) will be greater than h/2 in absolute value
| \
and will not change sign. The preceding developments bear a close analogy to the treatment of infinite series. The intimate connection which exists between these two theories is brought out by a theorem of Cauchy s which will be considered later (Chapter We shall then also find new criteria which will enable us to determine VIII). whether or not an integral approaches a limit in more general cases than those
treated above.
92.
The function
T(a).
The
definite integral
+
(25)
T(a)= f
Jo
Vis
e-*dx
has a determinate value provided that a For, let us consider the two integrals
positive.
r
I
x a - e- x dx,
r
I
-l
-*<fe,
184
DEFINITE INTEGRALS
I
[IV,
93
integral, 1 - a product x f(x) approaches the limit 1 as x approaches zero, and the necessary and sufficient condition that the integral approach a limit is that 1 - a be less than unity, that is, that a be positive. Let us suppose this condition satisfied.
where t is a very small positive number and is a very large positive number. The second integral always approaches a limit, for past a sufficiently large value a+ of x we have x a - e~ x As for the first 1/x 2 that is, e x the
l
<
>x
Then
the
sum
of these
two
limits
is
the function T(a), which
is
also called
Euler
a approaches zero, it is positive when a is positive, and it becomes infinite with a. It has a minimum for = 1.4616321-.., and the corresponding value of T(a) is 0. 8856032-.
infinite as
integral of the second kind.
This function T(a) becomes
Let us suppose that

differential of
a>
1,
and integrate by
parts, considering e~ x dx as the
er x
This gives
but the product x a ~ l e- x vanishes at both limits, since a only the formula
(26)
>
1,
and there remains
r(o)
(a
l)T(o
1).
application of this formula reduces the calculation of Y(a) to the case in which the argument a lies between and 1. Moreover it is easy to determine the value of T(a) when a is an integer. For, in the first
place,
The repeated
and the foregoing formula therefore
gives, for
2, 3,
and, in general,
(27)
if
is
a positive integer,
r(n)
= 1.2.3...(n-l) =
(n-l)l.
Let AB be an arc of a continuous plane curve, be a continuous function of the two variables x and y) where x and denote the coordinates of a point of AB y along AB, y with respect to a set of axes in its plane. On the arc AB let us
93. Line integrals.
let
and
P (x,
take a certain number of points of division li m z whose coordinates are (x lt y^, (x 2 yz ), ., and then upon each (x i; y.), of the arcs _^rn i let us choose another point n { (,., ^.) at random. let us consider the sum Finally,
, , { , , ,
,
(28)
,
*,*! -*,_,
-..
these partial intervals. When the number of points increased indefinitely in such a way that each of the differences x x _ l approaches zero, the above sum approaches a
extended over
of division
is
i
all
IV,
93]
185
limit
which is called the line integral of P(x, y) extended over the arc AB, and which is represented by the symbol
P(x, y)dx.
JAB
In order to establish the existence of this limit, let us first sup pose that a line parallel to the y axis cannot meet the arc AB in more than one point. Let a and b be the abscissae of the points A
and
B, respectively,
is
<(#)
Then
be the equation of the curve AB. a continuous function of x in the interval (a, b), by
let
<f>(x)
<f>(x~)
and
y=
hypothesis, and if we replace y by resulting function $(cc) P[x, <(X)]
in the function P(x, y), the
is
also continuous.
Hence we
have
and the preceding sum may therefore be written
in the
form
*(,) to
a)
It follows that this surn
approaches as
its
limit the ordinary definite
integral
I i/a
&(x)dx=
formula
P[x,
<t>(x)~\dx,
t/a
and we have
finally the
I JAB
P(x, y}dx
I Ja
P[x, t(x)-]dx.
one point,
is
If a line parallel to the y axis can we should divide the arc
meet the arc
AB
in
more than
into several portions, each of
which
met
in but
one point by any line

If the given
(Fig. 14),
parallel to the y axis. arc is of the form A for instance,
CDB
points at
where C and D are which the abscissa has an
extremum, each of the arcs A C, CD, DB satisfies the above condition, and
we may
I
FIG. 14
write
I P(x, y)dx= J,T
JACDB
P(x,
y)dx
JCD
P(x, y)dx
f JOB
P(x,y)dx.
But
it
should be noticed that in the calculation of the three integrals
186
DEFINITE INTEGRALS
[IV,
93
on the right-hand side the variable y in the function P(x, must be replaced by three different functions of the variable
respectively.
in a similar
y)
x,
Curvilinear integrals of the form JAR Q(x, y)dy may be denned manner. It is clear that these integrals reduce at once
to ordinary definite integrals, but their usefulness justifies their introduction. may also remark that the arc AB may be com
We
posed of portions of different curves, such as straight lines, arcs of circles, and so on.
case which occurs frequently in practice is that in which the coordinates of a point of the curve AB are given as functions of a variable parameter
where
<j>(t)
and
\(/(t),
are continuous functions of
together with their derivatives () and t. We shall suppose that as t varies

<
describes the arc AB without changing ft the point (x, y) Let the interval (a, /?) be divided into a the sense of its motion.
from a to
certain
number
tive values of
m,...!
and
and let t _ and t be two consecu which correspond, upon the arc AB, two points whose coordinates are (#,_!, y _i) and (x,-, y ), respec
of subintervals,
to
i
tively.
Then we have
where
0,.
lies
(,-,
between
ti _
and
t{
To
i ;
this value
0,
there corresponds
a point
17,)
of the arc
_l
hence we
may
write
or,
passing to the limit,
f
/.4
P(x,
An analogous
formula for
JQdy may
be obtained in a similar manner.
Adding the two,

(29)
we
find the formula
f
J^l
is if
P<&
-f
Qdy
= f /
which
course,
Of the formula for change of variable in line integrals. the arc AB is composed of several portions of different
<f>(t)
and \fr() will not have the same form curves, the functions along the whole of AB, and the formula should be applied in that
case to each portion separately.
IV,
t)4]
187
of a closed curve. have already defined the area of a of the bounded an arc A MB, a straight line which plane portion by does not cut that arc, and the two perpendiculars AA Q BB let fall
94.
Area
We
from the points A and B upon the straight line ( 65, 78, Fig. 9). Let us now consider a continuous closed curve of any shape, by which we shall understand the locus described by a point whose
=f(), param which assume the same values for two values t and T of the parameter t. The functions f(f) and may have several distinct forms between the limits t and T; such will be the case,
<f>(t)
coordinates are continuous functions x

t
y =
of a
eter
<j>(t~)
for instance, if the closed contour
several distinct curves.
Let
M M
,
be composed of portions of
,
lt
J/2
-,
M_uM
{
if
M_ M
n
lt
denote points upon the curve values t t l} t 2 t _ l t -,

, , i , t ,
corresponding, respectively, to the t n _ j, T of the parameter, which
Connecting these points in order by straight The limit lines, we obtain a polygon inscribed in the curve. approached by the area of this polygon, as the number of sides is indefinitely increased in such a way that each of them approaches
t
increase from
to T.
zero, is called
the area of the closed curve C.*
This definition
is
seen to agree with that given in the particular case treated above. For if the polygon A A(2 1 Q 2 BB A (Fig. 9) be broken up into
small trapezoids by lines parallel to

trapezoids
is
(*,.
AA
{ x
the area of one of these

(a\ -*<_,)/&),
- *,._,)
[/(a-,-)
+ f(x _
cc
f
.
)]/2, or
where
,.
lies
between x^-^ and

this
Hence the area
of the whole
integral
polygon,
in
special
case,
approaches the definite

is
ff(x)dx. Let us now consider a closed curve C which

points
cut in at most two
line parallel to a certain fixed direction. Let us choose as the axis of y a line parallel to this direction, and as the
by any
a;
axis of
curve
lies in
a line perpendicular to it, in such a the quadrant xOy (Fig. 15).
way that the
entire
of the contour C project into a segment ab of the axis and any line parallel to the axis of y meets the contour C in at most two points, m^ and m z Let y v = ^(cc) and ?/2 = 2 (x) be the equations of the two arcs Am v B and Am z B, respectively, and let
The points
Ox,
tl/
which project into a and
us suppose for simplicity that the points A and B of the curve C b are taken as two of the vertices of the
* It is supposed, of course, that the curve under consideration has no double point, and that the sides of the polygon have been chosen so small that the polygon itself
has no double point.
188
DEFINITE INTEGRALS
[IV,
94
The area of the inscribed polygon is equal to the differ polygon. ence between the areas of the two polygons formed by the lines A a, in the two arcs Am 2 B and ab, bB with the broken lines inscribed
AmiB,
respectively.
Passing
to the limit, it is clear that the area
of the curve
is
equal to
the difference between the two areas
bounded by the contours Am^BbaA and Am^BbaA, respectively, that is, to the difference between
the corresponding definite in
tegrals
/tb
X6
\l/ z
(x)dx
^
fydx
and
*J a
These two integrals represent

the curvilinear integral
taken
then
FIG. 15
first
along
Am B
2
along
Am-^B.
If
we
agree to say that the contour
is
described in the positive
sense
observer standing upon the plane and walking around the curve in that sense has the enclosed area constantly on his left
when an
hand
result
(the axes being taken as usual, as in the figure), then the above may be expressed as follows the area O enclosed by the
:
contour
is
given by the formula
r
(30)
J(C)
where the
line integral is to be taken along the closed contour
in
the positive sense.
Since this integral is unaltered when the origin is moved in any way, the axes remaining parallel to their original positions, this same formula holds whatever be the position of the contour the coordinate axes.
C with C
respect to
Let us now consider a contour

whatever.
to
of any
it is
form
We
shall suppose that
possible
draw a
finite
number
pairs of points on
connecting in such a way that the
of
lines
resulting subcontours are each met in at most two points by any line parallel to the y axis.
FIG. 16
the case for the region bounded by the contour C in Fig. 16, which we may divide into three subregions bounded by the contours amba, abndcqa, cdpc, by means of the
is
Such
IV,
95]
189
Applying the preceding formula to each and of these subregions adding the results thus obtained, the line from the auxiliary lines ab and cd cancel each arise which integrals
transversals ab and cd.
other,
and the area bounded by the closed curve C
is still
given by
the line integral

sense.
fydx taken along the contour

that this
in the positive
Similarly,
it
may be shown
same area
is
given by the
formula
(31)
n=
x dy\
J(C
and
finally,
combining these two formulae, we have
(32)
=- f 2
xdy
ydx,
This
J<c
last
where the integrals are always taken in the positive sense. formula is evidently independent of the choice of axes. in the form If, for instance, an ellipse be given
x
=
C
I
a cos
2
"
t,
y
2
b sin t,
its
area
is
fi
2 Jo
ab(cos
t -{-
sm 2 f)dt =
Trab.
95. Area of a curve in polar coordinates. Let us try to find the area enclosed by the contour OAMBO (Fig. 17), which is composed of the two straight lines OA, OB, and the arc A MB, which is
met
in at
most one
,,-/
-^37
point by any radius Let us take vector.

as the pole and a straight line Ox as
/
I
the initial line, and be the let p =

/(o>)
\
FIG. 17
equation
of the arc
A MB.
Inscribing a polygon in the arc A MB, with A and the vertices, the area to be evaluated is the limit of the
triangles as
B
is
as
two of
of such
sum
OMM
1 -
But the area of the triangle
OMM
p(p
Ap) sin
Aw
= Aw
P
I
190
where
DEFINITE INTEGRALS
approaches zero with Aw.
c
[IV,
95
It is easy to show that all the are less than any preassigried number rj provided that the angles Aw are taken sufficiently small, and that we may therefore neglect the term cAw in evaluating the limit.
quantities analogous to
Hence the area sought

is
is
the limit of the
sum 2p 2 Aw/2,
that
is, it
equal to the definite integral
where w t and w 2 are the angles which the straight lines OA and OB make with the line Ox. An area bounded by a contour of any form is the algebraic sum If of a certain number of areas bounded by curves like the above. we wish to find the area of a closed contour surrounding the point 0, which is cut in at most two points by any line through 0, for to 2?r. The area of a con example, we need only let w vary from
vex closed contour not surrounding O (Fig. 17)
ference of the two sectors
is
equal to the dif
and OANBO, each of which may be calculated by the preceding method. In any case the area is represented by the line integral
0AM BO
C in the positive sense. This formula does For if we pass from not differ essentially from the previous one. we have to coordinates rectangular polar
taken over the curve
p cos w,
y dy
&m w
sin
>
dx
= cos w dp
p sin
w c?w,
y dx
=
2
w dp
+ p cos w c?w,
x dy
=p
dta.
whose equation in oblique Finally, let us consider an arc coordinates is y =f(x~). In order to find the area bounded by this BB which are parallel arc AMB, the x axis, and the two lines AA
, ,
AMB
imagine a polygon inscribed in the arc AMB, and let us break up the area of this polygon into small trapezoids by lines parallel to the y axis. The area of one of these trapezoids is
to the
axis, let us
IV,
96]

in the
191
sin
0,

lies in
t
form
~
(z,--i
#,)/()
where
the interval (x _ l; x^.
Hence the area
in question is equal
to the definite integral
sin $
x) dx, f(i
where x
It
and
A"
denote the abscissae

B, respectively.
of the points
A and
may
be shown as in the similar
case above that the area
bounded by
is
A
FIG. 18
any closed contour C whatever by the formula
given
x dy
(O
Note.
y dx.
Given a closed curve C (Fig. 15), let us draw at any point the portion of the normal which extends toward the exterior, and let a, ft be the angles which this direction makes with the axes
of x
and
y,
ft
respectively, counted
is
from
ds cos
to
ft.
TT.
the angle
obtuse and dx
= =
Along the arc Am^B Hence we may write

ds.
y dx
ft is
\J (Am^B)
y cos
ft
Along
Bm A
z
the angle
If
acute, but
dx
is
negative along
Bm A
2
in the line integral.
we agree
ds cos
to consider ds
always as positive,
of the closed
we
shall still
have dx
ft.
Hence the area
curve
may
be represented by the integral
y cos
ft
ds,
where the angle ft is defined as above, and where ds is essentially This formula is applicable, as in the previous case, to a positive. contour of any form whatever, and it is also obvious that the same area is given by the formula
x cos a
ds.
These statements are absolutely independent of the choice of axes.

96. Value of the integral
be represented by the integral

closed or unclosed.
/xdy ydx. It is natural to inquire what will fxdy ydx, taken over any curve whatever,
192
Let
us
consider,
DEFINITE INTEGRALS
for
[TV,
97
example, the two closed curves OAOBO and which have one and three double points, respec It is clear that we may replace either of these curves by a combination tively. Thus the closed contour OA OBO of two closed curves without double points. is equivalent to a combination of the two contours 0-40 and OBO. The integral taken over the whole contour
ApBqCrAsBtCuA
(Fig. 19)
is
0.40 OBO.
equal to the area of the portion less the area of the portion Likewise, the other contour
may
be replaced by the two closed
curves
tour
ApBqCrA and AsBtCuA, and
is
equal to the
sum
the integral taken over the whole con of the areas of ApBsA, BtCqB, and ArCuA, plus twice
the area of the portion AsBqCuA. This reasoning is, moreover, general. Any closed contour with any number of double points determines a certain number of partial areas 2 p of each of which it forms all the boundaries.
<r
<TI,
<r
The
integral taken over the
whole contour
is
equal to a
sum
of the
form
2 p are positive or negative integers which may be found by Given two adjacent areas the following rule separated by an arc ab of the contour C, imagine an observer walking on the plane along the contour in the sense
where mi,
<r
<r,
determined by the arrows ; then the coefficient of the area at his left is one greater than that of the area at his right. Giving the area outside the contour the coeffi cient zero, the coefficients of all the other portions may be determined successively.
If the
joining
this
its
new
is not closed, we may transform it into a closed curve by given arc extremities to the origin, and the preceding formula is applicable to ydx taken over the radii vectores OA region, for the integral fxdy
AB
and
OB
V.
evidently vanishes.
FUNCTIONS DEFINED BY DEFINITE INTEGRALS
97. Differentiation under the integral sign. frequently have to deal with integrals in which the function tcr43e integrated depends not only upon the variable of integration but also upon one or more
We
we consider as parameters. Let f(x, a) be a continuous function of the two variables x and a when x varies from
other variables which
to
to study the function of the variable definite integral

>,r
and a varies between certain limits and a^ We proceed a which is defined by the
Cf(x,a)dx,
Jxn
where a is supposed to have a definite value between a and a lf and where the limits x and X are independent of a.
IV,
97]
FUNCTIONS DEFINED BY INTEGRALS
193
We
(33)
have then
F(a
Aa)
- F(a) =
JjT
[/(*, a
+ Aa) -f(x,
a)] dx.
is continuous, this integrand may be made than any preassigned number c by taking Aa sufficiently small. x in absolute Hence the increment AF(a) will be less than e\X value, which shows that the function F(a) is continuous. If the function f(x, a) has a derivative with respect to a, let us
Since the function f(x, a)
less
write
f(x,
Aa)
- f(x,
a)
= Aa [/. (x,
e]
where
Aa, we
approaches zero with Aa.

find
Dividing both sides of (33) by
and
if
-q
be the upper limit of the absolute values of
c,
\.
the absolute
value of the last integral will be less than ri\X the limit, we obtain the formula
Passing to
(34)
^
da
In order to render the above reasoning perfectly rigorous we must it is possible to choose Aa so small that the quantity c will be less than any preassigned number rj for all values of x between
show that
the given limits x and X. This condition will certainly be satisfied For we have from if the derivative a (x, a) itself is continuous. the law of the mean
f(x,
Aa) -f(x, a) = Aa/, (x, a
0Aa),
<
<
1,
and hence
If the function
for
fa
is
any values of x and
continuous, this difference e will be less than 77 a, provided that Aa is less than a properly
|
chosen positive number h (see Chapter VI, 120). Let us now suppose that the limits X and x are themselves func
ti
denote the increments which correspond to an increment Aa, we shall have

tions of a.
If A.Y
and
Aa:
194
DEFINITE INTEGRALS
[IV,
97
F(a
+ Aa)- F(a) = f Jx
\_f(x,
A,r)
-f(x, a)
f*X+&X
Jx rx
I
/(a,
o
a + Aa) dx
a+
^
f(x,
Jx
or,
applying the
last
first law of the mean two integrals and dividing by Aa,
for integrals to each of the
F(a
4-
Aa)
A F() _ C /(x, a
4- Aa-)
f(x, a)
Aa
J,
Aa
-^/(ô + Â^,
As
limit found above, and passing to the limit
AT
nr
Aa).
Aa- approaches zero the first of these integrals approaches the we find the formula
(35)
^=
is
which
sign.
the general formula for differentiation under the integral
definite integrals,
be reduced to a sum of ordinary evident that the preceding formula may be extended to line integrals. Let us consider, for instance, the line
Since a line integral
may always
it is
integral
F(a)
taken over a curve
f JAB
I
P(x,
y,
a} dx
Q(x, y, a) dy
AB
which
is
independent of
a.
It is
evident that
we
shall
have
F\a)
where the integral
JAB
is to
P a (x,
y,
a)dx
Q a (x,
y,
be extended over the same curve.
On
the
other hand, the reasoning presupposes that the limits are finite and that the function to be integrated does not become infinite between
We shall take up later (Chapter VIII, the limits of integration. in the which these conditions are not satisfied. cases 175)
IV,
98]
FUNCTIONS DEFINED BY INTEGRALS
195
to evaluate certain definite (35) is frequently used are more easily calcu which others them to reducing integrals by
The formula
Thus,
lated.
if
is positive,
we have
1
/
Jo
<-i
va
*
arc tan
p. vo
whence, applying the formula (34) n
1 times,
we
find
r -.i:t...<.-i>r Jo 7S (^
Let us consider, for
all
98. Examples of discontinuity. If the conditions imposed are not satisfied for values between the limits of integration, it may happen that the definite inte
gral defines a discontinuous function of the parameter. example, the definite integral
f
J_
This integral always has a
+
l
*<***
l-2xcosa +
it is
x2
finite value, for

kit, in
the roots of the denominator are
imaginary except when
a=
which case
and posing that sin a ^ nite integral becomes
making
the substitution x
evident that F(a) = 0. Sup = cos a + t sin a, the indefi
/sin
1
2x cos
a dx - = f dt = a + x 2 J 1 + t2
I
arc tan
t.
Hence the
definite integral
F(a) has the value

cos
a\
]
arc tan
cos
sin
a\
)
(1 sin
where the angles are
to be taken
1
between
1
n/2 and x/2.

cos
But
cos
sin
a x
sin
a = -1,
and hence the

sign uniquely that of sin a.
In order to determine the difference of these angles is n/2. notice that the sign of the integral is the same as Hence F(a) = n/2 according as sin a is positive or negative. It follows that the function F(a) is discontinuous for all values of a of the form
we need only
kit.
This result does not contradict the above reasoning in the
least,
however.
e to + e, for example, 1 to + 1 and a varies from For when x varies from the function under the integral sign assumes an indeterminate form for the sets of values a = 0, x = - 1 and a = 0, x = + 1 which belong to the region in ques
tion for
It
any value of e. would be easy to give numerous examples
of this nature.
Again, consider
the integral
-4-
a:
sin
mx
Ux f
dx.
196
Making the
substitution
DEFINITE INTEGRALS
mx =
y,
[IV,
99
we
find
sin
X
where the sign
to be
mx
y
the sign of m, since the limits of the transformed is positive, but should integral are the same as those of the given integral if be interchanged if is negative. have seen that the integral in the second
is
taken
We
member is a positive number ( 91). Hence the given integral is equal to is positive or negative. If m = 0, the value of the according as integral zero. It is evident that the integral is discontinuous for = 0.
N
is
VI.
APPROXIMATE EVALUATION OF DEFINITE INTEGRALS

When
no primitive of f(x)
is
99. Introduction.
known we may
for finding an approximate value of the definite integral The theorem of the mean for integrals f*f(x) dx. furnishes two limits between which the value of the integral must
resort to certain
methods
and by a similar process we may obtain an infinite number of Let us suppose that $(x) <f(x) ty(x) for all values of x between a and b (a Then we shall also have b).
lie,
others.
<
<
s*t>
s*b
/-i
I
<j>(x}dx<
<J
Ja
I f(x)dx<
c/a
If the functions
<(#)
and
^(a;) are
functions, this formula gives
the derivatives of two known two limits between which the value of
the integral must
lie.
Let us consider, for example, the integral
C
"Jo
dx
Vl-a; 4
and the factor
Now Vl-z = Vl - x Vl + x\ between 1 and V2 for all values

4
Vl +
z2
lies
of x between zero
and unity.
Hence the given
integral lies between the
two integrals
r
Jo
that
is,
between Tr/2
r dx Vl-cc V2Jo Vl x and 7r/(2V2). Two even closer

dx
i
2
a
limits
1
may
x 2/2,
s
be found by noticing that

series
(1
z 2 )-
/2
is
greater
1/2
than
which results from the expansion of

I
is
(1 -f 7/)-
by means of Taylor
with a remainder carried to two terms. greater than the expression
Hence the
integral
dx
x 2 dx
IV,
y]
APPROXIMATE EVALUATION
of these integrals has the value Tr/4
(
197
105)
The second
lies
hence /
between Tr/2 and 3 7r/8.
It is evident that the preceding methods merely lead to a rough In order to obtain closer idea of the exact value of the integral.
approximations we may break up the interval (a, 6) into smaller subintervals, to each of which the theorem of the mean for inte
grals
may be
applied.
For definiteness
let
us suppose that the
Let function /(a:) constantly increases as x increases from a to b. a us divide the interval (a, b~) into n equal parts (b nh). Then, lies between the by the very definition of an integral,
^f(x}dx
two sums
= h\f(a) S = h\f(a +
s
h)
+f(a +
2A)
-f
+/(a +
nh)\.
If we take (S + s)/2 as an approximate value of the integral, the The error cannot exceed S-s\/2= [(i - ) /2 n] [/(i) -/(a)] form in the written be value of (S + s)/2 may
.
(/(a)
+ /O
/[a
(ro
- 1) A] +f(a + nh)
2
h and whose bases are /(a + ih) and the whole method amounts to that we ih + may say f(a + 7t), curve under the the area y = f(x) between two neighbor replacing
is
Observing that \f(a ih) the trapezoid whose height
+/[a +
(i
+1) h~\\h/2
is
the area of
ordinates.
ing ordinates by the area of the trapezoid whose bases are the two This method is quite practical when a high degree of
approximation is not necessary. Let us consider, for example, the integral
dx
/
C/O
Taking n
= 4, we
find as the
approximate value of the integral
and the error mate value of

*
is less
TT
than 1/16
is
.0625.*
which
correct to one decimal place,

In fact, the error
is
This gives an approxi 3.1311

about
.00260, the exact
Found from
rr/4.
the formula \S
s\/2.
value being
TRANS.
198
DEFINITE INTEGRALS
[IV,
100
If the function f(x) does not increase (or decrease) constantly as x increases from a to b, we may break up the interval into sub-
intervals for each of
which that condition
is satisfied.
100. Interpolation.
value of the integral f f(x)dx a parabolic curve of order n,
Another method of obtaining an approximate is the following. Let us determine
=
<(z)
a-iX
+
,
1-
a n xn
which passes through (n -f- 1) points B B l} Bn of the curve y =f(x) between the two points whose abscissae are a and b. These points having been chosen in any manner, an approximate
,
value of the given integral
is
furnished by the integral
f
<j>(x}dx,
which is easily calculated. Let (x T/O), (#!, 7/i),

,
(x n
?/)
be the coordinates of the (n

is
<f)(x)
+1)
points
BQ
B!,
Bn
A
The polynomial
h
determined by
Lagrange
interpolation formula in the form
=
<(*)
Z/o
-f
ijt
A*!
-\
i/i
Xf
-\
\-y n
Xn
where the
coefficient of
is
a polynomial of degree n,
i
- EQ) x _ (^ - X (Xo)
~ Xi(*i
(x-x
}(x- x
(X
,
(x
l)
-*<+!)
(*<
- ay) - Xn)
which vanishes for the given values x x, x n except for x x and which is equal to unity when x Hence we have
, ,
=x
f,
U /
a
The numbers x
x
are of the form

a),
<
-f
<
(b
<
a?!
=
<
-f-
$i(&
+
a)
#(&
t,
6t 6H 5 1. Setting x = a + (b proximate value of the given integral takes the form
where
the ap
(36)
(b
a)
(A"
+ K\y\
A .y,,),
where
is

"^^
KI
If
77
dt
we
divide the main interval
ratios are the
the numbers
(a, b) into subintervals whose same constants for any given function /(x) whatever, dn and hence also the numbers K are inde U
, , ,
{ ,
pendent of f(x).
Having calculated these
coefficients once for all,
IV,
101]
,
199
it
only remains to replace y

(36). If the curve f(x)
yi,
yn by their respective values
in the
formula
whose area
is
ically, it is
convenient to divide the interval
to be evaluated is given graph (a, 6) into equal parts,
and
it is
this curve.
only necessary to measure certain equidistant ordinates of = 0, Thus, dividing it into halves, we should take
for the approxi
= 1, which gives the following formula 61 = 1/2, 2 mate value of the integral
:
I =
Qwe
u/o
4yi
y2 )
Likewise, for n
1
=3 =
find the
formula
3// 2
C /0
?
+ 3#! +
7/s)
and for n
4
7
=
~9o
~
(7z/o
Ir

due
to
is
due
to Cotes.
The following method,

(a,
b~)
Simpson,
is
slightly different.
,
Let the interval

,
,
be
divided into 2n equal parts, and let y y 1} ?/ 2 y2n be the ordi nates of the corresponding points of division. Applying Cotes formula to the area which lies between two ordinates whose indices
are consecutive even numbers, such as y and y 2
,
?/ 2
find an approximate value of the given area, in the
and y t form
etc.,
we
whence, upon simplification,

1
we
find
Simpson
formula
?/2n
= -- [2/0 +
2/2
+ 2(y +
2
---- -f y, H
_ 2)
101.
Gauss method.
#,.
the quantities
In Gauss method other values are assigned The argument is as follows: Suppose that we
f(x~)
can find polynomials of increasing degree which differ less and less
from the given integrand

for instance, that
in the interval (a, &).
Suppose,
we can
a,x
write
/(*)
a 2 x*
is
+
less
a^ X
2n
~l
+ 7?
2n
(x)
where the remainder
R 2H (x~)
than a fixed number
for all
200
DEFINITE INTEGRALS
b* The unknown, but they do not occur
Let x
,
[IV,
101
values of x between a and

eral
see.
<(ce)
coefficients a, will be in
gen
shall
let
in the calculation, as
b,
we
x 1}
-,
x n _ be values of x between a and

1
and
1 which assumes the same be a polynomial of degree n Then Lagrange s inter values as does /(ce) for these values of x.
polation formula shows that this polynomial
may
be written in the
form
where
<f
and
ty k
are at
most polynomials of degree n

<f>
I.
It is
clear that the polynomial m (x) depends only upon the choice of x n-i- O n th e other hand, this polynomial <,(#) must x x
o>
i>
">
x = xa _ assume the same values as does x m for x = x x = x l} For, supposing that all the a s except a m and also R^(x) vanish, m reduces to a m $ in (x). Hence the f(x) reduces to a m x and m difference x m (x) must be divisible by the product
, , l
.
</>(a:)
<f>
Pn (x) =
It follows that a
1
"
(x
- XQ) (x >
a-i)
(x
- a^).
<
<J>
nomial of degree
m
in
The
error
made
Pn Q m _ n (x~), where Q m _ n (x) is a poly n and that x m if m n 1. m (x) = dx dx is by Ja (x~) replacing f f(x~) evidently
<f>
m (x)=
n, if ra
<f>
^Mr
*"
j"
4 i=0
VH
7?
2,i
( (
Y \ x i)
1
1
\b
ô
x *i (x \
The terms which depend upon

<*>
i>
the coefficients
a1
-,
a n _ vanish
l
identically, and hence the error depends only, upon the coefficients an + a -2n-\ an(l the remainder R 2n (x ). But this remain der is very small, in general, with respect to the coefficients a n o-n + a.2n _ Hence the chances are good for obtaining a
">
1 ,
high degree of approximation if we can dispose of the quantities x x lt x n _ l in such a way that the terms which depend upon ,
,
a
>
an +
i>
>
a 2n-i a ^ so vanish
f*\>
identically.
For
nb
this
purpose
it is
necessary and
s*b
/
sufficient that the
n integrals
-,
P n Q u dx,
Ja
P^.dx,
Jo.
fc/a
* This is a property of any function which is continuous in the interval according to a theorem due to Weierstrass (see Chapter IX, 199).
(a,
IV,
102]
{
201
i.
should vanish, where Q

already seen the form
(
is
a polynomial of degree
is
We
take
have
88) that this condition
satisfied if
we
Pn
of
**.-;
It is therefore sufficient to
[<*-)
<*-*)]-
take for x
x i}
the equation
Pn =
0,
and these
roots all lie between a

1
x n _ the n roots of and b.

l
We may
may
assume that a
and
1,
since all other cases
be reduced to this by the substitution x = (b + ) /2 + 2 (b a) /2. In the special case the values of x x lf _! are the roots of -,
,
The values of these roots and the polynomial Xn values of K for the formula (36), up to n = 5, are to be found to seven and eight places of decimals in Bertrand s Traite de Calcul
Legendre
s
.
integral (p. 342). Thus the error in Gauss
method
is
C R*(x)dx
Jo,
{
-"j^R^x,)
t
f
*^ a
*,
where the functions ^ (x) are independent of the given integrand. In order to obtain a limit of error it is sufficient to find a limit of R^(x), that is, to know the degree of approximation with which
the function f(x) can be represented as a polynomial of degree 2n 1 in the interval (a, &). But it is not necessary to know
this
polynomial
itself.
Another process for obtaining an approximate numerical value of a given definite integral is to develop the function f(x) in series and integrate the series term by term. We shall see later (Chapter VIII) under what conditions this process is justifiable and the degree of approximation which it gives.
102. Amsler s planimeter. A great many machines have been invented to measure mechanically the area bounded by a closed plane curve.* One of the most ingenious of these is Amsler s planimeter, whose theory affords an interest
ing application of line integrals. Let us consider the areas AI and A* bounded by the curves described by two points AI and A 2 of a rigid straight line which moves in a plane in any manner
arid finally returns to its original position.
Let
(xi, 2/1)
and
(x 2 ,
y 2 ) be the coor
dinates of the points AI and lar axes. Let I be the distance
A,
respectively, with respect to a set of rectangu

,
AiA 2
and
the angle which
A\A Z
makes with
Abakanowicx: Les integraphes,

Villars, 1886).
description of these instruments is to be found in a work by Abdankla courbe integrate et ses applications (Gauthier-
2U2
the positive x axis.
DEFINITE INTEGRALS
[IV,
102
In order to define the motion of the line analytically,
i, j/i,
and 6 must be supposed to be periodic functions of a certain variable parameter t which resume the same values when t is increased by T. We have x 2 = %i + I cos 6, = V\ + I si n an(l hence 2/2
yidx\
+ PdO
sintfdxi
+
The
I(cos0dyi
areas AI and A 2 of the curves described by the points A\ and general conventions made above ( 96), have the following values
AI
Az
:
under the
xidyi
yidxi,
A2
1 - r x 2 dy 2
y z dx 2
Hence, integrating each side of the equation just found,

A2
we
obtain the equation
AI -f
- CdO + -
fcos6dyi
- s m0dx + f (xicosfl +
l
yis\n0)d0\
where the limits of each

of the variable
t.
It is
depends upon integration by parts leads to the formulae

/
the
way
of the integrals correspond to the values t and t Q + T is an integer which evident that fd8 = 2Kn, where On the other hand, in which the straight line moves.
Xi cos 6 d0
Xi sin
01
+
/
sin
dx\
f yi
But
Xi sin
sin
d0
y\ cos
cos 9 dyi
and y\ cos
the preceding equation
may
AI
have the same values for t be written in the form
tQ
and
to
T.
Heuce
A2
+ Knl2 +
CcosOdyi
si
Now let s be the length of the arc described by A i counted positive In a certain sense from any fixed point as origin, and let a be the angle which the positive Then we shall have direction of the tangent makes with the positive x axis.
cos
dyi
sin 6 dxi
(sin
cos
sin
cos a) ds
sin
V da
where
V is the angle
which the positive direction
of the tangent
positive direction
AÂ Z
of the straight line taken as in Trigonometry.
makes with the The
preceding equation, therefore, takes the form

(38)
A2
AI
+ Kxt2 + ifsinVds.
any third point
Similarly, the area of the curve described by line is given by the formula
of the straight
(39)
A3
A!
Kl
+ fsiuVds,
I
where I is the distance AiA & Eliminating the unknown quantity fsinVds between these two equations, we find the formula
.
Aj
IA
(*
1)
AI
+ Kxll\l - Hi
IV,
102]
in the
203

(40)
form
A! (23)
(ik)
Ao (31 )
A 3 (12)
+ K* (12) (23) (31) =
where
denotes the distance between the points Ai and

its
Ak
(i,
1, 2, 8)
taken with
proper sign.
A\A<L
As an
a straight line
of length (a
application of this formula, let us consider 2 describe the 6), whose extremities A\ and
same closed convex curve C. The point A 3 which divides the line ments of length a and 6, describes a closed curve which lies wholly
,
C"
into seg
inside C.
In this case
A2
we have
Ai,
(12)
=
+
a
6,
b,
(23)
==
6,
(31)
=-
a,
K=
whence, dividing by a
AI
A3
rtab.
But AI Hence this area is AS is the area between the two curves C and C independent of the form of the curve C. This theorem is due to Holditch. If, Instead of eliminating JsinFds between the equations (38) and (39), we eliminate AI, we find the formula
.
(41)
A3
s
A2
+ Kx(V* -
2
)
(I
l)CsinVds.
Let
Amsler
planimeter affords an application
of this formula.
.
AiA 2 A s
be a
The point being fixed, the point 2 with another rod (L4 2 rigid rod joined at 3 to which is attached a sharp pointer, is made to describe the curve whose area
A
is
The point A% then sought. describes an arc of a circle or

an entire circumference, accord
ing to the nature of the motion. In any case the quantities A 2
,
-K",
I,
are
all
known, and the area

if
AS can be calculated
tegral Jsin Vds,
the in
is
to be taken over the curve C\ described by the point A\, can be evaluated. This end A\ carries a graduated
circular cylinder whose axis coin cides with the axis of the rod
,
which
f\ **
V
,
FIG. 20
AiA 3 and which can turn about this axis. Let us consider a small displacement of the rod which carries AiA 2 A 3 into the position AiA Âz. Let Q be the intersection of these straight lines. About
Q
as center
AI upon
along
its
Ai a and drop the perpendicular A{P from imagine the motion of the rod to consist of a sliding own direction until AI comes to or, followed by a rotation about Q which
circular arc
draw the
.
AiA 2
We may
In the first part of this process the cylinder would slide, with brings a to A{. out turning, along one of its generators. In the second part the rotation of the cylinder is measured by the arc aA{. The two ratios aA\/A{P and
A{P/axcAiA{ approach
zero.
Hence ccA{
As (sinF
and sinF, respectively, as the arc A[A\ approaches + e), where e approaches zero with As. It follows
is
that the total rotation of the cylinder SAs(sinF + e), that is, to the integral
this rotation is sufficient for the
JsinFds.
proportional to the limit of the sum Hence the measurement of
determination of the given area.
204
DEFINITE INTEGRALS
EXERCISES
[IV, Exs.
1. Show that the sum 1/n + l/(n + !) + + l/2n approaches log 2 as n increases indefinitely. l [Show that this sum approaches the definite integral fQ [1/(1 + x)]dx as its
limit.]
2.
As
in the
preceding exercise, find the limits of each of the sums
n2 +
1
+
1
-5n2 +
1
22
..-
n2
(n
1
I)
Vn2 - 1
the
Vn2 -
22
Vn* -
(n
I)
by connecting them with certain
definite integrals.
In general, the limit of
sum
as n becomes infinite, is equal to a certain definite integral whenever 1 in i and n. a homogeneous function of degree
3.
<f>(i,
n)
is
Show
"
that
the
value
of
the
definite
integral
/2
log sin x dx
is
-(jr/2)log2.
[This
may
be proved by starting with the
known
\)it ^
trigonometric formula
sm
or else
it
2*
n
sin
sm
(n
n
,
2"-
by use of the following almost self-evident

/I,
I
equalities
JT
log sin x dx
fy.
I
log cos x dx
/o
C
/
2
.
/sin2x\
I
_.
log
u
dx. ]
4.
By
the aid of the preceding example evaluate the definite integral
tan x dx
2/
5.
Show
that the value of the definite integral

,1
/
Jo
is
x2
(jr/8)log2.
[Set x
6*.
tan
<p
and break up the transformed
integral into three parts.]
Evaluate the definite integral

/ITT I Jo
log (1
2a
cos x
+ a2
dx
[POISSOK.]
IV, Exs.]
EXERCISES
205
[Dividing the interval from to it into n equal parts and applying a well-known formula of trigonometry, we are led to seek the limit of the expression
?r
ra
-
-log n La
as
2n_!
1
n becomes
>
infinite.
If
lies
between
140.]
and
1,
this limit is zero.
If
a2
1, it is 7t
log
a2
Compare
1.
Show
that the value of the definite integral
sinxdx
/ Vl
J/o o
where a
15*. is
2or cos
+ a2
a
>
positive, is 2
if
<
1,
and
is
2/a
if
1.
Show
that a necessary and sufficient condition that /(x) should be inte-
grable in an interval (a, b) is that, corresponding to any preassigned a subdivision of the interval can be found such that the difference S
number
s of
e,
the
corresponding sums
9.
S and
s is less
than
e.
be two functions which are continuous in the interval (a, 6), be a method of subdivision of that interval. If ,, 77. are any two values of x in the interval (x,-_i, x,-), the sum 2/(,-) (?;,) (x, x,-_i) dx as its limit. approaches the definite integral f^f(x)
<j>(x)
Let/(x) and
and
let (a, Xi, Xj,
b)
<f>
<t>(x)
Show
10. Let/(x) be a function which is continuous and positive in the interval (a, that the product of the two definite integrals
b).
/>*
is
f/l>
minimum when
the function
1
is
a constant.
(
11.
and
Xi.
Let the symbol I* denote the index of a function Show that the following formula holds:
77)
between
where
c
e if
=+
if
/(x
>
and
/(Xi)
<
0, e
=-1
if
f(x
<
and
f(xi)
>
0,
and
/(x ) [Apply the last
and
/(Xi) have the same sign. formula in the second paragraph of
77 to each of the func
tions /(x)
and
l//(x).]
12*. Let U and V be two polynomials of degree n and n 1, respectively, which are prime to each other. Show that the index of the rational fraction V/U between the limits oo and -f oo is equal to the difference between the number of imaginary roots of the equation U + iV = in which the coefficient of i is positive and the number in which the coefficient of i is negative.
[HERMITE, Bulletin de
la Socidte
matMmatique, Vol. VII,

for integrals
p. 128.]
13*. Derive the second theorem of the

parts.
mean
by integration by
206
[Let/(x) and b) and the
<f>(x)
DEFINITE INTEGRALS
be two functions each of which
is
[IV, Exs.
continuous in the inter
val (a,
which, /(x), constantly increases (or decreases) and has a continuous derivative. Introducing the auxiliary function
first of
*(z)
=
Ja
f*<t>(x)dx
and integrating by
parts,
we
find the equation
va
Since /
of the
14.
(x)
f /(x)
dx
</>(x)
= f(b) *(&) - f / va
it
(x)
*(x) dx
always has the same sign,

for integrals to the
only remains to apply the
first
theorem
mean Show
new
integral.]
directly that the definite integral
fxdy
ydx extended over a
closed contour goes over into an integral of the same form when the axes are replaced by any other set of rectangular axes which have the same aspect.
15.
Given the formula

/**
I
Ja
evaluate the integrals
/^fc
i
<J
cos Xx dx
(sin
\b
sin Xa) ,
/ift
I
x 2P + 1 sinXxdx,
a
Jn
x 2^cosXxdx.
Let us associate the points (x, y) and (x y ) upon any two given curves The point whose respectively, at which the tangents are parallel. coordinates are x\ = px + qx yi = py + qy where p and q are given constants, describes a new curve C\. Show that the following relation holds between the
16.
,
and
C",
corresponding arcs of the three curves

Si
ps
qs
17.
Show
that corresponding arcs of the
two curves
x
\
tf(t)
- f(t)
+t
(t),
=V
(t)
- f(t)
-*
()
have the same length whatever be the functions /(f) and

a point of a plane let us n given curves Ci, C*2, Cn which lie distance The locus of the points = holds between the n In) F(li, k)
18.
,
<f>(t).
From
MP
)
k be the M, for which a relation of the form distances is a curve T. If lengths

let
Z,-,
draw the normals -MPi, in the same plane, and
MPn
to
proportional to cF/dli be laid off upon the lines MP^ respectively, according to a definite convention as to sign, show that the resultant of these n vectors gives the direction of the normal to F at the point M. Generalize the theorem for
surfaces in space.
19.
Let
tangent to
that the
C be any closed curve, and let us select two points p and p upon the C at a point TO, on either side of TO, making mp = mp Supposing distance mp varies according to any arbitrary law as TO describes the
.
curve
(7,
show that
the special case where
the points p and p describe curves of equal area. mp is constant.
Discuss
IV, Exs.]
20. Given
EXERCISES
207
any closed convex curve, let us draw a parallel curve by laying oft I upon the normals to the Show that the area given curve. between the two curves is equal to it I2 + s, where s is the length of the given
a constant length
curve.
21. Let C be any closed curve. Show that the locus of the points A, for which the corresponding pedal has a constant area, is a circle whose center is
fixed.
[Take the equation of the curve
C +
in the tangential
form
x cos
y sin t
= /().]
22. Let C be any closed curve, C\ its pedal with respect to a point A, and C 2 the locus of the foot of a perpendicular let fall from upon a normal to C. Show that the areas of these three curves satisfy the relation A = AI A2
and u are the polar coordinates of a point on d, the coordinates of the corresponding point of C2 are p and u + n/2, and 2 those of the corresponding point of C are r = Vp 2 + and = w + arc tan p /p.]
[By a property of the pedal
(
36),
if
p"
<p
23. If a curve
is
rolls
rigidly
connected to the curve
without slipping on a straight line, every point A which C describes a curve which is called a roulette.
its
Show
that the area between an arc of the roulette and
base
is
twice the area
of the corresponding portion of the pedal of the point with respect to C. Also show that the length of an arc of the roulette is equal to the length of the corre
sponding arc of the pedal.
ro
[SXEINEK.]
and be the coordi [In order to prove these theorems analytically, let nates of the point with respect to a moving system of axes formed of the
on C. Let s be the length of the arc tangent and normal at a point counted from a fixed point on C, and let w be the angle between the tangents at and M. First establish the formulae
OM
and then deduce the theorems from them.]

24*.
The error made
in
Gauss method of quadrature may be expressed in

2
the form
/(2n
1
.
>()
r
1
1.2..3...
.
71
-ft
2
1
2n
2n +
Ll
2
,,
(2n
.-,
1)J
100
.,
where
lies
between
and +1.
[MANSION, Comptes renews, 1886.]
CHAPTER V
INDEFINITE INTEGRALS
shall review in this chapter the general classes of elemen functions whose integrals can be expressed in terms of ele tary functions. Under the term elementary functions we shall mentary include the rational and irrational algebraic functions, the exponen
tial
We
their inverses,
finite
function and the logarithm, the trigonometric functions and and all those functions which can be formed by a
number
of combinations of those already named.
When
the
indefinite integral of a function f(x) cannot be expressed in terms of these functions, it constitutes a new transcendental function.
The study
is
of these transcendental functions
and
their classification
one of the most important problems of the Integral Calculus.
I.
INTEGRATION OF RATIONAL FUNCTIONS

Every rational function
/(a:) is
103. General method.
the
sum
of
an integral function E(x) and a rational fraction P(x) is prime to and of less degree than Q(#).
where P(x~)/Q(x"), If the real and
imaginary roots of the equation

be decomposed into a other of the two types
tion
Q(x~)
be known, the rational frac
may
sum
of simple fractions of one or the
A
1
(cc-a)"
MX + N - a) + [(x
2
/3
type correspond to the real roots, those of the second type to pairs of imaginary roots. The integral of the integral function E(x) can be written down at once. The inte
first
The
fractions of the
grals of the fractions of the first type are given
by the formulae
Adx (x-a)
A dx
x a
A
>
(m-l)(a;-a)
=A
log (x
a),
if
m=
For the sake of simplicity we have omitted the arbitrary constant C, which belongs on the right-hand side. It merely remains to examine
208
V,
103]
RATIONAL FLECTIONS
209
the simple fractions which arise from pairs of imaginary roots. In order to simplify the corresponding integrals, let us make the substitution
-\-
fit,
dx
ftdt.
The
integral in question then becomes
MX +
[(x
N
+
J
L-
a)*
W
(i
CMa + N+MQt
(1+
:
0*- J
and there remain two kinds of integrals
tat
r
2
dt
(i
J
Since tdt
grals
is is
+ +
t
a
)"
half the differential of 1

if
given,
>
1,
by the formula
i
tdt
J
or, if
_ __
,
the
first
of these inte
/?
1,
by the formula
tdt
1
The only
integrals
which remain are those
of the type
dt
J
If
= 1,
the value of this integral

dt
1
is
=
t*
arc tan
x
arc tan
If
is
greater than unity, the calculation of the integral
may
be
reduced to the calculation of an integral of the same form, in which the exponent of (1 -f- 2 ) is decreased by unity. Denoting the inte
gral in question
by /, we may write
-j-
/i (1
From
~7T
5T~ dt t
)"
= r
J
I
<
the last of these integrals, taking
tdt
210
and integrating by
[v,
103
t*dt
__ __
parts,
we
find the
formula
1
dt
(i+O"~
2(n-l)(l+<V-
2(-l)J
,
Substituting this value in the equation for 7n that equation becomes

n
2n o 2n
3 O *n-l 2
t
I
2 (n
-!)(! +
2
)"~
Repeated applications of this formula finally lead to the integral arc tan t. Retracing our steps, we find the formula
(2n
3) (2n
5)
where
72
()
is
a rational function of
which
is
is
We will merely
the numerator
observe that the denominator
easily calculated. 2 1 and that (1
)"~
of degree less than 2n 2 (see 97, p. 192). It follows that the integral of a rational function consists of
is
terms which are themselves rational, and transcendental terms of one of the following forms
:
log (SB
a),
log [(x
a)
/8 ],
arc tan
y _ -
f-f
Let us consider, for example, the integral /[l/(# 4 The 1)] dx. denominator has two real roots -f 1 and and two 1, imaginary
roots
+i
and
i.
We may
1
therefore write
x*
~
1
B
Z
Cx
l
7)
x-l
In order to determine A, multiply both sides by x 1 and then set x = 1. This gives A = 1/4, and similarly B = The iden 1/4. assumed written in form therefore be the tity may
r.r
+D
or,
simplifying the left-hand side,
-1
It follows that
C=
1
2(1 + x and 7) =
1
_ Cx + D ~ 2
)
1/2, and
1
we
have, finally,
1
T"
*^
-L
A / ~t V t
!/
\ -Ly
"I
.^ / V Trl*^
^^ 11 /
1-.-
*/
( nr*
\
\
1^
^
/
which gives
rfa;
(x
1\
V,
104]
RATIONAL FUNCTIONS
211
The preceding method, though absolutely general, is not The work may often be shortened by using the simplest. always device. Let us consider, for example, the integral a suitable
Note.
dx
2
1)"
If
>
1,
we may
either break
tions byliieans of the roots formula similar to that for
+1
/.
make
the substitution x
(1 -f
up the integrand into partial frac and 1, or we may use a reduction But the most elegant method is to which gives )/(! 2),
dx
O
/"*
4*
=
~\2
2dz
(!-*)
(I-*)
/1
"
/7
(*
=
1)-
4"-
J
t
rf*
2n 2 by the binomial theorem, it only remains Developing (1 z) to integrate terms of the form Az* where \L may be positive or
negative.
104. Hermite s method.
We
have heretofore supposed that the
fraction to be integrated was broken up into partial fractions, which presumes a knowledge of the roots of the denominator. The fol
lowing method, due to Hermite, enables us to find the algebraic part of the integral without knowing these roots, and it involves
only elementary operations, that
is
to say, additions, multiplications,
and divisions of polynomials. Let f(x)/F(x) be the rational fraction which is to be integrated. We may assume that f(x) and F(x) are prime to each other, and
suppose, according to the theory of equal roots, that the polynomial F(x) is written in the form
we may
X l} A 2 A ^ are polynomials none of which have multiple and no two of which have any common factor. We may now break up the given fraction into partial fractions whose denomina Xp tors are X lt X\, p
where
roots
, ,
X\
where
est
^4, is
t
.
X*
common
a polynomial prime to X For, by the theory of high divisor, if X and Y are any two polynomials which are
212
prime
to each other,
[v,
104
and
any third polynomial, two other poly

that
nomials
A and B may always be found such
Let us set becomes
BX + AY= Z. p X = X Y = X\ Xp and Z =/(*).

lt
,
Then
this identity
BXi
or,
+ AX\--.Xl=f(x),
dividing by F(x),
from the preceding identity that if f(x) is prime to X*. prime to X 1 and B is prime to X\ F(x~), Kepeating the the fraction process upon
It also follows
is
B
and so on, we
finally reach the
form given above.

to obtain the rational part
It is therefore sufficient to
show how
dx
of an integral of the form
/A
where
is
<(.x)
~"
a polynomial which
is
prime to
its
by the theorem mentioned above, and C such that
we can
find
derivative. Then, two polynomials B
and hence the preceding integral may be written
in the
form
f A_dx_ C J ~J
4>*
B<}>+
T(V
V
v
C $dx fBdx r 1+ ~~J J

#>"-
If
is
greater than unity, taking
u=C,
and integrating by
parts,
we
get
C c 4Sdx = J 4?
1
l
C C
fi-"
(n-\}r~
n-lj
whence, substituting in the preceding equation, we find the formula
C A dx
~( W
-1)^"-
C A^dx 1+ J -&=*
V,
104]
RATIONAL FUNCTIONS
is
213
where A!
a new polynomial.
process to the
new
integral,
If n and so on
<
one,
continued until the exponent of and we shall then have an expression of the form
2, we may apply the same the process may always be in the denominator is equal to
>
A dx
*(*>
C \Ldx
V
<f>,
where R(x)
degree we is not necessarily prime to To integrate the latter form we must know the roots of but the evaluation of this integral will intro
<.
a rational function of x, and ^ is a polynomial whose but which may always suppose to be less than that of
is
<,
duce no new rational terms, for the decomposition of the fraction leads only to terms of the two types
\[//<f>
Mx + N
2 (z-a) +
x-a
2 /3
each of which has an integral which is a transcendental function. This method enables us, in particular, to determine whether the
integral of a given rational function
is itself
a rational function.
The necessary and
sufficient condition that this
should be true
is
that each of the polynomials like ^ should vanish has been carried out as far as possible.
It will
when
the process
be noticed that the method used
in obtaining the reduction
for
is
essentially only a special case of the preceding
method.
formula Let us now
consider the more general integral
(Ax*
+ 2Bx +
C)
From
the identity
A(Ax* + 2Bx + C)- (Ax +

it is
B)
= ACdx
B*
evident that
we may
**
write
C J (Ax* +
=
C)
A
AC -
C
B* J (Ax*
2Bx +
2Bx +
1
C)"-
AC-B*J -SJ
Integrating the last integral by parts,
+ B) (Ax ^
(Ax
(Ax*
+ B)dx + 2Bx + C)
we
dx
find
(Ax \
-f
B)
(Ax*
Ax + B Tt + 2Bx +
i
C\
y^v
=
2(n-
Ax + B
C)
n
..
2n-2J
(Ax*
+ 2Bx +
C)
214
whence the preceding
relation
[V,
104
becomes
Ax + B
(Ax*
+ 2Bx +
C)
2(n- \)(AC -
B*)(Ax*
/*
2
+ 2Bx
i
2n-3
2n
AC -
Ax (4z*
(
C]
Continuing the same process, we are led eventually to the integral
dx
Îx 2
+ 2Bx + C
and an arctangent
integral
1
.
which
is
a logarithm
if
B2 -
AC>0,
if
B2 -
AC<0.
As another example, consider the

3
From
C 5x + 3x J (x + 3x+
the identity
dx.
,
5x 3
it is
3x
6x(x
1)
(x
3x
1)
evident that
8
we may
1
write
+ 3x 3x + + (x /5x
Integrating the
first
dx
l)3
6x(x 2
l)
=J ^^3x +
= ~
3
dX
dx
l)*
-J
we
+ (xM
OX
integral on the right by
parts,
find
Cx J (X
6 ( g8
3
+
3X
i)tfg
-x
(X
3
I)
3X
is
+
1)2
dx
(x (
J
z
3x
1)2
whence the value of the given

5x 8
integral
seen to be
3x
-dx
Note. In applying Hermite s method it becomes necessary to solve the fol lowing problem given three polynomials A, B, C, of degrees m, n, p, respectively, two of which, A and B, are prime to each other, find two other polynomials u and v such that the relation Au + Bv = C is
:
identically satisfied.
In order to determine two polynomials u and v of the least possible degree which solve the problem, let us first suppose that p is at most equal to m + 1. Then we may take for u and v two polynomials of degrees n - I and m - 1, The respectively. + n unknown coefficients are then given by the system of
n-
m+
linear
For the determinant of these equations cannot vanish, since, find two polynomials u and v of degrees n - 1 and m - 1 or the identity Au + Bv = 0, and this can be true only when
non-homogeneous equations found by equating the

if it
coefficients.
did,
we could
less
common
which satisfy and B have a
factor.
If the
degree of
is
and obtain a remainder

.
C"
equal to or greater than whose degree is less than
and, making the substitution u - BQ = MI, the relation Au C Aui + Bv This is a problem under the first case.
m + n, we may divide C by AB m + n. Then C = A BQ + C

,
+ Bv = C reduces
to
V,
105]
RATIONAL FUNCTIONS
/R(x, Âx?
it
215
105. Integrals of the type
2Bx
c) dx.
After the
case in
integrals of rational functions grals of irrational functions.
is
natural to consider the inte
We
shall
commence with the
a rational function of x and the square root of a polynomial of the second degree. In this case a simple substitu tion eliminates the radical and reduces the integral to the preceding
which the integrand
is
case.
This substitution
is
is
the radical
of the first degree, say
self-evident in case the expression under b. If we set ax ax b t*,
+ =
the integral becomes
Cll(x,
âx^b]dx =
J/V \
t]
>
and the integrand of the transformed integral is a rational function. If the expression under the radical is of the second degree and has two real roots a and b, we may write
A(x-a)(x-b) = (x-b)
and the substitution
or
= Aa - bt A t*
2
>
actually removes the radical. If the expression under the radical sign has imaginary roots, the above process would introduce imaginaries. In order to get to the
bottom of the matter,
let
y denote the radical
Âx
-f
2Bx
C.
Then x and y
equation
(1)
is
are the coordinates of a point of the curve
whose
= Ax +
2
2Bx
C,
it is evident that the whole problem amounts to expressing the coordinates of a point upon a conic by means of rational functions of a parameter. It can be seen geometrically that this is possible.
and
For,
if
a secant
J3
t(x
a)
be drawn through any point (a, /3) on the conic, the coordinates of the second point of intersection of the secant with the conic are
given by equations of the functions of t.
If the trinomial
first
degree,
and are therefore rational
Ax 2
+ 2Bx + C
cient
A must be
positive, for if it is
has imaginary roots, the coeffi not, the trinomial will be

is
negative for all real values of x.
In this case the conic (1)
an
216
hyperbola.
[V,
105
straight line parallel to one of the asymptotes of
this hyperbola,
= x Vyi + t,
r~
cuts the hyperbola in a point whose coordinates are
t*
C
2t
t*
2B
If
2B
an ellipse, and the trinomial A x 2 + 2Bx + C must have two real roots a and b, or else the trinomial is negative
<
0,
the conic
is
for all real values of x.
The change
cisely that
which we should obtain by cutting

y
of variable given above is pre this conic by the

a)
.
moving secant
t(x
As an example
let
us take the integral
(x
+ k) Vz + k
2
The
x
auxiliary conic if
+y=
bola in
= x + k is an hyperbola, and the straight line which is t, parallel to one of the asymptotes, cuts the hyper a point whose coordinates are
2
Making
the substitution indicated by these equations,
we
2
find
_ =
dt ft* ~
+
*
k\
C dx _
4tdt
J
_
x
7~
+
k
or, returning to the variable x,
dx
Vcc 2
where the right-hand side

In general,
if
is
determined save for a constant term
AC
Ix
is
not zero, we have the formula

1
Ax + B
(Ax
2Bx
+ Cy
AC
B VAx 2 + 2Bx + C
2
In some cases it is easier to evaluate the integral directly without removing the radical. Consider, for example, the integral
dx
2Bx
+C
V,
105]
RATIONAL FUNCTIONS
A
is
217
be written
ff the coefficient
positive, the integral
may
or
_ C J Â*x + 2ABx + AC J = setting Ax + B

r
^/Adx
2
t,
VJdx + ) + AC 2
B*
r
-
dt
ÂJ
dx
t-AC
B*
x,
-VA
the formula
Returning to the variable
we have
f 2Bx
+C
is
+A
Ax*
+ 2Bx
be written in
2 If the coefficient of x
negative, the integral
may
the form
/7
2
/*
I
doc
V- Ax + 2Bx + C J VJ
+B
2
B 2 - (Ax - BY
Hence, making the
The quantity A C
substitution
is
necessarily positive.
Ax - B =
the given integral becomes
^/A C
+B
2
,
r dt V.4 I J Vl Hence the formula
I
t
2
V.4
in this case is
dx
V- Ax +
2
=
2Bx
1
-^=
Ax
arc sin
It is easy to
to
1 show that the argument of the arcsine varies from x the two of varies between roots the trinomial. + In the intermediate case when ^4=0 and B 0, the integral is 1 as
=
:
algebraic
f J
Integrals of the type
dx
- a) V^x + (x
2
2Bx
+C
218
[V,
100
reduce to the preceding type by means of the substitution x We find, in fact, the formula
= a -f 1/y.
dx
(x
a) -^/Ax*
dy
J
where
2Bx
C,
J
B = Aa +
l
A!
= Aa + 2Ba +
2
B,
It should be noticed that this integral is algebraic if and only if the quantity a is a root of the trinomial under the radical. Let us now consider the integrals of the type f Va: 2 A dx. Inte
grating by parts,
we
find
rVa;"
+ A dx = x Va: + A
2
On
the other
hand we have
2
fx
.
dx
I. = C Va;
I
Va: 2
-f
A dx
r
I
Adx
-
Va; 2
J
Va: 2
=
From
Va: 2
-\-Adx-A
log (x
+ A)
these two relations
it is
easy to obtain the formulae
(2)
+ A + - log
(or
Va: 2
^),
C / J
7 +A
2 *
in like
The following formulae may be derived
manner:
x*dx
(5)
arc sin
106. Area of the hyperbola. The preceding integrals occur in the evaluation of the area of a sector of an ellipse or an hyperbola. Let us consider, for
example, the hyperbola
V,
106]
RATIONAL FUNCTIONS
219
and
x
let
axis,
and the ordinate MP.
us try to find the area of a segment bounded by the arc AM, the This area is equal to the definite integral
AMP
a
that
is,
Vx 2
a2 dx
by the formula
(2),
a2
a2 log (?-
But
MP = y =
(6/a)
Vx 2
a 2 and the term (b/2a) x

,
Vx 2
a2
is
precisely the
area of the triangle OMP. Hence the area the arc and the radii vectores OA
of the sector
AM
is
0AM, bounded
by
and OM,
S=
1 e*
2
.
/x
loj
I
+ Vx 2 a
a2\
I
V
,
1 x =oft log (
\a
This formula enables us to express the coordinates x and y of a, point of the hyperbola in terms of the area S.
In fact, from the above and from the
M
FIG. 21
equation of the hyperbola, show that
it is
easy to
(e"
h b
cosine
The functions which occur on the right-hand and sine :

cosh x
side are called the hyperbolic
e*
+
2
e~ x
sinh x
=
2
The above equations may

x
therefore be written in the form
a cosh
2S
ab
, b sinh
ab
These hyperbolic functions possess properties analogous to those of the trigo nometric functions.* It is easy to deduce, for instance, the following formulae
cosh 2 x cosh
(x
sinh (x
*
is to
+ +
y) y)
x = = cosh x cosh y + = sinh x cosh y +

sinh 2
1,
sinh x sinh y,
sinh y cosh
x.
table of the logarithms of these functions for positive values of the argument be found in HoueTs Recueil desformules
numeriques.
220
may be shown may be expressed
It
in like in
[V,
107
manner that the coordinates of a point on an ellipse terms of the area of the corresponding sector, as follows
:
a cos
2S
,
ab
2S
ao
b sin
In the case of a circle of unit radius, and in the case of an equilateral hyperbola whose semiaxis is one, these formulae become, respectively,
x z
It is
= =
cos2S, cosh2S,
7/
= sin2-S; = sinh2/S.
evident that the hyperbolic functions bear the same relations to the equi lateral hyperbola as do the trigonometric functions to the circle.
107. Rectification of the parabola. Let us try to find the length of the arc of = x 2 between the vertex and any point M. The general
a parabola 2py formula gives
.
or,
Jo
applying the formula
d pj7w^y *
(2),
W
x*
r^sv
P
2p
The algebraic term in this result is precisely for we know that OT = x/2, and hence
x2
4
If
the length
MT
of the tangent,
x2
4
x 2 (x 2
-4-
v^)
4p*
4p
we draw
the straight line connecting
T to
the focus F, the angle
MTF will
Hence we
be a right angle. have
FT
n2
a-2
H.J
=I
curi
whence we may deduce a
ous property of the parabola. Suppose that the parabola rolls without slipping on the x
"
T
is
7""
parabola. When the parabola = arc OM. The point T has come into a to the x axis, tangent at T = 3/T, and the focus F is at a point F which is position T such that
FIG. 22
axis, and let us try to find the locus of the focus, which is sup posed rigidly connected to the
OM
found by laying
nates
off
X and
T F = TF
on a
line parallel to the
axis.
The coordi
Y of
the point
are then
V,108]
and the equation
tions.
RATIONAL FUNCTIONS
of the locus is given first we find
221
by eliminating x between these two equa

!
From
the
x
to
+ Vx 2 + p 2 = pe P
Vx2 +
which we may add the equation

x
_
2
j>
=
is
_ pe
P
p*.
since the product of the two equations, we find
two left-hand
sides
equal to
Subtracting these
and the desired equation of the locus
is
p
Its
This curve, which

is
somewhat
is called the catenary, is quite easy to construct. similar to that of the parabola.
form
108. Unicursal curves.
grals of algebraic functions.

(6)
Let us now consider, Let

F(x, y)
in general, the inte
be the equation of an algebraic curve, and let R(x, y) be a rational function of x and y. If we suppose y replaced by one of the roots of the equation (6) in R(x, y), the result is a function of the single
variable x, and the integral
called an Abelian integral with respect to the curve When (6). the given curve and the function R(x, y) are arbitrary these inte grals are transcendental functions. But in the particular case where
is is unicursal, i.e. when the coordinates of a point on the curve can be expressed as rational functions of a variable param eter t, the Abelian integrals attached to the curve can be reduced at
the curve
once to integrals of rational functions.
For, let
be the equations of the curve in terms of the parameter t as the new independent variable, the integral becomes
t.
Taking
R(x, y}dx
is
and the new integrand
evidently rational.
222
It is
shown
in treatises on Analytic
[v,
108
Geometry* that every
uni-
cursal curve of degree n has (n l)(n conversely, that every curve of degree n
2)/2 double points, and, which has this number of
double points is unicursal. I shall merely recall the process for obtaining the expressions for the coordinates in terms of the param
Given a curve C B of degree n, which has 8 = (n !)(. 2)/2 double points, let us pass a one-parameter family of curves of degree 3 ordinary points 2 through these 8 double points and through n n
eter.
on Ca
These points actually determine such a family, for
1,
whereas (n 2)(n -(-l)/2 points are necessary to determine uniquely 2. Let P(x, y) + tQ(x, ?/) = be the equation a curve of order n of this family, where t is an arbitrary parameter. Each curve of the
family meets the curve
C n in
n(n
2) points, of
which a certain
num
3 ordinary points chosen ber are independent of t, namely the n above and the 8 double points, each of which counts as two points of
intersection.
But we have
- 3 + 28 = n - 3 + (ft -l)(n - 2) = n(n - 2) -1,

and there remains just one point of intersection which varies with t. The coordinates of this point are the solutions of certain linear equa tions whose coefficients are integral polynomials in t, and hence they
are themselves rational functions of
t.
Instead of the preceding
we
might have employed a family of curves of degree n 1 through the 3 ordinary points chosen at (n l)(w 2)/2 double points and 2n
pleasure on
If
Cn
=
is
2,
degree
2)/2 (n l)(w therefore unicursal, as
0,
we have
every curve of the second seen above. If n = 3,
the unicursal curves of the third degree 1, l)(w (n 2)/2 are those which have one double point. Taking the double point
as origin, the equation of the cubic is of the
4>s
form
,
(x, y)
fa (x, y)
where
2 are homogeneous polynomials of the degree of their tx through the double point meets the cubic secant y in a single variable point whose coordinates are
<
and
<
indices.
(!,
<&(!,
"
<MM)
Q *i(M)
II,
*See,
e.g.,
Niewenglowski, Cours de Geometric analytique, Vol.
pp. 99-114.
V,
108]
.RATIONAL FUNCTIONS
223
A unicursal curve of the fourth degree has three double points. In order to find the coordinates of a point on it, we should pass a family of conies through the three double points and through another point chosen at pleasure on the curve. Every conic of this family
would meet the quartic
parameter.
intersection, for instance,
The equation which
in just one point which varies with the gives the abscissae of the points of
would reduce to an equation of the first the factors degree corresponding to the double points had been removed, and would give x as a rational function of the
when
We should proceed to find y in a similar manner. parameter. As an example let us consider the lemniscate
which has a double point at the origin and two others at the imagi nary circular points. A circle through the origin tangent to one of the branches of the lemniscate,
x*
t(x
- y}
meets the curve in a single variable point.

equations,
Combining these two
we
find
or,
dividing by x
y,
This last equation represents a straight line through the origin which
cuts the circle in a point not the origin,
a _o
3
*(<
whose coordinates are
t*
+ a + a*
2 )
2 2 _ a t(t
t*
a2)
a<
These results may be obtained more easily by the following process, which is at once applicable to any unicursal curve of the
fourth degree one of whose double points is known. The secant = \x cuts the in lemniscate two whose coordinates are y points
The expression under the

by
cal.
radical is of the second degree. Hence, 2 105, the substitution (1 A) X)/(l (a/t) removes the radi It is easy to show that this substitution leads to the expressions
just found.
224
[V,
109
Note. When a plane curve has singular points of higher order, it can be shown that each of them is equivalent to a certain number of
isolated double points.
In order that a curve be unicursal,
it is suffi
cient that its singular points should be equivalent to (n l)(n 2)/2 For example, a curve of order n which has isolated double points.
1 is unicursal, for a secant through a multiple point of order n the multiple point meets the curve in only one variable point.
109. Integrals of binomial differentials.

in
Among
the other integrals
which the radicals can be removed may be mentioned the follow

:
ing types
R\_x, (ax
b)
\dx
R(X, ~vax
-f-
b, ~V
ex
+ d)dx,
R(x
where a, a
,
a
,
xa \ xa
",
-)dx,
R
a",
denotes a rational function
are commensurable numbers.
sufficient to set
ax
-f b
and where the exponents For the first type it is
q
.
In the second type the substitution
ax
leaves merely a square root of an expression of the second degree, which can then be removed by a second substitution.
t*
+b=
Finally, in the third type we may set x denominator of the fractions n-, a
,
a",
D where
,
is
common
In connection with the third type

differentials of the
we may
consider a class of
form
which are called binomial

three exponents m, n,
differentials.
expression may be x = t D as we have

,
p made
are commensurable.
rational
Let us suppose that the If p is an integer, the
by means of the substitution
just seen.
In order to discover further cases
of integrability, let us try the substitution ax n
t.
This gives
dx
\
/
"
x (ax n
+ by dx = -H |W^ naj \ a /
is
dt.
The transformed
integral
of the
same form
as the original,
and
the exponent which takes the place of p is (m the integration can be performed if (m l)/w
+
is
1) /n an integer.
1.
Hence
V,109]
RATIONAL FUNCTIONS
may
225
On
the other hand, the integral
whence
it is
clear that another case of integrability

is
is
that in which
an integer. To sum up, the np (m one of the three numbers whenever can be performed integration In no other case can the is an integer. (in +p 2^ +l)/n, (m+V)/n
4-
l)/w = (m + l)/w + p
integral be expressed
functional symbols In these cases it
when m,
is
by means of a finite number of elementary n, and p are rational.

n Setting ax
convenient to reduce the integral to a simpler
form in which only two exponents occur.
= bt,
we
find
/As = (a
}
l
t
n
,
dx
1/Asl-, n =dt,
n a
)
x m (ax n
IP /*\!ii lt + bydx = n J
"
"
+
n
1 i
\a/
Neglecting the constant factor and setting q

are led to the integral
/
(m
l)/n
1,
we
tydt.
The
bers p, q,
cases of integrability are those in which one of the three num p q is an integer. If p is an integer and q r/s, we
+
t
should set
us
If q
if
is
l+t =
u*.
Finally,
should set an integer and p r/s, we + q is an integer, the integral may be
written in the form
and the substitution 1 + t = tus where p As an example consider the integral

,
r/s,
removes the
radical.
Vl +
x 3 dx
Here
is
m = 1,
= 3, p = 1/3,
case.
and (m
+ l)/w + p = 1.
Hence
this
an integrable
3 Setting x
t,
the integral becomes
dt,
and a second substitution
+ =
t
tu 8 removes the radical.
226
ELLIPTIC
[V,
110
II.
AND HYPERELLIPTIC INTEGRALS

Let P(x) be an integral polynomial
to its derivative.
110.
Reduction
of integrals.
is
of degree/?
which
prime
The
integral
where R denotes a rational function of x and the radical y
Vp(ce),
cannot be expressed in terms of elementary functions, in general, when p is greater than 2. Such integrals, which are particular
result in algebraic
of other integrals
cases of general Abelian integrals, can be split up into portions which and logarithmic functions and a certain number
which give rise to new transcendental functions which cannot be expressed by means of a finite number of elemen
tary functional symbols. proceed to consider this reduction. The rational function R(x, y) is the quotient of two integral polynomials in x and y. Replacing any even power of y, such as 2q 9 g+ l q y by [P(V)] and any odd power, such as y* by y [_P(x)~] we may evidently suppose the numerator and denominator of this frac
>
>
We
tion to be of the first degree in y,
A
in R(x, J) v
+ By + Dy
>
where A, B, C, D are integral polynomials numerator and the denominator each by C by P(x), we may write this in the form
R(x, y}
--
in x.
Multiplying the 2 Dy, and replacing y
are polynomials. The integral is now broken of which the first up parts, JF/K dx is the integral of a rational function. For this reason we shall consider only the second
where
F, G,
and
into
two
integral
fOy/K dx, which may
also be written in the
form
fpft
where
tion
M and N are
may
integral polynomials in
x.
The
rational frac
M/N
be decomposed into an integral part E(x) and a
sum
of partial fractions
V,lio]
ELLIPTIC

,-
227
where each of the polynomials A is prime to its derivative. shall therefore have to consider two types of integrals,
l
We
/x V
If the degree of P(x) in terms of the first p
algebraic expressions.
dx
Adx Ym may be expressed Yp _ 2 and certain

-,
,
is
p, all the integrals 1 of them, F , Yi}
For, let us write
P(X)
It follows that
a xp
a^x*
~JZ(
2
mP(x) _ 2mx
1
VP(Z)
x m P (x)
The numerator
highest term
is
of this expression
is
.
of degree
m +p
1,
and
its
(2m
+ p~)a
~ x m+p l
Integrating both sides of the
above equation, we find
2x
Vp(xj=(2m+p}a Ym+p _ +
l
.--,
where the terms not written down contain integrals of the type Y whose indices are less than m + p 1. Setting m = 0, 1, 2,
,
succes successively, we can calculate the integrals Yp _ l} Yp 1 integrals sively in terms of algebraic expressions and the p
,
YO>
YI,
Yp _ 2
respect to the integrals of the second type we shall distin the two cases where is or is not prime to P(x)> guish
With
1) If X is prime to P(x), the integral Z n reduces an algebraic term, a number of integrals of the type
to
,
the
sum of
Yk and a new
integral
B dx
fX V P(x)
where
is
a polynomial whose degree

to its derivative
is less
than that of X.
and also to P(ar), X n is prime to PA". Hence two polynomials A and fi can be found such that + p.X P = A, and the integral in question breaks up into two parts:
Since
X is prime
XX"
f ii== f *^_ J X n ^P(x) J VP(X)
c J
Xn
228
first
[V,
110
The
part
is
a
>
sum
of integrals of the type Y.
In the second
integral,
when n
1, let
us integrate by parts, taking

1
*3/
f I
~\./ T-)
tt
TT~"
**
(n
-I)*i
which gives
r^px dx =
J
-pV7>
rwp + pp*
1
(n-l)X
n~
n-lJ
^
X
2J"-
VP(a:)
The new integral obtained is of the same form as the first, except is diminished by one. that the exponent of Repeating this is i.e. as long as the exponent of as often as possible, process of the form a result obtain we than finally unity, greater
P(x)
J .YVP
VP
Xn ~
B may
where B, C, D are all polynomials, and where the degree of always be supposed to be less than that of X.
2) If
P=
have a common divisor D, we shall have X = YD, SD, where the polynomials D, S, and Y are all prime to each Hence two polynomials X and other. may be found such that n in the form written be = the and A XD + integral may
and
/u.
p.Y",
C \dx
fidx
/Adx jpVp
The
first
J r n Vp
is
J Dn
The
of the
new
integrals
of the type just considered.
second integral,
where
D is a factor of P, reduces to the sum of an algebraic term a number of integrals of the type Y. and
For, since
Dn
is
nomials A! and
//,!
prime to the product D S, we can find two poly such that X^" -f piD S = /x. Hence we may write
dx_
n
>
C J
Replacing form
VP J VP
= C\dx + Cr^
J
D"
VP
by DS,
let
us write the second of these integrals in the
V,110]
ELLIPTIC
it

by
parts, taking
229
and then integrate
-11 |
which gives
Cjidx^
r,
J
;
D"VP
This
is
nent n
again a reduction formula but in this case, since the expo even 1/2 is fractional, the reduction may be performed
occurs only to the first power in the denominator, and an expression of the form obtain finally
when
we
p.dx
n
KVP
C Hdx
J D VP
where
"fP
H and K are
polynomials.
To sum up our
results,
we
see that the integral
M dx
can always be reduced to a sum of algebraic terms and a number of
integrals of the
two types
JO
///)
\JiJCi
"V
-**-\
/7 Tf UJU
/rpftl
VP
xVp
is
where
ra is less
than or equal to
also to P,
derivative
and
p 2, where X and where the degree of
prime
is less
to its
than
that of X.
This reduction involves only the operations of addition,
multiplication, and division of polynomials. are known, each of the rational If the roots of the equation into a sum of partial fractions of can be broken fractions
X=
up
X /X
l
the two forms
Bx + C
x-a
r J (x x which reduce
to allow a to
(x-af + p*
This leads to the two new types
where A, B, and C are constants.
dx
a a)
VP(V>
C (Bx J [_(x x - a) 2 +
namely the
first
2 /3
to a single type,
have
imaginary values.
we agree sort are this of Integrals

of these, if
230
[V,
110
called integrals of the third kind. Integrals of the type called integrals of the first kind when ra is less than p/2
Ym
1,
are
and
is equal to or greater are called integrals of the second kind when 1. than p/2, Integrals of the first kind have a characteristic
property,
indefinitely,
(
they remain
finite
when
the
upper limit increases
and also when the upper
limit
89, 90); but the essential distinction
is a root of P(x) between the integrals of
the second and third kinds
time without proof.

pointed out
Note.
later.
The
real distinction
must be accepted provisionally at this between them will be
Up
to the present
degree
of the
we have made no assumption about the polynomial P(x). If p is an odd number, it may
For, suppose that P(x)
is
always be increased by unity. 1 nomial of degree 2q

:
a poly
P(x)
=
=
A x*a
-f-
A.x^-*
.-.
+ A.
2q
_v
Then
gives
let
us set x
1/y,
I i y
where a
is
not a root of P(z).

\
This
P(x)=P(a)
where P^
(y) is a
+ P (a)
...
+ I__Lii p(2<,-l)( fl
-i-j
1
<
P,((/\ fJ-134, 2
"
(2q
1)! y-
i/
polynomial of degree
2q.
Hence we have
and any integral of a rational function of x and Vp(a-) is trans formed into an integral of a rational function of y and \/P l (y). Conversely, if the degree of the polynomial P(x) under the radi cal is an even number 2q, it may be reduced by unity provided a
root of
P(x)
1/y.
is
known.
For,
if
is
a root of P(x),
let
us set
-f-
This gives
(2?)!
1,
where Pi(y)
is
of degree 2y
and we
shall have
Hence the integrand of the transformed integral will contain no other radical than
V,
lllj
ELLIPTIC
AND IIYPERELLIPTIC INTEGRALS

in algebraic
231
111. Case of integration

of the
terms.
We have
just seen that
an integral
form
C R[X, VP(x)]dx
can always be reduced by means of elementary operations to the sum of an inte gral of a rational fraction, an algebraic expression of the form G VP(x)/L, and Since we can also a number of integrals of the first, second, and third kinds.
find
fraction,
by elementary operations the rational part of the integral of a rational it is evident that the given integral can always be reduced to the form
]dx = F[x, VP(xj] + T,

where
F is
a rational function of x and VP(x), and where
is
sum
of inte
being prime to its deriva grals of the three kinds and an integral fXi /Xdx, Liouville showed that if the given integral tive and of higher degree than X\
.
is
integrable in algebraic terms, fore have, identically,
it is
equal to F[x, VP(x)].
We
should there
R[x, VP(x)~\
~
divisions of polynomials
and hence
T=
0.
Hence we can
the
discover by
is
means of multiplications and
whether a given integral
integrable in algebraic terms or not,
and
in case
it is,
same process
gives the value of the integral.
112. Elliptic integrals.
If the
polynomial P(x)
is
of the second
degree, the integration of a rational function of x and P(x) can be reduced, by the general process just studied, to the calculation of the
integrals
/dx VP(z)
which we know how
dx
(x
a)VP(z)
(
to evaluate directly
105).
The next simplest

is
that of elliptic integrals, for which P(x) of the third or fourth degree. Either of these cases can be
case
is
reduced to the other, as we have seen just above.
Let P(x) be a
polynomial of the fourth degree whose coefficients are all real and whose linear factors are all distinct. proceed to show that
We
a real substitution can always be found which carries P(x~) into a polynomial each of whose terms is of even degree. Let a, b, c, d be the four roots of P(x). Then there exists an
involutory relation of the form

(7)
Lx
x"
+ M(x +
x")
+N=
0,
232
which
is satisfied
by x
[V,
112
a,
x"
coefficients L,
M, N need merely
= d. and by x = c, the two relations satisfy

b,
x"
For the
Lab Led
which are evidently
+ M(a + b) -f N + M(c + d) + N =
we take
ab ,
0,
0,
satisfied if
-+-
b
ft
d,
M = cd
Zt*
2
N = ab (c + d)
cd (a
+ b).
the
Let a and
be the two double points of this involution,
i.e.
roots of the equation
+ 2ATw + N = 0.
d) [ai
(c
These roots will both be

(cd
real if
ab)*-(a
+b-c-
d)
cd(a
J)]
>
0,
that
is, if
(8)
(a-c)(a-d)(b-c)(b-d)>Q.
The
condition
roots of P(x) can always be arranged in such a way that this If all four roots are real, we need merely is satisfied.
choose a and b as the two largest. If only two of the roots are real,
roots, and c and d as the c and a d are conjugate imaginary, and so are the two factors a c and b d. other two, b Finally, if all four roots are imaginary, we may take a and b as one pair and c and d as the other pair of
Then each factor in (8) is positive. we should choose a and b as the real two conjugate imaginary roots. Then the
conjugate imaginary roots.
In this case also the factors in (8) are
It should also be noticed that these conjugate imaginary by pairs. real. methods of selection make the corresponding values of L, M, The equation (7) may now be written in the form
(9}
~_ +
x
>
x "~ a
4-
ft
"
=
<*)/(y
(3
If
we
set (x
a)/(x
ft~)
= y,
or x
(ft//
1),
we
find
where P\(y) is a new polynomial of the fourth degree with coefficients whose roots are
a
real
a
ft
a
ft
a
ft
a-p
It is
b-
c-
d-
evident from (9) that these four roots satisfy the equation
V,
112]
ELLIPTIC

;
233
no term
-fby pairs of odd degree. If the four roots

y"
hence the polynomial
/ i(y) contains
shall
have L
= 0, and
at infinity.
= c + d, we b, c, d satisfy the equation a + b one of the double points of the involution lies Setting a N/2M, the equation (7) takes the form
,
in order to obtain a polynomial and we need merely set which contains no term of odd degree. We may therefore suppose P(x) reduced to the canonical form
+ x = a +y
a
x"
0,
any elliptic integral, neglecting an algebraic term and an integral of a rational function, may be reduced to the sum of integrals of the forms
It follows that
dx
xdx
x*dx
9
ÂtX*+AiX*+Ai
J ^/A^+AiXt+At
dx
J Â
x*+A
and integrals of the form
/;(x
The
integral
dx
If we consider x, on the the elliptic integral of the first kind. inverse function of this other hand, as a u, function is called an of the above The second integrals reduces to an elliptic function.
is
2 elementary integral by means of the substitution x
= u.
The
third
integral
x 2 dx
is
Legendre
integral of the second kind.
Finally,
we have the
identity
/dx
(x
a)Vp(x)
xdx _ C ~J (x - a )VP(x)
2
2
dx
2
V
2
(x
a2 ) VP(^)
The
integral
dx
2
(x
is
/i)
VJ
x4
+ /Ijx + A.
4
Legendre
integral of the third kind.
234
[V,
113
These elliptic integrals were so named because they were met with in the problem of rectifying the ellipse. Let
first
a cos
<f>
b sin
<f>
be the coordinates of a point of an ellipse.

ds 2
or,
2 setting a
Then we
t>*
shall have
2
,
= dx + dy* = (a b = e a ds = a Vl
2
3
sin 2
<
+
2
<
cos 2
<)
d<j>
e cos
.
d<f>
Hence the
integral
<
stitution cos
t,
which gives an arc of the takes the form
ellipse, after the
sub
It follows that the arc of
gral of the first kind
an ellipse is equal to the sum of an and an integral of the second kind.
inte
Again, consider the lemniscate defined by the equations

.
t*
a4
a"
a4
An
easy calculation gives the element of length in the form

ds 2
dx 2
dif
is
=t
a
~p
Ct
dt*.
Hence the
the
first
arc of the lemniscate
given by an elliptic integral of
kind.*
It sometimes happens that an integral of the where P(x) is a polynomial of the third or fourth degree, can be expressed in terms of algebraic functions and a sum of a finite number of logarithms of algebraic functions. Such integrals are called pseudo-
113. Pseudo-elliptic integrals.
form
f F[x, VP(x)]
dx,
elliptic.
This happens in the following general case.
Let
(10)
Lx
x"
+ M(x +
x")
N=0
be
the
an involutory
relation which establishes a correspondence between two pairs of four roots of the quartic equation P(x) = 0. If the function f(x) be such that
the relation
(ID
is identically satisfied, the integral
Lx
/[/(x)/VP(x)] dx
is
pseudo-elliptic.
* This is a common property of a whole class of curves discovered by Serret (Cours de Calcul differentiel et integral, Vol. II, p. 264).
V,
113]
ELLIPTIC

As we have
235
already
Let
a and
seen, the equation (10)
p be the double points of the involution. may be written in the form
(12)
/3
x"
p
P)
Let us
now make
the substitution (z
a)/(x
y.
This gives
(a-^,
(l-y)
and consequently
dx
a
P(2)
=
dy
^L, (1-y)*
p)
a polynomial of the fourth degree which contains no odd powers the other hand, the rational fraction f(x) goes over into a which satisfies the identity For if rational fraction + y) = 0.
where PI (y) of y ( 112).
is
On
4>(y),
<p(y)
<(
two values of x correspond by means of (12), they are transformed into two = 0. It is evident which satisfy the equation y + values of y, say y and 2 Hence that is of the form y^(y z ), where ^ is a rational function of y the integral under discussion takes the form
y" ,
y"
4>(y)
and we need merely

the reduction.
set y 2
is
z in order to
it
Thus the proposition
proved, and
true
reduce it to an elementary integral. merely remains actually to carry out

is
The theorem remains

provided that
when
the polynomial P(x)

its
of the third degree,

is
we
think of one of
roots as infinite.
The demonstration
= is a reciprocal equation, one of the = 1. Hence, involutory relations which interchanges the roots by pairs is x if f(x) be a rational function which satisfies the relation /(x) + /(1/x) = 0,
x"
exactly similar to the preceding. If, for example, the equation P(x)
the integral
(x
/[/()/ VP(x)] dx
1)
is
pseudo-elliptic,
in order,
l)/(z
y,
z,
performed
is
transform
and the two substitutions it into an elementary
integral.
Again, suppose that P(x)
a polynomial of the third degree,
Let us set a
tions
= b = 0, c = 1, d = I/A; 2 There which interchange these roots by pairs

.
o>,
exist three involutory rela
l-Jk 2
Hence,
if
x"
/(x) be a rational function
which
satisfies
one of the identities
236
the integral
[V,
114
f(z)dx
Vx(lis
)(!
pseudo-elliptic.
From
this others
may
be derived.
For instance,
if
we
set
2 2 , the preceding integral
becomes
whence
it
follows that this
new
integral
is
also pseudo-elliptic
if
/(z
2
)
satisfies
one of the identities
The
first
of these cases
was noticed by Euler.*
III.
INTEGRATION OF TRANSCENDENTAL FUNCTIONS

x and
cos x.
114. Integration of rational functions of sin
It is well
known
that since
of tan ce/2 of the form
t.
and cos a? may be expressed rationally in terms Hence this change of variable reduces an integral
sinx, cosxjdx
to the integral of a rational function of
t.
For we have
2t
>
= 2 arc tan
ax
2dt
-^
>
sin x
cos x
= l-t
2
>
and the given integral becomes
where &(t)
is
a rational function.
For example,
log
t
J
hence
C -dx = Cdt = sin J t

I
a;
dx
/dx
sin
* See
log tan--
a;
Hermite
lithographed Cours, 4th ed., pp. 25-28.
V,
114]
TRANSCENDENTAL FUNCTIONS
237
by means of the
x 2
The integral f [I/cos x~]dx reduces to the preceding substitution x y, which gives 7r/2
/dx
dx-
=-
ITT
cos x coscc
log tan
\4
x\ 2/
ITT
log tan
-+
\4
The preceding method has the advantage of generality, but it is often possible to find a simpler substitution which is equally suc cessful. Thus, if the function /(sin x, cos x~) has the period IT, it is a rational function of tana;, F(tan x). The substitution t&nx t
therefore reduces the integral to the form
f F(tan x~) dx =
As an example
let
us consider the integral
dx
A
where A, B, C,
period
IT
;
cos 2 x
-f-
sin x cos
+ C sin
+D
D are
1
)
any constants.
and, setting tan x
The integrand evidently has the

find
t,
we
cos"
sin
x cos x
1
*
~T~
>
sin 2 x
-L ~~T~
Hence the given
integral becomes
J
The form
of the result will of the denominator.
depend upon the nature of the roots Taking certain three of the coefficients zero,
we
find the formulae
/dx
cos 2
= tan:r,
dx
r dx = -; J sin x cos x
/
COt X.
log tan x,
/;
When
R (cos x)
first
r-r-
the integrand
since, the
case
we
R(sm x) cos x, or of the form of variable is apparent. In the proper change should set sin x t in the second case, cos x t.
is
of the form
It is sometimes advantageous to
make
first
substitution in order
to simplify the integral before proceeding
with the general method.
For example,
let
us consider the integral
dx
a cos x
b sin
-f
238
[V,
114
where a, b, c are any three constants. If p is a positive number and an angle determined by the equations
<
= p cos
cos
o>
b
</>,
= p sin
>
<f>,
we
shall
have
a
,
= V/ a
n
)
-f-
a 7== Va
2
sin
d>
+b
p== Va +
2
>
62
and the given integral may be written
in the
form
/dx
p cos (x
_ C
c
-</>)+
p cos
dy y
where x
<f>
= y.
Then
tan y/2
t.
Let us now apply the general method, setting the integral becomes
2dt
and the rest of the calculation presents no difficulty. Two different 2 2 2 2 c = a + b forms will be found for the result, according as p 2 c
is
positive or negative.
The
integral
"
f
may
and
be reduced to the
let
n sin x + *p dx + o sin x + c For, let u = a cos x + b sin x + preceding.

-f
.
m cos x
a cos x
c,
us determine three constants
X,
p.,
and
such that the equation
m cos x
is
-\-
sin
7>
MI
du
u.
ax
\-
The equations which determine these num

n
bers are
m = \a + p.b,
the
first
= Xb
p,a,
p=
The
\c
v,
two of which determine X and
/A.
three constants hav
ing been selected in this way, the given integral the form
may
be written in
/du
Xt<
fi
dx
\x
-\-
u.
log u 4- v
a cos x
+ b sin x +
Example. Let us try
to evaluate the definite integral
dx
1
where
ecosx
|e|<l.
y,
115]
it first
239
Considering
as
an indefinite
integral,
we
find successively
dx
1
dt
l
~
e)V
C
1
du
+ ecosx
+ (l-
vT^J
=
f,
+ w2
e)/(l
e).
by means of the successive substitutions tanx/2 Hence the indefinite integral is equal to
2
.
= u V(l +
/
arc tan
I
ll-e.
\l
TIT^
As x
varies
\
e)/(l
it/2.
\i+
tan -
x\
J
2/
increases from
to
from
to x,
the arctangent varies to ;r/V(l - e 2 ).
V(l from to
+ e) tan x/2
oo,
and
Hence the given
definite integral
is
equal
115. Reduction formulae.
for
There are also certain classes of integrals which reduction formulae exist. For instance, the formula for
~
l
the derivative of tan n
may
be written
2
j-
(tan"-
a;)
= (?i =
-l)tan"-
x(l+
tan 2 a;),
whence we
find
~
ka,n"xdx
l
n-l /tan"
The exponent
x --
tan"~
of tan x in the integrand is diminished by two units. Repeated applications of this formula lead to one or the other of the two integrals
I
dx
=x
tan x dx
=
r
I I
log cos x
The analogous formula
for integrals of the type

^^
-
/cot"
x dx
,
is
C L/UU J
I I
c*r\i~ ** T*
<C
fiw W-i-C
^ ______
cot"-
n-l
r/-k r
i
CUu
X fit* (L3C
*
In general, consider the integral

sin m x cos n xdx,
and n are any positive or negative integers. When one of these integers is odd it is best to use the change of variable given above. If, for instance, n 1, we should set sin x t, which 2p
where
2 p reduces the integral to the form />(! t ) dt. Let us, therefore, restrict ourselves to the case where
and n are
both even, that
is,
to integrals of the type
= f sin si J
"
a;
cos j "ccc?x,
240
in the
[V,
116

*m,m
form
~
l
sin 2m
xcos 2n xsmxdx.
[
2n Taking cos z since dx as the differential of an integration by parts gives
l/(2n
-f
2n
I)]cos
+1
a;,
Lm
pQgZn-fl^ 2m 1 C sm = -sin 2m - xr sin r+2ft + 1 2n+lJ

l
ajcos*"aj(l-sin x)cte,

7"
in the
"*"
form
"
sin 2
~
^ cos 2
+1 a;
2m
2 (m
j
-*-!,
-**
2 (m
+ n)
ri)
This formula enables us to diminish the exponent m without alter If m is negative, an analogous formula ing the second exponent.
may
be obtained by solving the equation (A) with respect to /m _ lin
and replacing
m by
m
~2
**..
The following analogous
sin 1
? a;
cos 2n+1 a;
2 (n
m + 1)
,-
1-2OT
formulae,
:
1-2WI
which are
^l-m,n
easily derived, enable
us to reduce the exponent of cos a;
sin 2m+1 a;cos 2n
~1
a;
2n
2 (m
+ w)
2
2(m +
(m
w) n)
^ m ,-i
j -*,-+!*
^-
m+1 a;cos 1 ~ 8 *a; _ sin
**,-
l2n
l2n
+1
bers
Eepeated applications of these formulae reduce each of the num m and n to zero. The only case in which we should be unable to proceed is that in which we obtain an integral /TOiB where m + n = 0. But such an integral is of one of the types for which reduction for mulae were derived at the beginning of this article.
,
116. Wallis formulae. There exist reduction formulae whether the exponents and n are even or odd. As an example let us try to evaluate the definite integral
n
Im =
where
Jo
m m xdx,
by parts gives
E
2
m
7T
is
a positive integer. -1
An
integration
7T
Jo
siu m
xsinxtZx
+ (m [cosxsin-^]^ o
1)
sin m
-2
Jo
cos 2 xdx,
V,
117]
limits,
241
find the
m ~ l x vanishes at both whence, noting that cosz s\n

7T
we
formula
Im
(m
1)
Jo
2 f sin- 2 x(l -
sin 2 x)<Jx
(m
l)(/m _
/m),
ivhich leads to the recurrent
formula
(13)
Im
this
1 - =m
Im-2-
Repeated applications of
if
is
even, or to Ii
=1
if
m
=
is
formula reduce the given integral to IQ = it/2 In the former case, taking m = 2p and odd.
,
2j>,
replacing
m successively
-*a
by
-M
T
2, 4, 6,
we
find
--T05
3 7
T
-*
*
>
T J 2p
P- 1
2n~
or,
multiplying these equations together,
_
Similarly,
3
2
(2p
.
1)
5
2
2p
we
find the formula
12.P
+1
=
1
.
4
5
2p
(2j>
1)
curious result due to Wallis may be deduced from these formulae. It is m + 1 x is less than evident that the value of Im diminishes as increases, for sin
sin m z.
Hence
and
if
find the
we replace I2 p + ^2 P new inequalities

i>
IS P
-I by their values from the formulae above,
we
where we have
set, for brevity,
2244 1335
It is
2p 2p
2
1
2p
2p
evident that the ratio
n/2Hp approaches
the limit one as
nitely.
It follows that 7T/2 is the limit of the
factors increases indefinitely.
of product p as the number The law of formation of the successive factors is
increases indefi
apparent.
117.
The
integral
/cos (ax
+ b) cos (a
+b
dx.
Let us consider
a product of any number of factors of the form cos (ax b), where a and b are constants, and where the same factor may occur several
times.
The formula
cos u cos
v
cos (u
^+
cos (u
v)
242
[V,
117
enables us to replace the product of two factors of this sort by the of two cosines of linear functions of x hence also the product of n factors by the sum of two 1 factors each. products of n
sum
gral to a
Kepeated applications of this formula sum of the form 2 H cos (Ax

If
finally reduce the given inte
+ B),
(Ax
J\.
each term of which
is
immediately integrable.
/
,
is
not zero,
we have
4-
cos (Ax -f
B}dx
sin
B} I
C,
when A = 0, /cos B dx = x cos B + C. This transformation applies in the special case of products of the form cos m a; sin n
while, in the particular case
ic,
where
and n are both positive
integers.
For this product
may
be written
and, applying the preceding process, we are led to a sum of sines and cosines of multiples of the angle, each term of which is immediately
integrable.
As an example
let
us try to calculate the area of the curve
which we may suppose given in the parametric form x = acos 0, to 2-rr for the whole curve. The y = b sin 0, where 6 varies from formula for the area of a closed curve,
A
gives
xdy
ydx,
i/(C)
Jo
But we have the formula

2 (sin 6 cos 0)
= - sin
20
is
= - (1 -
cos
Hence the area
of the given curve
Sab
27r
[~
sin40~l
3-rrab
V,
117]
now
easy to deduce the following formulae
.
243
It is
244
118.
The
integral
[V,
118
Let us now consider an integral R where /R(x)e" dx, (x) is a rational function of x. Let us suppose the function R(x) broken up, as we have done several times, into a sum of the form
/R(x)e
x
wx dx.
of the form
where E(x), A l A 2 A p X 1} Xp are polynomials, and X is to its derivative. The prime given integral is then equal to the sum of the integral / E(x)e ax dx, which we learned to integrate in 85 by a suite of integrations by parts, and a number of integrals of the form
,
,
There exists a reduction formula for the case when n

than unity.
For, since
A.
is
greater
two polynomials Hence we have
X is prime to its derivative, we can determine and which satisfy the identity A = \X + p.X
/*
.
and an integration by parts gives the formula
-1
dx.
X"
Uniting these two formulas, the integral under consideration reduced to an integral of the same type, where the exponent n
reduced by unity.
the integral
is
is
Eepeated applications of
this process lead to
dx,
where the polynomial B may always be supposed to be prime to and of less degree than X. The reduction formula cannot be applied
to this integral, but if the roots of X be known, it can always be reduced to a single new type of transcendental function. For
defmiteness suppose that all the roots are real. Then the integral in question can be broken up into several integrals of the form
dx.
v,
119]
y/u>,
245
e"
=a+ u= Neglecting a constant factor, the substitutions x enable us to write this integral in either of the following forms
:
dy
/e"
C du
y
u~\du
J
is
log
it
The
is
latter integral
f [I/log
a transcendental function which
called the integral logarithm.

119.
Miscellaneous integrals. Let us consider an integral of the form
inx, cos
a;) eta,
where
is
this integral is of the
an integral function of sin x and cos form
x.
Any term
of
where
m and
n are positive
cos"x
integers.
We
have seen above that the
m product sin x
may
of multiples of x.
be replaced by a sum of sines and cosines Hence it only remains to study the following
two types
ax
cosbxdx,
ax
sinbxdx.
Integrating each of these by parts,
we
find the formulae
C J
I
e"*
cos bx
dx
= =
ax
sinbx
;
a
b
b
ax
T J
I
e"*
sin bx
dx
/pQZC
e
QQg
b
Jjnf*
ft,
sin bx
dx
T b
"
cos & x dx.
Hence the values of the

e
ax
integrals under consideration are
cos bx dx
x
e"
(a cos bx -f b sin bx) L

*
a*
+ +
r:
>
6*
e"*
sm bx dx =
ax
(a sin bx 5 a2
b cos bx) i
2
Among
types we may mention

I
the integrals which may be reduced to the preceding the following cases
:
/(log x) x dx
/(arc sin x) dx
/(x) arc sin x dx
/(x) arc tan x dx ,
246
where
[V,
EM.
denotes any integral function.
In the
first
two cases we
should take log x or arc sin x as the new variable. In the last two we should integrate by parts, taking /(#) dx as the differential of another polynomial F(x), which would lead to types of integrals
already considered.
EXERCISES
1.
Evaluate the indefinite integrals of each of the following functions

z*
(x*
1
I)
(x
+
3
.
I)
- x 8 - 3x 2 2 8 (x + I)
1
+ Vl + i _ Vx
+ Vl +
x2
+ VI + x i_vT^~x
1
Vx + Vx +
x2
,
+ Vx(x +
1
1)
cos2 x
XC*COSX,
V a -f
/
x"
+2
TV T * tan L til X
t*
2.
Find the area of the loop
of the folium of Descartes
x3
3.
Saxy
0.
Evaluate the integral

:
fy dx,
,
where x and y
y 2 (a
satisfy
one of the following

2
identities
2
(x
4.
a2 ) 2
ay2 (2y
3a)
x)
x3
(x
y 2)
a (y 2
x2 )
Derive the formulae
/.
sm n cos"-
/sin /cos
l)xdx
l
snv -^x cos(n
sin"
x cos nx
n
n
sinnx
f-
C,
x sin (n
+ l)xdx =
n xsinnx
\-C,
+ l)xdx= /cos"x
cos- 1 xcos(n
1
+ +
C,
x sin (n
l)xdx
nx cos xcosnx
(7.
[EDLER.]
:
5.
Evaluate each of the following pseudo-elliptic integrals
x2 )dx
,.>
/(l
6.
(l-x 2 )dx
Reduce the following
integrals to elliptic integrals
E(x)dx
Va(l
+ x6 +
)
6x(l
x*)
cx 2 (l
x2)
dx*
R(x)dx
8 2 Va(l + x ) + 6x (1 +
x*)
+ ex*
where R(x) denotes a rational function.
V,
E.]
7*.
EXERCISES
Let
a, 6, c,
247
Then there
exist three involutory relations of the

Mix"
d be the roots of an equation of the fourth degree P(x) form
0.
+ Ni
t
<=
1,
2,
3,
which interchange the roots by

identity
pairs.
If the rational
function f(x) satisfies the
the integral f[f(x)/ (x)] dx matique, Vol. XV, p. 106).

8.
VP
is
pseudo-elliptic (see Bulletin de la
SocMM matM-
The
rectification of a curve of the type
= Ax*
leads to an integral of
a binomial differential.
9.
Discuss the cases of integrability.
If
>
1,
show
that
+1
/_,
(a
dx
x)
Vl - x 2
Va2 -
Hence deduce the formula

1
n
l
dx
x2
X
10. If
_ ~
1. 3. 5-- -(2re
1)
2.4.6..-2n
^1C
J52
>
0,
show that
dx
2
_ ~
C)
3 4
(2ft
(^lx x X*"*
+ 2Bz +
(2n
3)
2)
[Apply the reduction formula of

11.
104.]
Evaluate the definite integral
sin 2 xdx
1
J
C
JL LI
+
1
+
:
2a cos x
a2
12. Derive the following formulae
dx
Vl - 2ax + a 2 Vl -
2/3x
ax)(l
/3x)
dz
TT
- 2ax + a 2)(l - 2^x +

13*. Derive the formula
p?) Vl
x2
2 1
f
I/O ,
x m ~ l dx
it
nsin
M*
n
[Break up the integrand into
where
and n are positive integers
(m<n).
partial fractions.]
248
14.
From
the preceding exercise deduce the formula
[V, Exs
x n - dx
}
it
i/O
/
l)Ip
,
+
p
15.
Setting I
p<q
= ft q (t +
q
l)
*
dt,
deduce the following reduction formulae
(p
+
(P
!)*-*,
= + !( + !)*+!/_,, = i9 + (t + I) -* ~ (2 + q-p)I- P +
l
i,
and two analogous formulae for reducing the exponent

16. Derive formulae of reduction for the integrals
q.
xdx 2 V2x + 2Bx + C J
z _
C
(x
dx
~J
C
xn dx
2 a)* V^4z
+ 2Bx + C
17*. Derive a reduction formula for the integral
J vnr^
Hence deduce a formula analogous
to that of Wallis for the definite integral
1
dx
o
vl-x*
dx
18.
Has
the definite integral
/
Jo ^ ^
a
finite
1+
x 4 sin 2 x
value ?
19.
Show
that the area of a sector of an ellipse

is
bounded by the
focal axis
and a radius vector through the focus

2 = P
r
tSQ
(1
^j
eral
sively,
e cos w) 2
where p denotes the parameter W/a and
e the eccentricity.
method, make the substitutions tan w/2
Applying the gen
t,
u V(l
e)/(l
e)
succes
and show that the area

A
in question is
ab
arc tan
e 1
V Also show that this expression

A
+ M/
may

.
ab
(*
e sin
where
<f>
is
the eccentric anomaly.
See
p. 406.
20.
MNT,
Find the curves for which the distance NT, or the area of the triangle is constant Construct the two branches of the curve. (Fig. 3, p. 31).
[Licence, Paris, 1880; Toulouse, 1882.]
V, Exs.j
21*. Setting
An =
2
.
X 2n + l
.
EXERCISES
/.I
/
249
2n Jo
(1 ^
z 2)"cosxzdz
derive the recurrent formula
From
this
deduce the formulae
AZ P = Ut p sin x + Vzp cos z

A.i p
+1
= Uz p +
i
sin
Vz p + 1 cos x
where UZ P V% p UV P + I, V^^ + are polynomials with integral coefficients, and where 72p and U^ p + \ contain no odd powers of x. It is readily shown that these formulae hold when n = 1, and the general case follows from the above
, ,
recurrent formula.
The formula
for
7T
Ao p enables us
2
/4 relation of the form
we assume
that
b/a,
to show that n 2 is incommensurable. For if and then replace x by ir/2 in A^ p we obtain a

,
a 2
4p Jo
V -*)
COB
^<b,
2
right*
where HI is an integer. Such an equation, however, is impossible, for the nand side approaches zero as p increases indefinitely.
CHAPTER VI
DOUBLE INTEGRALS
I.
DOUBLE INTEGRALS METHODS OF EVALUATION GREEX S THEOREM
function of the
two variables. Let 2 = f(x, y} be a two independent variables x and y which is contin uous inside a region A of the plane which is bounded by a closed contour C, and also upon the contour itself. A number of proposi 70 for a continuous function tions analogous to those proved in variable can be shown to hold for this function. For of a
120. Continuous functions of
single A can be divided into instance, given any positive number c, the region the values of z at between the that a, such in difference way subregions
any
tivo
points (x, y), (x
We
shall always proceed

:
same subregion is less than e. of successive subdivisions means by

in the
as
follows
Suppose the region
into subregions by drawing to the two axes at equal dis parallels The corre tances 8 from each other.
A divided
sponding subdivisions of
are either
squares of side 8 lying entirely inside C, or else portions of squares bounded in

part by an arc of C.
osition
x
FIG. 23
Then, if the prop were untrue for the whole region A, it would also be untrue for at least one of the subdivisions, say A^. Sub dividing the subregion A l in the same
indefinitely,
manner and continuing the process
A lf sequence of squares or portions of squares A, which the proposition would be untrue. The region
the two lines x
,
we would obtain a for An A n lies between

,
, ,
= a n and x = b n which are parallel to the y axis, and the two lines y = c n y = dn which are parallel to the x axis. As n increases indefinitely a n and bn approach a common limit A, and c n and dn approach a common limit /A, for the numbers for example, never decrease and always remain less than a fixed
, , ,
number.
It follows that all the points of 250
A H approach a limiting
VI,
120]
INTRODUCTION
GREEN
THEOREM
251
The rest of point (\, //,) which lies within or upon the contour C. the reasoning is similar to that in 70 if the theorem stated were
;
untrue, the function f(x, y) could be shown to be discontinuous at the point (A, /*), which is contrary to hypothesis.
Corollary. Suppose that the parallel lines have been chosen so near together that the difference of any two values of z in any
one subregion is less than e/2, and let -^ be the distance between the successive parallels. Let (x, y*) and (x y ) be two points inside or upon the contour C, the distance between which is less than rj.
1
These two points will
lie
two
different subregions
either in the same subregion or else in which have one vertex in common. In
either case the absolute value of the difference
f(x,y}-f(x
,y<}
positive
cannot exceed 2e/2 = c. Hence, given any positive number number 17 can be found such that
\f(x,
y}-f(x>,
e,
another
)\<
whenever the distance between the two points (x, y*) and (x y ), which lie in A or on the contour C, is less than In other words, any func rj.
,
tion
which
is
continuous in
A and on
its
boundary C
is
uniformly
continuous.
From the preceding theorem it can be shown, as in 70, that every function which is continuous in A (inclusive of its boundary) is neces
sarily finite in A. If
the function in A, the difference is called the oscillation. The method of successive subdivisions also enables us to show that the
function actually attains each of the values and at least once inside or upon the contour C. Let a be a point for which z and b a point for which z M, and let us join a and b by a broken
M be the upper limit and m the lower limit of M m

m
=m
lies entirely inside C. As the point (x, y) describes this z is a function continuous of the distance of the point (x, y) line, from the point a. Hence z assumes every value p. between and
line
which
M at least
number
Since a and b can be joined ( 70). an infinite number of different broken by lines, it follows that the f unction assumes value between at an infinite and f(x, ?/) every
once upon this line
of points
which
lie
inside of C.
finite region
if
dimensions
encloses A.
A of the plane is said to be less than I in all its a circle of radius I can be found which entirely
region of the plane
is
A variable
said to be infinitesimal
252
in all
its
DOUBLE INTEGRALS
dimensions
[VI,
121
if a circle whose radius is arbitrarily preaswhich eventually contains the region entirely signed can be found a within it. For example, square whose side approaches zero or au axes approach zero is infinitesimal in all its ellipse both of whose On the other hand, a rectangle of which only one side dimensions. approaches zero or an ellipse only one of whose axes approaches zero is
not infinitesimal in
all its
dimensions.
121. Double integrals.
into subregions a x , a 2
-,
the subregion
the two
a,-,
and
Let the region A of the plane be divided be the area of a n in any manner, and let
u>,-
and
m,-
the limits of
/(a;,
y) in a
Consider
sums
of A.
each of which has a definite value for any particular subdivision None of the sums are less than ml* where ft is the area of
is the lower limit of f(x, y) the region A of the plane, and where hence these sums have a lower limit /. Likewise, in the region A is the upper limit none of the sums s are greater than 3/ft, where
;
these sums have an upper limit / Moreover it can be shown, as in 71, that any of the sums S is greater than or equal to any one of the sums s; hence it follows
of f(x, y) in the region
.
A hence
;
that
/>/
.
If the function f(x, y) is continuous, the sums S and s approach a common limit as each of the subregions approaches zero in all its
dimensions.
For, suppose that rj is a positive number such that the oscillation of the function is less than c in any portion of A which
is
less in all its

, ,
dimensions than
all its
77.
a2
a n be less in
dimensions than
e,
If each of the subregions a if each of the differences rj,
nii
will be less than

eft,
less
than
where
S
ft
denotes the total area of A.
s will be and hence the difference S But we have
-s =
S-I+I- /
7,
+
/
-*,
s
where none of the quantities S

.
,/
can be negative.
7 <eft; and since e is an arbitrary posi Hence, in particular, / Moreover each of the numbers tive number, it follows that 7 = / / and / s can be made less than any preassigned number by S
*If f(x, y)
is
a constant k,
M = m = Mf =
=
m<
k,
and S
= s=
mft
= MQ.
TRANS.
VI,
121]
INTRODUCTION
e.
GREEN S THEOREM
>S
253
a proper choice of
/,
Hence the sums

It is
and
have a common limit
which
is
called the double integral of the function f(x, y\ extended
over the region A.
denoted by the symbol
J -//
and the region A
If
(|,.,
J(A)
region
is called the field of integration. be point inside or on the boundary of the subany 77,) it is evident that the sum 2/(, 77,-) to, lies between the two
sums S and
s or is equal to one of them. It therefore also approaches the double integral as its limit whatever be the method
of choice of the point (,-, 77,). The first theorem of the mean
to
may be extended without difficulty Let f(x, y) be a function which is continuous in A, and let y) be another function which is continuous and which has the same sign throughout A. For definiteness we shall
double integrals.
<f>(x,
suppose that
f(x, y] in A,
<$>(x,
y)
is
positive in A.
If
M and m are the limits of
it is
evident that*
Adding
formula
all
these inequalities and passing to the limit,
we
find the
J
where
/x
J(A)
Ax
>
y)<K
x y)dxdy
>
= nl
J
*(*
J(A)
lies
/A
between
M and m.
77)
the value
at a point (,
Since the function f(x, y) assumes inside of the contour C, we may write
this in the
form
(1)
Jff J(A)
f(x,
y)4>(x,
y)dxdy =/(,
77)
\\ J
4>(x,
J<A
<(a:,
which constitutes the law of the mean for double integrals. If = 1, for example, the integral on the right, ffdx dy, extended y~)
over the region A, is evidently equal to the area In this case the formula (1) becomes
of that region.
(2)
J J(A)
is
ff
f(x, y) dx dy
fl/(
77)
If
f(x, y)
a constant k,
we
shall
have
M = m = k,
equations.
The following formula
holds, however, with
and these inequalities become M= k. TRANS.

.
254
122. Volume.
DOUBLE INTEGRALS
To the
[VI,
122
analytic notion of a double integral corre Let f(x, y) be notion of volume. sponds the important geometric contour C. a closed inside and continuous is which a function upon
shall further suppose for definiteness that this function is posi Let S be the portion of the surface represented by the equa tive.
We
T whose projection =f(x, y) which is bounded by a curve denote shall C. We contour is the by E the por upon the xy plane the cylinder and the surface the bounded of tion S, xy plane, by space A of the The C. is section whose right region xy plane which is in C subdivided contour the bounded by any manner, let a,- be being the area of c and contour a bounded the one of by subregions c cuts curve is the section whose The this subregion. right cylinder and Let a curve s bounded 5 a the surface of p out by y portion
tion z
-, t
o>
from the xy plane are a mini Pf be the points of s whose distances a mum and maximum, respectively. If planes be drawn through these two points parallel to the xy plane, two right cylinders are and whose altitudes are the obtained which have the same base
{
o>
and m of the function /(cc, y) inside the contour c,, respec volumes Vt and v { of these cylinders are, respectively, The tively. The sums S and s considered above therefore repre and w,-m,-.* co, and ^v of these two types of cylin sent, respectively, the sums 2F limit of these two sums the volume common the call shall We ders. It E of the of may be noted, as was done in the case space.
limits
-
portion of area ( 78), that this definition agrees with the ordinary concep
tion of
what
If the surface
will still
meant by volume. S lies partly beneath the xy plane, the double integral to the the sign represent a volume if we agree to attach
is
volumes of portions of space below the xy plane. It appears then that sum of volumes, just as every double integral represents an algebraic
a simple integral represents an algebraic sum of areas. The limits of are replaced in the case of a integration in the case of a simple integral double integral by the contour which encloses the field of integration.
123. Evaluation of double integrals.
The evaluation
of a double
evaluations of two simple integral can be reduced to the successive the field of integration where the case consider us first Let integrals.
*By the volume of a right cylinder we shall understand the limit approached by in the volume of a right prism of the same height, whose base is a polygon inscribed a right section of the cylinder, as each of the sides of this polygon approaches zero. but is useful in showing that the [This definition is not necessary for the argument,
definition of
volume
in general agrees with our ordinary conceptions.
TRANS.]
VI,
123]
INTRODUCTION
GREEN
THEOREM
,
255
y = y
R bounded by the straight lines x = x x = X, x X and y F. Suppose this rectangle where Y, y to be subdivided by parallels to the two axes x = x y = yk = = The of the small k area n rectangle 1, 2, TO). 1, 2, (i R ik bounded by the lines x = #,_ a; = y = yk _ y = y k is
is
a rectangle
,
<
<
( ,
or,-,
l ,
Hence
the double integral
is
the limit of the
sum
where
any point inside or upon one of the

(,*,
r) ik )
is
sides of
ik
We shall employ the indetermination

(it>
of
the
points
Vik)
n order
the calculation.
to simplify Let us re
if
mark
is
first
of all that
/(a-)
a continuous function in
(a,
),
the interval
and
if
the interval
(a,
b~)
manner, a value
that
can be found in each subinterval (x i _ l
be subdivided in any such #,-)

,
256
where we have
DOUBLE INTEGRALS
set for brevity
[VI,
123
*00 =
This function
4>(x),
JV*
f(x y) dy>
defined by a definite integral, where x
is
con
As all the sidered as a parameter, is a continuous function of x. x i _ approach zero, the formula (5) shows that S intervals x approaches the definite integral
i l
..r
(#)
dx
Jx.
Hence the double

6)
integral in question is given
by the formula
y) dy
f Jf J(,R)
/(*>
!/)
dxdy
= f J*t
dx
ff(x, A
In other words, in order to evaluate the double integral, the function

f(x, y) should first be integrated between the limits y and Y, regard ing x as a constant and y as a variable ; and then the resulting func tion^ which is a function of x alone, should be integrated again between
the limits x
and X.
in the reverse order,
i.e. first
If
of
we proceed
evaluate the portion
S which comes from a row of rectangles which lie between two consecutive parallels to the x axis, we find the analogous formula
J/ J(R)
/(*>
y)dxdy
dy
Jy
Jx9
f(x, y)dx.
A comparison
of these two formulae gives the

x;r
I
/>r
/->Y
new formula
dx
Jx
f(x,
= y) dy
^x
I
dy
V(S
Jy
Jx
f(x,
y)dx
which
is
An
essential presupposition in the proof
called the formula for integration under the integral sign. is that the limits x X, y , Y
,
are constants, and that the function f(x, y} the field of integration.
is
continuous throughout
Example. Let z
= xy/a.
Then the
general formula gives
cc
^-
/JU>*
VI,
123]
INTRODUCTION
GREEN S THEOREM
y*)
257
In general, if the function f(x, alone by a function of y alone,

/
is
the product of a function of x
we
I
shall
have
J
The two
other.
<t>(x)$(y)dxdy
J(R)
Jxn
$(x)dx x
.I
integrals on the right are absolutely independent of each
Let tain interesting theorems of Tchebycheff. which are continuous in an interval (a, b), where
Franklin * has deduced from this remark a very simple demonstration of cer and f (x) be two functions
<f>(x)
<
b.
Then
the double integral
extended over the square bounded by the

to the difference
lines
o,
6,
a,
b is equal
2(6
a)
C
Ja
<t>(x)\l/(x)dx
C
Ja
(p(x)dx
x C
*/a
\f/(x)dx.
But all the elements of the above double integral have the same sign if the two lunctions 0(z) and ^(z) always increase or decrease simultaneously, or if one of them always increases when the other decreases. In the first case the two func
tions and \f/(x) ^(y) always have the same sign, whereas they have Hence we shall have opposite signs in the second case.
(f>(x)
(f>(y)
(b
-a) C
Ja
<j>(x)t(x)dx
>
C x C ^(x)dx J a $(x)dx Ja
whenever the two functions

<j>(x)
out the interval
(a, b).
On f Ja
the other hand,
and \f/(x) both increase or both decrease through we shall have
(b-
a)
<f>(x)^(x)dx
<
Ja
f 0(z)dz x f Ja
whenever one of the functions increases and the other decreases throughout the
interval.
The sign of the double integral is also definitely determined in case 0(z) ^(z), for then the integrand becomes a perfect square. In this case we shall have
(b
-a]
whatever be the function 0(z), where the sign of equality can hold only when
is
<p(x)
a constant.
solution of an interesting problem of the calculus of variations may be and Q be two fixed points in a plane whose this result. Let
The
deduced from
coordinates are
(a,
A) and
(6,
B), respectively.
any curve joining these two
points,
Let y =/(z) be the equation of where /(z), together with its first derivative
* American Journal of Mathematics, Vol. VII, p. 77.
258
DOUBLE INTEGRALS
supposed
to
[VI,
124
The problem is to (a, b). which the integral f^ y 2 dx is a and noting minimum. But by the formula just found, replacing by that /(a) = A and f(b) = B by hypothesis, we have
(x), is
be continuous in the interval
find that one of the curves
y=f(x)
for
<f>(x)
y"
*dx^(B(b-a) )Cy a
The minimum value
is
of the integral
is
therefore (B
i.e.
actually assumed when y is a constant, fixed points reduces to the straight line PQ.
when
A)*/(b a), and that value the curve joining the two
124. Let us now pass to the case where the field of integration is bounded by a contour of any form whatever. We shall first suppose that this contour is met in at most two points by any parallel to the y axis. We may then suppose that it is composed of two straight lines x = a and x = b (a 6) B and two arcs of curves APB and A QB whose equations are A re~ YI = : (cc) and F2 = $2 spectively, where the functions and are continuous be 2 tween a and b. It may happen that the points A and A coin cide, or that B and B coin
<
<
(#)>
<
<f>!
FIG. 25
cide, or both.
is
This occurs, for
a convex curve like an ellipse. Let us again subdivide the field of integration R by means of parallels to the axes. Then we shall have two classes of subregions regular if
instance, if the contour
:
they are rectangles which

if
lie
wholly within the contour, irregular
they are portions of rectangles bounded in part by arcs of the contour. Then it remains to find the limit of the sum
where
o>
is
the area of any one of the subregions and (,
rj)
is
a point
in that subregion.
Let us
first
evaluate the portion of S which arises from the row
xi _ l x x of subregions between the consecutive parallels x These subregions will consist of several regular ones, beginning
,
with a vertex whose ordinate

ordinate
point (,
of
is
77)
y"
is
y ^
Y and
t
going to a vertex whose
several irregular ones. Choosing a suitable in each rectangle, it is clear, as above, that the portion
Y and
2
,
S which comes from these regular rectangles may be written the form
in
VI,
124]
INTRODUCTION
GREEN S THEOREM
y)dy.
259
(,-_ i,
and 2 (a;) Suppose that the oscillation of each of the functions x ) is less than 8, and that each of the l} differences yk yk _ is also less than 8. Then it is easily seen that
<
<i(#)
in each of the intervals (x { _

l
x _ 1 and x the total area of the irregular subregions between x xt is less than 48(x ;_,), and that the portion of S which arises
i
-
x _^) in absolute value, from these regions is less than 4:HB(x where H is the upper limit of the absolute value of f(x, y) in the whole field of integration. On the other hand, we have
{ t
/(*<-i>
y)dy
f*Yt
I
s*Yi
ny
/(,-i,
y}dy+
XV"
Jf\
Jy
J Y*
and since \Yl
and |F2
y"\
are each less than 28,
we may
write
Jy
f/fa-u y)dy= JC f(xM)

}
,
The portion of S which arises from the row of subregions under consideration may therefore be written in the form
where
less
0,-
lies
between
and
+ 1.
The sum SH8 2,O
(x
ar
_j)
is
8,
than 87/8(6 a) in absolute value, and approaches zero with which may be taken as small as we please. The double integral
is
therefore the limit of the
sum
where
Hence we have the formula

7)
f Jf J(R)
first
f(*, V)
dxd = fdx f Ja JY
l/
f(x, y) dy.
In the
the limits
constants.
Y and F2
integration x are l
is
to be regarded as a constant, but
themselves
functions
of
x and not
260
DOUBLE INTEGRALS
[VI,
124
Example. Let us try to evaluate the double integral of the function xy/a over the interior of a quarter circle bounded by the axes and the circumference
X2
+
x
yl
is
#2
_
.
The limits for x are Hence the integral
and R, and
is
if
constant, y
may vary from
to
VR
z2
Jo
p r^
Jo
it
,
<
_.
2 L
i(fe
/.(. ^
J
2
Jo
is
Jo
The
value of the latter integral
easily
shown
to
be R*/8a.
of integration is bounded by a contour of any form whatever, may be divided into several parts in such a way that the boundary of each part is met in at most two points by a parallel
When the field
might also divide it into parts in such a way that y axis. the boundary of each part would be met in at most two points by any line parallel to the x axis, and begin by integrating with respect to x. Let us consider, for example, a convex closed curve which lies
to the
We
= a, x = b, y = c, y = d, the four which lie A, B, C, D, respectively, for which x points upon and y2 = 2 (cc) or y is a minimum or a maximum.* Let y = be the equations of the two arcs ACS and ADB, respectively, and = 2 (y) be the equations of the two arcs CAD let o^ = (y) and x 2 and are continu and CBD, respectively. The functions ous between a and b, and i/^ (y) and i/^ (y) are continuous between c and d. The double integral of a f unction /(x, y), which is continuous inside this contour, may be evaluated in two ways. Equating the
inside the rectangle formed by the lines x
<
<#>i()
1/^1
\j/
<f>i(x~)
fa(x")
values found,
we
~&
obtain the formula

~y 2
I
~fi
-.T,
I
(8)
dx
f(x,
y}dy
dy
/(or,
y)dx.
Jo,
i/i/j
t/c
lyj-,
It is clear that the limits are entirely different in the
two
integrals.
Every convex closed contour leads to a formula of this sort. For example, taking the triangle bounded by the lines y = 0, x = a, y = x as the field of integration, we obtain the following formula,
which
is
due
to
Lejeune Dirichlet
dx
Jo
Jo
f(x,
y)dy=\dy\ Jo Jy
is
f(x, y)dx.
*The reader
advised to draw the figure.
VI,
125]
INTRODUCTION
GREEN S THEOREM
261
125. Analogies to simple integrals. The integral JJf(t)dt, considered as a There exists an analogous theorem for function of x, has the derivative /(x). double integrals. Let f(x, y) be a function which is continuous inside a rec
tangle
bounded by the straight
lines
= a,
<
A, y
<
b,
J5,(a
<
A,
<
B).
The double integral of /(x, y) extended over a x = a, x = X, y = b, y = F,(a A, b Y

nates
X X and Y of the variable corner, that

<
<
rectangle bounded by the lines .B), is a function of the coordi
is,
dxCf(x,y)dy. F(X,Y)= JC Jb a
Setting *(x)
= fb
/(x, y) dy, a first differentiation with respect to
X gives
= *(X) = f
/<-*,
V)dy.
the formula
second differentiation with respect to

2
F leads to
(9)
The most general function u(X, Y) which satisfies the equation (9) is evi dently obtained by adding to F(X, Y) a function z whose second derivative It is therefore of the form d 2 z/dXdY is zero.
(10)
u(X, Y)
and
<t>(X)
= C
Ja
Y dx C f(x, y) dy
Jb
<f(X)
+ f (F)
where
functions
\1<(Y)
function
Setting conditions
X=a
may be determined in V(Y) when X = a, and

and then
are two arbitrary functions (see 38). The two arbitrary such a way that u(X, Y) reduces to a given
to another given function
Y= b
in the preceding equation,
U(X) when Y b. we obtain the two

,
V(Y) =
whence we
find
0(a)
+ *(F) =
U(X) - t(X) + f (6)
= F(F) - *(a)
and the formula
*(&)
F(6)
- 0(a)
(X)
= U(X) - F(6)
(10) takes the
form
dy
(11)
u(X, Y)
= ( a
*/
X
dx ( /(x, Jb
y)
+ U(X) + F(F) - F(6)
Conversely, if, by any means whatever, a function u(X, Y) has been found which satisfies the equation (9), it is easy to show by methods similar to tne above that the value of the double integral is given by the formula
(12)
i/a
f dx f /6
is
/(x,
y)dy
u(X, Y)
u(X,
b)
u(o,
F)
u(a, b).
This formula
The following formula

by
parts.
analogous to the fundamental formula (6) on page 156. is in a sense analogous to the formula for integration Let A be a finite region of the plane bounded by one or more curves
262
of
DOUBLE INTEGRALS
t
[VI,
126
A function /(a;, y) which is continuous in A varies between its and its maximum V. Imagine the contour lines /(x, y) = v drawn where v lies between v and F, and suppose that we are able to find the area of the portion of A for which /(x, y) lies between v and v. This area is a func tion F(v) which increases with u, and the area between two neighboring contour
any form.
minimum
lines
is
F(v
+ A) -
F(v)
= AvF
(v
0Av).
If this area
be divided into
infinitesi
mal portions by lines joining the two contour lines, a point (, 77) may be found in each of them such that /(, i}) v + 6A.v. Hence the sum of the elements of the double integral / ffdxdy which arise from this region is
(V
It follows that the
double integral
is
equal to the limit of the
sum
that
is
to say, to the simple integral
v
v
(v)
dv
= VF( F) when
/(x,
rv
I
F(v) dv
This method
is
especially convenient
/(x, y)
the
field of
integration
is
bounded
by two contour
lines
y}=
V.
For example, consider the double

the interior of the circle x 2
integration
is
integral
2
j/
1.
bounded by the two function F(v), which is the area of the circle of radius Vv 2 Hence the given double integral has the value I). 7[(v*
/v/iT
// Vl + x 2 + y 2 dx dy extended over we set v = Vl + x 2 + y 2 the field of contour lines v = 1 and v = \/2, and the
If
,
1, is
equal to
2itv 2 dv
J\
2ir
3
is
(2V5-1).
The preceding formula
readily extended to the double integral
where F(o) now denotes the double integral y)dxdy extended over that portion of the field of integration bounded by the contour line v =f(x, y).
ff<f>(x,
126. Green s theorem.
If the function f(x, y}
is
the partial deriva
tive of a
known
integrations
integration.
may
function with respect to either x or y, one of the be performed at once, leaving only one indicated
formula which
*
This very simple remark leads to a very important is known as Green s theorem.
memoir by Catalan
Numerous
(Journal de Liouville, 1st
applications of this method are to be found in a series, Vol. IV, p. 233).
VI,
126]
INTRODUCTION
first
GREEN
THEOREM
263
Let us consider
a double integral
// cP/dy dx dy extended
over a region of the plane bounded by a contour C, which is met in at most two points by any line parallel to the y axis (see Fig. 15,
p. 188).
Let
A and B
be the points of
at
which x
is
maximum,
Bb
respectively. meets C in two points
A m
parallel to the y axis between x and z whose ordinates are y-^
minimum and a Aa and

and y z
,
respectively. to y may be written
Then the double
integral after integration with respect
CCcP
JJ
dxd>
~fy
= C dx C"^P dy= C J j ^y j
and fa P(x, y^)dx are line But the two integrals f a P(x, y\)dx 2 B, respectively; hence l B and integrals taken along the arcs the preceding formula may be written in the form
Am
Am
(13)
where the line integral is to be taken along the contour C in the direction indicated by the arrows, that is to say in the positive In order to extend sense, if the axes are chosen as in the figure.
the formula to an area bounded by any contour we should proceed as above ( 94), dividing the given region into several parts for each
of
which the preceding conditions are satisfied, and applying the for mula to each of them. In a similar manner the following analogous
is
form
easily derived
u
<
>
// 1?
line integral is
where the
tracting the equations (13) and (14),
always taken in the same sense. we find the formula
Sub
(15)
where the double integral This is Green s formula

;
is
its
extended over the region bounded by C. Just applications are very important.
merely point out that the substitution Q = x and P = y gives the formula obtained above ( 94) for the area of a closed curve as a line integral.
now we
shall
264
DOUBLE INTEGRALS
II.
[VI,
127
CHANGE OF VARIABLES
AREA OF A SURFACE
In the evaluation of double integrals we have supposed up to the present that the field of integration was subdivided into infinitesimal
rectangles by parallels to the two coordinate axes. to suppose the field of integration subdivided by any
We are now going

two systems of
curves whatever.
127. Preliminary formula.
Let u and v be the coordinates of a point
with respect to a set of rectangular axes in a plane, x and y the coor dinates of another point with respect to a similarly chosen set of
rectangular axes in that or in some other plane.
(16)
The formulae
x =f(u, v),
=
<l>(u,
v)
establish a certain correspondence between the points of the shall suppose 1) that the f unctions /(w, v) and planes.
two
v),
We
</>(,
together with their first partial derivatives, are continuous for all points (u, v) of the uv plane which lie within or on the boundary of
A l bounded by a contour C l 2) that the equations (16) transform the region AI of the uv plane into a region A of the xy plane bounded by a contour C, and that a one-to-one correspond ence exists between the two regions and between the two contours
a region
;
in such a way that one and only one point of A 1 corresponds to any point of A 3) that the functional determinant A D(f, v) does not change sign inside of C lt though it may vanish at certain points of A i.
;
<)/Z>(w,
tour
the point (u, v) describes the con may arise. in the positive sense the point (x, y) describes the contour C either in the positive or else in the negative sense without ever
cases
Two
C
When
shall say that the corre reversing the sense of its motion. spondence is direct or inverse, respectively, in the two cases. The area fl of the region A is given by the line integral
We
Q=
taken along the contour
J(.C
new
variables
u and
v defined
in the positive sense. In terms of the by (16) this becomes
ft
f(u, v)
d<j>(u,
v)
Ac,)
where the new integral is to be taken along the contour C l in the should be taken positive sense, and where the sign -f- or the sign
VI,
127]
CHANGE OF VARIABLES
265
Applying
fd<f>/du,
according as the correspondence is direct or inverse. Green s theorem to the new integral with x = u, v = y, P
=/
we
d<f>/dv,
find
c/u
cv
whence
D(u, v)
A\
dudv
or,
applying the law of the mean to the double integral,
(17)
n=
D(f, *)
where (, rf) is a point inside the contour C l} and n l is the area of the region A v in the uv plane. It is clear that the sign -f or the should be taken according as A itself is positive or negative. sign
Hence
the correspondence is direct or inverse according as
is
positive
or negative.
The formula (17) tional determinants
moreover establishes an analogy between func and ordinary derivatives. For, suppose that the
region A i approaches zero in all its dimensions, all its points approach ing a limiting point (u, v~). Then the region A will do the same, and the ratio of the two areas O and f^ approaches as its limit the abso
lute value of the determinant A. Just as the ordinary derivative is the limit of the ratio of two linear infinitesimals, the functional determinant is thus seen to be the limit of the ratio of two infinites
imal areas.
of the law of the
From this point of view the formula (17) mean for derivatives.
is
the analogon
Remarks. The hypotheses which we have made concerning the correspondence between A and AI are not all independent. Thus, in order that the correspond ence should be one-to-one, it is necessary that A should not change sign in the regional of the uv plane. For, suppose that A vanishes along a curve 71 which
divides the portion of AI positive from the portion
where A where A
is
is
Let us consider a small arc negative. mini of -yi and a small portion of AI
which contains the arc mini. This portion is composed of two regions a\ and a\ which are separated by mini
(Fig. 26).
When the point (u, v) describes the region a\, where A is positive, the point (x, y) describes a region a bounded by a contour
mi HI pi mi and
Fio. 26
mnpm, and
the two contours
are described simultaneously in the positive sense. the point (, v) describes the region af, where A is negative, the point
mnpm
When
(x,
y)
266
describes a region a
DOUBLE INTEGRALS
[VI,
128
whose contour nmqr is described in the negative sense as described in the positive sense. The region a must therefore Hence to any point (x, y) in the common part cover a part of the region a. nrm correspond two points in the uv plane which lie on either side of the
n\m\q^n\
is
line
mini.
consider the transformation
= x, Y = y 2 for which A = 2 y. which encloses a segment a& of the x axis, it is evident that the point (X, Y) describes two regions both of which axis and both of which are bounded by the same segment AB of lie above the A sheet of paper folded together along a straight line drawn upon it that axis. gives a clear idea of the nature of the region described by the point (X, Y}. The condition that A should preserve the same sign throughout AI is not suf = x2 y 2 Y = 2 xy, In the example ficient for one-to-one correspondence. 2 is 2 = if But 4 the Jacobian A always positive. (r, 6) and (.R, w) are the (x + y ) and the formulae of of the coordinates respectively, points F), (x, y) (X, polar transformation may be written in the form R = r2 u = 2 0. As r varies from a varies from OtO7T + a(0<a< Tf/2), the point (.R, u) describes to b (a b) and But to every value of a circular ring bounded by two circles of radii a 2 and b2 and 2a correspond two values of 6, one of which lies the angle u between between and a, the other between it and it + a. The region described by the point (X, Y) may be realized by forming a circular ring of paper which partially
As an example
,
If the point (x, y) describes a closed region
<
overlaps
itself.
128. Transformation of double integrals. First method. Retaining the hypotheses made above concerning the regions A and A l and the formulae (16), let us consider a function F(x, y) which is continuous To any subdivision of the region A l into subregions in the region A.
regions a l} a 2
a n corresponds a subdivision of the region A into subbe the areas of the two corre an Let to, and sponding subregions a, and a,., respectively. Then, by formula (17), a lf a 2
, , , ,
.
<r,
(I),-
CTf
D(ui} vj
and v are the coordinates of some point in the region a,. a point x, =/(,-, v,), y,- = ^.-) v,-) corresponds of the region a,-. Hence, setting *(M, v) = -F[/(w, v), v)], we
where
,
To
this point (,-,
<(w,-,
<(w,
may
write
D(f,
<#
D(u i}
Vi )
whence, passing to the limit, we obtain the formula
(18)
ff
J(A)
F(x, y) dx dy
I JI */Ui)
F[f(u,
v},
<f>(u,
v)
dudv.
D(u, v)
VI,
128]
CHANGE OF VARIABLES
267
Hence
to
be replaced by their values as functions of the and dx dy should be replaced by A du dv.

|
|
perform a transformation in a double integral x and y should new variables u and v, We have seen already
field of integration is
how
the
new
determined.
In order to find the limits between which the integrations should be performed in the calculation of the new double integral, it is in general unnecessary to construct the contour C\ of the new field
of integration A lf For, let us consider u and v as a system of curvilinear coordinates, and let one of the variables u and v in the
formulae (16) be kept constant while the other varies. in this way two systems of curves u const, and v
We
obtain
const.
By
the hypotheses made above, one and only one curve of each of these families passes through any given point of the region A.
Let us suppose for

ness that a curve
definite-
of
the
family v
contour
points
const,
meets the
C in at most two MI and MI which cor

<
(<
respond to values w t and u z of u (HI w 2 ), and that each

of the (v) curves which meets
between the two curves v a and

lies
the contour
^//^^f^T^
Fia. 27
(a<b~).
In this case
we should
,
integrate first with regard to u, keeping v constant and letting u vary from to w 2 where u l and u z are in general functions of v, and then inte
grate this result between the limits a and
b.
The double
integral
is
therefore equal to the expression
Ua
f do f \Ju.
V[/(
V),
change of variables amounts essentially to a subdivision of the by means of the two systems of curves (u) and (v). Let w be the area of the curvilinear quadrilateral bounded by the
field of integration
curves
To
(it), (u du), (v), (v -f dv ), where du and dv are positive. this quadrilateral corresponds in the uv plane a rectangle whose sides are du and dv. Then, by formula A(, 77)) du dv, where (17), w lies between u and u v dv. The expres and between and v du, 77
sion
|
b.(u, v)
du dv
|
is
called the element of area in the system of
268
coordinates
(u,
v~).
DOUBLE INTEGRALS
u> o>
[VI,
129
c du dv, The exact value of is \ \\ A(M, v) be infinitesimal dv. This du and with zero may approaches for since limit of the sum the in w, A(M, v) finding ^,F(x, y) neglected is continuous, we may suppose the two (u) curves and the two
\
where
(y) curves
taken so close together that each of the
e s is
less in
ab
solute value than

lute value of the
any
preassigned positive number.

itself
sum 2F(x, y^tdudv
Hence the abso may be made less than
any preassigned positive number.

129. Examples. 1) Polar coordinates. Let us pass from rectangu p cos w, by means of the transformation x varies as of the the all obtain GO. sin xy p plane points y p the hence from zero to 2?r. Here A oo and from zero to p
lar to polar coordinates
We +
u>
Let dp, p us try first to evaluate a double integral extended over a portion of the plane bounded by an arc AB which intersects a radius vector in
element of area
is
da>
which
is
also evident geometrically.
at
make
o>
most one point, and by the two straight lines OA and OB which Let angles ^ and to 2 with the x axis (Fig. 17, p. 189). R = w ) be the equation of the arc AB. In the field of integration Hence the double inte varies from ^ to 2 and p from zero to R.
<(
o>
gral of a function f(x, y) has the value
r
I
CR
c /O cos
GO,
p sin
CD)
p dp
i/ojj
i/O
If the arc
AB
is
GO X
a closed curve enclosing the origin,
we should
can
take the limits
and
co 2
= 2?r. Any
field of integration
be divided into portions of the preceding types. Suppose, for C of a given of the contour outside lies the that origin instance,
convex closed curve.
Let
OA and OB
the origin to this curve, and let RI and equations of the two arcs
=/
,
be the two tangents from and 7? 2 =/2( w ) be the 1

(<o)
ANB
A MB,
p varies
between o^ and given value of the value of the double integral

o>
o>
respectively. from RI to
7? 2 ,
For a and
is
/*
6?(0
,
A
I
/(p cos
GO,
p sin w) p dp.
2) Elliptic coordinates.
Let us consider a family of confocal conies
CHANGE OF VARIABLES
269
where X denotes an arbitrary parameter. Through every point of the plane pass an ellipse and an hyperbola, two conies of this family, for the equation (19)
FIG. 28
has one root X greater than

values of x and y.
c2 ,
From
find
and another positive root p. less than c 2 for any (19) and from the analogous equation where X is
,
replaced by p
we
(20)
V(X
To avoid ambiguity, we
shall consider only the first quadrant in the xy plane. This region corresponds point for point in a one-to-one manner to the region of the X/u plane which is bounded by the straight lines
X
It is
c2 ,
0,
cz .
boundary of
evident from the formulae (20) that when the point (X, /u) describes the this region in the direction indicated by the arrows, the point (a;, y)
describes the two axes
Ox and Oy
in the sense indicated

is
transformation
is
therefore inverse, which
verified
by the arrows. by calculating A

:
The
D(x, y)
D(X, M )
130. Transformation of double integrals.
Second method.
We
shall
now
derive the general formula (18) by another method which depends solely upon the rule for calculating a double integral.
We
shall retain, however, the hypotheses made above concerning the correspondence between the points of the two regions A and A.
If the formula
is
correct for
two particular transformations
= f(n,
is
v)
it is
evident that
it
also correct for the transformation obtained
by carrying out the two transformations in succession. This follows at once from the fundamental property of functional determinants
(30)
_
D(u
,
D(u, v}
D(u
270
Similarly,
to
if
DOUBLE INTEGRALS
[VI,
130
which correspond the regions A l9
the formula holds for several regions A, B, C, -, L, B 1) C lf L 19 it also holds for ,
the region A -{transformation
B
is
-\-
L.
Finally, the formula holds

:
if
the
a change of axes
Here
= x + x cos a y sin a, A = 1, and the equation

F(x, y} dx dy
=y +x
sin
+y
cos a.
J ff
J(A)
F(x
is satisfied,
+x
cos
sin a,
-f
x sin a
+y
cos a) dx
dy
since the
two
We
(21^
shall proceed to prove the
integrals represent the same volume. formula for the particular trans
formation
d>(x
is
11
?/
which carries the region A into a region A which is included between the same parallels to the x axis, y = y and y = y. We shall sup A to one of of A and that given point corresponds any point just pose
lel
conversely. If a paral to the x axis meets
the boundary
region
of the
most two points, the same Avill be true for the boundary
in at
/in
.
C"
of the region
To
x
FIG. 29
any pair of points and m 1 on C whose
m
or-
dinates are each y cor
and m{ of the contour C

inverse.
positive,
m{
lie
as
respond two points ?tt But the correspondence may be direct or To distinguish the two cases, let us remark that if is x increases with x and the points m and m and m and shown in Fig. 29 hence the correspondence is direct. On
.
c<f>/dx
the other hand, if is negative, the correspondence is inverse. Let us consider the first case, and let x , Xi, x n x[ be the abscissae
d<f>/dx
of the points ra , m. , m{, Then, applying the for respectively. mula for change of variable in a simple integral, we find
m^
f
Jr
F(x,
(*
y ), y
VI,
130]
CHANGE OF VARIABLES
271
where y and y are treated as constants.

the formula
single integration gives
r
I
tfi
r*
JÔ
dy\
ry c x( F(x,y)dx=\ dy J F^(
<
J*
But the Jacobian A reduces in this case to preceding formula may be written in the form
d<f>/dx
and hence the
Jff J(A)
F(x,
y}dxdy
Jff J(A
F[A(x y }, y
,
*\dx dy
This formula can be established in the same manner if negative, and evidently holds for a region of any form whatever.
d<f>/dx
is
In an exactly similar manner

formation
(22)
it
can be shown that the trans
=z
t(x
leads to the formula
F(r, Jff J(A)
y)dxdU
= ff J
F[.r
t(x
y )]
A dx dy
|
J{4")
where the new
field of integration .1 corresponds point for point the region A. Let us now consider the general formulae of transformation
tc
(23)
=f(x l} y
x ),
y =f,
(x,, y,)
where for the sake of simplicity (a-, y) and (x l} y^) denote the coor dinates of two corresponding points m and MI with respect to the same system of axes. Let A and A l be the two corresponding regions
,
bounded by contours C and C 1} respectively. Then a third point m whose coordinates are given in terms of those of m and l by the A which = relations x = x l} y y, will describe an auxiliary region each to for for the moment we shall assume corresponds point point x x The six quantities x, y, lf y l} of the two regions A and A^ y
satisfy the four equations
whence we obtain the

(24)
relations
y =/i(*nyi), which define a transformation of the type (22). From the equation hence relation of the form y = TT(X y ) y yj) we find a
sr l
,
=/!(# we may write

,
(25)
=f(x yO =
,
4>(x
},
=y
272
DOUBLE INTEGRALS
[VI,
131
The given transformation (23) amounts to a combination of the two transformations (24) and (25), for each of which the general formula
holds.
Therefore the same formula holds for the transformation (23).
Remark.
point
assumed above that the region described by the corresponds point for point to each of the regions A and
We
At least, this can always be brought about. For, let us con sider the curves of the region A l which correspond to the straight If these curves meet a parallel to lines parallel to the x axis in A.
.
Av
the y axis in just one point,
evident that just one point of of A. Hence we need any given point merely divide the region A t into parts so small that this condition If these curves were parallels to the is satisfied in each of them.
it is
will correspond to
axis, AVO
should begin by making a change of axes.
Let S be a region of a curved sur from singular points and bounded by a contour F. Let S be subdivided in any way whatever, let s be one of the subregions bounded by a contour y i} and let m^ be a point of s Draw the tan taken so gent plane to the surface S at the point m i} and suppose small that it is met in at most one point by any perpendicular to
131. Area of a curved surface.
face free
s,-
this plane.
The contour
.
y,-
projects into a curve
y-
upon
this plane
we
by
the
shall denote the area of the region of the tangent plane

yl
bounded
by
o- f
in such a
way
2o\-
As the number of subdivisions is increased indefinitely that each of them is infinitesimal in all its dimensions,
is
sum
approaches a limit, and this limit

surface.
called the area of
the region
S of the given
Let the rectangular coordinates x, y, z of a point of S be given in terms of two variable parameters u and v by means of the equations
(26)
in such a
x =/(M,
v),
=
<f>(u,
v),
if/(u,
v)
point to a region
We
first
the region S of the surface corresponds point for of the uv plane bounded by a closed contour C. shall assume that the functions /, and if/, together with their
way that
<j>,
Let R be partial derivatives, are continuous in this region. subdivided, let ri be one of the subdivisions bounded by a contour c,-,
-
and let w be the area of r To r corresponds on S a subdivision s bounded by a contour y Let a- be the corresponding area upon the tangent plane defined as above, and let us try to find an expression
t
for the ratio o^/o^.
Let a
{ ,
(3^
at a point
y be the direction cosines of the normal to the surface S z( of st which corresponds to a point (ui} Vf) f (ic -, yt)
f t
~)
VI,
131]
CHANGE OF VARIABLES
t
273
Let us take the point m as a new origin, and as the new axes m and two perpendicular lines m X and m Y in the direction cosines with respect to the old axes are whose tangent plane
of rf
.
the normal at
a ft y and respectively. Let X, Y, Z be the coordinates of a point on the surface S with respect to the new axes. Then, by the well-known formulae for transformation of coordinates, we
, ,
a",
ft",
y",
shall
have
X= F= Z=
tr,-
(x
*,.)
a"(x
-x) +
{
or,
(x
Xi)
+ ?(y- y +?*(*- *,) y) + ) + (y y (z

t)
ft"(y
y"(z
fti
?/,) -f-
,-)
is the area of that portion of the A F plane which The area bounded by the closed curve which the point (X, F) describes, the point (u, v) describes the contour c Hence, by 127,
.
is
as
^where
u\
p(x, y)
Hswr^r
some point inside of
ci
.
and
v\
are the coordinates of
An
easy calculation
now
leads us to the form
or,
by the well-known relations between the nine direction cosines,

=s 3.
<
Oi
><X>
D(z,x)
O
(17),
D(u[, v
T*
)
D(x,y)
D(u[, v
Applying the general formula
we
therefore obtain the equation
*D(4O
where
u\
and
v\
are the coordinates of a point of the region r{ in the

(M,-,
uv plane.
the point
iJ\Jh Z)
T)fii
>y\
If this region is very small, the point

(?* f , v,.),
v)
is
very near
and we may write

v\ Z)
.
T)fii f^\J[t
T)( z f J \
f\
>
Dff z u
\
*r\ c)
\
f
C>
~r
u,
D(y,
D(Ui, Vt)
where the absolute value of 6 does not exceed unity. Since the and ^ are continuous in the derivatives of the functions /,
<,
274
DOUBLE INTEGRALS
[VI,
i;;i
region R, we may assume that the regions rt have been taken so small that each of the quantities e,-, e-, e- is less than an arbitrarily preassigned number rj. Then the supplementary term will certainly
be less in absolute value than 3^0, where O is the area of the Hence that term approaches zero as the regions st region R.
(and
Tf)
all
sum
So-,
approach zero in the manner described above, and the approaches the double integral
(x,
y)
du dv
()
D(u, v)
D(u, v)
where
a,
ft,
y are the direction cosines of the normal to the surface S

v~).
at the point (u,
Let us calculate these direction cosines.

tangent plane
(
The equation of the
39)
is
whence a B
y D(x,
_
,
(
D(u, v)
D(u, v)
D(u, v)
last ratio,
Choosing the positive sign in the
we
obtain the formula
(y>
,
Q P
D(u, v)
7
D(u, v)
D(u, v)
.D(1
The well-known identity

(aft
ba
(be
c&
(ca
ac
which was employed by Lagrange, enables us to write the quantity F 2 where under the radical in the form EG
,
(27)
the symbol indicating that a; is to be replaced by y and z succes and the three resulting terms added. It follows that the area sively of the surface S is given by the double integral
(28)
==
/ J/ J(B (B)
F*dudv.
VI,
132]
CHANGE OF VARIABLES
275
The functions
of surfaces.
E, F, and G play an important part in the theory Squaring the expressions for dx, dy, and dz and adding
find
the results,
(29)
we
2
ds
dx 2
+ dy* + dz* = E du + 2Fdu dv + G dv

2
2
.
It is clear that these quantities E, F, and G do not depend upon the choice of axes, but solely upon the surface S itself and the inde pendent variables u and v. If the variables u and v and the sur
face
5 are
all real, it is
evident that
EG
must be
positive.
is
132. Surface element.
of coordinates (u, v). element of area of The precise value of the area of a small portion of the siirface bounded F 2 t)dudv, by the curves (u), (u du), (v~), (v -\- dv) is (j\EG
The expression V EG the surface S in the system
F 2 du dv
called the
where
approaches zero with

e
du and
dv.
It is evident, as above,
that the term
du dv
is
negligible.
Certain considerations of differential geometry confirm this result. For, if the portion of the surface in question be thought of as a small
curvilinear parallelogram on the tangent plane to S at the point (u, v), its area will be equal, approximately, to the product of the lengths
of its sides times the sine of the angle between the two curves (u) and (v~). If we further replace the increment of arc by the differ
by formula (29), are ^/Edu and of du and dv are taken ^/Gdv, positive. The direction parameters the tangents to the two curves (u) and (v) are dx/du, dy/du, dz/du and dx/dv, dy/dv, dz/dv, respectively. Hence the angle a between them is given by the formula ^ dx dx
ential ds, the lengths of the sides,
if
COS
=
iV
(
cu Gv
\du VI"
2 a = V EG .F /V EG. Forming the product mentioned, we find the same expression as that given above for the element of area. The formula for cos a shows that F = when and only when the two families of curves (u) and (y~) are orthogonal to each other. When the surface S reduces to a plane, the formulae just found
whence
sin
reduce
to
the formulae
found in
128.
For,
if
we
set
if/(u,
v)
= 0,
we
find
276
DOUBLE INTEGRALS
[VI,
132
whence, by the rule for squaring a determinant,
dx ex
du dv
E F
F G
= EG - F
2
.
du dv
Hence
ÊG
= f(x
}
F
1)
reduces to |A|.
To find the area of a region of a surface whose equa y} which projects on the xy plane into a region R in which the function f(x, y), together with its derivatives p = df/dx and q = df/dy, is continuous. Taking x and y as the independent vari 2 F pq, G = 1 + q 2 and the area in ques ables, we find E = \ + p
Examples.
tion is z
,
tion
is
given by the double integral
(30)
=
is
Jff J(R)
Jff J(R (R)
COS y
where y
surface.
the acute angle between the z axis and the normal to the
2) To calculate the area of the region of a surface of revolution between two plane sections perpendicular to the axis of revolution. Let the axis of revolution be taken as the z axis, and let z f(x)
be the equation of the generating curve in the xz plane. Then the coordinates of a point on the surface are given by the equations
z=f(p),
where the independent variables p and are the polar coordinates of the projection of the point on the xy plane. In this case we have
o>
p-),
F=0,
G=
P *.
bounded by two plane whose radii are p and should be allowed to from p 2 respectively, p vary Pl to p 2 p 2 ) and from zero to 2?r. Hence the required area is given by the integral
sections perpendicular to the axis of revolution
,
To
find the area of the portion of the surface
(pi<
and can therefore be evaluated by a single quadrature. the arc of the generating curve, we have
ds*
If s denote
rf
<fe
<
VI,
133]
IMPROPER INTEGRALS
277
and the preceding formula may be written in the form
= f
I
p*
27Tp ds
Jpl
The geometrical interpretation of this result is easy 2jrp ds is the lateral area of a frustum of a cone whose slant height is ds and whose mean radius is p. Replacing the area between two sections
:
whose distance from each other is infinitesimal by the lateral area of such a frustum of a cone, we should obtain precisely the above
formula for
A.
For example, on the paraboloid of revolution generated by revolv 9 ing the parabola x = 2pz about the z axis the area of the section between the vertex and the circular plane section whose radius is r is
III.
GENERALIZATIONS OF DOUBLE INTEGRALS IMPROPER INTEGRALS SURFACE INTEGRALS
Let f(x, y) be a function which is con whole in the tinuous region of the plane which lies outside a closed double The F. contour integral of f(x, y) extended over the region
133. Improper integrals.
between F and another closed curve C outside of F has a finite value. If this integral approaches one and the same limit no matter how C varies, provided merely that the distance from the origin to the
nearest point of C becomes infinite, this limit is defined to be the value of the double integral extended over the whole region
outside F.
Let us assume for the moment that the function f(x, y] has a In this case the limit of the constant sign, say positive, outside F. double integral is independent of the form of the curves C. For, Cn be a sequence of closed curves each of which let Ci, C z
,
encloses the preceding in such a way that the distance to the nearest / extended point of Cn becomes infinite with n. If the double integral over the region between F and C n approaches a limit /, the same will
which Cm , be true for any other sequence of curves C{, C^, , double of the I the value if be conditions. the same m For, satisfy
integral extended over the region between F and C m n may be chosen so large that the curve Cn entirely encloses C m and wa
, ,
shall
have
<
<
/.
Moreover
increases with m.
Hence
Im
278
has a limit /
/
<
DOUBLE INTEGRALS
<
[VI,
133
I. It follows in the same manner that I I Hence the two limits are equal. As an example let us consider a function f(x, y), which outside a circle of radius r about the origin as center is of the form
.
I, i.e.
tive
where the value of the numerator \f/(x, y~) remains between two posi numbers m and M. Choosing for the curves C the circles
concentric to the above, the value of the double integral extended over the circular ring between the two circles of radii r and R is given by the definite integral
/, J,
It therefore lies
\l/(p
cos
to,
p sin
o>)p
dp
between the values of the two expressions
By 90, the simple integral involved approaches a limit as increases indefinitely, provided that 2a 1 1 or a 1. But
>
R
it
>
becomes
infinite
with
R
it
if
<
1.
which the function /(a;, y) can be shown, as i 89, that the integral ffffa y)dxdy approaches a limit if the integral // f(x, y) \dxdy itself approaches a limit. But if the latter integral becomes infinite,
has a constant sign,
the former integral
to Cayley,
is is
If no closed curve can be found outside
indeterminate.
interesting.
grate this function first
and the two
lines
= a,
z
The following example, due Let f(x, y) = sin (x 2 + if), and let us inte over a square of side a formed by the axes
y
= a.
The value
of this integral
is
r
I
r
I
dx
sin
Jo
Jo
(a;
+ y }dy
I
=
I Jo
sinx^dx x
Jo
cosy
dy+
cosx*dx x
Jo
Jo
siny*dy.
As a increases indefinitely, each of the integrals on the right has a limit, by 91. This limit can be shown to be V?r/2 in each case hence the limit of the whole right-hand side is TT. On the other
;
hand, the double integral of the same function extended over the quarter circle bounded by the axes and the circle x 1 + y 2 = R 3 is equal to the expression
/I,
134]
7T
IMPROPER INTEGRALS
r* r du
\
279
*/0
yo
which, as R becomes infinite, oscillates between zero and 7r/2 and does not approach any limit whatever.
We should define in a similar manner the double integral of a function f(x, y) which becomes infinite at a point or all along a line. First, we should remove the point (or the from the field of
line)
integration by surrounding it by a small contour (or by a contour very close to the line) which we should let dimmish
For example,
if
the function f(x, y) can be written in the form
f(x
_
2
1
indefinitely.
^(*>
y)
in the neighborhood of the point (a, b), where \}/(x, y) lies between two positive numbers m and M, the double integral of f(x, y) extended over a region about the point (a, b) which contains no other point of discontinuity has a finite value if and only if a is
less
than unity.
134. The function B(p, q). We have assumed above that the contour C n recedes indefinitely in every direction. But it is evident that we may also sup pose that only a certain portion recedes to infinity. This is the case in the above
example of Cayley
and
also in the following example.

/(x, y)
Let us take the function

,
4x P- y
-1
e-*
-!
where p and q are each

first
positive.
quadrant.
lines
Integrating
first
and the
a and y
a,
This function is continuous and positive in the over the square of side a bounded by the axes we find, for the value of the double integral,
a
2
C 2x2
Jo
J>-ie-*
dx x C 2y*i-ie-*dy. Jo
Each of these integrals approaches a limit as a definition of the function T(p) in 92,
+C
becomes
infinite.
For, by the
f T(p)= Jo
whence, setting
(31)
t
V-ie-<(K,
= x2 we
,
find
r(p)= C
Jo
2x*P-*e-**dx.
integral approaches the limit T(p) T(q) as a becomes infinite. Let us now integrate over the quarter circle bounded by the axes and the circle z2 + y 2 = R 2 The value of the double integral in polar coordinates is
.
Hence the double
f*R
Jo
2p
2<
-P
+ i)- l e-P dp x
/*
I
280
As R becomes
where we have
(32)
infinite this
DOUBLE INTEGRALS
product approaches the limit
[VI,
T(p
set
rr
q)B(p, q),
B(p,q)
= C
Jo
2cos?P-
l
<l>sin
2
<i-i<t>d<}>.
Expressing the fact that these two limits must be the same, we find the equation
(33)
T(p)T(q)
is
r(p
q)B(p,
q).
The
it
may
(34)
integral B(p, q} be written in the
called Euler
s integral
of the first kind.
Setting
= sin 2
<,
form
B(p,
q)= JQ f
t9-i(l
1 t)v- dt.
The formula
(33)
reduces the calculation of the function B(p,
q) to the calcu
lation of the function T.
For example,
setting
1/2,
we
find
whence F(l/2)
= vV.
Hence the formula
(31) gives
f.
In general, setting q
p and
t
taking
p between
and
we
find
T(p)T(l-p) =
l-p) =
Jo
(~
\
l
We shall
see later that the value of this integral
is jr/sin pit.
The definition of surface integrals is analogous to that Let S be a region of a surface bounded by one or more curves F. We shall assume that the surface has two distinct sides in such a way that if one side be painted red and the other blue, for instance, it will be impossible to pass from the red side to the blue side along a continuous path which lies on the sur
135. Surface integrals.
of line integrals.
and which does not cross one of the bounding curves.* Let us think of S as m and m be two points m let us draw that half of The direction the normal mn to the surface which does not pierce the surface. thus defined upon the normal will be said, for brevity, to correspond to that side of the surface on which m lies. The direction of the normal which corresponds
face
a material surface having a certain thickness, and let near each other on opposite sides of the surface. At
to the other side of the surface at the point

just defined.
will
be opposite to the direction
Let z
in at
=
<f>(x,
this surface
bounded by a contour F. We most one point by any parallel to the
y) be the equation of the given surface, and let -S be a region of shall assume that the surface is met
z axis,
and that the function
0(z, y)
* It is very easy to form a surface which does not satisfy this condition. We need only deform a rectangular sheet of paper by pasting the side B C to the side in such a way that the point C coincides with A and the point B with D.
ABCD
AD
VI,
135]
SURFACE INTEGRALS
A
281
is
continuous inside the region
into
which T
projects.
It is
of the xy plane which is bounded by the curve C evident that this surface has two sides for which
the corresponding directions of the normal make, respectively, acute
and obtuse
We shall call that side whose angles with the positive direction of the z axis. corresponding normal makes an acute angle with the positive z axis the upper
side.
is
Now
let
P(x, y, z) be a function
ofi
the three variables x, y, and z which
continuous in a certain region of space which contains the region S of the sur face. If z be replaced in this function by y), there results a certain function
<(x,
P [x,
y,
<p(x,
y)] of
x and y alone
and
it is
to call the double integral of this function
natural by analogy with line integrals extended over the region A,
(35)
vf f (A)
<s
P [x,
y, 0(x, y)]
dx dy
surface.
the surface integral of the function P(x, y, z) taken over the region S of the given Suppose the coordinates x, y, and z of a point of S given in terms of two auxiliary variables u and v in such a way that the portion S of the surface corre
sponds point for point in a one-to-one manner to a region R of the uv plane. Let da- be the surface element of the surface S, and 7 the acute angle between the posi tive z axis and the normal to the upper side of S. Then the preceding double integral, by 131-132, is equal to the double integral
(36)
rr
P(x,
y,
z)cos7d<r,
where
is,
This new expression x, y, and z are to be expressed in terms of u and v. however, more general than the former, for cos 7 may take on either of two
values according to which side of the surface is chosen. When the acute angle 7 is chosen, as above, the double integral (35) or (36) is called the surface integral
(37)
extended over the upper side of the surface
angle, every element of the double integral will be double integral would be called the surface integral
<S.
if 7 be taken as the obtuse changed in sign, and the new / / Pdxdy extended over the lower side of In general, the surface integral// Pdx dy is equal to the double integral (35) according as it is extended over the upper or the lower side of S. This definition enables us to complete the analogy between simple aîd double
S.
But
Thus a simple integral changes sign when the limits are interchanged, while nothing similar has been developed for double integrals. With the gen eralized definition of double integrals, we may say that the integral///(x, y) dx dy
integrals.
previously considered is the surface integral extended over the upper side of the xy plane, while the same integral with its sign changed represents the surface integral taken over the under side. The two senses of motion for a simple inte gral thus correspond to the two sides of the xy plane for a double integral.
The expression (36) for a surface integral evidently does not require that the surface should be met in at most one point by any parallel to the z axis. In the
same manner we might
define the surface integrals
ff Q(z,
y, z)
dy dz,
ff R x
(
v* z )
dz dx
282
and the more general
DOUBLE INTEGRALS
integral
[VI,
136
f fp(x,
This latter integral
y,
z)dxdy +
Q(x, y,
z)dydz
R(x, y, z)dzdx.
may
also be written in the
form
C f [Pcos? + Qcosa + JJcos/3]d<r,

where a,
,
7 are the direction angles of the direction of the normal which cor
responds to the side of the surface selected. Surface integrals are especially important in Mathematical Physics.
136. Stokes* theorem.
Let
L
z)
be a skew curve along which the functions
P(x, y,
integral
z),
Q(x, y,
z),
R(x, y,
are continuous.
Then
the definition of the line
C Pdx + Qdy
J( (L)
+Rdz
taken along the line L is similar to that given in 93 for a line integral taken along a plane curve, and we shall not go into the matter in detail. If the curve L is closed, the integral evidently may be broken up into the sum of three line inte grals taken over closed plane curves. Applying Green s theorem to each of these,
it is
evident that
integrals.
we may replace the line integral by the sum of The introduction of surface integrals enables us to state
three double
this result in
very compact form. Let us consider a two-sided piece S of a surface which we shall suppose for To each side of the surface definiteness to be bounded by a single curve P.
corresponds a definite sense of direct motion along the contour r. We shall of the contour let us draw assume the following convention At any point
:
that half of the normal

consideration,
and
let
corresponds to the side of the surface under us imagine an observer with his head at n and his feet at
Mn which
the positive sense of motion which the observer must take in

shall say that that
is
we
order to have the region
at his left hand.
two sides of the surface corre spond two opposite senses of motion along
to the
Thus
the contour F.
Let us
first
is
consider a region
of a sur
face which
met
in at
any
parallel to the z
most one point by axis, and let us suppose
the trihedron Oxyz placed as in Fig. 30, where the plane of the paper is the yz plane and the x axis extends toward the observer.
To
the boundary
of
will correspond a
;
and these two curves are described simultaneously in Let the sense indicated by the arrows. z = /(x, y) be the equation of the given surface, and let P(x, y, z) be a function which is continuous in a region of space which contains S. Then the line inte
closed contour
in the
xy plane
gral
fr
P(x, y,
z)
dx
is
identical with the line integral
VI,
136]
SURFACE INTEGRALS
/
283
P[x,
y,
<p(x,
y)]dx
/(C)
taken along the plane curve C.

latter integral.
Let us apply Green
theorem
126) to this
Setting
P(x, y)
for definiteness,
= P[z,
y,
<(>(x,
y)]
we
find
y)
_ dP
cy
dP_ cz cy
d<fi
_8P_ S
cy
cz
cosy
S.
where
or, /3, 7 are the direction angles of the normal to the upper side of Hence, by Green s theorem,
-D,
P(x, y)dx
^j
CC J J (A
I
dP
cz
dV
cos y
where the double integral is to be taken over the region A of the xy plane bounded by the contour C. But the right-hand side is simply the surface
integral
cos
dz
/3
cos 7
do-
dy
extended over the upper side of S
and hence we may write
f
J(F)
P(x,
?/,
z)dx
J J(S) cz
when
is
--dzdx
dy
dxdy.
This formula evidently holds also

other side of
<S,
if
the line integral
it
also holds, as does

be.
:
Green
the surface integral is taken over the taken in the other direction along F. And theorem, no matter what the form of the surface
x, y,
may
By cyclic permutation of
and
we
obtain the following analogous
formulae
Jf
^ Q(x, y,z)dy=
C i dydzJ J(S) sy
its
C R(x,y,z)dz=
J<n
dzdx.
dx
Adding the
three,
/
we
obtain Stokes theorem in
general form
P(x, y, z)dx
Q(z, y, z)dy
+
(
R(x, y, z)dz
/d
dQ\. dP\, ^(dE ^ ---2 }dydz + --- \dzdx. )dxdy +

(
ty/
The sense
in
which T
is
double integral
is described and the side of the surface over which the taken correspond according to the convention made above.
284
DOUBLE INTEGRALS
IV.
[VI,
137
ANALYTICAL AND GEOMETRICAL APPLICATIONS
Let us consider, as above, a region of space bounded surface S above that plane, and a cylinder whose a the xy plane, by We shall suppose that the generators are parallel to the z axis.
137. Volumes.
is a contour similar to section of the cylinder by the plane z that drawn in Fig. 25, composed of two parallels to the y axis and two
curvilinear arcs
APB and A QB
If %
is
f(x, y)
is
surface S, the volume in question
given, by
124,
the equation of the by the integral
rb
\
rvt
I
dx
f(x, y)dy.
Jo.
Jy,
Now
2 the integral f /(o:, y}dy represents the area A of a section of a this volume by plane parallel to the yz plane. Hence the preceding in the form be written formula may
"
(39)
A dx. V=f U
a
The volume of a solid bounded in any way whatever is equal For to the algebraic sum of several volumes bounded as above. convex closed a bounded of a solid volume the find by instance, to
should circumscribe the solid by a cylinder whose gen erators are parallel to the z axis and then find the difference between two volumes like the preceding. Hence the formula (39) holds for
surface
we
= a and x = b any volume which lies between two parallel planes x surface bounded which is and whatever, where A by any (a I) a made a section of denotes the area by plane parallel to the two the interval the Let us (a, ) subdivided by suppose given planes. be the areas A let A x and A x x u n _ l} b, points a, l} z of the sections made by the planes x = a, x = x lt -, respectively.
<
; ,
Then the
definite integral
$*k dx
is
the limit of the
sum
The geometrical meaning of this result is apparent. For A,-_! (#,for instance, represents the volume of a right cylinder and the section of the given solid by the plane x a-,-_i
a;,-_i),
is
the distance between two consecutive sections.
whose base is whose height Hence the volume
of the given solid is the limit of the sum of such infinitesimal cylin This fact is in conformity with the ordinary crude notion of ders.
volume.
VI,
138]
APPLICATIONS
A be known as a fnnction of
x,
285
the vol
If the value of the area
be found by a single quadrature. As an example let us try to find the volume of a portion of a solid of revo lution between two planes perpendicular to the axis of revolution.
to be evaluated
ume
may
Let this axis be the x axis and let z f(x) be the equation of the generating curve in the xz plane. The section made by a plane par Hence the required allel to the yz plane is a circle of radius f(x).
volume
2 given by the integral TT^ [/(x)] er. Again, let us try to find the volume of the portion of the ellipsoid
is
^4.^4. f! =
a*
b*
c
2
,
bounded by the two planes x = x x = X. The section made by a is an ellipse whose semiaxes are plane parallel to the plane x = x 2/a 2 Hence the volume sought is x 2 /a 2 and c Vl b Vl
.
V=
To
Trbc
l\
a-A
Y8
cA
find the total
volume we should
set
a and
X=
is
a,
which
gives the value %irabc.

138. Ruled surface.
Prismoidal formula.
When
the area
an integral
function of the second degree in z, the volume may be expressed very simply in terms of the areas B and B of the bounding sections, the area 6 of the mean
section,
and the distance h between the two bounding
sections.
If
the
mean
section be the plane of yz,
we have
2
V = JC
But we
h
also
+
(te
+ 2mx +
n)
dx
21
+
3
2na.
have
b
2a,
n,
B=
Itf
+ 2ma + n
26.
B =
la*
- 2ma + n
to the
whence n
(40)
&,
2 h/2, 2Za
=B+B
These equations lead

4&],
formula
+B + F=^[B o
is called the prismoidal formula. This formula holds in particular for any solid bounded by a ruled surface and two parallel planes, including as a special case the so-called prismoid.* For, let y = ax + p and z = bx + q be the equations of a variable straight line, where
which
a, 6, p,
their initial values
and q are continuous functions of a variable parameter t which resume when t increases from t Q to T. This straight line describes
is
*
lel
prismoid
a solid bounded by any number of planes, two of which are paral

the vertices.
and contain
all
TRANS.
286
DOUBLE INTEGRALS
[VI,
139
a ruled surface, and the area of the section made by a plane x = is given, by 94, by the integral
parallel to the plane
=
where a
,
/T
I
(ax
p)(b x
q )dt,
Jto
&
derivatives
may even
will
d denote the derivatives of a, 6, c, d with respect to t. These be discontinuous for a finite number of values between t
be the case when the lateral boundary consists of portions of The expression for A may be written in the form
and
T,
which
several ruled surfaces.
x2
rr
/
ab dt
rr
I
Jt n
Jt
(aq
+ pb )dt +
Jt
rr pq
dt,
where the integrals on the right are evidently independent of x. Hence the formula (40) holds for the volume of the given solid. It is worthy of notice that the same formula also gives the volumes of most of the solids of elementary geometry
.
139. Viviani s problem. Let C be a circle described with a radius OA (= R) of a given sphere as diameter, and let us try to find the volume of the portion of the sphere inside a circular cylinder whose right section is the circle C.
is
Taking the origin at the center of the sphere, one fourth the required volume given by the double integral
2
2/
dxdy
Passing to polar coor
to
extended over a semicircle described on dinates p and w, the angle u varies from
OA
as diameter.
to it/2,
and
from
R cos w.
Hence
we
find
v=
4
If this
- I (R 3 3 Jo
RS i* 2\ rim R m Bin* w)\* --du =

3
(
3 \2
3/
volume and the volume inside the cylinder
is symmetrical to this one with respect to the z axis be subtracted from the volume of the
which
whole sphere, the remainder
is
3 3
ft
\2
FIG. 31
of the portion of the sur face of the sphere inside the given cylinder is
Again, the area
dxdy.
Replacing p and q by their values
polar coordinates,
x/z and
y/z, respectively,
and passing to
we
find
VI,
140]
APPLICATIONS
f
ftRcoiui
r>
287
Rf>d(>
Jo
V^ 2 -,
4fl 2
=
2
4 f Jo
tt
Jo
f 2 (l-sinw)dw = 4R2 (- a
Subtracting the area enclosed by the two cylinders from the whole area of the
sphere, the remainder
is
it
^
140. Evaluation of particular definite integrals.
The theorems estab
lished above, in particular the theorem regarding differentiation under the integral sign, sometimes enable us to evaluate certain defi
nite integrals without proceed to give a
We
knowing the corresponding indefinite integrals few examples.

(
Setting
= F(a\ = r* log
aX ^
dx
the formula for differentiation under the integral sign gives
dA _ ~
da
log
(1+a
a2
f
1
xdx
Breaking up this integrand into partial fractions, we find

x
Ix
1+ax
whence
x dx
log (1
2
<*
fai
.
It follows that
rfa
1+a
a
,4
arc tan
log(l4o/-i
i
2(1+ a
when a
g
0,
)
2
whence, observing that
vanishes
=
2
"2
we may
write
r
Jo
\
log 0/1
(i+<>
I
2(1+ a
2 2\
a ^ + Jr 1+a
.,
T~i
Integrating the
first
of these integrals
by
parts,
we
finally find
A =
- arc tan a log (1

m
a 2)
288
DOUBLE INTEGRALS
.
[VI,
140
v This function is continuous Again, consider the function x and 1 and y between any two positive when x lies between
numbers a and
b.
Hence, by the general formula of

/-&
/?>
123,
/*
I
/i
But
dx
l
x v dy
t/a
Ja
dy
x y dx.
UQ
r
Jo o
>i
ipy
flf
I
,, Ly
+ IJ
I
,,
+L
i
hence the value of the right-hand side of the previous equation
is
-=
On
the other hand,
log
we have r
log
a;
whence
log x
= log
?/)
which satisfy the relation dP/dy = dQ/dx, and that x x^ y y^ are Then, by the general formula for integration given constants. under the integral sign, we shall have
,
,
In general, suppose that P(x, y) and Q(x,
are
two functions
c?o;
p ap -dy=\p
ty
J, Jo
I
^"o
J dy
J*
or
J*
p0Q -^-dx, ^
\
r*i
r^
[P(x,
(41)
y,}-P(x, y )-]dx=
[Q(^ 15
y)- Q
^ô
Cauchy deduced the values of a large number of definite inte It is also closely and simply related to grals from this formula. Green s theorem, of which it is essentially only a special case. For it may be derived by applying Green s theorem to the line
integral
fPdx + Qdy taken along the boundary of the rectangle formed by the lines x = X Q x x^ y = y y = y l In the following example the definite integral is evaluated by a
,
special device.
The
integral
Jo
log (1
2a
cos x
n-
dx
VI,
110]
APPLICATIONS
value
if
289
This function
has a
F(<x)
finite
\a\
is
different
from unity.
has the following properties.
1)
F(-
a)
F(a).
For
F(or,
a)
Jo
log (1
2a cos x
a-
dx,
making the substitution x
TT
y,
F(2
a)
Jo
log (1
2a
set
cos y
a 2) dy
F(a)
2)
F(a
= 2F(a).
For we may
2F() = F() + F(-a),

whence
2F(a)
Jo
[log (1
2a cos x
a2)
+ log (1 +
2a
COS x
a 2 )] dx
=
If
Jo
log (I
- 2a* cos 2x +
a*)dx.
we now make
the substitution 2x
1 =C"
= y,
i
this
becomes
2F(a)
* Jo
\og(l-2a cosy
2*
+ a )dy
4
+Making a second
find
r
I
log (1
- 2a
lit
cos y
a 4 ) dy.
substitution y
z in the last integral,
we
f*n
X2rr
\og(l-2a cosy
to the
a*)dy=
Jo
log (1
cos z
a*)dz,
which leads
formula
From
this result
we
have, successively,
2
F(a)
\ F(a
=
\
"
=
F(a")
a is The same
If
| |
Hence,
if
|
than unity, a2 approaches zero as n becomes infinite. 2 for the logarithm approaches zero. is true of F(a = 0. we have 1, F(a) a|
less
"),
<
290
If
|
DOUBLE INTEGRALS
a
|
[VI,
141
is
greater than unity, let us set a
I//?.
Then we
find
F(a)
= =
2 cos x
f Jo
1
Jo
log(l-2/?cos;r
where
\ft\
is less
than unity.
Hence we have
TT
2
in this case
F(a)
Finally,
it
log
ft
TT
log
a2
hence F(a)
is
can be shown by the aid of Ex. 6, continuous for all values of a.
p.
205, that F(
1)
employed
integral.
141. Approximate value of logF(n + l). great variety of devices may be to find either the exact or at least an approximate value of a definite
We proceed
to give
an example.
We
xn
have, by definition,
T(n
+ l) =
n +00
Jo
e- x dx.
The function xn e~ x assumes its maximum value nn e~ n for x = n. As x increases from zero to n, xn e~ x increases from zero to nn e~ n (n>0), and when x increases from n to + oo, x n e~ x decreases from nn er n to zero. Likewise, the function nn er n e- tt increases from zero to n n er n as t increases from oo to zero, and decreases from nn e~ n to zero as t increases from zero to + oo. Hence, by the
substitution
(42)
n
-*
the values of x and

to
+
It
t correspond in such a way that as t increases from oo x increases from zero to + oo. remains to calculate dx/dt. Taking the logarithmic derivative of each side
oo,
of (42),
we
find
dx,
2tx
dt
We
have
also,
by
(42), the
equation
tfl
n log
W
f
For simplicity let us set x = n + z, and then develop log (1 + z/n) by Taylor s theorem with a remainder after two terms. Substituting this expansion in the
value for
2
<
we
find
nz2
[2
where
6 lies
between zero and unity.
From
this
we
find, successively,
VI,
142]
APPLICATIONS
291
whence, applying the formula for change of variable,
Y(n
1)
= 2nn
is
e-"
*/- C \ / I/
"e-^dt
00
2n"er
C
V
00
2
*V<
(1
The
first
integral
e-
<2
dt
,_ = Vnr.
As
not
for the second integral, though we cannot evaluate it exactly, since we do know 0, we can at least locate its value between certain fixed limits. For
<x>
and zero, and they are all positive elements are negative between +cc is ^ ess m between zero and + oo. Moreover each of the integrals f_ n / + ter^dt = 1/2. It follows that absolute value than /
all its
,
(43)
F(n
1)
= \/2nnn e~ n (
V*n/
1 and + 1where u lies between If n is very large, w/V2n is very small.
Hence,
if
we take
n"e-
as an approximate value of T(n + 1), our error is relatively small, though the actual error may be considerable. Taking the logarithm of each side of (43), we
find the formula
(44)
log r(n
e is
is
1)
(n
1) logn
+ 1 log(27r) + +
e,
expression very small when n is very large. Neglecting e, This formula is inter called the asymptotic value of logT(n 1). esting as giving us an idea of the order of magnitude of a factorial.
where which
we have an
142.
sign applies to
gration. of integrating the function /(x, y), we may conclude that the function /(x, y) is Gauss deduced discontinuous for at least one point in the field of integration.
this fact an elegant demonstration of d Alembert s theorem. Let F(z) be an integral polynomial of degree m in z. We shall assume for definiteness that all its coefficients are real. Replacing z by p(cosw + isinw), and separating the real and the imaginary parts, we have
s theorem. The formula for integration under the integral function any /(x, y) which is continuous in the rectangle of inte Hence, if two different results are obtained by two different methods
Alembert
from
F(z)
=P+
cos(m sin(m
have
iQ,
!)&>
where
P=A
Q=A
If
m m smmw
cosm<,}
+ Aip m + A\pm ~
we
1)
we
set
V=
arc tan (P/Q),
shall
8V =
a/T
aP_ p aQ
dp
dp
P*+
Q2
8V ~ ~^
q^-P^ du 8u
P2
Q2
and
it is
evident, without actually carrying out the calculation, that the second
is
derivative
of the
form
&V
292
where
DOUBLE INTEGRALS
[VI, Exs.
is a continuous function of p and u. This second derivative can only be discontinuous for values of p and for which P and Q vanish simultaneously, that is to say, for the roots of the equation F(z) = 0. Hence, if we can show that
<a
the two integrals
(4o)
r\ du
I
Jo
Jo
c -dp, w* d du
P
R
*
dp
I
c"*r* du
d P Cu
Jo
Jo
are unequal for a given value of R, we may conclude that the equation F(z) = has at least one root whose absolute value is less than R. But the second inte
gral
is
always zero, for

^ au
Jo
f"
and dV/dp is a periodic function of w, of period 2x. gral in a similar manner, we find
Calculating the
first
inte
X
and
it is
easy to
show
that
dV/du
is
of the
form
dV _
du
Ag
mA?) 2m -f
p"
m+
where the degree of the terms not written down is less than 2m in p, and where the numerator contains no term which does not involve p. As p increases indefi
nitely, the right-hand side
approaches
m.
Hence
that the value of cV/dw, for p = R, is equal to in absolute value. The integral 2n ( + e)
R may be chosen so large m + where e is less than m

e,
fQ
du
is
evidently negative, and
hence the
first of
the integrals (45) cannot be zero.
EXERCISES
1.
At any point
of the catenary defined in rectangular coordinates
by the
equation
y
let
- ea + = 0/5
I
2 \
us draw the tangent and extend it until it meets the x axis at a point T. Revolving the whole figure about the x axis, find the difference between the areas described by the arc of the catenary, where A is the vertex of the catenary,
AM
and that described by the tangent

point
MT
(I)
as a function of the abscissa of the
M,
(2)
as a function of the abscissa of the point T.

[Licence, Paris, 1889.]
Using the usual system of trirectangular coordinates, let a ruled surface The plane zOA revolves about the x axis, while the gen erating line -D, which lies in this plane, makes with the z axis a constant angle whose tangent is X and cuts off on OA an intercept OC equal to Xa0, where a is a given length and 6 is the angle between the two planes zOx and zOA.
2.
be formed as follows
VI.Exs.]
EXERCISES
293
the solid bounded by the ruled surface and the planes 1) Find the volume of xOy, zOx, and zOA, where the angle 6 between the last two is less than 2n. the portion of the surface bounded by the planes xOy, 2) Find the area of
zOx, zOA.
[Licence, Paris, July, 1882.]
3.
&2 X2
_|_
Find the volume of the solid bounded by the xy plane, the cylinder a 2&2 anc[ the elliptic paraboloid whose equation in rectangular a2y2
?
coordinates
is
2z
c
&
p2
y*
q*
[Licence, Paris, 1882.]

4.
Find the area of
the curvilinear quadrilateral bounded by the four con-
focal conies of the family
which are determined by giving X the values

5.
c 2 /3,
2c 2/3, 4c a /3, 5c 2/3, respectively.

[Licence, Besanôn, 1885.]
Consider the curve
= \/2 (sin x
cos x)
where x and y are the rectangular coordinates of a point, and where x varies from 7T/4 to 5?r/4. Find
:
1)
the area between this curve and the x axis
2) the
volume of the
solid generated
by revolving the curve about the x axis

[Licence, Montpellier, 1898.]
3) the lateral
area of the same solid.
6.
points on the with the line
In an ordinary rectangular coordinate plane let A and B be any two be any curve joining A and B which, together y axis, and let whose area is a preAB, forms the boundary of a region
AMB
AMBA
assigned quantity S. over the curve
Find the value

:
of the following definite integral taken
AMB
my] dx
where
<t>
[<t>
(y}e
- m]dy,
together with
[Licence,
its
m is a constant,
continuous.
and where the function
derivative
<f>(y),
(y), is
Nancy, 1895.]
7.
By
calculating the double integral

>
ft
+ 00
/ ft
I
+00
e- x
Jo /O
in
Jo
that,
sinaxdydx
is
two
different ways,
show
provided that a
.
not zero,
+ 00
sin
ax
ft
,
8.
lution or of
Find the area of the lateral surface of the portion of an ellipsoid of revo an hyperboloid of revolution which is bounded by two planes perpen
dicular to the axis of revolution.
294
9*.
DOUBLE INTEGRALS
To
is
[VI, Exs.
find the area of
an ellipsoid with three unequal axes.
Half of the total
area A
given by the double integral
1-
X2
C"
dxdy
extended over the interior of the ellipse 62 x2 + a2 ?/ 2 = a 2 ft2 Among the methods employed to reduce this double integral to elliptic integrals, one of the simplest, 125. due to Catalan, consists in the transformation used in Denoting the
.
integrand of the double integral by v, and letting v vary from 1 to + easy to show that the double integral is equal to the limit, as I becomes
of the difference
il
cc,
it is
infinite,
7tabl(P-l)
nab
This expression
is
an undetermined form
but we
may
write
->
and hence the
limit considered above is readily seen to be

+00
/.2
Ttab
ab
dv
1,2
J
\
(V
2_l +
a2
^W 2_1 +
U
C2
\
a, 6, c
\ &*/ -
10*. If
from the center of an
ellipsoid
whose semiaxes are

is
a perpen
dicular be let fall
upon the tangent plane
to the ellipsoid, the area of the surface
which
is
the locus of the foot of the perpendicular
equal to the area of an
ellipsoid
whose semiaxes are
be/a, ac/b, ab/c.

Liouville, Vol. XI, 1st series, p. 81.]
[WILLIAM ROBERTS, Journal de
VI, EXB.]
EXERCISES
295
11.
Evaluate the double integral of the expression

(*
V)"f(v)
,
extended over the interior of the triangle bounded by the straight lines y = i = x, and x = in two different ways, and thereby establish the formula
dx
(x
y) f(y)
dy
f(y)
dy
From
this result
deduce the relation

X
x-
C f(x)dx= f\x J*9 (n-l)!^x
- y)f(y)dy.
In a similar manner derive the formula

X
f(x)
dx
=
2
.
\ 6
f 2n Jr
*(x*
2
2/
)
and verify these formulae by means of the law for differentiation under the
integral sign.
CHAPTER
VII
MULTIPLE INTEGRALS INTEGRATION OF TOTAL DIFFERENTIALS
I.
MULTIPLE INTEGRALS
CHANGE OF VARIABLES
143. Triple integrals. Let F(x, y, z) be a function of the three variables x, y, z which is continuous for all points M, whose rec tangular coordinates are (cc, y, z), in a finite region of space bounded by one or more closed surfaces. Let this region be sub
()
divided into a number of subregions (e^, (e 2 ~), (e n ), whose vol v be coordinates of any and let the umes are v l9 v z , n (., 17,-, )
,
point
m,-
of the subregion
(e,-).
Then
the
sum
(i)
approaches a limit as the number of the subregions (e.) is increased indefinitely in such a way that the maximum diameter of each of
them approaches
the function F(x,
is
zero.
y,
This limit
is
called the triple integral of
z) extended throughout the region (), and
represented by the symbol
(2)
JJJ
F(x,
y, z}
dx dy dz
The proof that
this limit exists is practically a repetition of the
proof given above in the case of double integrals. Triple integrals arise in various problems of Mechanics, for
instance in finding the mass or the center of gravity of a solid filled with a heterogeneous sub Suppose the region body. stance, and let p.(x, y, z) be the density at any point, that is to say,
()
the limit of the^ratio of the mass inside an infinitesimal sphere about and /x 2 the point (x, y, ) as center to the volume of the sphere. If
are the
it is
maximum and
hence
it
the
minimum
value of
/t
in the subregion
lies
(e^),
evident that the mass inside that subregion

fujv,-;
between ^v,
7;,-,
,-)
and
is
equal to
v,./i(,.,
17.-,
,.),
where
(,-,
is
suitably chosen point of the subregion 296
(e ).
(
It follows that the total
VII,
143]
INTRODUCTION
CHANGE OF VARIABLES
297
mass is equal to the triple integral fffp dx dy dz extended through out the region (). The evaluation of a triple integral may be reduced to the suc
cessive evaluation of three simple integrals.
Let us suppose
first
a rectangular parallelepiped bounded by the six planes x x x z z = Z. Let (E) X, y F, z y y be divided into smaller parallelepipeds by planes parallel to the
that the region
()
,
is
three
(x f
coordinate planes.
o^j) (yk
yk _
(z t
The volume of one and we have to ,_!),
of
the
latter
is
find the limit of
the
sum
S
(3)
=
,
any point inside the corresponding first that part of S which arises parallelepiped. from the column of elements bounded by the four planes
ij ikl
,
where the point (, w
lW ) is
Let us evaluate
taking
all
= y/c-i(x {
the points
ikl
yM
iw )
upon the straight
line
ar.-.j,
This column of parallelepipeds gives
rise to
the
sum
],
-x_
i
)(yt
yt_i)[^(*,-_i,
yî, Ci)(i
and, as in
s may be chosen in such a way that the 123, the inside the bracket will be equal to the simple integral quantity
*(**-!
It only
yt-i)
Jz
F( x
i-i>
yt-u
*) d*-
remains to find the limit of the sum
But
this limit is precisely the double integral
$(x,
?/)
dx dy
extended over the rectangle formed by the lines x y = 2/o y = Y. Hence the triple integral is equal to
>
=x
= X,
dx
J*,
or,
Jv
*(x, y)dy,
replacing &(x, y) by
(4)
J
I
its value,
pX
dx
*,*
f*Y
f*Z
dy
Jvn
*J *a.
F(x,y,z)dz.
298
MULTIPLE INTEGRALS
[VII,
144
The meaning of this symbol is perfectly obvious. During the first integration x and y are to be regarded as constants. The result will be a function of x and y, which is then to be integrated between the limits and F, x being regarded as a constant and y as a variable. The ?/
result of this second integration is a function of x alone, and the last step is the integration of this function between the limits x and X. as there are permutations
There are evidently as many ways of performing this evaluation on three letters, that is, six. For instance,
is
the triple integral
equivalent to
r>X
rZ
I
f*Y
I
r>
dz
dx
J*
J*
F(x,
y,
z)dy =
J*a
where
*() denotes the double integral of F(x, y, z) extended over Y. We x x the rectangle formed by the lines x X, y y y of the with the this formula rediscover part might by commencing
arises from the layer of parallelepipeds bounded by the two planes z = z _ l z = z Choosing the points (, 77, ) suitably, the part of S which arises from this layer is
sum S which
and the
144.
rest of the reasoning
is
similar to that above.
Let us now consider a region of space bounded in any manner whatever, and let us divide it into subregions such that any line parallel to a suitably chosen fixed line meets the surface which
bounds any subregion in at most two points. We may evidently restrict ourselves without loss of generality to the case in which a line parallel to the z axis meets
the surface in at most two points. The points upon the bounding
surface project upon the xy plane into the points of a region A bounded by a closed contour C.
To every
FIG. 32
point
(x, y)
inside
cor
respond two points on the bounding surface whose coordinates are

>
and
shall suppose that the functions fa( x y}Let us now are continuous inside C, and that l t
.
<j>
We
<<j>
VII,
144]
INTRODUCTION
CHANGE OF VARIABLES
299
divide the region under consideration by planes parallel to the coor Some of the subdivisions will be portions of paral dinate planes. The part of the sum (1) which arises from the column lelepipeds.
of elements
y = yk
is
equal,
bounded by the four planes x = by 124, to the expression
Xf_ l}
{ ,
= yk _i,
(x f
,._!>
(yk
- yt _,)
e ik
F(x
yt _ lt
less
z)
dz
+ fk
,
where the absolute value of
number c by choosing the The sum
than any preassigned parallel planes sufficiently near together.
may be made
approaches zero as a limit, and the triple integral in question

therefore equal to the double integral
is
<(x,
y) dx dy
extended over the region (J) bounded by the contour C, where the function y) is denned by the equation
3>(z,
=
If a line parallel to the
r**
I
F
(*>
y>
Jz.
*)**
y axis meets the contour C in at most two are y = ^ (x) and y = fa (x), respectively, whose coordinates points while x varies from x l to a; 2 the triple integral may also be written in the form
,
rx
(5)
/
rt
\
rz
I
dx
i/Xj
dy
y^
Jz l
F(x,
y,
z)dz.
The
limits z 1
and
z2
are functions of x alone,
depend upon both x and y, the limits y t and yz and finally the limits x l and a? 2 are constants.
invert the order of the integrations as for double inte grals, but the limits are in general totally different for different orders of integration.
Note.
If ^(x) be the function of
/
We may
x given by the double integral

*
rz
dy
I
*()
=| Jv,
F(x, y, z) dz
J*,
300
MULTIPLE INTEGRALS
[VII,
145
extended over the section of the given region by a plane parallel to the yz plane whose abscissa is x, the formula (5) may be written
This
is
the result
we should have
obtained by starting with the
Xf_ l} x = x layer of subregions bounded by the two planes x this contributes to the Choosing the points (, r), ) suitably, layer total sum the quantity
t
.
Example. Let us evaluate the

out that eighth of the sphere x2
triple integral
fffz dx dy dz extended through

which
lies in
y*
z2
fi*
the
first
octant.
If
integrate first with regard to z, then with regard GO y, and finally with regard to x, the limits are as follows x and y being given, z may vary from zero to 2 x 2 and x itself x2 x being given, y may vary from zero to V.R2 V-R 2 y
we
may
vary from zero to B.
Hence the
(*R
I
integral in question has the value
/*//
J J J
I I
I
zdxdydz =
~V2-:r2
I
/>V
ff2-x2-y4
dx
Jo
Jo
dy
Jo
zdz,
whence we
find successively
Jo
zdz
2
(
-x2 -y ),
2
if 2 Jo
and it merely remains
by the substitution x
to calculate the definite integral
<f>,
= B cos
\f
(R*
x2)^dx, which,
takes the form
Hence the value
of the given triple integral
is,
by
116,
145. Change of variables.
Let
(6)
= y= z = $(u,
x
/(?/,, v,
w),
w},
<(?*,
v, v,
w)
be formulae of transformation which establish a one-to-one corre
spondence between the points of the region (E~) and those of another region (î). We shall think of u, v, and w as the rectangular coor
dinates of a point with respect to another system of rectangular
VII,
145]
INTRODUCTION
CHANGE OF VARIABLES
301
If F(x, y, ) is a coordinates, in general different from the first. continuous function throughout the region (), we shall always have
(7)
mF(x, dx dy dz mF[f(u,
y, 2)
;>
D(f,
v,
w),
dudv dw,
v,
i>
D(u,
where the two integrals are extended throughout the regions (E) and (E-i), respectively. This is the formula for change of variables
in triple integrals. In order to show that the
formula
if it
(7)
always holds, we shall
commence by remarking that
transformations, it carrying out these transformations in succession, by the well-known properties of the functional determinant ( 29). If it is applicable
to several regions of space, it is also applicable to the region obtained
holds for two or more particular will hold also for the transformation obtained by
We shall now proceed to show, as we did for double integrals, that the formula holds for a transformation which leaves all but one of the independent variables unchanged, for
by combining them.
example, for a transformation of the form
(8)
=x
?/
\!/(x
y z
We
two points M(x, y, z) and (x y ,z } are same system of rectangular axes, and that a parallel to the z axis meets the surface which bounds the region (E) in at most two points. The formulae (8) establish a corre spondence between this surface and another surface which bounds the region (E ). The cylinder circumscribed about the two sur
shall suppose that the
,
referred to the
faces with its generators parallel to the z axis cuts the plane z along a closed
curve C.
Every point
m. of the region
is
A
C
FIG. 33
inside the contour
two points m^ and m 2 whose coordinates are z 1 and z2 respectively, and also of two points m[ and m 2 of the second surface, whose coordinates are z[ and z 2 respectively. Let us choose the notation in such a way
,
the projection of of the first surface,
that z l
and z[<z 2 The formulae (8) transform the point m^ 3 into the point m{, or else into the point To distinguish the 2 two cases, we need merely consider the sign of d\f//dz If dty/dz is
<z
,
.
302
MULTIPLE INTEGRALS
,
[VII,
145
positive, z increases with %
points m{ and
and the points l and 2 go into the On the other hand, if c\(//dz is respectively. t and 2 go into negative, z decreases as 2 increases, and s and m{, respectively. In the previous case we shall have
ra^,
I */Zi
F(x, y, z)dz
Jzi
F^x,
y, t(x, y, 2 )]
^ dz
9
/
whereas in the second case

/"**>
F(x, y, z)
dz
=-
/* 2
I
F\x,
y,
Jz^
Jz{
$(x, y, **)] jfc dz
In either case we may write
(9)
f
C/Zj
*F(x, y,
z)dz
*) ZJ
V|>,
y,
t(x, y, z )]
dz
If
we now consider the double
integrals of the
two
sides of this
equation over the region A, the double integral of the left-hand side,
dxdy I JII Je J(A)

is
F(x,
t
y,
z)dz,
out the region (E).

side of (9)
is
precisely the triple integral fffF(x, y, z) dx dy dz extended through Likewise, the double integral of the right-hand
equal to the triple integral of
F[x y
,
which readily follows when extended throughout the region (E x and y are replaced by x and y respectively. Hence we have in
~),
,
this particular case
J J J (E)
F(x, y, z) dx dy dz
dx
di
dz
in this case the determinant D(x, y, z)/D(x y z } reduces to Hence the formula (7) holds for the transformation (8). d(j//dz
, ,
.
But
Again, the general formula (7) holds for a transformation of the

type
(10)
*=/(*
y ,*%
=
<t>(x
,y<,zi),
VII,
145]
INTRODUCTION
CHANGE OF VARIABLES
303
where the variable z remains unchanged.
We
shall suppose that
the formulae (10) establish a one-to-one correspondence between the points of two regions (E) and ( ), and in particular that the
R and R made in (E) and ( ), respectively, by any plane parallel to the xy plane correspond in a one-to-one manner. Then by the formulae for transformation of double integrals we
sections
shall have
(11)
I
RT
fi-r.
i/
?.
A*(r
-j/
j-
f.
l
,
D(x y
,
^ dx dy
)
The two members

z
=z
alone.
,
of this equation are functions of the variable Integrating both sides again between the limits z v
in the region
and 2 between which z can vary formula
(), we
find the
Jill
=
JJ
F (x
J(E)
>
y,
z)
dx dv dz
JJ
F^^^,^^,^,^ rrr J(E

)
, ,
D(x
dx dy dz
,y<)
= D(x, y)/D(x y But in this case D(x, y, z)/D(x y Hence ) the formula (7) holds for the transformation (10) also. We shall now show that any change of variables whatever
,
~).
(13)
= f(x
l}
yl} zj,
=
<j>(
Xl ,
y l} zj,
= ^(x
lt
y 1}
j)
be obtained by a combination of the preceding transformations. For, let us set x = x l} y = y lt z = z. Then the last equation of (13) may be written z = if/(x y z^, whence z v = 7r(x , y z Hence the equations (13) may be replaced by the six equations
may
~).
(14) x
(15)
=/[*
TT(X<,
y}
y
)],
y
yi,
= ftx
*
<,
ir(x
)],
=z
xi,
=
<j>(xi,
yi,
,).
The general formula (7) holds, as we have seen, for each of the transformations (14) and (15). Hence it holds for the transforma
tion (13) also.
might have replaced the general transformation (13), as the reader can easily show, by a sequence of three transformations of the type (8).
We
304
146.
MULTIPLE INTEGRALS
Element
of volume.
[VII,
146
Setting F(x,
y, K)
=I
in the formula (7),
we
find
//***//
The
left-hand side of this equation
is
du dv dw
Applying the law of the mean

the relation
to the integral
the volume of the region ("). on the right, we find
(16)
D(u,
is
v,
where Vi
the volume of (î), and
rj,
are the coordinates of
some
point in (#1).
This formula
It
Chapter VI.
of the ratio of
shows two corresponding
exactly analogous to formula (17), that the functional determinant is the limit
is
infinitesimal volumes.
in (6) be assigned a constant value, v, while the others are allowed to vary, we obtain three families of If one of the variables u,
surfaces,
const., v
= const., w =
const.,
by means
of
which the
region (T) may be divided into subregions analogous to the parallelopipeds used above, each of which is bounded by six curved faces.
The volume
(u),
of one of these subregions
(u
du), (v}, (v
+ dv),
D(w,
(w),
(w + dw}
.
bounded by the surfaces is, by (16),

c?v
AF =
v,
-j-
c f
J
c?<
dw
w)
dv, and div are positive increments, and where c is infini tesimal with du, dv, and dw. The term e du dv dw may be neglected, as has been explained several times ( 128). The product
where du,
(17)
is
dV =
D(u,
v,
w}
the principal part of the infinitesimal AF, and is called the element of volume in the system of curvilinear coordinates (u, v, w). Let c?s 2 be the square of the linear element in the same system of
coordinates.
Then, from
î /*
(6),
o/
dx
= ~- du
cu
-P
vv
Ow
- dw.
dy
~JL
-r-
du
dz
= -^cu
du
whence, squaring and adding, we find
=H du*+H. dv*+H dw +2F dvdw+2F. dudiv+2F dudv,

2
l
t
VII,
14fi]
INTRODUCTION
CHANGE OF VARIABLES
305
the notation employed being
(19)
(7 IT
C OC G OT
(JOT
O *y
dw
du dw
du dv
where the symbol AJ means, as usual, that x is to be replaced by y and z successively and the resulting terms then added. The formula for dV is easily deduced from this formula for ds*.
For, squaring the functional determinant by the usual rule,
we
find
dx dy
306
MULTIPLE INTEGRALS
[VII,
146
where p denotes the distance of the point M(x, y, z) from the origin, 6 the angle between OM and the positive z axis, and the angle which the projection of OM on the xy plane makes with the positive x axis. In order to reach all points in space, it is sufficient to let p from zero to TT, and from zero to 2?r. vary from zero to +
<f>
<
<x>,
From
(21)
we
find
(22)
ds 2
dp
+P
d6 2
+P
sin 2
0d<j>
2
,
whence
(23)
dV =
may
2 p sin 6 dp dO
.
d<f>
These formulae
be derived without any calculation, however.

(/a),
The three
families of surfaces
are concentric spheres (0), about the origin, cones of revolution about the z axis with their vertices
(<)
and planes through These respectively. surfaces evidently form a triply orthogonal system, and the dimen
at the origin,
the
axis,
sions of the elementary subregion are seen from the figure to be dp,
p dO, p sin
d<j>
the formulae (22)
and (23) now follow immediately.

FIG. 34
To
calculate in terms of the va

p, 0,
riables
and
<
a triple integral
extended throughout a region bounded by a closed surface S, which contains the origin and which is met in at most one point by a radius
vector through the origin, p should be allowed to vary from zero to R, where R is the equation of the surface 6 from zero to TT /(0,
<f>)
and
<
from zero
to 2?r.
For example, the volume of such a surface

I I
d<j>
is
V=
The
first
dO
Jo
Jo
Jo
P sinOdp.
integration can always be performed, and

w
we may
write
- c
i/O
d+
r
t/0
R 3 sin
dQ.
Occasional use
is
made of
by the equations x
= r cos
to,
and z defined cylindrical coordinates r, r sin w, z z. It is evident that y

<a,
and
dV = r dw dr dz
VII,
147]
INTRODUCTION
CHANGE OF VARIABLES
307
147. Elliptic coordinates.
The surfaces represented by the equation
(24)
X
is
X
>
-1=0,
c
where X
conies.
a variable parameter and a
>
c>
0,
form a family of confocal

For the equa
Through every point
in space there pass three surfaces of this family,
an
ellipsoid,
a parted hyperboloid, and an unparted hyperboloid.
tion (24) always has one root \i which lies between b and c, another root X 2 between a and 6, and a third root X 3 greater than a. These three roots \i, X2 , Xg
are called the elliptic coordinates of the point whose rectangular coordinates are Any two surfaces of the family intersect at right angles if X be given (x, y, z).
:
the values Xi
and X 2
for instance, in (24),

Xi
and the resulting equations be sub
tracted, a division
by
X2 gives
(25)
a)
6)(X 2
b)
c)(X 2
= 0,
c)
which shows that the two surfaces (Xi) and (X 2 ) are orthogonal. In order to obtain x, y, and z as functions of Xi X 2 X 3 we may note that the
,
relation
(X
o)(X
6)(X
c)
x2 (X
6)(X
c)
y2
(X
c)(X
- a) - z 2 (X - a)(\ - b) = (X - Xi)(X - X 2 )(X - X 3 )

equa
is
tion,
we
Setting X obtain the values

(X 3
a,
6,
c,
successively, in this
- a)(a-X )(q-X 2 )
1
(a
b)(a
c)
(26)
(a
(X 8
b)(b
c)
C )(X,
(a
c)(b
c)
whence, taking the logarithmic derivatives,

,
dx
x 2 V Xi
X2
X3
^)
b
I *
*-5
UZ
I
+
b
d\ 3
X3
X2
-p
~T
2 \Xi
X2
Xs
,
c/
,
Forming the sum
of the squares, the terms in
appear by means of (25) and similar relations.
dXidX 2 dX 2 dX 8 dX 3 dXi must dis Hence the coefficient of dXj is
4 L(Xi
or, replacing x, y, z
a)
(\!
6)
(X!
c)
by their values and simplifying,

1
(X,
XQft,
- XQ
(27)
4(X 1 -a)(X 1 -6)(X 1 -c)
308
The
coefficients 3f2
MULTIPLE INTEGRALS
[VII,
148
this expression
therefore
-VMi M2 Mz
by
and 3f8 of d\\ and d\g, respectively, may be obtained from The element of volume is cyclic permutation of the letters.
d\i d\2 d\ a
.
148. Dirichlet s integrals.
Consider the triple integral
xpyiz r (l
z)
dxdydz
taken throughout the interior of the tetrahedron formed by the four planes x = 0, 2/ = 0, z = 0, x + y + z = 1. Let us set
TJ
|r;f ,
where
r/,
f are three
new variables. These
formulae
may be written in the form
and
the inverse transformation is
lie
x, y, and z are all positive and x + y + z is less than unity, 17, and f all between zero and unity. Conversely, if 17, and f all lie between zero and The tetra unity, x, y, and z are all positive and x + y + z is less than unity. hedron therefore goes over into a cube.
, ,
When
In order to calculate the functional determinant,
let
us introduce the auxiliary
transformation
z
X=f, F=)j,
D(x,
y, z)
T,,
Z=
?;f ,
which gives x
F, y
=F
Z.
Hence the functional determinant has the value
D(x,
77,
z)
D(JT, r, Z)
J>(|,
D(,
and the given
f)
D(X,
Y, Z)
r,,
triple integral
becomes
t/O
dg
/0
*i
rV +
/0
+r+2 (i-
i 7+r+i
a- ^ra- f)df.
a function of
77,
The integrand is the product of a function Hence the triple integral may be tion of f.
of
f,
and a func
written in the form
Jo
or,
+ 9 + r + 2(l
_ lyfy
X C 7 9 + + l(l
-
T? )?dr,
/o
X f
/o
introducing T functions (see (33),

l)
p. 280),
T(q
T(p
+ 4)
Y(p
+ r + 2)T(p+l) + q + r + 3)
T(q
+r+
2)
Canceling the found to be

(28)
common
factors, the value of the given triple integral is finally
r(p+i)r( g +i)r(r+pr(+i)
VII,
149]
INTRODUCTION
A
CHANGE OF VARIABLES
309
149. Green s theorem.*
derived for triple integrals.
formula entirely analogous to (15), 126, may be Let us first consider a closed surface S which is
met in at most two points by a parallel to the z axis, and a function R(x, y, z) which, together with dR/dz, is continuous throughout the interior of this surface. All the points of the surface S project into points of a region of the xy plane
bounded by a closed contour C. To every point of A inside C corre = 2 (x, y). spond two points of S whose coordinates are z\ = (x, y) and z 2 The surface S is thus divided into two distinct portions /Si and 83 We shall
which
is
<f>\
<j>
suppose that z\ is less than z 2 Let us now consider the triple integral
.
dz
dxdydz
tion
taken throughout the region bounded by the closed surface S. A first integra may be performed with regard to z between the limits z\ and z 2 ( 144),
which gives R(x, y, z 2 ) R(x, equal to the double integral
y, z t ).
The given
triple integral is therefore
J J[Jfc(,
y, z 2 )
R(x, y, Zi)]dxdy
over the region A. But the double integral surface integral ( 135)
f f R(x,
y, z 2 )dxdy is
equal to the
R(x, y, z)dxdy
taken over the upper side of the surface /S2 Likewise, the double integral of R(x, y, Zi) with its sign changed is the surface integral
.
R(x,y,z)dxdy ff J J(sj
taken over the lower side of
<Si
Adding these two
integrals,
we may
write
/ / /
aT*
is
^* = ff R ^ y
s
Z)
dxd 2/
where the surface

face S.
integral
to be
extended over the whole exterior of the sur
By the methods already used several times in similar cases this formula may be extended to the case of a region bounded by a surface of any form whatever.
Again, permuting the letters
z, y,
and
dz
z,
we
obtain the analogous formulae
III
III
^ dxdy
JJJ**
*
called
-Qdxdydz= JCJC
Q(x, y, z)dzdx.
<^
Occasionally called Ostrogradsky s theorem. The theorem of 126 is sometimes Riemann s theorem. But the title Green s theorem is more clearly established and seems to be the more fitting. See Ency. der Math. Wiss., II, A, 7, b and c.
TRANS.
310
Adding these three
triple integrals
:
MULTIPLE INTEGRALS
formulae,
[VII,
150
we
finally find the general
Green
theorem for
(29)
= C
J
P(x,
y, z)
dy dz
Q(x, y, z) dz dx
R(x, y, z)dxdy,
J(S)
where the surface integrals are to be taken, as before, over the exterior of the bounding surface. = R = QorQ = y, P R = Q or R = z, If, for example, we set P = x, Q P = Q = 0, it is evident that the volume of the solid bounded by S is equal to any one of the surface integrals
(29
CC
J(S)
xdydz,
J J(S)
CC
ydzdx,
JCC J(S)
zdxdy.
150. Multiple integrals. The purely analytical definitions which have been given for double and triple integrals may be extended to any number of vari ables. We shall restrict ourselves to a sketch of the general process.
shall say for brevity Let Xi x2 %n be n independent variables. t x n of these variables represents a point in that a system of values x\ x% x ) = 0, whose first member , space of n dimensions. Any equation F(x\, x 2 ,
, , , , tl
We
a continuous function, will be said to represent a surface; and if F is of the Let us consider the first degree, the equation will be said to represent a plane. totality of all points whose coordinates satisfy certain inequalities of the form
is
(30)
ti(xi,X3,-.-,x H
)<0,
l, 2,
.-., k.
We shall say that the totality of these points forms a domain in space of n dimensions. If for all the points of this domain the absolute value of each of is the coordinates x,- is less than a fixed number, we shall say that the domain
finite.
If the inequalities
which define
D are
,
of the
form
n
(31)
xJ^X!<x},
x<;x2<x 2
-,
<<x
^xj,,
we
shall call the
domain a prismoid, and we
shall say that the
positive
quan
a
xf are the dimensions of this prismoid. lies on the frontier of the point of the domain functions fr in (30) vanishes at that point.
tities x\
Finally,
we
shall say that
domain
if
at least one of the
x n) be a function which Now let Z) be a finite domain, and let f(x\ x 2 continuous in that domain. Suppose D divided into subdomains by planes = (t = 1, 2, n), and consider any one of the prisparallel to the planes x t
,
,
is
moids determined by these planes which lies entirely inside the domain D. Ax n be the dimensions of this prismoid, and let i 2 Let Axi Ax 2 n be the coordinates of some point of the prismoid. Then the sum
, ,
, ,
(32)
S=
for all
S/(fc,
,--,) AX! Ax 2
lie
is
Ax
formed
the prismoids which
entirely inside the
domain
Z),
approaches
a limit I as the number of the prismoids
increased indefinitely in such a
way
VII,
150]
INTRODUCTION
CHANGE OF VARIABLES
them approach
,
311
that
limit
all
of the dimensions of each of

,
zero.
We
shall call this
I the n-tuple integral of f(x\ x 2 denote it by the symbol

1
z,,)
taken in the domain
D and shall
=ff-
*2,
"fffai
z n )dzidz 2
dx n
The evaluation
be reduced to the evaluation of this in general, we need only (n l)-tuple integral, it will also be true for an For this purpose let us consider any point (xi x2 xn ) n-tuple integral. of D. Discarding the variable z n for the moment, the point (x\ x 2 xn _ i) evi We shall suppose dently describes a domain D in space of (n 1) dimensions.
of an n-tuple integral
may
n successive simple integrals. show that if it is true for an
In order to
show
that to any point (x 1? X2, x n _i) inside of JK there correspond just two , xn _i; x^) and points on the frontier of Z), whose coordinates are (xi, X2, , x n _i x^2) ), where the coordinates x^ and x^2) are continuous func , (xi, x 2 , tions of the n 1 variables x\ x 2 x n -i inside the domain IX. If this con
; , , ,
dition were not satisfied,
we should
divide the
domain
into
that the condition would be
met by each
of the partial domains.
domains so small Let us now

to the
consider the column of prismoids of the domain
which correspond
same point
treated in
(xi
x2
xn -i)-
It is easy to
show, as
we
did in the similar case
124, that the part of
S which
arises
from
this
column
~\
e
,
of prismoids
is
r
Ax 1 Ax 2 ---Ax n _ i
where
|
r *w
(i)
/(x 1 ,x2
--^x^dXn +
e
|
may
be made smaller than any positive number whatever by choos

If
ing the quantities Ax* sufficiently small.

*(xi, x 2
we now
set
(33)
-,
xn
-i)=J
(1)
it is
clear that the integral I will be equal to the limit of the
sum
S*(xi, x 2
that
is,
x n _i)AxiAx 2
Ax n _i,
to the (n
l)-tuple integral
(34)
fff- --J^Xi,
x2
xn -i)dxi---dxn -i,
to hold for an (n l)-tuple it holds in general. Consider the totality of points
in the
domain
it
ZK.
The law having been supposed
integral,
is
evident,
by mathematical induction, that
might have proceeded differently. Then the Xn) for which the coordinate x n has a fixed value. xn _i) describes a domain 8 in space of (n point (xi, x 2 1) dimensions, and it is easy to show that the n-tuple integral I is also equal to the expression
(xi
,
We
za
(35)
where 0(x n) is the (. l)-tuple integral /// -ffdxi dxn-i extended through out the domain 5. Whatever be the method of carrying out the process, the limits for the various integrations depend upon the nature of the domain D, and
312
vary
in
MULTIPLE INTEGRALS
general for different orders of integration. by inequalities of the form
[VII,
150
An
exception exists in case
D is a prismoid denned
The multiple
integral
is
then of the form
and the order

variables.
in
way whatever without

The formula
Let
(36)
Xi
which the integrations are performed may be permuted in any altering the limits which correspond to each of the
for change of variables also
may
t
be extended to n-tuple integrals.
0,-(zi, zg,
x n ),
= l,
2,
-,n,
be formulae of transformation which establish a one-to-one correspondence between

the points (xi z 2 .,--, xn ) of a domain jy and the points (xi domain D. Then we shall have
, ,
x2
xn ) of a
(37)
The proof
argument
is
is all
similar to that given in analogous cases above. that we shall attempt here.
it
sketch of the
1) If (37)
holds for each of two transformations,
also holds for the trans
formation obtained by carrying out the two in succession. 2) Any change of variables may be obtained by combining two transforma
tions of the following types
(38) (39)
:
Xi
xf,
x2
Xa,
xn _i
x;,_i,
xn
n (xi, xg,
x;,),
zi
3) (37) holds for a transformation of the type (38), since the given n-tuple integral may be written in the form (34). It also holds for any transformation of the form (39), by the second form (35) in which the multiple
The formula
integral
may
be written.
The usual reasoning l)-tuple integral. induction establishes the formula in general.
(37) holds for
an (n
These conclusions are based on the assumption that by mathematical
As an example
I
let
us try to evaluate the definite integral

x"
= CC, ,
f xf x?2
,
(1
xi
x2
-----
x n f dxi dx 2
---
dx n
where ai, cr 2 an are certain positive constants, and the integral extended throughout the domain D defined by the inequalities
G<X!,
0<z 2
,
is
to be
0<x n
xi
x2
+x n
<
1.
The transformation
VII,
151]
TOTAL DIFFERENTIALS
a
313
carries
D into
new domain IX
0<fi^l,
defined by the inequalities

--,
<<!,
0<&<1,
and
it is
easy to show as in
,
148 that the value of the functional determinant

,
is
X2
-,
Xn)
t n-i
fc
-2
The new integrand +-+ .+
is
therefore of the form

1
-i^
+-+
-*...^ (1 _ f y (1 _ &)
...(1
_&,)-.,
:
and the given

(40)
integral
may
be expressed, as before, in terms of T functions
T(
II.
INTEGRATION OF TOTAL DIFFERENTIALS
151. General method. Let P(x, y) and Q(x, y~) be two functions of the two independent variables x and y. Then the expression
Pdx + Qdy
is not in general the total differential of a single function of the variables x and y. For we have seen that the equation
two
(41)
is
du
= Pdx + Qdy
=
equivalent to the two distinct equations

(42)
*<-,),
(*,).
.
Differentiating the first of these equations with respect to y and the second with respect to x, it appears that u(x, y) must satisfy each of the equations
C2 u
dP(x, y) dy
82 u
cxdy
Cydx
dQ(x, y) dx
satisfies these
necessary condition that a function u(x, y) should exist which requirements is that the equation
dx Cy _.! should be identically satisfied. This condition is also sufficient. For there exist an infinite
(43)
number
is satisfied.
of functions u(x, y) for which the first of equations (42) All these functions are given by the formula
=
/ Jx n
P(x,y)dj.
314
MULTIPLE INTEGRALS
[VII,
151
where x is an arbitrary constant and Fis an arbitrary function of y. In order that this function u(x, y) should satisfy the equation (41), it is necessary and sufficient that its partial derivative with respect
to
x should be equal to Q(x,
that the y), that is,
equation
f_
Jxn
should be
satisfied.
dp
<
fe
_=^
=
Q(x, y)
to
y)
But by the assumed

dx
relation (43)
we have
,
ftx
I
7\T>
f*
I
x
si
f)
Cy
-z-dx CX
Q(x
y)
whence the preceding relation reduces
The right-hand
there are an
infinite
Hence side of this equation is independent of x. number of functions of y which satisfy the
formula equation, and they are all given by the
= f
An
where y
is
Q(o,
an arbitrary value of y, and C is an arbitrary constant. It follows that there are an infinite number of functions u(x, y) which satisfy the equation (41). They are all given by the formula
(44)
f Jx
P(x, y} dx
Q(x
/Q
and
differ
from each other only by the additive constant
C.
Consider, for example, the pair of functions
~
which
a;
x2
+ my + y*
y x2
mx
+y
satisfy the condition (43).
Setting x
=
,
and y
= 1,
the
formula for u gives
u=l Jo
u
or,
2
C -^dy C*x + my. + 2 dx+ ,

x*
+y
C,
whence, performing the indicated integrations, we find

1 =+ y )]* + m * [log(a;
2
arc tan
x~\ -
log y
C,
yjo
simplifying,
1 *
log(cc
-f
m arc tan - +
y
C.
VII,
151]
TOTAL DIFFERENTIALS
to
315
The preceding method may be extended

pendent Let P, Q, and
variables.
any number of inde
give the reasoning for three variables. be three functions of x, y, and z. Then the total
We shall
differential equation
(45)
is
du
= Pdx +
=
Q dy
+ R dz
= R.
equivalent to the three distinct equations
(46)
= P,
Q,
2 Calculating the three derivatives dû/dxdy, d u/dydz, dû/dzdx in two different ways, we find the three following equations as neces
sary conditions for the existence of the function u
d_P_d_Q, dx dy
2Q
dz
= fL^
dy
<LR
JL. =d
dz
dx
first,
Then, by the Conversely, let us suppose these equations satisfied. there exist an infinite number of functions u(x, y, z) whose
partial derivatives with respect to x and y are equal to respectively, and they are all given by the formula
and
Q,
u
where
P(x,
y,
z)dx
Q(x
z.
y,
z)dy
+ Z,
Z denotes an
arbitrary function of
it is
In order that the deriva
tive du/dz should be equal to R, the equation
necessary and sufficient that
should be
assumed
R(x,
y, z)
satisfied. Making use of the relations (47), to hold, this condition reduces to the equation
which were
- R(x
y, z}
+ R(x
y, z)
- R(x
z)
= R(x,
y, z}
=
It follows that
R(x ,y ,z).
an infinite number of functions u(x, y, z) exist which satisfy the equation (45). They are all given by the formula
f* x
(48)
=
,
JxK
,
P(x, y, z)dx
pv
/
f* z
Q(x
y,
Jy
z)dy+
c>
R(x ,y z)dz
,
+ C,
is
za
where x
yn z a are three arbitrary numerical values, and C
an
arbitrary constant.
316
152.
MULTIPLE INTEGRALS
[VII,
152
Pdx + Qdy. The same subject may be The integral treated from a different point of view, which gives deeper insight Let P(x, y) and Q(x, y} into the question and leads to new results.
x>y)
be two functions which, together with their first derivatives, are continuous in a region A bounded by a single closed contour C. It may happen that the region A embraces the whole plane, in which case the contour C would be supposed to have receded to
infinity.
The
line integral
Pdx + Qdy
lies in
first
taken along any path
D which
will
depend
in general
upon
the path of integration.
which
ties (x
try to find the conditions under this integral depends only upon the coordinates of the extremi be any two points and y ) and (x i} yv ) of the path. Let
Let us
be any two paths which connect these two points without intersecting each other between the extremities. Taken together they form a closed contour. In order that the values of the line integral taken along these two paths L and L should be
of region A, and let
L and L
equal,
it is evidently necessary and sufficient that the integral taken around the closed contour formed by the two curves, proceeding
always in the same sense, should be
zero.
:
issue is exactly equivalent to the following under which the line integral
Hence the question at What are the conditions
fPdx + Qdy
taken around any closed contour whatever which
lies
in the region
A
s
should vanish
The answer
theorem
(49)
:
to this question
is
an immediate result of Green
Pta + a Ay
is is
=//(|f
where C
integral
to be extended over the
double any closed contour which lies in A, and where the whole interior of C. It is clear
that
if
the functions
P and Q
the line integral on the left will always vanish.

also necessary.
This condition
is
For,
if
dP/dy
dQ/dx were not identically zero
VII,
152]
TOTAL DIFFERENTIALS
317
in the region A, since it is a continuous function, it would surely be possible to find a region a so small that its sign would be constant But in that case the line integral taken around the inside of a.
boundary of a would not be

If the condition (43
)
zero,
by
(49).
is
identically satisfied, the values of the
between the same two two paths do not intersect and N. It is easy to see that the same thing is true when the two paths intersect any number of times between even and N. For in that case it would be necessary only to compare
M between M
integral taken along two paths L and and are equal provided the points
the values of the integral taken along the paths L and L with its value taken along a third path which intersects neither of the
L",
and N. preceding except at Let us now suppose that one of the extremities of the path of integration is a fixed point (x 0) y }, while the other extremity is a variable point (x, y) of A. Then the integral
V)
X(*, o-
Pdx + Qdy
Vo>
taken along an arbitrary path depends only upon the coordinates The partial derivatives of this (x, y*) of the variable extremity.
function are precisely P(x, y) and Q(x, y).
For example, we have

P(x, y} dx,
s*(x + A:r, y)
F(x
for
+ As,
y)
F(x, y}
/(*
v)
we may suppose
to (x, y), and then from (x, the x axis, along which dy
that the path of integration goes from (x y ) to (x -f Ace, y) along a line parallel to y~)
,
= 0.
Applying the law of the mean, we
may
write
F(x v
+ Ace,-*
?/)
F( L
= P(x +
Ace
0Az, y},
0<0<1.
Taking the limit when
approaches zero, this gives
Fx = P.
line integral F(x, y}, therefore, satisfies the Similarly, total differential equation (41), and the general integral of this
Q.
Fy =
The
equation is given by adding to F(x, y) an arbitrary constant. This new formula is more general than the formula (44) in that the path of integration is still arbitrary. It is easy to deduce (44)
from the new form.

tion
the coordinates of the
let (x y ) and (a^, yi) be two extremities, and let the path of integra be the two straight lines x = x y = y^ Along the former,
, ,
To avoid ambiguity,
318
x
MULTIPLE INTEGRALS
,
[VII,
153
=x = y y
is
dx
l}
dy
= 0, and = 0, and x
I
y varies from y
varies from x to
to y t
Along the second, Hence the integral (50)

.
equal to
r,
J;/
which But
differs
it
from (44) only
in notation.
might be more advantageous to consider another path of be the equations of a curve Let x = /(), y = integration. and let t be supposed to vary con y ) and (x lt y^, joining (x t t as the to point (x, y) describes the curve tinuously from Then we shall have between its two extremities.
<}>()
f
>
pdx
Qdy
=
I Jf
/<%,
If the path be #), example, we should set x = x + tfa to 1. and we should let t vary from y = y + t(y y,,), (x, y) of the equation (41) Conversely, if a particular integral be known, the line integral is given by the formula
where there remains but a single quadrature.

a straight
line,
l
for
(x.
y)
L
which
is
=
3>(x,
y)
3>(x
yc),
analogous to the equation (6) of Chapter IV.
153. Periods.
first place,
More general
cases
may
be investigated.
In the
contours.
Green s theorem applies to regions bounded by several Let us consider for defmiteness a region A bounded by an exterior contour C and two contours and which lie inside the first (Fig. 35). Let P and Q be two functions which, together with
C"
C"
their first derivatives, are continuous in this
region.
and
C"
(The regions inside the contours C should not be considered as parts of

is
the region A, and no hypothesis whatever
made regarding
Let the contours
versals ab
and Q inside these
regions.)
C and
C"
be joined to the contour C by trans
and cd. We thus obtain a closed contour abmcdndcpbaqa, which may be described at one stroke. Applying Green s theorem to the region bounded by this contour, the line integrals
or F,
VII,
153]
TOTAL DIFFERENTIALS
319
which arise from the transversals ab and cd cancel out, since each It follows that of them is described twice in opposite directions.
fPdx + Qdy
where the
f/Y-JJ \&;
r/0
line integral is to be taken along the whole boundary of in the senses the region A, i.e. along the three contours C, C , and indicated by the arrows, respectively, these being such that the
C",
region j\ always lies on the left. If the functions P and Q satisfy the relation dQ/dx dP/dy in the region A, the double integral vanishes, and we may write the
resulting relation in the
form
I
(51)
Pdx + Qdy =
Pdx + Qdy +
Pdx
J(C)
J(C )
line integrals is to
J(C")
where each of the

nated above.
be taken in the sense desig
Let us now return to the region A bounded by a single contour C, and let P and Q be two functions which satisfy the equation
= dQ/dx, and which, together with their continuous except at a finite number of points of A, at which at least one of
dP/dy
the functions
first
derivatives, are
or
is
discontinuous.
shall suppose for definiteness that there are three points of discontinuity
a, b, c in
We
A.
Let us surround each of
these points by a small circle, and then join each of these circles to the contour
C by a cross cut (Fig. 36). Then the integral j Pdx -\-Qdy taken from a fixed
point (x T/O) to a variable point (.r, y) along a curve which does not cross any
,
FIG. 36
of these cuts has a definite value at every point.
For the contour C,
the circles and the cuts form a single contour which may be described shall call at one stroke, just as in the case discussed above.
We
such a path taken along
direct,
it
and shall denote the value of the
y ) to M(x, y) by F(x, y}. to We shall call the path composed of the straight line from a point a whose distance from a is infinitesimal, the circumference a loopof the circle of radius aa about a, and the straight line a
(x
,
from
line integral
circuit.
The
line integral
fPdx
-f
Qdy taken along a
loop-circuit
320
MULTIPLE INTEGRALS
[VII,
153
reduces to the line integral taken along the circumference of the circle. This latter integral is not zero, in general, if one of the functions P or Q is infinite at the point a, but it is independent of
the radius of the circle.
sign corresponding to the
It is a certain constant
A, the
double
which the circumference be described. we shall denote B and C the may Similarly, by values of the integral taken along loop-circuits drawn about the two singular points b and c, respectively. and Any path whatever joining may now be reduced to a
in
two senses
combination of loop-circuits followed by a direct path from to M. For example, the path be reduced to a combination mdefM may
and fM. The path then be reduced to a about the singular M^mdM^ may loop-circuit and for the other two. the point a, similarly Finally, path fM
of the paths
, , ,
M M mdM M deM M efM
is
equivalent to a direct path.
It follows that,
of integration, the value of the line

(52)
whatever be the path will be of the form integral

nB
F(x, y)
n,
= F(x,
y)
+ mA +
+ pC
where m,
integral
and p may be any positive or negative
integers.
The
quantities A, B,
is
are called the periods of the line integral. evidently a function of the variables x and y
is
admits of an infinite number of different

origin of this indetermination
That which determinations, and the
apparent.
in the
Remark. The function F(x, y} is a definitely defined function whole region A when the cuts aa, b/3, cy have been traced. But it should be noticed that the difference F(m) between
the values of the function at two points and of sides a cut does not opposite necessarily vanish.
/""
F(m )
which lie on For we have
/"
A- /: +
i/a;
r*o
,
J,,i
/+/
Jmf
But
j"^
is
zero
hence
J^-F<X)= A.
It follows that to
the difference F(ni)
F(m
is
all
along aa.
The analogous proposition holds
constant and equal for each of
the cuts.
VII,
154]
TOTAL DIFFERENTIALS
The
line integral
"
321
Example.
/
sponding period,
let
xdy
~f~
ijdx
i/fll
y
In order to find the corre
has a single critical point, the origin.

us
integrate
2 along the circle x
=p
2
.
Along
this circle
we have
o,
= p cos
y
is
=p
sin w,
"dw
xdy
ydx
= p^dto,
whence the period

this,
for the integrand
= 2?r. It is easy to verify equal to / is the total differential of arc tan y/x.
Common roots of two equations. Let and Y be two functions of the and y which, together with their first partial derivatives, are con tinuous in a region A bounded by a single closed contour C. Then the expres
154.
variables x
sion
(XdY
2 YdX)/(X* + Y
satisfies the
condition of integrability, for
it is
the derivative of arc tan
Y/X.
Hence the
line integral
(53)
L
X
cients of
taken along the contour C in the positive sense vanishes provided the coeffi dx and dy in the integrand remain continuous inside (7, i.e. if the two = 0, Y = have no common point inside that contour. But if these curves
of common points a, 6, c, inside C, the value of the integral will be equal to the sum of the values of the same integral taken as along the circumferences of small circles described about the points a, b, c,
two curves have a certain number
centers. Let (a, 0) be the coordinates of one of the common points. We shall suppose that the functional determinant D(X, Y)/D(x, y) is not zero, i.e. that = are not tangent at the point. Then it is pos the two curves and sible to draw about the point (a, /3) as center a circle c whose radius is so small
that the point (JT,
Y)
describes a small plane region about the point
(0, 0)
which
circle c
is
(
bounded by a contour 7 and which corresponds point 25 and 127).
for point to the
the point (x, y) describes the circumference of the circle c in the positive sense, the point (X, Y) describes the contour y in the positive or in the negative sense, according as the sign of the functional determinant inside the circle c is
As
But the definite integral along the circumference of c is positive or negative. in one revolution, that is, 2x. Similar equal to the change in arc tan
Y/X
reasoning for
all of
the roots shows that
where
denotes the number of points
common
to the
two curves
at
which
-^(^, Y)/D(x, y) is positive, and determinant is negative.
N the number of common points at which the
322
The
definite integral
MULTIPLE INTEGRALS
on the
is,
[VII,
155
left is also
in going
around
c,
that
to the index of the function

If
equal to the variation in arc tan Y/X Y/X as the point (x, y)
describes the contour C.
the functions
X and Y are polynomials, and X
if
the
contour
is
composed
of a finite
to calculate the index of one or and Y, elementary operations ( 77). Moreover, whatever be the functions we can always evaluate the definite integral (54) approximately, with an error less than 7t, which is all that is necessary, since the right-hand side is always a
number of arcs of unicursal curves, we are led more rational functions, which involves only
multiple of
2it.
The formula (54) does not give the exact number of points common to the two curves unless the functional determinant has a constant sign inside of C. Picard s recent work has completed the results of this investigation.*
155. Generalization of the preceding.
may be extended
Q,
and
-B
The results of the preceding paragraphs without essential alteration to line integrals in space. Let P, be three functions which, together with their first partial derivatives,
are continuous in a region (E) of space bounded by a single closed surface S. Let us seek first to determine the conditions under which the line integral
(55)
(v
j/
yo Zo) and (x, y, z) of the path of inte depends only upon This amounts to inquiring under what conditions the same integral vanishes when taken along any closed path T. But by Stokes theorem ( 136) the above line integral is equal to the surface integral the extremities (x
,
,
gration.
CC/
JJ
the equations
\ dx
p\j R -T /^ --}dx dy +
t>
f>Q\^
I
dy dz
dy/
\a*
dz/
5P +/ ^\cz
,
SR ---
}dz dx
ex/
this surface integral
extended over a surface S which is bounded by the contour T. In order that should be zero, it is evidently necessary and sufficient that
8P_BQ
dy
should be satisfied.
^Q =
dz
dx
^,
dy
<3jR
= eP
dz
dx
If these conditions are satisfied,
U is a function of the
R dz,
and which
is
vari
dx + Q dy + ables x, y, and z whose total differential is valued in the region (E). In order to find the value of
of integration
U at any
single point, the path
be chosen arbitrarily. If the functions P, Q, and E satisfy the equations (56), but at least one of them becomes infinite at all the points of one or more curves in (E), results
may
analogous to those of 153 may be derived. If, for example, one of the functions P, Q, R becomes infinite at all the points will admit a period equal to the value of the of a closed curve 7, the integral line integral taken along a closed contour which pierces once and only once a
surface
<r
bounded by
7.
We may also consider questions relating to
surface integrals which are exactly
analogous to the questions proposed above for line integrals. Let A, B, and C be three functions which, together with their first partial derivatives, are
*
TraM
d Analyse, Vol.
II.
VII,
155]
TOTAL DIFFERENTIALS
323
continuous in a region (E) of space bounded by a single closed surface S. Let 2 be a surface inside of (E) bounded by a contour r of any form whatever. Then
the surface integral
(57)
= C
A dy dz + B dz dx + C dx dy
in general upon the surface S as well as upon the contour r. In order that the integral should depend only upon F, it is evidently necessary and suffi cient that its value when taken over any closed surface in (E) should vanish.
depends
Green s theorem ( 149) gives at once the conditions under which this is true. For we know that the given double integral extended over any closed surface is
equal to the triple integral
dA
1
dB
1
dC\,
dz /
\dxdydz
dy
extended throughout the region bounded by the surface. In order that this latter that the integral should vanish for any region inside (E), it is evidently necessary functions A, B, and C should satisfy the equation
dx
+
Ity
+
~dz~
This condition
is
also sufficient.
Stokes theorem affords an easy verification of this fact. For if A, J5, and C are three functions which satisfy the equation (58), it is always possible to deter mine in an infinite number of ways three other functions P, Q, and R such that
~
dy
In the
first
dz
if
dz
dx
dx
dy
place,
these equations admit solutions, they admit an infinite

if
number, for they remain unchanged
P, Q,
and
be replaced by
dx
dy
dz
of x, y,
respectively, where X is an arbitrary function R = 0, the first two of equations (59) give
and
z.
Again, setting
P=
where
<f>(x.
f *B(x,
y, z)
dz
<f>(x,
y),
Q=- C
A(x,
y, z)
dz
$(x, y)
y) and \f/(x, y) are arbitrary functions of x and y. values in the last of equations (59), we find
Substituting these
dA
h
B\ )
dz H
d\b
d<f>
_,.
~
or,
dx
dy
dx
C7(j y, z)
dy
making use
of (58),
=
dx
C(x, y, z
dy
One of The
the functions
or
^ may
functions P, Q, and
still be chosen at random. having been determined, the surface integral, by
Stokes theorem, is equal to the line integral evidently depends only upon the contour F.
f(r) Pdx + Qdy + Rdz, which
324
MULTIPLE INTEGRALS
EXERCISES
[VII, Exs.
1.
Find the value
of the triple integral
x -y) 2
+ 3az-
4a*]dxdydz
extended throughout the region of space defined by the inequalities

x2
2
7/
-az<0,
x2
2
2/
z2
-2a 2
<0.
[Licence, Montpellier, 1895.]

2.
Find the area
of the surface
X2
& 2 y2
and the volume

3.
of the solid
bounded by the same
surface.
Investigate the properties of the function
F(X, F, Z)
considered as a function of
JT,
= C
xo
dx C dy C /(z,
Jo
z
o
y, z)dz
F, and Z.
Generalize the results of
125.
4.
Find the volume of the portion of the

(z
2
solid
s
bounded by the surface
z2 8
)
= 3a
xyz
which
5.
lies in
the
first
octant.
Reduce
to a simple integral the multiple integral
C C
J J
I
C x,a x a * y
x a F(x\
"
x2
xn ) dx\ dx%
inequalities
dxn
extended throughout the domain

<
D defined
,
by the
,
Xi
<
Zj
^ xn
x\
x2
xn
â
[Proceed as in
6.
148.]
Reduce
to a simple integral the multiple integral
D defined
by the
inequalities
7*. Derive the formula

n
f f f--- JCdx 1 dx---dxn = JJJ
iri -
VII. Exs.]
EXERCISES
integral
is
325
where the multiple

inequality
D denned
by the
8*.
Derive the formula

n C F(a cos 6 r27T
C
/0
"de
b sin
cos
c sin
sin 0) sin 6
d<j>
- 2n C
I
Jo
a,
F(uR) du
b2
where
&,
and
are three arbitrary constants,
and where
B = Va2 +
c 2.
[POISSON.]
double integral is equal to a certain surface inte [First observe that the given 2 2 2 = 1. Then take the plane gral taken over the surface of the sphere x + y + z
ax
by
cz
&s the plane of xy in a
new system
of coordinates.]
9*.
Show
be the equation in polar coordinates of a closed surface. Let p = F(6, that the volume of the solid bounded by the surface is equal to the double
<f>)
integral
(a)
ip cos y doda-
extended over the whole surface, where

the angle which the radius vector
makes with the
represents the element of area, and 7 exterior normal.
10*. Let us consider an ellipsoid
whose equation
is
us define the positions of any point on its surface by the elliptic coordi and that is, by the roots which the above equation would have if /* The application of the formulae (29) to were regarded as unknown (cf. 147).
and
let
v
nates
/>,
the volume of this ellipsoid leads to the equation

"
r"
--- p2
)
dv
Jo
Likewise, the formula (a) gives
>&
M
i/O
dv
2
)
Jb
V(62-p
)(
C2
-p 2 )(,2 -62 )(c 2 -,2
11.
partial derivatives, are continuous,
Determine the functions P(z, y) and Q(x, y) which, together with their and for which the line integral
x
+ a,y +
/3)dx
Q(z
a,
p)dy
/3
taken along any closed contour whatever is independent of the constants and depends only upon the contour itself.
a and
326
MULTIPLE INTEGRALS
by the equations
[VII, Exs.
12*. Consider the point transformation defined
z ) describes a surface S the point (x, y, z) describes a sur y be the direction angles of the normal to S a -/ the direction angles of the corresponding normal to the surface S and and the corresponding surface elements of the two surfaces. Prove the formula
As
the point (z
face S.
Let a,
/3,
d<r
d<r
M
V
y)
coscr-
+ r
^
7
y)
cos
13*. Derive the formula (16) on page 304 directly. may be expressed by the surface integral [The volume
V=
and we may then make use
D(f, *, *)
d
(
z cos
d<r
J(S)
of the identity
)
)
D(/,
8
j
J>(/,
D(x ,y ,z
which
is
dx
0)
)
D(y ,z
dy
D(z ,x
3z
D(x
easily verified.]
it,
CHAPTER
VIII
INFINITE SERIES
SERIES OF REAL CONSTANT TERMS I. GENERAL PROPERTIES TESTS FOR CONVERGENCE

156. Definitions and general principles. Sequences. The elementary in all texts on College Algebra properties of series are discussed
and on Elementary Calculus.
We shall
review rapidly the principal
discussions. points of these elementary First of all, let us consider an infinite sequence of quantities
(1)
SQ
,
Si,
SZ
Sn ,
which each quantity has a definite place, the order of precedence if s n approaches being fixed. Such a sequence is said to be convergent a limit as the index n becomes infinite. Every sequence which is
in
not convergent
of
is
said to be divergent.
two ways
sn
may
finally
sn
preassigned quantity, or does not become infinite.
This may happen in either become and remain larger than any may approach no limit even though it
In order that a sequence should be convergent,

sufficient that, corresponding
to
it is
necessary
and
e,
any preassigned
positive
number
positive integer n should

less
exist such that the difference sn+p
sn is
than
in absolute value for
any positive integer p.

is
In the
a limit
first place,
the condition
infinite,
s sn , s
necessary.
s
For
s
if s n
approaches
s as
n becomes
number n always
s n+l ,
,
exists for
,
which
each of the differences
is less than n+p sn It follows that the absolute value of sn+p in value. absolute e/2 will be less than 2 e/2 = c for any value of p. In order to prove the converse, we shall introduce a very impor tant idea due to Cauchy. Suppose that the absolute value of each
of the terms of the sequence (1) is less than a positive
number N.
and -fThen all the numbers between may be separated into number two classes as follows. We shall say that a belongs to the
class
if
there exist an infinite
number
327
of terms of the sequence (1)
328
INFINITE SERIES
[VIII,
156
which are greater than the given number. A number belongs to the class R if there are only a finite number of terms of the It is sequence (1) which are greater than the given number. evident that every number between N and + N belongs to one of the two classes, and that every number of the class A is less than any number of the class B. Let S be the upper limit of the numbers of the class A, which is obviously the same as the lower limit of the numbers of the class B. Cauchy called this number the
greatest limit (la plus
sequence (1).*
grande des limites) of the terms of the This number S should be carefully distinguished
(1) (
68).
from the upper limit of the terms of the sequence

instance, for the sequence
For
11
11
"
n
is 1,
the upper limit of the terms of the sequence limit is 0.
while the greatest
The name given by Cauchy is readily justified. There always number of terms of the sequence (1) which lie and S + e, however small e be chosen. Let us then between S consider a decreasing sequence of positive numbers t l} c 2 en where the general term ^ approaches zero. To each num of the sequence (1) ber of the sequence let us assign a number S and We which lies between S shall thus obtain a + e, e^ an to the suite of numbers a 1? a 2 belonging sequence (1) which approach S as their limit. On the other hand, it is clear from the very definition of S that no partial sequence of the kind just mentioned can be picked out of the sequence (1) which approaches a limit greater than S. Whenever the sequence is convergent its limit is evidently the number S itself. Let us now suppose that the difference s n+p s n of two terms of the sequence (1) can be made smaller than any positive number c for any value of p by a proper choice of n. Then all the terms of the sequence past s n lie between s Let S be the e and s n + e.
exist an infinite
, ,
,-
lt
greatest limit of the terms of the sequence. By the reasoning just given it is possible to pick a partial sequence out of the sequence (1)
which approaches 5
as its limit.
Since each term of the partial
sequence, after a certain one, lies

*
between
sn
and
sn
c,
it
is
The
Resumes analytiques de Turin, 1833 (Collected Works, 2d series, Vol. X, p. 49). definition may be extended to any assemblage of numbers which has an upper
limit.
VIII, Ufi7]
CONSTANT TERMS
329
s n is at most equal to e. S Now be any term of the sequence (1) whose index is greater than n. Then we may write
clear that the absolute value of
let s m
and the value of the right-hand side is surely less than 2c. Since e is an arbitrarily preassigned positive number, it follows that the general term s m approaches S as its limit as the index m increases
indefinitely.
If S is the greatest limit of the terms of the sequence (1), number greater than S belongs to the class B, and every num every ber less than S belongs to the class A. The number S itself may
Note.
belong to either
class.
157. Passage from sequences to series.
Given any
infinite
sequence
the series formed from the terms of this sequence,

(2)
is
+ +
1( 1
+U
H-----\- U n
-\
---,
said to be convergent if the sequence of the successive
sums
,
S
is
?/
Sl
Sn
+ Un
limit
Let 5 be the limit of the latter sequence, i.e. the convergent. which the sum Sn approaches as n increases indefinitely:
v=n
lim S
= lim
?/.
Then S
is
called the
sum of the preceding

H-----h
series,
and
this relation is
indicated by writing the symbolic equation
= MO + MI
un
A
is
which is not convergent is said to be divergent. evident that the problem of determining whether the series convergent or divergent is equivalent to the problem of determin
series
It is
ing whether the sequence of the successive sums S0) Slf convergent or divergent. Conversely, the sequence
S 0) s li
S
2>
52
is
"
s n)
will be convergent or divergent according as the series

SQ
+ Oi - s + (s
)
*i)
H-----1- (*
---a.-i) H
330
is
INFINITE SERIES
For the sum Sn of the
first
sn
[VIII,
157
convergent or divergent.
is
terms
of this series
sequence.
We
precisely equal to the general term shall apply this remark frequently.
of the given
The
(3)
series (2) converges or diverges
with the series
S + Vn +
of the
+ *++
>
obtained by omitting the first p terms of (2). For, if S n (n p) denote the sum of the first n + 1 terms of the series (2), and 2 n _ p
the
sum
p+
1 first terms of the series (3),
i.e.
the difference Sn
2 n - P = uo + u \ H-----h Mp_i is independent of w. Hence the sum 2 n - P approaches a limit if Sn approaches a limit,
It follows that in
and conversely.
converges or diverges we may neglect as beginning of a series as we wish.
determining whether the series many of the terms at the
Let S be the
sum
+1
Ti
terms, and
Rn
the
of a convergent series, Sn the sum of the first sum of the series obtained by omitting the
first
+1
terms,
RH
It is evident that
=U
we
+l
-----h +2 H
Un + p
-\
---- .
shall
always have
series.
It is not possible, in general, to find the sum S of a convergent If we take the sum 5 of the first n -+- 1 terms as an approxi
.
mate value of S, the error made is equal to R n Since Sn approaches S as n becomes infinite, the error R n approaches zero, and hence the number of terms may always be taken so large at least theoret that the error made in replacing S by Sn is less than any ically In order to have an idea of the degree of preassigned number.
approximation obtained,
of
it
is sufficient
to
know an upper
limit
It is evident that the only series which lend themselves readily to numerical calculation in practice are those for which
.
Rn
the remainder
number
vergence.
We
R n approaches zero rather rapidly. of properties result directly from the definition of con shall content ourselves with stating a few of them.
1) If each of the terms of a given series be multiplied by a constant k different from zero, the new series obtained will converge or diverge with the given series; if the given series converges to a sum S, the sum
of the second series
is
kS.
VIII,
158]
CONSTANT TERMS
be given
331
2)
If there
two convergent series
wo
io
+ +
MI
vi
,
+w H + wH
2
h
1-
MH H
vn H
whose sums are S and S
respectively, the
new
series obtained by
adding the given series term by term, namely,
Oo
converges,
o)
+ (MX + Vj) +
is
+ (M +
and
its
sum
-f-
The analogous theorem holds

convergent
series.
for
the term-by -term addition of
3) The convergence or divergence of a series is not affected if the values of a finite number of the terms be changed. For such a change would merely increase or decrease all of the sums S n after a certain
one by a constant amount.

4)
The
series,
convergence of any infinite sequence, applied to * gives Cauchy s general test for convergence
:
test for
and sufficient number that, corresponding any preassigned positive e, an integer n should exist, such that the sum of any number of terms what is less than c in absolute value. For ever, starting with u ll+l Sn + p Sn = U n + + U n + 2 H ?+
it is
In order that a series be convergent

to
necessary
\~
In particular, the general term zero as n becomes infinite.
u n+l
Sn+l
Sn must approach
Cauchy
apply
it
in practice.
test is absolutely general, but it is often difficult to It is essentially a development of the very
We shall proceed to recall the practical rules most used for frequently testing series for convergence and divergence. None of these rules can be applied in all cases, but together they
notion of a limit.
suffice for
the treatment of the majority of cases which actually arise.
158. Series of positive terms.
We
shall
commence by
investigating
a very important class of series, those whose terms are all posi tive. In such a series the sum Sn increases with n. Hence in
order that the series converge
remain
less
than some fixed number for
general test parisons of
sum Sn should The most for the convergence of such a series is based upon com the given series with others previously studied. The
it is
sufficient that the

all
values of n.
following propositions are fundamental for this process

* Exercices
de Mathtmatlques, 1827.
(Collected Works, Vol. VII, 2d series, p. 267.)
332
1)
INFINITE SERIES
[VIII,
159
If each of the terms of a given series of positive terms is less than or at most equal to the corresponding term of a known convergent
series
of positive terms, the given series is convergent. For the sum S n of the first n terms of the given series is evidently less than the sum S of the second series. Hence Sn approaches a limit S which
is
less
than S
2)
If each of the terms of a given
series of positive terms is greater
than or equal to the corresponding term of of positive terms, the given series diverges.
a known divergent series For the sum of the first
n terms of the given series is not less than the sum of the first n terms of the second series, and hence it increases indefinitely
with
n.
We may
lemma.
Let
compare two
series
also
by means of the following
(U) (V)
MO
+ +
Vl
+ MJ H + Va +
h
...
un
,
...
be two series of positive terms.
If the series (7) converges, and if, v n+l /v n 5: u n+l /u n , the series (V) we have a certain term, always after series also converges. the If (7) diverges, and if, after a certain have u we term, always n+ i/u n ^v n+} /v n , the series (F) also diverges.
statement, let us suppose that Since the convergence of a series is not affected by multiplying each term by the same con stant, and since the ratio of two consecutive terms also remains
v n+i/ v n^
>
In order to prove the first u n+i/ u n whenever n
2).
unchanged, we may suppose that vp should have vp + ûp + 1 vp+2 ûp + 2

l
,
<
up and
,
it is
evident that
series
we
etc.
Hence the
is
(F)
must converge. The proof of the second statement Given a series of positive terms which is known
to diverge,
to
similar.
to converge or
we may make use
of either set of propositions in order
determine in a given case whether a second series of positive terms converges or diverges. For we may compare the terms of
the two series themselves, or consecutive terms.
we may compare
the ratios of two
159. Cauchy s test and d Alembert s test. The simplest series which can be used for purposes of comparison is a geometrical progression
The is r. It converges if r 1, and diverges if r ^ 1. of of a series terms with a geometrical given comparison positive progression leads to the following test, which is due to Cauchy:
whose ratio
<
VIII,
159]
CONSTANT TERMS
root
333
of the general term u n of a series of positive is constantlyjess than a fixed number less than unity, the series converges. If ~\/un after a certain term is con stantly greater than unity, the series diverges.
terms after a certain term
If the nth
\u n
For
in the first case ~\/un
<k<l,
whence u n
n
<k
of the terms of the series after a certain one
is less
Hence each than the corre
less
sponding term of a certain geometrical progression whose ratio is than unity. In the second case, on the other hand, ~\/u n whence wn Hence in this case the general term does not
>l
>l.
approach zero. This test is applicable whenever

fact,
V^
approaches a limit.
:
In
the following proposition
may
be stated
If -Vu n approaches a limit I as n becomes infinite, the series will converge if I is less than unity, and it will diverge if I is greater than
unity.
doubt remains if I 1, except when ~^fu n remains greater than unity as it approaches unity, in which case the series surely diverges.
two consecutive terms of a given series two consecutive terms of a geometrical progression, we obtain d Alembert s test:
Comparing the
ratio of
of positive terms with the ratio of
of positive terms the ratio of any term to the a certain term remains less than a fixed number preceding after less than unity, the series converges. If that ratio after a certain
series
If in a given
term remains greater than unity, the series diverges.
From
this
theorem we
may deduce
the following corollary
un+l /un approaches a limit I as n becomes infinite, the series converges if I 1, and diverges ifl>l. The only doubtful case is that in which 1 = 1; even then, ifu n
If the ratio
<
remains greater than unity as
it
n+l /u approaches unity, the series is divergent.
General commentary. Cauchy s test is more general than d Alembert s. For suppose that the terms of a given series, after a certain one, are each less than the corresponding terms of a decreasing geometrical progression, i.e. that the general term u n is less than Arn for all values of n greater than a fixed integer p, where is a certain constant and r is less than rvl 1 and unity. Hence Vu n the second member of this inequality approaches unity as n becomes infinite.
<
/",
a fixed number between r and 1, we shall have after a cer Hence Cauchy s test is applicable in any such case. But it may happen that the ratio u n + \/Un assumes values greater than unity, however far out in the series we may go. For example, consider the series
tain
Hence, denoting by term \/M n k.

<
A;
r sin
|
a +
|
r2 sin
1
2a +
\
r n sin
\
na
\
-{
334
<
INFINITE SERIES
v un = r v
[VIII,
159
where r 1 and where a is an arbitrary constant. In this case whereas the ratio
sin(n + l)
sin net
|
<
r,
assume, in general, an infinite increases indefinitely.
may
number
of values greater than unity as

s test, for it is
Nevertheless,
it is
convenient in
many
A H~
cases.
advantageous to retain d Alembert For instance, for the series

~
i
more
x ~
1
x2
"
~
I
x3
~
xn
~T~
T
1.2
1.2.3
1.2---W,
the ratio of any term to the preceding is x/(n + 1), which approaches zero as n becomes infinite whereas some consideration is necessary to determine inde
;
n as n becomes infinite. pendently what happens to Vun = x/\/l 2 After we have shown by the application of one of the preceding tests that each of the terms of a given series is less than the corresponding term of a decreasing 2 it is easy to find an upper Ar n geometrical progression A, Ar, Ar of the first m terms is taken in place of when the sum made the error limit of For this error is certainly less than the sum of the the sum of the series.
.
geometrical progression
Ar m + Ar m +
Ar m
l
When
two
.
each of the two expressions
limits are necessarily the same.
-\iun and Un + i/u H approaches a limit, the For, let us consider the auxiliary series
x"
(4)
+ uix +
is
u 2 z2 H-----h u n
H----
In this series the ratio of any term to the preceding Hence the approaches the limit Ix, where I is the limit of the ratio u n + \/u n I /I. series (4) converges when x Denoting the 1/Z, and diverges when x
where x
positive.
<
>
limit of
-\/Un
by
the expression
if
-\/u n x
also approaches a limit

if
x,
and
I
the series (4) converges
<
1/i
and diverges
I
>
1/i
In order that the
two and
tests
I
should not give contradictory results,

If,
it is
evidently necessary that
were greater than T, the series (4) would be convergent, by Cauchy s test, for any number x between 1/Z and 1/i whereas the same series, for the same value of x, would be divergent by d Alembert s test.
should be equal.
for instance,
,
Still
limit.*
more generally, if Un + \/u n approaches a limit Z, n approaches the same For suppose that, after a certain term, each of the ratios
>Xu
Un +
U,,
+2
U,,
,,
lies
between
and
e,
as small as
we
please by taking
where e is a positive number which may be taken n sufficiently large. Then we shall have
or
*Cauchy, Cours d Analyse.
Vlll,
160]
CONSTANT TERMS
increases indefinitely, while n remains fixed, the
335
As
the
number p
the extreme right

respectively.
two terms on and left of this double inequality approach I -f e and I e, Hence for all values of m greater than a suitably chosen number
we
shall
have
and, since
the
It
e is
I
an arbitrarily assigned number,

its limit. is
it
follows that
Vu^
approaches
number
as
should be noted that the converse

1,
not true.
Consider, for example, the

,
sequence
a,
a6,
2
a"
6,
a2 62
an bn
~l
a"6
n
,
-,
where a and
b are
two
different numbers.
6,
The
ratio of
-s/u^
ing is alternately a and as n becomes infinite.
whereas the expression
any term to the preced approaches the limit Va6
The preceding
tain expressions
the expression v increases indefinitely with

.
proposition may be employed to determine the limits of cer which occur in undetermined forms. Thus it is evident that 2 1 n increases indefinitely with n, since the ratio n \/(n 1)1
n.
In a similar
the expressions
v n and vôgn
manner it may be shown that each of approaches the limit unity as n becomes infinite.
limit. Cauchy formulated the preceding test a more general manner. Let an be the general term of a series of positive terms. Consider the sequence
160. Application of the greatest
in
(5)
on,
a;,
ajj,
-,
a*,
If the terms of this sequence have no upper limit, the general term an will not approach zero, and the given series will be divergent. If all the terms of the sequence (5) are less than a fixed number, let w be the greatest limit of the terms
of the sequence.
The
series
Sa n
is
convergent if
is less
than unity, and divergent if u
is
greater
than unity.
a be a number between first part of the theorem, let 1 Then, by the definition of the greatest limit, there exist but a finite It follows a. number of terms of the sequence (5) which are greater than 1 1 a for all values of n that a positive integer p may be found such that 3/a n
In order to prove the
1.
w and
<
Hence the series 2a converges. On the other hand, if 1, let 1 + a be a number between 1 and w. Then there are an infinite number of terms of the sequence (5) which are greater than 1 + a, and hence there are an It follows that infinite number of values of n for which a n is greater than unity. the series Sa n is divergent in this case. The case in which w = 1 remains in doubt.
greater than p.
re
>
Cauchy s theorem. In case un+l /un and \u n both approach without remaining constantly greater than unity, neither unity d Alembert s test nor Cauchy s test enables us to decide whether the series is convergent or divergent. We must then take as a
161.
comparison series some series which has the same characteristic
336
but which
INFINITE SERIES
[VIII,
161
is known to be convergent or divergent. The following proposition, which Cauchy discovered in studying definite integrals, often enables us to decide whether a given series is convergent or
the preceding rules fail. be a function which is positive for values of x greater than a certain number a, and which constantly decreases as x
divergent
when
Let
<f>(x)
increases past x Then the x axis

definite integral
a,
is
approaching zero as x increases an asymptote to the curve y =
indefinitely.
and the
<f>(%),
1
may
or
<f>(x~)dx
may
series
not approach a finite limit as
increases indefinitely.
The
(6)
4>(
a)
4,(a
+!)+
<(>
+
and
diverges if
it
converges if the preceding integral approaches a limit, does not.
For, let us consider the set of rectangles whose bases are each -, unity and whose altitudes are 1), n), respec
<f>(a),
<f>(a
<f>(a
tively.
y between the x axis, the curve y x = a + n, that is,

</>(#),
Since each of these rectangles extends beyond the curve the sum of their areas is evidently greater than the area
=
<j>(x),
and the two ordinates x

+
= a,
Xa
On
the other hand,
if
we consider the rectangles constructed

2),
is
,
inside the curve, with a

altitudes
<j>(a
common
+1),
<j>(a
<j>(a
base equal to unity and with the -f- n), respectively, the sum of
the areas of these rectangles the curve, and we may write
evidently less than the area under

+n
Xa
the integral fj indefinitely, the sum
+(x)dx.
Hence,
if
<j>(z)
-\
----
<f>(a)
dx approaches a limit L as I increases + + n) always remains less than

<f>(a
<f(a)
-f L.
It follows that the

is
hence the series (6)

a+n
gral f
<j>(x)dx
in question approaches a limit convergent. On the other hand, if the inte increases beyond all limit as n increases indefinitely,
sum
the same
is
true of the
<a
sum
<t>a
-f
+1 +
<
",
VHi,
161]
CONSTANT TERMS
from the
first
337
as is seen
of the above inequalities.
Hence
in this
case the series (6) diverges. Let us consider, for example, the function
is
<(ce)
= l/x*,
where
/u,
This function satisfies all the requirements and a of the theorem, and the integral // [1/a^] dx approaches a limit as It is greater than unity. I increases indefinitely if and only if
positive
/u,
= 1.
follows that the series
111 T
1*
2*
3*
_! +
n*
if p. is greater than unity, and diverges if /x ^ 1. 1 consider the function I/ [x(logo;) ], where log a; A.gain, 2. denotes the natural logarithm, p. is a positive number, and a
converges
<(#)
Then,
if /*
1,
we
shall have
/
c/2
/u,
<
i ^-[(log7 ) -^-(log2)
1-
The second member approaches a limit if /t 1, and increases = 1 it In the particular case when 1. indefinitely with n if is easy to show in a similar manner that the integral increases beyond all limit. Hence the series
>
/j.
"t"
2 (log 2)*
converges
>
3 (log 3)*
/u.
r f\
o\u
/i
4 _\U.
w(logn)
if /t 511, and diverges if More generally the series whose general term
is
n log
>
7i
log
n log 8
?i
log""
n(log
p
ri)*
In this expression log 2 n 1, and diverges if /x ^ 1. converges if /t denotes log log n, log 8 n denotes log log log n, etc. It is understood, of course, that the integer n is given only values so large that
p The missing terms in log n are positive. The considered are then to be supplied by zeros. theorem may be proved easily in a manner similar to the demon = strations given above. 1, the function If, for instance, /t
2 8
log n, log n, log n,
the series
x log x log 2 x
is
(log
/A),
xY
and
this latter function
1.
>
the derivative of (log approaches a finite limit
a:)
/(l
if
and only
if
//.
338
Cauchy
sider the
s
INFINITE SERIES
theorem admits of applications of another
</>(x)
[vill,
162
sort.
that the function
satisfies the
conditions imposed above, and

1)
Let us suppose let us con
sum
<j>(n)
4>(n
<f>(n
p)
where n andp are two integers which are to be allowed to become infinite. If the series whose general term is is convergent, the preceding sum approaches zero as a limit, since it is the difference between the two sums S n + + i and S n p each of which approaches the sum of the series. But if this series is divergent, no conclusion can be drawn. Keturning to the geometrical interpretation given
<p(n)
above,
we
find the double inequality
f
t/n
*
0(x)dx<0(n)
0(n
l)
+<(n
p)<</>(n).+
f
t/n
Since
<f>(ri)
approaches zero as n becomes
infinite, it is
evident that the limit of

"
the
sum
and this For example, the
same as that of the definite integral /n +p 0(x)dx, depends upon the manner in which n and p become infinite.
in question is the
limit of the
1
sum
1
1 1
n
f"
+p
is the same as that of the definite integral [1/x] dx p/n). It is log(l clear that this integral approaches a limit if and only if the ratio p/n approaches a limit. If a is the limit of this ratio, the preceding sum approaches log(l + a)
+P
as
its limit,
as
Finally, the limit of the
we have already sum
seen in
49.
Vn
is
Vn +
I+P j
Vn + p
the
same
as that of the definite integral
f
\J n
Vx
Vn + p
Vn).
ratio
In order that this expression should approach a limit, it is necessary that the p/Vn should approach a limit a. Then the preceding expression may be written in the form
2Vn + p + Vn
1
and
it is
evident that the limit of this expression
is
a.
162. Logarithmic criteria.
11
j^
Taking the
n^
series
2M
1
.
as a comparison series,
which
is
entirely
Cauchy deduced a new test for convergence analogous to that which involves -\/u n
vm,
162]
CONSTANT TERMS
339
is always If after a certain term the expression log(l/w n )/lognthan which is greater unity, the series greater than a fixed number If after a certain term log(l/wn)/logn is always less converges.
than unity, the
series diverges.
If log(l/w n )/log n approaches a limit
which
the series converges if I 1, 1 remains in doubt. I

>
and
increases indefinitely, The case in diverges if

I
as
Ki.
In order to prove the

that the inequality
first
part of the theorem,
we
will
remark
log
is
>
un
k log n
equivalent to the inequality
>
un
since k
>
nk
or
un
<
-T k
1,
the series surely converges.

if
Likewise,
log
<
Un
log w,
1/n, whence the series surely diverges. This test enables us to determine whether a given series con a certain verges or diverges whenever the terms of the series, after than the corresponding terms of one, are each less, respectively,
we
shall
have un
>
the series
where A
is
a constant factor and
p.
>
1.
For,
if
Un
A
<
n
A
or
we
shall
have log
?/
//.
log n
,
<
log
lo
.
log
S^ n
1
log
/A
;
>
log n
and the right-hand side approaches the limit /A as n increases If K denotes a number between unity and p., we indefinitely.
shall have, after a certain term,
log
340
INFINITE SERIES
[VIII,
163
Similarly, taking the series
__
n(\og n)^
as comparison series,
~r n log w(log 2
ri)*
vergence which may by replacing the expression \og(l/un )/logn by log[l/(/m n )]/log 2 then by
obtain an infinite suite of tests for con be obtained mechanically from the preceding
?i,
we
lognu
log
8 log n
and so forth, in the statement of the preceding tests.* These tests apply in more and more general cases. Indeed, it is easy to show that if the convergence or divergence of a series can be established by means of any one of them, the same will be true of any of those
which follow.
with these
It
may happen
trial tests,
that no matter how far we proceed no one of them will enable us to determine
whether the series converges or diverges. Du Bois-Reymond f and Pringsheim have in fact actually given examples of both convergent and divergent series for which none of these logarithmic tests deter mines whether the series converge or diverge. This result is of great
theoretical importance, but convergent series of this type evidently
converge very slowly, and it scarcely appears possible that they should ever have any practical application whatever in problems which involve numerical calculation.
Raabe s or Duhamel s test. Retaining the same comparison but series, comparing the ratios of two consecutive terms instead of comparing the terms themselves, we are led to new tests which
163.
to be sure, less general than the preceding, but which are often easier to apply in practice. For example, consider the series
are,
of positive terms
(7)
?/
+m+
wa H
un
-i
* See Bertrand, Traitt de Calcul differential et integral, Vol. de Liouville, 1st series, Vol. VII, p. 35.
t
J
. . .
I,
p. 238;
Journal
Ueber Convergenz von Reihen (Crelle s Journal, Vol. LXXVI, p. 85, 1873). Allgemeine Theorie der Divergenz (Mathematische Annalen, Vol. XXXV,
. . .
1890).
In an example of a certain convergent series due to du Bois-Reymond it would be necessary, according to the author, to take a number of terms equal to the volume of the earth expressed in cubic millimeters in order to obtain merely half the sum of the series.
VIII,
163]
CONSTANT TERMS
ratio
l
341
in
which the
u n + /u a approaches unity, remaining constantly
less
than unity.
Then we may write
!+
where a n approaches zero as n becomes
this ratio with [n/(n
first
infinite.
The comparison
of
+1)]
leads to the following rule, discovered
by Raabe* and then by Duhamel.f
If after a certain term the product nan is always greater than a fixed number which is greater than unity, the series converges. If
after a certain term the
series diverges.
same product
is
always
less
than unity, the
The second part of the theorem follows immediately. nan 1 after a certain term, it follows that
<
For, since
ac H
n+l
greater than the ratio of two consecutive Hence the series diverges. In order to prove the first part, let us suppose that after a certain term we always have nan >k>l. Let p. be a number which lies
l
ratio un + /u n terms of the harmonic
and the
is
series.
between 1 and
after
[_n/(n
k,
<
p.
<
k.
Then the
l
series surely converges if

less series
a certain
+ 1)]
is
term the ratio u n + /u n is of two consecutive terms of the
than the ratio
term
is
n~*.
The necessary condition that
this
whose general should be true
that
(8)
or,
developing (1
2
+ 1/n)
by Taylor
theorem limited to the term
in
1/n
l++ 7T W
where Xn always remains
infinite.
-i<
l+a
less
than a fixed number as n becomes
Simplifying this inequality, we
may
write
it
in the
form
n
*
t
<
nan
Zeitschrift fur Mathematik und Physik, Vol. X, 1832. Journal de Liouville, Vol. IV, 1838.
342
INFINITE SERIES
/u.
[VIII,
103
The
becomes
left-hand side of this inequality approaches as its limit as n infinite. Hence, after a sufficiently large value of n, the
left-hand side will be less than

It follows that
na n which proves the inequality

,
(8).
the series
may apply
If the product na n the preceding rule.

if
I
<
convergent. approaches a limit
is
as
n becomes
I
infinite,
if
we
The
series is
if
convergent
1>1,
except when nan approaches unity remaining constantly less than unity in that case
and divergent
1.
doubt exists
= 1,
the series diverges.

If the product na n approaches unity as its limit, we may compare the ratio w + i/^n with the ratio of two consecutive terms of the series
which converges if terms of the given series
/*>!>
and diverges
if
M^l-
The
ratio of
two consecutive
may
"
ft, +n
where
ft,
product
ft,
the series
approaches zero as n becomes infinite. If after a certain term the logn is always greater than a fixed number which is greater than unity, converges. If after a certain term the same product is always less than
log n
unity, the series diverges. In order to prove the first part of the theorem, let us suppose that
ft,
>
>
1.
Let
/A
be a number between
and
k.
Then the
series will surely
converge
if
after
a certain term
(9\
we have
u +l un
"
<
~n+1
[ Llog(n
logn
T
l)J
in the
form
logn
or,
applying Taylor
theorem to the right-hand
side,
nl
log n
where X B always remains
less
it
than a fixed number as n becomes
infinite.
Simplifying this inequality,
becomes
VIII,
lt>;]
CONSTANT TERMS
343
infinite, for it
The product
may
(n + 1) log (1 + 1/n) approaches unity as n becomes be written, by Taylor s theorem, in the form
(10)
where
approaches zero.
fj.
approaches
as
its limit,
ciently large values of n, greater than /^. The second part of the theorem
ttn
The right-hand side of the above inequality therefore and the truth of the inequality is established for suffi since the left-hand side is greater than k, which is itself
may be proved by comparing

of the series
the ratio
+ i/w,, with the ratio of two consecutive terms term is l/(nlogn). For the inequality
+ un
1
>
whose general
__
log(n
lg n +
1)
which
is
to be proved,
may
+n
n/
1_
log n
<(*
+ !) log/1 +
V
*/
--).
The right-hand
side approaches unity through values
which are greater than
The truth of the inequality is there unity, as is seen from the equation (10). fore established for sufficiently large values of n, for the left-hand side cannot
exceed unity. From the above proposition it may be shown, as a corollary, that if the prod uct (8 n log n approaches a limit I as n becomes infinite, the series converges if I 1, and diverges if The case in which I = 1 remains in doubt, unless /3 n logn
>
l<l.
is
always less than unity. In that case the series surely diverges. If p n log n approaches unity through values which are greater than unity, we may write, in like manner,
n
>
log n
where approaches zero as n becomes infinite. It would then be possible to prove theorems exactly analogous to the above by considering the product
7,,log n,
2
and so
forth.
Corollary.
If in
a series of positive terms the ratio of any term to the pre
ceding can be written in the form

. l
r ---
H
1
un
n +n
i
where
/j.
is
a positive number, r a constant, and
a quantity
whose absolute
value remains less than a fixed

verges If r
is
number
as
n increases
indefinitely, the series con
greater than unity,
and diverges
in all other cases.
344
For
if
INFINITE SERIES
we
set
[VIII,
164
we
shall
have
r
na n =
land hence lim na n

if
r -
+
>
r.
It
<
1.
The only
case which remains in doubt
follows that the series converges if r 1, and diverges In order is that in which r = 1.
to decide this case, let us set
n n
From
this
we
find
log n
,
+1
__ log
-**
log n
and the right-hand side approaches zero as n becomes infinite, no matter how Hence the series diverges. small the number /* may be. Suppose, for example, that u n + \/u n is a rational function of n which ap
proaches unity as n increases indefinitely
:
~ 2 ----\
Then, performing the division indicated and stopping with the term
in
1/n2
we
may
write
Un +
l
un
_L i -r
CTl
~
n
bl -L
-r
^(^
>
nz
.,
where 0(n)
infinite.
is
a rational function of n which approaches a limit as n becomes
the preceding theorem, the necessary and sufficient condition that the series should converge is that
By
bi
is due to Gauss, general tests for convergence.
>
ai
+1
it
This theorem
who proved
directly.*
It
was one
of the first
164. Absolute convergence.
We
shall
now
whose terms may be either positive term all the terms have the same
the
or negative.
proceed to study series If after a certain
sign, the discussion reduces to
Hence we may restrict ourselves to series previous case. which contain an infinite number of positive terms and an infinite
*
(Collected Works, Vol. Ill, p. 138.) Disquisitiones generates circa seriem infinitam
1+
a.B =
l.y
VIII,
164]
CONSTANT TERMS
345
number
of negative terms.
We
:
shall prove first of all the fol
lowing fundamental theorem
Any
Let
(11)
series
lute values
is convergent if the series formed of the abso the terms of of the given series converges.
whatever
UQ
M! H-----h
u H---let
be a series of positive and negative terms, and

(12)
l\+
.
L\
.--+
be the series of the absolute values of the terms of the given series, where Un un If the series (12) converges, the series (11) like
\
wise converges.
157.
This For we have
is
a consequence of the general
theorem of
and the right-hand side may be made less than any preassigned num ber by choosing n sufficiently large, for any subsequent choice of p. Hence the same is true for the left-hand side, and the series (11)
surely converges.
The theorem may
also be proved as follows
Let us write
un
= (u n + Un ) - Un
series
and then consider the auxiliary

(13)
, ,
whose general term
is
un
+ Un
(u
+U +
-)
(u i
+U)+
l
...+ (u n
+ C7 ) +
n
Let Sn Sn and SJ denote the sums of the first n terms of the series Then we shall have (11), (12), and (13), respectively.
The series (12) converges by hypothesis. Hence the series (13) also converges, since none of its terms is negative and its general term cannot exceed 2Un It follows that each of the sums Sn and
.
SJ, and hence also the sum Sn approaches a limit as n increases

,
indefinitely.
Hence the given
series (11) converges.
It is evident
that the given series may be thought of as arising from the subtrac tion of two convergent series of positive terms.
Any
series is said to be absolutely convergent if the series of the
absolute values of
the terms
may
be
In such a series the order of changed in any way whatever without altering the
its
terms converges.
34G
INFINITE SERIES
series.
[VIII,
KM
sum of the
tive terms,
Let us
first
consider a convergent series of posi
(14)
a
is S,
+aH-----\-a
+b +
l
-\
---,
whose sum
(15)
and
let
b
.-.
+ bn +
..-
be a series whose terms are the same as those of the
first
series
arranged in a different order, i.e. each term of the series (14) is to be found somewhere in the series (15), and each term of the series (15) occurs in the series (14).
Let Sm be the sum of the first m terms of the series (15). Since these terms occur in the series (14), it is evident that n may be chosen so .large that the first m terms of the series (15) are to be found among the first n terms of the series (14). Hence we shall have
all
Sm
<
Sn
<
S,
which shows that the

not exceed
S.
In
series (15) converges and that its sum a similar manner it is clear that S 5 S
.
S does Hence
S. The same argument shows that if one of the above series and (14) (15) diverges, the other does also. The terms of a convergent series of positive terms may also be grouped together in any manner, that is, we may form a series each of whose terms is equal to the sum of a certain mimber of terms of
Let us first the given series without altering the sum of the series.* and let consecutive terms are that grouped together, suppose
(16)
A,
+ A + Ai +
l
>"+A
....
be the
new
series obtained, where, for example,
Then the sum Sm of the first m terms of the series (16) is equal to m. the sum 5 V of the first N terms of the given series, where N As m becomes infinite, N also becomes infinite, and hence Sm also
>
approaches the limit
S.
Combining the two preceding operations, it becomes clear that any convergent series of positive terms may be replaced by another series
each of whose terms is the sum of a certain number of terms of the given series taken in any order whatever, without altering the sum of
* It is often said that parentheses may be inserted in a convergent series of positive TRANS. terms in any manner whatever without altering the sum of the series.
Vlll,
165]
CONSTANT TERMS
347
It is only necessary that each term of the given series the series. should occur in one and in only one of the groups which form the terms of the second series. Any absolutely convergent series may be regarded as the differ
ence of two convergent series of positive terms hence the preceding It is evident that an operations are permissible in any such series.
;
absolutely convergent series of numerical calculation as

terms.
165.
may
if it
be treated from the point of view were a sum of a finite number of
Conditionally convergent series.
A series whose terms do not all
have the same sign may be convergent without being absolutely con This fact is brought out clearly by the following theorem vergent. on alternating series, which we shall merely state, assuming that it
is
already familiar to the student.*
series whose terms are alternately positive and negative converges absolute value of each term is less than that of the preceding, the if and if, in addition, the absolute value of the terms of the series
diminishes indefinitely as the number of terms increases indefinitely.
For example, the
series
converges. of the absolute values of the terms of this series
i-| + |-* + + (-l)-; + We saw in 49 that its sum is log 2.

is
The
series
precisely the
harmonic
series,
which diverges.
series
which converges but
which does not converge absolutely
The investigations gent Riemann have shown clearly the

series.
is called a conditionally conver of Cauchy, Lejeune-Dirichlet, and necessity of distinguishing between
absolutely convergent series and conditionally convergent series. For instance, in a conditionally convergent series it is not always
allowable to change the order of the terms nor to group the terms
These operations together in parentheses in an arbitrary manner. the sum of such or alter a series, may change a convergent may
series into a divergent series, or vice versa.
For example,
let
us
again consider the convergent series
i* It
there.
is
+ 2,3
1
-
2n+l
is
2n
_!_ +2
pointed out in
1(K>
that this theorem
a special case of the theorem proved
TRANS.
348
whose sum
is
INFINITE SERIES
[VIII,
166
evidently equal to the limit of the expression

1
!,
+1
2n
2,
as
m becomes infinite.
Let us write the terms of this series in another

after each positive term, as follows
~~
"*"
order,
putting two negative terms
~2~4 + 3~ 6~~8
It is
~
4r* -f 2
"*"
2n
+1
+4
,
"*"
easy to show from a consideration of the sums S3n SStl+l and S3n+2 that the new series converges. Its sum is the limit of the
,
expression
yV 2n i+
=o \
as
4:7i
_!_ +2
4w
+4
becomes
infinite.
From
the identity
2w
it is
+1
4ra
+2
sum
4n
2 \2n
+1
is
2n
+ 2,
sum
of
evident that the
half the
the given series.

In general, given a series which is convergent but not absolutely convergent, possible to arrange the terms in such a way that the new series converges
it is
toward any preassigned number A whatever. Let Sp denote the sum of the first p positive terms of the series, and S g the sum of the absolute values of the first q negative terms, taken in such a way that the p positive terms and the q negative terms constitute the first p + q terms of the series. Then the sum of Sq As the two numbers p and q increase the first p + q terms is evidently Sp
.
each of the sums Sp and Sq must increase indefinitely, for otherwise the series would diverge, or else converge absolutely. On the other hand, since the series is supposed to converge, the general term must approach zero. We may now form a new series whose sum is A in the following manner Let us take positive terms from the given series in the order in which they occur
indefinitely,
:
in it until their
sum exceeds A.
Let us then add to these,
in the
order in which
they occur in the given series, negative terms until the total sum is less than A. Again, beginning with the positive terms where we left off, let us add positive terms until the total sum is greater than A. We should then return to the
It is clear that the sum of the first n terms of the negative terms, and so on. new series thus obtained is alternately greater than and then less than A, and
that
it
differs
from
by a quantity which approaches zero as

test,
its limit.
166. Abel s test.
The following
due
to Abel, enables us to establish the

fail.
convergence of certain series for which the preceding tests based upon the lemma stated and proved in 75. Let
MO
The proof
is
ui
VIII,
166]
CONSTANT TERMS
349
be a series which converges or which is indeterminate (that is, for which the sum of the first n terms is always less than a fixed number A in absolute value).
Again,
let
fQ
)
en
be a monotonically decreasing sequence of positive Then the series zero as n becomes infinite.
(17)
numbers which approach
foU
eiMi
en
Wn
converges under the hypotheses made above. For by the hypotheses made above it follows that
for
any value
of
n and
|u,
i
p.
Hence, by the lemma just referred
to,
we may
write
+ ie,, + i
+ U n+p e n+p
<
2Aen + i.
so large that
Sine? en+ i approaches zero as n becomes infinite,

the absolute value of the
n may be chosen
sum
will
be
less
than any preassigned positive number for
all
values of p.
The
series (17) therefore converges When the series u MI
+
1
157. by the general theorem of reduces to the series + un +

1
+1-
+1
-!-,
whose terms are alternately + 1 and 1, the theorem of this article reduces to 165 with regard to alternating series. the theorem stated in
As an example under
sin 6
the general theorem consider the series

sin 2
sin 3 6
+
if
sin
which
is
is
convergent or indeterminate.
if
For
sin 6
zero, while
is
sin
0,
the
sum
of the first
0, every term of the series n terms, by a formula of Trigo
nometry,
equal to the expression

.
nft
sin
/n
(
.9 sin 2
sin
+1
2
which
is less
than
|
I/sin (6/2)
sin 6
I
i
in absolute value.
sin
I
It
follows that the series
sin 2 T
n6
-j-
-f-
converges for
series
all
values of
cos 6
6.
It
may
be shown in a similar manner that the

cos
12
cos 2 6
n6
h
n
2krt.
converges for
all
values of
except
350
INFINITE SERIES
we may
[VIII,
167
Corollary. Restricting ourselves to convergent series, Let general theorem. MO + MI H----- u n +

f-
state a
more
be a convergent series, and
let
be any monotonically increasing or decreasing sequence of positive numbers which approach a limit k different from zero as n increases indefinitely. Then
the series
(18)
e
+ eii
H-----h
H----
also converges.
For definiteness
write
e
let
us suppose that the

ei
always increase.
en
Then we may
,
k
,
a-i
an
where the numbers a a\ an form a sequence of decreasing positive numbers which approach zero as n becomes infinite. It follows that the two
, ,
series
ku
kui
ku n
both converge, and therefore the series
(18) also converges.
II.
SERIES OF COMPLEX TERMS

In this section
MULTIPLE SERIES
167. Definitions.
we
shall deal with certain gen
eralizations of the idea of an infinite series.
Let
(19)
u,
i, z
un
be a series whose terms are imaginary quantities:
Such a series is said to be convergent if the two series formed of the real parts of the successive terms and of the coefficients of the
imaginary parts, respectively, both converge:
(20)
(21)
S"
+ &. + &1+6.+- -+^ +

a
a,
a 2 -f
an
---
= =
^".
Let S and be the sums of the series (20) and (21), respectively. Then the quantity S = S + is called the sum of the series (19). It is evident that S is, as before, the limit of the sum Sn of the first n terms of the given series as n becomes infinite. It is evident
is"
that a series of complex terms two series of real terms.
is
essentially only a combination of
VIII,
168]
COMPLEX TERMS
MULTIPLE SERIES
351
When
the series of absolute values of the terms of the series (19)
converges, each of the series (20) and (21) evidently converges abso l and IVI = lutely, for \a n In this case the series (19) is said to be absolutely convergent. The sum of such a series is not altered by a change in the order of the
<
vX +
terms, nor by grouping the terms together in
any way.
absolutely,
|
Conversely, if each of the series (20) the series (22) converges absolutely, for
and (21) converges
y a* + b\
;>
an
bn
.
\
of Corresponding to every test for the convergence of a series absolute convergence of positive terms there exists a test for the
Thus, if the absolute value a cer of the ratio of two consecutive terms of a series \un + /un \, after con series the than tain term, is less than a fixed number less unity, 1 = k u Then, since n+l /un u, For, let 7, verges absolutely.
any
series whatever, real or imaginary.
<
<
after a certain term,
we
shall
have also
rl
_
,
series of absolute values
U + U +
l
+ Un +
I
converges.
self-evident.
If \u n+l /un
I
approaches a limit
1,
as
1.
the series converges if
<
and diverges if
>
n becomes infinite, The first half is
In the second case the general term u n does not approach zero, and consequently the series (20) and (21) cannot The case I = 1 remains in doubt. both be convergent. More
generally,
if to
be the greatest limit of Vt7n as n becomes

w<l,
w>l.
infinite, the
series (19) converges if
modulus of which w = 1 remains
For in the latter case the and diverges if The case in the general term does not approach zero (see 161).
in
doubt
the series
may
be absolutely convergent, simply
convergent, or divergent.
168. Multiplication of series.
Let
(23) (24)
u
r
Ul
Vl
uz
v,
+
+
+
+
"+-,
vn
Let us multiply terms of the first be any two series whatever. series by terms of the second in all possible ways, and then group
352
together
scripts
is
INFINITE SERIES
all
t
[VIII,
168
the products u Vj for which the sum i+j of the sub the same we obtain in this way a new series
;
U
(25)
\ (
+ (H
+( u
VI
<>v
+ UlV ) + ( M + u vn _
l l
+u
vi
+W
-{
hw B Vo)H
is absolutely convergent, the the product of the sums of the
If each of the
two given
alized
series
series
(23)
its
and (24)
series (25) converges,
and
sum
is
series. This theorem, which is due to Cauchy, was gener by Mertens,* who showed that it still holds if only one of the (23) and (24) is absolutely convergent and the other is merely
convergent. Let us suppose for definiteness that the series (23) converges absolutely, and let wn be the general term of the series (25):
Wn =
The proposition
differences
0^n
MlW-l
1-
Un V
will be proved if
we can show
that each of the
^0
+W ô + w
H
-\
1"
W Sn
+ w 2n+l
we
~ (U + % - (u + u
-{
1-
) n
(l
Vl H
h Vn )
-\
+ i)0o
+ *i
H
is
vn + 1 )

in each case,
it
infinite.
Since the proof
the same
shall consider the first difference only.

s, it
Arranging
according to the u
becomes
(v n + l
-\
h V 2n )
-f
HI (W n + 1
+
-\
+ V 2n _,) H
h v n _ 2)-\
h M.,-1
.+
.
w n+ i(v
v_i)+
u n + a (v
\-u 2n v
Since the series (23) converges absolutely, the sum U + Ul H f- Un than a fixed positive number A for all values of n. Like wise, since the series (24) converges, the absolute value of the sum
is less
vo
+ Vi +
vn
is
less
than a fixed positive number B.

e
Moreover,
corresponding to any preassigned positive number exists such that
number
A +B
c
for any value of p whatever, provided that n m. Having so chosen n that all these inequalities are satisfied, an upper limit of the quan u l} u z U1} U2 tity 8 is given by replacing u ., u 2n by U L\ nJ
>
* Crelle s Journal, Vol.
LXXIX.
VIII,
169]
COMPLEX TERMS
MULTIPLE SERIES
353
v n + 2 -\-----\- v n + p by (./(A respectively, v n + l vn _ l , v vt of the expressions v
+ B), and finally each v by B. + vn _

2
,
This gives
8
1
1
<
+ Ul
"
Un
or
A
whence,
+B
8
1
1
A
<
+B
Hence the difference 8 actually does approach
finally,
e.
zero as n becomes infinite.
ited
Consider a rectangular network which is lim and to the left, but which extends indefinitely down upward ward and to the right. The network will contain an infinite number of vertical columns, which we shall number from left to right from It will also contain an infinite number of horizontal to + oo to + oo we which shall number from the top downward from rows, Let us now suppose that to each of the rectangles of the network a
169. Double series.
.
is assigned and written in the corresponding rec a be the quantity which lies in the ith row and in the Let ik tangle. kih column. Then we shall have an array of the form
certain quantity
(26)
We
and
shall first suppose that each of the elements of this array is real
positive.
Now let an infinite sequence of

across this array as follows
straight lines
:
curves
C lt C 2
Cn
be drawn
1)
Any
one of them forms with the two
which bound the array a closed curve which entirely surrounds the preceding one 2) The distance from any fixed point to any point of the curve C B which is otherwise entirely arbitrary, becomes infinite with n. Let S be the sum of the elements of the array which lie entirely inside the closed curve composed of C,- and
;
354
INFINITE SERIES
[VIII,
169
the two straight lines which bound the array. If S n approaches a limit S as n becomes infinite, we shall say that the double series
\-~r+-r>
(27)
and that its sum is S. In order to justify this definition, necessary to show that the limit 5 is independent of the form of the curves C. Let C{, z Cm be another set of curves which recede indefinitely, and let S{ be the sum of the elements inside the closed curve formed by C- and the two boundaries. If m be assigned any fixed value, n can always be so chosen that the curve Cn lies entirely outside of C m Hence S m Sn and therefore Sm ^ S, for any value of m. Since Sm increases steadily with m, it must approach a limit S 5 as m becomes infinite. In the same it follows that S S Hence S = S. way For example, the curve C. may be chosen as the two lines which form with the boundaries of the array a square whose side increases indefinitely with i, or as a straight line equally inclined to the two
converges,
it is
C"
<
<
<
boundaries.
00
The corresponding sums

11
are, respectively, the
following
0n)
>
+ fan) +
Ol)H
-----
Ka + a
n\
H-----h
-!, n
H-----H
If either of these
sums approaches a limit
as
n becomes
infinite,
the
For, sup pose that the double series (27) converges, and let its sum be 5. It is evident that the sum of any finite number of elements of the series cannot exceed 5. It follows that each of the series formed of the
other will also, and the two limits are equal. The array may also be added by rows or by columns.
elements in a single row

(28)
% +
*!
<*.
0, 1, 2,
converges, for the
sum
of the first n
+1
terms a ;o
+
o-,
an
a, n
cannot exceed S and increases steadily with n. the series formed of the elements in the ith row.
(29)
o-
Let
sum of Then the new series

be the
o-,
o-,
surely converges. For, let us consider the sum of the terms of the This sum cannot exceed S, and array 2 tt for which i^p, k^r. increases steadily with r for any fixed value of p; hence it
approaches a limit as r becomes

(30)
<r
infinite,
-f-
and that limit
is
equal to
o-,
tr
VIII,
1(50]
COMPLEX TERMS
MULTIPLE SERIES
<r
355
+ o^ + + vp cannot any fixed value of p. It follows that exceed 5 and increases steadily with p. Consequently the series (29) Conversely, if converges, and its sum 2 is less than or equal to S. each of the series (28) converges, and the series (29) converges to a
for
sum
2
2, it is
evident that the
sum
of any finite
of the array (26) cannot exceed 2.
Hence S
5=
2,
number of elements and consequently
s.
The argument
in individual
just given for the series
formed from the elements
rows evidently holds equally well for the series formed from the elements in individual columns. The sum of a convergent double series whose elements are all positive may be evaluated by rows, by columns, or by means of curves of any form which recede
indefinitely.
it
will surely converge number of same.
In particular, if the series converges when added by rows, when added by columns, and the sum will be the
A
:
terms
may
theorems proved for simple series of positive be extended to double series of positive elements. For
example
is less,
respectively,
if each of the elements of a double series of positive elements than the corresponding elements of a knoivn con
vergent double series, the first series is also convergent; and so forth. double series of positive terms which is not convergent is said
to be divergent.
The sum
array which lie inside any closed curve increases beyond as the curve recedes indefinitely in every direction.
of the elements of the corresponding all limit
Let us
now
It is evident that
all
consider an array whose elements are not all positive. it is unnecessary to consider the cases in which
the elements are negative, or in which only a finite number of elements are either positive or negative, since each of these cases reduces immediately to the preceding case. We shall therefore sup pose that there are an infinite number of positive elements and an
Let a lk be the of negative elements in the array. If the array 7\ of positive elements, general term of this array T. each of which is the absolute value a ik of the corresponding element
infinite
number
said to be absolutely convergent. Such an array has all of the essential properties of a convergent array of
in T, converges, the array
is
positive elements.
In order to prove
this, let
and
T",
defined as follows.
us consider two auxiliary arrays T is formed from the array T The array
by replacing each negative element by a

elements as they stand.
zero, retaining the positive

T"
is obtained from Likewise, the array a zero and chang element the array by replacing each positive of the Each arrays T and ing the sign of each negative element.
T by
T"
356
INFINITE SERIES
[VIII,
169
converges whenever the array 7\ converges, for each element of
for example, is less than the corresponding element of 7^. The sum of the terms of the series T which lie inside any closed curve is
equal to the difference between the sum of the terms of lie inside the same curve and the sum of the terms of
lie
T
T"
which which
inside
it.
Since the two latter sums each approach limits as
the curve recedes indefinitely in all directions, the first sum also approaches a limit, and that limit is independent of the form of the boundary curve. This limit is called the sum of the array T. The argument given above for arrays of positive elements shows that the same sum will be obtained by evaluating the array T by rows or by columns. It is now clear that an array whose elements
are indiscriminately positive and negative, if it converges absolutely, may be treated as if it were a convergent array of positive terms.
But
it is
essential that the series 7\ of positive terms be
shown
to
be convergent.
If the array TI diverges, at least one of the arrays T and If diverges. only one of them, T for example, diverges, the other being convergent, the sum of the elements of the array T which lie inside a closed curve C becomes infinite as the curve recedes indefinitely in all directions, irrespective of the
T"
T"
form of the curve. If both arrays and diverge, the above reasoning shows only one thing, that the sum of the elements of the array T inside a closed curve C is equal to the difference between two sums, each of which
7"
T"
increases indefinitely as the curve C recedes indefinitely in all directions. It may happen that the sum of the elements of T inside C approach different limits according to the form of the curves C and the manner in which they
to say, according to the relative rate at which the number of and the number of negative terms in the sum are made to increase. The sum may even become infinite or approach no limit whatever for certain methods of recession. As a particular case, the sum obtained on evaluating by rows may be entirely different from that obtained on evaluating by columns if
is
recede, that
positive terms
the array
is
not absolutely convergent.

is
The following example

1
due
to
Arndt.*
Let us consider the array
/1\
/2\
/2\
/3
2\2/
SW
3V3/
1
3\3/
4\4/
4\4/
1
/3\"
P+
1
(31)
2V2/
I
l^V-^-V
/l\"
1/
V-1/ 3 V
I/^liV-P\ P
/
3V3/
n
1
/2\"
/2\
2\2/
3\3/
3V3/
4\4/
p\ p
p+
* Grunert s Archiv, Vol. XI, p. 319.
VIII,
169]
COMPLEX TERMS
infinite
MULTIPLE SERIES
357
of positire and an infinite number of negative formed from the elements in a single row or from The sum of the series formed from the those in a single column converges. terms in the nth row is evidently
which contains an
number
elements.
Each
of the series
2\2
Hence, evaluating the array (31) by rows, the result obtained sum of the convergent series
is
equal to the
+
2a
+
28
"
2Ml
"
which
(p
is
1/2.
On
the other hand, the series formed from the elements in the
is,
l)th column, that
converges, and
its
sum
is
jj-1 p
-1
1
1 1
p+
p(p +1)
p+
p
is
Hence, evaluating the array (31) sum of the convergent series
by
columns, the result obtained
equal to the
which
is
1/2.
This example shows clearly that a double series should not be used in a calculation unless it is absolutely convergent.
We
shall also
meet with double
series
quantities. If the elements of the array (26) are complex, and may be formed where each element of arrays
7"
whose elements are complex two other
T"
is
the
T"
real part of the corresponding element of T is the coefficient of i in the corresponding
and each element of

element of
T.
If the
array 7\ of absolute values of the elements of T, each of whose elements is the absolute value of the corresponding element of T,
converges absolutely, and converges, each of the arrays T and The sum of the given array T is said to be absolutely convergent.
T"
the elements of the array which lie inside a variable closed curve approaches a limit as the curve recedes indefinitely in all directions.
This limit
is
independent of the form of the variable curve, and it The sum of any absolutely of the given array. be evaluated also by rows or by columns. convergent array may
is
called the
sum
358
170.
INFINITE SERIES
[VIII,
170
An absolutely convergent double series may be replaced by a simple formed from the same elements. It will be sufficient to show that the rectangles of the network (26) can be numbered in such a way that each rec tangle has a definite number, without exception, different from that of any other In other words, we need merely show that the sequence of natural rectangle. numbers
series
(32)
0,
1,
2,
-..,
n,
-.-,
of all pairs of positive integers (i, fc), where iÔ, k>0, can such a way that one and only one number of the sequence (32) will correspond to any given pair (i, k), and conversely, no number n corresponds to more than one of the pairs (t, k). Let us write the pairs (i, k) in order as
and the assemblage

be paired
off in
follows
(0,0),
(1,0),
(0,1),
(2,0),
(1,1),
(0,2),
-..,
which i + k = n are written down after those for which i + k n have all been written down, the order in which those of any one set are written being the same as that of the values of i for the various pairs beginning with (n, 0) and going to (0, n). It is evident that any pair (i, k) will be preceded by only a, finite number of other pairs. Hence each pair will have a distinct number when the sequence just written down is counted off according to the natural numbers.
where, in general, all those pairs for
<
written
(33)
Suppose that the elements of the absolutely convergent double series SSaa- are down in the order just determined. Then we shall have an ordinary series
doo
io
oi
2o
ii
floa
+ ao +
a-i,i
whose terms coincide with the elements of the given double series. This simple and its sum is equal to the sum of the given double series. It is clear that the method we have employed is not the only pos sible method of transforming the given double series into a simple series, since
series evidently converges absolutely,
the order of the terms of the series (33) can be altered at pleasure.
Conversely,
any absolutely convergent simple series can be transformed into a double series in an infinite variety of ways, and that process constitutes a powerful instrument
in the proof of certain identities.*
It is evident that the concept of double series is not essentially different from that of simple series. In studying absolutely convergent series we found that the order of the terms could be altered at will, and that any finite number of
terms could be replaced by their sum without altering the sum of the series. An attempt to generalize this property leads very naturally to the introduction of double series.
The notion of double series may be generalized. we may consider a series of elements a mn with two oo to + oo subscripts ra and n, each of which may vary from The elements of such a series may be arranged in the rectangles of
171.
Multiple series.
In the
first
place
a rectangular network which extends indefinitely in

*Tanuery, Introduction a
hi theorie
all directions
desfauctions d une
variable, p. G7.
VIII,
172]
COMPLEX TERMS
it
MULTIPLE SERIES
359
it
is
evident that
may
be divided into four double series of the
type we have
just studied.
more important generalization is the following. Let us consider a series of elements of the type ,,. .., mp where the subscripts from to -f oo or from values on GO take m tK. 1} any 2 , p may
,
by certain inequalities. Although no such convenient geometrical form as that used above is available
to
m + oo, but may be

,
restricted
when
the
number
of subscripts exceeds three, a slight consideration
shows that the theorems proved for double series admit of immediate Let us first sup generalization to multiple series of any order p. Let S l are real and positive. the elements all that pose MI ,,,..., mp be the sum of a certain number of elements of the given series, S2
,
the
and a certain number of terms previously neglected, sum of S a the sum of S2 and further terms, and so on, the successive sums Sn S 1} S2 being formed in such a way that any particular -, element of the given series occurs in all the sums past a certain one.
<S\
If
is
Sn approaches a limit S as n becomes
infinite,
said to be convergent, and S is called its sum. double series, this limit is independent of the
As
the given series in the case of

in
way
which the
successive
sums are formed.
or are
If the elements of the given multiple series have different signs complex quantities, the series will still surely converge if the
series of absolute values of the
terms of the given series converges.
Cauchy s theorem. The following theorem, a generalization of Cauchy s theorem ( 161), enables us to determine in many cases whether a given multiple series is conver
172. Generalization of
is
which
gent or divergent.
Let/(.x, y) be a function of the
two variables x
and y which is positive for all points (x, y) outside a certain closed curve T, and which steadily diminishes in value as the point (x, y) Let us consider the value of the double recedes from the origin.* over the ring-shaped region between dx extended dij integralJJ"/^, y} T and a variable curve C outside T, which we shall allow to recede and let us compare it with the double indefinitely in all directions series 2/(wi, n), where the subscripts m and n may assume any posi
;
tive or negative integral values for
which the point (m, n)
lies
out
side the fixed curve T.

integral
Then the double series a limit, and conversely. approaches

is
converges if the double
* All that
x\>X2
necessary for the present proof

outside T.
It is
is
that/to,
l/i)>/(a; 2)
ond
y\>y^
easy to adapt the proof to
still
7/ 2 ) whenever more general
hypotheses.
TRANS.
360
INFINITE SERIES
[VIH,173
x= and y = 0, y = 2, 1, y = 2, F divide the region between and C into squares or portions of squares. Selecting from the double series the term which corresponds to that corner of each of these squares which is farthest from the origin, it
The lines x
= 0, x =
1,
is
evident that the
sum 2/(w,
n) of these terms will be less than the
value of the double integral dx dy extended over the region ///(#, y) between F and C. If the double integral approaches a limit as C recedes indefinitely in all directions, it follows that the sum of any
number number
is always less than a fixed hence the series converges. Similarly, if the double series converges, the value of the double integral taken over any finite hence the integral region is always less than a fixed number
;
;
of terms of the series whatever
approaches a
series of
limit.
The theorem may be extended

;
to multiple
any order p, with suitable hypotheses in that case the of integral comparison is a multiple integral of order p. As an example consider the double series whose general term is 2 2 M where the subscripts m and n may assume all integral l/(?n + n ) values from oo to + o except the values m = n 0. This series for For the double integral 1, and diverges for /x^l. converges p.
,
>
dx dy
extended over the region of the plane outside any circle whose center is the origin has a definite value if ^ 1 and becomes
>
infinite if
(133). More generally the multiple

p.<l
series
whose general term
is
(m\
where the
verges
if
set of values
+ m\ + -.. + miy m = m = = mp =
l
is
excluded, con
2n
>
j9.*
III.
SERIES OF VARIABLE TERMS
UNIFORM CONVERGENCE
173. Definition of uniform convergence.
A
n
series of the
form
(35)
(x)
+ KJ (*)+... + u
(x)
-,
whose terms are continuous functions of a variable x in an inter val (a, i), and which converges for every value of x belonging to
that interval, does not necessarily represent a continuous function,
*More general theorems
are to be found in Jordan
C ours d Analyse, Vol.
I,
p. 163.
VIII,
173]
VARIABLE TERMS
361
as
we might be tempted to believe. In order to prove the fact we 4 need only consider the series studied in
:
+x
(1
a;
(1
a;
2
)"
which satisfies the above conditions, but whose sum is discontinuous for x Since a large number of the functions which occur in 0. mathematics are defined by series, it has been found necessary to study the properties of functions given in the form of a series. The first question which arises is precisely that of determining whether
or not the
variable.
its
sum
of a given series
is
a continuous function of the

this
Although no general solution of
problem
is
known,
study has led to the development of the very important notion
of uniform, convergence. series of the type (35), each of
whose terms
is
a function of x
defined in an interval (a, 6), is said to be uniformly con vergent in that interval if it converges for every value of x between
is
if, corresponding to any arbitrarily preassigned positive a positive integer N, independent of x, can be found such that the absolute value of the remainder R n of the given series
which
a and
b,
and
number
c,
R n = U n + () +
l
-----H MH + S (*) H
^ n+p (x) ----\
is
less
which
lies in
The
for every value of and for every value of x the interval (a, &). latter condition is essential in this definition. For any pre
e
than
n^N
assigned value of x for which the series converges it is apparent from the very definition of convergence that, corresponding to any can be found which will satisfy positive number e, a number
the condition in question.

it
verge uniformly, should satisfy this condition, no matter what value of x be selected in the interval (a, b). The following examples show that such is not
is
But, in order that the series should con necessary further that the same number
always the
case.
Thus
in the series considered just
above we have
The
series
val (0, 1).
in question is not uniformly convergent in the inter For, in order that it should be, it would be necessary
(though not sufficient) that a number

1
N exist,
such that
362
for all values of
INFINITE SERIES
x
in the interval (0, 1), or,
[VIII,
17.5
what amounts
to the
same thing, that
Whatever be the values of
and
e,
there always exist, however,
positive values of x which do not satisfy this inequality, since the right-hand side is greater than unity.
Again, consider the series denned by the equations
=
The sum of the
first
S n _ lf
=
Sn (#), which
n terms of this
series is evidently
approaches zero as n increases indefinitely.
The
series is therefore
x In order nxe~" *. convergent, and the remainder R n (cc) is equal to that the series should be uniformly convergent in the interval (0, 1),
it
would be necessary and

>
sufficient that,
trarily preassigned positive that for all values of n
number
e,
corresponding to any arbi exist such a positive integer
if x be replaced by 1/w, the left-hand side of this inequality is l/n which is 1. Since e greater than 1/e whenever n equal to e~ may be chosen less than 1/e, it follows that the given series is not
But,
>
uniformly convergent.
The importance
following property:
of uniformly
convergent series rests upon the
The sum of a series whose terms are continuous functions of a an interval (a, i) and which converges uniformly in that interval, is itself a continuous function of x in the same interval.
variable x in
in the
Let X Q be a value of x between a and b, and let x -f h be a value neighborhood of X Q which also lies between a and b. Let n
be chosen so large that the remainder
fl() = u n +
is less
(x)
u n+z (x) H----
(a, b),
where
than e/3 in absolute value for all values of x in the interval e is an arbitrarily preassigned positive number. Let/(cc)
be the
sum
of the given convergent series.
Then we may write
where
<}>(x)
denotes the
sum
M uO*0
of the
first
-f 1
terms,
K*) =
M,
00 H
().
VIII,
17.5]
VARIABLE TERMS
363
Subtracting the two equalities
f(x
+
=
It)
=
<f>(x
+
-
A)
+R
tt
(x
+ A),
A)
we
find
f(x
h)
-/(*)
was
[>(x
A)
<(*)]
+ /^(û +
- TJ.ô).
The number
so chosen that
we have
O
On the other hand, since each of the terms of the series is a continu ous function of x, is itself a continuous function of x. Hence a positive number 77 may be found such that
<(o:)
whenever h
|
is less
than
rj.
It follows that
we
shall have, a fortiori,
for x
whenever =x
Note.
\h
.
is
less
than
rj.
This shows that f(x)
is
continuous
or not a given series
first very difficult to determine whether uniformly convergent in a given interval. The following theorem enables us to show in many cases that a
It
would seem at
is
given series converges uniformly.
Let
(36)
be
MO (a:)
MI (x)
+
is
(*)
series each
b),
of whose terms
let
a continuous function of x in an
interval (a, (37)

be
and
Jf.
Jtfi
+ ... + *; + ...
a convergent series whose terms are positive constants. Then, tf un ^ n for a H values of x in the interval (a, b) and for all
values of n, the first series (36) converges uniformly in the interval

considered.
For
it is
evident that
we
shall
have
364
INFINITE SERIES
and
b.
[VIII,
174
for all values of x between a
If
is
N be
less
the remainder
Rn
than
chosen so large that e for all values
of n greater than N,
we
shall also
have
whenever n is greater than N, for For example, the series
all
values of x in the interval
(a, b).
M + Mi sin x + Mjj sin 2x ----- M smnx ---have the same meaning as above, converges where M M M
-\
\-
-\
l}
uniformly in any interval whatever.

174. Integration and differentiation of series.
Any series of continuous functions which converges uniformly in an interval (a, b) may be integrated term by term, provided the limits of integration are finite and lie in the interval (a, b*).
Let x and x v be any two values of x which lie between a and b, e for all values and let N be a positive integer such that R B (ar)| N. Let f(x) be the sum of of x in the interval (a, b) whenever n
<
|
>
the series
and
let
us set
/*i.
rx
I
rx
u dx
I
Dn
Jxt
f(x) dx
Uidx
----c
rx
I
u n dx
x
1
rx
I
R n dx.
Jr
tA
is less
Jx
x^
Jx
The absolute value of D n Hence Dn approaches zero

the equation
r*i
I
than
whenever
n^
as n increases indefinitely, and
we have
r*i
f(x}dx=\
Jft
J*t
rx r* -----hi u H (x)dx Ui(x)dx-\ (x)dx+l ^x J*

* 1
-\
----
Considering X Q as fixed and Xj as variable, we obtain a series
u Q (x)dx-\----
+lu
J*o
(x )dx-\
----
J*t
which converges uniformly in the interval (a, continuous function whose derivative is f(x).
b)
and represents a
VIII,
174]
VARIABLE TERMS
365
Conversely, any convergent series may be differentiated term by term the if resulting series converges uniformly.*
For, let
f(x)
(a;)
Ul (x)
u n (x) -\---ft).
be a series which converges in the interval (a,
Let us suppose
that the series whose terms are the derivatives of the terms of the
and
given series, respectively, converges uniformly in the same interval, let denote the sum of the new series
<(z)
Integrating this series term by term between two limits x and each of which lies between a and b, we find
x,
Jx /
*SJCK
= [u
(a:)
M O (* O )]
[MJ
(a;)
or
This shows that

<f>(x)
is
the derivative of /(x)
Examples.
1)
The
integral
dx
functions.
cannot be expressed by means of a finite number of elementary Let us write it as follows

:
/e
The
values of
dx
= C dx
I
(-/
C ex x J
dx
= log x
-f
C ex x J
I
dx.
last integral
x.
may be developed For we have
in a series
which holds for
all
and this series converges uniformly in the interval from R to + R, no matter how large R be taken, since the absolute value of any
* It
is
function.
assumed in the proof also that each term of the new The theorem is true, however, in general. TRANS.
series is
a continuous
366
term of the
INFINITE SERIES
series is less
[VIII,
174
than the corresponding term of the con
vergent series
It follows that the series obtained
by term-by-term integration
^ =l+ I + 2Y72 +
OC
OC^
+ nl.2...n +
3C
converges for any value of x and represents a function whose deriva

tive is (tf
2)
is e is
!)/.
of
The perimeter
equal,
an
ellipse
whose major axis
is
2a and whose eccentricity
by
1 12,
to the definite integral
=
The product
e2 sin 2
<j>
4c f
/o
lies
between
and
e2
(<
1).
Hence the
radical
is
equal to the
sum
of the series given by the binomial theorem
Vl
e 2 sin 2
<f>
= 1 -- e2 sin 2
2 4 6
-.
e4
sin*^>
2n
The series on the right converges uniformly, for the absolute value of each of its terms is less than the corresponding term of the convergent series obtained
by
setting sin
1.
Hence the
series
since,
by
116,
C\
Jo
.,.
sin^"0a*
-may
1.8.6...(2n-l)
2
.
be integrated term by term; and
it
2n
we
shall
have
2
sinV<Z0
f
Jo
Vl-e
= -Sl2
(
- e2 4
64
e*
256
eft
---2
3.6...(2n-3)-| 2.4.6--.2n J
If the eccentricity e is small,
integral
a very good approximation to the exact value of the obtained by computing a few terms. Similarly, we may develop the integral
is
Jo
in a series for
f Vl-
e 2 sin 2
0drf>
any value
of the
upper limit
<f>.
Finally, the development of leads to the formula
Legendre
complete integral of the
first
kind
Vlll,
174]
VARIABLE TERMS
367
series
The definition of uniform convergence may be extended to whose terms are functions of several independent variables.
example,
let
For
(x, y)
+ % (x, y)
u n (x,
y}-\
and
be a series whose terms are functions of two independent variables x and let us suppose that this series converges whenever the ij,
point
The
bounded by a closed contour C. lies in a region (x, y} series is said to be uniformly convergent in the region R if,
corresponding to every positive number e, an integer such that the absolute value of the remainder R n
N can be found
is
less
than
whenever n
equal to or greater than N, for every point (x, y) It can be shown as above that the sum of inside the contour C.
is
such a series
is
a continuous function of the two variables x and
in this region,
provided the terms of the series are

integration also
shall
all
continu
ous in R.
The theorem on term-by-term

denotes the
may
be generalized.
if
If each of the terms of the series is continuous in
R and
f(x, y)
sum
of the series,
we
have
f( x y}dxdy
>
=11
u9 (x, y) dx dy
ul
(x,
y)dxdy
-\
+ 11
un (x,y}dxdy-\
where each of the double integrals

rior of
is
extended over the whole inte
any contour inside of the region R. Again, let us consider a double series whose elements are functions
of one or
of values of those variables inside of a certain
more variables and which converges absolutely for all sets domain D. Let the
and
elements of the series be arranged in the ordinary rectangular array, let R c denote the sum of the double series outside any closed
curve
C drawn
series is said to converge
in the plane of the array. uniformly in the
Then the given double domain D if correspond

<
ing to any preassigned number c, a closed curve K, not dependent on the values of the variables, can be drawn such that R c e for
|
lying outside of of the variables inside the domain D.
any curve
C whatever
K and
for
any
set of values
It is evident that the preceding definitions
extended without
difficulty to a multiple series of elements are functions of any number of variables.
and theorems may be any order whose
368
Note.
integrate
If
it
INFINITE SERIES
a series does not converge uniformly, it term by term. For example, let us set
is
[VIII,
175
not always allowable to
SH (x) = nxe-*?,
The
series
(x)
=
is
0,
u a (x)
= S n - Sn ^
its
n
is
1, 2,
whose general term approaches zero as n becomes

f(x)
u n (x) converges, and
sum
zero, since
Sn (x)
infinite.
Hence we may write
1*1
(z)
MS (x)
u, (x)
whence J f(x) dx = 0. On the other hand, if we integrate the series term by term between the limits zero and unity, we obtain a new series for which the sum of the first n terms is
which approaches 1/2 as
its
limit as
n becomes
infinite.
175. Application to differentiation under the integral sign. The proof of the formula for differentiation under the integral sign given in
97
is
and X are finite. Let us consider,
based essentially upon the supposition that the limits x If X is infinite, the formula does not always hold.
for example, the integral
F(a)
= f
I
"
max
X
dx
>
i/O
tion
This integral does not depend on y = ax it becomes
a, for if
we make
the substitu
y
If we tried to apply we should find
the ordinary formula for differentiation to F(a~),
F (o-) =
This
is
cos
ax dx
Jo
surely incorrect, for the left-hand side is zero, while the right-hand side has no definite value. Sufficient conditions may be found for the application of the ordinary formula for differentiation, even when one of the limits
is infinite,
us
first
by connecting the subject with the study of series. consider the integral
Let
p+
f(x)dx,
which we shall suppose to have a determinate value ( 90). Let a u a2 an be an infinite increasing sequence of numbers, all
, ,
,
Vni,
175]
VARIABLE TERMS
,
369
n.
greater than a
where a n becomes
/"
infinite
with
If
we
set
ra
Ja n
+i
Ja^ the series
converges and its sum is nn dx. is equal to f a f(x)

It
If,
j*"
f(x) dx, for the
sum Sn of
is
the
first
n terms
should
be noticed that the converse
not always true.
for example,
we
a
set
f(x)
= cosx,
have
0,
TT,
-,
an
mr,
-,
we
shall
Un =
Hence the
series
cos x dx
nit
converges, whereas
I
the integral
cosxdx f o
ap
proaches no limit whatever as
becomes infinite. Now let f(x, a) be a function of the two variables x and a which is continuous whenever x is equal to or greater than a and a lies If the integral J f(x, a) dx approaches a in an interval (a i)>
limit as
becomes
infinite, for
any
value"
of a, that limit
is
function of a,
r +x
(a)=
i/a.
f(x,a)dx,
of a
which may be replaced, as we have just shown, by the sum of a convergent series whose terms are continuous functions
(a)
A,
is
\f(x,
a) dx
U, (a)
=
^t
/
/(ar,
a)
rfx
continuous whenever the series converges uni m formly. By analogy we shall say that the integral f* f(xt a) dx to any converges uniformly in the interval (a aj if, corresponding a can of number a independent preassigned positive quantity e, + for e whenever I be found such that f "f(x, a)dx N, any value
This function F(a)
>
<
of a which lies in the interval (a

* See
a^*
If the integral converges

series, Vol. Ill (1902), p. 129.
W.
F.
OSGOOD, Annals of Mathematics, 2d
TRANS.
370
INFINITE SERIES
For
if
[vm,i75
uniformly, the series will also.
a n be taken greater than N,
we
shall have
\R.\
r+*
I
Jan
f(x,
cr)
dx
hence the function F(a) is continuous in this case throughout the interval (a a^. Let us now suppose that the derivative df/da is a continuous
,
function of x and a
when x ^ a and a
<
<
a^ , that the integral
da
has a
finite
value for every value of a in the interval (a
a^, and
integral
that the integral converges uniformly in that interval. in question may be replaced by the sum of the series
The
dx
=F
(a-)
F!
(tr)
+ Fn (a)
where
series converges uniformly, and its terms are equal to the corresponding terms of the preceding series. Hence, by the theorem proved above for the differentiation of series, we may write
The new
In other words, the formula for differentiation under the integral sign provided that the integral on the right converges uniformly. The formula for integration under the integral sign ( 123) also may be extended to the case in which one of the limits becomes
still holds,
Let f(x, a) be a continuous function of the two variables a a a a If the integral // V(*, ) dx is uni in the interval formly convergent (a a^, we shall have
infinite.
x and
a, for x
>
<
<
r+*
(A)
/
A|
r^ f, dx da f(x,a}da=\ ^ J J
I
/>
f(x,a)dx.
I
To prove
have
this, let
us
first select
number
i
>
then
we
shall
C
(B)
/
ra
dx
\
ra
r
da
Ja
û
f(x,
J*f
a)da= J
f(x, a)dx.
VIII,
176]
VARIABLE TERMS
this
371
equation
As
increases indefinitely the right-hand side of
approaches the double integral

.
+ ao f(x, a)dx,
for the difference
between these two double integrals

ai
is
equal to
r +x
da
I
/(cc,
<x)dx.
Jl
Suppose
+ :0
N chosen
a)dx
/(x,
is less
so large that the absolute value of the integral than c whenever / is greater than N, for any
,
Then the absolute value of the value of a in the interval (a a^. a and therefore it difference in question will be less than c a 1 Hence the left-hand zero as I increases indefinitely. will
,
\
approach
side of the equation (B) also approaches a limit as the symbol nite, and this limit is represented by
becomes
infi
/!
X+0
dx
f(x, a) da.
J*t
This gives the formula (A) which was to be proved.*

176. Examples.
1)
Let us return to the integral of

/
91
+
er"*
F(a}where a
is positive.
dx,
Jo
The
integral
/
I
er ax sin x dx
Jo
* The formula for differentiation may be deduced easily from the formula (A). For, a en for a suppose that the two functions f(x, a) and fa (x, a) are continuous + = fa * *S (x ^ dx have that the two integrals F(a) = f x a ) dx and *() a */(*,
<
<
>
;>
finite
values
and that the

if
latter
converges uniformly in the interval (a

>
i).
From
the formula (A),
a lies
in the interval (a
<*!)
we have
fduC J
"o "o
"/<*t)d*=
Jmt
dx
Jao
C fu (x,u)du,
But
this
where
for distinctness
formula
may
f
Jao
a has heen replaced by u under the integral sign. be written in the form
du
"*(!*)
= ( Ja
+
*/(*,
o
a)dx- C
Ja o
f(x,
whence, taking the derivative of each side with respect to a, we find
372
INFINITE SERIES
[VIII,
176
uniformly for we have
obtained by differentiating under the integral sign with respect to a, converges all values of a greater than an For arbitrary positive number k.
/
I
+<=0
Ji
e- ax smxdx<l
~ +00
e~ ax dx
Ji
er al
and hence the absolute value

values of
greater than It follows that
of the integral
I
>
on the
k, if
N, where
is
left will be less than e for all chosen so large that keky 1/e
>
*-
(X)
sin
ctj&
Jo
The
indefinite integral
was calculated
~e-<*
I"
in
119 and gives

1
1
F (a) =
whence we
find
(cosx
1
+ a sinx)~| + Jo + a2
arc tan
+ a2
F(a)
=C-
and the constant

approaches zero formula
C may be determined by noting that the definite integral F(a) as a becomes infinite. Hence C = x/2, and we finally find the
+
J
This formula
less
is
e~ ax
,.
sin Sll
,
dx
arc tan
always than 1/n. Hence the series converges uniformly, and the integral is a con tinuous function of a, even for a = 0. As a approaches zero we shall have in
the limit
+ao
(39) 2) If in the
the left-hand side
established only for positive values of n-, but we saw in is the sum of an alternating series whose remainder n
91 that
is
f
Jo
formula
2
rv-<fc=^
Jo
of
134
we
set
= yVa,
where
+
is
positive,
we
find
(40)
r
t/o
and it is easy to show that all the integrals derived from this one by successive differentiations with respect to the parameter a converge uniformly, provided that a is always greater than a certain positive constant A;. From the preceding formula we may deduce the values of a whole series of integrals :
22
(41)
VIII, Exs.]
EXERCISES
these an infinite
373 may
be evaluated.
By combining
number
of other integrals
We
have, for example,
/^
-4-
oo
t-**W**
!
Jo
All the integrals on the right have been evaluated above,
and we
find
\n = 1 ^0032^ -^--^
/-
(2/3)
Vn
"
a-i
...
+ /_iy, 7
or, simplifying,
/
2 fl 2
^*
2
1.8.6..
.(8n-l)8
1.2.3.--2n
2"
*>
(42)
ô
e~ a v*cos2pydy
Iff
_ 5!
e
.
%/-
\a
EXERCISES
1.
Derive the formula
[Z"
(logZ)><]
=1+
Si lOgZ
uz"
^1.2
(logz)
"
h
1
.
(logz)"
where Sp denotes the at a time.
sum
of the products of the first
n natural numbers taken p

r
[MURPHY.]
[Start with the formula
,,
(log)
1.2 and
2.
+ ..1
differentiate
n times with
respect to z.]
Calculate the value of the definite integral
j
by means
3.
of the formula for differentiation
under the integral
sign.
Derive the formula
=1
^ r + e -+ &dx =
21.]
Jo
[First
show
that dl/da
=-
374
4.
INFINITE SERIES
Derive the formula
rviil,
J_
e
a_
*?
da
Va
,. * = = VTre- 2
by making use of the preceding

5.
exercise.
From
the relation
derive the formula
CHAPTER IX
POWER SERIES
of series
In this chapter we shall study two particularly important classes power series and trigonometric series. Although we shall speak of real variables only, the arguments used in the study of
series are applicable
power
without change to the case where the
variables are complex quantities, by simply substituting the expres sion modulus or absolute value (of a complex variable) for the expres sion absolute value (of a real variable).*
I.
POWER
A
SERIES OF A SINGLE VARIABLE

Let us
2
177. Interval of convergence.
first
consider a series of the form
(1)
+ AiX + A
A
,
X*
+
,
-f
AH X
-,
where the
coefficients
A 1} A 2
are all positive, and where

It is
if
the independent variable A is assigned only positive values. evident that each of the terms increases with A Hence,
.
the
any particular value of A, say X l} it converges a fortiori for any value of A less than X l Conversely, if the series diverges for the value A2 it surely diverges for any value of A We shall distinguish the following cases. greater than A2
series converges for
.
1)
The
Such
series (1) may converge for any value of is the case, for example, for the series
whatever.
1 f
"
I+
lT2
>
"
+ l72T^ +
A"
""
2) The series (1) may diverge for any value of A except The following series, for example, has this property
:
A=
+ A + 1 2A
.
+1.2.3-.-
nX n
3) Finally, let us suppose that the series converges for certain values of A and diverges for other values. Let x be a value of A
for
which
it
converges, and
let
be a value for which

TKAKS.
it
diverges.
* See Vol. II,
2GG-275.
375
376
SPECIAL SERIES
the remark
[IX,
177
From
made
above,
j,
it
follows that
it
is less
than
.
series converges if
<A
and
diverges
if
AT>A 2
2 uncertainty is about the values of A between X l and the values of A for which the series converges are less than
.
X2 The The only But all

.
and
hence they have an upper limit, which

values of
of
we
shall call R.
Since all the
for
which the
it
for
which
the values of
series diverges are greater than any value converges, the number R is also the lower limit of for which the series diverges. Hence the series (1)
diverges for all values of greater than R, and converges for all values less than R. It may either converge or diverge when R. of
X=
For example, the
series
In this case R =1. converges if A 1, and diverges if A ^ 1. This third case may be said to include the other two by suppos
<
ing that
R may
be zero or
may become
x
2
infinite.
Let us now consider a power

(2)
series, i.e.
a series of the form

a
,
-f
a1 x
+a
+ an x +
{
where the
whatever.
coefficients a,
and the variable x may have any From now on we shall set A = |a,-|, X = \x\.
(1).
real values
Then the
(2).
series (1) is the series of absolute values of the
terms of the series
Let R be the number defined above for the series

series (2) evidently converges absolutely for
Then the
- R and + R, by the very definition of the number R. to be shown that the series (2) diverges for any value
absolute value exceeds R. mental theorem due to Abel *
:
any value of x between It remains of x whose This follows immediately from a funda
If the
series (2) converges
absolutely for
any
for any particular value x it converges values of x whose absolute value is less than \x \.
,
In order to prove this theorem, let us suppose that the series (2) be a positive number greater than converges for x = x and let the absolute value of any term of the series for that value of x.
,
Then we
and we
shall have, for
any value of
n,
lt
x
/
n
<M,
may
write
\
_
<M
/X
in
Recherche sur la sene
(m
1
.
1)
2t
-\
IX,
177]
POWER
SERIES
whenever
377
which
It follows that the series (1) converges
X<|cc
|,
proves the theorem. x the series (1) In other words, if the series (2) converges for x is less than x of absolute values converges whenever Hence
,
|cc
cannot exceed R, for
R was
supposed to be the upper limit of
for which the series (1) converges. up, given a power series (2) whose coefficients may have either sign, there exists a positive number R which has the follow
the values of
To sum
The series (2) converges absolutely for any value of x ing properties R and -f R, and diverges for any value of x whose absolute between
:
value exceeds R.
convergence.
The
interval
R,
R)
is
This interval extends from
oo to
called the interval of cc in the case in
which
origin
R
if
is
conceived to have become infinite, and reduces to the = 0. The latter case will be neglected in what follows.
The preceding demonstration gives us no information about what R. The series (2) may be absolutely happens when x = R or x =
convergent, simply convergent, or divergent. for each of the three series
For example,
R=
for the ratio of
any term to the preceding approaches x as
its limit
in each case.
The
x
first
series diverges for
aj
=
1.
1.
series diverges for
verges absolutely for x

Note.
for
it is
= 1, and converges for = 1.

of Abel
s
The second The third con
The statement
sufficient for the
theorem may be made more general, argument that the absolute value of any
X
term of the series
+a
----1- a X n
H---this condition is satisfied,
be less than a fixed number.
Whenever
the series (2) converges absolutely for any value of x whose absolute value is less than \x
.
The number
in
R
is
is
connected
in
a very simple
way with
the
number
to
defined
160,
which
the greatest limit of the Sequence
For
if
we
consider the analogous sequence
378
it is
SPECIAL SERIES
[IX,
178
evident that the greatest limit of the terms of the new sequence is 1/w 1/w, and diverges if sequence (1) therefore converges if
<aX.
The
hence
<
>
178. Continuity of a
series
(3)
which converges
f(x)
power series. Let f(x) be the sum of a power R to + R, in the interval from
a
and
shall first let R be a positive number less than R. that the series (3) converges uniformly in the interval from than R R to For, if the absolute value of x is less
We
show
R
,
the
remainder
Rn
Rn =
is
a n+l x n + l
+ an+p xn + P +
than the remainder
of the series (3)

1
4.+I*** +-*.+;****
But the series (1) converges for of the corresponding series (1). R. R , since R may be found Consequently a number
X=
<
N
c
such that the latter remainder will be number c whenever n ^ N. Hence

positive
less
than any preassigned

<
\
Rn
whenever n
>
provided that
\x\
<
is a continuous f(x} of the given series R. and R For, let x function of x for all values of x between is evident It R. than number whose absolute value is less be
It follows that the
sum
number R may be found which is less than R and greater than \x \. Then the series converges uniformly in the interval sum f(x) of the (_ R + R as we have just seen, and hence the
that a
1
any
~),
series is continuous for the value in question.
since x belongs to the interval
This proof does not apply to the end points

interval of convergence.
R of the and The function f(x} remains continuous,
+R
however, provided that the series converges for those values. x = R, its Indeed, Abel showed that if the series (3) converges for series sum for x = R is the limit which the sum /(#) of the approaches as x approaches R through values less than J?.f
Let S be the sum of the convergent series
al
+a
R* -\----
an
R"
H----
* This theorem was proved by Cauchy in his Cours d Analyse. It was rediscovered by Hadamard in his thesis. to the case of t As stated above, these theorems can be immediately generalized
series of
the generalization.
imaginary terms. In this case, however, care TRANS. See Vol. II, 266.
is
necessary in formulating
IX,
m]
let
POWER
SERIES
379
and
n be a positive integer such that any one of the sums
is less
then
let
than a preassigned positive number e. If we set x = R0, and to 1, a; will increase from to R, and we increase from
shall have
/(z) =/(0J?)
If
=
ai
+a
-
0R
+a
2
2 2
+
2
+a
)
n $R"
4. ....
n be chosen
as above,
we may
0)
n
l
write
2
S -f(x)
(4)-
+ # (1 + + + --+a n+l R + + an+p R n+ ? +

R(l
a n R n (l
-.
0")
and the absolute value of the sum of the series in the second line can B + 2 H+P On the other hand, the numbers O n + not exceed e. -, Abel s lemma in form a decreasing sequence. Hence, by 75, proved
l ,
we
shall
have
n + l Rn + \a n + l 6
l
-i
----
+ a n+p O n+p R n+p
<
n 6 +lt
<
e.
It follows that the absolute value of the
sum
of the series in the
Finally, the first line of the right-hand which side of the equation (4) is a polynomial of degree n in vanishes when 0=1. Therefore another positive number rj may be
third line cannot exceed
e.
found such that the absolute value of this polynomial is less than c and unity. Hence for all such values whenever lies between 1 r\
of
we
shall
have
\S~f(x)\<3e.
Hence f(x) e is an arbitrarily preassigned positive number. approaches S as its limit as x approaches R. In a similar manner it may be shown that if the series (3) con
But
R, the sum of the series for x verges for x the limit which /(x) approaches as x approaches
R. greater than to the preceding.
R is equal to R through values

case reduces
Indeed,
if
we
replace
x by
x, this
An
(5) (6)
application.
This theorem enables us to complete the results of
168
regarding the multiplication of series.
Let
-\
S =UQ + S = v +
UI
vl
+ +
U Z ---t>
u n H---v
H-----h
+
The
series
be two convergent
(7)
series, neither of
(ot>i
which converges absolutely.
4-
Uiu
H----
uo
H-----
1-
no) H----
380
may
the
SPECIAL SERIES
converge or diverge.
of the
If
it
[IX,
179
converges,
its
<S<S
sum S
.
is
equal to the product of
sums
two given
series, i.e.
For, let us consider the three
power
series
f(x)
tf>(x)
=
=
v
vix
v n x n H----
-\
-----h
Each of these series converges, by hypothesis, when z = 1. Hence each of them 1 and + 1. For any such converges absolutely for any value of x between value of x Cauchy s theorem regarding the multiplication of series applies and gives us the equation
(8)
/(*)0(z)
*(z).
By Abel s theorem, as x approaches unity the three functions /(x), #(x), \ft(x) approach S, S and 2, respectively. Since the two sides of the equation (8) meanwhile remain equal, we shall have, in the limit, S = SS The theorem remains true for series whose terms are imaginary, and the proof
,
.
follows precisely the
same
lines.
179. Successive derivatives of a power series.
If a
power
series
f(x)
=a +
av x
+a
x 2 -\-----h
*"
H----
which converges
in the interval
R, -f R) be differentiated term
by term, the resulting power series
sufficient to
In order to prove this, it will be converges in the same interval. show that the series of absolute values of the terms of
the
new
series,
A
where A
X>R.
t
+ 2A
X=
X-\
\x\,
nA n Xn ~
-\
|a,.|
and
converges for
X<R
and diverges for
For the
first
ber between
R, and let R be a part let us suppose that X X the R R. Then and R, auxiliary series
< <
num
<
4-
Y 4-
4-
I}*
converges, for the ratio of any term to the preceding approaches X/R which is less than unity. Multiplying the successive terms
,
of this series, respectively,
by the factors
IX,
179]
POWER
is less
SERIES
381
each of which
obtain a
than a certain fixed number, since
<R,
we
new
series
which also evidently converges. The proof of the second part is similar
to the above.
If the series
A1
where
+ 2A X +
2
l
+ nA n Xr +
l
>
is
greater than R, were convergent, the series
A X
l
2A t X*
+ .-- + nA n X n
+
+
X"
and consequently the series 2^ n would con is less than the each of its terms since corresponding term of verge, Then R would not be the upper limit of the the preceding series. values of X for which the series (1) converges.
would converge
also,
The sum /j (a:) of the series (9) is therefore a continuous function x inside the same interval. Since this series con R -f- R ), where R R f1 (x) verges uniformly in any interval (
of the variable
,
<
is
174. the derivative of f(x) throughout such an interval, by Since R may be chosen as near R as we please, we may assert that
the function f(x) possesses a derivative for any value of x between R and -f R, and that that derivative is represented by the series obtained by differentiating the given series term by term *
:
(10)
/(*)
2a2 x
+ na n x*- + ....
1
Repeating the above reasoning for the series (10), we see that f(x) has a second derivative,
/"(a)
= 2a + 6a
2
+ w (n - 1) a n x n ~ +
2
-,
and so forth. The function f(x) possesses an unlimited sequence of derivatives for any value of x inside the interval + R), and
(/,
these derivatives are represented by the series obtained by differen tiating the given series successively term by term
:
(11)
If
f<*\x)
we
set
= =
1.2---na n
2.3---n(n
+ l~)a
---+ l x-i
in these formulae,
we
find
or, in
general,
Although the corresponding theorem
is
true for series of imaginary terms, the

II,
proof follows
somewhat
different lines.
See Vol.
266.
TRANS.
382
SPECIAL SERIES
is
[IX,
179
The development of /(#) thus obtained ment given by Maclaurin s formula

:
identical with the develop
/(*)
=/(0)
+ f/
(<>)
+
f^/"(<>)
+
,
,
+ iTf^/Ô) +
-.
an are equal, except for certain The coefficients a 0) a l9 numerical factors, to the values of the function f(x) and its succes sive derivatives for x = 0. It follows that no function can have two
distinct developments in
power
series.
Similarly,
if
power series is which converges
a power series be integrated term by term, a new obtained which has an arbitrary constant term and
in the
same interval
series being the derivative of the
we
obtain a third series whose
as the given series, the given If we integrate again, first two terms are arbitrary and so
new
series.
forth.
Examples. 1) The geometrical progression

1
+ X*
X s -\-----
\-
(l)
X n -\----
whose ratio is x, converges + 1, and its sum is 1/(1 + x). and x, where x the limits
of log (1
for every value of x
between
and
<
Integrating it term by term between 1, we obtain again the development
x*)
found in
49
This formula holds also for x

verges when x
2)
= 1,
for the series on the right con
= 1.
1
For any value of x between

2 4 6
and
...
+1
(1
we may
x2
)"
"
write
^-^
where
Ice
I
=1- x +* - x +
+
and
x,
Integrating this series term by term between the limits

<
1,
we
find
Since the
new
TT
series converges for
= 1,
it
follows that
1
111
IX,
17 ]
.
row EH
sum
1)
SERIES
383
3) Let F(x) be the
of the convergent series
m
where
m(m
i(m
!)
(in,
is
any number whatever and

!
a:
|
<
1.
Then we
shall
have
[m
+
like
<
(m -1).
1.2..
(m
-1
p +1) J
terms
in
Let us multiply each side by powers of x.

1)
(1+
a;)
and then
collect the
Using the identity
(m
p +1) 1.2.--OJ-1)
is
(m
(m
we
!)
-(m
/>)
m(?rc
1)
(m
p -f-1)
1.2-.-.P
find the
1.2--.J9
which
easily verified,
formula
or
From
this result
we
find, successively,
F (x) _ m ~F(x)~l+x
log [/
or
()]
= m log (1 +
a-)
log
To determine the constant C we need merely notice that F(0) = l. Hence C = 1. This gives the development of (1 + a*) found in 50
"
Y_1.
4) Replacing we find
a;
m(m-l)...(m-.p+l)
/,
by
x 2 and
by
1/2
in the last
formula above,
,1 =1+
-
1.3 2.4
-
H-----
, 1
1.3. 5- ..(27tv ^ 2.4.6 2n

Inte
1,
1 and +1. This formula holds for any value of x between x where and both sides between the limits x, grating
|
<
we
obtain the following development for the arcsine

arc
x sm x = -
1
,
a-
-f
7:
-^
+^
1.3a; 5
T
-=-
H----,
1
,
3 5
.
(2n
z -1) x
"
+l
g 2.4.6---2n
.
384
SPECIAL SERIES
[IX,
180
Let/(x) be the sum of a power which converges in the interval ( R, + R~), a- a point inside that interval, and x + h another point of the same interval such that |a; + h\ R. The series whose sum is f(x + A),
series
<
| |
180. Extension of Taylor s series.
ai(
A)
+a
(x
A)
\-
an (x
A)"
-]
may be
of the powers of (x A) of h upon the same line

:
replaced by the double series obtained by developing each and writing the terms in the same power
-f-
2a 2 x h
n(n
n
1)
(12)
1.2
This double series converges absolutely. For if each of its terms be replaced by its absolute value, a new double series of positive terms is obtained
:
(-
(13)
If
we add
the elements in any one column,
we
obtain a series
IX,
180]
POWER
,
SERIES
386
(1
x~)
according to
+ 1.
may
not a positive integer. The development x for all x of holds values of 1 and between powers x which lies in of that be a value interval. Then x we Let
where
is
write
(i
+ x} m =
(i
+ x + x - XY = (i +
z
<r
(i
m
*)
,
where
=X X l+X
according to powers of
\z\
<
We may
now develop
(1
+ z) m
2,
and
this
new development
will hold
.
whenever
1, i.e.
for all values of
If x 1 and 1 + 2x between former interval than the larger
is positive,
the
new
interval will be
(1, +!)
Hence the new formula
enables us to calculate the values of the function for values of the

variable
tion of this
which lie outside the original interval. Further investiga remark leads to an extremely important notion, that
of analytic extension.
We
shall consider this subject in the second
volume.
Note.
It is evident that the theorems
according to positive powers of a variable x
proved for series arranged may be extended immedi
a, or, ately to series arranged according to positive powers of x more generally still, to series arranged according to positive powers whatever. We need only consider of any continuous function them as composite functions, being the auxiliary function. Thus a series arranged according to positive powers of I/a; con verges for all values of x which exceed a certain positive constant in absolute value, and it represents a continuous function of x for all such values of the variable. The function Va/2 a, for example, may 2 be written in the form The expression (1 a/ar )* x(\ a/a: )*. 2 may be developed according to powers of I/a; for all values of x a in which exceed absolute value. This gives the formula
<(x)
<f>(x)
(2P
3)
a-
a"
2.4.6---2p
a whenever x which constitutes a valid development of Va; 2 Va. When x Va, the same series converges and represents the func
> <
tion
Va: 2
a.
This formula
may
be used advantageously to obtain
a development for the square root of an integer whenever the first perfect square which exceeds that integer is known.
386
181.
SPECIAL SERIES
[IX,
181
Dominant functions. The theorems proved above establish a close analogy between polynomials and power series. Let ( r, + r) be the least of the intervals of convergence of several given power When |cc|<r, each of these series series /i (x), /2 (x), -,/ (#) and they may be added or multiplied together converges absolutely,
by the ordinary rules for polynomials. In general, any integral poly nomial in /1 (x),/2 (a;), ,/() may be developed in a convergent
power series in the same interval. For purposes of generalization we shall now define certain expres Let f(x~) be a power sions which will be useful in what follows.
series
f(x)
= =
+
+
aj_x
+a
+
x2
-)
h an
x"
and
let
<f>(x)
be another power series with positive coefficients
<f,(x)
a^x
a 2 x2 H
f-
an x n
-\
which converges in a suitable interval. Then the function said to dominate * the function f(x) if each of the coefficients a n
<(a;)
is is
greater than the absolute value of the corresponding coefficient of
/(*):
1
\<
0\<C*0,
Poincare has proposed the notation

f(x)
to express the relation
<
<(*)
which
exists
between the two functions f(x)
and
<f>(x~).
The
utility of these
lowing fact, Let P(a a\,

,
which
,
is
)
dominant functions is based upon the fol an immediate consequence of the definition. be a polynomial in the first n -f- 1 coefficients
and
positive.
of f(x)
ties
whose
coefficients are all real
aQ
it
<(#),
!, -, a n be replaced by the corresponding is clear that we shall have
If the quanti coefficients of
|P(Oo, a 1}
-,
a n ~)\<P(a
<f>(x)
a 1}
an ).
For instance, if the function the series which represents

on.
^>!
[<(:r)]
will
dominates the function /(#), dominate [/(ic)] 2 and so

,
<f>
dominate [/()]". Similarly, if and are dominant functions for / and /t respectively, the product will dominate the product jff\ and so forth.
[<(#)]"
,
<<j
In general,
w iU
*This expression
pour
la fonction
majorantes."
/(a;)."
will be used as a translation of the phrase est Likewise, "dominant functions will be used for
"
<p(x)
majorante
"
"
fonctions
TRANS.
IX,
181]
POWER SERIES
387
Given a power series/(x) which converges in an interval ( R, R), the problem of determining a dominant function is of course indeter But it is convenient in what follows to make the domi minate. nant function as simple as possible. Let r be any number less than
R and arbitrarily near R.

the absolute value of
shall call
its
Since the given series converges for x
= r,
terms will have an upper

write, for
limit,
n,
which we
M.
Then we may
any value of
or
Hence the
series
x M + Mr
n
Mx n
r"
M
x
r
whose general term is M(x /r ), dominates the given function /(x). This is the dominant function most frequently used. If the series /(x) contains no constant term, the function
M
may
that
be taken as a dominant function.
It is evident that r
M decreases, in general,
If
may
be assigned any value less than R, and with r. But can never be less than
not zero, a number p less than R can always be found such that the function -4 /(1 x/p) dominates the function /(x). For, let the series
.
is
M+ M+ M^ + r r
2
+ M^ +
r"
where than rA
>
/M
be a and n
,
>
first
1,
dominant function.
shall
If p be a
number
less
we
have
whence
|a n p
< |
On the
other hand, |ac
=A
|
Hence the
series
dominates the function f(x).

ently.
We
shall
make
use of this fact pres

is
than or
More generally still, any number whatever which equal to A may be used in place of M.
greater
388
It
SPECIAL SERIES
[IX,
182
may be shown
in a similar
manner that
if
0,
the function
is
a dominant function, where

Note.
/t
is
any positive number whatever.

which dominates the func
The knowledge
of a geometrical progression
tion f(x) also enables us to estimate the error made in replacing the function f(x) by the sum of the first n + 1 terms of the series. If the series M/(l x/r)
dominates /(z),
it is
evident that the remainder
of the given series
is
than the corresponding remainder
of the
dominant
series.
It follows that the error in question will

1
be less than
(T jfW
182. Substitution of one series in another.
Let
an
(15)
=/(>/)
iy 4-
y+
verges whenever
/1
be a series arranged according to powers of a variable y which con R. Again let \y\<.
A\
series,
-JL
TitA
w.
be another
2 8
y>
which converges
in the interval
r,
r).
If
in the series (15) be replaced by their y ) y ) developments in series arranged according to powers of x from (16), a double series
+
I
,.
7,
.,
7,
7,
~.
(17)
a 2 (b\
is
obtained.
We
shall
now
investigate the conditions under which
this double series converges absolutely. In the first place, it is necessary that the series written in the first row,
IX,
182]
POWER
i.e.
SERIES
\b
389
This
<(>(x)
should converge absolutely,

condition
will be
is also sufficient.
that
should be less than R.*

\
For
if it is satisfied,
the function
is
may
f(y)
dominated by an expression of the form m/(l x/p), where number than and where r. We greater any positive p \b Let R be another therefore suppose that m is less than R.
<
\
positive
is
number which lies between m and R. Then the function dominated by an expression of the form
y
R
If y be replaced by wi/(l x/p) in this last series, and the powers of y be developed according to increasing powers of x by the binomial
theorem, a
new double
series
M ^
(18)
mx M j^ +
+ nMt-
is obtained, each of whose coefficients is positive and greater than the absolute value of the corresponding coefficients in the array (17), since each of the coefficients in (17) is formed from the coefficients
a*!,
a2
b 0) bi, b 2
-by means of additions and multiplications
series (17) therefore converges absolutely pro only. vided the double series (18) converges absolutely. If x be replaced
The double
by
its absolute value in the series (18), a necessary condition for abso lute convergence is that each of the series formed of the terms in any
<
If this condition be one column should converge, i.e. that \x\ p. column of in the is equal to the sum the terms satisfied, (n + l)th
Then a further necessary condition
is
that
we should have
or
(19)
in
* The case in which the TRANS. what follows.
series (15) converges for
= R (see
177) will
be neglected
390
SPECIAL SERIES
<
[IX,
182
that
Since this latter condition includes the former, \x\ p, it follows it is a necessary and sufficient condition for the absolute con
vergence of the double series (18). The double series (17) will therefore converge absolutely for values of x which satisfy the It is to be noticed that the series inequality (19). converges
<j>(x)
for all these values of x,

less
than
in
and that the corresponding value of y For the inequalities absolute value.
i. t
1
is
x,
!
m.
\x\
necessitate the inequality (17) by columns, we find
$(x)\<.R
Taking the sum of the
series
that
is,
f[$(x)~\-
On
series arranged according to
the other hand, adding by rows, we obtain a powers of x. Hence we may write
where the
coefficients c
c i} c 2
are given by the formulae

ft 2
t>o
CQ
=
<ZQ
-f- fti
~r
~r
<^
"o
i
>
(21)
which are easily
verified.
(20) has been established only for values of x which the inequality (19), but the latter merely gives an under satisfy limit of the size of the interval in which the formula holds. It may
The formula
be valid in a
much
solution requires a shall return to
This raises a question whose larger interval. of of a complex variable. functions knowledge
it later.
We
Special cases.
be taken as near
satisfies
1) Since the number R which occurs in (19) may as we please, the formula (20) holds whenever x
<
the inequality \x p(l m/R). Hence, if the series (15) for value of converges y whatever, R may be thought of as infinite, any be r taken as near as we please, and the formula (20) applies p may
whenever
|a;|
<
r,
that
is,
in the
same interval
in
which the
series
In particular, if the series (16) converges for all (16) converges. values of x, and (15) converges for all values of y, the formula (20)
is
valid for all values of
x.
IX,
182]
POWER
SERIES
391
2) tion
When
is
<(z)
the constant term b of the series (16) is zero, the func dominated by an expression of the form
l- p
An r and where m is any positive number whatever. where p case shows that the in the that used to similar general argument formula (20) holds in this case whenever x satisfies the inequality
<
(22) v
z|<
P r
R +
where
is
as near to
is
of validity
R as we please. The corresponding interval than that given by the inequality (19). larger
case often
arises
This
\b
<
\
special
is
in
practice.
evidently
satisfied,
and the
coefficients c n
The inequality depend upon
Examples.
1)
Cauchy gave a method
for obtaining the binomial
theorem from
the development of log(l
+ x).
Setting
we may
write
whence, substituting the
first
expansion in the second,
If the
the coefficient of
right-hand side be arranged according to powers of x, it is evident that will be a polynomial of degree n in ju, which we shall call
x"
n 1, and must This polynomial must vanish when ^ = 0, 1, 2, reduce to unity when ^ = n. These facts completely determine Pn in the form
Pn (n)-
.M
2) Setting z
~""" p _M(M-l)---(M-n+l) P
"
(1
z) /*,
where x
lies
between
and
1,
we may
write
where
392
The
the
this
first
1.
SPECIAL SERIES
expansion
[IX,
183
\x\<
first
is valid for all values of y, and the second is valid whenever Hence the formula obtained by substituting the second expansion in holds for any value of x between 1 and + 1. The first two terms of
formula are
T
It
__
first
follows that
(1
x)
/*
approaches
through values
less
than
e as
z approaches
zero through positive values.
183. Division of power series.
Ax
f(
\
}
__
Let us
consider the reciprocal
l+b lX +
_ b 2 x*
...
of a
power
series
(
which begins with unity and which converges

-f-
in
the interval
r,
?).
Setting
bv
b 2 x 2 H----
we may
write
/(*)
=
r+~y
=1 ~
y2
whence, substituting the first development in the second, we obtain an expansion for f(x) in power series,
(25)
f(x)
=1-
b lX
+ (b\ - 6.) * +
2
-,
which holds inside a certain
interval.
In a similar manner a devel

of
opment may be obtained for the reciprocal whose constant term is different from zero.
series
any power
series
Let us now try to develop the quotient of two convergent power
$(x)
If b
is
ti
biX
b 3 x*
-\
----
not zero, this quotient
may
= ( a +a
+a
x*
--
Then by the case just treated the left-hand side of this equation is the product of two convergent power series. Hence it may be written
in the
form of a power
series
which converges near the origin

-f
of x,
Clearing of fractions and equating the coefficients of like powers we find the formulae
IX,
184]
POWER
an
SERIES
b H c9
,
,
393
n
(27)
l cH
+ biC
H_l
+--,
+
c lt
0, 1, 2,
-,
from which the

sively.
coefficients c
cn
may be
calculated succes
It will be noticed that these coefficients are the
same as
those
obtain by performing the division indicated by the ordinary rule for the division of polynomials arranged according to increasing powers of x. .
If b
we should
that
ij/(x~)
= 0, the result is different. = x fa (x), where is a

k
A;
positive integer
Let us suppose for generality and \l/\(x) is a
power
series
whose constant term
is
not zero.
Then we may write
and by the above we shall have also
It follows that
the given quotient
is
expressible in the form

ck
=
"77
*tI
<
,~
-j- Cj.
+ j a; -p
where the right-hand side is the sum of a rational fraction which becomes infinite for x = and a power series which converges near
the origin.
Note.
In order to calculate the successive powers of a power
series,
it is
con
venient to proceed as follows.

(a
let
Assuming the
identity
ct x
a\x
a n xn
"
c n xn
us take the logarithmic derivative of each side and then clear of fractions. This leads to the new identity
+
(29)
na n xn - 1
a,(
x"
-)(c
Cix
n 4- c n x
The
coefficients
of
ing coefficients of like powers,

CQ, Ci,
,
cn
the various powers of x are easily calculated. Equat we find a sequence of formulae from which may be found successively if c be known. It is evident that
184. Development of according to powers of
1/Vl
z.
2xz
-|-
z2
Let
z 2,
us develop
Setting y
2xz
we
shall have,
1/Vl - 2xz when
z2
1,
\y\<
or
1
(30)
Vl^2xzTP
2xz
~
2
28
- (2xz
8
z 2) 2
394
SPECIAL SERIES
z,
[ix,i86
Collecting the terms which are divisible by the same power of expansion of the form
l
we
obtain an
(31)
VI -
-- = p
+
z2
+ p lZ + pzZ 2 +
...
+ pnZ n +
...,
?xz
where
2
*
Pn is a polynomial of the nth degree in x. These poly be determined successively by means of a recurrent formula. Dif ferentiating the equation (31) with respect to z, we find
and where,
nomials
in general,
may
(1
2xz
+ z 2 )*
or,
by the equation
(x
(31),
z)(P
+ PIZ +
coefficients of
Pn * n +
we
(1
2xz
z 2 )(Pi
+ 2P 2 z
Equating the
z",
obtain the desired recurrent formula
This equation
polynomials
(
is
identical with the relation
88),
for all values of n,
and moreover P and the formula
=X
(31)
P!
between three consecutive Legendre = X\ P2 = 2 Hence Pn = n

,
may
be written
Vl where
~
2xz
z2
n is
the Legendre polynomial of the nth order

-V
-&-n
=
2
.
id
2n dxn
this
\\&*
i\_n
1)1
We
shall find later the interval in
which
formula holds.
II.
POWER
SERIES IN SEVERAL VARIABLES

The
properties of power series of a single
185. General principles.
may be extended easily to power series in several independ ent variables. Let us first consider a double series 2 a mn x m y n where
variable
t
and n vary from zero to + oo and where the coeffi cients a mn may have either sign. If no element of this series exceeds a certain positive constant in absolute value for a set of values x x y = 2/0) the series converges absolutely for all values of x and which y satisfy the inequalities \x\ \x \, \y\ \y \.
the integers
o>
<
<
For, suppose that the inequality

I
amn x Vo \<M
or
|
a mu
M
<
I
, I
xo m \yo\
, . ,
IX,
185]
DOUBLE POWER SERIES
395
is satisfied for all sets of values of and n. Then the absolute value of the general element of the double series 2a mn .r m is less than the m n But corresponding element of the double series 2M\x/x \y/y
the latter series converges whenever
|#|<|a:
|,
|y|<|y
an d
|>
its
sum
is
M
2/o
by taking the sums of the elements by columns and then adding these sums. Let r and p be two positive numbers for which the double series 2 a mn \rm pn converges, and let R denote the rectangle formed by the four straight lines x = r, x = = p, y For every point r, y p. inside this rectangle or upon one of its sides no element of the double series
as
see
we
m n exceeds the corresponding element of the series ^\amn \r p in abso lute value. Hence the series (33) converges absolutely and uni
formly inside of R, and it therefore defines a continuous function of the two variables x and y inside that region.
It may be shown, as for series in a single variable, that the double series obtained by any number of term-by-term differen tiations converges absolutely and uniformly inside the rectangle
, ,
bounded by the lines x = r = r + c, y = p e y = p + e c, x where c and e are any positive numbers less than r and p, respec These series represent the various partial derivatives of tively. m - n is F(x,y). For example, the sum of the series 2 ma mn x y equal to cF/dx. For if the elements of the two series be arranged accord
l
t
ing to increasing powers of x, each element of the second series is equal to the derivative of the corresponding element of the first. m n Likewise, the partial derivative d m+n F/dx dy is equal to the sum of a double series whose constant factor is a l 2 1 2 n. ran
.
amn are equal to the values of the correspond ing derivatives of the function F(x, y) at the point x = y 0, except for certain numerical factors, and the formula (33) may be written in the form
coefficients
Hence the
/8 m + "F\
F(x, \
>yj
y)=
396
SPECIAL SERIES
[IX,
186
It follows, incidentally, that no function of two variables can have two distinct developments in power series. If the elements of the double series be collected according to their degrees in x and y, a simple series is obtained
:
(35)
</>
F(x, y)
<
fa
<f>
<
where is a homogeneous polynomial of the nth degree y which may be written, symbolically,
in
x and
The preceding development therefore

Taylor Let (as series (
,
coincides with that given by
51).
h,
p.
be a point inside the rectangle R, and (x + be a neighboring point such that x + h + \k\ r, \y for any point inside the rectangle formed by the lines
~)
k)
<
<
Then
ar
[r-|a:
|],
[p
- |y
:
|],
be developed in a power series arranged xv and y y according to positive powers of x

the function F(x, y)
may
F\
ZdT
1.2
For
if
m f)i/n / x=x
,!
1. ;*..*"*
each element of the double series
be replaced by its development in powers of h and k, the new multi Arrang ple series will converge absolutely under the hypotheses. ing the elements of this new series according to powers of h and k,
we obtain the formula The reader will be
(36).
able to
show without
difficulty that all the
preceding arguments and theorems hold without essential altera tion for power series in any number of variables whatever.
in n functions. Given a power series f(x, y, z, ) shall say that another series in n variables y, z, ) is dominates the first series if each coefficient of positive y,z, ) and greater than the absolute value of the corresponding coefficient
186.
Dominant
variables,
we
</>(,
<j>(x,
of f(x, y,
z,
).
The argument
in
185 depends essentially upon
IX,
186]
DOUBLE POWER SERIES

For
if
397
con
"y"\
the use of a dominant function.

verges for x
r,
y
y}
= p, =
/
the series 2,\a mn x
the function
M
x\
I
d>(x,
=
y\
/x\ 3/2 (
m /vY* >
) \ r/
\P/
is greater than any coefficient in the where The function dominates the series 2,a mn x m yn
.
series 2,\amn r
m
p"\,
is
is
another dominant function.
For the
coefficient of
x m yn in
1/^(3*,
y)
equal to the coefficient of the corresponding term in the expan sion of M(x/r -+- y/p} m+n and therefore it is at least equal to the m n in coefficient of x
,
<f>(x,
y).
Similarly, a triple series
where r, r which converges absolutely for x = r, y = r z = is dominated an are three positive numbers, by expression of the form
,
r",
r"
y>
l_Ul_\/l_M
x\[~. )
and also by any one of the expressions
M
If f(x, y, z) contains no constant term,
/?/
!-(-, r/\_
\r
z\
)
r"/
~1
sions diminished
by
M may be selected as a dominant function.

substitution of one
any one of the preceding expres
The theorem regarding the

another
(
power
series in
182)
may
be extended to power series in several variables.
If each of the variables in a convergent power series in p variables yp b & replaced by a convergent power series in q variables y\i y-ii x \j x ii xq which has no constant term, the result of the substitu tion may be written in the form of a power series arranged according
)
*>
to
powers of x
x2
xq provided that the absolute value of each

,
of these variables is less than a certain constant.
398
SPECIAL SERIES
[IX,
186
Since the proof of the theorem
number
of variables,
we
is essentially the same for any shall restrict ourselves for definiteness to
the following particular case.

(37)
Let
be a power series which converges whenever y

(y=-t>i*--b 2
<
and
..,
<
and
let
-bm
x^
**^
"
*
<C
(38)
f
Cj
00
~~r~
^2
~T~
j*
~J~
be two series without constant terms both of which converge if the absolute value of x does not exceed p. If y and z in the series (37) be replaced by their developments from (38), the term in y m becomes a new power series in x, and the double series (37) becomes a triple
z"
series,
cients a mn
only.
lutely
stant,
may be calculated from the coeffi means of additions and multiplications by It remains to be shown that this triple series converges abso when the absolute value of x does not exceed a certain con from which it would then follow that the series could be
,
each of whose coefficients

bn
,
and
cn
arranged according to increasing powers of

the function f(y, z)
(39)
is
x.
In the
first place,
dominated by the function
and both of the
series (38) are
dominated by an expression of the form

(x\ N= ^T^ .V (-) \P/ L*i
>
N
(40)
,
n
,
x
P
71=
where
M and N are two positive numbers.
If
y and z
in the double
series (39) be replaced by the function (40) and each of the products m n y z be developed in powers of x, each of the coefficients of the result
ing triple series will be positive and greater than the absolute value of the corresponding coefficient in the triple series found above. It
will therefore be sufficient to
show that
this
new
triple series con
verges for sufficiently small positive values of x. the terms which arise from the expansion of any
series (39) is
AT
-"
Now
the
sum
of
term ym z* of the
MVp/
IX,
187]
REAL ANALYTIC FUNCTIONS

series obtained
399
which is the general term of the two series x \m
by multiplying the
x
P
Mry _p_ L*\rl 1 _ x

_
term by term, except for the constant factor M. Both of the latter series converge if x satisfies both of the inequalities x
<
<
It follows that all the series considered will converge absolutely, and therefore that the original triple series may be arranged accord ing to positive powers of x, whenever the absolute value of x is less than the smaller of the two numbers pr/(r + JV) and pr /(r + N).
Note.
The theorem remains valid when the

and
c
,
\<
series (38) contain

<
r and c r For provided that \b the expansion (37) may be replaced by a series arranged according to powers of y b and z c by 185, which reduces the discus
constant terms b
sion to the case just treated.
III.
IMPLICIT FUNCTIONS
ANALYTIC CURVES AND SURFACES

187. Implicit functions of a single variable. The existence of implicit functions has already been established (Chapter II, 20 et ff.) under certain conditions regarding continuity. When the left-hand sides
of the given equations are power series, more thorough investigation is possible, as we shall proceed to show.
Let F(x, y~) in a convergent
an equation whose left-hand side can be developed power series arranged according to increasing powers x x and of y y Q where the constant term is zero and the coeffi is cient of y Then the equation has one and y different from zero. root which as one x approaches XQ and that root only approaches n can be developed in a power series arranged according to powers of
be
,
>/
For simplicity let us suppose that x = y = 0, which amounts to moving the origin of coordinates. Transposing the term of the first degree in y, we may write the given equation in the form
(41)
= f(x, y} = a^x +
a 20 a; 2
a n xy
+ a^y* H
400
SPECIAL SERIES
[IX,
187
where the terms not written down are of degrees greater than the second. We shall first show that this equation can be formally sat isfied by replacing y by a series of the form
(42)
if
= Cl x +
c2
x*
-.-
cn x
---
on the
the rules for operation on convergent series be applied to the series For, making the substitution and comparing the coeffi right.
cients of x,
we
ci
find the equations
a
io>
c2
a so
-f
anCj
a 02 cf,
and, in general, cn can be expressed in terms of the preceding c s k and the coefficients a ik where i n, by means of additions and
,
<
multiplications only.
(43)
cn is
Thus we may write
= Pn (a
10
w>
an
a0n ),
where Pn
integer.
that the series (42) determined in this way shall do this by all for sufficiently small values of x. converges means of a device which is frequently used. Its conception is due
lished
if
The validity we can show
a polynomial each of whose coefficients is a positive of the operations performed will be estab
We
to
functions.
Cauchy, and Let
it
is
based essentially upon the idea of dominant
be a function which dominates the f unction /(x, y), where # 00 = bol = Let us then and where b mn is positive and at least equal to a mn
.
\
consider the auxiliary equation

(41
)
Y=
4>(x,
Y)
2b mn x m Y n
form
and try
(42
)
to find a solution of this equation of the
Y=C,x+
C
C 2 x*
...
+c
z"
+ --..
The values
and are
of the coefficients
C 15 C 2
b 20
can be determined as above,

-,
=b
lo
C2
b n C l -{-b 02 Cl,
and
in general
)
(43
C.
=P
(b w ,b 20
,*)
It is evident
that
\c n
<
\
Cn
positive
and
from a comparison of the formulae (43) and (43 ) since each of the coefficients of the polynomial Pn is Hence the series (42) surely converges \a mn \^b mn
.
EX,
187]
401
select for the
whenever the series (42 ) converges. Now we may dominant function Y) the function
<j>(x,
"
Y M ~ M7
Then the
auxiliary
where M,
r,
and p are three positive numbers.

)
equation (41
becomes, after clearing of fractions,
-L
*
r
This equation has a root which vanishes for x
0,
namely
F=
The quantity under the
radical
may
where
P
Hence the
root
Y may
be written
]
It follows that this root
Y may
verges in the interval cide with that which

is,
a, -f a),
be developed in a series which con and this development must coin
we should obtain by direct substitution, that the series (42) converges, a fortiori, in Accordingly ). the interval ( This is, however, merely a lower limit of a, + a). the true interval of convergence of the series (42), which may be
with (42
very
much
larger.
It is evident
from the manner
in
which the
coefficients c n
were
determined that the sum of the series (42) satisfies the equation (41). = 0, and Let us write the equation F(x, y) in the form y f(x, y) = be substi let y P(x) be the root just found. Then if P(x) +
tuted for y in F(x, y), and the result be arranged according to powers of x and z, each term must be divisible by z, since the whole
expression vanishes then F[x, P(x) -f *]
when
=
)
,
= sQ(#,
We shall have for any value of x. where Q(x, z) is a power series in x
402
and
z.
SPECIAL SERIES
Finally,
if
[IX,
188
z be replaced by
P(x} in Q(x,
z),
we
obtain
the identity
where the constant term of Q t must be unity, since the

of y on the left-hand side
is
coefficient
unity.
Hence we may write
(44)
F(x,
y) = [y
P(x)] (1
ax
fa
...).
This decomposition of F(x, y) into a product of two factors is due to Weierstrass. It exhibits the root y = P(x), and also shows that there is no other root of the equation F(x, = which vanishes y) with x, since the second factor does not approach zero with x and y.
Note.
for determining the coefficients cn is
46. But it is now evident essentially the same as that given in that the series obtained by carrying on the process indefinitely is
convergent.
188.
The general theorem. Let us now consider a system of p equa
tions in
-f q variables.
i(i,*a
2
(x 1}
...........
,
x2
* ,x9
yi,y a yi,y 2
yP )
0,
0,
-,y,)=
%)==
(*u **
where each of the functions and is developable in power
suppose that the Jacobian
there exists one
>*;
yi>y 2 ,
o,
F1} F
Fp vanishes when x
-,
series near that point.
yk = 0, We shall further
i
D(Fl} F2
Fp )/D(y
y2
yp ) does
(45)
not vanish for the set of values considered.
Under
these conditions
and only one system of solutions of the equations
of the form
where fa, fa, when x l = a; 2 =
<
y,
are
power
series in
x l} x 2
xq
= 0.
a*,
tvhich vanish
In order to simplify the notation, we shall restrict ourselves to the case of two equations between two dependent variables u and v and three independent variables x, y, and z
:
/^CN (4o)
(F = au
l
<
-f bv
F =
2
a u
Vv
+ ex +dy + ez +cx+dy+ez
-\
----
^----
= 0, = 0.
Since the determinant ab
equations (46)
may
ba is not zero, by hypothesis, the two be replaced by two equations of the form
IX,
188]

mnpqr
403
(v
^b mnpqr
where the left-hand sides contain no constant terms and no terms It is easy to show, as above, that of the first degree in u and v.
these equations
may
//,
be satisfied formally by replacing u and v by
power
(48)
series in x,
and z
2c,. t
,a;V*S
= 2c
ikl
x yk z
{
1 ,
where the coefficients c ikl and c\ kl may be calculated from a mnpqr and In order to b mn r by means of additions and multiplications only. show that these series converge, we need merely compare them with the analogous expansions obtained by solving the two auxiliary
(
equations
and p are positive numbers whose meaning has been to a single explained above. These two auxiliary equations reduce
where M,
r,
equation of the second degree
x
,r.
+
x
if
+z
y
r
2P
4Af
2p
+ 4M _
1
+z
which has a single root which vanishes for x

2
= y = z = 0,
namely
__
4(p
+ 2M)
___
~
2
.
4( P
-f
2M)
r
where a
= r [p/(p + 4M)]
may
This root
ever the absolute values of

a/3.
be developed in a convergent power series when to x, y, and z are all less than or equal
Hence the series (48) converges under the same conditions. v t be the solutions of (47) which are developable in x and If we set u = ?/ t + u v = v^ -f v in (47) and arrange the series. result according to powers of x, y, z, u v each of the terms must be divisible by u or by v Hence, returning to the original varia bles x, y, z, u, v, the given equations may be written in the form
Let
,
-/ +(-iH =0,
404
,
SPECIAL SERIES
<f>,
[IX,
189
are power series in x, y, z, u, and v. where /, In this ft form the solutions u = u l} v = v-i are exhibited. It is evident also that no other solutions of (47 ) exist which vanish for x = y = z = 0. For any other set of solutions must cause ffa to vanish, and a comparison of (47) with (47 ) shows that the constant term is unity in both / and l} whereas the constant term is zero in = cannot be met by and hence the condition both/! ffa u v which and functions vanish x when replacing by y = z = 0.
<&/\
<j>
<;
(y)
x$(y)
where
a function which
is
developable in a power series in y

a)
(a)
a,
4>(y)
=
<t>(a)
(y
(y
~
1
.
a)2
0"(a)
l
which converges whenever y a does not exceed a certain number. By the 187, this equation has one and only one root which general theorem of approaches a as x approaches zero, and this root is represented for sufficiently small values of x by a convergent power series
y
In general,
if
aix
-f
a2 x2
is
f(y)
is
a function which
developable according to positive
a, an expansion of f(y) according to powers of x may be obtained powers of y by replacing y by the development just found,
(50)
f(y) =f(a)
+A
s
+ A 2 x* +
is
A,,x
and
this
expansion holds for

of
all values of x between certain limits.
The purpose
Lagrange
formula
to determine the coefficients
AI,
in
A2
-,
An
be noticed that this problem does not differ essentially from the general problem. The coefficient A n is equal to the nth derivative of f(y) for y = 0, except for a constant factor n!, where y is defined by (49); and this derivative can be calculated by the usual rules. The calculation appears to be very complicated, but it may be substantially shortened by applying the fol lowing remarks of Laplace (cf. Ex. 8, Chapter II). The partial derivatives of
a.
terms of
It will
the function y defined by (49), with respect to the variables x by the formulae
and
a, are
given
whence we
i*.i\
find immediately
d
u
da
it is
(51)
ox
where u =f(y).
On
the other hand,
easy to show that the formula
da
! acJ
dx I
-!><*)
Wc>a
IX,
189]

where F(y)
is
405
y.
is
identically satisfied,
an arbitrary function of
For either
side becomes
on performing the indicated differentiations.
We
shall
now
prove the formula
for
eral, let us
any value of n. It holds, by (51), for n = 1. In order to prove it in gen assume that it holds for a certain number n. Then we shall have
dx + l
da n
(51
~l
dx
But we
also have,
from
(51)
and
),
caJ
l-
du
cxj ca L ca [*]-[>* L
to the
whence the preceding formula reduces

cn +
1
form
Bn
which shows that the formula in question holds for all values of n. Now if we set x = 0, y reduces to a, u to /(a), and the nth derivative of u with respect to x is given by the formula
da"-
Hence the development
of f(y)
by Taylor
s series
becomes
/(2/)=/(a)
(52)
+ z0(a)/
(a)
It gives an expression for the is the noted formula due to Lagrange. shall find later the root y which approaches zero as x approaches zero.
This
We
limits
between which
It follows
this
formula
is
applicable.
y,
Note.
from the general theorem that the root
considered as a
be represented as a double series arranged according This series can be obtained by replacing each of the to powers of x and a. Hence the series (52) may coefficients A n by its development in powers of a.
function of x and a,
may
be differentiated term by term with respect to
a.
Examples.
(53)
1)
The equation
y
+ ?(y*~l)
40G
SPECIAL SERIES
=
0.
[IX,
190
has one root which is equal to a when x following development for that root
:
Lagrange
formula gives the
27
da
do-its
(54)
,
_J_M" d- (q2-l)n
1.2...nV27
On
the other hand, the equation (53)
may
be solved directly, and
roots are
Vl
2ax
x2
The root which is equal to a when x = is that given by taking the sign ~~. Differentiating both sides of (54) with respect to a, we obtain a formula which differs from the formula (32) of 184 only in notation.
2)
Kepler
equation for the eccentric anomaly u,*
(55)
e sin
which occurs in Astronomy, has a root u which is equal to a f or e = 0. formula gives the development of this root near e = in the form
(56)
Lagrange
"
1.2 da
first to
1.2..-n
da-i
show, by a profound process of reasoning, that this series converges whenever e is less than the limit 0.662743
190. Inversion.
(57)
Laplace was the
Let us consider a series of the form
y
ai is different
aix
a z x2
a n xn
from zero and where the interval of convergence is( r, + r). If y be taken as the independent variable and x be thought of as a function of y, by the general theorem of 187 the equation (57) has one and only one root which approaches zero with y, and this root can be developed in a power series in y
:
where
(58)
=
,
biy
-f
b2 y
b^y
bn
y"
63, may be determined successively by replacing x in expansion and then equating the coefficients of like powers of y. The values thus found are
The
(57)
coefficients bi, b 2
this
by
bi
=
<*!
&2
bs
3
,
.
a?
af
The value
Lagrange
s
of the coefficient bn of
the general term ~l
may
be obtained from
formula.
For, setting
^(X)
tti
a2 X
+
1
OnX n
the equation (57)
may
*See
p. 356.
p. 248,
TRANS.
Ex. 19; and ZIWET, Elements of T?teoretical Mechanics, 2d
ed.,
IX,
l!ii]

of the root of this equation
s
1
407
and the development is given by Lagrange
which approaches zero with y
formula
in the
form
?/"
d-i
\"
"
where the subscript
indicates that
we
are to set x
after performing the
indicated differentiations.
The problem
191.
just treated has
sometimes been called the reversion of series.
tion of
Analytic functions. In the future any number of variables x, y, z,
we
is
shall say that a func
analytic
if it
,
can be
z
, ,
developed, for values of the variables near the point x in a power series arranged according to increasing
~x
o>
2/o
~z
powers of
"
o>
values of the differences x
which converges for sufficiently small x The values which ar y z

,
.
may may be restricted by certain conditions, but we shall not go into the matter further here. The developments of the pres ent chapter make clear that such functions are, so to speak, inter
take on
Given one or more analytic functions, the operations of integration and differentiation, the algebraic operations of multipli cation, division, substitution, etc., lead to new analytic functions.
related.
lytic leads to analytic functions.
Likewise, the solution of equations whose left-hand member is ana Since the very simplest functions,
such as polynomials, the exponential function, the trigonometric

functions, etc., are analytic, it is easy to see why the first functions studied by mathematicians were analytic. These functions are still predominant in the theory of functions of a complex variable and in
the study of differential equations.
mental importance of analytic functions,
Nevertheless, despite the funda it must not be forgotten
that they actually constitute merely a very particular group the whole assemblage of continuous functions.*
192. Plane curves.
among
Let us consider an arc
AB
of a plane curve.
shall say that the curve is analytic along the arc if the coordinates of any point which lies in the neighborhood of any fixed point of that arc can be developed in power series arranged
We
AB
according to powers of a parameter
-rw-ô + aiC
(59)
T"
to)+*2(t
f
y=
=y +b f(f)
(t-
b z (t
y + ... + a n (t - t y + + b n (t to
o
which converge for

* In the second
sufficiently small values of
whose derivatives
volume an example of a non-analytic function exist throughout an interval (a, b).
will be given, all of
408
SPECIAL SERIES
[IX,
192
A point 3/o will be called an ordinary point if in the neighbor hood of that point one of the differences y x can be y x as a of the series in other. convergent power represented powers for can be in a series in If, example, y y developed power x0) x
,
(60)
>
^(x
ca
(x
H-----1- c n (x
n )
H---- ,
h and -a- + h, the point (x y is an ordinary point. It is easy to replace the equation (60) by two equations of the form (59), for we need only set
for all values of x between x n
, ~)
(61)
from zero, which is the case in general, the equa tion (60) may be solved for x x in a power series in y y which is valid whenever y is In this case each of y sufficiently small. the differences x x , y y can be represented as a convergent
If c v is different
power
x
axis.
series in
is
powers of the
case, as
other.
This ceases to be true

is
if c t is
zero, that
to say, if the tangent to the curve
parallel to the
In that
we
shall see presently,
may
is
be devel
oped in a
series arranged according to fractional
powers of y
It is evident also that at a point
where the tangent

.
parallel to
the y axis x x can be developed in power series in y yoy but cannot be x t/o y developed in power series in x If the coordinates (a-, ?/) of a point on the curve are given by the
that point is an ordinary point if equations (59) near a point , at least one of the coefficients a l} bi is different from zero.* If a l
is
not zero, for example, the
first
equation can be solved for
in
powers of x
of y
y
.
in
and the second equation becomes an expansion of x x when this solution is substituted for powers
,
t-t
of a curve at an ordinary point is either the cus tomary appearance or else that of a point of inflection. Any point which is not an ordinary point is called a singular point. If all
The appearance
the points of an arc of an analytic curve are ordinary points, the arc is said to be regular.
* This condition is sufficient, but not necessary. However, the equations of any curve, near an ordinary point may always be written in such a way that 04 and b l do not both vanish, by a suitable choice of the parameter. For this is actually
accomplished in equations
(61).
See also second footnote,
p. 409.
TRANS.
IX,
193]
KEAL ANALYTIC FUNCTIONS

and
b v is zero,
,
409
If each of the coefficients a

is
but a 2 for example,
different
the form (x
from zero, the xu )* = (t

is
first
)
of equations (59) ----f a 8 (t ) -\
may
t
be written in
right-
]*,
where the
t
.
hand member
developable according to powers of
Hence
in
t t is developable in powers of (x if t a^)*, and second equation of (59) be replaced by that development, a development for y z )* y in powers of (x
:
the
we
obtain
In this case the point (z y is usually a cusp of the first kind.* The argument just given is general. If the development of x x in powers of t t begins with a term of degree n, y y can be developed according to powers of (x aThe appearance ). of a curve given by the equation (59) near a point (x y ) is of
, ~)
one of four types
a point with none of these peculiarities, a point of inflection, a cusp of the first kind, or a cusp of the second kind.*
:
Skew curves. skew curve is said to be analytic along an arc the coordinates x, y, z of a variable point can be developed in power series arranged according to powers of a parameter t t
193.
AB if
M
)
(62)
- n ---+ y ) + t,} + -.., (* SS K9 +Cl (t-tj + -~+ Cn (t - ) n +

f
=x + =y +
ai(t
b, (t
-----h a n *) H (t
b n (t
tu
-i
-,
in the
M
x
is
of the arc. neighborhood of any fixed point point said to be an ordinary point if two of the three differences
y<
xoi y
according to
so can be developed in powers of the third. z
power
series arranged
It can be shown, as in the preceding paragraph, that the point will surely be an ordinary point if not all three of the coefficients
,
a l ,b l
cl
vanish.
Hence the value
of the parameter
for a singular
point must
satisfy the equations f
^=
dt
dy_
dt
Q U
dz_
dt
* For a cusp of the first kind the tangent lies between the two branches. For a cusp of the second kind both branches lie on the same side of the tangent. The point is an ordinary point, of course, if the coefficients of the fractional powers TRANS. happen to be all zeros. t These conditions are not sufficient to make the point 3f which corresponds to a value t of the parameter, a singular point when a point of the curve near Jf Such is corresponds to several values of t which approach t as approaches the case, for example, at the origin on the curve defined by the equations x = t 3
,
410
Let x
,
SPECIAL SERIES
z be the coordinates of a point equations are given in the form
[IX,
194
on a skew curve T
whose
(63)
F(x,y,z)=0,
F,(x,
</,*)=
0,
where the functions Fand
The point
are power series in x
will surely be an ordinary point if not all three of
the functional determinants
D(F, F,}
D(x, y)
(F,
FQ
D(F,
FQ
,
.
D(y, z)
,
D(z, x)
vanish simultaneously at the point x = x y = ?/ z = z For if the determinant D(F, Fi)/D(x, y), for example, does not vanish at the equations (63) can be solved, by X Q and y 188, for x yQ
as
power
series in z
194. Surfaces. A surface S will be said to be analytic throughout a certain region if the coordinates x, y, z of any variable point can be expressed as double power series in terms of two variable t and u HO parameters t
(64)
x = y y = = U
ex
a 10 (t
b 10 (t
c
io(t
<o)
+ ) + +
)
oi( M b 01 (u
c oi ( u
- OH -w)
-\
o)
of that region, where any 1 and the three series converge for sufficiently small values of t will u u of the surface be said to be an point ordinary in the neighborhood of fixed point
.
M
x
point
if
one of the three differences x
can be
expressed as a power series in terms of the other two. for which not all three of the determinants
D(y, g)
D(t, u)
Every point
D(z, x)^ D(t, u)
D(x, y}
D(t, u)
vanish simultaneously is surely an ordinary point. If, for exam ple, the first of these determinants does not vanish, the last two of
y and u these values. upon replacing by Let the surface S be given by means of an unsolved equation F(x, y, z) = 0, and let x y z be the coordinates of a point of the surface. If the function F(x, y, z) is a power series in x x y zo) an(i ^ n t a ll three of the partial derivatives z
z
the equations (64) can be solved for t equation becomes an expansion of x

z
t t
and u
and the
first
x in terms of y
and u
o>
y<
dF/dx 8F/8y 8F/dz vanish simultaneously, the point 3/ an ordinary point, by 188.
, ,
is
surely
IX,195J
Note.
is
411
The definition of an ordinary point on a curve or on a sur be an independent of the choice of axes. For, let 3/ (x y ) Then the coordinates of any neigh ordinary point on a surface S.
face
, ,
boring point can* be written in the form (64), where not all three of the determinants D(y, z)/D(t, u), D(z, x)/D(t, u}, D(x, y)/D(t, it} u u t Let us now select any new vanish simultaneously for t
axes whatever and let
A =
ai x
Y= a^x +
Z=
a3
+ fay + yiz + 8 y -f y z + S x + fay + y z + 8

{3 2
z 3
1}
2
3
,
be the transformation which carries
x, y, z into
the
new
coordinates
is
X, Y, Z, where the determinant A = D(X, Y, Z)/D(x, y, z) ent from zero. Replacing x, y, z by their developments we obtain three analogous developments for X, Y, Z (64),
differ
in series
;
and we
cannot have
1>(X,
Y}
Z>(
D(Z, X} = J^Z) = ~
D(t, u)
J)(t, if)
D(t, u)
for
ii
since the transformation can be written in the
form
X = A X + B Y+ y = A X + B Y+
1 1 2
2
C\Z + D ly C Z + J9 = A X + B Y+C Z + D
2
and the three functional determinants involving

vanish simultaneously unless the three involving
simultaneously.
.Y,
Y,
z,
cannot
x, y,
also vanish
IV.
MISCELLANEOUS SERIES
The
series
195. Calculation of the coefficients.
which we
shall study
section are entirely different from those studied above. Trigonometric series appear to have been first studied by D. Ber
in
this
noulli, in connection
process for determining the coefficients, which is due to Euler.
with the problem of the stretched string. The we are about to give,
Let
first
/(a:) be
a function defined in the interval

b
(a, &).
suppose that a and
have the values
TT
and
We shall + TT, respec
tively,
which
is
always allowable, since the substitution x
2-7TX
r-*o
(a -f 1}
7T
a
TRANS.
* See footnote, p. 408.
412
SPECIAL SERIES
Then
-\
[IX,
195
reduces any case to the preceding.

(65) /(#)
if
the equation
= -^ -f (i cos x + b
(tn
sin x)
\-
(am cos mx
+ & m sin mx)
-\
holds for
i>
all
values of x between
)
m>
TT
and
TT,
where the
coefficients
ao) a a bm are unknown constants, the following device shall first write down enables us to determine those constants.
bi>
>---
We
for reference the following formulae, which were established above, for positive integral values of m and n
:
sin
mx dx =
L f
\J
71
cos
rfa;
= 0,
nx dx
ri)x *
if
m^
cos wcc cos

"
cos(m ^
+ cos (m + ri)x rfx =

7
if
(66)
/cos
7T
-mxdx =
V/-7T
dx
= TT,
if
m 3=
0;
r+
I
"
sin
7T
mx
+*
sin
nx dx
\J
f
/
cos
(m
n) x
cos
(m
-f
n)x ^
C/-7T
o 2
_
"
r+
I
7r
sm 2 ma;rfx=
r+
I
"
cos 2mrc
^x
=TT,
ifwÔ;
sin
mx cos nx dx
77
sin
X
/"
(m
+ n) x +
2
sin (TO
n)x
__
TT and -f Integrating both sides of (65) between the limits the right-hand side being integrated term by term, we find
-\-
TT,
7T
/^
"t"
/(x) dx
dx
7ra
J-TT
.
/-
which gives the value of a Performing the same operations upon after the equation (65) having multiplied both sides either by cos mx
IX,
195]
413
or by sin mx, the only term on the right whose integral between TT and + TT is different from zero is the one in cos 2 mx or in sin 2 mx.
Hence we
+
"
find the formulae
f(x) cos
TT
mx dx =
(*
+
TT
7nz m ,
f(x) sin
mx dx =
7rb m ,
\J
respectively.
The values
of the coefficients
may
be assembled as
follows
a
(67)
=**
/(a) da,
n
am
=-
I
jr
/(a) cos
ma da,
t/
*i^/
bm
i
"
r +)r
I
T7 t/-n-
f(a~) sin
mar
c?nr.
tive.
The preceding calculation is merely formal, and therefore tenta For we have assumed that the function f(x) can be developed
in the form (65), and that that development converges uniformly between the limits TT and -f TT. Since there is nothing to prove, a priori, that these assumptions are justifiable, it is essential that we investigate whether the series thus obtained converges or not.
Eeplacing the coefficients a and

{
b{
by
their values
is
simplifying, the
sum
fl
-^
of the first
(m +
1) terms
from (67) and seen to be

1
x) \da.
S m+l =
f
I
+7r
/()
+ cos(a
a-)
+ cos2(rt
x}-\
-----
\-COSm(a
But by a well-known trigonometric formula we have

sin
+ cos a -f cos 2a +
+ cos m a =
.
-2m -+1
.
>
2sma-)
whence
sin
2m-+ 1
(a
or, setting
=x
S
-f-
(68)
^
finding the limit of this In order to study this
:
The whole question is reduced to that of sum as the integer m increases indefinitely.
question, we shall assume that the function f(x) satisfies the fol lowing conditions
414
1)
SPECIAL SERIES
The function f(x)
shall be in general continuous
[IX,
196
between
its
TT
and
TT,
except for
TT
a,
finite
number
of values of x, for which
value
may change suddenly

between
c
and
is
such that f(x)
manner. Let c be a number For value of c a number h can be found + any continuous between c h and c and also between
in the following
TT.
-f-
and
h.
As
we we
is
shall call f(c shall call f(c
approaches zero, f(c + 0). Likewise, f(c

0) as
c
c) e)
approaches a limit which

approaches a limit which If the function f(x)
continuous for x = c,
=
we
is
approaches shall have /(c)
zero.
f(c f(c + 0) 0), f(x) to take the arithmetic mean of these values
for /(c).
It
is
e)
discontinuous for x
+ 0) =/(c 0). If = c, and we shall agree [/(c + 0) + f(c 0)]/2

f(c
is
shall call /( TT 0) and zero values. through positive approaches /(TT The curve whose equation is y f(x) must be similar to that of have Fig. 11 on page 160, if there are any discontinuities. that the function in is the from seen interval integrable already /(x)
where f(x) and /(TT
continuous.
evident that this definition of /(c) holds also at points We shall further suppose that /( TT + e)
limits,
e
approach
which we
0), respectively, as
We
TT
to
TT,
and
it is
evident that the same
is
true for the product
of f(x) by any function which is continuous in the 2) It shall be possible to divide the interval (
finite
same
TT,
interval.
+ TT)
into a
number
of subintervals in such a
way
thaty(cr)
is
a monoton-
ically increasing or a monotonically decreasing function in each of
the subintervals.
For brevity we shall say that the function f(x) satisfies Dirichlet s conditions in the interval ( It is clear that a function TT, TT).
which
finite
is
continuous in the interval

of
conditions.
TT,
TT)
and which has a
number
s
maxima and minima
in
that interval, satisfies
Dirichlet
196.
The
+1
for
<S
TO
f (x) [sin nx/sin x] dx. The expression obtained leads us to seek the limit of the definite integral
integral
f(x) since dx Jo
sin
nx
tion
n becomes infinite. The first rigorous discussion of this ques was given by Lejeune-Dirichlet.* The method which we shall employ is essentially the same as that given by Bonnet. t
as
* Crelle s Journal, Vol. IV, 1829. t Mtmoires des savants etrangers publics par
Academic de Belgique, Vol. XXIII.
IX,
196]
first
415
Let us
consider the integral

r>h
(69)
./
I
I
sin
nx
<K*)~
dx
>
c/O
where h is a positive number less than TT, and which satisfies Dirichlet s conditions in the interval
a constant C, we may write
is
it is
is
a function
If
<f>(x)
<j>(x)
(0, A).
easy to find the limit of

sink I
/.
For, setting y
= nx,
sin
J=C\ Jo
and the limit of J
as
2-dy,
n becomes
is
<f>(x)
Next suppose that

all
176. infinite is CTr/2, by (39), a positive monotonically decreasing
function in the interval
(0, h).
values of x of the form kir/n.

2 3
The integrand changes sign Hence J may be written
for
j= Uo - Ul + u - u +
where
+ (- 1)*%- +
C
I
"
+ (- I) m
0",,
<
<
1,
Jk*
sn nx
,
dx
supposed to lie between mir/n and Each of the integrals uk is less than the preceding. (ra -f T)7r/n. For, if we set nx = &TT + y in u k we find
and where the upper limit h
is
+
n
kw\
/
sin y
A:TT
it is evident, by the hypotheses regarding <(#), that this inte Hence we shall have gral decreases as the subscript k increases.
and
the equations
./
= UQ
lies
\Ml
^"i)
y^ s
^4/
which show that /

a positive number
between
than
ii
,
?/
and n
is
u^
It follows that
is
less
that
to say, less
than the integral
Jo
smnx -dx.
x
But
this integral is itself less than the integral
Jo
where A denotes the value of the
definite integral //[(sin y)/y~\ dy.
416
SPECIAL SERIES
definite integral
.
[IX,
196
The same argument shows that the

.
sm nx
Xh *(x)- x -dx,
where
c is
becomes
infinite.
any positive number less than h, approaches zero as n If c lies between (i l)?r/n and i-rr/n, it can be
shown
as above that the absolute value of
is less
than
C
Jc
"
sin
nx
<p(x)
X
less
dx
C
Jiz
n
snnx
and hence, a fortiori,
than
_
c
Hence the integral approaches zero as n becomes infinite.* This method gives us no information if c = 0. In order
to dis
cover the limit of the integral J, let c be a number between and h, such that is continuous from to c, and let us set
<f>(x)
<l>(x)
<f>(c)
\f/(x").
Then
i^(a-)
is
positive
0)
and decreases
in
the
interval (0, c) from value zero when x
the value
c.
<(+
<(c)
when x
form
=
nx
to the
If
we
write
J=
/""sin
nx
I
<(c)
JO
dx
C
I
Jo
$(x)
sin
in the
nx
dx
C
Jc
-- dx
sin
7
and then subtract
(7r/2)<T
i(-f 0),
we
find
(70)
/e
I
I
JO
f(x)
sinnx -dx+
-^
,->
I
<#>(x)
Jc
^>(+
smnir x
In order to prove that ./ approaches the limit (Tr/2) 0), it will be sufficient to show that a number m exists such that the absolute
* This result
of the
may
mean
for integrals (75).
be obtained even more simply by the use of the second theorem Since the function is a decreasing function,
<f>(r)
that formula gives

. .
sin
nx
()
ax
0(c)
r
sin
-J-J
wx dx
1 -
<f>M
-j*
zero.
(cos
nc
cosn|)
and the right-hand member evidently approaches
IX,
196]
is less
417
than a preassigned
value of each of the terms on the right

positive
number e/4 when n
is
greater than m.
By
the remark
made
above, the absolute value of the integral

sin
nx
/
Jo
is less
<(+
ax
Since
<(z)
than
A$(+
0)
=A
[<(+
0)
<(e)].
approaches
x approaches zero, c may be taken so near to zero that A [>(+ 0) - (c)] and (7r/2)[>(+ 0) - (c)] are both less than e/4. The number c having been chosen in this way, the other two terms on the right-hand side of equation (70) both approach zero as n becomes infinite. Hence n may be chosen so large that the abso
0) as
lute value of either of
them
is less
than
e/4.
It follows that
(71)
lim/=|*(+0). A (=QO
shall
We
now proceed
<f>(
to
remove the various
restrictions
which
x ) ^ n the preceding argument. If is a monotonically decreasing function, but is not always positive, the function \j/(x) + C is a positive monotonically decreasing func tion from to h if the constant C be suitably chosen. Then the
have been placed upon
<f>(x)
<f>(x)
formula (71) applies to

*
\j/(x).
Moreover we may write

k
(*
sinnx
(*)
JO
dx
= C
Jo
sinnx
<K*)-
-dx-C
C h sinnx
dx, JO
0)
(?r/2) C,
and the right-hand side approaches the limit (w/2) \j/(-{that

If
is
is,
(?r/2)
<#(+
0).
is a monotonically increasing function from to a monotonically decreasing function, and we shall have
<(#)
h,
<f>(x~)
Ch
I
Jo
^(*)
sin nx - dx = - C
I
sin
nx - dx.
t7o
in this case also. (7r/2)<(+ 0) that is function which satisfies DirichFinally, suppose any let s conditions in the interval (0, Then the interval (0, A) A).
Hence the
integral approaches
<(#)
may
be divided into a finite

-,
number
<f>(x~)
of subintervals
is
(0, a), (a, b),
a monotonically increasing or decreasing function. The integral from to a approaches the limit of Each the other which are of the type integrals, (7T/2) 0).
(b, c),
(7,
A), in
each of which
<(-)-
sinnx
=/ Ja
dx,
418
approaches
zero.
SPECIAL SERIES
For
if
<f>(x~)
[IX,
107
is
for instance, from a to b, an auxiliary function in an infinite variety of ways, which increases
to
b, is
a monotonically increasing function, can be formed \j/(x)
continuous from
of the integrals
to a,
and coincides with
monotonically from from a to b.

<f>(x)
Then each
C
/ t/O
sinnx
<**,
sinnx
approaches
$(+
0) as
n becomes
infinite.
Hence
their difference,
It follows that the formula precisely H, approaches zero. which satisfies Dirichlet s condi (71) holds for any function tions in the interval (0, h).
<f>(x)
which
is
Let us
now
consider the integral
(72)
f=f(x)dX)
is
(X/K7T,
where f(x)
to A.
This integral
a positive monotonically increasing function from may be written
x n ff x \ = C vf( )~
Jo
1
s
-,
sm x J
sill
x
is
dx,
and the function

tf>(x)
= f(x) x/sin x
to h.
a positive monotonically
increasing function from that

(73)
Since /(+ 0)
<(+
0), it follows
lim 7
= /(+
0).
if f(x) is a positive monotonically function from to h. It can be shown by successive increasing as that the restrictions upon f(x) can all be removed, steps, above,
This formula therefore holds
and that the formula holds

Dirichlet
s
for
any function f(x) which

li).
satisfies
conditions in the interval (0,
197. Fourier series. A trigonometric series whose coefficients are given by the formulae (67) is usually called a Fourier series. Indeed it was Fourier who first stated the theorem that any function arbi
trarily defined in an interval of length 2?r may be represented by a series of that type. By an arbitrary function Fourier understood
a function which could be represented graphically by several cur vilinear arcs of curves which are usually regarded as distinct curves. shall render this rather vague notion precise by restricting our discussion to functions which Dirichlet s conditions.
We
satisfy
IX,
197]
419
In order to show that a function of this kind can be represented we must find the by a Fourier series in the interval ( TT, + TT), Let us divide limit of the integral (68) as m becomes infinite.
this integral into
two integrals whose limits of integration are and let us and (TT (TT + x)/2 and 0, respectively, r)/2, and = of these z in the second make the substitution y integrals. Then the formula (68) becomes
sn
*
1
TT
Jo
TT
f(x J v
s,
2z)
ox
(TT
sin
(2m
1) *
sm
dz
When
lie
lies
between
between and TT.
and
4-
TT,
Hence by the
a;)/2 and (TT last article the
+ #)/2
both
right-hand
side of the preceding formula approaches
as
m becomes infinite.
its
It follows that the series (65) converges
and
that
TT and + TT. sum is/(x) for every value of x between Let us now suppose that x is equal to one of the limits of the Then S m + may be written in the form TT for example. interval,
l
1 =-
C*., /( J 7rJ
I
TT
+
,
2y)
sin(2m4-1)// j -dy
i
;
smy
The
first
Setting y
TT integral on the right approaches the limit /( the form 2 in the second integral, it takes TT
0)/2.
sm*
which approaches /(TT
series is [/(TT
Hence the sum of the trigonometric = TT. It is evident 0)] /2 when x 0) +/( that the sum of the series is the same when x = + TT. we If, instead of laying off x as a length along a straight line,
0)/2.
TT
lay
it off
as the length of an arc of a unit circle, counting in the
420
SPECIAL SERIES
[IX,
197
positive direction from the point of intersection of the circle with the positive direction of some initial diameter, the sum of the series
any point whatever will be the arithmetic mean of the two limits approached by the sum of the series as each of the variable points ra and taken on the circumference on opposite sides of ra, m. If the two limits /( TT + approaches are 0) and f(ir
at
ra",
0)
different, the point of the circumference
on the negative direction
of the initial line will be a point of discontinuity.
In conclusion, every function which

(
TJ
-f-
val
may
is defined in the interval Dirichlet s conditions in that inter satisfies be represented by a Fourier series in the same interval.
and which
"")
More generally, let f(x) Tê a function which is defined in an interval (a, a 2?r) of length 2?r, and which satisfies Dirichlet s conditions in that interval. It is evident that there exists one and
only one function F(x) which has the period 2?r and coincides with This function is represented, for /(#) in the interval (a, a + 2?r). all values of x, by the sum of a trigonometric series whose coeffi cients a m and b m are given by the formulas
(67):
am
~
I
F(r) cos
,
mx dx,
may
bm
F(x) sin
mx dx
The
coefficient
1
a m for example,
r*
I
am
*V-tte
F(x) cos
i mx dx + -
rI
2 *-
vj_ n
F(x) cos
mx dx,
is supposed to lie between 2hir TT and 2hjr + TT. Since has the period 2?r and coincides with F(x} f(x) in the interval (a, a + 2?r), this value may be rewritten in the form
where a
am
\
=~
-
/l2
I
"
!r
â: + 2T
(74)
Ja
,â +
/
f(y) cos
2jr
mx dx + mx dx
.
Jm*+m
f(x) cos
find
/ (.r) cos
mx dx
=
V.
t/
ft
Similarly,
we should
bm
(75)
=~
"ft
Ja
f(x) sin
mx dx
Whenever a function f(x) is defined in any interval of length 2?r, the preceding formulae enable us to calculate the coefficients of its development in a Fourier series without reducing the given interval
to the interval
(
TT,
TT).
IX,
198]
1)
421
198. Examples.
it
<
<
0,
1
and
r
I
+1
dx
H
Let us find a Fourier series whose sum is 1 for f or x + it. The formulae (67) give the values
< <
=
=
1
Tt
c
I
dx
i
-\
=
r*
JQ
It
J-ir
Jo
cos
1
It
am
r JI -n
cos
mxdx
mx dx =
It
nm
I f =~
71
J -T,
j sm mx dx
.
!
,
-\
T* sin mx ax A =
Jo
is
Tt
-,
cosmTT
cos(
>
mir) -
mit
If
is
even, b m
7T/4,
is zero.
If
odd, b m
is
4/mir.
Multiplying
all
the coeffi
cients
by
we
v
see that the
sum
of the series
(76)
=
1
<
Sin3x
-i-
+
<
2m + 1
x
<
is
7T/4 for
it
of discontinuity,
x 0, and + ff/4 for and the sum of the series

<
is
zero
More generally the sum of the series (76) is 7t/4 when sin x is negative, and zero when sin x 0. The curve represented by the equation (76) is composed of an infinite number of segments of length n of the straight lines y = 7T/4 and an infinite num
ber of isolated points (y
2)
The point x = is a point when x = 0, as it should be. when sin x is positive, ?r/4
it.
0,
kit)
on the x
axis.
The
coefficients of the Fourier
development of x
in the interval
from
to
27T are
do
=
=
1
Tt
r-*
I
xdx
Jo
2?r,
1
-Tt
r2
Jo
"
dm
x cos mxdx
"
rxsinmx-l 2 *
-{
\_
11171
Jo
c^ -mit Jo
1
I
sin
mx dx =
om
1 = -
r2
n Jo
x sin
mx dx =
rxcos?/ixl 2;r
\
\_
mit
-\
--1
(**"
Jo
iwt Jo
cos
2 mx dx = ---
Hence the formula

__
22
it
sinx
sin 2x
sin3x
is valid for all values of x between and 2?r. If we set y equal to the series on the right, the resulting equation represents a curve composed of an infinite num ber of segments of straight lines parallel to y x/2 and an infinite number of
isolated points.
Note.
to say,
if
If the
/(
function /(x) defined in the interval ( - Tt, + Tt) is even, that is x) =/(x), each of the coefficients b m is zero, since it is evident that
nO
I
n-n
J-n
Similarly,
if
f(x) sin
mx dx
Jo
/(x) sin
mx dx
/(x)
is
is
coefficients a m
zero, including
an odd function, that is, if /( x) = a A function /(x) which

.
/(x),
is
each of the
defined only in
422
the interval from
of the equations
to
it
SPECIAL SERIES
may
be defined
or
in the interval
[IX,
199
from
it
to
by either
/(-*)= /()
if
/(
z)
= - f(x)
either
we choose
to
do
so.
by a
series of cosines or
Hence the given function /(x) may be represented by a series of sines, in the interval from to ic.
199. Expansion of a continuous function. Weierstrass theorem. function which is defined and continuous in the interval (a,
6).
:
Let /(z) be a
The following
remarkable theorem was discovered by Weierstrass Given any preassigned posi tive number e, a polynomial P(x) can always be found such that the difference f(x)P(x) is less than e in absolute value for all values of x in the interval (a, 6). Among the many proofs of this theorem, that due to Lebesgue is one of the simplest.* Let us first consider a special function \j/(x) which is continuous in
the interval
V (x)
2kx for Moreover for -
(1, +1)
<
<
and which is defined as follows ^(x) = for Then \f/(x) = 1, where fc is a given constant. x + 1 we shall have
:
< <
<
(x -f
x 0, x |) k.
<
and
for the
same values
vergent series arranged according to powers of (1 - x 2 ). hence also i//(x), may be represented to any desired
of x the radical can be developed in a uniformly con It follows that x|, and
degree of approximation in
by a polynomial. Let us now consider any function whatever, /(x), which is continuous in the interval (a, 6), and let us divide that interval into a suite of subintervals ax a2 ai), (a\ a 2 ), (a,,_i a n ), where a = a a n = 6, a,,_i
(
the interval
1,
1)
(<*oi
<
<
<
<
<
that the oscillation of /(x) in any one of the subintervals is less than e/2. Let L be the broken line formed by connecting the points of the curve y =f(x) whose abscissae are a a x a 2 b. The ordinate of any point on L is evidently a continuous function 0(x), and the difference is /(x) less than e/2 in absolute value. For in the interval (a M _!, aM ), for example,
in such a
way
<f>(x)
we
shall
have
/(x)
0(x)
a^_i). unity, the absolute value of the difference/
where x
a M _i
= 0(a M
[/(x)
-/(<v_,)]
(1
6)
[/(x)
is
-/(aM )]
positive
e(l
0,
Since the factor d

is less
<f>
and
6
less
than
e/2.
than
e)/2
The function
</>(x)
can be
,
split
,
up
,
into a
sum
of
n functions
of the
A n be the successive vertices For, let A Q AI, A 2 equal to the continuous function (x) which is represented throughout the interval (a, 6) by the straight line A A l extended, plus a function 0i(x) which is represented by a broken line A whose first side A Q A\ lies on the A{ x axis and whose other sides are readily constructed from the sides of L. Again, the function fa (x) is equal to the sum of two functions 2 and where f 2 is ^ 2 zero between a and cti, and is represented by the extended straight line
V (x).
is
same type as of L. Then

</>(x)
between
first
aj
and
three vertices
</"2
= fi + between a
represented by a broken line A(, Ai whose Finally, we shall obtain the equation where is a continuous function which vanishes + + and o,-_i and which is represented by a segment of a straight line
6,
2 is
-
while
lie
A\A i A2 An
on the x axis.
,
</-
* Bulletin des sciences mathtmatiques,
p. 278, 1898.
IX,
200]
423
= mx + n, where m between ai_i and b. If we then make the substitution and n are suitably chosen numbers, the function \j/i(x) may be defined in the interval ( 1, + 1) by the equation
can be represented by a polynomial with any desired degree of Since each of the functions f;(x) can be represented in the interval (a, 6) by a polynomial with an error less than c/2n, it is evident that the sum of these polynomials will differ from /(x) by less than e.
and hence
it
approximation.
It follows from the preceding theorem that any function f(x) which is contin uous in an interval (a, b) may be represented by an infinite series of polynomials e be a sequence which converges uniformly in that interval. For, let i c2 of positive numbers, each of which is less than the preceding, where e n approaches zero as n becomes infinite. By the preceding theorem, corresponding to each of
, ,
the
less
e s
than
a polynomial P(x) can be found such that the difference /(z) P,(x) Then the series the interval (a, b). e,- in absolute value throughout
is
^1
(3)
+ P2 (X) t
Pi
(X)]
+ [Pn (X) - P.-i ()] +

For which Moreover the series con
(a, b).
<S
converges, and its sum is/(x) for any value of x inside the interval the sum of the first n terms is equal to P B (x), and the difference /(x)
is less
than
e,,
infinite.
Sn will be less verges uniformly, since the absolute value of the difference /(x) than any preassigned positive number for all values of n which exceed a certain
fixed integer
N, when x has any value whatever between a and
b.
200.
continuous function without a derivative.
We shall conclude this chapter
by giving an example due to Weierstrass of a continuous function which does not possess a derivative for any value of the variable whatever. Let 6 be a posi Then the function tive constant less than unity and let a be an odd integer.
F(x) defined by the convergent infinite series
^
b"
(78)
F(x)
-r
cos
(a"
nx)
interval whatever.
x, since the series converges uniformly in any product ab is less than unity, the same statements hold for the series obtained by term-by-term differentiation. Hence the func We shall tion F(x) possesses a derivative which is itself a continuous function.
is
continuous for
all
values of
If the
now show that

a certain limit. In the
first
the state of affairs
is
essentially different
if
the product ab exceeds
place, setting
m-l
Sm = -
H=U
R, n
b"
(cos [a TT(Z
h)]
cos (a n TTX) }
b"
{cos
[a"
TT(X
h)]
cos
(a"
nx)}
we may
(79)
write
ffl*Li!fiL>. h
.+*..
SPECIAL SERIES
On
the other hand,
cos(a"7rz),
[IX,
200
it is
easy to show, by applying the law of the

cos[a"7r(z
mean
to the
function
that the difference
h)]
cos(a
itx) is less
than
na n h
|
in absolute value.
\
Hence the absolute value

m-l
an b n
n=(l
of
Sm
is less
than
= n
m
ab-l
if
and consequently also less than 7r(ab) /(ab 1), lower limit of the absolute value of B m when h
ab
>1.
Let us try to find a
is
assigned a particular value.
We
shall
always have
is
am x
lies
= am +
p
?
,,
where a m
an integer and m
between
1/2 and
,
+ 1/2.
If
we
set
/j
5S
1
a"
where em is equal to 1, it is evident that the sign of h is the same aa that of e m and that the absolute value of h is less than 3/2a m Having chosen h in this way, we shall have an - n a m 7c(x + h) = an - m n(a m + e m ). a"7f(x + h)
,
.
Since a
is
odd and
em
1,
the product an -
(a m
l)
-f
e m ) is
even or odd with
a m + 1, and hence
cos[a"7r(z
A)]
am +
l
.
Moreover we
shall
have
n
7tx)
coa(a
= =
cos(a"-
cos
(a"
m am = 7rz) - m a Tt cos m )
m
cos[a"-
(a"
*(a m
,
m)]
"
m n)
or, since
a"~
m am
is
even or odd with

CQS
(fin 7f%\
(
am
1
^""*
COS {a n
m^
7T^
It
follows that
we may
"m
write
(
_ 1)g, +
n
*
i
consequently
Since every term of the series is positive, it is greater than 6 m since
its
,
sum is greater than the

between
1/2 and
first
term, and
lies
1/2.
Hence
or, since
\h\<
3/2a
m
,
\
If
a and b satisfy the inequality

a6>l
(80)
we
shall
have
3
ab-l
2
whence, by
(79),
F(x
+ h)-
F(x)
>
|B|-|S n
a6-l
IX, Exs.]
EXERCISES
425
As becomes infinite the expression on the extreme right increases indefinitely, while the absolute value of h approaches zero. Consequently, no matter how
be chosen, an increment h can be found which is less than in abso and for which the absolute value of [F(x + h) F(x)~\/h exceeds any preassigned number whatever. It follows that if a and b satisfy the relation (80),
small
e
lute value,
the function F(x) possesses no derivative for
any value of x whatever.
EXERCISES
1.
Apply Lagrange
root of the equation y 2

2.
formula to derive a development in powers of x of that ay + x which is equal to a when x = 0.

a
Solve the similar problem for the equation y
xy m + l
0.
Apply the
result to the quadratic equation a bx + ex 2 0. Develop in powers of c that root of the quadratic which approaches a/6 as c approaches zero.
3.
Derive the formula
l+x
4.
Show
that the formula
Vl +
holds whenever x
5.
is
2 \1
x/
2.4
greater than
1/2.
Show
that the equation

c
2 1
x2
4 \1
1
x2 /
G \1
x2
is
+
the
holds for values of x less than
in absolute value.
What
sum
of the series
when x
| |
>
6.
Derive the formula
1.2
7.
+*
1-2.3
sinmx and cosmx which reduce
Show
and
1,
that the branches of the function
to
powers
respectively, of sin x
:
.
when sinx
are developable in series according 10
sm mx = m f sm x
L
cos
m2 - 1
sin 2 x H
.
1.2.3
?n 2
mx =
1.2
2 2 0) l)(m sm s x + (m sm 5 x 1.2.3.4.5 m 2 (m 2 -4) 4 sm x 1.2.3.4

. . .
n
,
[Make use
of the differential equation
dy 2 which
8.
is
dy
satisfied
by u
cosmx and by u = sinmx, where y
sinx.J
From
the preceding formulae deduce developments for the functions
cos (n arc cos x)
sin (n arc cos x)
CHAPTER X
PLANE CURVES
The curves and
surfaces treated in Analytic Geometry, properly
speaking, are analytic curves and surfaces. However, the geomet rical concepts which we are about to consider involve only the exist ence of a certain number of successive derivatives. Thus the curve
whose equation is y = f(x) possesses a tangent if the function f(x) has a derivative / (#) it has a radius of curvature if / (#) has a
;
derivative
/"(cc);
and so
forth.
I.
ENVELOPES
Given a plane curve C whose
201. Determination of envelopes.
equation
(1)
f(x, y, a)
involves an arbitrary parameter a, the form and the position of the If each of the positions of the curve C is curve will vary with a.
tangent to a fixed curve E, the curve E is called the envelope of the curves C, and the curves C are said to be enveloped by E. The before is to establish the existence us problem (or non-existence) of
an envelope for a given family of curves C, and to determine that envelope when it does exist.
exists, let (x, y] be the point of tanE of with that one of the C which corresponds to a cer curves gency tain value a of the parameter. The quantities x and y are unknown functions of the parameter a, which satisfy the equation (1). In
Assuming that an envelope E
order to determine these functions, let us express the fact that the tangents to the two curves E and C coincide for all values of a.
Let Sx and 8y be two quantities proportional to the direction cosines of the tangent to the curve C, and let dx/da and dy/da be the derivatives of the unknown functions x = Then a y = $(&)
<(),
necessary condition for tangency
is
dx
da
dy
C *
426
da
X,
201]
ENVELOPES
427
On the other hand, since a in equation (1) has a constant value for the particular curve C considered, we shall have
(3)
sx
dx
+ ^Sy = dy
"
0,
tions x
which determines the tangent to C. Again, the two unknown func = y = ^() satisfy the equation
<(),
f(x, y, a)
also,
= 0,
Hence
where a
is
now
the independent variable.
(4)
oITda ex
cfdx
df + cfdt/ aj+a= da oa
cy
(2), (3),
or,
combining the equations
and
(4),
tion
case
The unknown functions x = y and the equation (1). Hence

<(),
= \f/(d) are solutions of this equa

the equation of the envelope, in
an envelope
exists, is to be
between the equations f 0, df/da = 0. Let R(x, y) be the equation obtained by eliminating a between (1) and (5), and let us try to determine whether or not this equation
lar curve
,
found by eliminating the parameter a
Let C be the particu represents an envelope of the given curves. which corresponds to a value a of the parameter, and let
y ) be the coordinates of the point (atwo curves

(6)
ti
of intersection of the
/(*, y, a
(1)
0,
*-
<>.
t/a
The equations
x
a
=
<f>(a),
\j/(a),
and (5) have, in general, solutions of the form which reduce to x and y respectively, for
,
Hence
for a
aQ
we
shall
have
dx \da/o
c // Q
\da/o
This equation taken in connection with the equation (3) shows that the tangent to the curve C coincides with the tangent to the curve described by the point (x, y*), at least unless df/dx and
are both zero, that
.
df/dy unless the point Q is a singular point for the curve C It follows that the equation R(x, represents either y) the envelope of the curves C or else the locus of singular points on
is,
these curves,
428
This result
PLANE CURVES
may be
supplemented.
If each of the curves
[X,
202
has
one or more singular points, the locus of such points is surely a part 0. of the curve R(x, y) Suppose, for example, that the point (x, y) Then x and y are functions of a which a is such singular point.
satisfy the three equations

^\
/
/>
f(x,y,a) = Q,
= 0, =
= 0,
0. It follows that x and y = obtained the eliminating a between by equation R(x, y) satisfy In the general case the 0. and df/Sa the two equations /
and hence also the equation df/da
curve R(XJ y) one of which
=
is
is
composed
of
two analytically
the true envelope, while the other
is
distinct parts, the locus of
the singular points.
Example. Let us consider the family of curves
/(*,*/,)
= /-2/ +
2
(*
-)
The
elimination of a between this equation and the derived equation
gives y*
y
y
= 0,
1.
which represents the three straight
lines
0,
jf.
l,
The given family

y*
of curves
by a translation of the curve
+x =
2
may be generated along the x axis.
This curve has a double point at the origin, and it is tangent to I at the points where it cuts the each of the straight lines y = line the y = is the locus of double points, straight y axis. Hence lines two the whereas y = 1 constitute the real envelope. straight
202.
is
If the curves
C have an
envelope E, any point of the envelope
the limiting position of the point of intersection of two curves of the family for which the values of the parameter differ by an infini
tesimal.
(7)
For, let
f(x, y, a)
0,
f(x,y,a
h)
two neighboring curves of the family. The the points of intersection of the two determine equations (7), which be replaced by the equivalent system curves, may evidently
be the equations of
f(x,
y,
a)
f(x,
0,
y,
h)-f(x,y, -
a)
0,
X,
202]
ENVELOPES
429
as h approaches zero, that the second of which reduces to Sf/da two curves of the second the as approaches the first. This prop is,
In Fig. 37, a, for instance, the of the two neighboring curves C and C as C approaches the curve C approaches the point of tangency
erty
is
fairly evident geometrically.
point of intersection
FIG. 37, b
as its limiting position. Likewise, in Fig. 37, b, where the given curves (1) are supposed to have double points, the point of intersec tion of two neighboring curves C and C approaches the point where
C
is
cuts the envelope as
approaches C.
explains
The remark
just
made
why
the locus of singular points
found along with the envelope. For, suppose that f(x, y, a) is a ?/ ) chosen at polynomial of degree m in a. For any point Q (x
random
(8)
in the plane the equation

/(.r
,
7,0,0
will have, in general, distinct roots. Through such a point there different curves of the given family. But if the pass, in general,
point
lies
on the curve
R (or,
y)
= 0,
the equations
are satisfied simultaneously, and the equation (8) has a double root. The equation R(x, y) may therefore be said to represent the locus of those points in the plane for which two of the curves of
the given family which pass through

one.
it
The
figures 37, a,
and
37,
b,
show
have merged into a single clearly the manner in which
two of the curves through a given point merge into a single one as that point approaches a point of the curve R(x, y) = 0, whether on the true envelope or on a locus of double points.
430
Note.
of curves
(9)
PLANE CURVES
It often
[X,
203
becomes necessary to
find the envelope of a family
F(x, y, a,
ft)
whose equation involves two variable parameters a and b, which = 0. This case themselves satisfy a relation of the form ft) does not differ essentially from the preceding general case, however, for may be thought of as a function of a defined by the equation
<f>(a,
ft
the rule obtained above, we should join with the given the equation equation obtained by equating to zero the derivative of its left-hand member with respect to a
<
0.
By
dp
~0
I
dFdt __ -n
co
07
ca
ft)
da
"
But from the
relation
<f>(a,
=
d<f>
we have
db da
also
d(fr
da
db
whence, eliminating db/da, we obtain the equation
_
da db
db
da
which, together with the equations

required envelope. between these three equations
203. Envelope
of a straight line
(11)
of a straight line.
and The parameters a and

if
F=
=
<f>
0,
determine the
be eliminated
ft
may
desired.
us consider the equation
As an example
sin
let
D in normal form
zcosa + y
is
f(a)
0,
where the variable parameter
with respect to this parameter,

(12)
we
the angle a. Differentiating the left-hand side find as the second equation
xsinct
y cos
f(a)
0.
These two equations (11) and (12) determine the point of intersection of any one of the family (11) with the envelope E in the form
(x=f(a)cosa -f y = f(a) sin a + f
(a) sin (a) cos
a,
It is
point
which is described by this easy to show that the tangent to the envelope For from the equations (13) we find the line D. (z, y) is precisely
(
I
dx
dy
,
= - [/() + /"()] sin a da = [/(a) + cos a da

/"(a)]
whence dy/dx
cot
a which
is
precisely the slope of the line D.
X,
203]
ENVELOPES
if
431
Moreover,
point upon
denote the length of the arc of the envelope from any fixed
have, from (14),
ds
it,
we
= =
dy*
[/(a)
/"(a)]
da-
whence
da
[//(or)
is
+/
(<*)].
Hence the envelope
will
be a curve which
easily rectifiable
if
we merely choose
and x
for /(a) the derivative of a
known
function.*
I
As an example
;
let
us set f(a)
=
we
sin
cos a.
Taking y
cessively in the equation (11),
find (Fig. 38)
OA =
= I. The required respectively hence curve is therefore the envelope of a straight line of constant length Z, whose extremities
always
lie
AB
sin a,
= suc OB = Zcosa,
on the two axes.
The formulae
(13) give in this case
sin 3
cos 3
a-
and the equation
of the envelope
is
-A*
AA?
1
if*tact describes the arc
which represents a hypocycloid with four cusps, of the form indicated in the figure. As a varies from to 7T/2, the point of con
p IG
of the arc, counted
sin 2
DC.
Hence the length

I
from D,
is
s=
3 1 sin
a cos a da =
2
a.
Jo
Let I be the fourth vertex of the rectangle determined by OA and OB, and the foot of the perpendicular let fall from / upon AB. Then, from the tri angles AMI and APM, we find, successively,
AM = AI cos a =
Hence
cos 2
3
AP = AM sin a =
cos 2
a sin a
OP = OA
the line
AP = sin AB with the envelope.

I
a, and the point Moreover
is
the point of tangency of
BM = l-AM=lsm*a;
hence the length of the arc
DM = 3BM/2.
in the
Each
of the quantities
:
which occur
formula for
s,
the angle between the x axis and the perpendicular let fall upon the variable line from the origin is the distance from the from origin to the variable line; and / is, except for sign, the distance the point where the variable line touches its envelope to the foot of the perpen
has a geometrical meaning
= f (a) + ff(a)
daf,
is
ON
f(<x)
ON
M
s
(<*)
MN
dicular let fall upon the line from the origin.
The formula
for 5 is often called
Legendre
formula.
432
204. Envelope of a
circle.
PL AXE CURVES
Let us consider the family of
circles
[X,
204
where
circle
a, 6,
and p are functions

line (x
is
of a variable
parameter
t.
The
points where a
circle of this family touches the envelope are the points of intersection of the
and the straight
(16)
a) a
(y
b) b
pp
This straight line
perpendicular to the tangent

the variable circle (15),
M T to the curve C described

its
by the center
(a, 6) of
and
distance from the center

s
is
p dp/ds, where
denotes the length of the arc of the curve C measured from
some
fixed point.
line (16)
Consequently, if the meets the circle in the two
points bisected
/<j[
and the chord T by the tangent

,
NN
are,
is
at right
in
angles. consists
It follows
that the envelope
of
two
parts,
which
general, branches of the same analytic curve. Let us now consider several
special cases.
1) If
tact
NN
is
constant, the chord of con
reduces to the normal
PP
to
FIG. 39
the curve C, and the envelope is com posed of the two parallel curves C\ and
C{ which are obtained by laying off the constant distance p along the normal, on either side of the curve C. reduces to the tan 2) If p = s + K, we have p dp/ds = p, and the chord gent to the circle at the point Q. The two portions of the envelope are merged into a single curve T, whose normals are tangents to the curve C. The curve C is called the evolute of T, and, conversely, T is called an involute of C (see 206), If dp ds, the straight line (16) no longer cuts the circle, and the envelope is
NN
>
imaginary.
Secondary caustics.
tional to the distance
Let us suppose that

is
the radius of the variable circle
propor
from the center to a
fixed point 0. Taking the fixed point O as the origin of coordinates, the equation of the
circle
becomes
where
A; is a constant factor, of the chord of contact is
and the equation
E
+
bb
)
(x If 8
a)
a
8
(y
b)
k*(aa
0.
FIG. 40
and
denote the distances from the
center of the circle to the chord of contact and to the parallel to 2 origin, respectively, the preceding equation shows that 5 = k d
point on the radius
MO
(Fig. 40),
such that
MP =
through the Let P be a k*MO, and let C be the

it
.
X,
05]
CURVATURE
Then
433
locus of the center.

tact
is
the equation just found shows that the chord of con
the perpendicular let fall from upon the tangent to C at the center M. denote that branch of the Let us suppose that k is less than unity, and let as does the point 0. which lies on the same side of the tangent
envelope
MT
Let
MN
the two angles which the two lines r, respectively, denote make with the normal MI to the curve C. Then we shall have
and
MO
and
_ =
Mq
_ Mp ~
sin
~~
_ Mq _ MQ _
M~ MP~ k
MR
Now let us imagine that the point is a source of light, and that the curve C which O lies from another medium separates a certain homogeneous medium in whose index of refraction with respect to the first is l/k. After refraction the will be turned into a refracted ray MR, which, by the law of incident
ray
OM
Hence all the refracted rays the extension of the line NM. are normal to the envelope, which is called the secondary caustic of refraction. The true caustic, that is, the envelope of the refracted rays, is the evolute of the
refraction,
is
secondary caustic. The second branch

it
of the envelope evidently has
no physical meaning
If
would correspond
to a negative index of refraction.
we
set k
1,
the
becomes the locus reduces to the single point 0, while the portion with respect to the tangents to C. of the points situated symmetrically with This portion of the envelope is also the secondary caustic of reflection for inci
envelope
dent rays reflected from C which issue from the fixed point 0. It may be shown in a manner similar to the above that if a circle be described about each point of C with a radius proportional to the distance from its center to a fixed straight
the envelope of the family will be a secondary caustic with respect to a system of parallel rays.
line,
II.
CURVATURE
The
first
205. Radius of curvature.
idea of curvature
is
that the
greater than that of another if it recedes more rapidly from its tangent. In order to render this somewhat vague idea precise, let us first consider the case of a circle. Its
curvature of one curve
is
curvature increases as
its
radius diminishes
its
it
is
therefore quite
curvature the simplest func tion of the radius which increases as the radius diminishes, that Let AB be an arc of a circle of the radius. is, the reciprocal
natural to select as the measure of
l/R
subtends an angle o at the center. The angle and between the tangents at the extremities of the arc AB is also Hence the measure of the curva the length of the arc is s = This last definition may be extended to ture of the circle is w/s.
of radius
R which
<o,
R<a.
Let AB be an arc of a plane curve without a at the point of inflection, and w the angle between the tangents extremities of the arc, the directions of the tangents being taken the direction from A in the same sense according to some rule,
an arc of any curve.
434
toward B, for instance.
point
PLANE CURVES
Then the quotient w/arc
[X,205
AB
is called
the
average curvature of the arc AB.
the point B approaches the this quotient in general approaches a limit, which is called the curvature at the point A. The
As
radius of curvature at the point A is defined to be the radius of the circle
which would have the same curvature which the given curve has at the point
it is
cal of the curvature.
therefore equal to the recipro Let s be the
length of the arc of the given curve

FIG. 41
measured from some fixed point, and a the angle between the tangent and
the x axis, for example.
some
fixed direction,
Then
it is
clear
that the average curvature of the arc AB is equal to the absolute value of the quotient Aa/A.s hence the radius of curvature is given
;
by the formula
R=
,.
lim
As
Aa
ds art
Let us suppose the equation of the given curve to be solved for y in the form y =f(x). Then we shall have
= arc tan y
da
y"dx y
" _
ds
and hence
(
17
>
*=
y,,
Since the radius of curvature

indicates that
we
essentially positive, the sign are to take the absolute value of the expression
is
on the right. If a length equal to the radius of curvature be laid from A upon the normal to the given curve on the side toward which the curve is concave, the extremity / is called the center of
off
curvature.
is
The
circle described
about 7 as center with
R
,
as radius
)
called the circle of curvature. The coordinates (x center of curvature satisfy the two equations
of the
which express the fact that the point lies on the normal at a dis tance R from A. From these equations we find, on eliminating x l}
X,
205]
CURVATURE
tell
435
let
In order to
which sign should be taken,
us note that
;
if
y"
is
y must be positive hence the positive positive, as in Fig. 41, y^ is negative, y y is nega should be taken in this case. If
sign
y"
tive,
and the positive sign should be taken in
this case also.
The
coordinates of the center of curvature are therefore given by the
formulae
1
(18)
**-*=-
1
,
yi-9*=jf->
fT-
the coordinates of a point (x, y) of the variable curve are we have, by 33, given as functions of a variable parameter t,
When
and the formulae (17) and (18) become

jz
.
(dx*
+ dy*?
i
j }
**
dy(dx*
+ dif~) &x
=
0,
dxd y-dyd*x
2
and the radius of curvature is first kind y can be developed according hence to powers of x l/2 in a series which begins with a term in x of radius the therefore is infinite, and y has a finite value, but
At a point of inflection At a cusp of the infinite.
y"
y"
curvature
Note.
curve,
is zero.
When
the coordinates are expressed as functions of the arc s of the
x
the functions
<f>
<P(s)
f (a)
and f

2(S)
/2
(S)=1,
since dx 2
dy2
da 2
and hence they

<
also satisfy the relation
(/>"
+
,
-fy
î"
Solving these equations for
<
and
\f/
we
find
where
1,
cially elegant
and the formula for the radius of curvature takes on the espe form
(20)
s[*
436
PLANE CURVES
[X,
206
206. Evolutes. The center of curvature at any point is the limit ing position of the point of intersection of the normal at that point with a second normal which approaches the first one as its limiting For the equation of the normal is position.
where
and
Y are
the running coordinates.
In order to find the
limiting position of the point of intersection of this normal with another which approaches it, we must solve this equation simulta
neously with the equation obtained by equating the derivative of the

left-hand side with respect to the variable parameter x,
i.e.
The value of Y found from this equation is precisely the ordinate of the center of curvature, which proves the proposition. It follows that the locus of the center of curvature is the envelope of the
normals of the given curve,
i.e.
its
evolute.
Before entering upon a more precise discussion of the relations between a given curve and its evolute, we shall explain certain con
ventions.
definite sense
Counting the length of the arc of the given curve in a from a fixed point as origin, and denoting by a the
angle between the positive direction of the x axis and the direction of the tangent which corresponds to increasing values of the arc, we shall have tan a y and therefore
cos
On the right the sign -f- should be taken, for if x and s increase simultaneously, the angle a is acute, whereas if one of the varia bles x and s increases as the other decreases, the angle is obtuse
(
81).
Likewise,
(3
if (3
tangent, cos
dy/ds.
denote the angle between the y axis and the The two formulae may then be written
or
COS
= dx
as
>
Sin
~ = dy
as
-j
where the angle a
is
counted as in Trigonometry.
the other hand, if there be no point of inflection upon the given arc, the positive sense on the curve may be chosen in such a way that s and a increase simultaneously, in which case R ds/da
On
along the arc. Then it is easily seen by examining the two possible cases in an actual figure that the direction of the segment
all
X,
206]
CURVATURE
437
starting at the point of the curve and going to the center of curva a -f 7r/2 with the x axis. The coordinates ture makes an angle a 1 f the center of curvature are therefore given by the formulae X L y\) (
>
xl
+ R cos
a a
}
"/
=x
y
sin a,
= + (\
\
+ R cos a,
whence we find
cfaj
efo/!
= =
cos
sin
ads ads
cos
sin
a da a
tZa
= + cos a dR =
sin
a dR
sin
a cR, a
rf7?
.
cos
In the
first place,
these formulas
show that dy l /dx l
cot a,
which
proves that the tangent to the evolute is the normal to the given Moreover curve, as we have already seen.
ds\
dx\
dy\
dR*
or dsi
dR.
Let us suppose for definiteness that the radius
of curvature constantly increases as we proceed along the curve C and let us choose the positive sense of l to Jl/2 (Fig. 42) from
motion upon the evolute (D) in such a way

that the arc s 1 of
(Z))
increases simultane
Then the preceding formula becomes d$i = dR, whence s t = R + C. It R 1} and we follows that the arc /!/2 = R 2
ously with R.
is
see that the length of any arc of the evolute equal to the difference between the tivo
radii of curvature of the curve C which cor respond to the extremities of that arc.
This property enables us to construct the be involute C mechanically if the evolute

(Z>)
M
FIG. 42
If a string be attached to (D) at an arbitrary point A and rolled around (D) to /2 , thence following the given.
tangent to
the point
taut,
is
will describe the involute
as the
string, now held struction may be
wound
further on round
(Z>).
:
This con
stated as follows
On
each of the tangents
IM of
where I + s the evolute lay off a distance IM const., s being I, values various the length of the arc AI of the evolute. Assigning
to the constant in question, an infinite number of involutes may be drawn, all of which are obtainable from any one of them by laying
off
constant lengths along the normals.
438
All of these properties
PLANE CURVES
may
dar 1
[X,
207
be deduced from the general formula
for the differential of the length of a straight line
segment
82)
dl
If the
COS
(D!
(Zcr 2
COS
o>.
segment is tangent to the curve described by one of its extremities and normal to that described by the other, we may set = 7T/2, and the formula becomes dl da^ = 0. If the TT, w.2 straight line is normal to one of the two curves and Z is constant, = 0, and therefore cos 2 = 0. dl = 0, cos The theorem stated above regarding the arc of the evolute depends essentially upon the assumption that the radius of curvature con If stantly increases (or decreases) along the whole arc considered. this condition is not satisfied, the statement of the theorem must In the first place, if the radius of curvature is a maxi be altered. mum or a minimum at any point, dR = at that point, and hence Such a point is a cusp on dxi = dy l = 0.
<0l
o>
<DI
the evolute.
of curvature
(Fig. 43),
is
If,
maximum
have
for example, the radius at the point
we
shall
arc//!
= IM arc 77, = IM =
2 737
t
A-!/!,
72 3/a
whence
arc /! 7/2
72
to the difference
207. Cycloid.
circle
72 Hence the difference 7 77 and not and arcs the two between 2 Hi
is
equal
their sum.
The
which
rolls
cycloid is the path of a point upon the circumference of a without slipping on a fixed straight line. Let us take the
n
Fio. 44
fixed line as the
the circle lies in the x axis.
x axis and locate the origin at a point where the point chosen on When the circle has rolled to the point 7 (Fig. 44)
the point on the circumference which
was
at
has come into the position M,
X,
207]
CURVATURE
439
where the cirenlar arc IM is equal to the segment OI. Let us take the angle between the radii CM and CI as the variable parameter. Then the coordinates
of the point
M are
= 01 - IP =
R(f>
- E sin 0,
MP = 1C + CQ = R
- R cos 0,
on the two lines 01 and IT, respec where and Q are the projections of It is easy to show that these formulae hold for any value of the angle 0. tively. In one complete revolution the point whose path is sought describes the arc
OBO\.
x
If the
motion be continued
indefinitely,
of arcs congruent to this one.
From

d<f>
<(>)
we obtain an we
d-x d*y
infinite
number
find
,
= y =
sin
R(<}>
<p)
dx dy
is
R(l
cos 0)
= R(l cos = R sin d0

sin
1
= Rsin0d0 2 = .Rcos0 d0 2
and the slope
of the tangent
seen to be
dy ~
dx
which shows that the tangent
at
cot
cos
2 the straight line T, since the angle Hence the normal at is the
is
MTC =
0/2, the triangle
MTC being
isosceles.
straight line through the point of tangency I of the fixed straight line with the moving circle. For the length of the arc of the cycloid we find
(Zs 2
MI
= E2 d02 [sin 2 +
(1
cos 0) 2 ]
= 4R 2 sin 2 - d0 2
2
it
or
ds
= 2R sin
~ d0
2i
if
the arc be counted in the sense in which

as origin,
increases with 0.
Hence, counting
the arc from the point
we
shall
have
=
Setting
<f>
4fi(
1-cos-Y
2/
= 2it, we
BM (Fig. 44) 4R cos 0/2. From the triangle MTC the 2R cos 0/2 hence arc BM 2MT. length of the segment MT
is
length of the arc the length of the arc
OMB
find that the length of one whole section t is 8R. is therefore 4.R, from the origin to the maximum
OBO
The
and
is
Again, the area up to the ordinate through
is
A=
f
Jo
C E 2 (l-2cos0 + ydx= Jo
cos 2 0)d0
2 A= /3 -0-2sm0 + - 420\ ^)#

.
sin
V"
Hence the area bounded by the whole arc OBOi and the base OOi
is,
is 37T.K 2 ,
that
(GALILEO.) The formula for the radius of curvature of a plane curve gives for the cycloid
three times the area of the generating circle.
440
PLANE CURVES
[X,
208
On the other hand, from the triangle MCI, MI = 2R sin 0/2. Hence p = 23fl, and the center of curvature may be found by extending the straight line MI This fact enables us to determine the evolute past I by its own length.
easily.
For, consider the circle which is symmetrical to the generating circle with Then the point respect to the point I. where the line cuts this second circle is evidently the center of l = MI. But we have curvature, since
MI
arc
=
arc
TtR
arc
IM =
TtR
arc
IM = nE .
or
01,
= OH - OI = IH = T E
Hence the point

cusp being at
BOi, the point
OB
describes a cycloid which is congruent to the first one, the and the maximum at O. As the point describes the arc describes a second arc B Oi which is symmetrical to the arc
already described, with respect to
BB
208. Catenary. The catenary is the plane curve to a suitably chosen set of rectangular axes is
whose equation with respect
Its
appearance
is
indicated by the arc
MAM
in the figure (Fig. 45).
FIG. 45
From
(21)
we
find
a2
denote the angle which the tangent for y gives

If
TM makes with
=
en
the x axis, the formula
_
The radius
of curvature
ea
X e~ a
,
cos0
=
e
"
a
-
ea
is
y"
But, in the triangle
MPN,
MP =
MNcostf,- hence
COS
X,
209]
CURVATURE
MN.
The
441
It follows that the
the normal
radius of curvature of the catenary is equal to the length of evolute may be found without difficulty from this fact.
The length
of the arc
AM of
/
the catenary
is

_ *\
1
.
px e a
+
2
_y
e
dx
a I * a
(
Jo
or s
2\
y sin
If
<f>.
tangent
MT, we
find,
a perpendicular be dropped from from the triangle PMm,
Pm
(Fig. 46)
upon the
Mm = MP sin = s
<f>
Hence the arc

209.
tractrix.
AM
is
equal to the distance
Mm.
Tractrix.
It is
The curve described by the point m (Fig. 45) is called the an involute of the catenary and has a cusp at the point A. The
cos</>
MPm, mP =
The
tractrix
length of the tangent to the tractrix is the distance mP. But, in the triangle = a hence the length measured along the tangent to y the tractrix from the point of tangency to the x axis is constant and equal to a.
;
mP
is
the only curve which has this property.
Moreover, in the triangle TP, radius of curvature and the normal

is
Mm
is
mT = a
2.
Hence the product
of the
a constant for the tractrix.
This property
shared, however, by an infinite number of other plane curves. The coordinates (xi, y\) of the point TO are given by the formulae
eu
x\
cos
(f>
e ~a
x/ a or, setting e
tan 0/2, the equations of the tractrix are
(22)
xi
a cos
a log (tanarc
As the parameter 8 varies from n/2 to n, the point (x l y v ) describes the Amn, approaching the x axis as asymptote. As varies from n/2 to 0,
,
the
point (xi yi) describes the arc the y axis. The arcs Amn and
,
Am n Am n
symmetrical to the
first
with respect to
and
AM
correspond, respectively, to the arcs
AM
of the catenary.
curve
E R
A
210. Intrinsic equation. Let us try to determine the equation of a plane when the radius of curvature R is given as a function of the arc s, = Let a be the angle between the tangent and the x axis then = ds/da, and therefore ds ds
<f>(s).
da =
first
integration gives
a=
tt
/
|
ds .
*()
442
PLANE CURVES
in the
[X,
210
and two further integrations give x and y

x
XQ
form
+J
cos
*o
a ds
+ f
sin
J *o
a ds
stants x
The curves defined by these equations depend upon the three arbitrary con But if we disregard the position of the curve and think 2/o, and a
, .
only of its form, we have in reality merely a single curve. sider the curve C defined by the equations
For,
if
we
first
con
the general formulae
may
y
if
=x + = 2/0 +
X cos X n
si
O-Q
<*o+
Y cos
cr
the positive sign be taken. These last formulae define simply a transforma If the negative sign be selected, the curve obtained tion to a new set of axes. A plane curve is axis. is symmetrical to the curve C with respect to the
therefore completely determined, in so far as its form is concerned, if its radius The equation B #(s) is of curvature be known as a function of the arc. More generally, if a relation between called the intrinsic equation of the curve.
any two of the quantities B, s, and a be given, the curve is completely deter mined in form, and the expressions for the coordinates of any point upon it
be obtained by simple quadratures. For example, if B be known as a function of a, ds = /(a) da, and then dx = cos af(a) da,
may
B =/(), we
first
find
dy
sin
af(a) da
whence x and y may be found by quadratures.

these formulae give
If J? is a constant, for instance,
XQ
is
+ B sin a
B cos a
and the required curve from the consideration
a circle of radius B.
This result
is
otherwise evident
of the evolute of the required curve, which must reduce to a single point, since the length of its arc is identically zero. As another example let us try to find a plane curve whose radius of curva
ture
is
proportional to the reciprocal of the arc,
B=
a?/s.
The formulas
give
ds
and then
Although these integrals cannot be evaluated in explicit form, it is easy to gain an idea of the appearance of the curve. As s increases from to + cc, x and y each pass through an infinite number of maxima and minima, and they approach Hence the curve has a spiral form and approaches the same finite limit.
asymptotically a certain point on the line y
x.
X,2ll]
CONTACT OSCULATION
III.
443
CONTACT OF PLANE CURVES

Let
211. Order of contact.
C and C
are tangent at some point A.
To every point
be two plane curves which on C let us assign,
according to
any arbitrary law whatever, a point
on C
the only
requirement being that the point should approach A with m. Taking

the
a.TcAm
or,
what amounts
to
as
the same thing, the chord the principal infinitesimal, let us

investigate
Am
first
what law of correspond

order of the infin
ence will
itesimal
make the
with respect to Am as large as possible. Let the two curves be referred to a system of rectangular
or oblique cartesian coordinates, the axis of
mm
y not being parallel
to
the
common tangent AT.

(C)
(C")
Let
</=/(*),
Y=F(x)
,
be the equations of the two curves, respectively, and let (o y ) be the coordinates of the point A. Then the coordinates of will be [a- -f h, f(x -f A)], and those of will be [# k, F(x Q &)],
m +
where k is a function of h which defines the correspondence between the two curves and which approaches zero with h.
The principal infinitesimal may be replaced by h ap, for the ratio ap/Am approaches a finite limit different from zero as the
point
Am
m approaches the point A. Let us now suppose that is an infinitesimal of order r -f 1 with respect to h, for a certain
mm
method of correspondence. Then mm denote the angle between the axes, we
is
of order 2r
+ 2.
If 6
shall have
mm = [F(x +
1
jfe)
/(*
+ *) + (k-
h) cos
OJ
(k
2 2 A) sin 6
hence each of the differences k
h and F(x
+
1,
be an infinitesimal of order not less than r -f
k) f(x that is,
+ A)
must
h
/3
-f
a h,* +
l
,
F(x
k)
-f(x
+ A) =
ph +\
A
be written in
where a and
approaches
the form
are functions of h
which approach
finite limits as
zero.
The second
of these formulae
may
*1
F(x
a/t^ 1 )
-f(x +
A)
= fih
PLANE CURVES
If the expression
[X,2ii
in
F(x
+h+
ah r+l ) be developed
powers of
a,
the terms which contain a form an infinitesimal of order not less
than r
-f 1.
Hence the
difference
&
is
F(x Q
+ h)-f(x +
is
h)
an infinitesimal whose order
not less than r
+1
and may exceed
equal to the distance mn between are cut by a parallel the two points in which the curves C and of order the infinitesimal Since the to the y axis through ra.
r
1.
But
this difference
is
C"
mm
is
increased or else unaltered by replacing
by
n, it
follows that
the distance between two corresponding points on the two curves is an infinitesimal of the greatest possible order if the two corresponding
points always ble order is r
lie
on a parallel to the y axis. If this greatest possi 1, the two curves are said to have contact of order r
at the point A.
This definition gives rise to several remarks. The y axis whatever not parallel to the tangent A T. Hence, in order to find the order of contact, corresponding points on the two
Notes.
was any
curves
line
may be
lines parallel to
defined to be those in which the curves are cut by any fixed line D which is not parallel to the tan
The preceding argument shows that gent at their common point. the order of the infinitesimal obtained is independent of the direc
tion of
7),
a conclusion which
is
easily verified.
Let
mn
and
mm
of the curve C which are not be any two lines through a point Then, from the triangle parallel to the common tangent (Fig. 46).
mm
n,
mm
mn
sin sin
mm
mnm and mm n which is zero or TT, since the chord m n approaches the tangent AT. Hence mm /mn approaches a finite limit different from zero, and mm is an infinitesimal of the same The same reasoning shows that mm cannot be of order as mn. order than higher mn, no matter what construction of this kind is used to determine m from m, for the numerator sin mnm always approaches a finite limit different from zero. The principal infinitesimal used above was the arc Am or the chord Am. We should obtain the same results by taking the arc An of the curve C for the principal infinitesimal, since Am and An are infinitesimals of the same order.
As the point
approaches the point A, the angles
approach limits neither of
X,
212]
CONTACT
OSCULATION
445
two curves C and C have a contact of order r, the points m on C may be assigned to the points m on C in an infinite number of ways which will make mm an infinitesimal of order r + 1, for that purpose it is sufficient to set k = h + aha + where s^r and where a is a function of h which remains finite for h = 0. On the
If
1
other hand,
if s
<
r,
the order of
mm
cannot exceed
5 -f 1.
212. Analytic method. It follows from the preceding section that the order of contact of two curves C and C is given by evaluating the order of the infinitesimal
with respect to h. Since the two curves are tangent at A, It may happen that others of the (x ). F(x^) /() and F (x ) derivatives are equal at the same point, and we shall suppose for
=f
the sake of generality that this

(23}
is
true of the first
n derivatives
F(x )=f(x o)
\ I F"(* )
=/"(*),
-.,
1)
F (* ) =/ (*), F^(x ) =/>(x

(n
),
but that the next derivatives -F (n +
Applying Taylor
find
s series to
and / are unequal. (cc ) (a- ) each of the functions F(x) and f(x), we
1)
or,
subtracting,
(24)
F~y=
c
1.2.^(
where
of two curves
It follows that the order of contact equal to the order n of the highest derivatives of F(x) and f(x) which are equal for x x The conditions (23), which are due to Lagrange, are the necessary
e
and
are infinitesimals.
is
=
x
and
sufficient conditions that
x should be a multiple root of
order n
1 of the equation But the roots of this F(z) =/(<r). equation are the abscissae of the points of intersection of the two
446
curves
PLANE CURVES
C and
C"
[X,
212
hence
it
may
be said that two curves which have
contact of order n have n
1 coincident points of intersection.
y changes sign with h if n is (24) shows that F and that it if does not n is odd. Hence curves which have even, contact of odd order do not cross, but curves which have contact of
The equation
this should be true.
even order do cross at their point of tangency. It is easy to see why Let us consider for definiteness a curve C
the curve
which cuts another curve C in three points near the point A. If be deformed continuously in such a way that each of
C"
the three points of intersection approaches A, the limiting position of C has contact of the second order with (7, and a figure shows that
the two curves cross at the point A.
This argument
is
evidently
general. If the equations of the two curves are not solved with respect to Y and y, which is the case in general, the ordinary rules for the
calculation of the derivatives in question enable us to write down the necessary conditions that the curves should have contact of
order
n.
The problem
culties.
We
shall
is therefore free from any particular examine only a few special cases which
diffi
arise
First let us suppose that the equations of each of the frequently. curves are given in terms of an auxiliary variable
"
(c)
(X = A f(u),
an(^ A (ô) = and that ^( ) = i- e that the curves are tan gent at a point A whose coordinates are f(t ), Iff (to) w not
<
<Kô)
(Xo)>
<f>(t(,)-
zero, as
we
shall suppose, the
common tangent
is
not parallel
to
the
and we may obtain the points of the two curves which have the same abscissae by setting u = t. On the other hand, x x is of the first order with respect to t t and we are led to evaluate the with respect to t t In order that the two order of i/f() curves have at least contact of order n, it is necessary and sufficient that we should have y
axis,
,
.
<()
(25)
,K*
<X*o) ,
(<o)
=*
(<b)
(*o)
Co)
and the order of contact will not exceed n if the next derivatives (n + 1) and (n + 1) (*o) are unequal. (*o) consider the case where the curve C is represented by the Again, two equations
<A
4>
(26)
*=/(0,
X,
212]
CONTACT
OSCULATION
447
and the curve C by the single equation F(x, y} = 0. This case may be reduced to the preceding by replacing x in F(x, y) by /() and considering the implicit function y ^(t) defined by the equation
(27)
F[/(0,
1
KO] =
o.
Then the curve C

(28)
is
also represented
by two equations of the form
*=/(*)>
^CO-
In order that the curves C and

a point
should have contact of order n at
corresponds to a value tn of the parameter, it is But the necessary that the conditions (25) should be satisfied. are function successive derivatives of the implicit given by the i/r()
equations
A which
[/
(29)
?+ 2
Hence necessary conditions

by
t
for contact of order
n will be obtained
inserting in these equations the relations
=t
Let
x ==y(
),
i/ô)
==
<(ô
The
resulting conditions
may
be expressed as follows
^wo given curves will have at least contact of order n if and
only if
(30)
=
F(<o)
0,
F(*o)
0,
..-,
R")(^)
= 0.
are the values of t which cor roots of the equation F() two given curves. Hence to of intersection of the respond points
The
the preceding conditions amount to saying that t t is a multiple root of order n, i.e. that the two curves have n + 1 coincident points
of intersection.
PL AXE CURVES
213. Osculating curves.
[X,213
Given a fixed curve C and another curve

-f-
C which depends upon n

(31)
it is
parameters
c,
,
a, b,
c,
I,
F(x,
y, a, b,
t)
= +
0,
way
1 parameters in such a possible in general to choose these n that C and C shall have contact of order n at any preassigned
For, let C be given by the equations x =/(), y point of C. Then the conditions that the curves C and C should have contact
<KO-
of order
at the point
where
tQ
are given by the equations (30),
where
F(0
If
t
=
+1
/.
be given, these n
-, parameters a, b, c, called an osculating curve to the curve C.
equations determine in general the n +1 The curve C obtained in this way is
Let us apply this theory to the simpler classes of curves. The equation of a straight line y = ax -+ b depends upon the two param eters a and b the corresponding osculating straight lines will have
;
first order. If y =f(x) is the equation of the curve C, the parameters a and b must satisfy the two equations
contact of the
A x = ax
o)
b,
f (x ) =
hence the osculating line

expect.
is
the ordinary tangent, as
we should
The equation
(32)
of a circle
(x
a)
(y
- by -
R*
=
;
depends upon the three parameters a, b, and R hence the corre sponding osculating circles will have contact of the second order.
Let y
= f(x)
be the equation of the given curve

a, b,
we
shall obtain
requiring that the circle should meet this curve in three coincident points. This gives, besides the
the correct values of
and
R by
equation (32), the two equations

(33)
-a + (y- b}y = 0,
1+
(y
V)y"
0.
The values
of a and b found from the equations (33) are precisely the coordinates of the center of curvature ( 205) hence the oscu
;
lating circle coincides
with the
circle
tact is in general of order two,

circle
we
of curvature. Since the con may conclude that in general the
of curvature of a plane curve crosses the curve at their point
of tangency.
X,2i:<]
CONTACT
OSCULATION
449
For,
All the above results might have been foreseen a priori.

since the coordinates of the center of curvature
x, y,
y",
depend only on
any two curves which have contact of the second y\ and But the center of curva order have the same center of curvature.
ture of the osculating circle is evidently the center of that circle itself; hence the circle of curvature must coincide with the oscu
lating circle.
On
curvature near each other.
the other hand, let us consider two circles of The difference between their radii,
which
is
equal to the arc of the evolute between the two centers, hence one of greater than the distance between the centers
is
;
the two circles must
happen
if
wholly inside the other, which could not both of them lay wholly on one side of the curve C in
lie
the neighborhood of the point of contact. cross the curve C.
It follows
that they
at
There are, however, on any plane curve, in general, certain points which the osculating circle does not cross the curve this excep tion to the rule is, in fact, typical. Given a curve C which depends upon n + 1 parameters, we may add to the n + 1 equations (30) the
;
new equation
provided that we regard t as one of the unknown quantities and determine it at the same time that we determine the parameters
I. It follows that there are, in general, on any plane a, b, c, curve C, a certain number of points at which the order of con tact with the osculating curve C is n -f 1. For example, there are usually points at which the tangent has contact of the second order
,
1
In order to find these are the points of inflection, for which 0. the points at which the osculating circle has contact of the third
y"
order, the last of equations (33)
must be differentiated again, which
gives
or finally, eliminating y
b,
(34)
(i+yv-*yY"-o.
The points which satisfy this last condition are those for which dR/dx = 0, i.e. those at which the radius of curvature is a maxi mum or a minimum. On the ellipse, for example, these points are the vertices on the cycloid they are the points at which the tan
;
gent
is
parallel to the base.
450
PLANE CURVES
[X,214
214. Osculating curves as limiting curves. It is evident that an osculating curve may be thought of as the limiting position of a which meets the fixed curve C in n curve 1 points near a fixed
C"
point
which is the limiting position of each of the points of intersection. Let us consider for definiteness a family of curves which depends upon three parameters a, b, and c, and let t n + Aj t + hi, and t + 7t 3 be three values of t near t The curve C which meets the curve C in the three corresponding points is
of C,
,
.
given by the three equations

(35)
F(t
AO
F(t
A2 )
F(t
A,)
Subtracting the first of these equations from each of the others and applying the law of the mean to each of the differences obtained,
we
find the equivalent system

F(^
lies
(36)
A 1)
0,
(f
+
,
*i)
0,
(*
+fc 2 )
.
= 0,
Again,
where & t
between h l and
7/,
and & 2 between A x and h z
subtracting the second of these equations from the third and apply ing the law of the mean, we find a third system equivalent to either
of the preceding,
(37)
Fft
lies
+ AO-O,
(f
.
*i)
=
7?
0,
7?
,
F"ft,
/,)
0,
where ^
zero, &!,
k2
between 7^ and 2 As u 2 and h s all approach and ^ also all approach zero, and the preceding equa
tions become, in the limit,
which are the very equations which determine the osculating curve. The same argument applies for any number of parameters whatever. Indeed, we might define the osculating curve to be the limiting position of a curve C which is tangent to C at p points and cuts C at q other points, where 2p + q = n + 1, as all these p + q points
approach coincidence. For instance, the osculating
circle
is
circle is the limiting position of a
in three neighboring points. It also the limiting position of a circle which is tangent to C and which cuts C at another point whose distance from the point of
is infinitesimal.
which cuts the given curve C
tangency
Let us consider for a moment the latter
property, which is easily verified. Let us take the given point on C as the origin, the tangent at that point as the x axis, and the direction of the normal toward the
X, Exs.]
EXERCISES
451
At the
s series,
center of curvature as the positive direction of the y axis.

oiigin,
0.
Hence R
1
1/y",
and therefore, by Taylor
where e approaches zero with x. It fol lows that R is the limit of the expres 2 = OP 2 /( 2MP ) as the P oint sion /(2y)
M approaches the origin.

hand,
let
On
the other
be the radius of the circle
is tangent to the x axis at the and which passes through M. origin Then we shall have
Ci which
Fia
OP =
or
Mm = MP(2R - MP)
l
OP 2MP
hence the limit of the radius
curvature
7
;2
-tti
M_P. ^
is really
equal to the radius of
R
EXERCISES
1.
Apply the general formulae

;
to find the evolute of
an
ellipse
of an hyper
bola
2.
of a parabola.
Show
that the radius of curvature of a conic
is
proportional to the cube
of the segment of the normal between its points of intersection with the curve and with an axis of symmetry.
3.
Show
that the radius of curvature of the parabola
is
equal to twice the
segment of the normal between the curve and the

4. Let F and F be the normal at that point, and
directrix.
major axis of the ellipse. at K. At erect a perpendicular
an ellipse, a point on the ellipse, the point of intersection of that normal and the Erect a perpendicular to at jV, meeting
foci of
MN
N the
NK
KO
to
MF, meeting
MN MN at
MF
0.
Show
that
is
the center of curvature of the ellipse at the point
M.
For the extremities of the major axis the preceding construction becomes Let .4 CM/ be the major axis and BO B the minor axis of the ellipse. On the segments OA and OB construct the rectangle OA EB. From E let fall a perpendicular on AB, meeting the major and minor axes at C and D, respec Show that C and D are the centers of curvature of the ellipse for the tively. points A and B, respectively.
5.
illusory.
6.
Show
that the evolute of the spiral p
ae mu
>
is
a spiral congruent to the
given spiral.
452
PLANE CURVES
[X, Exs.
7. The path of any point on the circumference of a circle which rolls with out slipping along another (fixed) circle is called an epicycloid or an hypocycloid. Show that the evolute of any such curve is another curve of the same kind. 8. Let AB be an arc of a curve upon which there are no singular points and no points of inflection. At each point m of this arc lay off from the point m along the normal at m a given constant length I in each direction. Let wtj and
As the point describes the arc AB, 2 be the extremities of these segments. the points mi and 2 will describe two corresponding arcs AiBi and t B2 Y Derive the formulae Si = S and 2 are the 18, S 2 = S + W, where S, i is the angle 2 2 respectively, and where lengths of the arcs AB, A\B\, and between the normals at the points and B. It is supposed that the arc -Ai-Bi
<S
<S
A B A
lies
on the same side of
AB as the
evolute,
and that
it
does not meet the evolute.

9. Determine a curve such that the radius of curvatures p at any point measured from any fixed point A on the curve and the length of the arc s 2 2 where a is a given constant length. satisfy the equation as = p + a
AM
,

10.
Let
at 0.
be a given curve of the third degree which has a double point revolves about the point O, meeting the curve C in right angle
two variable points
M and N.
at
MON
In particular, solve the problem for each of the curves Xy 2
Determine the envelope of the straight line MN. = x 3 and z3 + y s = f*xy.

[Licence, Bordeaux, July, 1885.]
11.
Find the points

x
which the curve represented by the equations

sin u),
a (nw
a (n
cos w)
circle.
has contact of higher order than the second with the osculating
[Licence, Grenoble, July, 1885.]

12. Let m, mi , and Find 2 be three neighboring points on a plane curve. the limit approached by the radius of the circle circumscribed about the triangle formed by the tangents at these three points as the points approach coincidence. 13. If the evolute of a plane curve without points of inflection is a closed curve, the total length of the evolute is equal to twice the difference between the sum of the maximum radii of curvature and the sum of the minimum radii of
curvature of the given curve.

14.
At each point
with the normal.
Show
of a curve lay off a constant segment at a constant angle that the locus of the extremity of this segment is a
curve whose normal passes through the center of curvature of the given curve.
15. Let r be the length of the radius vector from a fixed pole to any point of a plane curve, and p the perpendicular distance from the pole to the tangent. Derive the formula R = rdr/dp, where R is the radius of curvature.
16. Show that the locus of the foci of the parabolas which have contact of the second order with a given curve at a fixed point is a circle.
17.
tion,
Find the locus of the centers of the ellipses whose axes have a fixed direc and which have contact of the second order at a fixed point with a given
curve.
CHAPTER XI
SKEW CURVES
I.
OSCULATING PLANE
Let
215. Definition and equation.
of a given
skew curve
F.
in general approaches a If it does, the limiting position of the approaches the point M. plane is called the osculatiny plane to the curve F at the point M.
F near
plane through
M T be the tangent at a point M MT and a point M of limiting position as the point M
We
(i)
shall proceed to find its equation.
Let
*=A9
+
*(0
*-rtO
be the equations of the curve F in terms of a parameter t, and let t h be the values of t which correspond to the points and and
&f, respectively.
Then the equation
of the plane
MTM
0,
is
A(X
where the
(2)
-*)+ B(Y-y) + C(Z- 3) =

^4,
coefficients
B,
and C must satisfy the two relations
(3)
Expanding f(t
h),
<j>(t
A) and
\j/(t
-f A)
by Taylor
series,
the
equation (3) becomes
tion (2),
After multiplying by 7^, let us subtract from this equation the equa and then divide both sides of the resulting equation by
A 2/2.
Doing
so,
we
find a
system equivalent to
(2)
and
(3)
<)
a]
^[^"(0
cs
0,
where d,
e2
and
c3
approach zero with
A.
In the limit as A
approaches zero the second of these equations becomes

(4)
^/(0 +
**"(0
+ cy (o = o.
453
454
Hence the equation
(5)
SKEW CURVES
of the osculating plane
is
[XI,
215
A(X-x) + B(Y-y-) + C(Z-z) =

satisfy the relations
Q,
where A, B, and C
Co)
(Adx + Bdy + C dz =
<
(Ad
+ Bd
Cd*z
= 0.
The coefficients A, B, and C may be eliminated from (5) and (6), and the equation of the osculating plane may be written in the form
X -x Y
dx
d?x
y dy
Z -z
dz
d*z
= 0.
d*
Among
plane
gency.
is
the planes
the one
which pass through the tangent, the osculating which the curve lies nearest near the point of tanthis, let
To show
let
tangent, and
f(t h), $(t -f side of the equation (5), which tion of the new tangent plane.
us consider any other plane through the be the function obtained by substituting F(f) + h) for X, F, Z, respectively, in the left-hand h), \li(t
we shall now assume Then we shall have
to be the
equa
where
of F near to this plane is therefore an infinitesimal of point the second order; and, since F(t) has the same sign for all sufficiently small values of h, it is clear that the given curve lies wholly on one
77
approaches zero with
h.
The
distance from any second
side of the tangent plane considered, near the point of tangency. These results do not hold for the osculating plane, however. For
that plane, Af" coordinates of a point of

B<f>"
Cif/"
F must be
hence the expansions for the carried to terms of the third
order.
Doing
so,
we
find
h*
plane
from a point of T to the osculating an infinitesimal of the third order; and, since F(f) changes sign with A, it is clear that a skew curve crosses its osculating plane at their common point. These characteristics distinguish the oscu lating plane sharply from the other tangent planes.
It follows that the distance
is
XI,
216]
OSCULATING PLANE
455
216. Stationary osculating plane.
valid
if
the coefficients A, B,
The results just obtained are not of the osculating plane satisfy the
relation
(7)
A ds x
+ Bd*y +
Cd*z
0.
If this relation
is satisfied,
be carried to terms of the fourth order, and relation of the form
the expansions for the coordinates must we should obtain a
A d*x
+ B d*y + C d* z
any point of F for Cd*z does not vanish
The
also,
osculating plane
(7) is
is
said to be stationary at
if
which
satisfied;
d*x
+ Bd*y +
and
it
does not in general,
the curve does not cross its osculating plane.
F(t) changes sign with h and Moreover the distance
from a point on the curve to the osculating plane at such a point is an infinitesimal of the fourth order. On the other hand, if the
relation
d*x
+ Bd*y +
Cd*z
is
satisfied at the
same
point,
;
the expansions would have to be carried to terms of the fifth order
and so
on.
Eliminating A, B, and obtain the equation
C between
dx
the equations (6) and (7),
we
dy
d*y
dz
(8)
d*x
=
ds z
0,
whose roots are the values of t which correspond to the points of F where the osculating plane is stationary. There are then, usually, on any skew curve, points of this kind. This leads us to inquire whether there are curves all of whose
To be precise, let us try to find osculating planes are stationary. all the possible sets of three functions x, y, z of a single variable t, which, together with all their derivatives up to and including those
of the third order, are continuous, and which satisfy the equation (8) for all values of t between two limits a and b (a b).
<
Let us suppose first that at least one of the minors of A which 2 correspond to the elements of the third row, say dx d^y dy d x, does not vanish in the interval (a, b). The two equations
(
dz
d*z
= C dx + =C dx+
l
C 2 dy, C3
<Py,
456
SKEW CURVES
C2
0,
[XI,
216
which are equivalent to (6), determine C\ and functions of t in the interval (a, &). Since A =
also satisfy the relation
as continuous
these functions
(10)
d*z
z C\d x
+C
d*y.
Differentiating each of the equations (9) and
making use
z
of (10),
we
find
whence and C 2
d\ dx + dC dy = dC = dC = 0. It
2
2 dC\ d x
+ dC
d*i/
follows that each of the coefficients

first
is
a constant
hence a single integration of the

z
of
equations (9) gives
C\x
+C
<7
where C s
is
another constant.
This shows that the curve F
is
plane curve.
If the determinant dxd 2 y dyd 2 x vanishes for some value c of the variable t between a and b, the preceding proof fails, for the coefficients Ci and C% might be infinite or indeterminate at such a point. Let us suppose for definiteness that the preceding determinant vanishes for no other value of t in the interval 2 dzd*x does not vanish for (a, 6), and that the analogous determinant dxd z t = c. The argument given above shows that all the points of the curve F which correspond to values of t between a and c lie in a plane P, and that all the points of F which correspond to values of t between c and 6 also lie in some dzd*x does not vanish for t = c; hence a number h plane Q. But dxd^z can be found such that that minor does not vanish anywhere in the interval Hence all the points on T which correspond to values of t h, c + h). (c between c h and c + h must lie in some plane R. Since E must have an infinite number of points in common with P and also with Q, it follows that these three planes must coincide. Similar reasoning shows that all the points of F lie in the same plane unless all three of the determinants
dxd^y
dyd 2 x,
dxd 2 z
dzd?x,
dyd^z
dzd^y
vanish at the same point in the interval (a, b). If these three determinants do vanish simultaneously, it may happen that the curve F is composed of several
portions which lie in different planes, the points of junction being points at which the osculating plane is indeterminate.* If all three of the preceding determinants vanish identically in a certain
interval, the curve
is
a straight line, or
is
composed
of several portions of
(a, 6),
straight lines.
If dx/dt
does not vanish in the interval
for example,
we
may
write
d 2 zdx
dzd 2 x
whence
XI,
217]
OSCULATING PLANE
C2
are constants.
Finally, another integration gives
2
457
where C\ and
y
which shows that T
is
Cix+C"i,
= Ca z+CJ,
a straight
line.
217. Stationary tangents. The preceding paragraph suggests the study of certain points on a skew curve which we had not previously defined, namely the points at which we have
d2x
d*y
d*z
dx
The tangent
dy
dz
at such a point is said to be stationary. It is easy to show by the formula for the distance between a point and a straight line that the distance from a point of T to the tangent at a neighboring point, which is in general an infinitesimal of the second order, is of the third order for a stationary tangent. If the given curve T is a plane curve, the stationary tangents are the tangents at
the points of inflection. The preceding paragraph shows that the only curve whose tangents are all stationary is the straight line. At a point where the tangent is stationary, A = 0, and the equation of the But in general this indetermination osculating plane becomes indeterminate.
can be removed.
For, returning to the calculation at the beginning of
215
and carrying the expansions of the coordinates of to terms of the third order, it is easy to show, by means of (11), that the equation of the plane through and the tangent at is of the form
X-x
f
where
(t)
Y-y
<t>
Z-z
y/()
(t)
o,
ti
e2
c8
approach zero with
definite limiting position,
replacing the second of
h. Hence that plane approaches a perfectly and the equation of the osculating plane is given by equations (6) by the equation
Bds y
If the coordinates of the point
3
M also satisfy the equation

d3 y ds z
dz
d x dx
the second of the equations
(6)
dy
should be replaced by the equation
Ad<ix
= Bdiy + Cdvz =
0,
where q is the least integer for which this latter equation is distinct from the dx = Bdy + C dz = 0. The proof of this statement and the exami equation nation of the behavior of the curve with respect to its osculating plane are left to the reader.
and the
Usually the preceding equation involving the third differentials coefficients A, B, C do not satisfy the equation
is sufficient,
Bd*y
In this case the curve crosses every tangent plane except the osculating plane.
458
218. Special curves. relation of the form
(12)
SKEW CURVES
[XI,
218
Let us consider the skew curves T which satisfy a
xdy-ydx =
where
is
a given constant.
From
(12)
we
find immediately
-yd s x + dxd*y -
dyd*x
= Kd 3 z.
Let us try to find the osculating plane of T which passes through a given point The coordinates (x, ?/, z) of the point of tangency must satisfy (a, b, c) of space. the equation a z b z y c
dx
dy
dz
0,
d2 x
which, by means of (12) and
(14)
(13),
d2 y
d*z
Q.
may
ay-bx + K(c-z) =
Hence the possible points of tangency are the points of intersection of the curve F with the plane (14), which passes through (a, 6, c). 3 Again, replacing dz, d?z and d z by their values from (12) and (13), the equa tion A = 0, which gives the points at which the osculating plane is stationary, becomes
A=
\ (dx d
_
- dy d 2 x) 2 =
hence we shall have at the same points

d2 x
d*y
2 7/d x
- xd 2 y _
xdy
d2 z
dx
which shows that the tangent
plane
is
dy
is
ydx
dz
stationary at any point at which the osculating

for
It is
stationary. easy to write
down
x
the equations of skew curves which satisfy (12)
example, the curves
= At m
= Bt,
Ct m + n
where A, B, C, m, and n are any constants, are of that kind. Of these 3 t and the skew quartic the simplest are the skew cubic x = t, y = i 2 z
, ,
t,
3
,
t*.
The
x
circular helix
t
a cos
a sin
= Kt
us write that equation in
is
another example of the same kind. In order to find all the curves which satisfy
d(xy
set
(12), let
the form
Kz)
2ydx.
4>(t),
If
we
x =/(),
the preceding equation becomes
xy-Kz =
XI,
219]
ENVELOPES OF SURFACES
z, y,
459
T
Solving these three equations for

in the
(15)
and
z,
we
find the general equations of
form
=/(<),
= 1%L,
Kz
are arbitrary functions of the parameter t. It is clear, how where f(t) and ever, that one of these functions may be assigned at random without loss of
<f>(t)
generality.
In fact
we may setf(t) =
since this
amounts
to
choosing/() as a
new
parameter.
II.
we
Before taking up the study of the curvature of skew curves,

shall discuss the theory of envelopes of surfaces.
219. One-parameter families.
Let S be a surface of the family
(16)
f(x,y,z,a)=0,
is
where a
is
is
the variable parameter. If there exists a surface which to each of the S surfaces a curve E the surface tangent C, along called the envelope of the family (16), and the curve of tangency
S and E is called the characteristic curve. In order to see whether an envelope exists it is evidently neces sary to discover whether it is possible to find a curve C on each of
of the two surfaces
all these curves is tangent to each surface S along the corresponding curve C. Let (x, y, z) be the coordinates of a point on a characteristic. If is not a is singular point of S, the equation of the tangent plane to S at
the surfaces S such that the locus of
df
dx
i* *^
1
<-
Y -*)
+ ;( r - y) +
^y
df
df
Cviv
(*-)- o.
As we pass from point to point of the surface E, x, y, z, and a are evidently functions of the two independent variables which express the position of the point upon E, and these functions satisfy the Hence their differentials satisfy the relation equation (16).
(17)
-/ dx
OX
~ du +
cy
-/-
dz
cz
da + Jva
0.
Moreover the necessary and

plane to
sufficient condition that the
tangent
is
should coincide with the tangent plane to S

dx
dz
dy
or,
by (17),
t?
= 0.
460
SKEW CURVES
[XI,
220
Conversely, it is easy to show, as we did for plane curves ( 201), that the equation R(x, y, z) 0, found by eliminating the param
eter
one or (18), represents is an which of more analytically distinct surfaces, each envelope of the surfaces S or else the locus of singular points of S, or a com
a between the two equations (16) and
201, the characteristic curve value of a represented by the equations (16) and (18) for any given S with a of of intersection curve is the limiting position of the
bination of the two.
Finally, as in
neighboring surface of the same family.

220. Two-parameter families.
Let S be any surface of the two-
parameter family
(19) f(x,
b are
y,
z,a,V)
=0,
There does not
exist,
where a and
the variable parameters.
in general, any one surface which is tangent to each member of this be any arbitrarily <() family all along a curve. Indeed, let b relation between a and b which reduces the family (19) to
assigned a one-parameter family. Then the equation (19), the equation and the equation b =
<f>(a),
for any represent the envelope of this one-parameter family, or, the fixed value of a, they represent the characteristic on correspond This characteristic depends, in general, on (a), ing surface S. and there are an infinite number of characteristics on each of the
<f>
There surfaces S corresponding to various assignments of <(a). both a b and fore the totality of all the characteristics, as vary arbi
trarily,
does not, in general, form a surface. We shall now try to discover whether there is a surface E which touches each of the not along a curve. If such a family (19) in one or more points,
surface exists, the coordinates (x, y, z) of the point of tangency of of the two variable any surface S with this envelope E are functions hence their dif parameters a and b which satisfy the equation (19)
;
ferentials dx, dy, dz with respect to the independent variables and b satisfy the relation
XI,
221]
461
Moreover, in order that the surface which is the locus of the point of tangency (x, y, z) should be tangent to S, it is also necessary that we should have
or,
by
(21),
Since a and b are independent variables,

(22}
it
follows that the equations
=
da
satisfied
-f-
cb
must be
point of tangency.
envelope,
simultaneously by the coordinates (x, y, z~) of the Hence we shall obtain the equation of the
if one exists, by eliminating a and b between the three The surface obtained will surely be tan equations (19) and (22). gent to S at (x, y, z) unless the equations
dx
dy
dz
are satisfied simultaneously by the values (x, y, z) which satisfy (19) and (22) hence this surface is either the envelope or else the locus of singular points of S.
;
We have seen that there are two kinds of envelopes, depending on the number of parameters in the given family. For example, the tangent planes to a sphere form a two-parameter family, and each plane of the family touches the surface at only one point.
On
the other hand, the tangent planes to a cone or to a cylinder
is
form a one-parameter family, and each member of the family tangent to the surface along the whole length of a generator.
221. Developable surfaces.
The envelope of any one-parameter family

Let
<K)
of planes
(23)
is
called a developable surface.

z
ax
+ yf() +
be the equation of a variable plane P, where a is a parameter and where /(a) and <() are any two functions of a. Then the equa
tion (23)
and the equation

x
(24)
+ yf (a) +
* ()
represent the envelope of the family, or, for a given value of a, they But these represent the characteristic on the corresponding plane.
462
SKEW CURVES
;
[XI,
221
two equations represent a straight line hence each characteristic is a straight line G, and the developable surface is a ruled surface. We proceed to show that all the straight lines G are tangent to the same skew curve. In order to do so let us differentiate (24) again
with regard to
(25)
a.
The equation obtained
y/(a)
<
on G. We proceed to show that G determines a particular point to the skew curve F which describes as a varies. is tangent at
The equations of F are precisely (23), (24), (25), from which, if we desired, we might find x, y, and z as functions of the variable parameter a. Differentiating the first two of these and using the third of them, we find the relations
(26)
dz
a dx
+ /(a)
d>j
dx
+ / () dy =
which show that the tangent to F is parallel to G. But these two straight lines also have a common point hence they coincide.
;
F is the plane P itself. To to show that the first and second prove this it is only necessary a satisfy the relations z to of with differentials x, y, and respect
The osculating plane
to the curve
dz
a dx
The
hold.
first
of these
is
the
it
Differentiating
of equations (26), which is again with respect to a, we find

first
i
known
to
d*z
ad*x
+ f(a}d
+ [dx + f(a)dy ]da,
which, by the second of equations (26), reduces to the second of the equations to be proved.
any developable surface of the tangents to a certain skew curve T.

curve F
It follows that
may be
defined as the locus
may
then the surface
reduce to a point at a finite is either a cone or a cylinder.
In exceptional cases the or at an infinite distance

;
whenever /"(a)
= 0.
For, let
This will happen

is
Conversely, the locus of the tangents to any skew curve F
developable surface.
be the equations of any
skew curve
F.
The
osculating planes
z)
y)
+ C(Z -
XI,
221]
is
463
given by the pre
form a one-parameter family, whose envelope ceding equation and the equation
dA(X
teristic in the
- x) + dB(Y - y) + dC(Z -
2)
t the same equations represent the charac corresponding osculating plane. We shall show that this characteristic is precisely the tangent at the corresponding
For any fixed value of
point of
F.
It will be sufficient to establish the equations
A dx
The
+ Bdy + C dz =
of these
is
0,
first
dA dx
+ dB dy -f dC dz =
is
first
the
of (6), while the second
easily
obtained by differentiating the first and then making use of the second of (6). It follows that the characteristic is parallel to
the tangent, and it is evident that each of them passes through the point (x, y, z) hence they coincide. This method of forming the developable gives a clear idea of the appearance of the surface. Let AB be an arc of a skew curve.
;
At each point of AB draw the tangent, and consider only that half of the tangent which extends in a certain direction, from A toward B, for example. These half rays form one nappe Si of the
developable, bounded on three sides by the arc AB and the tan gents A and B and extending to infinity. The other ends of the tan
gents form another nappe S2 similar to Si and joined to Si along the arc AB. To an observer placed above them these two nappes appear
to cover each other partially. gent to F through any point
of the developable in
any plane not tan two nappes Si and S 2 two branches of a curve which has a cusp at O.
of
It is evident that
AB
cuts the
The skew curve F
is often called the edge of regression of the surface.* developable It is easy to verify directly the statement just made. Let us take O as origin, the secant plane as the xy plane, the tangent to F as
the axis of
2, and the osculating plane as the xz plane. Assuming that the coordinates x and y of a point of F can be expanded in powers of the independent variable 2, the equations of F are of the form
az z 2
a 3 z*
-\
y dz y
dz*
=b
z*
for the equations
dx
dz
*
"
_ dy _
dz
"
The English term edge of regression does not suggest that the curve is a locus The French terms "arete de rebroussement and "point de rebroussement are more suggestive. TRANS.
of cusps.
"
"
464
must be
SKEW CURVES
satisfied at the origin.
[XI
222
Hence the equations
of a tangent
at a point near the origin are
Setting
Z=
0,
the coordinates .Y and
F of
the point where the tan
gent meets the secant plane are found to have developments which 2 8 begin with terms in z and in respectively hence there is surely
,
a cusp at the origin.

Example. Let us
z
select as the
t 8.
The equation
edge of regression the skew cubic of the osculating plane to the curve is
t,
2
,
(27)
*-3
Jr
+ 3tr-Z =
0;
hence we shall obtain the equation of the corresponding developable by writing down the condition that (27) should have a double root in t, which amounts to
eliminating
t
between the equations
*The
Z=
0.
result of this elimination is the equation
(XY It
Z)
- 4(X2 - F)(F 2 is
JTZ)
0,
which shows that the developable

cubic.
of the fourth order.
should be noticed that the equations (28) represent the tangent to the given
F(x, y) be the equation of a developable surface, the function F(x, y) satisfies rt the equation s 2 0, where r, s, and t represent, as usual, the three second partial derivatives of the function F(x, y).
222. Differential equation of developable surfaces.
If z
For the tangent planes to the given surface,
Z =pX + qY +
px
qy,
must form a one-parameter family hence only one of the three coefficients p, q, and z px qy can vary arbitrarily. In particular there must be a relation between p and q of the form f(p, q) = 0. 2 s must vanish It follows that the Jacobian D( p, q)/D(x, y) = rt
;
identically.
2 s 0, p and q Conversely, if F(x, y) satisfies the equation rt two distinct there were If are connected by at least one relation. be of the form would relations, p and q would be constants, F(x, y)
ax
-f
by
c,
and the surface
= F(x,
y)
would be a plane.
If there
XI,
223]
465
is
a single relation between p and q, it may be written in the form where p does not reduce to a constant. But we also have a
= f(p\
v (rt y(rt
hence
rt
s
2
_ n - D(*-px-qy,p\
also a function of p, say
*l/(p),
zpx
=
0.
qy
is
whenever
its
derivatives
Then the unknown function F(x, y) and p and q satisfy the two equations
partial
Differentiating the second of these equations with respect to x and with respect to ?/, we find
=
ff
Since
L*
^W + f
p
does not reduce to a constant,
we must have
hence the equation of the surface is to be found by eliminating between this equation and the equation
which is exactly the process for finding the envelope of the family of planes represented by the latter equation, p being thought of as the variable parameter.
223. Envelope of a family of skew curves. skew curves has, in general, no envelope.
of
one-parameter family Let us consider first
a family of straight lines

(29)
= az+p,
= bz +
q,
a. a, b, p, and q are given functions of a variable parameter shall proceed to find the conditions under which every member Let z of this family is tangent to the same skew curve T. <(a)
where
We
be the z coordinate of the point

line
envelope T. the equations represented by

its
touches
which the variable straight Then the required curve T will be
M at
z
<(<*),
(29) together with the equation an(l the direction cosines of the tangent to T will be pro
i.e.
portional to dx/da, dy/da, dz/da,
to the three quantities

<l>(a)
<
() +
*() +JP
b<j>
(a)+b
(a),
466
where a
tively.
,
SKEW CURVES
b
,
[XI,
223
p and
,
q are the derivatives of

itself is that
a, b, p,
and
q,
respec
The necessary and
sufficient condition that this
the straight line
tangent be
we should have
d_y
dx da
that
is,
dz_
da
da
dz da
The unknown function

<(a)
must
satisfy these
two equations;
hence the family of straight lines has no envelope unless the two
are compatible, that
is,
unless
aq
If this condition is satisfied,
<t>(a}=-p /a<=-q.
-b p = 0.
shall obtain the envelope
we
by setting
easy to generalize the preceding argument. Let us consider a one-parameter family of skew curves (C) represented by the equations
is
It
(30)
F(x, y,
is
a,
a)
*( x y,z,a)
,
Q,
the variable parameter. If each of these curves C is same curve T, the coordinates (x, y, z) of the point at which the envelope touches the curve C which corresponds to the parameter value a are functions of a which satisfy (30) and
where a
tangent to the
which also satisfy another relation distinct from those two.

;
Let
dx, dy, dz be the differentials with respect to a displacement of along C since a is constant along C, these differentials must satisfy
the two equations
dF
-jdx
dx
,
dF
-7
0* On
-dx
+ -^-dy +
dy
^
*y
dy
J = dz + -^**
dF
0,
a*
cz
dz
A = Q.
the other hand,
let &r, 8y, &s,
8a be the differentials of
and a with respect

tials satisfy the
to a displacement of
M along
x, y, z,
T.
These differen
equations
(32)
cy
XI,
223]
sufficient conditions that the curves
467
The necessary and

be tangent are
C and T
dx _ dy ~Sx~ 8~y
(32),
~~
dz
~Sz
or,
making use of (31) and
It follows that the coordinates (x, y, z) of the point of tangency
must
satisfy the equations
(33)
F-0,
*=
0,
^=
dF
d&
0,
^=
0.
if the family (30) is to have an envelope, the four equations a. Conversely, if these (33) must be compatible for all values of four equations have a common solution in x, y, and z for all values of a, the argument shows that the curve T described by the point it to the correspond y, z) is tangent at each point (x, y, z) upon
Hence,
(x,
ing curve C. This is all under the supposition that the ratios between dx, dy, and dz are determined by the equations (31), that is, that the
point (x,
Note.
y, 2) is
not a singular point of the curve C.
If the curves
family of surfaces F(x, y, z, a) the three distinct equations

(34)
are the characteristics of a one-parameter 0, the equations (33) reduce to
F.p,
|f
0,
hence the curve represented by these equations is the envelope This is the generalization of the theorem of the characteristics. proved above for the generators of a developable surface.
The equations
in the
(35)
of a one-parameter family of straight lines are often written
form
x
-x _y -yo_z - z
^
a
, ,
c It is
where XQ yo
Zo
o, &, c
are functions of a variable parameter a.
easy to
Let I find directly the condition that this family should have an envelope. denote the common value of each of the preceding ratios then the coordinates
;
of
any point of the straight

x
line are given
by the equations
lb
,
la ,
ZQ
Ic
and the question

function of
is to determine whether it is possible to substitute for I such a that the variable straight line should always remain tangent to
468
the curve described that
SKEW CURVES
by the point
Xp
(z, y, z).
[XI,
224
The necessary condition

l
for this
is
we should have
ôo;
,q<n
+gZ_
a
2/6
+
b
26
+
c
l
.
Denoting by
the
common
the three linear equations obtained,
value of these ratios and eliminating I and we find the equation of condition
from
(37)
=
a
b
c
0.
If this condition is satisfied, the equations (36)
determine
I,
and hence
also the
equation of the envelope.
III.
CURVATURE AND TORSION OF SKEW CURVES

Let us adopt upon a given skew curve F let s be the length of the arc
224. Spherical indicatrix.
a definite sense of motion, and
AM
any point M, affixing the sign -f or the sign according as the direction from A toward is the direction adopted or the be opposite direction. Let the positive direction of the tangent at M, that is, that which cor
measured from some fixed point A as origin
to
MT
responds to increasing values of the arc. If through any point O in space lines be drawn parallel to these half rays, a cone S is formed which is called the directing cone of the developable surface formed
by the tangents to F. Let us draw a sphere of unit radius about O as center, and let 2 be the line of intersection of this sphere with the directing cone. The curve 2 is called the spherical indicatrix
FIG. 48
of the curve F.
curves
is
one-to-one
the parallel to
The correspondence between the points of these two to a point of F corresponds the point m where MT pierces the sphere. As the point describes the
:
CURVATURE
TORSION
469
the curve
curve F in the positive sense, the point

a certain sense, which
m describes
in
sponding arcs
and
o-
shall adopt as positive. Then the corre increase simultaneously (Fig. 48).
we
O be displaced, the whole curve 2 translation hence we may suppose that the same lies undergoes at the origin of coordinates. Likewise, if the positive sense on the
It is evident that if the point
;
curve F be reversed, the curve 2 is replaced by a curve symmetrical but it should be noticed that the it with respect to the point mt to the sense of 2 is independent of the sense of tangent positive
to
;
motion on
T.
to the directing cone along the generator Om is CZ For, let parallel to the osculating plane at M. of the sphere being the center be the equation of the plane ,
The tangent plane
AX + BY +
Omm
at the origin.
at
This plane
if t
hence,
and
}
spond to
(38)
(39)
M and M
Af(t
and parallel to the two tangents at h are the parameter values which corre respectively, we must have
is
t
Af (t) + BV(t) + Cf (0 =
0.
A)
B#(t
k)
+ Cf (* +
A)
0.
The second
*)
of these equations
may
h
be replaced by the equation
+c
=
h
which becomes,
(40)
in the limit as h approaches zero,

Af"()
B<j>"()
+ Cf 09 =
0.
(38) and (40), which determine A, B, and C for the at m, are exactly the same as the equations (6) which tangent plane determine A, B, and C for the osculating plane.
The equations
225. Radius of curvature. Let be the angle between the positive T at two neighboring points directions of the tangents and of F. and Then the limit of the ratio w/arc as , F is called the curvature of at the , M, approaches point just as
o>
MT
MM
for a plane curve.
The
reciprocal of the curvature
is
called the
radius of curvature ; it is the limit of arc /to. Again, the radius of curvature R may be defined to be the limit
of the ratio of the
arc
MM
two infinitesimal arcs

arc
MM
and
MM
MM
mm
VX
arc
arc
chord
mm mm
mm for we chord mm
,
have
470
and each of the fractions
SKEW CURVES
[XI,
225
and (chord (arc raw )/(chord) The arcss( = 3/Af limit as the unity approaches approaches and o-(=mm ) increase or decrease simultaneously; hence
mm m
.
mm
)/<a
(>
*=
x=f(t),
is
Let the equations of T be given in the form

(42)
*(0,
lKO
where
point
Then the coordinates of the the origin of coordinates. are nothing else than the direction cosines of MT, namely
a
dx
j
dy
>
efo
ete
= dz 3 ds
Differentiating these equations,
- dx d
ri 2 s
2
.
dB=
ds d*y
- - dy d*s
,2 2 ds
we
find
where
indicates as usual the
sum
of the three similar terms
obtained by replacing x by
x, y, z successively.
2 and making use of the expressions for ds 2 and ds d s, we
Finally, expanding find
Sdx*
ds4
By Lagrange
the form
identity
131) this equation
may
be written in
* where
A*
-
-*T
B*
C*
dyd?z
dzd^y,
B = dzd
dxd*z,
!A
=
Then
a notation which we shall use consistently in what follows. the formula (41) for the radius of curvature becomes
and
x",
it is
y",
evident that
is
a rational function of
x, y, z,
y z
,
z".
The
it
expression for the radius of curvature itself

is
is
irrational, but
essentially a positive quantity.
XI,
226]
CURVATURE
TORSION
471
Note.
curve
r,
If the independent variable selected is the arc s of the the functions /(*), <(), and ^(s) satisfy the equation
/"(*)
*"()
*"()=!
Then we
shall
have
=/ (*)
(45)
=/"(*) fe,
= * (), dp =
ft
4>"(s)ds,
dy
= =
and the expression for the radius of curvature assumes the partic ularly elegant form
(
44/ )
^=
M (on
[/"()]
[*"(*)?
+ Cf ()]*
Let us draw a 2 at m. Let
line
226. Principal normal.
Center of curvature.
through
tion mt.
it
T) parallel to
w,
the tangent to
MN
be the direction on this line which corresponds to the positive direc The new line is called the principal normal to T at
MN
that normal which lies in the osculating plane, since mt is perpendicular to Om and Omt is parallel to the osculating plane The direction is called the positive direction ( 224). of the normal. This direction is uniquely defined, since the principal posi tive direction of mt does not depend upon the choice of the positive direction upon T. shall see in a moment how the direction in
is
MN
We
question might be defined without using the indicatrix. If a length be laid equal to the radius of curvature at on from the point A/, the extremity C is called the center
MC
MN
off
of
of curvature. Let ft y be the direction cosines of the principal normal. Then the coordinates (aj u y lt z-^ of the center of curvature are
curvature of T at M, and the circle drawn around is called the circle ing plane with a radius
in the osculat
MC
>
>
But we
also have
= ^_^î_ p^.
da-
dsd z x
ds
a
dxd z s
ds
da-
ds
and similar formulae for

the expression for
x,
/?
and y
2
Replacing a by
its
value in
we
find
^da&x x^x + R -7^ ds

3
472
But the
coefficient of
SKEW CURVES
R 2 may
be written
d*x
ds*
in the
[XI,
226
form
S dx *- dx
ds*
or, in
terms of the quantities A, B, and C,
Bdz
ds*
Cdy
The values
from
of y l
and
this value of x l
may
be written in
may be written down by cyclic permutation and the coordinates of the center of curvature the form
zl
,
B dz
C dx
(46)
ds*
A dz
dii
B dx
These expressions for x lt y : and z v are rational in

,
x"
y"
z".
x, y, z,
passes through the perpendicular to plane Q through T We shall proceed at M. curve cross the not does and tangent lie to show that the center of curvature and the points of T near
MN
MT
on the same side of

variable the arc
the. coordinates
s
Q.
To show
of
a,
this, let
us take as the independent
of the curve
X, Y,
T counted from of T near point
M
s
M as origin. Then M are of the form
dx
the expansions for Y and Z being similar to the expansion for X. But since s is the independent variable, we shall have
dx
ds
dz x
ds 2
da
ds
da
da-
d<r
1
,
ds
and the formula for
becomes
1.2
If in the equation of the plane Q,
a (X
*)
J8
(F
y)
XI,
227]
CURVATURE
Z be replaced by these
member
is
TORSION
473
A",
F,
and
the value of that
found
expansions in the left-hand member, to be
<
W+
+
rf)
+ 0(5 +
=
)
I (! +
where
t]
values of
nates (x
approaches zero with s. This quantity is positive for all s near zero. Likewise, replacing (X, Y, Z} by the coordi
Ra , y Rfi , z .Ry ) of the center of curvature, the Hence result of the substitution is R, which is essentially positive.
the theorem
227. Polar
is
proved.
Polar surface.
line.
The perpendicular A
to the oscu
lating plane at the center of curvature is called the polar line. This For, in straight line is the characteristic of the normal plane to T.
the first place,
it
is
evident that the line of intersection
of the
normal planes
to
two neighboring points T hence each of the lines MT and

at
M and M
it is
is
perpendicular
the plane
approaches M, the plane mOm approaches parallelism to the osculating plane hence the line D approaches a On the other hand, to line perpendicular to the osculating plane. show that it passes through the center of curvature, let s be the
mOm
As
also perpendicular to
independent variable
(47)
then the equation of the normal plane
is
a(X -x) + fi(Y-y) + y(Z

is
-*)*,
)
and the characteristic

(48)
denned by (47) together with the equation

y}
| (X
x)
+ |(Y -
(Z
-1=
This new equation represents a plane perpendicular to the principal normal through the center of curvature hence the intersection of
;
the polar line. The polar lines form a ruled surface, which is called the polar It is evident that this surface is a developable, since we surface.
the
is
two planes
have just seen that

If
it
is
the envelope of the normal plane to F.
a plane curve, the polar surface is a cylinder whose right section is the evolute of F in this special case the preceding state ments are self-evident.
is
228. Torsion.
If the
words
"tangent
line"
"
in the definition of
curvature
new
osculating plane," a 225) be replaced by the words geometrical concept is introduced which measures, in a manner,
(
a>
Let be the angle the rate at which the osculating plane turns. and between the osculating planes at two neighboring points
474
then the limit of the ratio
SKEW CURVES
o>
[XI,
228
as is called /arc , approaches the torsion of the curve F at the point M. The reciprocal of the torsion is called the radius of torsion.
,
MM
binormal.
to the osculating plane at is called the Let us choose a certain direction on it as positive, we shall determine later which we shall take, and let be
a",
ft",
y"
The perpendicular
the corresponding direction cosines. The parallel line through the the unit at a origin pierces sphere point n, which we shall now put
into correspondence with the point of T. The locus of n is a curve and it is to as spherical above, that the radius show, easy
,
of torsion
T may
be defined as the limit of the ratio of the two corre
shall
sponding arcs have
MM
and nn of the two curves T and
Hence we
1--^, dr
2
where T denotes the arc of the curve The coordinates of n are which are given by the formulae
.
a",
ft",
y",
215)
A
q"=
.
=>
ft"
=
to be
==,
2 2 2 f
"=
where the radical

formulae.
da", dp",
is
From
dy";
these formulae
taken with the same sign in all three it is easy to deduce the values of
for example,
da"
(X
B2
2 whence, since dr
=
-
2
da"
+ C*)dAA(AdA + BdB + CdC) (A + B + C ) + +

2
dft"
dy"
m SA* S**-IS(***)7 (A + B + C )
2
2 2 2
or,
by Lagrange
s identity,
S^dC-CdB}* (A + B + C )
2 2 2 2
where & denotes the sum of the three terms obtained by cyclic per mutation of the three letters A, B, C. The numerator of this expres sion may be simplified by means of the relations
dA dx
whence
dx
Adx+ Bdy + C dz = 0, dB dy + dC dz = 0,
-f-
d*
B dC - C dB
CdA - AdC
A dB
- B dA
XI,
228]
CURVATURE
TORSION
475
This gives
where
K is a quantity defined by the equation (49) itself.

2
_ ~
2
A
(A
+ B* +
C 2) 2
where
K is defined by
dz
(49)
or,
expanding,
dx
dx
ds x
dy
da y
dx
dy
dz
d*z
dx
da x
d*y),
where
denotes the
sum
mutation of the three
letters x, y, z.
of the three terms obtained by cyclic per But this value of is exactly
the development of the determinant
[(8),
216]; hence
A*
+ B* + C
is
and therefore the radius of torsion
(50)
T=
^2_|_^2_j_ ^2
If we agree to consider T essentially positive, as we did the radius of curvature, its value will be the absolute value of the second mem
should be noticed that the expression for T is rational hence it is natural to represent the y, z radius of torsion by a length affected by a sign. The two signs
ber.
But
it
in x, y,
z,
z"
x",
y",
which T may have correspond to entirely different aspects of the curve F at the point M. Since the sign of T depends only on that of A, we shall investigate
signs.
the difference in the appearance of F near when A has different Let us suppose that the trihedron Oxyz is placed so that an
observer standing on the xy plane with his feet at and his head in the positive z axis would see the x axis turn through 90 to his left
if
the x axis turned round into the
y axis
(see footnote, p. 477).
has been so Suppose that the positive direction of the binormal b chosen that the trihedron formed from the lines MT, MN, b has the same aspect as the trihedron formed from the lines Ox, Oy, Oz
MN
MN
that
is, if
the curve F be
moved
with Ox, and will coin O, b cide with the positive z axis. During this motion the absolute value of T remains unchanged hence A cannot vanish, and hence it cannot
;
with
MT
MN
into such a position that with Oy, the direction
M coincides
MN
176
even change sign.*
the axes
SKEW CURVES
[XI,
228
now
In this position of the curve T with respect to in the figure the coordinates of a point near the origin
will be given by the formulae
(51)
= = \y
f*
e,
provided that the parameter t is For with the system of axes at the origin. so chosen that t = 2 = = d z = when t = 0. Moreover dz employed we must have dy
where
e"
approach zero with
t,
we may suppose that a

t
>
0, for
a change in the parameter from

coefficient & 2 is positive since
to
will
change a t to
at
The
y must
be positive near the origin, but On the other hand, f or t 0, A
cz
may
= 12a
be either positive or negative. Hence the sign of A 1 J 2 c 3 dt*.
is c3
the sign of
>
e3
0,
x and z
t
<
There are then two cases to be distinguished. If t h are both negative for 0, and both positive
.
<
<
f or
where h is a sufficiently small positive number i.e. an observer standing on the xy plane with his feet at a point P on
<
h,
y
M
/
,-
M
FIG. 49, a
"X
M"
^v
FIG. 49, 6
at the positive half of the principal normal would see the arc his MM" at arc the and right his left and above the osculating plane, below that plane (Fig. 49, a). In this case the curve is said to be On the other hand, if c 3 0, the aspect of the curve sinistrorsal. would be exactly reversed (Fig. 49, b), and the curve would be said These two aspects are essentially distinct. For to be dextrorsal. drawn on the example, if two spirals (helices) of the same pitch be same right circular cylinder, or on two congruent cylinders, they will be superposable if they are both sinistrorsal or both dextrorsal but if one of them is sinistrorsal and the other dextrorsal, one of them will be superposable upon the helix symmetrical to the other one with respect to a plane of symmetry.
<
MM
* It would be easy to show directly that A does not change sign when one set of rectangular axes to another set which have the same aspect.
we
pass from
XI,
229]
CURVATURE
TORSION
477
In consequence of these results we shall write

(52)
i.e.
r __4i*<?
at a point where the curve is dextrorsal T shall be positive, while shall be negative at a point where the curve is sinistrorsal. dif ferent arrangement of the original coordinate trihedron would Oxyz
lead to exactly opposite results.*

229. Frenet s formulae. Each point of T is the vertex of a trirectangular trihedron whose aspect is the same as that of the trihe dron Oxyz, and whose edges are the tangent, the principal normal, and the binomial. The positive direction of the principal normal is
That of the tangent may be chosen at pleasure, but already fixed. this choice then fixes the positive direction on the binormal. The dif ferentials of the nine direction cosines (a, ft, y), (a ft /). (a", of these edges may be expressed very simply in terms of R, T, and
1
ft",
y")
the direction cosines themselves,

to Frenet.f
We
have already found the formulae for da,
by means of certain formulae due dft, and dy

:
/KQN oo
(
da
ds
=a
>
dft *ds
ft
dy >
R B
y i
ds
R
(
The
~"--
direction cosines of the positive binormal
228) are
"
C
has the same
where
1.
Since the trihedron (MT,
MN,
MN
2
b)
aspect as the trihedron Oxyz,
we must have
or
=
l 2
+B +C
On
the other hand, the formula for
da"
may
2
be written
B(B dA
-AdB} +
2
C(C dA
)*
- A dC)
(A
or,
+B +C
2
by (49) and the relation
A =
A,
da
ds
"
=^
(A
Cft-By ~ + B 2 + C 2) 3
^ + &+ C
q A
12
described above.
usual in America to adopt an arrangement of axes precisely opposite to that Hence we should write T = + (A* + B^ + C 2 )/A, etc. See also the footnote to formula (54), 229. TRANS.
is
* It
Nouvelles Annales de Mathematiques, 1864,
p. 281.
478
SKEW CURVES
coefficient of
dy"
[XI,
229
The
dp"
and
may
ds
a is precisely 1/T, by (52). The formulae for be calculated in like manner, and we should find
ds
T
(53).*
ds
which are exactly analogous to In order to find da d(3 dy

,
,
let
us differentiate the well-known

a
formulae
2
cm
+ +
(3
/3/3
+ +
yy
= l, = 0,
replacing da,
(54).
d(3,
dy,
da",
d/3",
dy"
by their values from (53) and
This gives
a da
a da
ft
dp +
d/3
y dy
+ J3
y dy
ds
= 0, = 0,
ds
whence, solving for da
dft
dy
ds
ds
ds
The formulae
Note.
(53), (54),
and (55) constitute Frenet
s formulae.
The formulae (54) show that the tangent to the spherical is described by the point n whose coordinates are can be verified This normal. to the geometrically. principal parallel and whose directrix is the Let S be the cone whose vertex is at
curve
a",
/?",
y"
curve
The generator On
S along
is
tangent to the cone

to S.
Om
perpendicular to the plane which is ( 228). Hence S is the polar cone
But this property is a reciprocal one, i.e. the generator Om of 5 is surely perpendicular to the plane which is tangent to along On. Hence the tangent mt to the curve 2, since it is perpen
dicular to each of the lines
.S"
On and Om, is perpendicular to the is For the same reason the tangent nt to the curve nt are mt and mOn. It follows that to the plane perpendicular
plane mOn.
parallel.
* If
Frenet
we had written the formula for the torsion in the form l/T= A/ (A* + B* + C 2 a /T, etc. s formulae would have to be written in the form /ds =
da"
),
[Hence
this
would be the form
if
the axes are taken as usual in America.
TRANS.]
XI,
230]
CURVATURE
TORSION
479
R=
230. Expansion of x, y, and z in powers of s. Given two functions T \l/(s) of an independent variable s, the first of which
<(s),
is completely defined except for its position in space, and whose radius of curvature and radius of torsion are expressed by the given equations in terms of
is positive,
there exists a skew curve T which
fixed point upon it. rig orous proof of this theorem cannot be given until we have discussed the theory of differential equations. Just now we shall merely show
the arc s of the curve counted from
some
how
to find the expansions for the coordinates of a point
on the
required curve in powers of s, assuming that such expansions exist. Let us take as axes the tangent, the principal normal, and the
binormal at
O, the origin of arcs

s
on
T.
Then we
s
shall
have
dx
*=I
(56)
o^z\
/d x\
123 \ds
1.2.3
g
3
/ o
i (*y\ 1 \C&/I
)
1.2 VdsVo
s
2
/<?_
-ri)
+
+
W/o +
/rf
8
+ 172
=
^\
Vo^
1.2.3\A i /t
But
where
#, y,
and
are the coordinates of a point on F.
dx
as
d x
a,
-r-T
da
-7-
a
ll
as
as
whence, differentiating,
d*x
~d&~
_ ~ _ a dR R 2 ds
la
"
R \R
T,
s
In general, the repeated application of Frenet
formulae gives
of R, T, and their successive where L n n P n are known functions In a similar manner the successive derivatives with respect to s. derivatives of y and z are to be found by replacing (a, a by But we have, at the origin, and respectively. /?
,
, ,
M
=
a")
(/3,
/8")
(y,
y"),
- 0, an 0, 0, y ft hence the formulas (56) become

1,
$ = 1,^ = 0,
= 0, $ = 0, ^ = 1
3
.s
dR
(56
2R
BR* ds
QRT
480
SKEW CURVES
[XI,
231
where the terms not written down are of degree higher than
It is understood, of course, that R, T, dR/ds, 0. by their values for 5
three.
are to be replaced
These formulae enable us to calculate the principal parts of cer For instance, the distance from a point of the curve to the osculating plane is an infinitesimal of the third order,
tain infinitesimals.
and
and
principal part is the curve to the x axis,

its
s
i.e.
/6RT.
The distance from a point on

Again,
find
let
to the tangent, is of the second order,
its principal part is s*/2R (compare 214). culate the length of an infinitesimal chord c.
us cal
We
,
where the terms not written down are of degree higher than This equation may be written in the form
four.
c is an infinitesimal of the which shows that the difference s 8 2 third order and that its principal part is s /24# manner it be shown that the shortest In an exactly similar may at the and the distance between the tangent origin tangent at a neighboring point is an infinitesimal of the third order whose prin s This theorem is due to Bouquet. cipal part is s /12RT.
.
231. Involutes and evolutes.
A curve
I\ is called an involute of a
second curve F
if all
the tangents to F are
among
the normals to I\,
and conversely, the curve F is called an evolute of F^ It is evident that all the involutes of a given curve F lie on the developable sur
face of
which F
is
the edge of regression, and cut the generators of
the developable orthogonally. of F, (a, ft, y) the Let (x, y, z) be the coordinates of a point direction cosines of the tangent MT, and I the segment MMi between
where a certain involute cuts and the point a are coordinates of l
MT.
Then the
Xl
=X + la,
dx l
7/
1=:7/
/yS,
Kl
=z+
ly,
whence
dyi
= dx + = di/ + dzi = dz +
Ida
l</(3
+ a dl, + (3 dl,
+
y dl.
dy
XI,
231]
CURVATURE
TORSION
481
In order that the curve described by Afx should be normal to it is necessary and sufficient that a dx^ + (3 dy l + y dz should vanish,
i.e.
that
we should have
(ldy
a dx
ydz
dl
l(ada
+ {3dp +
y dy)
0,
which reduces to ds -\- dl = 0. It follows that the involutes to a given skew curve F may be drawn by the same construction which was used for plane curves ( 206).
Let us try to find
all
the evolutes of a
given curve F, that is, let us try to pick out a one-parameter family of normals to the given curve according to some contin
uous law which will group these normals Let into a developable surface (Fig. 50).
D be an evolute, the angle between the normal MM^ and the principal normal MN, FIG. and the and I the segment MP between l on the principal normal. projection P of the point
<
50
coordinates (x i} yi, z^) of
M M
Then
the
are
"
tan
<,
(57)
/"
tan
<,
ly"
tan
<,
as
we
see
by projecting the broken
line
MPM^
upon the three axes
successively. must be the line
The tangent
MM
to the curve described by the point
M^
itself,
that
is,
we must have
dz l
dx l
Let k denote the common value of these ratios
then the condition

x^
dx l = k(x l x) may be transformed, by inserting the values of and dx l and applying Frenet s formulae, into the form a ds 1
\
- 4) +
K/
( \
d(l tan
kl)
I
+
The conditions
a"
- ^-
kl tan
>
=0.
dy^ k(z l z) lead to exactly ]c(y^ y) and dz l similar forms, which may be deduced from the preceding by repla and (y, y cing (a, a respectively. Since the by ((3, /3
,
a")
")
y"),
482
SKEW CURVES
is
[XI,
231
determinant of the nine direction cosines

three equations are equivalent to the set
equal to unity, these
(58)
dl
ds
I
tan
<f>
= =
kl,
Ids
d(l tan
<)
kl tan
<f>
From the first of these I R, which shows that the point P is the center of curvature and that the line is the polar line. It fol lows that all the evolutes of a given skew curve T lie on the polar sur
PM
face. In order to determine these evolutes completely it only remains to eliminate k between the last two of equations Doing so (58). and replacing I by R throughout, we find ds T Hence may
<
d<j>.
be found by a single quadrature

(59)
-*
<
<
consider two different determinations of the angle which the difference correspond to two different values of the constant
If
,
we
between these two determinations of

It follows that two
<
remains constant
all
normals
to the
curve
T which are tangent
along T. to two
different evolutes intersect at a constant angle. Hence, if we know a single family of normals to T which form a developable surface, all other families of normals which form developable surfaces may
be found by turning each member of the given family of normals through the same angle, which is otherwise arbitrary, around its
point of intersection with T.
Note
If
T
<f>
is
formula gives
<.
a plane curve, T is infinite, and the preceding = is The evolute which corresponds to
<
the plane evolute studied in 206, which is the locus of the centers of curvature of F. There are an infinite number of other evolutes,
= 0, it is necessary that T should be infinite or should vanish identically hence the curve is in any case a plane curve ( 216).
fied
on the cylinder whose right section is the ordinary evo shall study these curves, which are called helices, in the next section. This is the only case in which the locus of the cen ters of curvature is an evolute. In order that (59) should be satis
lie
which
lute.
We
by taking
<
that
XI,
232]
CURVATURE
II.
TORSION
T, it
483
follows that
Note
If the curve
is
an evolute of
is
an
involute of D.
Hence
ds t
= d(MM
l) ,
where s x denotes the length of the arc of the evolute counted from some fixed point. This shows that all the evolutes of any given
curve are rectifiable.
232. Helices. Let C be any plane curve and let us lay off on the perpendic ular to the plane of C erected at any point on C a length proportional to the length of the arc a- of C counted from some fixed point A. Then the skew
mM
curve F described by the point

as the
is
called a helix.
Let us take the plane of
xy plane and
let
z=/(o-),
be the coordinates of a point
TO of
y
in
=
<t>(v)
C
y
nates of the corresponding point

(60)
x=/(<r),
terms of the arc of the curve F will be
o".
Then
the coordi
*(cr),
K<r,
where
is
the given factor of proportionality.
The functions / and
<f>
satisfy
the relation
2
<
=1
hence, from (60),
where
or, if s
denotes the length of the arc of T.
It follows that s
and a- be counted from the same point A on The direction cosines of the tangent to F are
(61)
C, s
= cr Vl + K 2 + J7, = Vl + -K 2 since H = 0.
<r
a
is
Since y
independent of
;
(r, it is
evident that the tangent to

:
F makes a constant
curve whose tangent In order to prove
angle with the z axis

this, let
this property is characteristic
Any
makes a constant angle with a fixed

projection of the given curve be written in the form
(62)
straight line is a helix.
us take the z axis parallel to the given straight line, and let C be the F on the xy plane. The equations of F may always
=/(<r)
=
<t>(v),
^(<r)
2 2 = where the functions / and 4satisfy the relation / 1, amounts to taking the arc o- of C as the independent variable.
<
</>
for this merely

It follows
that
dS
v/V / 2 4-
rf/2
_1_
1/~1
should hence the necessary and sufficient condition that y be constant is that It follows that be constant, that is, that \f/(a-) should be of the form Kcr + z the equations of the curve F will be of the form (60) if the origin be moved to
.
the point x = 0, y = 0, z = z Since y is constant, the formula dy/ds = y /B shows that y = 0. principal normal is perpendicular to the generators of the cylinder.
.
Hence the
Since
it is
also perpendicular to the tangent to the helix, it is normal to the cylinder, and It follows that the therefore the osculating plane is normal to the cylinder.
SKEW CURVES
[XI,
232
binormal lies in the tangent plane at right angles to the tangent to the helix hence it also makes a constant angle with the z axis, i.e. is constant. Since y = 0, the formula dy /ds = - y/B - y"/ T shows that y/R + = 0; y"/ T hence the ratio T/R is constant for the helix.
y"
Each of the properties mentioned above is characteristic for the helix. Let us show, for example, that every curve for which the ratio T/R is constant is a
helix.
(J.
BERTRAND.)
s
From Frenet
formulae
we have
dc^
da"
T_ _dp ~ _dy _ ~ ~ 7 ~
dp"
dy
H
y"
hence,
if
is
a constant, a single integration gives
a"
= Ha - A
/3,
$"
= Hp -
B,
= Hy - C
where A, B,
are three
new
constants.
multiplying them by a,
y, respectively,
Adding these we find
three equations after
or
But the three quantities

2
ABC
Aa + Bp +
\*A*
Aa +
Bp + Cy = H,
Cy
+ B* -r C 2
(72
^/
A +
2
(72
Vvl 2
+ B2 + C2
are the direction cosines of a certain straight line A, and the preceding equa tion shows that the tangent makes a constant angle with this line. Hence the
given curve
is
a helix.
Again,
let
us find the radius of curvature.
R
whence, since y
<63)
_da _ ~ ~
~ds~
pi
By
(53)
and
(61)
we have
0,
i
(1
This shows that the ratio
+ K 2)/R +
is
independent of K.
But when
K=
may
this ratio reduces to the reciprocal 1/r of the radius of curvature of the right section C, which is easily verified ( 205). Hence the formula
R=
r(l
preceding
2
),
ratio of the radius
of curvature of a helix to the radius of curvature of the corresponding curve is a constant.

It is
now
easy to find
all
the curves for which
and
are both constant.
For, since the ratio
constant, all the curves must be helices, by Bertrand s theorem. Moreover, since is a constant, the radius of curvature r of the curve C also is a constant. Hence C is a circle, and the required curve is a
is
T/R
helix which lies on
a circular cylinder.
This proposition
is
due to Puiseux.*
* It is assumed in this proof that we are dealing only with real curves, for we assumed that A 2 + B* + 2 does not vanish. (See the thesis by Lyon Sur les
<?
courbes a torsion constante, 1890.)
XI,
233]
CURVATURE
TORSION
485
233. Bertrand s curves. The principal normals to a plane curve are also the the parallels to the principal normals to an infinite number of other curves, given curve. J. Bertrand attempted to find in a similar manner all the skew
curves whose principal normals are the principal normals to a given skew curve F. Let the coordinates x, y, z of a point of F be given as functions of the Let us lay off on each principal normal a segment of length I, and let the arc
.
coordinates of the extremity of this segment be

(64)
X,
F,
then
we
.
shall
have
X = x + la
Y = y + lp,
Z=
ly
sufficient condition that the principal normal to the curve described by the point (X, F, Z) should coincide with the principal normal to F is that the two equations
The necessary and
I"
dX +
dY+y
dZ =
0,
y (dXd 2 Y
- dYd*X) =
should be satisfied simultaneously. The meaning of each of these equations is hence the length of the segment I should be a From the first, dl = evident.
;
2 in the second equation by their values Replacing dX, d JT, dF, from Frenet s formulae and from the formulas obtained by differentiating Frenet s, and then simplifying, we finally find
constant.
whence, integrating,
(65)
I+lI
1
.
where
is
the constant of integration.

it
It follows that the required curves are
those for which there exists a linear relation between the curvature
and
the torsion.
easy to show that this condition is sufficient and that the length I is given by the relation (05). A remarkable particular case had already been solved by Monge, namely
the other hand,
is
On
that in which the radius of curvature

I
is
a constant.
In that case (65) becomes
defined by the equations (64) is the locus of the centers R, and the curve of curvature of F. From (64), assuming I R = constant, we find the equations
T"
which show that the tangent to T is the polar ture R of F is given by the formula
line of F.
The radius
of curva
da"
2
d/3"
dy"*
is constant and equal to R. The relation between the two curves therefore a reciprocal one each of them is the edge of regression of It is easy to verify each of these statements for the polar surface of the other. the particular case of the circular helix.
hence
also
F and F
is
486
Note.
It is
is
SKEW CURVES
constant.
[XI,
23*
curvature
easy to find the general formulae for all skew curves whose radius of Let R be the given constant radius and let a, /3, 7 be any
three functions of a variable parameter which satisfy the relation
a 2 + /32 + y 2 = 1.
Then the equations

(66)
X=
= Vda2 +
it is
,
2 2 d/3 + (fry represent a curve which has the required prop easy to show that all curves which have that property may be obtained in this manner. For a, /3, 7 are exactly the direction cosines of the is the arc of its spherical indicatrix ( 225). curve defined by (66), and
erty,
where daand
<j
CONTACT BETWEEN SKEW CURVES CONTACT BETWEEN CURVES AND SURFACES

IV.
234. Contact between two curves.
The order
of contact of
two
To each point be two curves which are tangent at a point A F of a A us let of F near according to such a law assign point A We proceed to find and that simultaneously. approach
I"
skew and
curves is defined in the
same way as for plane curves.

.
Let F
with respect to the order of the infinitesimal If arc of this maximum order the F. infinitesimal AM, principal curves have contact the two that shall is n of order n. 1, we say * in axes of a Let us assume trirectangular space, such system to the common not is that the yz plane tangent at A, and parallel
the
maximum
MM
let
the equations of the two curves be
/N
If
./
f(x\. V /
/fN
( \
Y=
F(x),
ZQ are the coordinates of A, the coordinates of
M and M
+
&)] ,
are, respectively,
[x -f
h,
f(x
+ A),
<f>(x
/*)]
[ar c
k,
F(x
+ k},
4>(.r
where
A; is a function of h which is defined by the law of corre and and which approaches zero spondence assumed between with h. We may select h as the principal infinitesimal instead of
the arc
should (211); and a necessary condition that be an infinitesimal of order n + 1 is that each of the differences
AM
MM
k-h,
* It
is
F(x
()
7c)
- f(x +
h}
&(x
fc)
<K*o
A)
easy to show, by passing to the formula for the distance between two points
in oblique coordinates, that this assumption is not essential.
XI,L;a]
CONTACT
487
or more.
It follows that
should be an infinitesimal of order n
+1
we must have
k-h = ah
where
its
+l
,
F(x
k)
K)
-f(x
h)
+ h) = /3h
n
+l
,
<D(z
<fr(x
= yh
1
,
a,
ft,
y remain
finite as
h approaches
zero.
Replacing k by
value h
ahn+l from the

F(x,
first
of these equations, the latter
two
become
$(x
+ +
h
+ +
A + 1)
+
<rA"
- /(*,, + +
X(>
<j>(
A)
A)
= /8A- + =
yA"*
1 ,
1
.
Expanding F(x
series, all
and + A + ahn+l ) by Taylor s + the terms which contain a will have a factor hence,
ahn +
<t>(z
A"
in
order that the preceding condition be satisfied, each of the
differences
F(x
+ A) - f(x +
n
A)
4>(a;
h)
<f>(
X()
A)
should be of order n
order n
-f 1
or more.
It follows that if
MM
N
is
of
the points and of the 1, two curves which have the same abscissa x -f h will be at least of
the distance
MN between
order n
1.
Hence the maximum order
of the infinitesimal in
question will be obtained by putting into correspondence the points of the two curves which have the same abscissa.
This
maximum
we
order
is
easily evaluated.
Since the two curves
are tangent
shall
have
Let us suppose for generality that we also have
but that at least one of the differences
does not vanish. Then the distance will be of order n + 1 and the contact will be of order n. This result may also be stated as follows To find the order of contact of two curves Y and T con
:
MM
sider the two sets of projections (C, and (C l C{) of the given curves on the xy plane and the xz plane, respectively, and find the
C")
order of contact of each set ; then the order of contact of the given curves F and will be the smaller of these two.
I"
488
If the
SKEW CURVES
two curves F and F are given
in the
[XI,
236
form
(F
X=.f(u),
r=*(w),
Z=*(M),
t
they will be tangent at a point u

*(*o)
T/*
= =
t
if
*(
o)
*(
o)
= * (*o)
*(*o)
"KM
* (*o) =
<A
(V>
we suppose that f (t ) is not zero, the tangent at the point of contact is not parallel to the yz plane, and the points on the two
curves which have the same abscissa correspond to the same value In order that the contact should be of order n it is neces of t.
sary and sufficient that each of the infinitesimals 1 with respect to should be of order n \l/(t) *()
<$() <(Y)
and
that
+
,
i.e.
we should have
(*o)
*
*
(*o)
* (*)=
and that
(<),
-,
= * (M =
*
(
(n)
4>
(*o)
Co)
"
"
(^),
at least one of the differences
should not vanish.

It is easy to reduce to the preceding the case in which one of the curves F is given by equations of the form
(67)
and the other curve F by two implicit equations
of 212, we could show that a necessary condition that the contact should be of order n at a point of F where t = t is that we should have
Resuming the reasoning
(F(*.)
0,
(*o)
where
[Ft^-0,
=
nf(t)>
F|(o)
= =
0,
0,
-..,
,
F<">(*
Fi->(*
= = )
)
0,
0,
F(0
*(0 -KO]
r
, f
(0
F,
235. Osculating curves.
given in the form (67), 2n + 2 parameters a, b, c,

(69)
F(x,
Let F be a curve whose equations are and let F be one of a family of curves in
,
I,
which
is
defined by the equations

z,a,b,c,
>,
y,z,a,b,-->,l)
0,
(*, y,
I)
0.
XI,
235]
CONTACT
489
2 parameters in such it is possible to determine the 2n T of order rti with curve contact has the that corresponding way The curve thus determined is the given curve F at a given point.
In general
a
called the osculating curve of the family (69) to the curve T. which determine the values of the parameters a, b, c,
The
,
equations
It should be noted that 2 equations (68). are precisely the 2n and these equations cannot be solved unless each of the functions
contain at least n
-f-
1 parameters.
For example,
if
the curves
F are plane curves, one of the equations (69) contains only three
hence a plane curve cannot have contact of order parameters with a skew curve at a point taken at random on two than higher
;
the curve. the Let us apply this theory to the simpler classes of curves, on four line A the circle. line and straight depends param straight eters hence the osculating straight line will have contact of the
;
first order.
for if
It is easy to show we write the equations of
that it coincides with the tangent, the straight line in the form
= az + p,
= bz + q,
the equations (68) become
where (x
is
the supposed point of contact on F.

find
Solving
these equations,
we
which are precisely the values which give the tangent. A neces sary condition that the tangent should have contact of the second
order
is
that xJ
= az^
= bztf,
xo
that
is,
l/o
zo
happens are those discussed in 217. space depends on six parameters; hence the osculating circle will have contact of the second order. Let the equations of the circle be written in the form
this
all circles in
The points where The family of
(x, y, z)
= A(x = (x-
a)
2
+ +
B(y
(y
b)
C(z
c~)
=0,
2
F, (x, y, z)
a)
-W+( -
c)
- /2 = 0,
490
where the parameters are
coefficients A, B, C.
SKEW CURVES
a, b, c,
[XI,
236
R, and the
two
ratios of the three
The equations which determine
the osculating
circle are
A(x
) -f
B(y -b}
C(z
e)
0,
A *2
at
+B % +C *1-0, at at
-
(x
a)
(y
-H>-
and ^(), respec <(), of these equations show that the third tively. of the curve F. plane of the osculating circle is the osculating plane If a, b, and c be thought of as the running coordinates, the last
where
x, y,
and s are to be replaced by /(),
The second and the
two equations represent, respectively, the normal plane at the point at a point whose distance from (x, y, z) and the normal plane center of the osculating circle Hence the infinitesimal. is (x, y, z) is the point of intersection of the osculating plane and the polar
line.
It follows that the osculating circle coincides
with the
circle
foreseen by noticing that two curves which have contact of the second order have the same circle of are the same for the two curvature, since the values of y z
of curvature, as
we might have
z"
y",
curves.
236. Contact between a curve and a surface.
Let S be a surface
and T a curve tangent

near
to
let
M and M
us assign a point
approach A will render the order and law of correspondence between a. maximum. with respect to the arc of the infinitesimal Let us choose a system of rectangular coordinates in such a way that the tangent to T shall not be parallel to the yz plane, and that Let the tangent plane to S shall not be parallel to the z axis. be the coordinates of A Z = F(x, y) the equation of S
of 5 according to such a law that simultaneously. First let us try to find what
at a point A.
To any point
M of
MM
AM
(*oi
y<
*o)
y =f(x),
=
<fr(x)
infinitesimal
MM
1 the order of the the equations of T and n The for the given law of correspondence.
;
CONTACT
coordinates of
491
are [x + h, f(x + A), + &)]. Let X, Y, and be the coordinates of In order that should Y) F(X, be of order n + 1 with respect to the arc AM, or, what amounts to
Z=
<f>(x
MM
the same thing, with respect to h,

differences
it is
necessary that each of the
x,
Y
1,
y,
and
is,
Z
that
n+
l
,
z should be an infinitesimal at
least of order
n
,
that
we should have
X-x =
where have
a,
+1 ah"
ft,
Y-y = /3h
finite as
Z-z=
F(X, F)
- z = yh n +
l
,
y remain
h approaches
l
zero.
Hence we
l
,
shall
F(x
ahn + y
l
,
+ (3h n + ) -z = yh n +
and the difference F(x, y)
z will be itself at least of order
+ 1.
the
This shows that the order of the infinitesimal
MN, where
is
point where a parallel to the z axis pierces the surface, will be at least as great as that of The maximum order of contact
MM
which we shall
is
of contact of the curve and the surface therefore that of the distance with respect to the arc
call the order
MN
S
AM
or with respect to h. Or, again, we may say that the order of con tact of the curve and the surface is the order of contact between T
and
the curve
in which the surface
is
cut by the cylinder
which
projects T upon the xy plane. (It is evident that the z axis may be any line not parallel to the tangent plane.) For the equations of the curve T are
y=f(x),
and, by hypothesis,
Z=F[>,
/(*)]
*(*),
*(*)
If
K*o),
* (*) = *
we
(*).
also
have
the curve and the surface have contact of order

tion $(x)
n.
gives the abscissae of the points of intersection of the curve and the surface, these conditions for contact of order n
<t>(x)
Since the equa
at a point
A may
be expressed by saying that the curve meets the
surface in n -f 1 coincident points at A.

Finally, if the curve
=
<(<),
\fr(f),
T is given by equations of the form x =f(f), and the surface S is given by a singly equation
of the form F(x, y, 0, the curve T just defined will have equa z} tions of the form x * =/(*), y <(), w(), where ir(t) is a func
tion defined
by the equation
+(),*(*)]
0.
492
SKEW CURVES
[XI,
237
In order that F and F should have contact of order n, the infini t must be of order n + 1 with respect to t 7r(Y) \l/(f) that is, we must have
tesimal
Using F()
tions
to denote the function considered in
234, these equa
may
These conditions may be expressed by saying that the curve and the surface have n + 1 coincident points of intersection at their
point of contact. If 5 be one of a family of surfaces which depends on n + 1 the parameters may be so chosen that S , I, parameters a, b, c,
has contact of order n with a given curve at a given point

surface
called the osculating surface. In the case of a plane there are three parameters.
is
this
The equations
which determine these parameters for the osculating plane are
Af
(t}
Af (t)
Af"(t)
D= + (t) + C$ (t) + = + B# (t) + Cy () = + +

B<j>
0, 0,
0.
B4"(t)
C^"(f)
It is clear that these are the
same equations we found before

is
for
the osculating plane, and that the contact If the order of contact is higher, order.
in general of the second
we must have
Af
i.e.
"(t)
Bt"
()
Cf"(f)
= 0,
the osculating plane must be stationary.
The equation of a sphere depends on four hence the osculating sphere will have contact of the parameters For simplicity let us suppose that the coordinates third order. x, y, K of a point of the given curve F are expressed in terms of the
237. Osculating sphere.
;
arc s of that curve.
and whose radius
is
In order that a sphere whose center is (a, b, c} p should have contact of the third order with
y, z)
at a given point
F(*)
(a;,
on
0,
F,
we must have
F"(*)
0,
(*)
=
2
0,
F"(*)
= 0,
where
F()
= (x -
a)
-f-
(y
i)
(z
c)
- p*
XI,
238]
CONTACT
x, y,
493
and where
last three
of the equations of find we formulae,
z are expressed as functions of s. Expanding the condition and applying Frenet s
F 0)
(x
a)
(y
b)
{3
O/
*)
+ (* - c)y = 0, + (* + 1=
)
0,
/z
\R
These three equations determine a, 6, and c. But the first of them represents the normal plane to the curve F at the point (x, y, z) in the running coordinates (a, b, c), and the other two may be derived from this one by differentiating twice with respect to s. Hence
the center of the osculating sphere is the point where the polar line touches its envelope. In order to solve the three equations we may
reduce the last one by means of the others to the form

(x
a) a
(y
J)0r, +
J
c)
yr
=T
D
,
from which
a
it is
easy to derive the formulae

b
+ Ra
-Tâ",
= y + R? - T
Hence the radius
of the osculating sphere
is
is constant, the center of the osculating sphere coincides with the center of curvature, which agrees with the result obtained in 233.
If
238. Osculating straight lines. If the equations of a family of curves depend on n -f 2 parameters, the parameters may be chosen in such a way that the resulting curve C has contact of order n with For the equation which expresses a given surface S at a point M.
that
C meets S
-f-
at
M and
the
-f 1
equations which express that
there are n
1 coincident points of intersection at
constitute
2 equations for the determination of the parameters.
494
SKEW CURVES
[XI,
EM.
For example, the equations of a straight line depend on four of a given surface S, Hence, through each point parameters. there exist one or more straight lines which have contact of the second order with the surface. In order to determine these lines,
let
us take the origin at the point M, and let us suppose that the
z axis is not parallel to the tangent plane at M. Let z F(x, y) be the equation of the surface with respect to these axes. The
required line evidently passes through the origin, and are of the form
its
equations
x
a
y
b
_z_
c
Hence the equation

that
is,
cp
=
c
F(ap, bp) should have a triple root p
we should have
ap
+ bq,
first
where p,
q, r, s, t
denote the values of the
and second deriva
tives of F(x, y) at the origin. The first of these equations expresses that the required line lies in the tangent plane, which is evident
a priori. and ft/a,
The second equation

its
2 roots are real if s
is
rt is positive.
a quadratic equation in the ratio Hence there are in
general two and only two straight lines through any point of a given surface which have contact of the second order with that surface.
rt is positive These lines will be real or imaginary according as s 2 We shall meet these lines again in the following or negative.
chapter, in the study of the curvature of surfaces.
EXERCISES
1.
Find, in finite form, the equations of the evolutes of the curve which
cuts the straight line generators of a right circular cone at a constant angle. Discuss the problem.
[Licence, Marseilles, July, 1884.]
2.
Do
there exist
of a fixed plane the vertices of an equilateral triangle ?
which the three points of intersection with the tangent, the principal normal, and the binormal are
for
skew curves T
3. Let T be the edge of regression of a surface which is the envelope of a one-parameter family of spheres, i.e. the envelope of the characteristic circles. Show that the curve which is the locus of the centers of the spheres lies on Also state and prove the converse. the polar surface of T.
4.
Let T be a given skew curve,
Ma
point on T, and
a fixed point in
space.
Through
draw a
segment
line parallel to the polar line to
at
on
this parallel a
ON equal to the radius of curvature of
M, and lay off at M. Show
XI, Exs.]
EXERCISES
495
T"
and the curve described by the that the curve F described by the point center of curvature of F have their tangents perpendicular, their elements of
length equal, and their radii of curvature equal, at corresponding points.
[ROUQUET.]
5.
If the osculating
show
of
that F
is
on a sphere of radius constant and equal to a.

lies
sphere to a given skew curve F has a constant radius a, a, at least unless the radius of curvature
6. Show that the necessary and sufficient condition that the locus of the center of curvature of a helix drawn on a cylinder should be another helix on a
cylinder parallel to the first one is that the right section of the second cylinder should be a circle or a logarithmic spiral. In the latter case show that all the helices lie on circular cones which have the same axis and the same vertex.
[Tissox, Nouvelles Annales, Vol. XI, 1852.]
7*. If two skew curves have the same principal normals, the osculating planes of the two curves at the points where they meet the same normal make a constant angle with each other. The two points just mentioned and the cen ters of curvature of the
monic
ratio is constant.
two curves form a system of four points whose anharThe product of the radii of torsion of the two curves
is
at corresponding points
a constant.
[PAUL SERRET
8*.
MANNHEIM
SCHELL.]
Let
x, y, z
and
s the arc of that curve.
be the rectangular coordinates of a point on a skew curve F, Then the curve F defined by the equations
I a"ds,
yo
I P"ds,
ty"ds,
are the running coordinates, where x yo, and the curve defined by the equations
,
z<>
is
called the conjugate curve to F;
Z sin0,
T= y cos0 + y
sin0,
Z=
cos0
-f
2 sin0,
are the running coordinates and 6 is a constant angle, is called JT, F, a related curve. Find the orientation of the fundamental trihedron for each of these curves, and find their radii of curvature and of torsion. If the curvature of F is constant, the torsion of the curve F the related curves are curves of the Bertrand type ( 233).
constant, and find the
where
is
Hence
general equations of the latter curves.

9.
Let F and
I"
and from lay off infinitesimal arcs along the same direction. Find the limiting position of the line
be two skew curves which are tangent at a point A. From two curves in the
AM
AM
MM
[CAUGHT.]
10. In order that a straight line rigidly connected to the fundamental trihe dron of a skew curve and passing through the vertex of the trihedron should describe a developable surface, that straight line must coincide with the tangent, at least unless the given skew curve is a helix. In the latter case there are an
infinite
number
of straight lines
which have the required property.
496
SKEW CURVES
exist
[XI, Exs.
For a curve of the Bertrand type there
rigidly connected to the fundamental trihedron, each describes a developable surface.

,
two hyperbolic paraboloids of whose generators
Bivista di Mathematical,, Vol. II, 1892, p. 155.]
11*. In order that the principal normals of a given skew curve should be the binormals of another curve, the radii of curvature and the radii of torsion of the first curve must satisfy a relation of the form
A /JL
\R*
where
1\ = TV
[MANNHEIM, Comptes rendus,
1877.]
and
are constants.
[The case in which a straight line through a point on a skew curve rigidly connected with the fundamental trihedron is also the principal normal (or the binormal) of another skew curve has been discussed by Pellet (Comptes rendus, May, 1887), by Cesaro (Nouvelles Annales, 1888, p. 147), and by Balitrand
(Mathesis, 1894, p. 159).]
12. If the osculating plane to a
skew curve F
is
always tangent to a fixed
sphere whose center
that the plane through the tangent perpen dicular to the principal normal passes through 0, and show that the ratio of the radius of curvature to the radius of torsion is a linear function of the arc.
is
0,
show
State
and prove the converse theorems.
CHAPTER
SURFACES
I.
XII
CURVATURE OF CURVES DRAWN ON A SURFACE
239. Fundamental formula. Meusnier s theorem. In order to study the curvature of a surface at a non-singular point M, we shall sup pose the surface referred to a system of rectangular coordinates
such that the axis of z
is not parallel to the tangent plane at M. If the surface is analytic, its equation may be written in the form
(1)
F(x,y),
where F(x, ?/) is developable in power series according to powers of x X Q and y y in the neighborhood of the point ) (x y But the arguments which we shall use do not require the ( 194).
assumption that the surface should be analytic we shall merely suppose that the function F(x, ?/), together with its first and second We shall use derivatives, is continuous near the point (x y
:
~)
Monge
It is
notation, p,
q, r, s,
t,
for these derivatives.
seen immediately from the equation of the tangent plane
that the direction, cosines of the normal to the surface are propor tional to p, q, and 1. If we adopt as the positive direction of the normal that which makes an acute angle with the positive z axis,
the actual direction cosines themselves formulae

\ A
A,
/*,
v are
given by the
u,
Let C be a curve on the surface S through the point M, and let the equations of this curve be given in parameter form then the functions of the parameter which represent the coordinates of a point of this curve satisfy the equation (1), and hence their differ
;
entials satisfy the

(3)
(4)
<Pz
two relations
= p d*x
= p dx + q di/ + q d*y + r dx + 2s dxdy + t dy*.

dz
,
497
498
SURFACES
*
[XII,
239
lies in
of these equations means that the tangent to the curve C In order to interpret the the tangent plane to the surface. second geometrically, let us express the differentials which occur in If the independent it in terms of known geometrical quantities.
The
first
variable be the arc a of the curve C,
we
shall
have
<&*
dx : _ ~ a
~fo
^/_o ~
"
^f_
do-
do-~ y
,
d*x_<^
dv*
,
&y__P_ ~
da 2
da2
= ~
where the
229.
letters a, ft, y, a , /3 y R have the same meanings as in Substituting these values in (4) and dividing by
that equation becomes
y -pa -gp* R^/l + p* + q 2

or,
= = ra + 2sa@ +
2
by
(2),
\a
fji/3
vy
R
angle
+ p.(3 + vy is nothing but the cosine of the included between the principal normal to C and the positive direction of the normal to the surface hence the preceding formula may be written in the form
But the numerator Xa
;
COS 6
(5)
ra 2
2sa/3
+ tfB*
This formula
is exactly equivalent to the formula (4); hence it contains all the information we can discover concerning the curva
ture of curves
drawn on the
surface.
2
Since
and
2
Vl + p* +
are both essentially positive, cos and ra -f 2saft tf} have the same is acute or sign, i.e. the sign of the latter quantity shows whether
obtuse.
In the
first place, let
us consider
all
the curves on the sur
which have the same osculating plane face S through the point (which shall be other than the tangent plane) at the point M. All
these curves have the same tangent, namely the intersection of the osculating plane with the tangent plane to the surface. The direc tion cosines a, /?, y therefore coincide for all these curves. Again,
the principal normal to any of these curves coincides with one of the two directions which can be selected upon the perpendicular to the be the angle which the tangent line in the osculating plane. Let
o>
normal to the surface makes with one of these directions then we = TT to. But the sign of ra 2 + 2sa/3 + tfP shall have 6 = or
;
o>
shows whether the angle
is
acute or obtuse
hence the positive
XII,
239]
CURVES ON A SURFACE
499
direction of the principal normal is the same for all these curves. Since 6 is also the same for all the curves, the radius of curvature
them all that is to say, all the curves on the sur which have the same osculating plane have the point face through the same center of curvature.
is
the same for
It follows that
we need only study
the curvature of the plane
First let us study the variation of the curvature of the sections of the surface by planes which all pass
sections of the surface.
through the same tangent MT. 2 z generality, that ra + 2sa(3 + fy3
We may
>
0, for a
suppose, without loss of change in the direction
of the z axis is sufficient to change the signs of r, s, and t. For all these plane sections we shall have, therefore, cos and the 0, If is acute. be the of radius curvature 6 of the section R! angle by the normal plane through MT, since the corresponding angle
>
is zero,
we
shall
have
1 __ ra*
+ 2sa(3 +
t/3
R
Comparing
this
formula with equation
(5),
which gives the radius
of curvature of
any oblique
section,
we
find
cos0
W^-JT
or
R=
R! cos
0,
center of curvature of
any
oblique section is the projection of the center of curvature of the normal section through the same tangent line. This is Meusnier s
theorem.
The preceding theorem reduces the study
of the curvature of
We
oblique sections to the study of the curvature of normal sections. shall discuss directly the results obtained by Euler. First let
us remark that the formula (5) will appear in two different forms for a normal section according as ra 2 + 2saft + t{P is positive or
negative.
In order to avoid the inconvenience of carrying these
two
signs,
we
radius of curvature
from
M to the center of
shall agree to affix the sign or the sign to the R of a normal section according as the direction
curvature of the section
is
the same as or
opposite to the positive direction of the normal to the surface. With this convention, R is given in either case by the formula
1
(7)
ra*
28ap
+ tF
500
SURFACES
in
[XII,
239
which shows without ambiguity the direction

of curvature
lies.
which the center
(7) it is easy to determine the position of the surface with to its tangent plane near the point of For if respect tangency.
2 2 0, the quadratic form ra 2saft }- tfi keeps the same of r and t the of as the normal sign sign plane turns around the normal; hence all the normal sections have their centers of
From
rt
<
lie
curvature on the same side of the tangent plane, and therefore all on the same side of that plane the surface is said to be convex
:
and the point is called an elliptic point. On the 2 2 if s rt + 2sa(3 + tfi 2 vanishes for two 0, the form contrary, particular positions of the normal plane, and the corresponding normal sections have, in general, a point of inflection. When the normal plane lies in one of the dihedral angles formed by these two planes, R is positive, and the corresponding section lies above the tan gent plane when the normal plane lies in the other dihedral angle, R is negative, and the section lies below the tangent plane. Hence
at such a point,
>
in this case the surface crosses its tangent plane at the point of Such a point is called a hyperbolic point. Finally, if tangency.
s
2
rt
0, all
the normal sections
lie
on the same side of the tan
gent plane near the point of tangency except that one for which the radius of curvature is infinite. The latter section usually
crosses the tangent plane. Such a point is called a parabolic point. It is easy to verify these results by a direct study of the differ z ence n z of the values of z for a point on the surface and for
the point on the tangent plane at For point (x, y} on the xy plane.
z
M which
we have
projects into the
same
= p(x
cz
dx
a*
+ q(ij
,
i/
whence, for the point of tangency (xn
?/
),
du _
dx
_
u
^M
_n
dy
d2 u
and
d2 u
(ft
u is a maximum or a minimum at M. it has the same sign for all other On the other hand, if s 2 rt 0, u points in the neighborhood. has neither a maximum nor a minimum at M, and hence it changes sign in any neighborhood of M.
rt
<
It follows that if s 2
(
0,
56),
and
since
u vanishes
at
>
XII,
240]
CURVES ON A SURFACE
The
indicatrix.
501
240. Euler s theorems.
In order to study the varia
tion of the radius of curvature of a normal section, let us take the as the origin and the tangent plane at as the xy plane. point
With such a system

formula (7) becomes
(8)
of axes
we
shall
have
p=
sin 2
= 0,
and the
= r cos
<
2
<
2s cos
<f>
sin
<
<,
where is the angle which the trace of the normal plane makes with the positive x axis. Equating the derivative of the second member to zero, we find that the points at which R may be a maxi
stand at right angles. The following geomet convenient means of visualizing the variation of R. Let us lay off, on the line of intersection of the normal plane with the xy plane, from the origin, a length Om equal numerically to the
or a
rical picture is a
mum
minimum
vature.
square root of the absolute value of the corresponding radius of cur The point ra will describe a curve, which gives an instanta
neous picture of the variation of the radius of curvature. This ciirve is called the indicatrix. Let us examine the three possible cases.
2 rt 0. In this case the radius R has a constant sign, which 1) s we shall suppose positive. The coordinates of are cos and r) V-R sin hence the equation of the indicatrix is
<
= V#
<
<
(9)
re
is
which
clear that
the equation of an ellipse whose center is the origin. It is R is at a maximum for the section made by the normal
plane through the major axis of this ellipse, and at a minimum for the normal plane through the minor axis. The sections made by two
planes which are equally inclined to the two axes evidently have the same curvature. The two sections whose planes pass through the
axes of the indicatrix are called the principal normal sections, and the corresponding radii of curvature are called the principal radii of If the axes of the indicatrix are taken for the axes of x curvature.
and
y,
we
shall
have
0,
and the formula

T cos 2
<
(8)
becomes
R
With
to
<j>
sin 2
<.
these axes the principal radii of curvature
R and R 2
l
=
(10)
correspond
and
<f>
Tr/2, respectively
hence 1/Ri
sin
2
<fr
r,
1/R 2
t,
and
^cos
<ft
>
502
2) s
2
SURFACES
rt
<f>
[XII,
240
>
0.
The normal
sections
which correspond to the
values of
which
r cos 2

<
2s cos
<j>
sin
<
sin 2
<
have
infinite radii of curvature.
sections of these
Let L(OL^ and LÔL 2 be the inter two planes with the xy plane. When the trace of
of curvature
indicatrix
is
the normal plane lies in the angle LÔL^^ for example, the radius is positive. Hence the corresponding portion of the
represented by the equation
where
point m.
and
77
are, as in
is
.
This
L[OL l and L Z OL Z
other angle
the previous case, the coordinates of the an hyperbola whose asymptotes are the lines When the trace of the normal plane lies in the
is
L ÔL lt R
negative, and the coordinates of

<f),
m are
= V R cos
t]
sin
<.
Hence the corresponding portion
of the indicatrix
is
the hyperbola
which
is
conjugate to the preceding hyperbola.
These two hyper
bolas together form a picture of the variation of the radius of curva If the axes of the hyperbolas be taken as the ture in this case. x and y axes, the formula (8) may be written in the form (10), as in
the previous case, where now, however, the principal radii of curva ture R and R 2 have opposite signs.
2 rt 0. 3) s fixed sign, which
In this case the radius of curvature
has a
represented by and it is of the parabolic type, it must be composed of two parallel If the axis of y be taken parallel to these lines, we straight lines.
shall
The indicatrix is still shall suppose positive. the equation (9), but, since its center is at the origin
we
have
0, t
0,
and the general formula
(8)
becomes
-=
it
rcos*$,
or
R
This case may also be considered to be a limiting case of either of the preceding, and the formula just found may be thought of as the limiting case of (10), when R 2 becomes infinite.
XII,
241]
CURVES ON A SURFACE
503
Euler a formulae may be established without using the formula (5). Taking of the given surface as the origin and the tangent plane as the xy the point plane, the expansion of z by Taylor s series may be written in the form
rz 2
~o-
2sxy
ty* -
-"
where the terms not written down are
of order greater than two.
In order
to find the radii of curvature of the section
made by a plane y = x tan 0, we

x sin
may
introduce the transformation
=
0.
x cos
y sin
<t>
= +
y cos
<
and then
set
=
2
This gives the expansion of z in powers of x

r cos 2
<(>
2s sin
<f>
cos
<f>
sin 2
2J
|-
1.2
which, by
Notes.
214, leads to the formula (8).
The
section of the surface
by
its
tangent plane
<j>
is
given by the equation

,
rz 2
2sxy
ty*
3 (x,
y)
and has a double point at the origin. The two tangents at this point are the asymptotic tangents. More generally, if two surfaces S and Si are both tangent
at the origin to the
xy plane, the projection of
their curve of intersection
on the
xy plane
is
=
where
for S.
(s
(r
- n)x2 +
2(8
Sl )xy
(t
t^y*
-,
r\, s\, ti have the same meaning for the surface Si that r, s, t have The nature of the double point depends upon the sign of the expression
2
Si)
(r
ri)(t
ti).
If this
expression
is
zero, the curve of intersection
has, in general, a cusp at the origin.
To recapitulate, there exist on any surface four remarkable posi tions for the tangent at any point two perpendicular tangents for
:
which the corresponding radii of curvature have a maximum or a minimum, and two so-called asymptotic, or principal,* tangents, for which the corresponding radii of curvature are infinite. The latter are to be found by equating the trinomial ra 2 -+-2saft + t{P to zero ( 238). We proceed to show how to find the principal normal sections and
the principal radii of curvature for any system of rectangular axes.
241. Principal radii of curvature. There are in general two different normal sections whose radii of curvature are equal to any given
value of R. value of
*
The only exception
is
is
one of the principal radii of curvature, in
the case in which the given which case
The reader should distinguish sharply the directions of the principal tangents and the directions of the principal normal sections To avoid confusion we shall not use the term principal (the axes of the indicatrix) TRANS. tangent.
(the asymptotes of the indicatrix)
.
504
SURFACES
[XII,
241
only the corresponding principal section has the assigned radius of curvature. To determine the normal sections whose radius of curvature is a given number R, we determine the values of
may
a,
ft,
y by the three equations

2
Vl + p + a* = ra* + 2sa/3 + tft\
-J
=p a + qft,
a2
/3
+ y =l.
2
It is easy to derive
from these the following homogeneous combina

ft
:
tion of degree zero in a and
R
a\l + p* - rD) +
<**
+ ft* + (pa + qpf

by the equation
It follows that the ratio ft/ a is given
2aft(pq
2
.
- sD) + (?(!+
<f
tD)
= 0,
where R If this equation has a double root, that q root satisfies each of the equations formed by setting the two first derivatives of the left-hand side with respect to a and ft equal to zero
2
:
D Vl +p +
(12)
I
D)
tD)
=0,
a(pq-
sD}
+ ft(l + q* -
0.
and replacing D by its value, we obtain an Eliminating a and equation for the principal radii of curvature
:
On the other hand, eliminating D from the equations (12), we obtain an equation of the second degree which determines the lines of inter section of the tangent plane with the principal normal sections
:
-pqr]
From
the very nature of the problem the roots of the equations (13) real. It is easy to verify this fact directly. In order that the equation for R should have equal roots, it is
and (14) will surely be
necessary that the indicatrix should be a circle, in which case all the normal sections will have the same radius of curvature. Hence the second member of must be of the ratio
(11)
independent
ftfa,
which necessitates the equations
pq
XII,
241]
CURVES ON A SURFACE
505
The
At points which satisfy these equations are called umbilics. such points the equation (14) reduces to an identity, since every diameter of a circle is also an axis of symmetry.
It is often possible to determine th e principal normal sections from certain geometrical considerations. For instance, if a surface S has a plane of symmetry through a point on the surface, it is
clear that the line of intersection of that plane with the tangent is a line of symmetry of the indicatrix hence the sec plane at
tion by the plane of symmetry is one of the principal sections. For example, on a surface of revolution the meridian through any point is one of the principal normal sections it is evident that the plane
;
of the other principal normal section passes through the normal to the surface and the tangent to the circular parallel at the point. But we know the center of curvature of one of the oblique sections
through this tangent line, namely that of the circular parallel itself. It follows from Meusnier s theorem that the center of curvature of the second principal section is the point where the normal to the
surface meets the axis of revolution.
At any point of a developable surface, s rt 0, and the indica trix is a pair of parallel straight lines. One of the principal sec
2
tions coincides with the generator,
and the corresponding radius of
curvature
is infinite.
The plane
perpendicular to the generator. surface are parabolic, and, conversely, these are the only surfaces which have that property ( 222). If a non-developable surface is convex at certain points, while other points of the surface are hyperbolic, there is usually a line of para
of the second principal section is All the points of a developable
which separates the region where s rt is positive from the region where the same quantity is negative. For example, on the anchor ring, these parabolic lines are the extreme circular parallels.
bolic points
2
In general there are on any convex surface only a finite number of umbilics. proceed to show that the only real surface for which every point is an umbilic is the sphere. Let X, p, v be the direction cosines of the normal to the surface. Differentiating (2), we find the formulae
We
ax
CX
dfj.
_ ~ pqs-(l+q*)r (l + p2 +9 2)J _ pqr-(l+p*)s

= ~
dy
5X
Sy
_ pqt-(l +
q*)s
dp
or,
by
(15),
^ = ~ dx
= ~
dx
-dy
500
The
SURFACES
[XII,
242
first equation shows that X is independent of y, the second that /x is inde pendent of z hence the common value of d\/cx, dp/dy is independent of both x and y, i.e. it is a constant, say I/a. This fact leads to the equations
;
X=
-X
,
-Mo
a X
Va2 X
(x
2
)
(y
2
2/o)
Va2 -
(x
2
)
(y
yo)
y -2/0
)
Va2 -(x-x
whence, integrating, the value of z
z
is
2
)
-(2/-2/o)
found to be
(x
+ Va 2
2
)
(y
)*
which
is
surface
is
the equation of a sphere. It is evident that if 8\/dx dp/dy = 0, the But the equations (15) also have an infinite number of a plane.
2 2 imaginary solutions which satisfy the relation 1 + p + q = 0, as we can see by with to x and with this respect to y. respect equation differentiating
II.
ASYMPTOTIC LINES
CONJUGATE LINES
At every hyper
242. Definition and properties of asymptotic lines.
bolic point of a surface there are two tangents for which the corre sponding normal sections have infinite radii of curvature, namely
The curves on the given surface each of their points to one of these asymptotic If a point moves along any directions are called asymptotic lines. curve on a surface, the differentials dx, dy, dz are proportional to
the asymptotes of the indicatrix.
which are tangent
at
For an asymptotic tangent the direction cosines of the tangent. dx and dy at any point differentials hence the roP tft* 2saf3
of an asymptotic line
must
(16)
rdx 2
2sdxdy
+ tdif = 0. =
If the equation of the surface be given in the form z F(x, y), and we substitute for r, s, and t their values as functions of x and y,
this equation
may
be solved for dy/dx, and
we
shall obtain the
two
solutions
shall see later that each of these equations has an infinite num ber of solutions, and that every pair of values (x y ) determines It follows that there pass in general one and only one solution.
,
We
through every point of the surface, in general, two and only two
XII,
242]
ASYMPTOTIC LINES
:
CONJUGATE LINES
507
asymptotic lines
lines
all
these lines together form a double system of
upon the
surface.
Again, the asymptotic lines

:
may be
defined without the use of
any metrical relation the asymptotic lines on a surface are those curves for which the osculating plane always coincides with the tan gent plane to the surface. For the necessary and sufficient condition
that the osculating plane should coincide with the tangent plane to the surface is that the equations
dz
p dx
q dy
d2 z
p d^x
q d*y
should be satisfied simultaneously (see The first of these 215). equations is satisfied by any curve which lies on the surface. Dif ferentiating it, we obtain the equation
d*z
p d*x
q d*y
dp dx
dq dy
which shows that the second of the preceding equations may be replaced by the following relation between the first differentials
:
(18)
dp dx
+ dqdy= 0,
an equation which coincides with (16). Moreover it is easy to Since the radius of explain why the two definitions are equivalent.
curvature of the normal section which
of the indicatrix
is infinite, is tangent to an asymptote the radius of curvature of the asymp
totic line will also
the osculating plane

case Meusnier
s
by -Meusnier s theorem, at least unless perpendicular to the normal plane, in which theorem becomes illusory. Hence the osculating
infinite,
is
be
an asymptotic line must coincide with the tangent plane, at least unless the radius of curvature is infinite but if this were true, the line would be a straight line and its osculating plane
plane to
;
would be indeterminate.
It follows
from this property that any
projective transformation carries the asymptotic lines into asymp totic lines. It is evident also that the differential equation is of
the same form whether the axes are rectangular or oblique, for the equation of the osculating plane remains of the same form.
It is clear that the
asymptotic lines exist only in case the points of
the surface are hyperbolic.
But when the surface
is
analytic the
differential equation (16) always has an infinite number of solu 1 rt is positive or negative. As a tions, real or imaginary, whether s
generalization we shall say that any convex surface possesses two sys tems of imaginary asymptotic lines. Thus the asymptotic lines of an unparted hyperboloid are the two systems of rectilinear generators.
508
SURFACES
[XII,
243
For an ellipsoid or a sphere these generators are imaginary, but

they satisfy the differential equation for the asymptotic lines.
Example. Let us try to find the asymptotic z = x m y*. In this example we have
r
lines of the surface
= m(m
l)x
m - 2 yn
mnx m may
yn
-1
,
n(n
l)x
m
y"-
2
,
and
the differential equation (16)
x dy/
This equation
the solutions.
\x dy
Let hi and h^ be
may
be solved as a quadratic in (ydx)/(xdy).
the two families of asymptotic lines are the curves which project, on the xy plane, into the curves
Then
243. Differential equation in parameter form. Let the equations of the surface be given in terms of two parameters u and v
:
(19)
x=f(u,
v),
$(u,v},
^(u,v}.
Using the second definition of asymptotic lines, let us write the equation of the tangent plane in the form
(20)
A(X -
x)
+ B(Y - y) +
C(Z
z)
0,
where A, B, and C satisfy the equations
dv
ov
8v
39. Since the for A, B, and C found in as this line is the same of an tangent asymptotic osculating plane must the coefficients these same equations satisfy plane,
which are the equations
Adx +
Ad*x
The
first
Bdij + Cdz =0, + Bd*y + Cd?z = 0.
entiating
(22)
of these equations, as above, is satisfied identically. Differ it, we see that the second may be replaced by the equation
dA dx
is
+ dBdy + dCdz =
0,
which
set
the required differential equation. If, for example, we 1 in the equations (21), A and B are equal, respectively,
y,
p and q of z with respect to x and the equation (22) coincides with (18).
to the partial derivatives
and
XII,
244]
ASYMPTOTIC LINES
CONJUGATE LINES
<f>(y/x).
509
tion
This equa Examples. As an example let us consider the conoid z = z = and the equations (21) is equivalent to the system x = u, y =
w>,
</>(),
become
These equations are
A + Bv =
satisfied if
we
2
set
Bu + (v) C = u, A =
C<j>
# (),
.B
# ()
hence
the equation (22) takes the form

utf>"(v)dv
24>
(v)dudv
0.
One
tors.
solution of this equation is v const., which gives the rectilinear genera Dividing by dv, the remaining equation is
dv
<t>"(v)
<j>
(v)
du u
defined
whence the second system by the equation w 2

curves
of asymptotic lines are the curves
=
K<f>
(v)
on the surface which project on the xy plane into the
Again, consider the surfaces discussed by Jamet, whose equation

written in the form
may
be
Taking the independent variables

the asymptotic lines
may be
z and u = y/x, the differential equation of written in the form
JTW
quadrature.
/(u>
from which each of the systems of asymptotic
lines
may
be found by a single
A helicoid is a surface defined by

The reader may show that the
pf"(p)
equations of the form
differential equation of the asymptotic lines is
dp*
- 2h dw dp +
p*f
(p)
du*
from which w may be found by a single quadrature.

244. Asymptotic lines on a ruled surface. Eliminating A B, and C between the equations (21) and the equation
,
n* A JT. /-/2 \JU *J
^^
J-f
sj* U/
.-I*
/"*
\*>
I/
^-72 fj
[^
Uv
& __
|| V/
we
find the general differential equation of the asymptotic lines
f du
d
d
<j>
diff
du
du
(23)
df
dv
8$
dv
d$
dv
=0.
510
SURFACES
[XII,
244
This equation does not contain the second differentials d z u and d 2 v,

for
we have
CV
CUCV
du dv
ov*
dv*
and analogous expressions for d2 y and d 2 z. Subtracting from the 2 third row of the determinant (23) the first row multiplied by d u 2 d the differential and the second row multiplied by v, equation becomes
cu
df_
_ du
c_$
en
cj,
0.
do
cv
cu cv
vtr
Developing this determinant with respect to the elements of the first row and arranging with respect to du and dv, the equation
may
(24)
D du + 2D
2
du dv
D"
dv*
= 0,
where D,
and
D"
denote the three determinants
(25)
XII,
245]
ASYMPTOTIC LINES
CONJUGATE LINES
511
line generator of the ruled surface, and the value of u at any point of the line will be proportional to the distance between the point the point (x , y , s ) at which the generator meets the (x, y, z) and
curve
is
F.
It is
independent of degree in u:
evident from the formulae (25) that D = 0, that is a polynomial of the second u, and that
Z>
D"
D"
Since dv
is
a factor of (24), one system of asymptotic lines consists
of the rectilinear generators v const. Dividing by dv, the remain ing differential equation for the other system of asymptotic lines is of the form
CL
(26)
tl>
dv
+ Lu + Mu + N = 0,
2
are functions of the single variable v. An equa L, M, and tion of this type possesses certain remarkable properties, which we shall study later. For example, we shall see that the anharmonic
where
ratio of
any four
solutions is
a constant.
It follows that the
anhar
monic
ratio of the four points in
asymptotic lines
which a generator meets any four of the other system is the same for all generators,
which enables us to discover all the asymptotic lines of the second system whenever any three of them are known. We shall also see that whenever one or two integrals of the equation (26) are known, all the rest can be found by two quadratures or by a single
quadrature. Thus, if all the generators meet a fixed straight line, that line will be an asymptotic line of the second system, and all
the others can be found by two quadratures. If the surface pos sesses two such rectilinear directrices, we should know two asymp
second system, and it would appear that another would be required to find all the others. But we can quadrature obtain a more complete result. For if a surface possesses two rectilinear directrices, a protective transformation can be found which will carry one of them to infinity and transform the surface into a conoid but we saw in 243 that the asymptotic lines on a conoid could be found without a single quadrature.
totic lines of the
;
245. Conjugate lines.
Any two
conjugate diameters of the indica-
S are called conjugate tangents. the surface there corresponds a conjugate tangent, which coincides with the first when and only when the given
trix at a point of a given surface
To every tangent
to
512
tangent
is
SURFACES
[XII,
245
an asymptotic tangent. Let z = F(x, y) be the equation of m and m be the slopes of the projections of two conjugate tangents on the xy plane. These projections on the xy plane must be harmonic conjugates with respect to the projec
the surface S, and let
tions of the
face.
two asymptotic tangents at the same point of the sur But the slopes of the projections of the asymptotic tangents
r
+ 2s +
p.
tp.
In order that the projections of the conjugate tangents should be harmonic conjugates with respect to the projections of the asymp totic tangents, it is necessary and sufficient that we should have
(27)
If r
+ s (m + m ) + tmm =
S,
be a curve on the surface
the envelope of the tangent
plane to
at points along this curve is a developable surface which At every point is tangent to S all along C. of C the generator of this developable is the conjugate tangent to the tangent to C. Along
C, x, y,
2,
p,
The generator
and q are functions of a single independent variable of the developable is defined by the two equations
a.
Zdz
- p(X q dy
x)
- q(Y x~)
y)
0,
+p
dx
dp (X
dq( Y
y}
the last of which reduces to
X
Let
y x
dp
dq
rdx
s
+ sdy
+
tdy
dx
the slope of the projection of the tangent to C and Then we shall have of the slope projection of the generator.
m be
the
*y
dx
=m
y-
y x
=m
>
and the preceding equation reduces the theorem stated above.
to the
form
(27),
which proves
Two one-parameter families of curves on a surface are said to form a conjugate network if the tangents to the two curves of the two families which pass through any point are conjugate tangents
It is evident that there are an infinite number of on any surface, for the first family may be networks conjugate the second family then being determined by a assigned arbitrarily, at that point.
differential equation of the first order.
XII,
245]
ASYMPTOTIC LINES
CONJUGATE LINES
513
Given a surface represented by equations of the form (19), let us find the conditions under which the curves u = const, and v = const, form a conjugate
network.
If
we move along
is
the curve v
const.
the characteristic of the
tangent plane
represented by the two equations
A(X -
x)
+ B(Y -y) + C(Z -z) =
0,
In order that this straight line should coincide with the tangent to the curve = const., whose direction cosines are proportional to dx/dv, dy/dv, dz/dv, it is necessary and sufficient that we should have
cv
dv
dv
dA
du
Differentiating the
dx
dv
dB dy
du
dv
dC
dz
_
we
see that the
du dv
second
(28)
may
first of these equations with regard to u, be replaced by the equation
dudv
dudv
and finally the elimination of A, JB, and C between the equations (21) leads to the necessary and sufficient condition
dx
du
and
(28)
dy
du
dz
du
dx
dv
dy
dv
dz
dv
0.
du dv This condition
is
cu dv
du dv
x, y, z
equivalent to saying that
are three solutions of a
differential equation of the
form
(29)
du dv
du
where
M and N are arbitrary functions of
u and
v.
It
follows that the
knowl
edge of three distinct integrals of an equation of this form is sufficient to determine the equations of a surface which is referred to a conjugate network. = = 0, every integral of the equation (29) is For example, if we set the sum of a function of u and a function of v hence, on any surface whose
M N
y
equations are of the form

(30)
x=/(u)+/i(t>),
*(u)+^(w),
^(u)
î(t),
the curves (u) and (v) form a conjugate network. Surfaces of the type (30) are called surfaces of translation.
Any such
surface
may
be described in two different ways by giving one rigid curve F a motion of translation such that one of its points moves along another rigid curve T For,
.
514
let
,
SURFACES
[XII,
246
be four points of the surface which correspond, respectively, MQ, MI 2 to the four sets of values (u o), (M, v ), (w ), (u, v) of the parameters u and u. By (30) these four points are the vertices of a plane parallelogram. If is fixed and u allowed to vary, the point MI will describe a curve T on the surface like
, , ,
M M
wise,
if
is
kept fixed and v
is
allowed to vary, the point
will describe
another curve T on the surface. It follows that we may generate the surface by or by giving F a motion of translation which causes the point M% to describe It is giving T a motion of translation which causes the point MI to describe T. evident from this method of generation that the two families of curves (M) and (v) are conjugate. For example, the tangents to the different positions of T at the
r",
various points of T form a cylinder tangent to the surface along F tangents to the two curves at any point are conjugate tangents.
hence the
III.
LINES OF CURVATURE
246. Definition and properties of lines of curvature. A curve on a given surface S is called a line of curvature if the normals to the surface along that curve form a developable surface. If z f(x, y) is the equation of the surface referred to a system of rectangular
axes, the equations of the
normal
to the surface are
Y=-qZ
+(y+qz).
The necessary and sufficient condition that this line should describe a developable surface is that the two equations
- Z dq +
should have
d(x
or,
d(y
+ qz) =
Z
(
should have a solution in terms of
223), that
is,
that
we
+ pz} _
dp
d(y
+
dq
qz)
more simply,
dx
+ p dz
dp
dy
-\-
q dz
dq
Again, replacing dz, dp, and dq by their values, this equation may be written in the form
(l
+ p*)dx + pqdy _ pqdx rdx + sdy sdx +
tdy
This equation possesses two solutions in dy/dx which are always real and unequal if the surface is real, except at an umbilic. For, if we replace dx and dy by a and /3, respectively, the preceding
XII,
246]
LINES OF CURVATURE
515
241] for equation coincides with the equation found above [(14), the determination of the lines of intersection of the principal normal sections with the tangent plane. It follows that the tangents to the
lines of curvature
indicatrix.
through any point coincide with the axes of the
We
shall see in the study of differential equations that
is one and only one line of curvature through every nonsingular point of a surface tangent to each one of the axes of the These lines are indicatrix at that point, except at an umbilic. always real if the surface is real, and the network which they form
there
is at
once orthogonal and conjugate,

Let us determine the
a characteristic property.
Example.
xy/a.
lines of curvature of the paraboloid z
In this example
and the
differential equation (33) is
(a2
2
2/
)dx
(a
z2 )dy 2
dx
or
dy
a2
=Q
a2
is
Vz 2 +
Vy 2 +
If
we
take the positive sign for both radicals, the general solution
(x
+ Vz 2 +
a 2 )(y
4-
Vy 2 +
If
a2 )
C,
which gives one system

(34)
of lines of curvature.
we
set
Vy2 +
a2
Vx2 +
a2
the equation of this system
may be
X
written in the form

a*
+ VX2 +
2
= C
+ V(x2 +
a2 )(j/2
by virtue of the identity

(z
Vy 2 +
a2
Vz 2 +
a2 )
a*
[xy
a2 )]
It follows that the projections of the lines of curvature of this first system are represented by the equation (34), where X is an arbitrary constant. It may be shown in the same manner that the projections of the lines of curvature of the other system are represented by the equation
(35)
Vy 2 +
a2
Vx2 +
a2
/*.
From the (35) may be
az of the given paraboloid, the equations (34) and equation xy written in the form
z2
Vx 2 +
+ Vy 2
-f
z2
C,
Vx2 +
z2
- Vy 2 +
z2
=C
Vz 2 + z 2 and Vy 2 + z 2 represent, respectively, the dis It follows that the lines tances of the point (z, y, z) from the axes of z and y. of curvature on the paraboloid are those curves for which the sum or the difference of the distances of any point upon them from the axes of x and y is a constant.
But the expressions
516
247. Evolute of a surface.
SURFACES
Let C be a
line of curvature
[XII,
247
on a sur
face S.
As a
point
M describes the curve

MN
C, the
normal
MN to the
surface remains tangent to a curve T. Let (X, Y, Z) be the coor dinates of the point A at which is tangent to T. The ordinate Z is given by either of the equations (32), which reduce to a single
e<
{nation since
is
a line of curvature.
The equations
2
(32)
may
z_z_
(1
+P
dx
r dx
+ pq dy ^pgdx + (l+ ? s dx + tdy + s dy
dy
Multiplying each term of the first fraction by dx, each term of the second by dy, and then taking the proportion by composition, we
find
dx 2
dy*
r dx 2
+ (p dx + + 2s dx dy +
g dy}*
t
dif
a,
Again, since dx, dtj, and dz are proportional to the direction cosines ft, y of the tangent, this equation may be written in the form
*
*5
_ -
a2
/?
2
+ (pa + + 2sp +
2
tfi
ra 2
+ 2safi
this formula with (7), which gives the radius of curva of the normal section tangent to the line of curvature, with the proper sign, we see that it is equivalent to the equation
Comparing
ture
(36)
Z-z=
v is
= RV
the cosine of the acute angle between the z axis and the direction of the normal. But z Kv is exactly the value positive of for the center of curvature of the normal section under con
where
sideration.
MN
of tangency A of the normal T with coincides the center of curvature of the envelope normal section to C at M. Hence the curve F is principal tangent
It follows that the point
to its
the locus of these centers of curvature.
If
we consider
all
the lines
of curvature of the system to which C belongs, the locus of the cor responding curves r is a surface 2 to which every normal to the
given surface S
tangent at
is tangent. For the normal to the curve r which lies on 2.
MN,
C
for example,
is
The other The normal

which
is
at right angles. always tangent to a curve T the locus of the centers of curvature of the normal sections to
line of curvature
C through
itself
M cuts
S along C
is
XII,
248]
LINES OF CURVATURE
C".
517
The locus of this curve T for all the lines of curva tangent to ture of the system to which C belongs is a surface 2 to which all the normals to S are tangent. The two surfaces 2 and 2 are not
usually analytically distinct, but form two nappes of the same sur
face,
which
is
The normal MN to S is tangent to each of these nappes 2 and 2 at the two principal centers of curvature A and A of the surface S
at the point M. It is easy to find the tangent planes to the two nappes at the points A and A
(Fig. 51).
C, the
then represented by an irreducible equation.
As
the point
M describes the curve

;
normal describes the developable surface D whose edge of regression is F at the same time the point A where touches 2 describes a curve y distinct from F since the straight line cannot remain tangent to two distinct curves F and F The developable D and the surface 2 are tangent at A hence
MN
MN
MN
the tangent plane to 2 at A is tangent to D It follows that it is the plane all along MN.
passes through the tangent to C. Similarly, it is evident that the tangent plane to 2 at A is the plane through the tan
NMT, which
NMT
FIG. 51
gent to the other line of curvature
The two planes and stand at right angles. This fact leads to the following important conception. Let a normal be from O in on the surface S, and let A and dropped any point space
NMT
NMT
OM
be the principal centers of curvature of S on this normal.
The
tangent planes to 2 and 2 at A and A , respectively, are perpendic ular. Since each of these planes passes through the given point 0, it is clear that the two nappes of the e volute of any surface S, observed
from any point O in space, appear to cut each other at The converse of this proposition will be proved later.
248. Rodrigues
formulae.
right angles.
If
X,
/A,
denote the direction cosines
of the normal,
one of the principal radii of curvature, the corresponding principal center of curvature will be given by the
formulae
(37)
and
X=
Z=
Rv.
As the point (x, y, z) describes a line of curvature tangent to the normal section whose radius of curvature is R, this center of
518
SURFACES
[XII,
249
curvature, as we have just seen, will describe a curve F tangent to the normal MN; hence we must have
dX
X
or,
_dY _dZ
fji
replacing X, Y, and
by their values from (37) and omitting the
common term dR,

dx
-f
R d\ _
dy
+
p.
Rdp.
_ dz + Rdy
v
The value
of any of these ratios is zero, for if we take them by composition after multiplying each term of the first ratio by X, of
the second by p., and of the third by v, we obtain another ratio equal to any of the three but the denominator of the new ratio is
;
unity, while the numerator
X dx
is
fj.
dy
dz
R(\ dX
p.
dp.
v dv)
identically zero.
:
This gives immediately the formulae of Olinde
Rodrigues
(38)
dx
+ R dX = 0,
dy
+ Rdn =
0,
dz
+ Rdv =
0,
which are very important
in the theory of surfaces. It should be that these formulae to a noticed, however, apply only displacement of the point (a;, y, z) along a line of curvature.
249. Lines of curvature in parameter form. If the equations of the surface are given in terms of two parameters u and v in the form (19), the equations of the normal are
Xx _ Yy_Zz
A
where A, B, and C are determined by the equations (21). The and sufficient condition that line this should describe a necessary
developable surface
is,
by
dx
223,
(39)
ABC
dy
dz
0,
dA
where
dB
dC
x, y, z, A, B, and C are to be replaced by their expressions in terms of the parameters u and v; hence this is the differential equation of the lines of curvature.
XII,
249]
LINES OF CURVATURE
let
519
As an example
us find the lines of curvature on the helicoid
a arc tan x
whose equation
is
equivalent to the system
In this example the equations for A, B, and
are
-f
A cos + B sin =
Taking
Ap sin + Bp cos
0,
Ca =
C = p, we
find
A=
a sin
B=
fication the differential equation (39)
a cos becomes
or
0.
After expansion and simpli
de-
dp
Choosing the sign
for example,
and integrating, we find

or
+ V/o2 +
a2
= ae-o,
[e-ec - e~(-
o)]
The
projections of these lines of curvature on the xy plane are are easily constructed.
all spirals
which
The same method enables us

A, B, C,
\, n, v
to form the equation of the second
degree for the principal radii of curvature.
With the same symbols
we
shall have, except for sign,
B2 + C 2
shall adopt as the positive direction of the normal that which If .R is a principal radius of given by the preceding equations. curvature, taken with its proper sign, the coordinates of the corre
is
We
sponding center of curvature are
where
R = pÂ* + B 2 + C 2
If the point (x, y, z) describes the line of curvature tangent to the principal normal section whose radius of curvature is R, we have seen that the point (X, Y, Z) describes a curve F which is tangent
to the
normal to the surface.
Hence we must have

dz
dx
+ p dA +
A
A dp
dy
+ p dB + B dp _
B
+ pdC + Cdp
C
620
or,
SURFACES
common
values of these ratios by dp
,
[XII,
250
denoting the
K,
+ pdA A K + pdB - BK= dz + pdC - CK= (dx

dy
Eliminating p and
0,
0.
from these three equations, we
find again the
differential equation (39) of the lines of curvature.
But
if
we
replace dx, dy, dz, dA, dB, and
dC by
the expressions
ox
^
du
du
dx
^ dv, dv
dC
tin
T du
dC
Hh
a~ cv
find an equation
respectively, and then eliminate du, dv, for the determination of p

:
and K, we
dx
(41)
XII,
251]
LINES OF CURVATURE
is
521
these curves
tangent at every point to one of the axes of the This is again confirmed by the remark that the normals along a meridian form a plane, and the normals in each case the normals along a parallel form a circular cone,
indicatrix at that point.
form a developable surface.
On
a developable surface the
first
system of lines of curvature
consists
The second system consists of the of the generators. the of generators, that is, of the involutes of orthogonal trajectories
(
the edge of regression

rature.
If
we know one
231). These can be found by a single quad of them, all the rest can be found without
even one quadrature.
All of these results are easily verified directly. of the theory of evolutes of a skew curve led Joachimsthal to a very important theorem, which is often used in that
The study
theory.
is
C C
is
Let S and S be two surfaces whose line of intersection C The normal to S along to S along describes a developable surface, and the normal
a line of curvature on each surface.
MN MN
describes another developable surface. But each of these normals normal to C. It follows from 231 that if two surfaces have a
line of curvature, they intersect at
common
that
a constant angle along
line.
Conversely, if two surfaces intersect at a constant angle, and if their line of intersection is a line of curvature on one of them, it is For we have seen that if one also a line of curvature on the other.
family of normals to a skew curve
C form
a developable surface,
the family of normals obtained by turning each of the first family through the same angle in its normal plane also form a developable
surface.
Any
ture on that surface.
curve whatever on a plane or on a sphere is a lie of curva It follows as a corollary to Joachimsthal s

sufficient condition that
theorem that the necessary and
a plane curve
or a spherical curve on any surface should be a line of curvature is that the plane or the sphere on which the curve lies should cut the
surface at a constant angle.
have already considered [ 251. Dupin s theorem. 43, 146] The origin of the theory of triply orthogonal systems of surfaces. such systems lay in a noted theorem due to Dupin, which we shall
proceed to prove
:
We
Given any three families of surfaces which form a triply orthogonal system : the intersection of any two surfaces of different families is a
line of curvature on each of them.
522
SURFACES
[XII,
251
We shall base the proof on the following remark. Let F(x, y, z) = be the equation of a surface tangent to the xij plane at the origin. Then we shall have, for x y = z 0, dF/dx = 0, dF/cy = 0, but cF/dz does not vanish, in general, except when the origin is a singular point. It follows that the necessary and sufficient condition that the x and
value of this second derivative
o
y axes should be the axes of the indicatrix 2 s = c z/cx dy

r\
is
that s
0.
But the
is

O
f\
<7y
CX CZ
r\
Cy CZ
Ci
I
J"^
CZ*
V 7
CZ
Since p and q both vanish at the origin, the necessary and sufficient condition that s should vanish there is that we should have
dx dy
Now let the three families

by the equations
of the triply orthogonal system be given
where
fA (4:0)
<3\
F F F
l
,

1
-^
cx
ox
J
I
_1
<
cy
cy
^ cz
1
"
f\ ^
cz
and two other similar relations obtained by cyclic permutation of in space there passes, 1, 2, 3. Through any point in general, one surface of each of the three families. The tangents to the three curves of intersection of these three surfaces form a trirecthe subscripts
In order to prove Dupin s theorem, it will be tangular trihedron. sufficient to show that each of these tangents coincides with one of
the axes of the indicatrix on each of the surfaces to which it
is
tangent. In order to
as origin and the show this, let us take the point edges of the trirectangular trihedron as the axes of coordinates then the three surfaces pass through the origin tangent, respec
;
tively, to the three coordinate planes.
At the
origin
we
shall have,
for example,
l&Y-o.
Uo,
IÛo,
l^) = o.
XII,
251]
LINES OF CURVATURE
of x
523
The axes
and y
will be the axes of the indicatrix of the surface
F(x, y, is the case, let us differentiate (43) with respect to terms which vanish at the origin we find
;
= z)
at the origin if (c^F^/dx dy)
0.
To show
y,
that this
omitting the
\ /
e
1^\
di/
/d_F\\
\dx
\ dz / \dy
or
relations analogous to (43) we could deduce two equations analogous to (44), which may be written down by cyclic
From
the
two
permutation
_
;
From
(44) and (45)
it is
evident that
we
shall
have also
which proves the theorem. A remarkable example of a
triply orthogonal system is furnished It was doubtless the in 147. discussed by the confocal quadrics led which Dupin to the gen investigation of this particular system on an ellipsoid lines of curvature the that It follows eral theorem.
or an hyperboloid (which had been determined previously by Monge) are the lines of intersection of that surface with its confocal quadrics.
The paraboloids represented by the equation

.1
*
,
o~
_
,
(/
where X is a variable parameter, form another triply orthogonal system, which determines the lines of curvature on the paraboloid.
Finally, the system discussed in
24G,
=
is
y,
triply orthogonal.
524
SURFACES
[XII,
252
The study of triply orthogonal systems is one of the most interest ing and one of the most difficult problems of differential geometry. very large number of memoirs have been published on the subject,
the results of which have been collected by Darboux in a recent work.* Any surface S belongs to an infinite number of triply
parallel to
orthogonal systems. One of these consists of the family of surfaces S and the two families of developables formed by the
lines of curvature
normals along the on the normal
MN
to the surface
and MT be the tangents to which pass through M; then the tangent plane to the parallel sur face through O is parallel to the tangent plane to S at M, and the tangent planes to the two developables described by the normals to S along C and C are the planes MNT and MNT respectively. These three planes are perpendicular by pairs, which shows that the system
C"
on S. For, let O be any point S at the point M, and let MT the two lines of curvature C and
is
triply orthogonal.
An
infinite
number
of triply orthogonal systems can be derived
from any one known triply orthogonal system by means of succes sive inversions, since any inversion leaves all angles unchanged. Since any surface whatever is a member of some triply orthogonal system, as we have just seen, it follows that an inversion carries the
lines
of curvature on any surface over into the lines of curvature on

It is easy to verify this fact directly.
the transformed surface.
252. Applications to certain classes of surfaces. A large number of problems have been discussed in which it is required to find all the surfaces whose lines AVe shall proceed to of curvature have a preassigned geometrical property.
indicate
some
of the simpler results.
curvature are
which one system of lines of Joachimsthal s theorem, the plane of each of the Hence all the normals to the circles must cut the surface at a constant angle.
First let us determine all those surfaces for
circles.
By
surface along any circle C of the system must meet the axis of the circle, i.e. The sphere the perpendicular to its plane at its center, at the same point 0. as center is tangent to the surface all along C hence the through C about
;
required surface must be the envelope of a one-parameter family of spheres. Conversely, any surface which is the envelope of a one-parameter family of
spheres
is
a solution of the problem, for the characteristic curves, which are
circles, evidently
form one system of
lines of curvature.
Surfaces of revolution evidently belong to the preceding class. Another interesting particular case is the so-called tubular surface, which is the envelope of a sphere of constant radius whose center describes an arbitrary curve F. The
characteristic curves are the circles of radius
whose centers
lie
whose planes are normal

*
to T.
The normals
to the surface are also
on r and normal to T
;
Lemons sur
les
systemes orthogonaux
ft les
coordonntes curvilignes, 1898.
XII,
252]
LINES OF CURVATURE
525
is
hence the second system of lines of curvature are the lines in which the surface cut by the developable surfaces which may be formed from the normals to r. If both systems of lines of curvature on a surface are circles, it is clear from
the preceding argument that the surface may be thought of as the envelope of either of two one-parameter families of spheres. Let S 2 S3 be any three spheres of the first family, C\ C2 C3 the corresponding characteristic curves, and MI C2 C3 are cut by a line of curva 2 s the three points in which Ci
<Si
M M
,
ture
C"
C"
is
of the other system. The sphere which also tangent to the spheres Si , S 2 , S s at MI ,
<S
is
tangent to the surface along

,
JV/2
respectively.
Hence
the required surface is the envelope of a

three fixed spheres.
This surface
is
family of spheres each of which touches the well-known Dupin cyclide. Mannheim
gave an elegant proof that any Dupin cyclide is the surface into which a certain anchor ring is transformed by a certain inversion. Let 7 be the circle which
is
pole
orthogonal to each of the three fixed spheres Si, S 2 83. An inversion whose is a point on the circumference of 7 carries that circle into a straight line
, ,
00
and
orthogonal to
carries the three spheres Si, S 2 , Ss into three spheres 2i, 2 2 7 that is, the centers of the transformed spheres lie on
23
.
OO
OO
be the intersections of these spheres with any plane through O(y, C a circle tangent to each of the circles C{, C2 3, and 2 the sphere on which C is a great circle. It is clear that 2 remains tangent to each of the
, ,
Let Ci,
C2 C
spheres Si,
S2 2 3
,
as the whole figure
is
revolved about
00
and that the

.
envelope of 2 is an anchor ring whose meridian is the circle C Let us now determine the surface for which all of the lines of curvature of one system are plane curves whose planes are all parallel. Let us take the xy
plane parallel to the planes in which these lines of curvature
lie,
and
let
x cos a
sin
a=
F(a,
z)
be the tangential equation of the section of the surface by a parallel to the xy plane, where F(a, z) is a function of a and z which depends upon the surface
under consideration. The coordinates x and y of a point of the surface are given by the preceding equation together with the equation
x sin
a +y
cos
a=
dF
da
d
The formulae
(46)
for x, y, z are
dF
Fcos<r
sin
da
a,
= Fs ma-\
da
cos a,
z.
Any
surface
may
z)
be represented by equations of this form by choosing the
The only exceptions are the ruled surfaces whose properly. It is easy to show that the coefficients A, B, C directing plane is the xy plane. of the tangent plane may be taken to be
function F(a,
A=
cos
.B
sin
C=
dF
dz
hence the cosine of the angle between the normal and the z axis
is
In order that
ture,
it
is
all the sections by planes parallel to the xy plane be lines of curva necessary and sufficient, by Joachimsthal s theorem, that each of
526
SURFACES
[XII,253
these planes cut the surface at a constant angle, i.e. that v be independent of a. This is equivalent to saying that z (a, z) is independent of a, i.e. that F(a, z)
is
of the
form
F(a,
\f/
z)
t(z)
f (a)
where the functions and are arbitrary. Substituting this value in (46), we Bee that the most general solution of the problem is given by the equations
(
x
y
(47)
= =
f(a) cos a
\j/(a)
() sin a +
cos
<f>(z)
sin
-|
a+
f (a) cos a +
<(z)
sin
a a
These surfaces may be generated as follows. The first two of equations (47), and a variable, represent a family of parallel curves which are the projections on the xy plane of the sections of the surface by planes parallel to the xy plane. But these curves are all parallel to the curve obtained by set = 0. Hence the surfaces may be generated as follows Taking in the ting xy plane any curve whatever and its parallel curves, lift each of the curves verti cally a distance given by some arbitrary law ; the curves in their new positions form a surface which is the most general solution of the problem.
for z constant
:
<f>(z)
It is
easy to see that the preceding construction

:
following
plane
rolls
may be replaced by the The required surfaces are those described by any plane curve whose without slipping on a cylinder of any base. By analogy with plane
This fact may curves, these surfaces may be called rolled surfaces or roulettes. be verified by examining the plane curves a const. The two families of lines
of curvature are the plane curves z
const,
and a
const.
IV.
FAMILIES OF STRAIGHT LINES
The equations of a straight line in space contain four variable Hence we may consider one-, two-, or three-parameter parameters. families of straight lines, according to the number of given relations between the four parameters. A one-parameter family of straight
A two-parameter family of straight surface. a line congruence, and, finally, a three-parameter family of straight lines is called a line complex.
lines
form a ruled
is
lines
called
253. Ruled surfaces.
Let the equations of a one-parameter family
of straight lines (G) be given in the form
(48)
= az+p,
bz
q,
where a, b, p, q are functions of a single variable parameter u. Let us consider the variation in the position of the tangent plane to the surface S formed by these lines as the point of tangency moves along
any one of the generators

equation z
G.
= z,
The equations
y, z
give the coordinates x,
of a point
(48), together with the on S in terms
XII,
253]

;
527
of the two parameters z and u is tangent plane at
hence, by
39, the equation of the
X
a a
Y
b b z
1=0,
a, b,
z+p
+q
p, q with respect
respectively,
b p q denote the derivatives of Eeplacing x and y by az -f p and bz simplifying, this equation becomes
where a
to u.
q,
and
(49)
(b z
q }(X
- aZ -p) - (a z + p )(Y -
bZ
q)
0.
In the
first place,
we
see that this plane always passes through the
generator G, which was evident a priori, and moreover, that Jthe plane moves along G, at least turns around G as the point of tangency
unless the ratio (a z
is independent of z, i.e. unless p )/(b z ) discard this we shall a q bp 0, special case in what follows. in linear ratio is Since the preceding z, every plane through a gen
<?
As the is tangent to the surface at one and only one point. the in recedes either of generator indefinitely along point tangency direction the tangent plane P approaches a limiting position P , which we shall call the tangent plane at the point at infinity on that
erator
generator.
(50)
The equation
b
of this limiting plane
is
Let w be the a point and (a,
M
/?,
(X- aZ -p)-a (Y-bZ -q) = 0. angle between this plane P and the tangent
plane
1
P
,
at
of the generator. The direction cosines (a P and P are proportional to y) of the normals to
(x, y, z)
ft
,
1
a
b(a
ab
and
b z
+q
u>
-(a
aa
2
z+p ),
(3/3
z+p )-a(b z + q ),
Az
j=^
respectively; hence
cos
yy
Az*
+B + 2Bz + C
where
+b = B ap + b C=p +q
2
=a
+(ab -ba Y,
q
12
+ (ab find,
2
ba }(aq
bp
+(aq -bp y.
by Lagrange
identity
a*
(
After
art
easy reduction,
tan
-
we
131),
(51)
CD
-B = = Az + B
(a q
- b p } Vl -f Az + B
528
SURFACES
[xii,
253
It follows that the limiting plane
is
perpendicular to the tangent
plane v the formula
at a point
of the generator
whose ordinate
z { is given
by
KI
_B_ A~
ap
b
2
+ (aV - ba )(ag - bp + b + (ab -baj

2 2
~)
The point
is
gent plane P! at
called the central point of the generator, and the tan O t is called the central plane. The angle 6 between
the tangent plane
plane
is
Tr/2
o>,
at any point of the generator and this central and the formula (51) may be replaced by the
formula
tan o
b
p ) Vl
1
Let p be the distance between the central point O^ and the point M,
taken with the sign + or the sign according as the angle which makes with the positive z axis is acute or obtuse. Then we Oi
shall
have p
= (z
t)
Vl -f
a2
-j-
2
,
and the preceding formula may

(53)
tan0
k,
fy,
is
where
which
is
called the parameter of distribution,

>*
defined by
the equation
<-
a>*
The formula (53) expresses in very simple form the manner in which the tangent plane turns about the generator. It contains no quantity which does not have a geometrical meaning we shall see presently that k may be defined geometrically. However, there remains a cer
:
tain ambiguity in the formula (53), for it is not immediately evident in which sense the angle should be counted. In other words, it is
not clear, a priori, in which direction the tangent plane turns around the generator as the point moves along the generator. The sense of
this rotation
may
be determined by the sign of
k.
In order to see the matter clearly, imagine an observer lying on a moves from his feet toward generator G. As the point of tangency his head he will see the tangent plane P turn either from his left
to his right or vice versa.
little reflection will
sense of rotation defined in this
show that the way remains unchanged if the
observer turns around so that his head and feet change places. Two hyperbolic paraboloids having a generator in common and
XII,
253]
529
lying symmetrically with respect to a plane through that generator Let us now move give a clear idea of the two possible situations. the axes in such a way that the new origin is at the central point O l
,
the
new
z axis is the generator
itself,
and the xz plane
is
the cen
tral plane
It is evident that the value of the
parameter of dis
of the axes,
tribution (54) remains unchanged during this and that the formula (53) takes the form
movement
(53
tan0
&*,
where 6 denotes the angle between the xz plane P l and the tangent For the value of u which plane P, counted in a convenient sense. corresponds to the z axis we must have a = b = p q = 0, and the
equation of the tangent plane at any point
(b e
M of that axis becomes
+ q )X-(a z+p )Y=Q.

;
In order that the origin be the central point and the xz plane the central plane, we must have also a = 0, q = hence the equation of the tangent plane reduces to Y = (b z/p ^X, and the formula (54)
It follows that the angle in (53 ) should be /p counted positive in the sense from Oy toward Ox. If the orienta tion of the axes is that adopted in 228, an observer lying in the
gives
k=b
z axis will see the tangent plane turn from his left toward his right if k is positive, or from his right toward his left if k is negative. The locus of the central points of the generators of a ruled surface
is
of the parameter
Note.
If a q
called the line of strict ion. The equations of this curve in terms u are precisely the equations (48) and (52).
= bp
same
at
any point of that generator.
for a generator G, the tangent plane is the If this relation is satisfied
for every generator, i.e. for all values of u, the ruled surface is a developable surface ( 223), and the results previously obtained can
be easily verified. the tangent plane
For
is
if
a and
the same at
all
do not vanish simultaneously, points of any generator G,

,
and becomes indeterminate for the point z = p /a == q /b i.e. for the point where the generator touches its envelope. It is easy to show that this value for z is the same as that given by (52) when a q = bp It follows that the line of striction becomes the edge
.
of regression on a developable surface.

is infinite
The parameter of
is
distribution
for a developable.
If a
=b =
for every generator, the surface

is
a cylinder and
the central point
indeterminate.
530
SURFACES
[XII,
254
254. Direct definition of the parameter of distribution.
The
central
point and the parameter of distribution may be defined in an entirely different manner. Let G and G^ be two neighboring generators cor to the u and u -f- h of the parameter, respectively, values responding and let GI be given by the equations
(55)
(a
Aa) z
+p
-f Aj5,
= (b +
Aft)
Ay.
l
,
Let
be the shortest distance between the two lines
G and G
a the
angle between
G and G l} and
.
common
perpendicular.
(X, Y, Z) the point where G meets the Then, by well-known formulae of Analytic
Geometry, we shall have
_ _ Aa Ay + Aft Aj? + (a Aft

2
Aa)[(a + Aa) Ay
2
(Aa)
-
(Aft)
(a Aft
- 6 Aa)
(6
2
+ Aft)Ap]
_
V(Aa)
2
Aa Ay
2
Aft
Ap
+ (Aft) +
(a Aft
2
- & Aa) 2
Aft
2
sin
V(Aa) v
.
Va + b + 1
2 2
=+
2
(Aft)
,
Aa)
V(a
k.
-f-
Aa)
+ (b + Aft) + 1
2
x
As h approaches
and
(sin
<*)/8
zero,
approaches the quantity
defined by (52),
approaches
Hence the
position of the foot of the common the parameter of distribution is the limit of the ratio (sin a)/8. In the expression for 8 let us replace Aa, A&, A/?, Ay by their
,
central point is the limiting perpendicular to G and G l while
expansions in powers of h:
Aa
ha
h2
a"
-\
----
and the similar expansions for

the expression for 8 becomes
Aft, A/?,
Ay.
Then the numerator
of
while the denominator

to h.
is
It is evident that 8 is in general
always of the first order with respect an infinitesimal of the first
a y
order with respect to h, except for developable surfaces, for which b j) But the coefficient of h s /2 is the derivative of a q bp
hence this coefficient also vanishes for a developable, and the shortest
distance between two neighboring generators
(
is
of the third order
This remark is due to Bouquet, who also showed that if 230). this distance is constantly of the fourth order, it must be precisely zero; that is, that in that case the given straight lines are the
XII,
255]
531
tangents to a plane curve or to a conical surface. In order to prove Aft to this, it is sufficient to carry the development of Aa Ay
A/>
terms of the fourth order.

255. Congruences. Focal surface of a congruence. family of straight lines
Every two-parameter
(56)
= az+p,
bz
q,
where a, b, p, q depend on two parameters a and ft, is called a line Through any point in space there pass, in general, a congruence. certain number of lines of the congruence, for the two equations (56)
determine a certain number of definite sets of values of a and
a-,
ft
when
any relation between a and ft be assumed, the equations (56) will represent a ruled surface, which
y,
and z are given definite values.
If
is
not usually developable.
In order that the surface be developable,

db dp
we must have
da dq
or,
0,
replacing da by (da/da) da
d
-f (da/d/3) dft, etc.,
(*tr\ (57)
^~
r*
112
^
**
n
dft
^}\ca
Solving
dft
it,
This
a quadratic equation in dft/da. obtain two distinct solutions, ally

is
we should usu
dft
(oo)
<x
dft
\j/i
(cr, ft)
\I/2
(<*)
rtnr
p)
either of
eral limitations,
which defines a developable surface. Under very gen which we shall state precisely a little later and
which we shall just now suppose fulfilled, each of these equations is satisfied by an infinite number of functions of a, and each of them has one and only one solution which assumes a given value ft when a = a It follows that every straight line G of the congruence
.
belongs to two developable surfaces, all of whose generators are members of the congruence. Let F and F be the edges of regression
two developables, and A and A the points where G touches The two points A and A are called the focal respectively. points of the generator G. They may be found as follows without
of these
F and F
integrating the equation (57). The ordinate z of one of these points must satisfy both of the equations
z
da
-f-
dp
.~
db
dq
532
or,
SURFACES
[XII,
255
replacing da, db, dp, dy by their developments,
Eliminating z between these two equations, we find again the equa tion (57). But if we eliminate dp/da we obtain an equation of the second degree
whose two solutions are the values of z for the focal points. The locus of the focal points A and A consists of two nappes 2 and 2 of a surface whose equations are given in parameter form by the formulae (56) and (59). These two nappes are not in general two distinct surfaces, but constitute two portions of the same ana The whole surface is called the focal surface. It is lytic surface.
evident that the focal surface is also the locus of the edges of regres sion of the developable surfaces which can be formed from the lines
of the congruence.
tangent at any point a

of the congruence
is
For by the very definition of the curve T the is a line of the congruence; hence a is a
focal point for that line of the congruence. is tangent to each of the
Every straight
,
line
tangent to each of two curves which
lie
nappes 2 and 2 for it on these two nappes,
respectively.
By an argument
precisely similar to that of
247
it is
easy to
determine the tangent planes at A and A to 2 and 2 (Fig. 51). As the line G moves, remaining tangent to r, for example, it also remains tangent to the surface 2 Its point of tangency A will describe a curve y which is Hence necessarily distinct from r the developable described by G during this motion is tangent to 2
. .
two surfaces both contain the the tangent line to y It follows that the tangent plane to 2 at A is precisely the osculating plane of r at A. Likewise, the tangent plane to 2 at A is the at A osculating plane of
,
at
since the tangent planes to the

.
line
G and
These two planes are called the focal planes of the generator G. It may happen that one of the nappes of the focal surface degen
In that case the straight lines of the con tangent to 2, and merely meet C. One of the families of developables consists of the cones circumscribed about 2
erates into a curve C.
gruence are
all
XH,
aw]

If both of the
C",
533
whose
vertices are on C.
nappes of the focal surface
the two families of developables degenerate into curves C and consist of the cones through one of the curves whose vertices lie
on the other.
congruence
is
If both the curves
arid
are straight lines, the
called a linear congruence.
256. Congruence of normals. The normals to any surface evidently form a congruence, but the converse is not true there exists no surface, in general, which is normal to every line of a given con gruence. For, if we consider the congruence formed by the normals
:
to a given surface S, the two nappes of the focal surface are evidently the two nappes 2 and 2 of the e volute of S ( 247), and we have seen
that the two tangent planes at the points A and A where the same normal touches 2 and 2 stand at right angles. This is a character
istic
property of a congruence of normals, as
we
shall see
by trying
to find the condition that the straight line (56) should always remain normal to the surface. The necessary and sufficient condition that it
should
is
that there exist a function /(a,
/3)
such that the surface 5
represented by the equations

(60)
is
= az+p,
8x 8x
=
d
bz
+ q,
dz
z=f(a,p-)
normal to each of the lines (6 ).

.
It follows that
we must have
a
or,
dy
dp^
replacing x and y by az
W W
and bz
dz
=
q,
+p
respectively,
and divid
ing by
Va +
2
2
I)
+ 1,
a dp
"
t~
dq ~
"
&*
^( g Va +
ft
+l)+
Va
-0;
=0.
Va
The necessary and
patible
is
sufficient condition that these equations be
com
(62)
534
If this condition
SURFACES
is satisfied,
[XII,
256
z can be found
from (61) by a single
quadrature. way depend upon a con stant of integration and form a one-parameter family of parallel
surfaces.
The
surfaces obtained in this
In order to find the geometrical meaning of the condition (62), it should be noticed that that condition, by its very nature, is inde pendent of the choice of axes and of the choice of the independent
variables.
We may therefore
choose the z axis as a line of the con
gruence, and the parameters a and ft as the coordinates of the point where a line of the congruence pierces the xy plane. Then we shall have p = a, q = ft, and a and b given functions of a and ft which van ish for a = ft = 0. It follows that the condition of integrability, for the set of values a = ft = 0, reduces to the equation = da/dft
8b/da.
On
the other hand, the equation (57) takes the form
Qj"%
**"!*
"-
Oy-l
<?/?/
lxl
AW AJ
0/3
\tfa
da
!**
V/
which
is the equation for determining the lines of intersection of the xy plane with the developables of the congruence after a and
have been replaced by and ?/, respectively. The condition = db/da, for a = ft = 0, means that the two curves of this kind which pass through the origin intersect at right angles that
ft
da/dft
the tangent planes to the two developable surfaces of the congru ence which pass through the z axis stand at right angles. Since the
is,
line
taken as the z axis was any line of the congruence, we
may
state
the following important theorem:
The necessary and
sufficient condition that the straight lines
of a each
given congruence be the

other.
Note.
the line
normals of some surface
is
that the focal planes

to
through every line of the congruence should be perpendicidar
If the parameters a and ft be chosen as the cosines of the angles which makes with the x and y axes, respectively, we shall have
a
Vl~- a2 -
p
(61)
Vl become
a*
VI +
p*
a2
62
Vl -
a*
and the equations
(63)
Vl- *-/3V
eft
dft
XII.
2,-i7]
FAMILIES OF STRAK1IIT LINES
535
Then the condition of integrability (62) reduces to the form dq/da = dp/ dp, which means that p and q must be the partial derivatives of the same function F(a, p)
dF
where F(a,
dF
ejs
p) can be found by a single quadrature. solution of the total differential equation
It follows that z is the
d(-
Badp
whence
z
dp
= Vl - a 2 - p
C+
F-
da
where C
is
an arbitrary constant.
of
257. Theorem
Malus.
If
rays of light from a point source are reflected (or
refracted) by any surface, the reflected (or refracted) rays are the normals to each of a family of parallel surfaces. This theorem, which is due to Malus, has
been extended by Cauchy, Dupin, Gergonne, and Quetelet to the case of any number of successive reflections or refractions, and we may state the following more general theorem
:
If a family of rays of
that property after
light are
normal
to
any number of
reflections
some surface at any time, they retain and refractions.
sufficient to
may be regarded as a refraction of index 1, it is evidently prove the theorem for a single refraction. Let S be a surface nor mal to the unrefracted rays, an incident ray which meets the surface of
Since a reflection
mM
the refracted ray. separation S at a point M, and incident ray, the refracted ray, and the normal
MR
MN
By
lie
in a plane,
Descartes law, the and the
angles
and r
sin
r.
(Fig. 52) satisfy the relation
n sin
pose, as in the figure, that

unity.
let
For definiteness we n is
shall sup
less
than
Let
denote the distance
Mm, and
us lay off on the refracted ray extended a length I = equal to k times I, where A; is a constant factor which we shall deter
Mm
mine presently. surface S

.
The point
shall
describes a
proceed to show that k may be chosen in such a way that is normal to S Let C be any curve on S.
We
.
Mm
the point describes C the point describes a curve T on the surface 2, and the corresponding point describes another
As
M
FIG. 52
curve
C"
on S
Let
s, cr, s
be the lengths of the arcs of the three curves C, r,
corresponding fixed points on those curves, respectively, w the angle which the tangent to the TI to r makes with the tangent
C measured from
MT
normal section by the normal plane through the incident ray, and and the and Mm respectively. In order to find angles which T\ makes with a unit length and project it upon 3/Tlt cos0, for example, let us lay off on
<

sin
)
cos
cos
<p
sin r cos o
Applying the formula (10
of
ments
Mm
and
Mm
82 for the differential of a segment to the seg
we
find
dl
dl
= =
da- cos
sin
da- cos u sin r
ds cos
where
dl
denotes the angle between

cos
di
m M and the tangent to

i
C".
Hence, replacing
by k dl, we find
assuming k
follows that
,
or,
dcr(k sin
sin r)
ds cos
n,
ds cos
It
=
.
0.
Mm
is
normal
to
C",
3fm
is
also
normal
to the surface
and, since C is any curve whatever on S This surface S is called the anti-
It is clear that S is the envelope of caustic surface, or the secondary caustic. as center with a radius equal to n times the spheres described about
Mm
hence we
may
state the following
theorem
Let us consider the surface S which is normal to the incident rays as the envelope of a family of spheres whose centers lie on the surface of separation 2. Then the anticaustic for the refracted rays is the envelope of a family of spheres with the
same
centers, whose radii are to the radii of the corresponding spheres of the first family as unity is to the index of refraction.
composed of two nappes which correspond, respectively, which are numerically equal and opposite in sign. In general these two nappes are portions of the same inseparable analytic surface.
This envelope
is
to indices of refraction
family.
(64)
258. Complexes. A line complex consists of all the lines of a three-parameter Let the equations of a line be given in the form
az
+ p,
bz
Any
line
complex may
be defined by means of a relation between
a, b, p, q of
the form
(65)
F(a,b,p,q)
If
0,
a polynomial in a, b, p, q, the complex is called an The lines of the complex through any point (x yo, Zo) form algebraic complex. a cone whose vertex is at that point its equation may be found by eliminating
is
,
;
and conversely.
a, 6, p,
q between the equations (64), (65), and
(66)
az
+p
yo
bz
is
q.
Hence the equation

/7\
(yi)
of this cone of the complex
vi x
I
x
)
\z
ZD
y ~ y z - ZQ
x z
>
xz
)
Z/oZ
yz
Z
Similarly, there are in any plane in space an infinite number of lines of the complex these lines envelop a curve which is called a curve of the complex. If the complex is algebraic, the order of the cone of the complex is the same as the
;
XII,
-5,s]

For,
if
537
number
of lines of
class of the curve of the complex.
we wish
to find the
the complex which pass through any given point and which lie in a plane through that point, we may either count the number of generators in which cuts the cone of the complex whose vertex is at A, or we may count the number
of tangents which can be drawn in the plane P. As the number
P P
from A to the curve of the complex which lies must be the same in either case, the theorem is
is
proved. If the cone of the complex is always a plane, the complex and the equation (65) is of the form
(68)
said to be linear,
Aa + Bb + Cp + Dq +
all
is
E(aq
bp)
+ F=
0.
Then
is
the locus of
the lines of the complex through
any given point
(XQ, 3/0, ZQ)
the plane whose equation

(
A(x -
XQ)
B(y
+ D(y
C(x
z
it
2/)
+ E(y Q x -
z x)
x y)
F(z
0.
The curve
point, that
of the complex, since is, all the lines of the
must be of class unity, degenerates into a complex which lie in a plane pass through a
linear com single point of that plane, which is called the pole or the focus. plex therefore establishes a correspondence between the points and the planes of space, such that any point in space corresponds to a plane through that point, and any plane to a point in that plane. correspondence is also established
the straight lines in space. Let be a straight line which does not and F the foci of any two planes through D, and A belong to the complex, the line Every plane through A has its focus at its point of intersection
among
A D
FF
<p
with the line D, since each of the lines
evidently belongs to the and A belongs to the complex. It follows that every line which meets both complex, and, finally, that the focus of any plane through I) is the point where
</>F
<f>F
and
that plane meets A. The lines and A are called conjugate lines; each of is the locus of the foci of all planes through the other.
If the line
it is
them
and
D recedes
to infinity, the planes
through
it
become
parallel,
clear that the foci of a set of parallel planes lie on a straight line. There always exists a plane such that the locus of the foci of the planes parallel to it is perpendicular to that plane. If this particular line be taken as the z axis,
the plane whose focus is any point on the z axis is parallel to the xy plane. By (69) the necessary and sufficient condition that this should be the case is that
A = JB = C = D = 0,
(70)
and the equation
of the
complex takes the simple form
aq-bp + K=0.
is
The plane whose focus

(71)
at the point (x, y, z) is given
by the equation
Xy -Yx + K(Z-z) =
Q,
where
the running coordinates. let us determine the curves whose tangents belong to the Given such a curve, whose coordinates x, y, z are known preceding complex. functions of a variable parameter, the equations of the tangent at any point are
JT, Y, Z are As an example
Xdx
Y-y
dy
Z-z
dz
538
The necessary and
complex
that
is,
SURFACES
sufficient condition that this line
lie in
[XII, Exs.
should belong
is
to the
given
is
that
it
should
the plane (71) whose focus
the point
(x, y, z),
that
we should have xdy

ydx = Kdz.
a,
(72)
We
saw
in
218
how
to find all possible sets of functions x, y, z of

;
single
parameter which satisfy such a relation

the required curves. The results of 218
hence we are in a position to find
may be stated in the language of line complexes. example, differentiating the equation (72) we find
(73)
For
xd*y -yd*x = Kd*z,

(72) and (73) show that the osculating plane at the point precisely the tangent plane (71); hence we may state the following
and the equations

(x, y, z) is
theorem
// all the tangents to a skew curve belong to a linear line complex, the osculating plane at any point of that curve is the plane whose focus is at that point.
(APPELL.)
in Suppose that we wished to draw the osculating planes from any point space to a skew curve F whose tangents all belong to a linear line complex. Let be the point of contact of one of these planes. By Appell s theorem, the
straight line
is
the point 0.
line
MO, which belongs to the complex,
Conversely,
belongs to the complex hence if the point of T

;
lies in
the plane
whose focus
lies
that plane, the straight in the osculating plane at hence

lies in
that osculating plane passes through O. It follows that the required points are the intersections of the curve with the plane whose focus is the point (see
218).
tions.
Linear line complexes occur in many geometrical and mechanical applica The reader is referred, for example, to the theses of Appell and Picard.*
EXERCISES
1. Find the lines of curvature of the developable surface which is the envelope of the family of planes defined in rectangular coordinates by the equation
= ax +
y<f>(a)
+ R Vl + a 2 +
2
(a)
an arbitrary function of that parameter,

[Licence, Paris, August, 1871.]
2. Find the conditions that the lines x = az + a, y - bz + /3, where a, 6, a, /3 are functions of a variable parameter, should form a developable surface for which all of the system of lines of curvature perpendicular to the generators lie
on a system of concentric spheres.

* Annales scientifiques
tie I
Ecole
Normale superieure, 1876 and
1877.
XII,
Ex S .]
3.
EXERCISES
539
Determine the lines of curvature of the surface whose equation in rec

is
tangular coordinates
ez
cos x cos y

4.
Consider the ellipsoid of three unequal axes denned by the equation
x2
*
and the
y2
z2
*-
in the xz plane. of Find, at each point elliptical section 1) the values of the principal radii of curvature B\ and -R 2 of the ellipsoid, 2) the rela tion between HI and R%, 3) the loci of the centers of curvature of the principal sections as the point describes the ellipse E.
:
[Licence, Paris,
November, 1877.]
5. Derive the equation of the second degree for the principal radii of curva ture at any point of the paraboloid defined by the equation
/j.2
-+T= 6 a
ift
2z
Also express, in terms of the variable z, each of the principal radii of curva ture at any point on the line of intersection of the preceding paraboloid and the
paraboloid denned by the equation
X
[Licence, Paris,
November, 1880.]
6.
Find the
loci of the centers of
paraboloid defined by the equation xy

the x axis.
curvature of the principal sections of the = az as the point of the surface describes
7.
Find the equation of the surface which

all
is
the locus of the centers of cur
the plane sections of a given surface of the surface. through the same point
vature of
S by planes which
all
pass
8. Let T be any tangent line at a point If of a given quadric surface, center of curvature of the section of the surface by any plane through
the
MT,
and
locus of
the center of curvature of the evolute of that plane section. as the secant plane revolves about MT.
Find the
[Licence, Clermont, July, 1883.]

9. Find the asymptotic lines on the anchor ring formed by revolving a about one of its tangents.
circle
[Licence, Paris,
10. Let
November, 1882.]
be a given curve in the xz plane in a system of rectangular coordi is described by a circle whose plane remains parallel to the xy plane and whose center describes the curve C, while the radius varies in such a way that the circle always meets the z axis. Derive the differential equation
nates.
surface
of the asymptotic lines
on
this surface, taking as the variable
parameters the
540
SURFACES
[xn, Exs.
coordinate z of any point, and the angle which the radius of the circle through the point makes with the trace of the plane of the circle on the xz plane. Apply the result to the particular case where the curve C is a parabola
whose vertex
is
at the origin
and whose axis
is
the x axis.

11. Determine the asymptotic lines on a ruled surface which is tangent to another ruled surface at every point of a generator A of the second surface, every generator of the first surface meeting A at some point.
12. Determine the curves on a rectilinear helicoid whose osculating plane always contains the normal to the surface.

13.
Find the asymptotic

x
lines
on the ruled surface defined by the equations

y
(\
(1
u) cosv,
w)sinv,
u.
[Licence,
14*.
Nancy, November, 1900.]
The
sections of a surface
curves of contact of the
S by planes through a straight line A and the cones circumscribed about S with their vertices on A
[KOENIGS.]
form a conjugate network on the surface.

15*.
upon
it
a rigid straight line moves in such a way that three fixed points always remain in three mutually perpendicular planes, the straight line
As
always remains normal to a family of parallel surfaces. One of the family of surfaces is the locus of the middle point of the segment of the given line bounded by the point where the line meets one of the coordinate planes and by the foot of the perpendicular let fall upon the line from the origin of coordinates.
[DARBOUX, Comptes rendus, Vol. XCII,

16*.
p. 446, 1881.]
for
On any surface one imaginary which the equation 1 + p 2 + q 2
line of curvature is the locus of the points

is satisfied.
1
[In order to prove this, put the differential equation of the lines of curvature in the form (dp dy
dq dx)(l
+ p* +
q-)
(p dy
q dx)(p dp
q dq)
0.]
[DARBOUX, Annales de VEcole normals, 1864.]
INDEX
[Titles in italic are proper
bers in
names numbers in italic are page numbers and num roman type are paragraph numbers, which are the same as in the original
; ;
edition.]
Abdank-Abakanowicz
577, 177.
201, ftn.
Abel: 153, 75; 215, 105; 348, 166;
Abel
lemma: 153, 75 378, 166

;
379,
178; test: 348, 166; theorem: 577,

177.
Assemblages 140, 68. Asymptotic lines 506, 242. Asymptotic value of F 291, 141. Average value theorem : see Law the mean.
:
of
Abelian integrals : see Integrals. Absolute value : see Value. see Curves Algebraic curves
:
Balitrand: 495, ex. 11. Beltrami: 87, ex. 21.
and
s
Bernoulli, D.: 411, 195.
Functions, implicit.
Bertrand
63, 32
;
80, ftn.
;
133, ex. 10
Algebraic equations theorem.
see
Alembert
484, 232 485, 233. Bertrand s curves : 485, 233.

201, 101 Bilinear covariants
:
Ampere: 68, ftn.; 78, 42. Ampere s transformation

Amsler: 201, 102. Amsler s planimeter
Analytic extension
: :
see Covariants.
78, 42.
Binomial differentials : 247, ex. 8. Binomial theorem 104, 50 383, 179

:
;
201, 102.
etc.:
391, 182
474, 228.
196.
385, 180.
see
Bonnet
4U,
:
Analytic functions, curves, Functions, Curves, etc.
Bouquet
480, 230.
:
Borda
;
s series
133, ex. 11.

:
Anomaly, eccentric
189.
248, ex. 19
406,
Bruno, Faa de
34, ex. 19.
Apsidal surfaces
see Surfaces.
Calculus of variations
Cardioid, length
:
see Variations.
Appell
Appell
538, 258.
154, 80.
;
s theorem : 538, 258. Approximate evaluation see Evalua

:
Catalan : 262, ftn. 294, ex. 9. Catenary: 220, 107; 292, ex. 1; 440,
208.
tion.
Archimedes
134, 64. Arcsine, series for : 383, 179. Arctangent, series for: 382, 179.
:
Cauchy:
7,
29, 18
91, 44
106, 50
183, 91; 288, 140; 328, 156; 331, 157 332, 159 ; 335, 160 347, 165
; ;
;
Area, of a curve
see
135, 64
;
also
Quadrature
187,
;
of
15S, 76 a closed
352, 168; 359, 172; 378, ftn.; 391, 182 400, 187; 495, ex. 9 ; 535, 257.
;
curve:
P dx + Q dy
272, 131
191, 95
95.
; ;
94; see also Integral of a surface 264,

:
;
Cauchy
in oblique
coordinates
:
s test (series constant terms): 332, 159; theorem (series constant terms) : 335, 161 ; theorem (integral
in polar coordinates
189,
convergence
Caustics
:
test)
;
432, 204
359, 172. 536, 257.

see also
Arndt: 356, 169. Array 353, 169 see also Double and Infinite series.
:
;
Cayley: 279, 134.

series
Change
541
of variables
;
Transfor
mation
definite integrals: 166,
84;
542
INDEX
curve (center, radius, etc.): 469, 225; ; of a surface : 497, 239 ff.
;
;
double integrals: 264, 127; line in tegrals : 186, 93 ; multiple integrals :

312, 150 ; triple integrals 300, 145. Characteristic curve: 459, 219.
:
471, 226
(principal centers of) : 128, 61 501, 240; (principal radii of): 128, 61;
Chasles : 166, 83. Chasles theorem : 166, 83. Center of curvature : see Curvature.
501, 240; 503, 241; 519, 249; lines

of
:
514, 246
Curves, algebraic
521, 250, 251. : see also 221, 108

;
Cesaro: 495, exs. 10 and
11.
Complexes
(algebraic, linear, cone of,
etc.): 536, 258.
Functions, implicit ; analytic : 407, 192 409, 193 ; deficiency of : 221, 108 see also Curves, unicursal ;
; ;
Complex variable
Conditional
vergence.
575.
:
convergence
see
Con
Congruences, line : 53.7,255; linear: 533, 255 ; of normals : 533, 256.

Conies (as unicursal curves) : 21 5, 105 222, 108. Conjugate curves: 495, ex. 8; lines: 511, 245 ; tangents : see Tangents.
;
plane : 5, 5 62, 32 92, 45 192 426, 201 ff ; regular : 408, skew: 5, 5; 51, 27; 409, 193; 215 ff.; unicursal: 215, 105;
; ; ; ;
.
407, 192 ;
453,
221,
108.
Curvilinear integrals
line.
see
Integrals,
Cusp
113, 53
403, 192.
Conoid
509, 243.
(of
Cuspidal edge: see Striction, line of. Cuts (for periodic function) : 3 IS, 153.
Cyclide (Dupin Cycloid
:
Contact
(of
plane curves): 443, 211;

:
s)
524, 252.
skew curves) 4S6, 234 ; curves and surfaces) 490, 236.

:
(of
438, 207.
131, 63; 201, 142; 332,
s
Contact transformations
formations.
see
Trans
D Alentbert:
159.
;
Continuity (definition) : 2, 3 12, 10 uniform : 144, 70 251, 120.

;
;
Alembert
:
test (series of
constant
:
Continuous functions : see Functions. Contour lines : 262, 125.
332, 159 ; theorem terms) 131, 63 291, 142 see also Roots, exist ence of.
; ;
Convergence
: 327, 156 350, 167; 354, 169; 359, 171; see also Infinite series,
;
Darboux:
6, ftn.; 140, ftn. 151, 73; 524, 251; 540, exs. 15 and 16.
;
Integrals, etc. ; absolute 344, 164 351, 167 555, 169; conditional: 347, 165; interval of: 375, 177; of inte
:
;
Darboux
theorem
:
Deficiency
: 151, 73. 221, 108 ; see also Inte
grals, Abelian,
and Curves, unicursal.

:
grals: 369, 175; uniform: 367,174. Convex surfaces : 500, 239.
Definite integrals
see Integrals.
1
De V Hospital:
Density
:
see
L"
Hospital, de.
5, 5
Coordinates, elliptic: 268, 129; 307, 147 ; orthogonal : see Orthogonal systems ; polar 31, ex. 1 66, 34
:
;
296, 143.
:
;
Derivatives, definition of
17, 13
12,11;
J7, 13; extensions of definition of:

;
74,
38
268, 129.
265, 127
38, 21
;
Corner
(of
a curve)
6, 5.
tions
40, 23
of implicit func 42, 24 ; rules

;
Cotes: 199, 100. Covariants, bilinear: 87, ex. 20. Cubic curves (unicursal) : 222, 108.
for: 15, 11.
Descartes folium
246, ex.
:
2.
Cubic forms
see
Forms.
:
Determinants, functional tional determinants.
see
Func
Curvature, of a plane curve (center of) 63, 32 433, 205 (circle of) : 63, 32
; ;
Developable surfaces
see Surfaces.
:
Development
Fourier
in series
405, 189
see
434, 205
448, 213
32;
66, 34;
(radius of) : 63, 433, 205; of a skew

;
also Infinite series, Taylor s series,

s series, etc.
INDEX
Dextrorsal (skew curve) : 476, 228. Differential equations : see Equations ; invariants: see Invariants; notation: 87, 19, 14 ff. ; parameters : 81, 43
;
543
189, 94; 220, 106; 19; length of: 234, 112;
Ellipse, area of:
248, ex. 366, 174.
ex. 21
510, 244.
:
Differentials, binomial
differentials
;
see
Binomial
:
: 294, ex. 9 ; volume of: 285, 137. Elliptic coordinates : see Coordinates ;
Ellipsoid, area of
definition of
19, 14
functions
see
;
Functions
points
:
higher orders: 20, 14; total: S3, 16 313, 151 ff. see also Integrals,
;
;
see Integrals
; integrals 500, 239.

:
Envelopes
(of
(of
line,
and Integral
P dx + Q dy.
:
skew curves)
: :
plane curves) 426, 201 ; : 465, 223 ; (of sur

7.
Differentiation, order immaterial
13,
faces)
459, 219. 452, ex.

differential
11; of integrals: 154, 76; 192, 97;

194, 97; 368, 175
integrals:
;
Epicycloid
370, 175; of line
Equations,
(developable
:
194, 97; of series: 364,
surfaces, asymptotic lines, etc.)
see
174; 380, 179; 405, 189. Direction cosines: 164, 81.

Direct path (for periodic functions)
319, 153. Dirichlet: 250, 124; 308, 196. 165
;
Surfaces, developable
lines,
:
Asymptotic
:
etc.
Equations, total differential

ferentials, total.
see Dif
148; 347,
^,
Equations, partial differential fication) : 73, 38 (Laplace

;
(classi
s)
:
80,
Dirichlet s integrals tions: 414, 195.
308, 148
condi
43
(reduction of)
72, 38.
6, ftn. Discontinuity : 4, 4 Discontinuous functions: see

;
Equations, intrinsic (of a curve) : 441, 210; reciprocal: 234, 113; solutions
Func
of
see
;
Roots
and
D
(ol
Alembert
a curve)
s
:
tions.
theorem
tangential
see
Division of series: 392, 183. Dominant functions see Functions.

:
207, ex. 21. Error, limit of
Remainder and
Double integrals see Integrals, double. Double points, of a curve 112, 53

:
Evaluation.
221, 108; of involutions: 232, 112; of unicursal curves : 222, 108.
Euleri 184, 92; 236, 113; 246, ex. 4; 280, 134 411, 195 501, 240.
; ;
Euler
constant
;
Double power series

double.
see
Power series,
367, 174;
series
184, 92
103, 49 ; integrals : 280, 134 see also Function

:
;
Double
388,
series:
353, 169;
also
theorem (surfaces) 501, 240. Evaluation, approximate (of definite

;
:
182
see
Infinite
integrals)
and Substitution of series. Duhamel: 135, ftn.; 151, ftn.; 340,

163.
101
207,
;
197, 99 ex. 24
199, 100
see
:
also
201, Pla141
;
nimeter
(log T)
:
(factorials)
291,
Duhamel
terms)
:
test
(series
of
constant
291, 141. Evaluation of integrals
340, 163.
;
254, 123
176.
297, 143
: 287, 811, 160
140
;
373,
Dupin: 521, 251; 524, 252 535, 257. Dupin s cyclide 524, 252 ; theorem
:
Evolute:
231
;
521, 251.
432, 204; 436, 206; 480, 516, 247. Existence of roots : see Roots and
Eccentric anomaly
see
Anomaly.
line of;
Edge, cuspidal: see Striction,

of regression : 463, 221. Element of area: 267, 128
Functions, implicit. Exponential, series for
100, 48.
Extrema:
;
116, 65; 118, 56; 125, 69;

;
Element of volume
275, 132. 304, 146.
128, 61
251, 120
see also
Maxima
and Minima.
544
Families
(of
INDEX
straight
lines)
:
526,
Galileo
253
ff.
Gamma
439, 207. function: see Function T(a).

see
Fermat : 137, 66. Finite functions : see Functions.

Focal planes : 532, 255 ; points 255 ; surface : 531, 255.
:
Gauss: 199, 101; 291, 142; 344, 163.
Geometry of higher dimensions

531,
in
Forms, binary determinate

forms.
cubic
see
60,
30
Indeterminate
see
Higher dimensions. Gergonne: 535, 257. Goursat: 35, ftn.; 45, ftn.; 88, ex. Graves 166, 83. Graves theorem 166, 83.
: :
23.
Formulse of reduction
formulae.
Reduction
Greatest limit
351, 167
;
328, 156 377, 177.

:
;
335, 160
309, 149 305, 149
Fourier: 418, 197. Fourier s series: 418, 197
ff.
see also
Trigonometric series. Franklin: 257, 123.

Frenet
: : 477, 229. Fresnel: 86, ex. 17. Fresnel s wave surface: 86, ex. 17.
: 262, 126 288, 140 316, 152 318, 153. Green s theorem : 288, 140
;
Green
316, 152
375, 153. 378, ftn.
Frenet
477, 229. formulae
Hadamard:
Functional determinants: 46, 25; 52, 28 58, 29 265, 127 304, 146.
;
Halphen: 33, ex. 11; 56, ex. 18. Harmonic series 103, 49 347, 165. Haro s series: 183, ex. 11.
:
;
Helicoid
509, 243
579, 249.
Functions,
B (p,
q)
407, 191 ff. ; analytic : 279, 134 ; continuous : 143, 250, 120; 362, 173;
Helix: 482, 231; ^53, 232. Hermite 97, 46 777, 87; 205, ex. 12
:
;
70; 200, ftn.;

378, 178;
tinuity
;
422, 199; see also Con discontinuous ^, 4 161,

:
;
236, ftn. ^-j.,, Hessians 55, 30.

:
Higher dimensions
Highest
79;
195,
98;
205, exs.
:
denned by
integrals
6 and 7; 192, 97 195,

;
common
: 370, 150. divisor : 77, 104.
98; 221, 108; dominant: 386, 181; 396, 186; elliptic: 33, 112; expo
nential
:
Hilbert: 171, 87. Hospital, de V : see
L"
Hospital, de.
Houel: 219,
106.
:
see
Exponential
;
T(a)
92
279, 134
290, 141
: 183, 308, 148 ;
Hyperbola, area of 218, 106. Hyperbolic functions see Functions.

:
313,
150;
homogeneous:
9,
18;
Hyperbolic point
500, 239.
ex. 7.
hyperbolic: 219, 106; implicit: 35,

20;
147,
-45,
Hypocycloid: 242, 117; ^5,

Implicit functions
:
25; 395, 187; integrable

;
72
23
see
50, 26
205, ex. 8 ; inverse : 41, ^06, 190 ; logarithmic :

;
see
Functions and
Alembert
theorem.
:
Logarithm
monotonic
148,
72; periodic: SIS, 153; primitive: see Primitive functions and Inte
grals; rational: 3, 3; 158, 77; 205, ex. 12 05, 103; real variables: 2,
;
Improper integrals see Integrals. Incommensurable numbers 7^, ftn.

:
777, 87; 249, ex. 21.

Indefinite integrals
:
see Integrals.
2; 11, 10; (etc., see special titles) ; transcendental 221, 108 236, 114 422, 199; trigonometric: 700, 48;
:
;
Independence of Path: 376, 152; see also Integral P dx + Qdy; of sur~

face
;
33,
155
see also Integrals,
surface.
220, 106;
36, 114; trigonometric
Indeterminate forms
70, 8
97, 47.
(inverse): 104, 50;
35,
179.
:
Index
see
(of
a function): 757, 77;
05,
Fundamental theorem of Algebra D Alembert s theorem.
exs. 11
and 12
322, 154.
ff.
Indicatrix: 507, 240
INDEX
Infinite, definition of
:
545
4, 4.
Infinite limits
see Integrals,
2,
improper.
183,
Integral Pdx + Qdy, and Green s theorem; logarithm: 245, 118 ; mul
tiple
:
Infinite
series:
1;
99, ftn.;
310, 150
ff.
91; 91 ;
327,
156; alternating: 182, complex terms : 350, 167 ff. ;

:
174
P dx +
Q dy
358, 171 ; 367, 316, 152 ff. ;

; ;
constant terms: 329, 157 ff.; devel opment in 93, 46 98, 48 201, 101
; ;
pseudo-elliptic : 234, 113 246, ex. 5 247, ex. 7 ; surface : 280, 135 ff. ; 322,
375, 177; 404, 189; 411, 195; 418,
155; triple: 296, 143; xdy -ydx: 189, 94 191, 96 206, ex. 14.
; ;
197;
422,
199;
see
also
Taylor
differentiation of : 364, ; 380, 179; 405, 189 ; division of : 392, 183 ; dominant see Functions, dominant ; Fourier s 418, 197 ff ;
series, etc.
Integraphs: 201, 102. Integration, of binomial differentials

224, 109; of
integrals:
174
256,
123;
:
mechanical
201, 101
;
: 201, 102 ; of series 364, 174 368, 174 ; see

;
harmonic
finite series
103, 49 347, 165 ; of in see Substitution of series

;
also Integrals.
and Double
201, 101;
series;
integration of:
Interpolation: 198, 100. Interval function defined in

:
2, 2
7,
364, 174; 368, 174;

:
Mc;
Laurin
178;
157
see
McLaurin
331,
of
series
multiplication of:
positive
158;
2,
379, 329, 100 ;
of convergence : see Convergence. Intrinsic equations : see Equations. Invariants : 59, 30 70, 37.
;
;
terms:
:
1;
Inverse functions
see Functions.
ff. ;
reversion
:
substitution of
series;
see also
407, see Substitution of
Inversion, of functions : see Func tions ; transformation of : 66, 35

69, 36.
sum
of: 99, ftn.; 329, 157;

;
Convergence
s series
;
Taylor
s
:
see
Taylor
195
ff.;
trigonometric
series, etc.
:
4H,
Involutes: ^5^,204; 436,206; 480, 231. Involutions: 231, 112; 234, 113; 247,
ex. 7.
variable terms: 860, 173;
see also
Double
Involutory transformations
;
69, 36
Infinitely small quantity

also Infinitesimal.
19, 14
see
78, 41
79, 42.
Infinitesimal:
120.
19,
14; 150, 72; 252,

see Functions.
Jacobi: 22, ftn.; 3#, ex. 5; 46, ftn.;

55, ftn.
Integrable functions
Integrals, Abelian
:
Jacobians
nants.
see
Functional
determi
: 226, 110 ; ferentiation of integrals ; definite : see also Evaluation of 149, 68 ff.
;
215, 105; 221, 108; differentiation of see Dif
Jamet
509, 243.
:
Joachimsthal
520, 250.
s
Joachimsthal
theorem
520, 250.
integrals
tic
:
double
250, 120
ff.;
ellip
Jordan
360, ftn.
55, ex. 10.
226, 110; 231, 112; 233, 112; 246, ex. 6 ; functions defined by
see
Kelvin, Lord
s
Functions
hyperelliptic
226,
Kepler: 406, 189.

Kepler
189.
110; improper: 175, 89; 179, 90; 183, 91 236, 140 277, 133 289,
; ; ;
equation
249, ex. 19
406,
161; 553,173; 369, lib; indefinite: 154, 76 208, 103 ff. see also Func
;
;
Koenigs
540, ex. 14.

5
tions, primitive,
and Evaluation of
Lagrange
5,
;
7,
20, 18
90, 44
;
integrals; integration of: see Inte gration of integrals ; line : 184, 93

;
198, 100 212.
274, 131
^-4, 189
445,
201, 102 263, 126 316, 152 322, 155 see also Differentials, total, and
;
;
Lagrange
tions)
:
formula
;
(implicit
;
func
34, ex. 8
404, 189
formula
546
(interpolation) 274, 131.
:
INDEX
198, 100
;
identity
Mansion 207, ex. Mass: 296, 143.

:
24.
Lame: 80, ftn.; 82, 43; 325, ex. 10. Laplace : 73, 38 84, ex. 8 404, 189. Laplace s equation : 73, 38.
;
;
Maximum
see also
3,3; 116, 55
ff.
52, 120
Extremum.
Laugel: 140, ftn. Law of the mean, for derivatives
8,
8; 25,11; 16, ftn.; 55,48; 255,76; 05, 127; for integrals (1st law) : 252,
s series: 99, 48; 382, 179; Taylor s series. Mean, law of the see Law. Mechanical quadrature 201, 102. Mertens: 352, 168.
McLaurin
see also
74
253, 121
for integrals (2d law)
252, 74; 205, ex.13; generalizations: 10, 8 98, 48 265, 127.

; ;
Meusnier: 497, 239. Meusnier s theorem
Minimum
5,
226,
497, 239. 55 see also

;
Lebesgue: 422, 199.
Legendre: 33, ex. 9;

366, 174; 394, 184.
6<9,
36; 275, 88;

:
Extremum. Mobius strip 280, ftn. Monge: 29, 18 44, 24

:
;
523, 251.
Legendre
polynomials 33, ex. 9 275, 88; 201, 101; formula: ^252, 203; integrals: 233, 112; 566, 174; 394, 184 ; transformation 68, 36
s
:
Monotonically
see Functions,
increasing
functions
monotonic.
ff.,
Multiple series: 310, 150

567, 174.
Multiplication of series
:
358, 171;
77, 41.
see Series.
Leibniz
7,6; 19,
:
27, 17
29, 18.
Murphy: 373,
Newton Normal
:
ex.
1.
Leibniz formula 27, 17. Lemniscate: 22S, 108; 5^,
112.
etc.
19, ftn.
:
Length
Lie,
1
262, 80
26^, 80
sections
497, 239
of
:
501, 240. 555,
68, ftn.
8.
8.
;
Normals, congruence
length of : 30, 19
:
;
256
:
L"
Hospital, dei 10,

1
plane curves
30,
Hospital, de, theorem: 10,

:
19; principal (skew curves): 471,
Limit
see
2,
a lower
140, 68
an
226.
upper: 91,
Evaluation
tegrals;
ftn.; 140, 62; greatest: Greatest limit ; of error see

:
Numbers, incommensurable
tal: 272, 87.
: 142, ftn. 272, 87; 249, ex. 21; transcenden
of integration
see In
the lower: 142, 68;
the
upper : 2^2, 62. Line complexes : see Complexes see Congruences ; gruences
:
Order of contact
;
see Contact,
con
inte
Ordinary points see Points. Orthogonal systems, of curves: #75,

:
grals : see Integrals. Line of curvature : see Curvature.
132; triple: 80, 43

Oscillation
:
521, 251.
142, 69;
52, 120; 448, 213.

;
Line of striction : see Striction. Linear transformations see Trans

:
Osculating plane: 453, 215
455, 216;
formations.
Liouville: 231, 111.
sphere : 492, 237. Osculation : ,95, 45
215
100, 49
;
^55, 216
448, 213 453, 488, 235 492, 237.

; ;
Logarithm
382, 179.
.57,
28
102, 49;
Loop-circuit: 523, 153.
Osgood: 53, ftn.; 252, ftn.; 369, ftn. Ostrogradsky : 309, ftn. Ostrogradsky s theorem : 309, 149.
Painleve
:
Lyon
4$4, ftn.
88, ex. 23.
; ;
Mains
555, 257.
Parabola
555, 257.
;
Mams
theorem
:
Mannheim
495, exs. 7 and 11 524, 252.
255, 64 257, 66 220, 107. Parabolic point : 500, 239 520, 249. Paraboloid: 525, 246; 523, 251.
:
;
INDEX
Parallel curves
:
547
:
207, ex. 20
surfaces
86, ex. 16. Parameter of distribution
528, 253
see
Raabe 340, 163. Raabe s test 340, 163. Radius of curvature, of torsion:
:
see
530, 254.
Parameters,
ential.
differential
Differ
Curvature, Torsion. Rational functions : see Functions.

Reciprocal equations
: see Equations Transformations ; radii
;
:
Partial
differential
equations
see
polars
see
Equations, partial differential.
see Transformations.
Peano
456, ftn.
Rectification of curves
see Length.
Pedal curves: 69, 36;
207, exa. 21
Reduction formulse
104;
208,
103;
210,
and
22.
26, 110; 227, 110; 239, 115;
Pellet: 495, ex. 11.
240, 116; 244, 118; 248, exs. 15,

see Functions.
16, and 17; 49, ex. 21. Regression, edge of: 463, 221. Regular curves : see Curves.
Periodic functions
Periods: 318, 153. Picard : 322, 154 538, 258. Planimeter: 201, 102.
;
Remainder (Taylor
98, 48.
s series)
90, 44
Poincare: 386, 181. Point transformations

mations.
see Transfor
Reversion of series
Riccati equations
:
407, 190. 511, 244. 347,
: 110, 53 408, 192. 114, 54 Points, singular : 110, 53 319, 153 ; 408, 192 ; 409, ftn. Poisson : 204, ex. 6 325, ex. 8.
Points, ordinary
Riemann: 140,
;
ftn.; 309, ftn.;
165.
Riemann
Green
Roberts
:
s
s
theorem
theorem.
309, ftn.
see also
Polar coordinates Polar line

:
see Coordinates.
294, ex. 10.
473, 227. Polar surface : 473, 227.
Rodriguez: 33, ex. 8; 517, 248. Rodrigues formula : 517, 248.

Rolle s theorem
:
Polynomials, continuity of : 3, 3 ; rela 214, 104. tively prime : 211, 104

;
7, 7.
Potential equation
tion.
see
Laplace
ff. ;
equa
Roots, existence of: 3, 3; 291, 142; see also Functions, im 321, 154 plicit, and D Alembert s theorem.
;
Power
series:
375, 177
double:
Roulette
252.
207, ex. 23
ex. 4.
:
220, 107
526,
394, 186. Primitive functions

see also Integrals.
139, 67; 154, 76
Rouquet 495, Ruled surfaces

:
see Surfaces.
Principal normals, tangents, etc.
see
Normals, Tangents, etc. Pringsheim: 340, 162. Prismoid : 285, 138 310, 150. Prismoidal formula: 285, 138.
;
Kcheffer: 125, 56. Schell : 495, ex. 7.
Schwarz 11, 9. Schwarzian : 88,

:
ex. 22.
;
Protective transformations formations.

Pseudo-elliptic integrals Puiseux : 484, 232.
:
see
Trans
Sequences: 327, 156

series.
see also Infinite
see Integrals.
Series
see
Infinite
series,
etc.
7.
Taylor
series,
Double
;
series,
Quadrature
78
;
134, 64
135, 65
160,
: 234, ftn. 495, ex. Serret s curves : 234, ftn.
Serret
see also Area, Integrals, etc.
Simpson: 199,
100.
Quadrics, confocal : 533, 251. Quartic curves 223, 108.

:
Singular points:
110, 53; 114, 54; 319, 153; 408, 192; 409, ftn.
:
Quetelet
535, 257.
Sinistrorsal (skew curve)
476, 228.
548
Skew curves
Steiner
:
:
INDEX
see Curves.
Tractrix
441, 209.
:
207, ex. 23. 282, 136.

529, 253. 174, 88. 388, 182
series.
Transcendental numbers
171, 87.
;
Stokes: 282, 136.
Stokes theorem
Striction, line of
Transformations, contact : 67, 36 41 78, 42 ; involutory : 69, 36

;
77,
78,
41; 79, 42; linear
59, 30
of coordi
Sturm
: 174, 88. Sturin sequences
nates: 65, 34; 76, 40; etc.; of curves: 66, 35; of independent variable : 61, 31
;
Subnormal
186
30, 19.
:
;
70, 38
74,
39
of integrals
;
see
;
Substitution of series
;
397,
Change
68, 36
69,
;
of variables
77,
point
66, 35 66, 35
see also
:
Double
19.
40 ; projective
Substitutions
see Transformations.
Subtangent: 30,
78, 41
36.
37; reciprocal polars: 69, 36; ; reciprocal radii : 66, 35 69,

;
Surface integrals : see Integrals. Surfaces: 75, 39; 497, 239 ff. ; ana
lytic: 410, 194ff.
;
Trigonometric functions:
tions
;
see
Func
apsidal: 86, ex.
series
411, 195.
:
17; developable: 79,42; 461,221; 464, 222 505, 241 ; focal : 531, 255 ; parallel: 86, ex. 16; ruled : 285, 138
;
;
Triple integrals
see Integrals.
Triply orthogonal systems : see Orthog onal systems.
509,244; 526, 253; translation 513, 245 ; tubular : 524, 252 ; unilateral :
:
Umbilics
280, 135; wave: 86, ex. 17.
: 505, 241 52 0, 249. Uniform curves, continuity, conver

;
Tangential equations
:
207, ex. 21.
Tangents, asymptotic : 503, 240 ; con jugate 511, 245 ; length of : 30, 19 ;
principal: 503, 240; stationary: 457, 217 ; to curves (plane) : 5, 5 ; 63, 32
92, 45;
infinitesimal see Curves, Continuity, Convergence, Infinitesi mal, etc. Unilateral surfaces see Surfaces and
gence,
Mobius
strip.
:
Upper
limit
see Limit.
97,47; to curves (skew)

;
5,
51, 27
;
to surfaces
16, 12
39,
Value, absolute
3,
375.
22
76, 39
:
and
:
ftn.
Tannery
Taylor
171, 86
555, ftn.
89, 44
;
Variable, complex : 575. Variations, calculus of : #57, 123.

ff.
;
s series
;
95, 48
;
ff.
^97, 51
384, 180
596, 185.
see Dif
:
Tchebycheff: 257, 123.
Term-by-term differentiation
ferentiation of series
;
Viviani: 286, 139. Viviani s formula : 286, 139. Volume: 254, 122 284, 137; 325, ex. 8; 326, ex. 13.
;
integration
see
see Integration of series.
Tests for convergence

gence.
Conver
Wallis: 240, 116. Wallis formula: 240, 116.
Wave
surface
:
86, ex. 17.
Thompson, Sir
Tissot
:
Wm.
6.
see Kelvin, Lord.
495, ex.
228.
Torsion and Radius of torsion
473
153, 75; 200, ftn.; 402, 87; 422, 199. Weierstrass theorem: 422, 199.
Weierstrass
6, 5;
and 474,
Total differentials
see Differentials.
Ziwet
406, ftn.
r>
f*35 6 7
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STAT,

THE UNIVERSITY OF PARIS

EARLE RAYMOND HEDRICK

DERIVATIVES AND DIFFERENTIALS EXPANSION IN SERIES

GINN AND COMPANY

CHICAGO LONDON SAN FKANCISCO

ENTERED AT STATIONERS HALL

EARLE RAYMOND HEDRICK

GINN AND COMPANY PRIETORS BOSTON

course at the University of Paris.

have modified somewhat

that has to do with functions of real variables, except

the theory of differential equations.

differential notation not

being treated in the

treated this notation from the beginning,

and have presupposed only

a knowledge of the formal rules for calculating derivatives.

essentially the science of the con

would seem that every course

with the study of irrational numbers.

however, that the student

already familiar with that subject.

well-known works f that

enter upon such

for the other

fundamental notions which

such as the upper limit, the definite integral, the

have endeavored to treat them with

desirable rigor, seeking to retain the elementary character of the

interesting account of French

methods of instruction in mathematics

supplementary matter which the reader

at the first read

latter are taken, for the

from original memoirs to which references are made.

old students at the Ecole Normale,

Clairin, have kindly assisted in the correction of proofs

I take this occasion to tender

was undertaken at the suggestion

hope that this book will help to

the need so generally

throughout the American mathematical world.

system of instruction as a text for a second course

and as a book of reference

changes of notation have been introduced occasionally for conven

gestion of Professor Goursat,

has very kindly interested himself

the additional matter

though not of his

I take this opportunity to express

& Company, have spared

the typography excellent.

Their spirit has been far from com

mercial in the whole enterprise, and

that the publication of this book will contribute to the advance of

DERIVATIVES AND DIFFERENTIALS

Functions of a Single Variable Functions of Several Variables

IMPLICIT FUNCTIONS. FUNCTIONAL DETERMINANTS.

TAYLOR S SERIES. ELEMENTARY APPLICATIONS. MAXIMA AND MINIMA

Series with a Remainder.

Maxima and Minima

DEFINITE INTEGRALS I. Special Methods of Quadrature