(Horst R. Beyer) Calculus and Analysis A Combined

Calculus: A modern, rigorous approach
Horst R. Beyer
Louisiana State University (LSU)
Center for Computation and Technology (CCT)
330 Johnston Hall
Baton Rouge, LA 70803, USA
&
Louisiana State University (LSU)
Department of Mathematics
148 Lockett Hall
Baton Rouge, LA 70803, USA
July 3, 2007
1
Dedi ated to the Holy Spirit
Contents
Contents 3
1 Calculus I 5
1.1 Basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.1 Elementary Mathematical Logic . . . . . . . . . . . . . . 5
1.1.2 Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.1.3 Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
1.2 Limits and Continuous Functions . . . . . . . . . . . . . . . . . . 36
1.2.1 Limits of Sequences of Real Numbers . . . . . . . . . . . 36
1.2.2 Continuous Functions . . . . . . . . . . . . . . . . . . . 55
1.3 Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
1.4 Applications of Differentiation . . . . . . . . . . . . . . . . . . . 94
1.5 Riemann Integration . . . . . . . . . . . . . . . . . . . . . . . . 140
2 Calculus II 163
2.1 Techniques of Integration . . . . . . . . . . . . . . . . . . . . . . 163
2.1.1 Change of Variables . . . . . . . . . . . . . . . . . . . . 163
2.1.2 Integration by Parts . . . . . . . . . . . . . . . . . . . . . 173
2.1.3 Partial Fractions . . . . . . . . . . . . . . . . . . . . . . 186
2.1.4 Approximate Calculation of Integrals . . . . . . . . . . . 196
2.2 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . 202
2.3 Series of Real Numbers . . . . . . . . . . . . . . . . . . . . . . . 223
2.4 Series of Functions . . . . . . . . . . . . . . . . . . . . . . . . . 248
2.5 Analytical Geometry and Elementary Vector Calculus . . . . . . . 292
2.5.1 Metric Spaces . . . . . . . . . . . . . . . . . . . . . . . . 292
2.5.2 Vector Spaces . . . . . . . . . . . . . . . . . . . . . . . . 298
2.5.3 Conic Sections . . . . . . . . . . . . . . . . . . . . . . . 323
2.5.4 Polar Coordinates . . . . . . . . . . . . . . . . . . . . . . 330
2.5.5 Quadric Surfaces . . . . . . . . . . . . . . . . . . . . . . 338
2.5.6 Cylindrical and Spherical Coordinates . . . . . . . . . . . 346
2.5.7 Limits in Rn . . . . . . . . . . . . . . . . . . . . . . . . 351
2.5.8 Paths in Rn . . . . . . . . . . . . . . . . . . . . . . . . . 356
3
3 Calculus III 375
3.1 Vector-valued Functions of Several Variables . . . . . . . . . . . 375
3.2 Derivatives of Vector-valued Functions of Several Variables . . . . 394
3.3 Applications of Differentiation . . . . . . . . . . . . . . . . . . . 423
3.4 The Riemann Integral in n-dimensions . . . . . . . . . . . . . . . 446
3.4.1 Applications of Multiple Integrals . . . . . . . . . . . . . 460
3.5 Vector Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . 471
3.6 Generalizations of the Fundamental Theorem of Calculus . . . . . 483
3.6.1 Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . 486
3.6.2 Stokes’ Theorem . . . . . . . . . . . . . . . . . . . . . . 502
3.6.3 Gauss’ Theorem . . . . . . . . . . . . . . . . . . . . . . 512
4 Appendix 529
4.1 Construction of the Real Number System . . . . . . . . . . . . . 529
4.2 Lebesgue’s Criterion of Riemann-integrability . . . . . . . . . . . 542
4.3 Properties of the Determinant . . . . . . . . . . . . . . . . . . . . 546
4.4 The Inverse Mapping Theorem . . . . . . . . . . . . . . . . . . . 563
References 566
Index of Notation 569
Index of Terminology 571
4
1 Calculus I
1.1 Basics
1.1.1 Elementary Mathematical Logic
Definition 1.1.1. (Statements) A statement (or proposition) is an assertion
that can determined as true or false.
Often abstract letters like A, B, C, . . . are used for their representation.
Example 1.1.2. The following are statements:
(i) The president George Washington was the first president of the United
States ,
(ii) 2 + 2 = 27 ,
(iii) There are no positive integers a, b, c and n with n ¡ 2 such an bn
cn . (Fermat’s conjecture)
The following sentences are no statements:
(iv) Which way to the Union Station? ,
(v) Go jump into the lake!
Definition 1.1.3. (Truth values) The truth value of a statement is denoted

by ‘T’ if it is true and by ‘F’ if it is false.
Example 1.1.4. For example, the statement
9 16 25 (1.1.1)
is true and therefore has truth value ‘T’, whereas the statement
9 16 26
is false and therefore has truth value ‘F’. Also, Example 1.1.2(i) is true,
Example 1.1.2(ii) is false, and Example 1.1.2(iii) is very likely true. (Wiles
1995)
5
Definition 1.1.5. (Connectives) Connectives like ‘and’, ‘or’, ‘not’, . . .
stand for operations on statements.
Connective Symbol Name
‘not’ Negation
‘and’ ^ Conjunction
‘or’ _ Disjunction
‘if . . . then’ ñ Conditional
‘. . . if and only if . . . ’ Bi-conditional
Example 1.1.6. For example, the statement

‘It is not the case that 9 16 25’
is the negation (or ‘contrapositive’) of (1.1.1). It can be stated more simply
as
9 16 25 .
Other examples are compounds like in the following
Example 1.1.7.
(i) Tigers are cats and alligators are reptiles ,
(ii) Tigers are cats or (tigers are) reptiles ,
(iii) If some tigers are cats, and some cats are black, then some tigers are
black ,
(iv) 9 16 25 if and only if 8 15 23 .
Definition 1.1.8. (Truth tables) A truth table is a pictorial representation

of all possible outcomes of the truth value of a compound sentence. The
connectives are defined by the following truth tables for all statements A
and B.
A B A A^B A_B AñB AB
T T F T T T T
T F F F T F F .
F T T F T T F
F F T F F T T
6
Note that the compound A _ B is true if at least one of the statements A
and B is true. This is different from the normal usage of ‘or’ in English.
It can be described as ‘and/or’. Therefore, the statement 1.1.7 (ii) is true.
Also, the statements 1.1.7 (i) and 1.1.7 (iv) are true.
Also, note that from a true statement A there cannot follow a false state-
ment B, i.e., in that case the truth value of A ñ B is false. This can be
used to identify invalid arguments and also provides the logical basis for so
called indirect proofs.
Note that valid rules of inference do not only come from logic, but also
from the field (Arithmetic, Number Theory, Set Theory, ...) the statement
is associated to. For instance, the equivalence 1.1.7 (iv) is concluded by
arithmetic rules, not by logic. Those rules could turn out to be inconsistent
with logic in that they allow to conclude a false statement from a true state-
ment. Such rules would have to be abandoned. An example for this is given
by the statement 1.1.7 (iii). Although the first two statements are true, the
whole statement is false because there are no black tigers. In the following,
the occurrence of such a contradiction is indicated by the symbol . Note
that the rule of inference in 1.1.7 (iii) is false even if there were black tigers.
Example 1.1.9. (Inconsistent rules) Assume that the real numbers are part
of a larger collection of ‘ideal numbers’ for which there is a multiplication
which reduces to the usual multiplication if the factors are ? real. Further,
assume that for every ideal number z there is a square root z , i.e., such
that ? 2
z z ,
which is identical to the positive square root if z is real and positive. Finally,
assume that for all ideal numbers z1 , z2 , it holds that
?z z ?z ?z .
1 2 1 2
Note that the last rule is correct if z1 and z2 are real. Then we arrive at the
following contradiction:
? ? ? a ?
1 1 2 1 1 p1qp1q 1 1 .
7
Hence an extension of the real numbers with all these properties does not
exist.
A simple example for an indirect proof is the following
Example 1.1.10. (Indirect proof) Prove that there are no integers m and
n such that
2m 4n 45 . (1.1.2)
Proof. The proof is indirect. Assume the opposite, i.e., that there are in-
tegers m and n such that (1.1.2) is true. Then the left hand side of the
equation is divisible without rest by 2, whereas the right hand side is not.
Hence the opposite of the assumption is true. This is what we wanted to
prove.
Example 1.1.11. Calculate the truth table of the statements

pA ñ B q ^ pB ñ C q ñ pA ñ C q
(Transitivity) ,

pA _ B q ^ pA ñ C q ^ pB ñ C q ñ C (Proof by cases) ,
p B ñ Aq pA ñ B q (Contraposition) . (1.1.3)
Solution:
A B C AñB B ñ C pA ñ B q ^ pB ñ C q AñC
T T T T T T T
T T F T F F F
T F T F T F T
T F F F T F F
F T T T T T T
F T F T F F T
F F T T T T T
F F F T T T T
8
pA ñ B q ^ pB ñ C q ñ pA ñ C q
T
T
T
T
T
T
T
T
A B C A_B AñC B ñ C pA ñ C q ^ pB ñ C q
T T T T T T T
T T F T F F F
T F T T T T T
T F F T F T F
F T T T T T T
F T F T T F F
F F T F T T T
F F F F T T T

pA _ B q ^ pA ñ C q ^ pB ñ C q pA _ B q ^ pA ñ C q ^ pB ñ C q ñ C
T T
F T
T T
F T
T T
F T
F T
F T
A A B B B ñ A AñB p B ñ Aq pA ñ B q
T F T F T T T
T F F T F F T
F T T F T T T
F T F T T T T
9
The members of (1.1.3) are so called tautologies , i.e., statements that are
true independent of the truth values of their variables. At the same time they
are frequently used rules of inference in mathematics, i.e., for all statements
A, B and C it can be concluded from the truth of the left hand side (in large
brackets) of the relations on the truth of the corresponding right hand side.
Example 1.1.12. (Transitivity) Consider the statements
(i) If Mike is a tiger, then he is a cat,
(ii) If Mike is a cat, then he is a mammal,
(iii) If Mike is a tiger, then he is a mammal.

Statements (i), (ii) are both true. Hence it follows by the transitivity of ñ
the truth of (iii) (and since ‘Mike’, the tiger of the LSU, is indeed a tiger,
he is also a mammal).
Example 1.1.13. (Proof by cases) Prove that
n |n 1| ¥ 1 (1.1.4)
for all integers n.

Proof. For this, let n be some integer. We consider the cases n ¤ 1 and
n ¥ 1. If n is an integer such that n ¤ 1, then n 1 ¤ 0 and therefore
n |n 1| n 1 n 1 ¥ 1 .
If n is an integer such that n ¥ 1, then n ¥ 1 and therefore
n |n 1| n n 1 2n 1 ¥ 2 1 1 .
Hence in both cases (1.1.4) is true. The statement follows since any integer
is ¤ 1 and/or ¥ 1.
Example 1.1.14. (Contraposition) Prove that if the square of an integer is

even, then the integer itself is even.
10
Proof. We define statements A, B as
‘The square of the integer (in question) is even’
and
‘The integer (in question) is even’ ,
respectively. Hence B corresponds to the statement
‘The integer (in question) is odd’ ,
and A corresponds to the statement
‘The square of the integer (in question) is odd’ .
Hence the statement follows by contraposition if we can prove that the

square of any odd integer is odd. For this, let n be some odd integer. Then
there is an integer m such that n 2m 1. Hence
n2 p2m 1 q2 4m2 4m 1 2 p2m2 2mq 1
is an odd integer and the statement follows.
Based on the result in the previous example, we can prove now that there is
no rational number whose square is 2.
Example 1.1.15. (Indirect proof) Prove that there is no rational number

whose square is 2.
Proof. The proof is indirect. Assume on the contrary that there is such a
number r. Without restriction, we can assume that r p{q where p, q
are integers without common divisor different from 1 and that q 0. By
definition,
2
p2
r 2.
2 p
q q2
Hence it follows that
p2 2q2
11
and therefore by the previous example that 2 is a divisor of p. Hence there is
an integer p̄ such that p 2p̄. Substitution of this identity into the previous
equation gives
2p̄2 q 2 .
Hence it follows again by the previous example that 2 is also divisor of q.
As a consequence, p, q have 2 as a common divisor which is in contradiction
to the assumption.
Problems
1) Decide which of the following are statements.

a) Did you solve the problem?
b) Solve the problem!
c) The solution is correct.
d) Maria has green eyes.
e) Soccer is the national sport in many countries.
f) Soccer is the national sport in Germany.
g) During the last year, soccer had the most spectators among all
sports in Germany.
f) Explain your solution!
g) Can you explain your solution?
h) Indeed, the solution is correct, but can you explain it?
i) The solution is correct; please, demonstrate it on the black-
board.
2) Translate the following composite sentences into symbolic notation
using letters for basic statements which contain no connectives.
a) Either John is taller than Henry, or I am subject to an optical
illusion.
b) If John’s car breaks down, then he either has to come by bus or
by taxi.
c) Fred will stay in Europe, and he or George will visit Rome.
d) Fred will stay in Europe and visit Rome, or George will visit
Rome.
e) I will travel by train or by plane.
12
f) Neither Newton nor Einstein created quantum theory.
g) If and only if the sun is shining, I will go swimming today; in
case I go swimming, I will have an ice cream.
h) If students are tired or distracted, then they don’t study well.
i) If students focus on learning, their knowledge will increase; and
if they don’t focus on learning, their knowledge will remain
unchanged.
3) Denote by M , T , W the statements ”Today is Monday”, ”Today is
Tuesday” and ”Today is Wednesday”, respectively. Further, denote
by S the statement ”Yesterday was Sunday”. Translate the following
statements into proper English.
a) M Ñ pT _ W q ,
b) SØM ,
c) S ^ pM _ T q ,
d) pS Ñ T q _ M ,
e) M Ø pT ^ p W qq _ S ,
f) pM Ø T q ^ pp W q _ S q .
4) By use of truth tables, prove that
a) p Aq A ,
b) pA ^ B q pB ^ Aq ,
c) pA _ B q pB _ Aq ,
d) pA B q pB Aq ,
e) pA ^ B q p Aq _ p B q ,
f) pA _ B q p Aq ^ p B q ,
g) pA Ñ B q p Aq _ B ,
h) A ^ pB ^ C q pA ^ B q ^ C ,
i) A _ pB _ C q pA _ B q _ C ,
k) A _ pB ^ C q pA _ B q ^ pA _ C q ,
l) A ^ pB _ C q pA ^ B q _ pA ^ C q .
for arbitrary statements A, B and C.
5) Assume that
a pb cq a b c
for all real a, b and c is a valid arithmetic rule of inference. Derive
from this a contradiction to the valid arithmetic statement that 0 1.
Therefore, conclude that the enlargement of the field of arithmetic by
addition of the above rule would lead to an inconsistent field.
13
6) Prove indirectly that 3n 2 is odd if n is an odd integer.
7) Prove indirectly that there are no integers m ¡ 0 and n ¡ 0 such that
m2 n 2 1.
8) If a, b and c are odd integers, then there is no rational number x such
that ax2 bx c 0. [Hint: Assume that there is such a rational
number x r{s, where r, s 0 are integers without common divi-
sor. Show that this implies the equation rpar bsq cs2 which is
contradictory.]
9) Prove that there is an infinite number of prime numbers, i.e., of nat-
ural numbers ¥ 2 that are divisible without remainder only by 1 and
by that number itself. [Hint: Assume the opposite and construct a
number which is larger than the largest prime number, but not divisi-
ble without remainder by any of the prime numbers.]
10) Prove by cases that
|x 1 | |x 2| ¤ 3
for all real x.
|x 1 | |x 2| ¥ 3
for all real x.

a
|a|
b |b|
for all real numbers a, b such that b 0.
13) Prove by cases that if n is an integer, then n3 is of the form 9k r
where k is some integer and r is equal to 1, 0 or 1.
14) Prove that if n is an integer, then n5 n is divisible by 5. [Hint:
Factor the polynomial n5 n as far as possible. Then consider the
cases that n is of the form n 5q r where q is an integer and r is
equal to 0, 1, 2, 3 or 4.]
1.1.2 Sets
In the following we adopt the naive definition of sets given by the founder
of set theory, the German mathematician Georg Cantor (1845-1918):
14
‘Eine Menge ist eine Zusammenfassung bestimmter, wohlun-
terschiedlicher Dinge unserer Anschauung oder unseres Denkens,
welche Elemente der Menge genannt werden, zu einem Ganzen.’
or translated
Definition 1.1.16. (Sets) A set is an aggregation of definite, different ob-
jects of our intuition or of our thinking, to be conceived as a whole. Those
objects are called the elements of the set.
This implies that for a given set A and any given object a it follows that
either a is an element of A or it is not. The first is denoted by a P A ,
and the second is denoted by a R A . The set without any elements, the so
called ‘empty set’, is denoted by φ.
Example 1.1.17. Examples of sets are
The set of all cats ,
The set of the lowercase letters of the Latin alphabet ,
The set of odd integers .
Definition 1.1.18. (Elements) The following statements have the same
meaning
a is in the set A ,
a is an element of the set A ,
a is a member of the set A ,
aPA.
Given some not necessarily different objects x1 , x2 , . . . , the set containing
these objects is denoted by
tx1 , x2, . . . u .
In particular, we define the set of natural numbers N , the set of natural
numbers N without 0 , the set of integers Z and the set of integers Z
without 0 by
15
Definition 1.1.19. (Natural numbers, integers)
N : t0, 1, 2, 3, . . . u ,
N : t1, 2, 3, . . . u ,
Z : t0, 1, 1, 2, 2, 3, 3 . . . u ,
Z : t1, 1, 2, 2, 3, 3, . . . u .
Another way of defining a set is by a property characterizing its elements,
i.e., which is shared by all its elements, but not by any other object:
tx : x has the property P pxqu .
It is read as: ‘The set of all x such that P pxq’. In this, the symbol ‘:’ is read
as ‘such that’. In particular, we define the set of rational numbers Q, the set
of rational numbers Q without 0 , the set of real numbers R and the set of
real numbers R without 0 by
Definition 1.1.20. (Rational and real numbers)
Q : tp{q : p P Z ^ q P N ^ q 0u ,
Q : tp{q : p P Z ^ q P N ^ q 0u ,
R : tx : x is a real numberu ,
R : tx : x is a non-zero real numberu .
Definition 1.1.21. (Subsets, equality of sets) For all sets A and B, we

define
A B : Every element of A is also an element of B
and say that ‘A is a subset B’, ‘A is contained in B’, ‘A is included in B’
or ‘A is part of B’. Finally, we define
A B : A B ^ B A
A and B contain the same elements .
Here and in the following, wherever meaningful, the symbol ‘:’ in front of
other symbols is read as ‘per definition’.
16
Example 1.1.22. For instance,
t1, 1, 2, 3, 5u t1, 1, 2,?3, 5, 8, 13u , ? ?

t1, 1, 2, 3, 5u trp1 5qn p1 5qns{p2n 5q : n P Nu ,
t1, 2, 3, 3, 5, 1u t1, 2, 3, 5?
u, ? ?
t1, 1, 2, 3, 5, . . . u trp1 5qn p1 5qns{p2n 5q : n P Nu .
In particular, we define subsets of R, so called intervals , by
Definition 1.1.23.
ra, bs : tx P R : a ¤ x ¤ bu , pa, bq : tx P R : a x bu
ra, bq : tx P R : a ¤ x bu , pa, bs : tx P R : a x ¤ bu
rc, 8q : tx P R : x ¥ cu , pc, 8q : tx P R : x ¡ cu
p8, dq : tx P R : x du , p8, ds : tx P R : x ¤ du
for all a, b P R such that a ¤ b and c, d P R.
We define the following operations on sets.
Definition 1.1.24. (Operations on sets) For all sets A and B, we define
(i) their union A Y B, read: ‘A union B’, by
A Y B : tx : x P A _ x P B u
(ii) and their intersection A X B, read: ‘A intersection B’, by
A X B : tx : x P A ^ x P B u .
If A X B φ, we say that A and B are disjoint.

(iii) the relative complement of B in A, AzB, read: ‘A without B’ or ‘A
minus B’, by
AzB : tx : x P A ^ x R B u .
17
y y
x x
A
B
Fig. 1: Two subsets A and B of the plane.
AÜB A AÝB B
Fig. 2: Union and intersection of A and B. The last is given by the blue domain.
18
A\B
Fig. 3: The relative complement of B in A.
(iii) their cross (or Cartesian / direct) product A B, read: ‘A cross B’,
by
A B : tpx, y q : x P A ^ y P B u ,
where ordered pairs px1 , y1q, px2 , y2q are defined equal,
px1 , y1q px2 , y2q ,
if and only if x1 x2 and y1 y2 . In addition, if C is some set, we
define the Cartesian product of A, B and C by
A B C : tpx, y, z q : x P A ^ py P B ^ z P C qu
where ordered pairs px1 , y1, z1 q, px2 , y2 , z2 q are defined equal,
px1 , y1, z1q px2 , y2, z2q ,
if and only if x1 x2 , y1 y2 and z1 z2 . In particular, we define
R2 : R R , R3 : R R R .
19
y
3
x B
1 A 2
1
x
1 2 3
z A´B
0 1
1 2
3
2
y
3 x
Fig. 4: Subsets A of the real line and B of the plane and their cross product.
20
Example 1.1.25.
t1, 2, 3, 5, 8, 13u Y t1, 3, 4, 7, 11, 18u t1, 2, 3, 4, 5, 7, 8, 11, 13, 18u
t1, 2, 3, 5, 8, 13u X t1, 3, 4, 7, 11, 18u t1, 3u
t1, 2, 3, 5, 8, 13uzt1, 2, 3, 5u t8, 13u ,
t1, 2, 3, 5, 1uzt1u t2, 3, 5u ,
t1, 2u t1, 3, 4u tp1, 1q, p1, 3q, p1, 4q, p2, 1q, p2, 3q, p2, 4qu .
The naive Definition 1.1.16 of sets leads to paradoxa like the one of Zermelo-
Russel (1903):
Assume that there is a set of all sets that don’t contain itself as an element:
S : tx : x is a set ^ x R xu .
Since S is assumed to be a set, either S P S or S P S. From the assumption
that S P S, it follows by the definition of S that S R S . Hence it follows
that S R S. From S R S, it follows by the definition of S that S P S .
Hence there is no such set.
Bernard Russell also used a statement about a barber to illustrate this prin-
ciple. If a barber cuts the hair of exactly those who do not cut their own
hair, does the barber cut his own hair?
So a more restrictive definition of sets is needed to avoid such contradic-

tions. For this, we refer to books on set theory. In the following such para-
doxa will not be important role because we don’t use the full generality of
Definition 1.1.16 and deal with a far reduced class of sets.
Problems
1) For each pair of sets, decide whether not the following sets are equal:
A : t2, 3u, B : t3, 2u Y φ, C : t2, 3u Y tφu, D :
tx P R : x2 x 6 0u, E : tφ, 2, 3u, F : t2, 3, 2u,
G : t2, φ, φ, 3u .
21
2) Simplify
t2, 3u Y tt2u, t3uu Y t2, t3uu Y tt2u, 3u .

3) Decide whether
t1, 3u P t1, 3, t1, 7u, t1, 3, 7uu .

Justify your answer.
4) Let A : tφ, t1u, t1, 3u, t3, 4uu. Determine for each of the following
statements whether it is true or false.
a) 1 P A ,
b) t1u A ,
c) t1u P A,
d) t1, 3u A ,
e) tt1, 3uu P A ,
f) φ P A ,
g) φ A ,
h) tφu A .
5) Give an example of sets A, B, C such that A P B and B P C, but
A R C.
6) Sketch the following sets
A : tpx, y q P R2 : x y 1 0u ,
B : tpx, y q P R : 2x
2
3y 5 0u ,
C : tpx, y q P R : x
2
y 1u, D : tp0, 1qu ,
2 2
E : tp1, 1qu, F : tp0, 1qu, G : tp1, 0qu, H : tp2, 3qu ,

I : tp4, 1qu, J : tx P R : 4 ¤ x ¤ 2u, K : t0u, L : t1u
into a xy-diagram and calculate A X B, A X C, pA X B q X C, A X

pB X C q, B XpJ Lq, C XpJ K q, AzB, B zA, B Y E, pC Y F qY G.
7) Let A, B and C be sets. Show that
a) If A B and B C, then A C ,
b) AYB BYA ,
c) AXB BXA ,
d) A Y pB Y C q pA Y B q Y C ,
e) A X pB X C q pA X B q X C ,
22
f) A Y pB X C q pA Y B q X pA Y C q ,
g) A X pB Y C q pA X B q Y pA X C q ,
h) C zpA Y B q pC zAq X pC zB q ,
i) C zpA X B q pC zAq Y pC zB q .
1.1.3 Maps
Definition 1.1.26. (Maps) Let A and B be non-empty sets.
(i) A map (or mapping) f from A into B, denoted by f : A Ñ B, is

an association which associates to every element of A a correspond-
ing element of B. If B is a subset of the real numbers, we call f a
function. We call A the domain of f . If f is given, we also use the
notation Dpf q for the domain of f .
(ii) For every x P A, we call f pxq the value of f at x or the image of x

under f .
(iii) For any subset A 1 of A, we call the set f pA 1 q containing all the im-
ages of its elements under f ,
f pA 1 q : tf pxq : x P A 1 u , (1.1.5)
the image of A 1 under f . In particular, we call f pAq the range or

image of f .
(iv) For any subset B 1 of B, we call the subset f 1 pB 1 q of A containing

all those elements which are mapped into B 1 ,
f 1 pB 1 q : tx P A : f pxq P B 1 u ,
the inverse image of B 1 under f . In particular if f is a function, we

call
f 1 pt0uq tx P A : f pxq 0u ,
the zero set of f .
23
(v) For any subset A 1 of A, we define the restriction of f to A 1 as the
map f |A 1 : A 1 Ñ B defined by
f |A 1 pxq : f pxq
for all x P A 1 .
Example 1.1.27. Define f : Z Ñ Z by
f pnq : n2
for all n P Z. Moreover, let g be the restriction of f to N. Calculate
f pZq, f pt2, 1, 0, 1, 2uq, f 1pt1, 0, 1uq, f 1pt6uq, g 1 pt1, 0, 1uq .
Solution:
f pZq tn2 : n P Nu , f pt2, 1, 0, 1, 2uq t0, 1, 4u ,

f 1 pt1, 0, 1uq t1, 0, 1u , f 1 pt6uq φ , g 1 pt1, 0, 1uq t0, 1u .
Example 1.1.28. Define f : Df Ñ R and g : Dg Ñ R such that

?
(a) f pxq x 2 for all x P Df
(b) g pxq 1{px2 xq for all x P Dg
and such Df and Dg are maximal. Find the domains Df and Dg . Give
explanations. Solution: In case (a) the inequality
x 2¥0 p x ¥ 2q
has to be satisfied in order that the square root is defined. Hence
Df : tx P R : x ¥ 2u
?
and f : Df Ñ R is defined by f pxq : x 2 for all x P Df . In case (b)
the denominator has to be different from zero in order that the quotient is
defined. Because of
x2 x xpx 1q 0 x P t0, 1u ,
24
we conclude that
Dg : tx P R : x 0 ^ x 1u
and that g : Dg Ñ R is defined by gpxq : 1{px2 xq for all x P Dg .
Definition 1.1.29. (Graph of a map) Let A and B be some sets and f :
A Ñ B be some map. Then we define the graph of f by:
Gpf q : tpx, f pxqq P A B : x P Au .
Example 1.1.30. Sketch the graphs of the functions f and g from Exam-
ple 1.1.28. Solution: See Fig. 5 and Fig. 6.
Example 1.1.31. Find the ranges of the functions in Example 1.1.28. So-
lution: Since the square root assumes only positive numbers, we conclude
that
f pDf q ty : y ¥ 0u .
Further for every y P r0, 8q, it follows that
a
y2 2 2 y
and hence that
ty : y ¥ 0u f pDf q
and, finally, that f pDf q ty : y ¥ 0u. Further, for x 0 or x ¡ 1, it
follows that xpx 1q ¡ 0 and hence that g pxq ¡ 0. For 0 x 1, it
follows that
2
¤ x 12 14 xpx 1q 0
1
4
and hence that g pxq ¥ 4. Hence it follows that
ty : y ¡ 0u Y ty : y ¤ 4u gpDg q .
Finally, for any real y such that py ¡ 0q _ py ¤ 4q, it follows that

g
1
2
1
y
1
4
y
and hence that g pDg q ty : y ¡ 0u Y ty : y ¤ 4u.
25
y
2
1.5
0.5
x
-2 -1 1 2
Fig. 5: Gpf q from Example 1.1.28.
x
-1 -0.5 0.5 1.5 2
-2
-4
-6
-8
-10
Fig. 6: Gpg q from Example 1.1.28.
26
Definition 1.1.32. (Injectivity, surjectivity, bijectivity) Let A and B be
some sets and f : A Ñ B be some map. We define
(i) f is injective (or one-to-one) if different elements of A are mapped

into different elements of B, or equivalently if
f pxq f py q ñ x y
for all x, y P A. In this case, we define the inverse map f 1 as

the map from f pAq into A which associates to every y P f pAq the
element x P A such that f pxq y.
(ii) f is surjective (or onto) if every element of B is the image of some

element(s) of A:
f pAq B .
(iii) f is bijective (or one-to-one and onto) if it is both injective and sur-
jective. In this case, the domain of the inverse map is the whole of
B.
Example 1.1.33. Let f and g be as in Example 1.1.27. In addition, define
h : Z Ñ Z by hpnq : n 1 for all n P Z. Decide whether f, g and h are
injective, surjective or bijective. If existent, give the corresponding inverse
function(s).
Solution: f is not injective (and hence also not bijective), nor surjective,
for instance, because of
f p1q f p1q 1 , 2 R f pAq .
g is injective because if m and n are some natural numbers such that g pmq
g pnq, then it follows that
0 m2 n2 pm nqpm nq
and hence that

mn _ m n
27
and therefore, since g has as its domain the natural?numbers, that m n.
The inverse g 1 : g pAq Ñ A is given by g 1 plq l for all l P g pAq. g is
not surjective (and hence also not bijective), for instance, since 2 R g pAq. h
is injective because if m and n are some natural numbers such that hpmq
hpnq, then it follows that
0m 1 pn 1q m n
and hence that m n. h is surjective (and hence as a whole bijective)
because for any natural n we have hpn 1q n. The inverse function
h1 : Z Ñ Z is given by h1 pnq n 1 for all n P Z.
Theorem 1.1.34. Let A and B be sets and f : A Ñ B be a map. Further,
define for every y P B the corresponding intersection Gf y by
Gf y : Gpf q X tpx, y q : x P Au .
Then
(i) f is injective if and only if Gf y contains at most one point for all
y P B.
(ii) f is surjective if and only if Gf y is non-empty for all y P B.
(iii) f is bijective if and only if Gf y contains exactly one point for all
y P B.
Proof. (i) The proof is indirect. Assume that there is y P B such that Gf y
contains two points px1 , y q and px2 , y q. Then, since Gf y is part of Gpf q, it
follows that y f px1 q f px2 q and hence, since by assumption x1 x2 ,
that f is not injective. Further, assume that f is not injective. Then there are
different x1 , x2 P A such that f px1 q f px2 q. Hence Gf f px1 q contains two
different points px1 , f px1 qq and px2 , f px1 qq. (ii) If f is surjective, then for
any y P B there is some x P A such that y f pxq and hence px, y q P Gf y .
On the other hand, if Gf y is non-empty for all y P B, then for every y P B
there is some x P A such that px, y q P Gf y and hence, since Gf y is part of
Gpf q, that y f pxq. Hence f is surjective. (iii) is an obvious consequence
of (i) and (ii).
28
y
2
1.5
0.5
x
-2 -1 1 2
-1
Fig. 7: Gpf q from Example 1.1.28 and parallels to the x-axis.
x
-1 -0.5 0.5 1.5 2
-4
-8
-10
Fig. 8: Gpg q from Example 1.1.28 and parallels to the x-axis.
29
Example 1.1.35. Apply Theorem 1.1.34 to investigate the injectivity of f
and g from Example 1.1.28. Solution: Fig. 7, Fig. 8 suggest that f is
injective, but not surjective and that g is neither injective nor surjective.
Example 1.1.36. Show that f and the restriction of g to tx : x ¥ 1{2 ^ x

1u, where f and g are from Example 1.1.28, are injective and calculate
their inverse. Solution: If x1 , x2 are any real numbers ¥ 2 and such that
f px1 q f px2 q, then ? ?
x1 2 x2 2
and hence
x1 2 x2 2
and x1 x2 . Hence f is injective. Further, for every y in the range of f
there is x ¥ 2, such that ?
y x 2
and hence
x y2 2 .
Therefore
f 1 py q y 2 2
for all y from the range of f . Further, if x1 and x2 are some real numbers
¥ 1{2 different from 1 and such that
x21
1
x1 x2 1 x ,
2 2
then
px1 x2 qpx1 x2 1q 0
and hence x1 x2 . Hence the restriction of g to tx : x ¥ 1{2 ^ x 1u is
injective. Finally, if y is some real number in the range of this restriction,
then y is in particular different from zero and
y x2 1 x ,
30
hence
2
x y1
1 1
2 4
and
x
1 1 1
.
2 y 4
Therefore
f 1 py q
1 1 1
2 y 4
for all y from the range of that restriction of g.
Definition 1.1.37. (Composition) Let A, B, C and D be sets. Further, let

f : A Ñ B and g : C Ñ D be maps. We define the composition g f :
f 1 pB X C q Ñ D (read: ‘g after f ’) by
pg f qpxq : gpf pxqq x P f 1pB X C q .

Note that g f is trivial, i.e., with an empty domain, for instance, if B X C
φ. Also note that f 1 pB X C q A if B C.
Example 1.1.38. Calculate f f , h h, f h and h f , where f , h are

defined as in Example 1.1.27, Example 1.1.33, respectively.
Solution: Obviously, all these maps map from Z into itself. Moreover
for every n P Z:
pf f qpnq f pf pnqq f pn2 q pn2q2 n4 ,

ph hqpnq hphpnqq hpn 1q pn 1q 1 n 2 ,
ph f qpnq hpf pnqq hpn2 q n2 1 ,
pf hqpnq f phpnqq f pn 1q pn 1q2 n2 2n 1 .
Note in particular that h f f h.
31
Example 1.1.39. Let A and B be sets. Moreover, let f : A Ñ B be some
injective map. Calculate f 1 f . Assume that f is also surjective (and
hence as a whole bijective) and calculate also f f 1 for this case.
Solution: To every y P f pAq, the map f 1 associates the corresponding

x P A which satisfies f pxq y. In particular, it associates to f pxq the
element x for all x P A. Hence
f 1 f idA , f f 1 idf pAq

where for every set C the corresponding map idC : C Ñ C is defined by
idC pxq : C
for all x P C. Further, if f is bijective, f pAq B and hence
f f 1 idB .
Theorem 1.1.40. (Graphs of inverses of maps) Let A and B be sets and
f : A Ñ B be an injective map. Moreover, define R : X Y Ñ Y X by
Rpx, y q : py, xq
for all x P A and y P B. Then the graph of the inverse map is given by
Gpf 1 q RpGpf qq .
Proof. ‘’: Let py, f 1py qq be an element of Gpf 1 q. Then y P f pAq and
f 1 py q P A is such that f pf 1 py qq y. Therefore pf 1 py q, y q P Gpf q and
py, f 1pyqq Rpf 1pyq, yq P RpGpf qq .

‘’: Let pf pxq, xq be some element of RpGpf qq. Then f 1 pf pxqq x and
hence
pf pxq, xq pf pxq, f 1pf pxqq P Gpf 1q .
32
y
2
x
-2 -1 1 2
-1
-2
Fig. 9: Gpf q, Gpf 1 q from Example 1.1.28 and the reflection axis.
Example 1.1.41. Apply Theorem 1.1.40 to the graph of the function f from
Example 1.1.28 to draw the graphs of its inverse. (See Example 1.1.36.)
Solution: See Fig. 9.
Problems
1) Find
f pr0, π {2sq , f 1 pt1uq , f 1 pt3uq , f 1 pr0, 2sq .
In addition, find the maximal domain D R that contains the point

π {8 and is such that f |D is injective. Finally, calculate the inverse of
the map h : D Ñ f pDq defined by hpxq : f pxq for all x P D.
a) f pxq : 2 sinp3xq , x P R ,
b) f pxq : 3 cosp2xq , x P R ,
c) f pxq : tanpx{2q{3 , x P tx P pp2k 1qπ, p2k 1qπ q : k P Zu .
2) Define f : R Ñ R and g : Rzt1u Ñ R by f pxq : x 1 for x P R
and g pxq : px 1q2 {px 1q for x P Rzt1u. Is f g?
33
y
1
y y
1
2
x
1 2
x 1
-1 1
-1
-2
x
-2 -1 1 2
-1
Fig. 10: Subsets of R2 . Which is the graph of a function?
3) Let f : Df Ñ R be defined such that the given equation below is

satisfied for all x P Df and such that Df R is a maximal. In each
of the cases, find the corresponding Df , the range of f , and draw the
graph of f :
f pxq x2 3 ,
a)
b)
?
f pxq 1{ x ,
c) f pxq 1{p1 xq ,
d) f pxq x2 |x| ,
e) f pxq x{|x| ,
f) f pxq |x|1{3 ,
g) f pxq |x2 1| ,
a
h) f pxq sinpxq .
4) Which of the subsets of R2 in Fig. 10 is the graph of a function? Give
reasons.
5) Find the function whose graph is given by
(
a) px, yq P R2 : x2 y x 10 ,
(
b) px, yq P R2 : x y{py 1q ,
(
c) px, yq P R2 : y2 6xy 9x2 0 .
6) In each of the following cases, find a bijective function that has do-
main D and range R and calculate its inverse.
a) D tx P R : 1 ¤ x ¤ 2u, R tx P R : 3 ¤ x ¤ 7u ,
b) D tx P R : 1 ¤ x ¤ 1u, R tx P R : x ¥ 3u .
7) a) Define f : Df Ñ R and g : Dg Ñ R such that
x1 a
f pxq : , g pxq : 2 x2 9
x3
34
for all x P Df , x P Dg , respectively, and such Df and Dg are
maximal. Find the domains and ranges of the functions f and
g. Give explanations.
b) If possible, calculate pf g qp5q and pg f qp5q. Give explana-
tions.
c) f is injective (= ‘one to one’). Calculate its inverse.
8) Is there a function which is identical to its inverse? Is there more then
one such function?
9) Define f : R Ñ R, g : R Ñ R and h : R Ñ R by
f pxq : 1 x , g pxq : 1 x x2 , hpxq : 1 x
for every x P R. Calculate
pf f qpxq , pf gqpxq , pg f qpxq , pg gqpxq ,

pf hqpxq , ph f qpxq , pg hqpxq , ph gqpxq ,
ph hqpxq , rf pg hqspxq , rpf gq hspxq
for every x P R.
10) Define f : R Ñ R, g : R Ñ R and h : tx P R : x ¡ 0u Ñ R by
f pxq : x a , g pxq : ax , hpxq : xa
for every x in the corresponding domain, where a P R. For each of

these functions and every n P N , determine the n-fold composition
with itself.
11) Define f : R Ñ R by
f pxq : r 1 p2 xq1{3 s1{7 , gpxq : cosp2xq

for every x P R. Express f and g as a composition of four functions,
none of which is the identity function. In addition, in the case of g,
the sine function should be among those functions.
12) Let A and B be sets, f : A Ñ B and B1 , B2 be subsets of B. Show
that
f 1 pB1 Y B2 q f 1 pB1 q Y f 1 pB2 q ,

f 1 pB1 X B2 q f 1 pB1 q X f 1 pB2 q .
13) Express the area of an equilateral triangle as a function of the length

of a side.
35
14) Express the surface area of a sphere of radius r ¡ 0 as a function of
its volume.
15) Consider a circle Sr1 of radius r ¡ 0 around the origin of an xy-
diagram. Express the length of its intersections with parallels to the
y-axis as a function of their distance from the y-axis. Determine the
domain and range of that function.
16) From each corner of a rectangular cardboard of side lengths a ¡ 0
and b ¡ 0, a square of side length x ¥ 0 is removed, and the edges
are turned up to form an open box. Express the volume of the box as
a function of x and determine the domain of that function.
17) Consider a body in the earth’s gravitational field which is at rest at
time t 0 and at height s0 ¡ 0 above the surface. Its height s and
speed v as a function of time t are given by
sptq s0 gt2 , v ptq gt ,

1
2
where g is approximately 9.81m{s2 . Determine the domain and range
of the functions s and v. In addition, express s as a function of the
speed and determine domain and range.
1.2 Limits and Continuous Functions

1.2.1 Limits of Sequences of Real Numbers
For the study of local properties of real-valued functions, like continuity
and differentiability, we need to develop the notion of limits of sequences
of real numbers.
Definition 1.2.1. Let x1 , x2 , . . . be a sequence of elements of R and x P R.
Then we define
lim xn x
n Ñ8
if for every ε ¡ 0, there is a corresponding n0 such that for all n ¥ n0 :
|xn x| ε ,
i.e., from the n0 -th member on, all remaining members of the sequence are
within a distance from x which is less than ε. 1 In this case, we say that the
1
As a consequence, only finitely many members have distance ¥ ε from x.
36
2
1.75
1.5
1.25
0.75
0.5
0.25
n
10 20 30 40 50
Fig. 11: pn, pn 1q{nq for n 1 to n 50 and asymptotes.
sequence x1 , x2 , . . . is convergent to x. Note that in this case for ε ¡ 0
|xn| |xn x x| ¤ |xn x| |x| ¤ ε |x|

for all n P N , apart from finitely many members of the sequence, and
hence that x1 , x2 , . . . is bounded, i.e., that there is M ¥ 0 such that |xn | ¤
M for all n P N . In case that the sequence is not convergent to any real
number, we say that it is divergent.
Example 1.2.2. Let a be some real number and xn : a for all n P N.

Then
lim xn a .
n Ñ8
Example 1.2.3. Investigate whether the following limits exist.
(i)
n 1
lim (1.2.1)
n Ñ8 n
37
2
1.5
0.5
n
10 20 30 40 50
-0.5
-1
-1.5
-2
Fig. 12: pn, p1qn pn 1q{nq for n 1 to n 50 and asymptotes.
50
40
30
20
10
n
10 20 30 40 50
Fig. 13: pn, pn2 1q{nq for n 1 to n 50 and an asymptote.
38
(ii)
lim p1qn
n 1
, (1.2.2)
n Ñ8 n
(iii)
n2 1
lim . (1.2.3)
n Ñ8 n
Solution: Fig. 11, Fig. 12 and Fig. 13 suggest that the limit 1.2.1 is 1,
whereas the limits 1.2.2, 1.2.3 don’t exist. Indeed
lim
n Ñ8
n
n
1
1. (1.2.4)
For the proof, let ε be some real number ¡ 0. Further, let n0 be some
natural number ¡ 1{ε. Then it follows for every n P N such that n ¥ n0 :

n 1

n n1 ¤ n1 ε .
1
0
and hence the statement (1.2.4). The proof that (1.2.2) does not exist pro-
ceeds indirectly. Assume on the contrary that there is some x P R such
lim p1qn x.

n 1
n Ñ8 n
Then there is some n0 P N such that

p1q n n
n
1
14
x
for all n P N such n ¥ n0 . Without restriction of generality, we can assume

that n0 ¥ 4. Then it follows for any even n P N such that n ¥ n0 :

n 1 1 n 1
|x 1|
n x ¤
n n
x
1
n
¤ 14 1
n0
¤ 14 1
4
12
39
and for any odd n P N such that n ¥ n0 :

n 1 1 n 1
|x 1|

n
x n
¤ n x
1
n
¤ 14 1
n0
¤ 14 1
4
12 ,
and hence we arrive at the contradiction that
2 |x 1 px 1q| ¤ |x 1| |x 1| ¤ 1.
1 1
2 2
Hence our assumption that (1.2.2) exists is false. The proof that (1.2.3)
does not exist proceeds indirectly, too. Assume on the contrary that there is
some x P R such
n2 1
lim
nÑ8 n
x.
Further, let ε be some real number ¡ 0. Finally, let n0 be some natural
number ¥ |x| ε. Then it follows for n ¥ n0 that
2
n 1

n
1
x
x n
n
nx 1
n
¡ n x ¥ |x| εxε .
Hence there is an infinite number of members of the sequence that have

a distance from x which is greater than ε. This is a contradiction to the
existence of a limit of (1.2.3). Hence such a limit does not exist.
The alert reader might have noticed that Def 1.2.1 might turn out to be in-
consistent with logic, and then would have to be abandoned, if it turned out
that some sequence has more than one limit point. Part piq of the following
Theorem 1.2.4 says that this is impossible.
In particular, this theorem says that a sequence in R can have at most one
limit point (in part (i)), that the sequence consisting of the sums of the
members of convergent sequences in R is convergent against the sum of
their limits (in part (ii)), that the sequence consisting of the products of the
members of convergent sequences in R is convergent against the product of
40
their limits (in part (iii)), and that the sequence consisting of the inverse of
the members of convergent sequences in R is convergent against the inverse
of that limit if it is different from zero (in part (iv)).
Theorem 1.2.4. (Limit Laws) Let x1 , x2 , . . . ; y1 , y2, . . . be sequences of
elements of R and x, x̄, y P R.
(i) If
n
lim xn
Ñ8
x and n
lim xn
Ñ8
x̄ ,
then x̄ x.
(ii) If
n
lim xn
Ñ8
x and n
lim yn
Ñ8
y ,
then
lim pxn yn q x y.
n Ñ8
(iii) If
n
lim xn
Ñ8
x and n
lim yn
Ñ8
y ,
then
lim xn yn xy .
n Ñ8
(iv) If
lim xn
n Ñ8
x and x 0 ,
then
lim
1
nÑ8 xn
x1 .
Proof. ‘(i)’: The proof is indirect. Assume that the assumption in (i) is true
and that x x̄. Then there is n0 P N such that for n P N satisfying n ¥ n0 :
|xn x| 12 |x̄ x| and |xn x̄|

1
2
|x̄ x| .
Hence it follows the contradiction that
|x̄ x| |x̄ xn xn x| ¤ |x̄ xn | |xn x| |x̄ x| .
41
Hence it follows that x̄ x. ‘(ii)’: Assume that the assumption in (ii) is
true. Further, let ε ¡ 0. Then there is n0 P N such that for n P N with
n ¥ n0 :
|xn x| 2ε and |yn y| 2ε
and hence
|xn yn px y q| ¤ |xn x| |yn y| ε .

‘(iii)’: Assume that the assumption in (iii) is true. Further, let ε ¡ 0 and
δ ¡ 0 such that δ pδ |x| |y |q ε. (Obviously, such a δ exists.) Then
there is n0 P N such that for n P N with n ¥ n0 :
|xn x| 2δ and |yn y |

δ
2
.
Then
|xn yn x y| |xn yn xn y xn y x y| ¤
|xn| |yn y| |xn x| |y| ¤ |xn x| |yn y| |x| |yn y|
|xn x| |y| ε .
‘(iv)’: Assume that the assumption in (iv) is true. Further, let ε ¡ 0 and
δ ¡ 0 such that 1{p|x|p|x| δ qq mint|x|, εu. (Obviously, such a δ exists.)
Then there is n0 P N such that for n P N satisfying n ¥ n0 :
||xn| |x| | ¤ |xn x| δ ,

and hence also
|xn| ¡ |x| δ ¡ 0
and
1 |xn x|
p|x||xn δqx||x| ε .
1

x
x |xn | |x|
n
42
Theorem 1.2.5. Let x1 , x2 , . . . and y1 , y2, . . . be sequences of real numbers
such that
|xn| ¤ yn
for all n P N. Further, let
n
lim yn
Ñ8
0.
Then
lim xn
n Ñ8
0.
Proof. Let ε ¡ 0. Since y1, y2, . . . is convergent to 0, there is n0 P N such
that
|xn| ¤ yn |yn| ǫ
for all n ¥ n0 . Hence it follows that x1 , x2 , . . . is convergent to 0.
Theorem 1.2.6. (Limits preserve inequalities) Let x1 , x2 , . . . and y1 , y2, . . .

be sequences of elements of R converging to x, y P R, respectively. Further
let xn ¤ yn for all n P N. Then also x ¤ y.
Proof. The proof is indirect. Assume on contrary that x ¡ y. Then it
follows the existence of an n P N such that, both,
x xn ¤ |xn x| 12 px yq and yn y ¤ |yn y| 12 px yq .

and hence the contradiction
xy ¤xy yn xn xy .
Hence x ¤ y.
Definition 1.2.7. (Cauchy sequences) We call a sequence x1 , x2 , . . . of

real numbers a Cauchy sequence if for every ε ¡ 0 there is a corresponding
n0 P N such that
|xm xn | ε
for all m, n P N satisfying m ¥ n0 and n ¥ n0 .
43
x
1
0.8
0.6
0.4
0.2
n
10 20 30 40 50
Fig. 14: (n, xn ) from Example 1.2.8 for n 1 to n 50.
Example 1.2.8. Define x1 : 0, x2 : 1 and
: pxn q
1
xn 2 xn 1
2
for all n P N . Show that x1 , x2 , . . . is a Cauchy sequence. Solution:
First, it follows for every n P N that xn 2 is the midpoint of the interval
In between xn and xn 1 given by In [xn , xn 1 ] if xn ¤ xn 1 and In
[xn 1 , xn ] if xn ¡ xn 1 . Further,
xn 2 xn 1 12 pxn xn 1 q xn 1 12 pxn 1 xnq .

Hence it follows by the method of induction that I1 I2 I3 . . . and that
xn xn p 1qn1
.
2n1
1
As a consequence, if ε ¡ 0 and n0 P N is such that 21n ε, then it

0
follows for m, n P N satisfying m ¥ n0 and n ¥ n0 that xm P In and 0
44
therefore that
|xm xn | ¤ 2n11 ε .
0
Hence x1 , x2 , . . . is a Cauchy sequence. See Fig. 14.

Theorem 1.2.9. Every convergent sequence of real numbers is a Cauchy
sequence.
Proof. For this, let x1 , x2 , . . . be a sequence of real numbers converging to
some x P R and ε ¡ 0. Then there is n0 P N such that
|xn x| ε{2
for all n P N satisfying n ¥ n0 . The last implies that
|xm xn | |xm x pxn xq| ¤ |xm x| |xn x| ε

for all n, m P N satisfying n ¥ n0 and m ¥ n0 . Hence x1 , x2 , . . . is a
Cauchy sequence.
That every Cauchy sequence of real numbers is convergent is a deep prop-
erty of the real number system. This is proved in the Appendix, see the
proof of Theorem 4.1.11 in the framework of Cantor’s (1872) construction
of the real number system by completion of the rational numbers using
Cauchy sequences.
Theorem 1.2.10. (Completeness of the real numbers) Every Cauchy
sequence of real numbers is convergent.
Proof. See the proof of Theorem 4.1.11 in the Appendix.
In the following, we derive far reaching consequences of the completeness
of the real numbers.
Theorem 1.2.11. (Bolzano-Weierstrass) For every bounded sequence x1 ,
x2 , . . . of real numbers there is a subsequence, i.e., a sequence xn1 , xn2 , . . .
that corresponds to a strictly increasing sequence n1 , n2 , . . . of non-zero
natural numbers, which is convergent.
45
Proof. For this let x1 , x2 , . . . be a bounded sequence of real numbers. Then
we define
S : tx1 , x2 , . . . u .
In case that S is finite, there is a subsequence x1 , x2 , . . . which is constant
and hence convergent. In case that S is infinite, we choose some element
xn1 of the sequence. Since S is bounded, there is a ¡ 0 such that S
I1 : ra{4, a{4s. At least one of the intervals ra{4, 0s, r0, a{4s contains
infinitely many elements of S. We choose such interval I2 and xn2 P I2
such that n2 ¡ n1 . In particular I2 I1 . Bisecting I2 into two intervals,
we can choose a subinterval I3 I2 containing infinitely many elements
of S and xn3 P I3 such that n3 ¡ n2 . Continuing this process, we arrive
at a sequence of intervals I1 , I2 , . . . such that I1 I2 . . . and such that
the length of Ik is a{2k for every k P N . Also, we arrive at a subsequence
xn1 , xn2 , . . . of x1 , x2 , . . . such that xk P Ik for every k P N . For given
ε ¡ 0, there is k0 P N such that a{2k0 ε. Further, let k, l P N be such
that k ¥ k0 and l ¥ k0 . Then it follows that xk P Ik0 , xl P Ik0 and therefore
that
|xk xl | ¤ a{2k0 ε .
Hence xn1 , xn2 , . . . is a Cauchy sequence and therefore convergent accord-
ing to Theorem 1.2.10.
For the following, the Bolzano-Weierstrass theorem will be fundamental.
In particular, it will be applied in the proofs of the important theorems,
Theorem 1.2.26, Theorem 1.2.35 and Theorem 2.5.57.
Theorem 1.2.12. Let x1 , x2 , . . . be an increasing sequence of real numbers,

i.e., such that xn ¤ xn 1 for all n P N, which is also bounded from above,
i.e., for which there is M ¥ 0 such that xn ¤ M for all n P N. Then
x1 , x2 , . . . is convergent.
Proof. Since x1 , x2 , . . . is increasing and bounded from above, it follows

that this sequence is also bounded. Hence according to the previous theo-
rem, there is a subsequence, i.e., a sequence xn1 , xn2 , . . . that corresponds
46
to a strictly increasing sequence n1 , n2 , . . . of non-zero natural numbers,
which is convergent. We denote the limit of such sequence by x. Then,
¤xxn
for all n P N . Otherwise, there is m P N such that xm ¡ x. If nk P N

is such that nk ¥ m, then
0
xn ¥ xm ¡ x
k
for all k P N such that k ¥ k0 . This implies that
lim xn ¥ xm ¡ x .
k Ñ8
k
Further, for ε ¡ 0, there is k0 such that
|xn x| ε
k
for all k P N such that k ¥ k0. Hence it follows for all n P N satisfying
n ¥ nk0 that
|xn x| x xn ¤ x xn |xn x| ε .
k0 k0
Therefore, x1 , x2 , . . . is convergent to x.
Corollary 1.2.13. Let x1 , x2 , . . . be an decreasing sequence of real num-

bers, i.e., such that xn 1 ¤ xn for all n P N, which is also bounded from
below, i.e., for which there is a real M ¥ 0 such that xn ¥ M for all n P N.
Then x1 , x2 , . . . is convergent.
Proof. The sequence x1 , x2 , . . . is increasing, bounded from above and
therefore convergent to a real number x by the previous theorem. Hence
x1 , x2 , . . . is convergent to x.
47
x
0.5
0.4
0.3
0.2
0.1
n
10 20 30 40 50
Fig. 15: (n, xn ) from Example 1.2.14 for n 1 to n 50.
Example 1.2.14. Show that the sequence x1 , x2 , . . . defined by x1 : 1{2

and
1 3 . . . p2n 1q
xn :
2 4 . . . p2nq
for all n P N zt1u is convergent. Solution: The sequence x1 , x2 , . . . is
bounded from below by 0. In addition,
xn 1 22n
pn
1
1q
xn ¤ xn
for all n P N and hence x1 , x2 , . . . is decreasing. Hence x1 , x2 , . . . is
convergent according to Corollary 1.2.13. See Fig 15.
Definition 1.2.15. Let S be a non-empty subset of R. We say that S is

bounded from above (bounded from below) if there is M P R such that
x ¤ M (x ¥ M) for all x P S.
48
Theorem 1.2.16. Let S be a non-empty subset of R which is bounded from
above (bounded from below). Then there is a least upper bound (largest
lower bound) of S which will be called the supremum of S (infimum of S)
and denoted by sup S (inf S).
Proof. First, we consider the case that S is bounded from above. For this,
we define the subsets A, B of R as all real numbers that are no upper bounds
of S and containing all upper bounds of S, respectively,
A : ta P R : There is x P S such that x ¡ au ,
B : tb P R : x ¤ b for all x P S u .
Since S is non-empty and bounded from above, these sets are non-empty.
In addition, for every a P A and every b P B, it follows that a b. Let
a1 P A and b1 P B. Recursively, we construct an increasing sequence
a1 , a2 , . . . in A and a decreasing sequence b1 , b2 , . . . in B by
#
an :
pan bn q{2 if pan bn q{2 P A
if pan bn q{2 P B ,
1
an
#
if pan bn q{2 P A
:
bn
bn 1
pan bn q{2 if pan bn q{2 P B
for every n P N . According to Theorem 1.2.12, both sequences are con-
vergent to real numbers a and b, respectively. Since,
pb1 a1 q{2n1
bn an
for all n P N , it follows that a b. In the following, we show that
b sup S. For every x P S, it follows that x bn for all n P N and hence
that x ¤ b. Hence b is an upper bound of S. Let b̄ be an upper bound of
S such that b̄ b. Then there is n P N such that b̄ an . Since an is no
upper bound for S, the same is also true for b̄. Therefore, b is the smallest
upper bound of S, i.e., b sup S. Finally, we consider the case that S is
bounded from below. Then S : tx : x P S u is bounded from above.
Obviously, a real number a is a lower bound of S if and only if a is an
upper bound of S. Hence suppS q is the largest lower bound of S, i.e.,
inf S exists and equals suppS q.
49
Example 1.2.17. Prove that there is a real number x such that x2 2.
Solution: For this, we define
S : ty P R : 0 ¤ y 2 ¤ 2u .
Since 0 P S, S is a non-empty. Further, S does not contain real numbers
y ¥ 2 since the last inequality implies that y 2 2 py 2qpy 2q 2 ¥ 2.
Hence S is bounded from above. We define x : sup S. In the following,
we prove that x2 2 by excluding that x2 2 and that x2 ¡ 2. First, we
assume that x2 2. Then it follows for n P N that

2
x
1
n
2 x2 2 2x
n
1
n2
¤ x2 2 2x
n
1
n
x2 2 2x
n
1
.
Hence if n ¥ (2x 1){(2 x2 ) it follows that

2
x
1
n
¤2
and therefore that x (1{n) P S. As a consequence, x is no upper bound
for S. Second, we assume that x2 ¡ 2. Then it follows for ε ¡ 0 that
px εq2 2 x2 2 2εx ε2 ¥ x2 2 2εx .

Hence if ε (x2 2){(2x), it follows that
px εq2 ¡ 2 .
As a consequence, x is not the smallest upper bound for S. Finally, it
follows that x2 2. Note that according to Example 1.1.15, x is no rational
number.
In the following, we define the exponential function using sequences us-

ing an elementary approach by O. Dunkel, 1917 [14] which does not use
Bernoulli’s equation.
50
2.74
2.73
2.72
2.71
n
2 4 6 8 10 12 14
Fig. 16: pn, xn q, pn, yn q from Lemma 1.2.18 and pn, eq for n 1 to n 15.
Lemma 1.2.18. Let x P R. Define

x p2n q x p2n q
xn : 1 , y n : 1
2n 2n
for all n P Z. Then for all n P N such 2pn1q ¡ |x|:
0 xn1 ¤ xn ¤ yn ¤ yn1 (1.2.5)
and
xn 2

y ¤ 4m
x
12
. (1.2.6)
n
Proof. For this let n P N be such that m : 2pn1q ¡ |x|. Then

x 2 x2
1
2m
1 x
m 4m2
¥1 x
m
¡0,
x 2 x2
1 1 ¥1 ¡0
x x
2m m 4m2 m
51
and hence
0 xn1 ¤ xn and 0 yn ¤ yn1 .
Finally, it follows that
x 2m x 2m
yn xn 1 1
2m
# 2m +
2m
x 2m x 2
1
2m
1 1
2m

x 2m x2
1
2m
1 1
4m2

0
1
2m1
x2 x2 x2
1
4m2
1
4m2
1
4m2
and hence xn ¤ yn and (1.2.6).

Note that the sequence y1 , y2, . . . in Lemma 1.2.18 is a decreasing and
bounded from below by 0 and hence convergent according to Theorem 1.2.13.
Hence we can define the following:
Definition 1.2.19. We define the exponential function exp : R Ñ R by

x p2n q
exppxq : ex : lim 1
n Ñ8 2n
for all x P R.
Then we conclude
Theorem 1.2.20.
(i)
x p2n q
x
e nlim
Ñ8
1
2n
and ex ¡ 0 for all x P R.
52
(ii)
x p2n q x p2n q
1 x¤ 1 ¤e ¤
x
1 ¤ 1 1 x (1.2.7)
2n 2n
for all x P R such |x| 1 and all n P N.
(iii)
ex y
exey
for all x, y P R.
Proof. From (1.2.6), it follows for every x P R:
lim
nÑ8 yn
xn
1
and hence by the limit laws Theorem (1.2.4) that
lim yn lim nlim

xn
x
nÑ8 nÑ8 yn Ñ8 n
and by (1.2.5) and Theorem 1.2.6 that ex ¡ 0 for all x P R. Further, if
|x| 1, it follows from (1.2.5) and by Theorem 1.2.6 the estimates (1.2.7).
Finally, if y P R and n P N is such that m : 2n ¡ maxt4|x|, 4|y |, 2|x||y |u,
then
x m

y m
m
1 m 1 m
m 1 m hm
1 xmy
where
hm :
xy
m x y
is such that |hm | 1. Hence by (1.2.7)

m
1 hm ¤ 1
hm
m
¤ 1 1h ,
m
and it follows by Theorem 1.2.4 and Theorem 1.2.6 that

m
ex ey
ex y
nlim
Ñ8
1
hm
m
1.
53
Problems
1) Below are given the first 8 terms of a sequence x1 , x2 , . . . . For

each find a representation xn f pnq, n 1, . . . , 8, where f is an
appropriate function.
a) 2, 4, 6, 8, 10, 12, 14, 16,
b) 2, 4, 8, 16, 32, 64, 128, 256,
c) 1, 1, 1, 1, 1, 1, 1, 1,
d) 1, 3, 6, 10, 15, 21, 28, 36,
e) 1, 3{4, 5{7, 7{10, 9{13, 11{16, 13{19, 15{22,
f) 2, 0, 2, 0, 2, 0, 2, 0,
g) 5{7, 0, 7{9, 0, 9{11, 0, 11{13, 0,
h) 1, 1, 4{6, 8{24, 16{120, 32{720, 64{5040, 128{40320,
i) 0, 1, 0, 1, 0, 1, 0, 1,
j) 0, 1, 0, 1, 0, 1, 0, 1,
k) 0, 1, 0, 0, 0, 1, 0, 1, [0, 0, 0, 1,]
l) 0, 1, 0, 0, 0, 1, 0, 1, [0, 0, 0, 1].
2) Prove the convergence of the sequence and calculate its limit. For this
use only the limit laws, the fact that a constant sequence converges
to that respective constant and the fact that
lim p1{nq 0 .
nÑ8
Give details.
a) xn : 1 p1{nq, n P N ,
b) xn : 5 p2q p1{nq 3 p1{nq2 , n P N ,
c) xn : r1 p4q p1{nqs{r2 3 p1{nq2 s, n P N ,
d) xn : 3{n2 , n P N ,
e) xn : p2n 1q{pn 3q, n P N ,
f) xn : p3n2 6n 10q{p7n2 3n 5q, n P N ,
g) xn : p3n2 6n 10q{p7n3 3n 5q, n P N .
3) Determine in each case whether the given sequence is convergent or
divergent. Give reasons. If it is convergent, calculate the limit.
54
a) xn : n 1
b) xn : p1qn
n n
p1qn
c) xn : p1qn 1 1
n d) xn : 1
n

e) xn : sinpnπ q f) xn : sin nπ
2 cospnπ q
g) xn : n
n2 1 h) xn : n2
n2 1
i) xn : n3
j) xn : n2 n
n2 1 n3 1
for every n P N .
4) The table displays pairs pn, sn q, n 1, . . . , 10, where sn is the mea-
sured height in meters of a free falling body over the ground after
n{10 seconds and at rest at initial height 4m.
p1, 3.951q p2, 3.804q p3, 3.559q p4, 3.216q

p5, 2.775q p6, 2.236q p7, 1.599q p8, 0.864q .
Draw these points into an xy-diagram, where the values of n appear

on the x-axis and the values of sn on the y-axis. Find a representation
sn f pn{10q, n 1, . . . , 10, where f is an appropriate function,
and predict the time when the body hits the ground.
5) The table displays pairs p2n{10, Lnq, n 1, ..., 8, where 2n{10 is
the pressure in atmospheres (atm) of an ideal gas (, at constant tem-
perature of 20 degrees Celsius,) confined to a volume which is pro-
portional to the length Ln . The last is measured in millimeters (mm).
p0.2, 672q p0.4, 336q p0.6, 224q p0.8, 168q

p1.0, 134.4q p1.2, 112q p1.4, 96q p1.6, 84q
Draw these points into an xy-diagram, where the values of n appear
on the x-axis and the values of Ln on the y-axis. Find a represen-
tation Ln f p2n{10q, n 1, . . . , 8, where f is an appropriate
function, and predict L10 .
1.2.2 Continuous Functions

The next defines the continuity of function at a point by its property to
commute with limits taken at that point.
55
Definition 1.2.21. (Sequential continuity) Let f : D Ñ R be a func-
tion and x P D. Then we say f is continuous in x if for every sequence
x1 , x2 , . . . of elements in D from
ν
lim xν
Ñ8
x
it follows that

lim f pxν q f lim xν r f pxqs .
ν Ñ8 ν Ñ8
If f is not continuous in x, we say f is discontinuous in x. Also we say f
is continuous if f is continuous in all points of its domain D.
Example 1.2.22. (Basic examples for continuous functions.) Let a, b be

real numbers and f : R Ñ R be defined by
f pxq : ax b
for all x P R. Then f is continuous.

Proof. Let x be some real number and x1 , x2 , . . . be a sequence of real of
numbers converging to x. Then for any given ε ¡ 0, there is n0 P N such
that for n P N with n ¥ n0 :
|a| |xn x| ε
and hence also that
|f pxnq f pxq| |axn b pax bq| |axn ax| |a| |xn x| ε
and
lim f pxn q f pxq .
n Ñ8
An example for a function which is discontinuous in one point.
56
Example 1.2.23. Consider the function f : R Ñ R defined by
f pxq :
x
|x|
for x 0 and f p1q : 1. Then

lim
1
nÑ8 n
0 and nlim
Ñ8
1
n
0,
but

n
lim f
Ñ8
1
n
1 and lim f
n Ñ8
n1 1 .
Hence f is discontinuous at the point 1. See Fig. 17. Such discontinuity is
called a ‘jump discontinuity’.
An example for a function which is nowhere continuous is the following.
discontinuous
Example 1.2.24. (A function which is nowhere continuous) Define f :
R Ñ R by #
f pxq :
1 if x is rational
0 if x is irrational
for every x P R. For the proof that f is everywhere discontinuous, let
xP? R. Then x is either rational or irrational. If x is?rational, then xn :
x 2{n for every n P N is irrational. (Otherwise, 2 npxn xq is a
rational number. ) Hence
lim f pxn q 0 1 f pxq ,

n Ñ8
and f is discontinuous in x. If x is irrational, by construction of the real
number system, see Theorem 4.1.11 (i) in the Appendix, there is a sequence
of rational numbers x1 , x2 , . . . that is convergent to x. Hence
lim f pxn q 1 0 f pxq ,

n Ñ8
and f is discontinuous in x also in this case.
57
Remark 1.2.25. The statement
lim f pxq b ,
x Ña
for some real-valued function f , x varying in the real domain of f and some
real numbers a and b, is per definition equivalent to the statement:
For every sequence x1 , x2 , x3 , . . . in the domain of f converging to a it

follows that
lim f pxn q b .
n Ñ8
In addition, the statement
lim f pxq b
x Ñ8
is per definition equivalent to the statement:
For every sequence x1 , x2 , x3 , . . . in the domain of f which is such that

for every n P N there are only finitely many members ¤ n, it follows that
lim f pxn q b .
n Ñ8
Finally, the statement
lim f pxq b ,
x Ñ8
is per definition equivalent to the statement:
For every sequence x1 , x2 , x3 , . . . in the domain of f which is such that

for all n P N there are only finitely many members ¥ n, it follows that
lim f pxn q b .
n Ñ8
One main application of continuous functions is given by the following:
Theorem 1.2.26. (Existence of maxima and minima of continuous func-

tions on compact intervals) Let f : ra, bs Ñ R be a continuous function
58
y
0.5
x
-1 -0.5 0.5 1
-0.5
Fig. 17: Graph of f from Example 1.2.23.
0.4
0.3
0.2
0.1
x
0.2 0.4 0.6 0.8 1
59
where a and b are real numbers such that a b. Then there is x0 P ra, bs
such that
f px0 q ¥ f pxq p f px0 q ¤ f pxq q
for all x P ra, bs.
Proof. For this, in a first step, we show that f is bounded and hence that
sup f pra, bsq exists. In the final step, we show that there is c P ra, bs such
that f pcq sup f pra, bsq. For this, we use the Bolzano-Weierstrass theo-
rem. The proof that f is bounded is indirect. Assume on the contrary that
f is unbounded. Then there is a sequence x1 , x2 , . . . such that
f pxn q ¡ n (1.2.8)
for all n P N. Hence according to Theorem 1.2.11, there is a subsequence

xk1 , xk2 , . . . of x1 , x2 , . . . converging to some element c P ra, bs. Note that
the corresponding sequence is f pxk1 q, f pxk2 q, . . . is not converging as a
consequence of (1.2.8). But, since f is continuous, it follows that
f pcq lim f pxnk q

k Ñ8
Hence f is bounded. Therefore let M : sup f pra, bsq. Then for every
n P N there is a corresponding cn P ra, bs such that
|f pcnq M | n1 . (1.2.9)
Again, according to Theorem 1.2.11, there is a subsequence ck1 , ck2 , . . . of

c1 , c2 , . . . converging to some element c P ra, bs. Also, as consequence of
(1.2.9), the corresponding sequence f pck1 q, f pck2 q, . . . is converging to M
and by continuity of f to f pcq. Hence f pcq M and by the definition of
M:
f pcq M ¥ f pxq
for all x P ra, bs. By applying the previous reasoning to the continuous
function f , it follows the existence of a c 1 such that
f pc 1q ¥ f pxq
60
and hence also
f pc 1 q ¤ f pxq
for all x P ra, bs.
A simple example of a function which is discontinuous in one point and
does not assume a maximal value is:
Example 1.2.27. Define f : r0, 1s Ñ R by

"
if 0 ¤ x 1{2
f pxq :
1 x2
px 1q2 if 1{2 ¤ x ¤ 1 .
See Fig. 18.
Another important application is given by the so called ‘intermediate value

theorem’:
Theorem 1.2.28. (Intermediate value theorem) Let f : ra, bs Ñ R be

a continuous function, where a and b are real numbers such that a b.
Further, let f paq f pbq and γ P pf paq, f pbqq. Then there is x P pa, bq such
that
f pxq γ .
Proof. Define
S : tx P ra, bs : f pxq ¤ γ u .
Then S is non-empty, since a P S, and bounded from above by b. Hence
c : sup S exists and is contained in ra, bs. Further, there is a sequence
x1 , x2 , . . . in S such that
|xn c| ¤ n1 (1.2.10)
for all n P N. Hence x1 , x2 , . . . is converging to c, and it follows by the
continuity of f that
lim f pxn q f pcq .
n Ñ8
Moreover, since f pxn q ¤ γ for all n P N, it follows that f pcq ¤ γ. As
a consequence, c b. Now for every x P pc, bs, it follows that f pxq ¡
61
y
3
x
-1 -0.5 0.5 1
-1
γ because otherwise c is not an upper bound of S. Hence there exists a

sequence y1 , y2 , . . . in pc, bs which is converging to c. Further, because of
the continuity of f
lim f pyn q f pcq
n Ñ8
and hence f pcq ¥ γ. Finally, it follows that f pcq γ and therefore also
that c a and c b.
Corollary 1.2.29. Let f : ra, bs Ñ R be a continuous function where a and

b are real numbers such that a b. Moreover, let f paq 0 and f pbq ¡ 0.
Then there is x P pa, bq such that f pxq 0.
Example 1.2.30. Define f : R Ñ R by
f pxq : x3 x 1
for all x P R. Then by Theorems 1.2.37, 1.2.39 below, f is continuous.
Also, it follows that
f p1q 1 0 and f p0q 1 ¡ 0
62
and hence by Corollary 1.2.29 that f has a zero in p1, 0q. See Fig. 19.
Remark 1.2.31. Note in the previous example that the value (0.375) of f in
the mid point 0.5 of r1, 0s is ¡ 0. Hence it follows by Corollary 1.2.29
that there is a zero in the interval r1, 0.5s. The iteration of this process is
called the ‘bisection method’. It is used to approximate zeros of continuous
functions.
Theorem 1.2.32. Let n be a natural number and a0 , a1 , . . . , a2n be real

numbers. Define the polynomial p : R Ñ R by
ppxq : a0 a1 x a2nx2n x2n 1

for all x P R. Then there is some x P R such that f pxq 0.
Proof. Below in Example 1.2.40, it is proved that p is continuous. Further,

define
x0 : 1 maxt|a0 |, |a1|, . . . , |a2n |u .
Then

a0 a1x0 a2nx2n 0 ¤ |a0| |a1| |x0| |a2n| |x0|2n
¤ px0 1q p1 x0 x2n 0 q x0
2n 1
1 x2n
0
1
and hence ppx0 q ¡ 0. Also
a0 a1 px0 q a2n px0 q2n ¤ |a0 | |a1 | |x0 | |a2n | |x0 |2n
¤ px0 1q p1 x0 x2n 0 q x0
2n 1
1 px0q2n 1
and hence ppx0 q 0. Hence according to Theorem 1.2.28, there is x P
rx0, x0 s such that f pxq 0.
The ‘converse’ of Theorem 1.2.28 is not true, i.e., a function that assumes
all values between those at its interval ends is not necessarily continuous on
that interval. This can be seen, for instance, from the following Example.
63
y
1
0.5
x
0.2 0.4 0.6
-0.5
-1
Example 1.2.33. Define f : r0, 2{π s Ñ R by
f pxq : sinp1{xq
for 0 x ¤ 2π and f p0q : 0. Then f is not continuous (in 0), but assumes
all values in the in the interval rf p0q, f p2{π qs r0, 1s. Note also that f has
an infinite number of zeros, located at 1{pnπ q for n P N .
Theorem 1.2.34. Let f : ra, bs Ñ R be a continuous function, where a and

b are real numbers such that a b. Then the range of f is given by
f pra, bsq rα, β s (1.2.11)
for some α, β P R such that α ¤ β.

Proof. Denote by α, β the minimum value and the maximum value of f ,
respectively, which exist according to Theorem 1.2.26. Then for every x P
rα, β s
α ¤ f pxq ¤ β .
64
Further, let xm , xM P ra, bs be such that f pxm q α and f pxM q β,
respectively. Finally denote by I the interval rxm , xM s if xm ¤ xM and
rxM , xm s if xM xm . Then the restriction f |I of f to I is continuous and,
according to Theorem 1.2.28 (applied to the function f |I if xM xm ),
every value of rα, β s is in its range.
Theorem 1.2.35. Let f : ra, bs Ñ R, where a, b P R are such that a b,

be continuous and strictly increasing, i.e., for all x1 , x2 P ra, bs such that
x1 x2 it follows that f px1 q f px2 q. Then the inverse function f 1 is
continuous, too.
Proof. From the property that f is strictly increasing, it follows that f is

also injective. Further, from Theorem 1.2.34 it follows the existence of
α, β P R such that the range of f is given by rα, β s and hence that
f 1 : rα, β s Ñ ra, bs .
Now let y be some element of rα, β s and y1 , y2, . . . be some sequence of el-
ements of rα, β s that is converging to y, but such that f 1 py1 q, f 1 py2q, . . .
is not converging to f 1 py q. Then there is an ǫ ¡ 0 along with a subse-
quence yn1 , yn2 , . . . of y1 , y2 , . . . such that
1
f p q f 1pyq ¥ ǫ
y nk (1.2.12)
for all k P N . According to the Bolzano-Weierstrass’ Theorem 1.2.11,

there is a subsequence ynk1 , ynk2 , . . . of yn1 , yn2 , . . . such
lim f 1 pynkl q x (1.2.13)

l Ñ8
for some x P ra, bs. Hence it follows by the continuity of f that
lim ynkl
l Ñ8
f pxq
and y f pxq, since ynk1 , ynk2 , . . . is also convergent to y, but from (1.2.12)
it follows by (1.2.13) that
x f 1 py q
65
which, since f is injective, leads to the contradiction that
y f pxq .
Hence such y and sequence y1 , y2 , . . . don’t exist and f 1 is continuous.
Definition 1.2.36. Let f1 : D1 Ñ R, f2 : D2 Ñ R be functions such that

D1 XD2 φ. Moreover, let a P R. Then we define pf1 f2 q : D1 XD2 Ñ R
(read: ‘f plus g’) and a f1 : D1 Ñ R (read: ‘a times f ’) by
pf1 f2 qpxq : f1 pxq f2 pxq
for all x P D1 X D2 and
pa f1 qpxq : a f1pxq
for all x P D1 .
Theorem 1.2.37. Let f1 : D1 Ñ R, f2 : D2 Ñ R be functions such that
D1 X D2 φ. Moreover let a P R. Then it follow by Theorem 1.2.4 that
(i) if f1 and f2 are both continuous in x P D1 X D2 , then f1 f2 is
continuous in x, too,
(ii) if f1 is continuous in x P D1 , then a f1 is continuous in x, too.

Definition 1.2.38. Let f1 : D1 Ñ R, f2 : D2 Ñ R be functions such that
D1 X D2 φ. Then we define f1 f2 : D1 X D2 Ñ R (read: ‘f1 times f2 ’)
by
pf1 f2 qpxq : f1 pxq f2pxq
for all x P D1 X D2 . If moreover Ranpf1 q R, then we define 1{f1 :
D1 Ñ R (read: ‘1 over f1 ’) by
p1{f1 qpxq : 1{f1 pxq

for all x P D1 .
66
Theorem 1.2.39. Let f1 : D1 Ñ R, f2 : D2 Ñ R be functions such that
D1 X D2 φ.
(i) If f1 and f2 are both continuous in x P D1 X D2, then f1 f2 is

continuous in x, too.
(ii) If f1 is such that Ranpf1 q R as well as continuous in x P D1 , then

1{f1 is continuous in x, too.
Proof. For the proof of (i), let x1 , x2 , . . . be some sequence in D1 X D2

which converges to x. Then for any ν P N
|pf1 f2qpxν q pf1 f2qpxq| |f1pxν qf2pxν q f1pxqf2 pxq|

|f1pxν qf2 pxν q f1 pxqf2 pxν q f1 pxqf2pxν q f1 pxqf2pxq|
¤ |f1pxν q f1 pxq| |f2pxν q| |f1pxq| |f2pxν q f2 pxq|
¤ |f1pxν q f1 pxq| |f2pxν q f2pxq| |f1pxν q f1pxq| |f2pxq|
|f1pxq| |f2pxν q f2 pxq|
and hence, obviously,
lim pf1 f2 qpxν q pf1 f2 qpxq .

ν Ñ8
For the proof of (ii), let x1 , x2 , . . . be some sequence in D1 which converges
to x. Then for any ν P N
|p1{f1qpxν q p1{f1 qpxq| |1{f1pxν q 1{f1pxq|

|f1pxν q f1pxq|{r |f1pxν q| |f1pxq| s
lim p1{f1 qpxν q p1{f1 qpxq .

ν Ñ8
67
Example 1.2.40. Let n P N and a0 , a1 , . . . , an be real numbers. Then the
corresponding polynomial of n-th order p : R Ñ R defined by
ppxq : a0 a1 x an xn
for all x P R, is continuous.
Proof. The proof is a simple consequence of Example 1.2.22, Theorem 1.2.37
and Theorem 1.2.39.
Example 1.2.41. Explain why the function
x3 2x2 x 1
f pxq :
x2 3x 2
(1.2.14)
is continuous at every number in its domain. State that domain. Solution:

The domain D is given by those real numbers for which the denominator
of the expression (1.2.14) is different from 0. Hence it is given by
D Rzt1, 2u .
Further, as a consequence of Example 1.2.40, the polynomials p1 : R Ñ R,
p2 : D Ñ R defined by
p1 pxq : x3 2x2 x 1,
p2 pxq : x2 3x 2
for all x P R and x P D, respectively, are continuous. Since p2 pRq R ,
it follows by Theorem 1.2.39 that the function 1{p2 is continuous. Finally
from this, it follows by Theorem 1.2.39 that p1 {p2 is continuous.
Theorem 1.2.42. Let f : Df Ñ R, g : Dg Ñ R be functions and Dg be a
subset of R. Moreover let x P Df , f pxq P Dg , f be continuous in x and g
be continuous in f pxq. Then g f is continuous in x.
Proof. For this, let x1 , x2 , . . . be a sequence in Dpg f q converging to x.
Then f px1 q, f px2 q, . . . is a sequence in Dg . Moreover since f is continuous
in x, it follows that
lim f pxν q f pxq .
ν Ñ8
68
y
3
x
-2 2 3
-1
-2
-3
Fig. 21: Graph of sin, arcsin and asymptotes.
Finally, since g is continuous in f pxq it follows that
lim pg f qpxν q lim g pf pxν qq g pf pxqq pg f qpxq .

ν Ñ8 ν Ñ8
Example 1.2.43. Show that f : R Ñ R defined by
f pxq : |x|
for all x P R, is continuous. Solution: Define the polynomial p2 : R Ñ R

by p2 pxq : x2 for every x P R. According to Example 1.2.40, p2 is contin-
uous. Then f s2 p2 , where s2 denotes the square-root function on r0, 8q,
which, by Theorem 1.2.35, is continuous as inverse of the strictly increas-
ing restriction of p2 to r0, 8q. Hence f is continuous by Theorem 1.2.42.
Example 1.2.44. The functions sin : R Ñ R and exp : R Ñ R are contin-

uous. Show that arcsin : r1, 1s Ñ rπ {2, π {2s, cos : R Ñ R, arccos :
69
y
3
x
-3 -2 2 3
-1
-2
-3
Fig. 22: Graph of cos, arccos and asymptotes.
y
3
x
-3 -2 -1 1 2
-1
-2
-3
Fig. 23: Graph of tan, arctan and asymptotes.
70
y
3
x
-3 -2 -1 1 2 3
-1
-2
-3
Fig. 24: Graph of exp, ln.
r1, 1s Ñ r0, πs, tan : pπ{2, π{2q Ñ R, arctan : R Ñ pπ{2, π{2q

and the natural logarithm function ln : p0, 8q Ñ R are continuous. Solu-
tion: Since the restriction of sin to rπ {2, π {2s and exp are in particular
increasing, their inverses arcsin and ln are continuous according to Theo-
rem 1.2.35. Further since
π
cospxq sin x
2
for all x P R, the cosine function is continuous as composition of continu-
ous functions according to Theorem 1.2.42. Further, the restriction of cos
to r0, π s is in particular increasing and hence its inverse arccos continuous
according to Theorem 1.2.35. Also, tan : Rz tk π pπ {2q : k P Zu Ñ R
defined by
sinpxq
tanpxq
cospxq
for every x P Rz tk π pπ {2q : k P Zu is continuous according to Theo-
rem 1.2.39 as quotient of continuous functions. Finally, the restriction of
71
F
1
sinHxL tanHxL
x
A cosHxL B C D
Fig. 25: Sketch for Example 1.2.45.
tan to pπ {2, π {2q is in particular increasing and hence its inverse arctan
continuous according to Theorem 1.2.35.
Example 1.2.45. (Removable singularities) Define f : R Ñ R by
sinpxq
f pxq
x
for every x P R and f p0q 1. Then f is continuous. Proof: By Theo-
rem 1.2.39, the continuity of sin and the linear function p : R Ñ R, defined
by ppxq : x, x P R, see Example 1.2.22, it follows the continuity of f in
all points of R . The proof that f is also continuous in x 0, follows from
the following inequality (compare Fig 26):

p q 1 ¤ 1 1 ,
sin x

cospxq
x (1.2.15)
for all x P pπ {2, π {2qzt0u. For its derivation and in a first step, we assume
that 0 x π {2 and consider the triangle ADF in Fig 25, in particular
the areas ApABF q, ApACF q and ApADF q of the triangles ABF , ACF
and ADF , respectively. Then we have the following relation:
ApABF q ¤ ApACF q ¤ ApADF q
72
y
2.5
1.5
0.5
x
-1.5 -1 -0.5 0.5 1 1.5
Fig. 26: Graphs of f (red) and h (blue) from Example 1.2.45.
and hence
1
2
sinpxq cospxq ¤
x
2
¤ tan2pxq
and
sinpxq
cospxq ¤ ¤ 1
cospxq
.
x
From this follows, by the symmetries of sin, cos under sign change of
the argument, the same equality for π {2 x 0. Hence for x P
pπ{2, π{2q zt0u:
sinpxq
x
1¤
1
cospxq
1
and
sinpxq
1 ¤ 1 cospxq ¤ 1
1
x cospxq
and hence finally (1.2.15). Now since h : pπ {2, π {2q Ñ R defined by
hpxq : 1 ,
1
cospxq
73
for all x P pπ {2, π {2q is continuous, it follows by (1.2.15) and Theo-
rem 1.2.5 the continuity of f also in x 0.
Definition 1.2.46. (Limits at infinity) Let f : ra, 8q Ñ R be some con-

tinuous function, where a ¡ 0. Further let L be some real number. We
define
lim f pxq L
x Ñ8
if the transformed function f¯ : r0, 1{as Ñ R defined by
f¯pxq : f p1{xq
for all x P p0, 1{as and f¯p0q : L is continuous in 0. In this case, we

call the parallel y L to the x-axis a ‘horizontal asymptote of Gpf q for
large positive x’. Analogously, we define for every continuous function
f : p8, as Ñ R
lim f pxq L
x Ñ8
if the transformed function f¯ : r1{a, 0s Ñ R defined by
f¯pxq : f p1{xq
for all x P r1{a, 0q and f¯p0q : L is continuous in 0. In this case, we call

the parallel y L to the x-axis a ‘horizontal asymptote of Gpf q for large
negative x’.
Example 1.2.47. Consider the function f : r1, 8q Ñ R defined by
x2 1
f pxq
x2 1
for all x P r1, 8q. See Fig. 27. Then the transformed function f¯ : r0, 1s Ñ
R, defined by
1 x2
f¯pxq :
1 x2
74
y
0.5
x
-10 -5 5 10
-1
Fig. 27: Gpf q and asymptote for Example 1.2.47.
for all x P r0, 1s, is continuous and hence since
f¯pxq f p1{xq
for all x P p0, 1s, it follows that
lim f pxq 1 .
x Ñ8
Hence y 1 is a horizontal asymptote of Gpf q for large positive x. See
Fig. 27.
Example 1.2.48. Find the limits

? ?
2x2 1 2x2 1
xÑ8 3x 5 xÑ8 3x 5
lim , lim .
Solution: Define f : tx P R : x 5{3u Ñ R by

?
f pxq :
2x2 1
3x 5
75
y
2
x
2 4 6 8
-1
-2
Fig. 28: Gpf q and asymptotes for Example 1.2.48.
for all x P R ^ x 5{3. Then the transformed functions f¯ corresponding

to the restrictions of f to r1, 8q and p8, 1s are given by the continuous
functions ? 2
f pxq :
¯ x 2 x
|x| 3 5x2
for all x P r0, 1s and ?
f¯pxq : 3 2 5xx2
x 2
|x|
for all x P r1, 0s, respectively, and hence
? ? ? ?
2x2 1
xÑ8 3x 5
lim 3
2 2x2 1
xÑ8 3x 5
, lim 3
2
.
See Fig. 28.
Problems
76
1) Show the continuity of the function f . For this, use only Theorems
1.2.37, 1.2.39, 1.2.42 on sums, products/quotients, compositions of
continuous functions, and the continuity of constant functions/the
identity function idR on R.
a) f pxq : x 7 , x P R ,
b) f pxq : x2 , x P R ,
c) f pxq : 3{x , x P R ,
d) f pxq : px 3q{px 8q , x P Rzt8u ,
e) f pxq : px2 3x 2q{px2 2x 2q , x P R .
2) Assume that f and g are continuous functions in x 0 such that
f p0q 2 and
lim r2f pxq 3g pxqs 1 .
x Ñ0
Calculate g p1q.
In the following, it can be assumed that rational functions, i.e., quotients

of polynomial functions, are continuous on their domain of definition.
In addition, it can be assumed that the exponential function, the natural
logarithm function, the general power function, the sine and cosine func-
tion and the tangent function are continuous.
3) For arbitrary c, d P R, define fc,d : R Ñ R by
$
' {p 1q if x P p8, 1q
&1 x
2
fc,d pxq : if x P r1, 1s

%?
cx d
'
4x 5 if x P p1, 8q
for all x P R. Determine c, d such that the corresponding fc,d is
everywhere continuous. Give reasons.
4) For arbitrary c P R, define fc : r0, 8q Ñ R by
#
x sinp1{xq if x P p0, 8q
fc pxq :
c if x 0
for all x P r0, 8q. Determine c such that the corresponding fc is
everywhere continuous. Explain your answer.
5) For every k P R, define fk : r1{3, 8qzt1u Ñ R by
#? ?
3x 1 2x 2
if x P r1{3, 8qzt1u
fk pxq : x 1
if x 1
.
k
For what value of k is fk continuous? Give explanations.
77
6) Define the function f : R Ñ R by f pxq : x4 10x 15 for all
real x. Use your calculator to find an interval of length 1{100 which
contains a zero of f (i.e, some real x such that f pxq 0). Give
explanations.
7) Determine in each case whether the given sequence has a limit. If
there is one, calculate that limit. Otherwise, give arguments why
there is no limit.
? ?n ?
a) xn : n 1 , b) xn : ?n n 1
for all n P N.
8) Find the limits.

a) lim e { π
1 n n 1
, b) lim cos
nÑ8 Ñ8
n n
cospnq
c) lim ,
n Ñ8 n
d) lim
lnpnq
, Hint: Use that lnpnq ¤ 2 n for n ¥ 1 .
?
nÑ8 n
e) lim n1{n , Hint: Use d)
n Ñ8
a
f) lim n2 6n n ,
nÑ8
1{3 1{3
g) lim
n Ñ8 n pn 1q ,
a3 b 3
Hint: Use that a b for all a b ,
a2 ab b2
p1 hq2{3 1
h) lim , Hint: Use the hint in g) .
h Ñ0 h
9) Calculate the limits.

17n 4 3x 2
a) lim sin , b) lim tan ,
nÑ8 n 5 xÑ2 5x 7
x 8x 15
2
x5
c) lim .
xÑ5
In each case, give explanations.

10) Find the limits
a) limxÑ8 rx{px 1qs ,
78
b) limxÑ8 rx{px 1qs ,
c) limxÑ8 rpsin xq{xs ,
limxÑ8 rp3x3 2x2 5x 4q { p2x3 x2 5qs ,
d)
? x
limxÑ8 p x{ 1 x2 q ,
e)
?
limxÑ8 p x{ 1 x2 q ,
f)
? ?
limxÑ8 p 3x2 2x { 2x2 5 q ,
g)
?2 ?2
limxÑ8 p x
h)
? 2 3 x ?1 q ,2
i) limxÑ8 p x 4x 5 x 2q.
#
f pxq :
x if x is rational
0 if x is irrational
for every x P R. Find the points of discontinuity of f .
12) Define f : R Ñ R by f pxq : 0 if x 0 or if x is irrational and
f pm{nq : 1{n if m P Z and n P N have no common divisor
greater than 1. Find the points of discontinuity of f .
13) Let f and g be functions from R to R whose restrictions to Q coin-
cide. Show that f g.
14) Let D R, f : D Ñ R be continuous in some x P D and f pxq ¡ 0.
By an indirect proof, show that there is ε ¡ 0 such that f pxq ¡ 0 for
all x P D X px ε, x εq.
15) Let a, b P R such that a b and f : ra, bs Ñ ra, bs. By use of the
intermediate value theorem, show that f has a fixed point, i.e., that
there is x P ra, bs such that f pxq x.
16) Use the intermediate value theorem to prove that for every a ¥ 0
?
there is a uniquely determined x ¥ 0 such that x2 a. That x is
denoted by a.
1.3 Differentiation
In 1589, using inclined planes, Galileo discovered experimentally that in
vacuum all bodies, regardless of their weight, shape, or composition, are
uniformly accelerated in exactly the same way, and that the fallen distance
s is proportional to the square of the elapsed time t:
sptq gt2
1
(1.3.1)
2
79
for all t P R, where g 9.81m{sec2 is the gravitational acceleration. This
result was in contradiction to the generally accepted traditional theory of
Aristotle that assumed that heavier objects fall faster than lighter ones.
Consider the average speed of such a body, i.e., the traveled distance
divided by the elapsed time, during the time interval rt, t hs, if h ¥ 0,
rt h, ts, if h 0, respectively, for some t, h P R:

spt hq sptq
t ht
g
2h
rpt hq 2
t s
2 g
2h
p2ht h2
qg t
h
2
.
Hence it follows by Example 1.2.22 that

spt hq sptq
lim
h Ñ0 t ht
gt ,
which suggests itself as (and indeed is the) definition of the instantaneous
speed v ptq of the body at time t:
spt hq sptq
v ptq : lim gt .
h Ñ0 t ht
A geometrical interpretation of v ptq is the slope of the tangent to Gpsq at
the point pt, sptqq, see Fig. 29.
Definition 1.3.1. Let f : pa, bq Ñ R be a function where a, b P R such
that a b. Further, let x P pa, bq and c P R. We say f is differentiable in
x with derivative c if for all sequences x0 , x1 , . . . in pa, bqztxu which are
convergent to x:
f pxn q f pxq
lim
nÑ8 xn x
c.
In this case, we define the derivative f 1 pxq of f in x by
f 1 pxq : c .
Further, we say f is differentiable if f is differentiable in all points of its

domain pa, bq. In that case, we call the function f 1 : pa, bq Ñ R associating
80
sHtL @mD
4
2 sH0.8L-sH0.4L
1
0.8-0.4
t @secD
0.2 0.4 0.6 0.8 1 1.2
Fig. 29: Gpsq, secant line and tangent at p0.4, sp0.4qq.
to every x P pa, bq the corresponding f 1 pxq the derivative of f . Higher order

derivatives of f are defined recursively. If f pkq is differentiable for k P N ,
we define the derivative f pk 1q of order k 1 of f by f pk 1q : pf pkq q 1 ,
where we set f p1q : f 1 . In that case, f will be referred to as pk 1q-
times differentiable. Frequently, we also use the notation f 2 : f p2q and
f 3 : f p3q .
Theorem 1.3.2. Let f : pa, bq Ñ R be a function where a, b P R such
that a b. Further, let f be differentiable in x P pa, bq. Then f is also
continuous in x.
Proof. Let x0 , x1 , . . . be a sequence in pa, bq which is convergent to x. Ob-
viously, it is sufficient to assume that x0 , x1 , . . . is a sequence in pa, bqztxu.
Then it follows by the limit laws Theorem 1.2.4 that
f pxn q f pxq
lim pf pxn q f pxqq lim nlim px xq 0
n Ñ8 nÑ8 xn x Ñ8 n
and hence that
lim f pxn q f pxq .
n Ñ8
81
Example 1.3.3. Let c P R, n P N and f, g : R Ñ R be defined by
f pxq : c , g pxq : xn
for all x P R. Then f, g are differentiable and
f 1 pxq 0 , g 1 pxq nxn1
for all x P R.
Proof. Let x P R and x0 , x1 , be a sequence of numbers in Rztxu which
is convergent to x P R. Then:
f pxν q f pxq
ν
lim
Ñ8 xν x
νlim
Ñ8
00.
Further, for any ν P N:

g pxν q g pxq p xν qn xn
xν x
x x
ν
n1 n2
pxν q pxν q x xν xn2 xn1
and hence by Example 1.2.40:
g pxν q g pxq
lim
ν Ñ8 xν x
xn1 xn2 x xxn2 xn1 nxn1 .
Example 1.3.4. The exponential function is differentiable with
exp 1 pxq exppxq
for all x P R.
82
Proof. First, we prove that exp is differentiable in 0 with derivative e0 1.
For this, let h1 , h2 , . . . be some sequence in Rzt0u which is convergent to
0. Moreover, let n0 P N be such that |hn | 1 for n ¥ 0. Then for any such
n:
ehn e0 ehn p1 hn q
hn 0
e0
hn
.
We consider the cases hn ¡ 0 and hn 0. In the first case, it follows by

(1.2.7) and some calculation that
0¤
ehn p1 hn q
¤ h4n 3 hn
¤ 124 hn 3hn .

hn 1 hn 2
2
Analogously, it follows in the second case that
¤ 1 hnh ¤ e hp1 hn q
h
¤ h4n
n
hn .
n n
Hence it follows in both cases that

h
e n
p1 hn q
¤ 3|hn|
hn
and therefore by Theorem 1.2.5 that

ehn p1 hn q
lim
nÑ8 hn
0.
Now let x P R and x1 , x2 , . . . be some sequence in Rztxu which is conver-
gent to x. Then
exn ex exn x r1 pxn xqs
xn x
e e
x x
xn x
,
and hence it follows by Theorem 1.2.4 and the previous result that
exn ex
nÑ8 xn x
lim ex
and therefore the statement of this Theorem.
83
y
1
x
-1 -0.5 0.5 1
Fig. 30: Graph of the modulus function. See Example 1.3.6.
Example 1.3.5. The sine function is differentiable with
sin 1 pxq cospxq
for all x P R.
Proof. Let x P R and x1 , x2 , . . . be some sequence in Rztxu, which is
convergent to x. Further define hn : xn x, n P N. Then it follows by
the addition theorems for the trigonometric functions
sinpxn q sinpxq sinpx hn q sinpxq

xn x
hn
sinpxq cosphhn q 1 cospxq sinhphn q
n n
2
sinpxq h2n sinhph{n2{2q cospxq sinhphnq
n n
and hence by Example 1.2.45 and Theorem 1.2.4 that
sinpxn q sinpxq
lim
nÑ8 xn x
cospxq .
84
y
1
0.5
x
-1 -0.5 0.5 1
-1
Example 1.3.6. The function f : R Ñ R defined by

f pxq : |x|
for all x P R, is not differentiable in 0, because

n1 0 1 lim n1 0 1 .
lim
n Ñ8 n1 0 nÑ8 1 0
n
See Fig. 30.
Example 1.3.7. The function f : R Ñ R defined by

f pxq : x1{3
for all x P R, is not differentiable in 0, because the sequence
{
1 1 3
n
01{3 n2{3
1
n
0
has no limit for n Ñ 8. See Fig. 31.
85
Theorem 1.3.8. (Sum rule, product rules and quotient rule) Let f, g be
two differentiable functions from some open interval I into R and a P R.
(i) Then f g, a f and f g are differentiable with
pf gq 1pxq f 1 pxq g 1 pxq , pa f q 1pxq a f 1pxq

pf gq 1pxq f pxq g 1pxq gpxq f 1pxq
for all x P I.
(ii) If f is non-vanishing for all x P I, then 1{f is differentiable and

1
f 1 pxq
1
f
pxq
rf pxqs2
for all x P I.
Proof. For this let x P I and x1 , x2 , . . . be some sequence in I ztxu which

is convergent to x. Then:
|pf g qpxν q pf g qpxq pf 1 pxq g 1 pxqqpxν xq|

|xν x|
¤ |f pxν q f pxq f pxqpxν xq|
1 |gpxν q gpxq g 1pxqpxν xq|
|xν x| |xν x|
and
|pa f qpxν q pa f qpxq ra pf 1 qpxqspxν xq|
|xν x|
|a| |f pxν q f px|xq fx|pxqpxν xq|
1
ν
and hence
|pf g qpxν q pf g qpxq pf 1 pxq g 1 pxqqpxν xq| 0
lim
ν Ñ8 |xν x|
86
and
|pa f qpxν q pa f qpxq ra pf 1 qpxqspxν xq| 0 .
lim
ν Ñ8 |xν x|
Further, it follows that
|pf gqpxν q pf gqpxq pf pxq g 1 pxq gpxq f 1pxqqpxν xq|
|xν x|
¤ |f pxν q f px|xq fx|pxqpxν xq| |gpxq|
1
ν
|f pxq| |gpxν q gpx|xq gxp|xqpxν xq|

1
ν
|f pxν q f pxq| |gpx q gpxq|
|x x|
ν
ν
and hence that

|pf gqpxν q pf gqpxq pf pxq g 1pxq g pxq f 1 pxqqpxν xq|
lim
ν Ñ8 |xν x|
0.
If f is does in any point of its domain I, it follows that

1
f pxν q f p1xq r p qs f pxqpxν xq
1 1
¤
f x 2
|xν x|
1
|f pxν q f pxq f 1pxqpxν xq|
|f pxq|2 |xν x|
|f pxν q f pxq|2
|f pxν q| |f pxq|2 |xν x|
and hence that

1
f pxν q f p1xq r p qs f pxqpxν xq
1 1
0.
f x 2
ν
lim
Ñ8 |xν x|
Finally, since x1 , x2 , . . . and x P I were otherwise arbitrary, the theorem
follows.
87
Example 1.3.9. Let n P N and a0 , a1 , . . . , an be real numbers. Then the
corresponding polynomial of n-th order p : R Ñ R, defined by
ppxq : a0 a1 x an xn
for all x P R, is differentiable and
p 1 pxq : a1 nan xpn1q
for all x P R.
Proof. The proof is a simple consequence of Example 1.3.3 and Theo-
rem 1.3.8.
Theorem 1.3.10. (Chain rule) Let f : I Ñ R, g : J Ñ R be differentiable

functions defined on some open intervals I, J of R and such that the domain
of the composition g f is not empty. Then g f is differentiable with
pg f q 1 g 1 pf pxqq f 1 pxq
for all x P Dpg f q.
Proof. For this let x P Dpg f q and x1 , x2 , . . . be some sequence in Dpg
f qztxu which is convergent to x. Then:
|pg f qpxν q pg f qpxq pg 1 pf pxqq f 1 pxqqpxν xq| ¤
|xν x|
|gpf pxν qq gpf pxqq g 1 pf pxqqpf pxν q f pxqq|
|xν x|
|g pf pxqqpf pxν q f pxq f 1pxqpxν xqq|
1
|xν x|
|pg f qpxν q pg f qpxq pg 1 pf pxqq f 1 pxqqpxν xq|
lim
ν Ñ8 |xν x|
0.
Finally, since x1 , x2 , . . . and x P Dpg f q were otherwise arbitrary, the
theorem follows.
88
Example 1.3.11. The cosine and the tangent function are differentiable
with
cos 1 pxq sinpxq
for all x P R and
tan 1 pxq 1 tan2 pxq

1
cos2 pxq
(
for all x P Rz π
2
kπ : k PZ .
Proof. Since
π
cospxq sin x
2
for all x P R, it follows by Examples 1.3.5, 1.3.3 and Theorem 1.3.8 (i.e.,
the ‘sum rule’) and Theorem 1.3.10 (i.e., the ‘chain rule’) that cos is differ-
entiable with derivative
π
cos 1 pxq cos x sinpxq
2
for all x P R. Further, because of
sinpxq
tanpxq
cospxq
(
for all x P Rz π2 kπ : k P Z , it follows by Examples 1.3.5 and Theo-
rems 1.3.8 (i.e., the ‘Quotient Rule’) that tan is differentiable with deriva-
tive
cospxq cospxq sinpxq p sinpxqq
tan 1 pxq cos12pxq
cos2 pxq
1 tan2 pxq
(
for all x P Rz π
2
kπ : k PZ .
89
Definition 1.3.12. Let f : U Ñ R be a function in several variables, where
U is a subset of Rn , n P Nzt0, 1u. In particular, let i P t1, . . . , nu, x P U
be such that the corresponding function
f px1 , . . . , xi1 , , xi 1 , . . . , xn q
is differentiable at xi . In this case, we say that f is partially differentiable

at x in the i-th coordinate direction, and we define:
Bf pxq : rf px , . . . , x , , x qs 1pxiq .
i1
Bxi 1 i 1 , . . . , xn
If f is partially differentiable at x in the i-th coordinate direction at every

point of its domain, we call f partially differentiable in the i-th coordinate
direction and denote by B f {B xi the map which associates to every x P U
the corresponding pB f {B xi qpxq. Partial derivatives of f of higher order are
defined recursively. If B f {B xi is partially differentiable in the j-th coor-
dinate direction, where j P t1, . . . , nu, we denote the partial derivative of
Bf {Bxi in the j-th coordinate direction by
B2f
Bxj Bxj .
Such is called a partial derivative of f of second order. In the case j i,

we set
B2f : B2f .
Bx2i BxiBxi
Partial derivatives of f of higher order than 2 are defined accordingly.
Example 1.3.13. Define f : R2 Ñ R by

f px, y q : x3 x2 y 3 2y 2
for all x, y P R. Find

Bf p2, 1q Bf p2, 1q .
Bx and
By
90
Solution: We have
f px, 1q x3 x2 2 and f p2, y q 8 4y 3 2y 2
for all x, y P R. Hence it follows that

Bf px, 1q 3x2
Bx 2x ,
x P R,
Bf p2, yq 12y2 4y ,
By
y P R, and, finally, that
Bf p2, 1q 16 and Bf p2, 1q 8 .
Bx By
f px, y, z q : x2 y 3z 3x 4y 6z 5
for all x, y, z P R. Find

Bf px, y, zq , Bf px, y, zq and Bf px, y, zq
Bx By Bz
for all x, y, z P R. Solution: Since in partial differentiating with respect to
one variable all other variables are held constant, we conclude that
Bf px, y, zq 2xy3z Bf px, y, zq 3x2 y2z
Bx 3,
By 4,
Bf px, y, zq x2 y3
Bz 6,
for all x, y, z P R.
Problems
91
1) By the basic definition of derivatives, calculate the derivative of the
function f .
a) f pxq : 1{x , x P p0, 8q ,
b) f pxq : px 1q{px 1q , x P Rzt1u ,
?
c) f pxq : x , x P p0, 8q .
2) Calculate the slope of the tangent to G(f) at the point p1, f p1qq and
its intersection with the x-axis.
a) f pxq : x2 3x 1 , x P R ,
b) f pxq : p3x 2q{p4x 5q , x P Rzt5{4u ,
c) f pxq : e3x , x P R .
3) Calculate the derivatives of the functions f1 , . . . , f8 with maximal
domains in R defined by
a) f1 pxq : 5x8 2x5 6 , f2 pθq : 3 sinpθq 4 cospθq ,

b) f3 ptq : p1 3t 2
5t 4
qpt 2
8q ,
f4 pxq : 3e rsinpxq 6 cospxqs ,
x
3t 2t 5
4
5 cospϕq
c) f5 ptq : , f6 pϕq :
tanpϕq
,
t3 8
4 sinp7tq
d) f7 pxq : sinp3{x q , f8 ptq : e
2
.
4) A differentiable function f satisfies the given equation for all x from

its domain. Calculate the slope of the tangent to Gpf q in the specified
point P without solving the equations for f pxq.
? ?
a) x2 pf pxqq2 1 , P p1{ 2 , 1{ 2 q ,
? ?
b) px 1q2 r x2 pf pxqq2 s 4x2 0 , P p1 2,1 2q,
a
c) x f pxqr2 f pxqs arccosp1 f pxqq ,
? ?
P ppπ {4q p1{ 2 q, 1 p1{ 2 qq .
Remark: The curve in b) is a cycloid which is the trajectory of a point

of a circle rolling along a straight line. The curve in c) is named after
Nicomedes (3rd century B.C.), who used it to solve the problem of
trisecting an angle.
5) Give a function f : R Ñ R such that
a) f 1 ptq 1 for all t P R and such that f p0q 2 ,
b) f 1 ptq 2f ptq for all t P R and such that f p0q 1 ,
92
c) f 1 ptq 2f ptq 3 for all t P R and such that f p0q 1 .
6) Let I be a non-empty open interval in R and p, q P R. Further, let
f : I Ñ R. Show that
f 2 pxq pf 1 pxq qf pxq 0
for all x P I if and only if

f¯2 pxq
p2
4
q f¯pxq
for all x P I, where f¯ : IÑ R is defined by
f¯pxq : epx{2 f pxq
for all x P I.
7) Newton’s equation of motion for a point particle of mass m ¥ 0
moving on a straight line is given by
mf 2 ptq F pf ptqq (1.3.2)
for all t from some time interval I R, where f ptq is the position
of the particle at time t, and F pxq is the external force at the point x.
For the specified force, give a solution function f : R Ñ R of (1.3.2)
that contains 2 free real parameters.
a) F pxq F0 , x P R ,where F0 is some real parameter ,
b) F pxq kx , x P R ,where k is some real parameter .
moving on a straight line under the influence of a viscous friction is
given by
mf 2 ptq λf 1 ptq (1.3.3)
for all t P R, where f ptq is the position of the particle at time t, and
λ P r0, 8q is a parameter describing the strength of the friction. Give
a solution function f of (1.3.3) that contains 2 free real parameters.
9) For all px, y q from the domain, calculate the partial derivatives
pBf {Bxqpx, yq, pBf {Byqpx, yq of the given function f .
a) f px, y q : x4 2x2 y 2 3x 4y 1 , px, y q P R2 ,
b) f px, y q : 3x2 2x 1 , px, y q P R2 ,
c) f px, y q : sinpxy q , px, y q P R2 .
93
10) Let f : R Ñ R and g : R Ñ R be twice differentiable functions.
Define upt, xq : f px tq g px tq for all pt, xq P R2 . Calculate
Bu pt, xq , Bu pt, xq , B2 u pt, xq , B2 u pt, xq

Bt Bx B t2 Bx2
for all pt, xq P R2 . Conclude that u satisfies
B2 u B2 u 0
Bt2 Bx2
which is called the wave equation in one space dimension (for a func-
tion u which is to be determined).
1.4 Applications of Differentiation

Theorem 1.4.1. (Necessary condition for the existence of a local min-
imum/maximum) Let f be a differentiable real-valued function on some
open interval I of R. Further, let f have a local minimum/maximum at
some x0 P I, i.e, let
f px0 q ¤ f pxq { f px0 q ¥ f pxq
for all x such that x0 ε x x0 ε, for some ε ¡ 0. Then
f 1 px0 q 0 ,
i.e, x0 is a so called ‘critical point’ for f .
Proof. If f has a local minimum/maximum at x0 P I, then it follows for

sufficiently small h P R that
1
h
rf px0 hq f px0 qs
is ¥ p¤q 0 and ¤ p¥q 0, for h ¡ 0 and h 0, respectively. Therefore by

Theorem 1.2.6, f 1 px0 q is at the same time ¥ 0 and ¤ 0 and hence, finally,
equal to 0.
94
y
1.15
1.1
1.05
0.95
x
-1 -0.6 -0.4 -0.2 0.2 0.4
Example 1.4.2. Find the critical points of f : R Ñ R defined by

f pxq : x4 x3 1
for all x P R. Solution: The critical points of f are the solutions of the
equation
0 f 1 pxq 4x3 3x2 x2p4x 3q
and hence given by x 0 and x 3{4. See Fig. 32. Note that f has
a local extremum at x 3{4, but not at x 0. Hence the condition in
Theorem 1.4.1 is necessary, but not sufficient for the existence of a local
extremum.
Example 1.4.3. Find the maximum and minimum values of f : rπ, π s Ñ

R defined by
f pxq : x 2 cospxq
for all x P rπ, π s. Solution: Since f is continuous, such values exist
according to Theorem 1.2.26. Those points, where these values are as-
sumed, can be either on the boundary of the domain, i.e., in the points π
95
y
x
-3 -2 -1 2 3
-1
-2
or π, there f assumes the values 2 π and 2 π, respectively, or inside

the interval, i.e., in the open interval pπ, π q. In the last case, according to
Theorem 1.4.1 those are critical points of the restriction of f to this interval.
The last are given by
x ,
π 5π
6 6
since
f 1 pxq 1 2 sinpxq
for all x P pπ, π q. Now
π π ?
?
f 6 6
3 , f 5π6 3
5π
6
?
and hence the minimum value of f is pπ {6q 3 (assumed inside the
interval) and its maximum value is π 2 (assumed at the right boundary of
the interval). See Fig. 33.
96
Theorem 1.4.4. (Rolle’s theorem) Let f : ra, bs Ñ R be continuous where
a, b P R are such that a b. Further, let f be differentiable on pa, bq and
f paq f pbq. Then there is c P pa, bq such that f 1 pcq 0.
Proof. Since f is continuous, according to Theorem 1.2.26 f assumes its
minimum and maximum value in some points x0 P ra, bs and x1 P ra, bs,
respectively. Now if one of these points is contained in the open interval
pa, bq, the derivative of f in that point vanishes by Theorem 1.4.1. Other-
wise, if both of those points are at the interval ends a, b it follows
f paq ¤ f pxq ¤ f pbq f paq
for all x P ra, bs and hence that f is a constant function and by Exam-
ple 1.3.3 that f 1 pcq 0, for every c P pa, bq. Hence in both cases the
statement of the theorem follows.
Example 1.4.5. Show that f : R Ñ R defined by
f pxq : x3 x 1
for all x P R, has exactly one (real) zero. (Compare Example 1.2.30.)
Proof. f is continuous and because of
f p1q 1 0 and f p0q 1 ¡ 0
and Corollary 1.2.29 has a zero x0 in p1, 0q. See Fig. 19. Further, f is
differentiable with
f 1 pxq 3x2 1 ¡ 0
for all x P R. Now assume that there is a another zero x1 . Then it follows
by Theorem 1.4.4 the existence of a zero of f 1 in the interval with endpoints
x0 and x1 . Hence f has exactly one zero.
Theorem 1.4.6. (Mean value theorem) Let f : ra, bs Ñ R be a continuous

function where a, b P R are such that a b. Further, let f be differentiable
on pa, bq. Then there is c P pa, bq such that
f pbq f paq
ba
f 1pcq .
97
y
fHbL
fHaL
x
a c b
Fig. 34: Sketch for the Mean Value Theorem 1.4.6.
Proof. Define the auxiliary function h : ra, bs Ñ R by
f pbq f paq
hpxq : f pxq px aq f paq
ba
for all x P ra, bs. Then h is continuous as well as differentiable on pa, bq
with
f pbq f paq
h 1 pxq f 1 pxq
ba
for all x P pa, bq and hpaq hpbq 0. Hence by Theorem 1.4.4 there is
c P pa, bq such that
f pbq f paq
h 1 pcq f 1 pcq 0.
ba
Theorem 1.4.7. Let f : pa, bq Ñ R be differentiable, where a, b P R are

such that a b. Further, let f 1 pxq 0 for all x P pa, bq. Then f is a
constant function.
Proof. The proof is indirect. Assume that f is not a constant function. Then
there are x1 , x2 P pa, bq satisfying x1 x2 and f px1 q f px2 q. Hence it
98
follows by Theorem 1.4.6 the existence of c P px1 , x2 q such that
f px2 q f px1 q
x2 x1
f 1pcq 0
and hence that f px1 q f px2 q. Hence f is a constant function.
Example 1.4.8. (Energy conservation) Newton’s equation of motion for

a point particle of mass m ¥ 0 moving on a straight line is given by
for all t from some non-empty open time interval I R, where f ptq is the
position of the particle at time t, and F pxq is the external force at the point
x. Assume that F V 1 , where V is a differentiable function from an
open interval J f pI q. Show that E : I Ñ R defined by
m 1
E ptq : pf ptqq2 V pf ptqq (1.4.2)
2
for all t P I is a constant function. Solution: It follows Theorem 1.3.8,
Theorem 1.3.10 and (1.4.1) that E is differentiable with derivative
E 1 ptq mf 1 ptqf 2 ptq V 1 pf ptqq f 1 ptq f 1 ptq rmf 2 ptq F pf ptqqs 0
for all t P I. Hence according to Theorem 1.4.7, E is a constant function.

In physics, its value is called the total energy of the particle. As a con-
sequence, the finding of the solutions of the solution of (1.4.1), which is
second order in the derivatives, is reduced to the solution of (1.4.2), which
is only first order in the derivatives, for an assumed value of the total energy.
Theorem 1.4.9. Let f : ra, bs Ñ R be continuous where a, b P R are such

that a b. Further, let f be differentiable on pa, bq and such that f 1 pxq ¡ 0
( f 1 pxq ¥ 0 ) for every x P pa, bq. Then f is strictly increasing ( increasing )
on ra, bs.
99
Proof. Let x and y be some elements of ra, bs such that x y. Then
the restriction of f to the interval rx, y s satisfies the assumptions of Theo-
rem 1.4.6, and hence there is c P px, y q such that
f py q f pxq f 1 pcqpy xq ¡ f pxq p ¥ f pxq q .
Example 1.4.10. Show that the exponential function exp : R Ñ R is

strictly increasing. Solution: By Example 1.3.4 and Theorem 1.2.20 it
follows that exp 1 pxq exppxq ¡ 0 for all x P R. Hence it follows by
Theorem 1.4.9 that exp is strictly increasing. Hence there is an inverse
function to exp which is called the natural logarithm and is denoted by ln.
See Fig. 24.
Example 1.4.11. Show that
(i)
ex ¡1 (1.4.3)
for all x P p0, 8q.
(ii)
ex ¡x 1 (1.4.4)
for all x P p0, 8q.
(Compare Theorem 1.2.20.)

Proof. Define the continuous function f : r0, 8q Ñ R by f pxq : ex
1 for all x P r0, 8q. Then f is differentiable on p0, 8q with f 1 pxq
ex ¡ 0 for all x P p0, 8q. Hence f is strictly increasing according to
Theorem 1.4.9, and (1.4.3) follows since f p0q e0 1 0. Further,
define the continuous function g pxq : ex 1 x for all x P r0, 8q. Then
g is differentiable on p0, 8q with g 1 pxq ex 1 ¡ 0 for all x P p0, 8q
where (1.4.3) has been applied. Hence (1.4.4) follows by Theorem 1.4.9
since g p0q e0 0 1 0.
100
From Example 1.4.10 and (1.4.4), it follows by Theorem 1.2.28 that
expp r0, 8q q r1, 8q
and hence by part (iii) of Theorem 1.2.20 that the range of exp is given by
p0, 8q which therefore is also the domain of its inverse function ln. As a
consequence, exp is a strictly increasing bijective map from R onto p0, 8q.
See Fig. 24.
lnpa bq lnpaq lnpbq
for all a, b ¡ 0. Solution: For a, b ¡ 0, it follows by Theorem 1.2.20 that

p q lnpaq
lnpa bq ln elnpaq elnpbq ln elnpaq ln b
lnpbq .
Lemma 1.4.13. (An ‘energy’ inequality for solutions of a differential

equation) Let p, q P R. Further, let I be some open interval of R, x0 P I
and f : I Ñ R satisfy the differential equation
f 2 pxq p f 1 pxq q f pxq 0
for all x P I. Finally, define
E pxq : pf pxqq2 pf 1pxqq2

for all x P I. Then for all x P I
0 ¤ E pxq ¤ E px0 q ek|xx0 | ,
where
k : 1 2|p| |q| .
Proof. Since f is twice differentiable, E is differentiable such that
E 1 pxq 2f pxqf 1 pxq 2f 1 pxqf 2 pxq
101
2f pxqf 1pxq 2 r p f 1 pxq q f pxq s f 1pxq
2 p1 qqf pxqf 1pxq 2 p pf 1 pxqq2
for all x P I. Hence E 1 is continuous and satisfies
|E 1pxq| ¤ 2 p1 |q|q |f 1 pxq| |f pxq| 2 |p| pf 1pxqq2

¤ p1 |q|q pf pxqq2 pf 1pxqq2 2 |p| pf 1 pxqq2 ¤ kE pxq
for all x P I, where it has been used that
2 |f 1 pxq| |f pxq| ¤ pf pxqq2 pf 1 pxqq2 .
As a consequence,
kE pxq ¤ E 1 pxq ¤ kE pxq

for all x P I. We continue analyzing the consequences of these inequalities.
For this, we define auxiliary functions Er , El by
Er pxq : ekx E pxq , El pxq : ekx E pxq
for all x P I. Then
Er1 pxq ekx pE 1 pxq kE pxqq ¤ 0 , El1 pxq ekx pE 1 pxq kE pxqq ¥ 0
for all x P I. Hence Er is decreasing, which is equivalent to the increasing

of Er , and Er is increasing. Hence it follows by Theorem 1.4.9 that
E pxq ¤ E px0 q ekpxx0 q E px0 q ek|xx | 0
for x ¥ x0 and that
E pxq ¤ E px0 q ekpx0 xq E px0q ek|xx | .

0
for x ¤ x0 .
102
Theorem 1.4.14. Let p, q P R. Further, let I be some open interval of R,
x0 P I and y0 , y01 P R. Then there is at most one function f : I Ñ R such
that
f 2 pxq p f 1 pxq q f pxq 0 (1.4.5)
for all x P I and at the same time such that
f px0 q y0 , f 1 px0 q y01 .
Proof. For this, let f, f¯ : I Ñ R be such that
f 2 pxq p f 1 pxq q f pxq f¯2 pxq p f¯1 pxq q f¯pxq 0
for all x P I and
f px0 q f¯px0 q y0 , f 1 px0 q f¯1 px0 q y01 .
Then u : f f¯ satisfies
u 2 pxq p u 1 pxq q upxq 0
for all x P I and
upx0 q u 1 px0 q 0 .
Hence it follows by Lemma 1.4.13 that upxq 0 for all x P I and hence
that f f¯.
Definition 1.4.15. We define the hyperbolic sine function sinh, the hyper-
bolic cosine function cosh and the hyperbolic tangent function tanh by

sinhpxq : e ex , coshpxq : ex
1 x 1 x
e ,
2 2
sinhpxq
tanhpxq :
coshpxq
,
for all x P R. Obviously, sinh, tanh are antisymmetric and cosh is sym-
metric
sinhpxq sinhpxq , cospxq coshpxq , tanhpxq tanhpxq
103
y
x
-2 -1 1 2
-1
-2
-3
Fig. 35: Graphs of the hyperbolic sine and cosine function.
0.5
x
-2 -1 1 2
-0.5
Fig. 36: Graphs of the hyperbolic tangent function and asymptotes given by the graphs of
the constant functions on R of values 1 and 1.
104
for all x P R. Also these functions are differentiable and, in particular,
sinh 1 cosh , cosh 1 sinh
similarly to the sine and cosine functions. Another resemblance to these
functions is the relation
1 x 2 2
cosh pxq sinh pxq
2 2
e ex ex ex
4

14 ex ex ex ex ex ex ex ex 14 2 ex 2 ex 1
for all x P R. In particular, this implies that
cosh2 pxq sinh2 pxq
tanh 1 pxq : 1 tanh2pxq cosh12pxq
cosh2 pxq
for all x P R.
Theorem 1.4.16. Let p, q P R, D : pp2{4q q and x0 , y0, y01 P R. Then
the unique solution to
f 2 pxq pf 1 pxq qf pxq 0
satisfying f px0 q y0 and f 1 px0 q y01 is given by

f pxq y0 eppxx0 q{2 coshpD 1{2 px x0 qq
py
D 1{2 y01 sinhpD 1{2 px x0 qq
0
2
for x P R if D ¡ 0,
py
f pxq eppxx q{2 y0 y01 px x0 q
0 0
2
for x P R if D 0 and

f pxq y0 eppxx q{2 cosp|D |1{2px x0 qq
0

|D|1{2 py20 y01 sinp|D|1{2px x0 qq
for x P R if D 0.
105
Proof. For this, we first notice that for a function h : R Ñ R satisfies
h 2 pxq ph 1 pxq qhpxq 0 (1.4.6)
for all x P R if and only if

p2
h̄ 2 pxq q h̄pxq 0 (1.4.7)
4
for all x P R, where h̄ : R Ñ R is defined by
h̄pxq : epx{2hpxq (1.4.8)
for all x P R. Indeed, it follows by Theorem 1.3.8 that h̄ is twice differen-

tiable if and only if h is twice differentiable and in this case that

h̄ 1 pxq epx{2 h 1 pxq hpxq ,
p
2
p2
h̄ 2 pxq epx{2 h 2 pxq p h 1 pxq hpxq
4
for all x P R. The last implies that

p2 p2
h̄ 2 pxq q h̄pxq epx{2 h 2 pxq p h 1 pxq hpxq
4 4

px{2 p2
e q hpxq epx{2 ph 2 pxq ph 1 pxq qhpxqq 0
4
for all x P R if and only if (1.4.6) is satisfied for all x P R. In addition,
hpx0 q y0 and h 1 px0 q y01 if and only if
py
h̄px0 q y0 epx0 {2 , h̄ 1 px0 q y01 epx0 {2 .
0
(1.4.9)
2
For the solution of (1.4.7) and (1.4.9), we consider three cases. If D :
pp2{4q q ¡ 0, then a solution to (1.4.7) and (1.4.9) is given by
h̄pxq y0 epx0 {2 coshpD 1{2 px x0 qq
106
py
D 1{2 y01 epx0 {2 sinhpD 1{2 px x0 qq
0
2
for x P R. If D 0, then a solution to (1.4.7) and (1.4.9) is given by
py
h̄pxq y0 epx0 {2 y01 epx0 {2 px x0 q
0
2
for x P R. If D 0, then a solution to (1.4.7) and (1.4.9) is given by
h̄pxq y0 epx0 {2 cosp|D |1{2px x0 qq

|D|1{2 py2 0 y01 epx0{2 sinp|D|1{2px x0 qq
for x P R. Hence, finally, it follows by (1.4.8) and by Theorem 1.4.14 the
statement of this theorem.
Theorem 1.4.17. (Derivatives of inverse functions) Let f : ra, bs Ñ R

be continuous where a, b P R are such that a b. Further, let f be differ-
entiable on pa, bq and such that f 1 pxq ¡ 0 for every x P pa, bq. Then the
inverse function f 1 is defined on rf paq, f pbqs as well as differentiable on
pf paq, f pbqq with
1
f 1 py q 1 1
1
f pf py qq
(1.4.10)
for all y P pf paq, f pbqq.

Proof. By Theorem 1.4.9, it follows that f is strictly increasing and hence
that there is an inverse function f 1 for f . Further, by Theorem 1.2.35 f 1
is continuous, and by Theorem 1.2.34 it follows that f pra, bsq rf paq, f pbqs
and hence that f 1 is defined on rf paq, f pbqs. Now let y P pf paq, f pbqq and
y1 , y2 , . . . be a sequence in pf paq, f pbqqzty u which is convergent to y. Then
f 1 py1 q, f 1py2 q, . . . is a sequence in pa, bqztf 1 py qu which, by the conti-
nuity of f 1 , converges to f 1 py q. Hence it follows for n P N that
1
f 1 pyn q f 1 py q f pf 1 pyn qq f pf 1 py qq
yn y
f 1 pyn q f 1 py q
and hence by the differentiability of f in f 1 py q, that f 1 pf 1 py qq ¡ 0 and
by Theorem 1.2.4 the statement (1.4.10).
107
Example 1.4.18. Calculate the derivative of ln, arcsin, arccos and arctan.
Solution: By Theorem 1.4.17, it follows that
ln 1 pxq exppln1 pxqq x1

1
exp 1 plnpxqq
for every x P p0, 8q,
arcsin 1 pxq cosparcsin

1 1
sin 1 parcsinpxqq pxqq
a 1
?,
1
1 sin parcsinpxqq
2 1 x2
arccos 1 pxq
1 1
cos parccospxqq
1 sinparccospxqq
a 1
? 1 2
1 cos parccospxqq
2 1x
for all x P p1, 1q and
arctan 1 pxq p1 1
1 1 1
tan 1 parctanpxqq tan qparctanpxqq
2
x2
for every x P R.
Example 1.4.19. In terms of Kruskal coordinates, the radial coordinate

projection r : Ω Ñ p0, 8q of the Schwarzschild solution of Einstein’s field
equation is given by
r pu, v q h1 pu2 v 2 q
for all pv, uq P Ω, where h : p0, 8q Ñ p1, 8q is defined by
x
hpxq : 1 ex{p2M q
2M
for all x P p0, 8q. Here
Ω : tpv, uq P R2 : u2 v 2 ¡ 1u ,
108
y
x
1 2 3
-1
Fig. 37: Graph of the auxiliary function h from Example 1.4.19.
and M ¡ 0 is the mass of the black hole. In addition, geometrical units are
used where the speed of light and the gravitational constant have the value
1. Finally, h is bijective and h1 is differentiable. Calculate
Br , Br .
Bv Bu
for all pv, uq P Ω [7]. Solution: For this, let pv, uq P Ω. In a first step, we
conclude by Theorem 1.4.17 that
Br pu, vq 2v ph1q 1pu2 v2 q 2v r h 1ph1pu2 v2 qq s1
Bv
2v r h 1prpu, vqq s1 ,
Br pu, vq 2u ph1q 1pu2 v2q 2u r h 1ph1pu2 v2qq s1
Bu
2u r h 1prpu, vqq s1 .
Since
1 x
h 1 pxq
1 x{p2M q
e 1 ex{p2M q 4Mx 2 ex{p2M q
2M 2M 2M
109
for every x ¡ 0, this implies that
Br pu, vq 8M 2 v er{p2M q

pu, vq ,
Bv r
r{p2M q
Br pu, vq 8M 2 u e pu, vq .
Bu r
Definition 1.4.20. (General powers) For every a P R, we define the cor-

responding power function by
xa : ealn x
for all x ¡ 0.
By Theorem 1.3.10, this function is differentiable with derivative

a aln x pa1qln x a eln x epa1qln x a xpa1q
x
e xa eln x x
for all x ¡ 0.
Example 1.4.21. Show that for every a ¡ 0
lnpxq px 1q
1 a
(1.4.11)
a
for all x ¡ 1. (See Exercise 1.2.2 for an application of the case a 1{2.)
Solution: Define the continuous function f : r1, 8q Ñ R by
f pxq : px 1q lnpxq
1 a
a
for all x ¥ 1. Then f is differentiable on p1, 8q with

f 1 pxq
1 a aln x 1
e x x1 ealn x 1 ¡0
a x
for x ¡ 1 and f p1q 0. Hence (1.4.11) follows by Theorem 1.4.9.
110
A verbalization of the estimate (1.4.11) is that ‘ lnpxq is growing slower
than any positive power of x for large x ’.
An important consequence of Theorem 1.4.6 is a generalization given by

Taylor’s theorem.
Definition 1.4.22. If m, n P N such that m ¤ n and and am , . . . , an P R,
we define n ¸
ak : am am 1 . . . an .

k m
Note that, as a consequence of the associative law for addition, it is not
necessary to indicate the order in which the summation is to be performed.
Further, obviously,

¸
n ¸
n ¸
n
pak bk q ak bk

k m
k m
k m
and
¸
n ¸
n
λ ak λ ak

k m
k m
for every λ P R and bm , . . . , bn P R. In addition, we define for every n P N
the corresponding factorial n! recursively by
0! : 1 , pk 1q! : pk 1qk!
for every k P N . Hence in particular, 1! 1, 2! 2, 3! 6, 4! 24,
5! 120 and so forth.
Theorem 1.4.23. (Taylor’s theorem) Let n P N , I be a non-trivial open

interval and f : I Ñ R be ntimes differentiable. Finally, let a and b be
two different elements from I. Then there is c in the open interval between
a and b such that
f pkq paq
n¸1
f pnq pcq
f pbq pb aqk pb aqn . (1.4.12)

k 0
k! n!
111
Proof. Define the auxiliary function g : I Ñ R by
1 f pkq pxq
n¸
g pxq : f pbq pb xqk

k 0
k!
for all x P I. Then it follows that g pbq 0 and moreover that g is differen-
tiable with
n¸1 f pk 1q pxq f pkq pxq
n¸1
1
g pxq pb xqk
pk 1q! pb xq
k 1
k 0
k! k 1
f pxq pb xqn1
pnq
pn 1q!
for all x P I. Define a further auxiliary function h : I Ñ R by

n
bx
hpxq : g pxq g paq
ba
for all x P I. Then it follows that hpaq hpbq 0 and that h is differen-
tiable with
f pnq pxq pb xqn1 gpaq
h 1 pxq pb xqn1
pn 1q! n
pb aqn
for all x P I. Hence according to Theorem 1.4.4, there is c in the open
interval between a and b such that
f pnq pcq pb cqn1 gpaq
0 h 1 pcq pn1q
pn 1q! pb cq n
pb aqn
which implies (1.4.12).
Taylor’s Theorem 1.4.23 is usually applied in the following form:
Corollary 1.4.24. (Taylor’s formula) Let n P N , I be a non-trivial open
interval of length L and f : I Ñ R be ntimes differentiable. Finally, let
x0 P I and C ¥ 0 be such that
|f pnqpxq| ¤ C
112
for all x P I. Then

f pkq px q
n¸1 n

f x

p q k!
0
px q ¤ CL
x0 k

n!
.

k 0
for all x P I.
Remark 1.4.25. The polynomial

f pkq px q
n¸1
pn1 pxq : px x0 qk
0

k 0
k!
for all x P R in Corollary 1.4.24 is called ‘ the pn 1q-degree polynomial

of f centered at x0 ’. In particular, it follows (for the case n 2) that:
p1 pxq f px0 q f 1 px0 q px x0 q
for all x P R which is also called the ‘linearization or linear approximation

of f at x0 ’ and
2
|f pxq p1 pxq| ¤ CL2
if C ¥ 0 is such that
|f 2pxq| ¤ C
for all x P I. In applications, one often meets the notation
f pxq p1 pxq
saying that f and p1 are approximately the same near x0 . If the error can be
seen to be ‘negligible’ for the application, this often leads to a replacement
of f by its linearization.
Example 1.4.26. Calculate the linearization p1 of f : r1, 8q Ñ R defined

by ?
f pxq : 1 x
113
y
1.25
1.2
1.15
1.1
1.05
x
0.1 0.2 0.3 0.4 0.5
Fig. 38: Graphs of f and p1 from Corollary 1.4.26.
for all x P r1, 8q at x 0, and estimate its error on the interval r0, 1{2s.
Solution: f is twice differentiable on p1, 8q with
f 1 pxq p1 xq1{2 , f 2 pxq p1 xq3{2 .

1 1
2 4
Hence p1 is given by
p1 pxq 1
1
x
2
for all x P R Because of

1
p xq3{2 ¤
1 1
4 4
for all x P r0, 1{2s, it follows from (1.4.25) that the absolute value of the
relative error satisfies
|p1pxq f pxq| ¤ 1
|f pxq| 32
for all x P r0, 1{2s.
114
Theorem 1.4.27. Let f : pa, bq Ñ R be twice differentiable on pa, bq, where
a, b P R are such that a b, and such that f 2 pxq ¡ 0 (f 2 pxq 0) for all
x P pa, bq. Then
f pxq ¡ f px0 q f 1 px0 qpx x0 q p f pxq f px0 q f 1 px0 qpx x0 q q
for all x0 , x P pa, bq such that x0
x, i.e., ‘f is convex’ (‘f is concave’).
Proof. First, we consider the case that f 2 pxq ¡ 0 for all x P pa, bq. For
this, let x0 P pa, bq and x P pa, bq be such that x ¡ x0 . According to
Theorem 1.4.6, there is c P px0 , xq such that
f pxq f px0 q
x x0
f 1pcq .
By Theorem 1.4.9, it follows that f 1 is strictly increasing on rx0 , xs and
hence that
f pxq f px0 q
f 1 pcq ¡ f 1 px0 q
x x0
and that
f pxq ¡ f px0 q f 1 px0 qpx x0 q . (1.4.13)
Analogously for x P pa, bq such that x x0 , it follows that there c P px, x0 q
such that
f px0 q f pxq
x0 x
f 1pcq
and such that f 1 strictly increasing on rx, x0 s and hence that
f px0 q f pxq
x0 x
f 1pcq f 1px0 q
which implies (1.4.13). In the remaining case that f 2 pxq 0 for all x P
pa, bq, application of the previous to f gives
f pxq ¡ f px0 q f 1 px0qpx x0 q
and hence
f pxq f px0 q f 1 px0 qpx x0 q
for all x0 P pa, bq and x P pa, bqztx0 u.
115
y
30
25
20
15
10
x
-1 1 2 3
Fig. 39: Graphs of exp along with linearizations around x 1, 2 and 3.
Example 1.4.28. The exponential function exp is convex because of exp 2 pxq
exppxq ¡ 0 for all x P R. See Fig. 39.
Example 1.4.29. Find the intervals of convexity and concavity of f : R Ñ

R defined by
f pxq : x4 x3 2x2 1
for all x P R. Solution: f is twice continuously differentiable with

f 1 pxq 4x3 3x 4x , f 2 pxq 12x2 6x 4 12 x x

2 2 1 1
2 3

12 x
1
4
19
48
x
1
4
19
48
for all x P R. Hence f is convex on the intervals

8, 14 19
48
, 14 19
48
,8
116
y
x
-2 -1 1
-2
Fig. 40: Graph of f from Example 1.4.29 and parallels to the y axis through its inflection
points.
and concave on the interval

14 19
48
,
1
4
19
48
.
Definition 1.4.30. Let f : pa, bq Ñ R be differentiable on pa, bq, where

a, b P R are such that a b. We call f convex (concave) if
f pxq ¡ f px0 q f 1 px0 qpx x0 q p f pxq f px0 q f 1 px0 qpx x0 q q

for all x0 , x P pa, bq such that x0 x.
The following theorem gives another useful characterization of a function
defined on interval I R to be convex. Such function is convex if and
only if for every x, y P I such that x y the graph of f |px,yq lies below the
straight line between px, f pxqq and py, f py qq.
117
y
Fig. 41: Graph of a convex function (black) and secant (blue). Compare Theorem 1.4.31.
Theorem 1.4.31. Let f : pa, bq Ñ R be differentiable on pa, bq, where

a, b P R are such that a b. Then f is convex if and only if

f pz q f pxq pz xq f pyyq
x
f pxq
f pyq py zq f pyyq fxpxq
for all x, y, z P pa, bq such that x z y.
Proof. If f is convex, we conclude as follows. For the first step, let x, y P
pa, bq be such that x y. As a consequence of the convexity of f , it follows
that
f py q ¡ f pxq f 1 pxqpy xq , f pxq ¡ f py q f 1 py qpx y q
and hence that

f py q f pxq
f 1 pxq f 1 py q .
yx
This is true for all x, y P pa, bq be such that x y. Not that this implies
that f 1 is strictly increasing. For the second step, let x, y, z P pa, bq be such
118
that x z y. By the mean value theorem Theorem 1.4.6, it follows the
existence of ξ P px, y q such that
f py q f pxq
yx
f 1 pξ q .
In the case that ξ ¤ z, it follows by help of the first step that
f py q f pxq f py q f pz q
f 1 pξ q ¤ f 1 pz q
yx yz
and hence that
f py q f pxq
f pz q f py q py z q
yx
.
In the case that z ¤ ξ, it follows by help of the first step that

f py q f pxq f pz q f pxq
f 1 pξ q ¥ f 1 pz q ¡
yx zx
and hence that
f pz q f pxq pz xq f pyyq fxpxq .

On the other hand, if

f pz q f pxq pz xq f pyyq
x
f pxq
f pyq py zq f pyyq fxpxq
for all x, y, z P pa, bq such that x z y, we conclude as follows. For
this, note that the previous implies that
f pz q f pxq
zx
f pyyq
x
f pxq
f py q f pz q
yz
.
In the following, let x, y, z, ξ P pa, bq be such that x z ξ y. It

follows from the assumption that
f pz q f pxq
zx
f pξξq fxpxq f pyyq fxpxq .
119
From this, it follows by taking the limit z Ñ x that
f pξ q f pxq f py q f pxq
f 1 pxq ¤
ξx yx
.
This implies that

f py q f pxq
f 1 pxq
yx
and therefore that
f py q ¡ f pxq f 1 pxqpy xq . (1.4.14)
Also, it follows from the assumption that

f py q f pxq
yx
f pyyq fz pzq f pyyq f pξ q
ξ .
From this, it follows by taking the limit ξ Ñ y that
f py q f pxq f py q f pz q
yx
yz
¤ f 1pyq .
This implies that
f py q f pxq
yx
f 1pyq
and therefore that
f pxq ¡ f py q f 1 py qpx y q . (1.4.15)
Since (1.4.14) is true for all x, y P pa, bq such that x y, we conclude the
following for x, y P pa, bq such that y x
f pxq ¡ f py q f 1 py qpx y q .
Finally, from this and (1.4.15), it follows that
f pxq ¡ f py q f 1 py qpx y q .
for all x, y P pa, bq such that x y.

120
A typical example for the application of Theorems 1.4.27, 1.4.31 is the
following.
sinpxq ¥ 2x{π (1.4.16)
for all x P r0, π {2s. Solution: By application of Theorem 1.4.27, it fol-

lows that the restriction of sin to p0, π q is convex. According to Theo-
rem 1.4.31, this implies that
sinpxq ¤ sinp1{nq rx p1{nqs psin p1{nq 1

π {2q p1{nq
for all x P r1{n, π {2s, where n P N . By taking the limit n Ñ 8, this leads
to
sinpxq ¤ 2x{π
for all x P p0, π {2s. From the last and the fact that (1.4.16) is trivially
satisfied for x 0, it follows the validity of (1.4.16) for all x P r0, π {2s.
Corollary 1.4.33. (Sufficient condition for the existence of a local min-

imum/maximum) Let f be a twice continuously differentiable real-valued
function on some open interval I of R. Further, let x0 P I be a critical
point of f such that f 2 pxq ¡ 0 (f 2 pxq 0). Then f has a local minimum
(maximum) at x0 .
Proof. Since f 2 is continuous with f 2 px0 q ¡ 0 (f 2 px0 q 0), there is an

open interval J around x0 such that f 2 pxq ¡ 0 (f 2 pxq 0) for all x P J.
((Otherwise there is for every n P N some yn P I such that |yn x0 | 1{n
and f 2 pyn q ¤ 0 (f 2 pyn q ¥ 0). In particular, this implies that limnÑ8 yn
x0 and by the continuity of f 2 also that limnÑ8 f 1 pyn q f 2 px0 q. Hence
it follows by Theorem 1.2.6 that f 2 px0 q ¤ 0 (f 2 px0 q ¥ 0). )) Hence
it follows by Theorem 1.4.27 that f pxq ¡ f px0 q (f pxq f px0 q) for all
x P J ztx0 u.
121
y
0.8
0.2
x
-6 -4 -2 2 4 6
Example 1.4.34. Find the values of the local maxima and minima of

f pxq : ln sin pxq

5 2
4
for all x P R. Solution: f is twice continuously differentiable with
sinp2xq 2 cosp2xq sin2 p2xq

f 1 pxq , f 2 pxq 5 2
5
4
sin pxq
2
4
sin2 pxq 5
sin2 pxq
4
for all x P R. Hence the critical points of f are at xk : kπ {2, k P Z and

for each k P Z:
2p1qk
f 2 pxk q 5
sin2 pxk q
.
4
Hence it follows by Theorem 1.4.33 that f has a local minimum/maximum
of value lnp5{4q at x2k and of value lnp9{4q at x2k 1 , respectively, and each
k P Z.
122
Another important consequence of Theorem 1.4.6 is given by Cauchy’s
extended mean value theorem which is the basis of L’Hospital’s rule Theo-
rem 1.4.36 for computing indeterminate forms.
Theorem 1.4.35. (Cauchy’s extended mean value theorem) Let f, g :
ra, bs Ñ R be continuous functions where a, b P R are such that a
b. Further, let f, g be continuously differentiable on pa, bq and such that
g 1 pxq 0 for all x P pa, bq. Then there is c P pa, bq such that
f pbq f paq
fg 1ppccqq .
1
g pbq g paq
(1.4.17)
Proof. Since g 1 is continuous with g 1 pxq 0 for all x P pa, bq, it follows
by Theorem 1.2.28 that either g 1 pxq ¡ 0 or g 1 pxq 0 for all x P pa, bq
and hence by Theorem 1.2.35 that g is either strictly increasing or strictly
decreasing on pa, bq. Since g is continuous, from this also follows that
g pbq g paq. Define the auxiliary function h : ra, bs Ñ R by
f pbq f paq
hpxq : f pxq f paq pgpxq gpaqq
g pbq g paq
for all x P ra, bs. Then h is continuous as well as differentiable on pa, bq
such that
f pbq f paq 1
h 1 pxq f 1 pxq g pxq
g pbq g paq
for all x P ra, bs and hpaq hpbq 0. Hence according to Theorem 1.4.4,
there is c P pa, bq such that
f pbq f paq 1
h 1 pcq f 1 pcq g pcq 0
g pbq g paq
Theorem 1.4.36. (Indeterminate forms/L’Hospital’s rule) Let f : pa, bq Ñ

R and g : pa, bq Ñ R be continuously differentiable, where a, b P R are
such that a b, and such that g 1 pxq 0 for all x P pa, bq. Further, let
lim f pxq lim g pxq 0 (1.4.18)
x Ña x Ña
123
or let |f pxq| ¡ 0 and |g pxq| ¡ 0 for all x P pa, bq as well as
lim
x
1
Ña |f pxq|
xlim 1
Ña |g pxq|
0. (1.4.19)
Finally, let
f 1 pxq
xÑa g 1 pxq
lim
exist. Then
f pxq f 1 pxq
xÑa g pxq
lim xlim
Ña g 1 pxq
. (1.4.20)
Proof. Since g 1 is continuous with g 1 pxq 0 for all x P pa, bq, it follows
by the Theorem 1.2.28 that either g 1 pxq ¡ 0 or g 1 pxq 0 for all x P pa, bq
and hence by Theorem 1.2.35 that g is either strictly increasing or strictly
decreasing on pa, bq. First, we consider the case (1.4.18). Then f and g
can be extended to continuous functions on ra, bq assuming the value 0
in a. Now, let x0 , x1 , . . . be a sequence of elements of pa, bq converging
to a. Then by Theorem 1.4.35 for every n P N there is a corresponding
cn P pa, xn q such that
f pxn q f 1 pcn q
g pxn q
g 1 pcn q
.
Obviously, the sequence c0 , c1 , . . . is converging to a, and hence it follows

that
f pxn q f 1 pcn q f 1 pxq
nÑ8 g pxn q
lim nÑ8 g pcn q
lim 1 xÑa g pxq
lim 1 (1.4.21)
and hence, finally, that (1.4.20). Finally, we consider the second case. So
let |f pxq| ¡ 0 and |g pxq| ¡ 0 for all x P pa, bq, and in addition let (1.4.19)
be satisfied. Further, let x0 , x1 , . . . be some sequence of elements of pa, bq
converging to a and let b 1 P pa, bq. Because of (1.4.19), there is n0 P N
such that 1
f pb 1 q
1 and g pb q 1 .

f px q g px q
n n
124
for all n P N such that n ¥ n0 . Then according to Theorem 1.4.35 for any
such n, there is a corresponding cn P pxn , b 1 q such that
f pxn q f pb 1 q
fg 1 ppccnqq .
1
g pxn q g pb 1 q n

1
f pxn q 1 ggppxbnqq f 1 pcn q
g pxn q
1 g 1 pcn q
1 ffppxbnqq
and since c0 , c1 , . . . is converging to a by (1.4.19) and Theorem 1.2.4, it

follows the relation (1.4.21) and hence, finally, (1.4.20).
Example 1.4.37. Find

lim x lnpxq .
x Ñ0
Solution: Define f pxq : lnpxq and g pxq : 1{x for all x P p0, 1q. Then f
and g are continuously differentiable and such that g 1 pxq 1{x2 0 for
all x P p0, 1q. Further, |f pxq| | lnpxq| ¡ 0, |g pxq| |1{x| 1{|x| ¡ 0
for all x P p0, 1q. Finally, (1.4.19) is satisfied and
f 1 pxq
xÑ0 g 1 pxq
lim xlim
Ñ0
pxq 0 .
Hence according to Theorem 1.4.36:
lim x lnpxq 0 .
x Ñ0
Example 1.4.38. Determine
lim xex .
x Ñ8
Solution: Define f py q : 1{y and g py q : expp1{y q for all y P p0, 1q.
Then f and g are continuously differentiable and such that g 1 py q y2
125
expp1{y q 0 for all y P p0, 1q. Further, |f py q| 1{|y | ¡ 0, |g py q|
expp1{y q ¡ 0 for all y P p0, 1q. Finally, (1.4.19) is satisfied and
f 1 py q
y Ñ0 g 1 py q
lim ylim
Ñ0
1
e1{y
0.
1{y
lim xex ylim 0.
x Ñ8 Ñ0 e1{y
Example 1.4.39. Calculate
lim x2 ex .
x Ñ8
Solution: Define f py q : 1{y 2 and g py q : expp1{y q for all y P p0, 1q.
Then f and g are continuously differentiable as well as such that g 1 py q
expp1{yq{y2 0 for all y P p0, 1q. Further, |f pyq| 1{y2 ¡ 0,
|gpyq| expp1{yq ¡ 0 for all y P p0, 1q. Finally, (1.4.19) is satisfied
and by Example 1.4.38
f 1 py q 2{y
y Ñ0 g 1 py q
lim ylim
Ñ0 e1{y
0.
1{y 2
lim x2 ex ylim 0.
x Ñ8 Ñ0 e1{y
Remark 1.4.40. Recursively in this way, it can be shown that
lim xn ex 0.

x Ñ8
for all n P N.
That the condition that g 1 pxq 0 for all x P pa, bq in Theorem 1.4.36 is not
redundant can be seen from the following example.
126
Example 1.4.41. For this define

f pxq : , g pxq : e sinp1{xq
2 2 2 2
sin sin
x x x x
for all x P p0, 2{5q. Then f and g are continuously differentiable and satisfy
1
xÑ0 |f pxq|
lim xlim 1
Ñ0 |g pxq|
0.
Since
f pxq
g pxq
e sinp1{xq
for all x P p0, 2{5q, pf {g qpxq does not have a limit value for x Ñ 0. Further,
it follows that

f 1 pxq 2 1
2 2 4 1
cos 2
cos 2 ,
x x x x

g 1 pxq 2 cos e sinp1{xq
1 1 2 2 1
sin 4 cos
x x x x x
and hence that
f 1 pxq 4x cosp1{xq e sinp1{xq
g 1 pxq
2 x sinp2{xq 4x cosp1{xq
for all " *
x P p0, 2{5q z p2k PN
2
1qπ
:k .
We notice that
4x cosp1{xq e sinp1{xq
lim
x Ñ0 2 x sinp2{xq 4x cosp1{xq
0.
This does not contradict Theorem 1.4.36 since g 1 has zeros of the form
2{pp2k 1qπ q, k P N. Hence there is no b ¡ 0 such that the restrictions of
f and g would satisfy the assumptions in Theorem 1.4.36.
127
The following example shows that in general the existence of
f pxq
xÑa g pxq
lim
does not imply the existence of
f 1 pxq
xÑa g pxq
lim 1 .
Example 1.4.42. For this, define
f pxq : x sinp1{x2 q expp1{xq , g pxq : expp1{xq
for all x ¡ 0. Then

f pxq
lim f pxq 0 , lim g pxq , lim 0.
x Ñ0 x Ñ0 xÑ0 g pxq
Further,
1
f 1 pxq xp x 1 q sin p 1 {x 2
q 2 cosp 1 { x2
q expp1{xq ,
x2
f 1 pxq
g 1 pxq p { q xpx 1q sinp1{x2 q 2 cosp1{x2 q
1
g 1 pxq
exp 1 x ,
x2
for all x ¡ 0. Hence f 1 {g 1 does not have a limit value for x Ñ 0.
Lemma 1.4.43. (Contraction Mapping Lemma on the real line) Let T :

ra, bs Ñ R be such that T pra, bsq ra, bs where a, b P R are such that
a b. In addition, let T be a contraction, i.e., let there exist α P r0, 1q such
that
|T pxq T pyq| ¤ α |x y| (1.4.22)
for all x, y P ra, bs. Then T has a unique fixed point, i.e., a unique x P
ra, bs such that
T px q x .
128
Further,
|x x | ¤ |x 1T αpxq| (1.4.23)
and
lim T n pxq x (1.4.24)
n Ñ8
for every x P ra, bs where T n for n P N is inductively defined by T 0 :
idra,bs and T k 1 : T T k , for k P N.
Proof. Note that (1.4.22) implies that T is continuous. Further, define the
hence continuous function f : ra, bs Ñ R by
f pxq : |x T pxq|
for all x P ra, bs. Note that x P ra, bs is a fixed point of T if and only if it
is a zero of f . By Theorem 1.2.26 f assumes its minimum in some point
x P ra, bs. Hence
0 ¤ f px q ¤ f pT px qq |T px q T pT px qq| ¤ α |x T px q| α f px q
and therefore f px q 0 since the assumption f px q 0 leads to the

contradiction that 1 ¤ α. If x̄ P ra, bs is a fixed point of T , then
|x x̄| |T pxq T px̄q| ¤ α |x x̄|

and hence x̄ x since the assumption x̄ x leads to the contradiction
that 1 ¤ α. Finally, let x P ra, bs. Then
|x x | |x T pxq| |x T pxq T pxq T pxq|

¤ |x T pxq| |T pxq T pxq| ¤ f pxq α |x x |
and hence (1.4.23). Further from (1.4.23) and
n
|T npxq x | |T npxq T npxq| ¤ αn|x x | ¤ 1 α α f pxq ,
it follows (1.4.24) since limnÑ8 αn 0.
129
Example 1.4.44. (Babylonian method of approximating roots by ratio-
?
nal numbers) Let a ¡ 0 and N P N be such that N 2 ¡ a. Finally, define
T : r a, N s Ñ R by
1 a
T pxq : x
?
for all x P r a, N s. Then
2 x
?
lim T n pN q a. (1.4.25)
n Ñ8
Proof. First, we note that
? ? 1 a
T p aq a , T pN q N N
2 N
and ?
?
hence that a is a fixed point of T . Further, T is twice differentiable
on p a, N q with derivatives
1 a
T 1 pxq 1 2 2 x2 a ¡ 0 , T 2 pxq 3 ¡0
1 a
2 x 2x x
?
for all x P p a,?
N q. Hence T, T 1 are strictly increasing according to Theo-
?
rem 1.2.35, T pr a, N sq r a, N s and
1 a 1
0 ¤ T 1 pxq ¤ 1 2 .
2 N 2
In particular, it follows by Theorem 1.4.6 that
|T pxq T pyq| ¤ 12 |x y|
?
for all x, y P r a, N s. By Lemma 1.4.43,
? it follows that T has a unique
fixed point, which hence is given by a, and in particular (1.4.25).
?
For instance for 2, we get in this way (with N : 2) the first five approx-
imating fractions
3 17 577 665857 886731088897
, , , ,
2 12 408 470832 627013566048
130
y
14
x
12 x2 x1 x0
-2
Fig. 43: Graph of f from Example 1.4.45 (a 2) and Newton steps starting from x0 4.
with corresponding errors (according to (1.4.23)) equal or smaller than

1 1 1 1 1
, , , , .
6 204 235416 313506783024 555992422174934068969056
The Newton-Raphson method is used to find zeros of the equation f pxq
0, where f : I Ñ R is a differentiable function on a non-trivial open inter-
val I of R. The method is iterative. Starting from an approximation xn P I
to such a root, the correction xn 1 is given by the zero of the linearization
around xn :
f pxn q f 1 pxn qpx xn q ,
x P R and hence by
xn 1 xn ff 1ppxxnqq
n
assuming f 1 pxn q 0, thereby essentially replacing the function f by its

linearization around xn .
131
Example 1.4.45. Let a ¡ 0. Define f : R Ñ R by
f pxq : x2 a
for all x P R. Then

f pxn q
xn 1 xn f 1 pxn q
1
2
xn
a
xn
for xn 0 which is the iteration used in Example 1.4.44.
Theorem 1.4.46. (Newton-Raphson) Let f be a twice differentiable real-
valued function on a non-trivial open interval I of R. Further, let I contain
a zero x0 of f and be such that f 1 pxq 0 for all x P I and in particular
such that
f pxqf 2 pxq
f 12 pxq ¤ α

for all x P I and some α P R satisfying 0 ¤ α 1. Then
lim T n pxq x0 (1.4.26)

n Ñ8
for all x P I where
f pxq
T pxq : x
f 1 pxq
.
Finally,
|x x0 | ¤ |x 1T αpxq| (1.4.27)
for all x P I.
Proof. First, it follows that T is differentiable with derivative
f pxqf 2 pxq
T 1 pxq
f 12 pxq
for all x P I and that x0 is a fixed point of T . By Theorem 1.4.6 it follows
that
T pxq T px0 q T pxq x0

xx 1

x x0 0
132
y
0.5
x
-1 -0.5 0.5 1
-0.5
-1
Fig. 44: Zero of f from Example 1.4.47 given by the xcoordinate of the intersection of
two graphs.
for all x P I different from x0 and hence that
|T pxq x0 | ¤ |x x0 | (1.4.28)
for all x P I. Now let ra, bs, where a, b P R such that a b, be some closed
subinterval of I containing x0 . Then it follows by (1.4.28) that T pra, bsq
ra, bs and by Theorem 1.4.6 that

T pxq T py q
¤α
xy
for all x, y P ra, bs satisfying x y and hence that
|T pxq T pyq| ¤ α|x y|

for all x, y P ra, bs. Hence by Lemma 1.4.43, the relations (1.4.26) and
(1.4.27) follow for all x P ra, bs.
133
Example 1.4.47. Find an approximation x1 to the solution of
x0 cospx0 q
such that |x0 x1 | 106 . Solution: Define f : R Ñ R by
f pxq : x cospxq
for all x P R. Then f is infinitely often differentiable with
f 1 pxq 1 sinpxq , f 2 pxq cospxq
f pxqf 2 pxq cospxq px cospxqq
f pxq
1 2
p1 sinpxqq2
where only in the last identity it has to be assumed that x is different from
π {2 2kπ for all k P Z. Further
π ? π
f
6
π
6 2
3
0, f
4
π4 ?1 ¡ 0 ,
2
and hence according Theorem 1.2.28, f has a zero in the open interval
I : pπ {6, π {4q. Also
f 1 pxq 1 sinpxq ¡ 1 sinpπ {6q 3{2 ¡ 0

for all x P I. Further,

1
f f2
f 12
pxq 3 cosppx1q x sinpxq 2x
sinpxqq2
and
π π
3 cospxq x sinpxq 2x ¥ 3 cos
4
π
6
sin
6
2
π
4
?3 5π
12
¡0
2
and hence f f 2 {f 12 is strictly increasing on rπ {6, π {4s as a consequence of
Theorem 1.4.9. Therefore,

? cos f pfxq12fpxpqxq
1 cos π π π 2
27
9 3π 6
p1
6
sin π6 q2
6
134
?
cos π
4
π
4
cos

π
4
π2 2
?
p1 sin π4 q2 8 6 2
and
p q p q 1 9 ?3 π α : 1 1

f x f 2 x

pq
f 12 x 27 3
for all x P I. Starting the iteration from 0.7 gives to six decimal places
0.739436 , 0.739085
with the corresponding errors
0.000527006 , 4.08749 108 .
Hence the zero x0 of f in the interval I agrees with
x1 0.739085
to six decimal places. That there is no further zero of f can be con-
cluded as follows. Since the derivative of f does not vanish in the interval
pπ{2, π{2q, it follows by Theorem 1.4.4 that there are no other zeros in
this interval. Further, for |x| ¥ π {2 p¡ 1q there is no zero of f because
| cospxq| ¤ 1 for all x P R. The quantity
U2 pU1 U2 q x20
is the ground state energy of a particle in a finite square well potential with
U3 U1 , γ 0, KL 2. See [31].
Problems
1) Give the maximum and minimum values of f and the points where
they are assumed.
a) f pxq : x2 5x 7 , x P r5, 0s ,
b) f ptq : t3 6t2 9t 14 , t P r5, 0s ,
135
c) f psq : s4 p8{3qs3 6s2 1 , s P r5, 5s ,
d) f ptq : 4pt 3q2 pt2 1q , t P r1, 4s ,
e) f pxq : p9x 12q{p3x2 4q , x P r1, 0s ,
f pxq : px2 x 1q exppxq , x P r0.3, 1.5s ,
f)
?
g) f pxq : exppx{ 3 q cospxq , x P r0, 8q .
2) Consider a projectile that is shot into the atmosphere. If v ¥ 0 is
the component of its speed at initial time 0 in the vertical direction,
its height z ptq above ground at time t ¥ 0 is given by z ptq vt
gt2 {2, where g 9.81m{s2 is the acceleration due to gravity and it is
assumed that z p0q 0. Calculate the maximal height the projectile
reaches and also the time of its flight, i.e., the time when it returns to
the ground.
3) Reconsider the situation from previous problem, but now with inclu-
sion of a viscous frictional force opposing the motion of the projec-
tile. Then z ptq α rpv αg q p1 exppt{αqq gts, where it
is again assumed that z p0q 0. Here α m{λ, where m ¡ 0 is
the mass of the projectile, and λ ¡ 0 is a parameter describing the
strength of the friction. Calculate the maximal height the projectile
reaches and also the time of its flight, i.e., the time when it returns to
the ground.
4) Let a ¡ 0 and b ¡ 0. Find an equation for the straight line through
the point pa, bq that cuts from the first quadrant a triangle of minimum
area. State that area.
5) Let a ¡ 0 and b ¡ 0. Find an equation for the straight line through
the point pa, bq whose intersection with the first quadrant is shortest.
State the length of that intersection.
6) Find the maximal volume of a cylinder of given surface area A ¡ 0.
7) From each corner of a rectangular cardboard of side lengths a ¡ 0
and b ¡ 0, a square of side length x ¥ 0 is removed, and the edges
are turned up to form an open box. Find the value of x for which the
volume of that box is maximal.
8) A rectangular movie screen on a wall is h1 -meters above the floor and
h2 -meters high. Imagine yourself sitting in front of the screen and
looking into the direction of its center. Measured in this direction,
what distance x from the wall will give you the largest viewing angle
θ of the movie screen? [This is the angle between the straight lines
that connect your eyes to the lowest and the highest points on the
136
screen.] Assume that the height of your eyes above the floor is hs -
meters, where hs h1 .
9) Imagine that the upper half-plane H : R p0, 8q and the lower
half-plane H : R p8, 0q of R2 are filled with different ‘physi-
cal media’ with the xaxis being the interface I. Further, let px1 , y1 q
P H , px2 , y2 q P H . Light rays in both media proceed along
straight lines and at constant speeds v1 and v2 , respectively. Ac-
cording to Fermat’s principle, a ray connecting px1 , y1 q and px2 , y2 q
chooses the path that takes the least time. Show that that path satis-
fies Snell’s law, i.e., sinpθ1 q{ sinpθ2 q v1 {v2 , where θ1 (θ2 ) is the
angle of the part of the ray in H Y I (H Y I) with the normal to
the xaxis originating from its intersection with I.
10) For the following functions find the intervals of increase and de-
crease, the local maximum and minimum values and their locations
and the intervals of convexity and concavity and the inflection points.
Use the gathered information to sketch the graph of the function. If
available, check your result with a graphing device.
a) f psq : 7s4 3s2 1 , s P R ,
b) f ptq : t4 p8{3qt3 6t2 3 , t P R ,
c) f pxq : 4px 3q2 px2 1q , x P R .
11) For the following functions find vertical and horizontal asymptotes,
the intervals of increase and decrease, the local maximum and min-
imum values and their locations and the intervals of convexity and
concavity and the inflection points. Use the gathered information to
sketch the graph of the function. If available, check your result with
a graphing device.
a) f pxq : x{p1 x2 q , x P R ,
?
b) f pxq : x2 1 x , x P R ,
? ?
c) f pxq : p9x 12q{p3x2 4q , x P Rzt2{ 3, 2{ 3u .
12) Calculate the linearization of f around the given point.
a) f pxq : p1 xqn , x ¡ 1 , around x 0 , where n P R ,
b) f pxq : lnpxq , x ¡ 0 , around x 1 ,
c) f pϕq : sinpϕq , ϕ P R , around ϕ 0 ,
d) f pϕq : tanpϕq , ϕ P pπ {2, π {2q , around ϕ 0 ,
e) f pxq : sinhpxq : pex ex q{2 , x P R , around x 0 ,
f) f pϕq : lnrp5{4q cosp3ϕqs , ϕ P R , around ϕ0 3π {4 ,
137
g) f pxq : p3x2 x 5q{p5x2 6x 3q , x P Rztx P R :
5x2 6x 3 0u , around x 1 .
13) Show that
a) p1 xqn ¡ 1 nx for all x ¡ 0 and n ¥ 1 ,
b) p1 xqn 1 nx for all x ¡ 0 and 0 n 1 ,
c) ln x ¤ x 1 for all x ¡ 0 ,
d) sinpϕq ϕ for all ϕ ¡ 0 ,
e) tanpϕq ¡ ϕ for all ϕ P p0, π {2q ,
f) sinhpxq : pex ex q{2 ¡ x for all x ¡ 0 .
g) ln x ¥ px 1q{x for all x ¡ 0 .
14) Calculate
a x a x
a) lim 1 , b) lim 1 ,
xÑ8 x xÑ8 x
tanpxq x tanpxq
xÑ0 1 cospxq
c) lim , d) lim ,
xÑ0 x

sinpxq
lim ?
1 1
sinpxq
e) , f) lim ,
xÑ0 x xÑ0 x
lnpxq r lnpxq sn 2 ,
g) lim , h) lim
xÑ8 x xÑ8 x
lnpxq
, j) lim xx , k) lim xa{ lnpxq ,
xÑ1 tanpπxq
i) lim
xÑ0 xÑ0
l) lim r sinpxq s tanpxq , m) lim x1{x ,

x Ñ0 xÑ8
n) lim x p q , o) lim r cosp1{xq sx ,

sin x
xÑ0 xÑ8
cosp3xq cosp2xq 1 cospπxq
Ñ1 x2 2x 1 ,
p) lim , q) lim
x Ñ0 x2 x
where n P N, a P R.
15) Explain why Newton’s method fails to find the zero(s) of f in the
following cases.
a) f pxq : x2 x6 , x P R , with initial approximation x 1{2 ,
b) f pxq : x1{3 , x P R .
16) A circular arch of length L ¡ 0 and height h ¡ 0 is to be constructed,
where L{h ¡ π.
138
a) Show that x : L{p2rq, where r ¡ 0 is the radius of the corre-
sponding circle, satisfies the transcendental equation
cospxq 1
2h
x.
L
b) Assume that L{h 7. By Newton’s method, find an approxi-
mation x0 to x such that |x0 x| 106 .
17) The characteristic frequencies of the transverse oscillations of a string
of length L ¡ 0 with fixed left end and right end subject to the bound-
ary condition v 1 pLq hv pLq 0, where v : r0, Ls Ñ R is the am-
plitude of deflection of the string and h P R, is given by ω x{L,
where
tan x
x
(1.4.29)
hL
[9]. Assume hL 1{3, and find by Newton’s method an approx-
imation x0 to the smallest solution x ¡ 0 of (1.4.29) such that
|x0 x| 106.
18) The characteristic frequencies of the transverse vibrations of a ho-
mogeneous beam of length L ¡ 0 with fixed ends are given by
ω rEJ {pρS qs1{2 px{Lq2 , where
coshpxq cospxq 1 , (1.4.30)
E is Young’s modulus, J is the moment of inertia of a transverse

section, S is the area of the section, ρ is the density of the material
of the beam, and coshpy q : pey ey q{2 for all y P R [34]. By
Newton’s method, find an approximation x0 to the smallest solution
x ¡ 0 of (1.4.30) such that |x0 x| 106 .
19) (Binomial theorem) Let n P N . Define f : p1, 8q Ñ R by
ņ
f pxq :
n k
x

k 0
k
for all x P p1, 8q, where the so called ‘binomial coefficients’ are
defined by

: 1 , : n pn 1q pn pk 1qq
n n 1
0 k k!
for every k P N .
139
a) Show that
p1 xqf 1 pxq nf pxq
for all x P p1, 8q.
b) Conclude from part a) that
f pxq p1 xqn
for all x P p1, 8q.
c) Show the binomial theorem, i.e., that
ņ
n k nk
px y qn k
x y

k 0
for all x, y P R.
1.5 Riemann Integration

For motivation we go back to the start of Section 1.3 to the discussion of
Galileo’s results on bodies in free fall near the surface of the earth. There
starting from the fallen distance sptq (1.3.1) at time t, we determined the
instantaneous speed v ptq of the body at time t as the derivative
v ptq s 1 ptq gt ,
where g 9.81m{sec2 is the acceleration of the earth’s gravitational field.
We now investigate the reverse question, how to calculate sptq from the in-
stantaneous speeds between times 0 and t. There are two main approaches
to this problem.
The first uses that v ptq s 1 ptq and concludes that s is the anti-derivative of
v such that sp0q 0 and hence (by application of Theorem 1.4.7) is given
by (1.3.1).
A second approach leading on integration might proceed as follows. For

every t ¡ 0 and n P N , it follows that
n¸1

sptq sp0q s
k 1 k
s t t

k 0
n n
140
vHtL @msecD
10
t @secD
0.2 0.4 0.6 0.8 1 1.2
Fig. 45: S6 p1.2q is given by the shaded area under Gpv q.

s
n¸1 k 1
n
t s nk t k 1 t k t
S ptq : n¸1 k
t
v t

k 0
k 1
n
t nk t n n
n
k 0
n n
which leads to

n¸1 n1
gt2 ¸
sptq lim nlim
k t
v t k
n Ñ8
k 0
n n Ñ8 n2 k0

gt2 n 1 n1
nlim
Ñ8 n2 2
n lim
nÑ8 2n
gt2 12 gt2 .
Note that the sum Sn ptq has the geometrical interpretation of an area under
the Gpv q, see Fig. 45. Below the limit

n¸1 k t
lim v t
n Ñ8
k 0
n n
will be denoted by »t
v pτ q dτ
0
141
such that »t
sptq v pτ q dτ
0
which is the relation between instantaneous speed and distance traveled
between times 0 and t (assuming that distance is zero at time t 0) satisfied
for the motion in one dimension in general.
Definition 1.5.1.
(i) Let a, b P R be such that a ¤ b. We define the lengths of the corre-

sponding intervals pa, bq, pa, bs, ra, bq, ra, bs by
lppa, bqq lppa, bsq lpra, bqq lpra, bsq : b a .
A partition P of ra, bs is an ordered sequence pa0 , . . . , aν q of elements

of ra, bs such that
a a0 ¤ a1 ¤ ¤ aν b
where ν is an element of N . A partition P 1 of ra, bs is called a
refinement of P if P is a subsequence of P 1 .
(ii) A partition P pa0 , . . . , aν q of a closed interval I of R induces a

division of I into (in general non-disjoint!) subintervals

ν¤1
I Ij , Ij : raj , aj 1 s , j 0, . . . , ν .

j 0
The size of P is defined as the maximum of the lengths of these subin-

tervals. In addition, we define for any bounded real-valued function
f on I the lower sum Lpf, P q and upper sum U pf, P q corresponding
to P by:

ν¸1
Lpf, P q : inf tf pxq : x P Ij u lpIj q ,

j 0
142

ν¸1
U pf, P q : suptf pxq : x P Ij u lpIj q .

j 0
Example 1.5.2. Consider the interval I : r0, 1s and the continuous func-
tion f : I Ñ R defined by f pxq : x for all x P I.
P0 : p0, 1q , P1 : p0, 1{2, 1q
are partitions of I. The size of P0 is 1, whereas the size of P1 is 1{2. Also,

P1 is a refinement of P0 . Finally,
Lpf, P0 q 0 1 0 , U pf, P0 q 1 1 1 ,
Lpf, P1 q 0
1 1 1 1
,
2 2 2 4
U pf, P1 q 1
1 1 1 3
2 2 2 4
and hence
Lpf, P0 q ¤ Lpf, P1 q ¤ U pf, P1 q ¤ U pf, P0 q .
Lemma 1.5.3. Let f be a bounded real-valued function on a closed interval

I of R. Further, let P, P 1 be partitions of I, and in particular let P 1 be a
refinement of P . Then
Lpf, P q ¤ Lpf, P 1 q ¤ U pf, P 1 q ¤ U pf, P q . (1.5.1)
Proof. The middle inequality is obvious from the definition of lower and
upper sums given in Def 1.5.1(ii). Further, let P pa0 , . . . , aν q be a parti-
tion of [a,b] where ν P N and a0 , . . . , aν P ra, bs. Obviously, for the proof
of the remaining inequalities it is sufficient (by the method of induction) to
assume that P 1 pa0 , a11 , a1 , . . . , aν q, where a11 P I is such that
a0 ¤ a11 ¤ a1 ,
143
and where we simplified to keep the notation simple. Then
Lpf, P 1 q Lpf, P q
inf tf pxq : x P ra0 , a11 su lpra0 , a11 sq inf tf pxq : x P ra11 , a1 su lpra11 , a1 sq
inf tf pxq : x P ra0, a1su lpra0 , a1sq
¥ inf tf pxq : x P ra0, a1su tlpra0, a11 sq lpra11 , a1sq lpra0, a1squ 0 .
Analogously, it follows that
U pf, P 1 q U pf, P q ¤ 0
and hence, finally, (1.5.1).

Theorem 1.5.4. Let f be a bounded real-valued function on the interval
ra, bs of R where a and b are some elements of R such that a ¤ b. Then
supptLpf, P q : P
P P uq ¤ inf ptU pf, P q : P P P uq . (1.5.2)
Proof. By Theorem 1.5.3, it follows for all P1 , P2 P P that
Lpf, P1 q ¤ Lpf, P q ¤ U pf, P q ¤ U pf, P2 q ,
where P P P is some corresponding common refinement, and hence that
supptLpf, P1 q : P1 P P uq ¤ U pf, P2 q
and (1.5.2).
As a consequence of Lemma 1.5.3 and since every partition P of some
interval of R is a refinement of the trivial partition containing only its initial
and endpoints, we can make the following definition.
Definition 1.5.5. (The Riemann Integral) Let f be a bounded real-valued
function on the interval ra, bs of R, where a and b are some elements of R
such that a ¤ b. Denote by P the set consisting of all partitions of ra, bs.
We say that f is Riemann-integrable on ra, bs if
supptLpf, P q : P P P uq inf ptU pf, P q : P P P uq .

144
In that case, we define the integral of f on ra, bs by
»b
f pxq dx : supptLpf, P q : P P P uq inf ptU pf, P q : P P P uq .
a
In particular if f pxq ¥ 0 for all x P ra, bs, we define the area A under the
graph of f by
»b
A : f pxq dx .
a
Example 1.5.6. Let f be a constant function of value c P R on some inter-

val ra, bs of R where a and b are some elements of R such that a ¤ b. Then
by induction, all lower and upper sums are equal to c pb aq. Hence f is
Riemann-integrable and
»b
f pxq dx c pb aq .
a
Example 1.5.7. Consider the function f : ra, bs Ñ R defined by
f pxq : x ,
for all x P ra, bs where a and b are some elements of R such that a ¤ b. For
any n P N , define the partition Pn of ra, bs by

ba n pb aq
Pn : a, a ,...,a b .
n n
Calculate Lpf, Pn q and U pf, Pn q for all n P N . Show that f is Riemann-
integrable over ra, bs and calculate the value of
»b
f pxq dx .
a
Solution: We have:
n¤1

j pb aq pj 1qpb aq
I a
n
,a
n

j 0
145
and
n¸1
n1
j pb aq ba pb aq2 ¸
L pf, Pn q a a pb aq j

j 0
n n n2 j 0

a pb aq pb n2aq n2 pn 1q a pb aq pb 2 aq
2 2
1
1
,
n
n¸1

U pf, Pn q a
pj 1qpb aq
b n a
j 0 n
n1
a pb aq p b aq2 ¸
pj 1q a pb aq
pb aq2 n pn 1q
n2 j 0 n2 2

a pb aq p b aq2
1
1
,
2 n
Hence
lim L pf, Pn q lim U pf, Pn q pb2 a2 q .
1
n Ñ8 n Ñ8 2
As a consequence,
supptLpf, P q : P P P uq ¥ 12 pb2 a2 q
and
inf ptU pf, P q : P P P uq ¤ 12 pb2 a2q
and hence by Theorem 1.5.4
supptLpf, P q : P P P uq inf ptU pf, P q : P P P uq 12 pb2 a2 q .

Hence f is Riemann-integrable and
»b
x dx pb2 a2q .
1
a 2
146
Theorem 1.5.8. Let f, g be bounded and Riemann-integrable on the inter-
val ra, bs of R where a and b are elements of R such that a ¤ b and c P R.
Then f g and cf are Riemann-integrable on ra, bs and
»b »b »b
pf pxq g pxqq dx f pxq dx g pxq dx ,
a a a
»b »b
cf pxq dx c f pxq dx .
a a
If f is in addition positive, then

»b
f pxq dx ¥ 0 .
a
Proof. First, it is easy to see that for every subinterval J of I : ra, bs
inf tf pxq : x P J u inf tg pxq : x P J u ¤ inf tpf g qpxq : x P J u

¤ suptpf gqpxq : x P J u ¤ suptf pxq : x P J u
suptg pxq : x P J u .
and hence that
Lpf, P q Lpg, P q ¤ Lpf g, P q ¤ U pf g, P q

¤ U pf, P q U pg, P q .
and
»b »b
f pxq dx g pxq dx ¤ Lpf g, P q ¤ U pf g, P q
a a
»b »b
¤ f pxq dx g pxq dx .
a a
for every partition P of I. Hence supptLpf g, P q : P P P uq,

inf ptU pf g, P q : P P P uq exist and satisfy
inf ptU pf g, P q : P P P uq supptLpf g, P q : P P P uq

147
»b »b
f pxq dx g pxq dx .
a a
Further for every subinterval J of I, it follows that
inf taf pxq : x P J u a inf tf pxq : x P J u ,

suptaf pxq : x P J u a suptf pxq : x P J u
and hence that
Lpaf, P q aLpf, P q , U paf, P q aU pf, P q
for every partition P of I as well as
inf tf pxq : x P J u ¥ 0
and hence
Lpf, P q ¥ 0
for every partition P of I if f is in addition positive. Hence, finally, the
Theorem follows.
Corollary 1.5.9. Let f, g be Riemann-integrable on the interval ra, bs of

R where a and b are elements of R such that a ¤ b, and in addition let
f pxq ¤ g pxq for all x P ra, bs. Then
»b »b
f pxq dx ¤ g pxq dx .
a a
Definition 1.5.10. (Sets of measure zero) A subset S of R is said to have

measure zero if for every ε ¡ 0 there is a corresponding sequence I0 , I1 , . . .
of open subintervals of R such that the union of those intervals contains S
and at the same time such that
¸
n
lim lpIk q ε .
n Ñ8 k0
148
Remark 1.5.11. Note that any finite subset of R and also any subset of a
set of measure zero has measure zero.
Example 1.5.12. Every countable subset S of R is a set of measure zero.
Proof. Since S is countable, there is a bijection ϕ : N Ñ S. Let ε ¡
0 and define for each n P N the corresponding interval In : pϕpnq
ε{2n 3 , ϕpnq ε{2n 3q. Then for each N P N:
N
N
n
N
¸ ¸ ε 1 12
N 2 1 1
lpIn q ε 1 1
1 ε 1
1

n 0
n 0
2 4 2
2 2
and hence
¸
N
lpIk q ε.
ε
lim
N Ñ8 k0 2
Theorem 1.5.13. (Lebesgue’s criterion for Riemann-integrability) Let

f : ra, bs Ñ R be bounded where a and b are some elements of R such
that a b. Further, let D be the set of discontinuities of f . Then f is
Riemann-integrable if and only if D is a set of measure zero.
Proof. See the proof of Theorem 4.2.6 in the Appendix.
Remark 1.5.14. A property is said to hold almost everywhere on a subset
S of R if it holds everywhere on S except for a set of measure zero. Thus,
Theorem 1.5.13 states that a bounded function on a non-trivial bounded
and closed interval of R is Riemann-integrable if and only if the function is
almost everywhere continuous.
Example 1.5.15. Many functions important for applications have integral

representations which are crucial for the derivation of special properties.
For instance, for any n P Z the corresponding Bessel function of the first
kind Jn satisfies
»π
Jn pxq cospx sin θ nθq dθ
1
π 0
149
y
1
x
-20 20
-0.5
Fig. 46: Graph of J0 .
for all x P R and is the solution of the differential equation
x2 f 2 pxq xf 1 pxq px2 n2 qf pxq 0 ,

for all x P R. By Corollary 1.5.9, it follows the simple estimate
»π »π
|Jnpxq| ¤ 1
π
| cospx sin θ nθq| dθ ¤ 1
π
dθ 1
0 0
for all x P R.
Theorem 1.5.16. (Additivity of upper and lower Integrals) Let f : ra, bs Ñ

R be bounded where a and b are some elements of R such that a ¤ b and
c P ra, bs. Then
supptLpf, P q : P P P uq supptLpf |ra,cs, P q : P P Pra,cs uq

supptLpf |rc,bs , P q : P P Prc,bs uq ,
inf ptU pf, P q : P P P uq inf ptU pf |ra,cs , P q : P P Pra,cs uq
inf ptU pf |rc,bs , P q : P P Prc,bs uq ,
where Pra,cs , Prc,bs denote the set consisting of all partitions of ra, cs and
rc, bs, respectively.
150
Proof. For this, let P1 pa0 , . . . , aν q P Pra,cs and P2 paν 1 , . . . , aν µ qP
Prc,bs , where ν, µ are some elements of N , and
P : pa0 , . . . , aν , aν 1 , . . . , aν µ q
the corresponding element of P. Then
Lpf, P q Lpf |ra,cs , P1 q Lpf |rc,bs , P2 q ,
U pf, P q U pf |ra,cs , P1 q U pf |rc,bs , P2 q .
Now let ε ¡ 0. Obviously because of Lemma 1.5.3, we can assume without
restriction that P is such that
supptLpf, P q : P P P uq Lpf, P q ¤ ,
ε
3
supptLpf |ra,cs , P q : P P Pra,cs uq Lpf, P1 q ¤ ,
ε
3
supptLpf |rc,bs , P q : P P Prc,bs uq Lpf, P2 q ¤ .
ε
3
Then also

pt p q P P uq supptL pf |ra,cs, P q : P P Pra,cs uq
sup L f, P : P
supptLpf |rc,bs, P q : P P Prc,bs uq ¤ ε .
Analogously because of Lemma 1.5.3, we can also assume without restric-
tion that P is such that
U pf, P q inf ptU pf, P q : P P P uq ¤ ,
ε
3
U pf, P1 q inf ptU pf |ra,cs , P q : P P Pra,cs uq ¤ ,
ε
3
U pf, P2 q inf ptU pf |rc,bs , P q : P P Prc,bs uq ¤ .
ε
3
Then also

pt p q P P uq inf ptLpf |ra,cs, P q : P P Pra,cs uq
inf U f, P : P
inf ptLpf |rc,bs, P q : P P Prc,bsuq ¤ ε .
151
Corollary 1.5.17. (Additivity of the Riemann Integral) Let f : ra, bs Ñ
R be Riemann-integrable where a and b are some elements of R such that
a ¤ b, and c P ra, bs. Then
»b »c »b
f pxq dx f pxq dx f pxq dx .
a a c
Proof. The statement is a simple consequence of Theorem 1.5.13 and

Lemma 1.5.16.
Theorem 1.5.18. Let f : ra, bs Ñ R be Riemann-integrable where a and b
are some elements of R such that a b. Then F : ra, bs Ñ R defined by
»x
F pxq : f ptq dt
a
for every x P ra, bs is continuous. Furthermore, if f is continuous in some

point x P pa, bq, then F is differentiable in x and
F 1 pxq f pxq .
Proof. For x, y P ra, bs, it follows by the Corollaries 1.5.17, 1.5.9 that
» y

|F pyq F pxq|
pq
f t dt ¤ M |y x|
x
if y ¥ x as well as that
» x

|F pyq F pxq|
f t pq
dt
¤ M |y x|
y
if y x, where M ¥ 0 is such that |f ptq| ¤ M for all t P ra, bs, and hence
the continuity of F . Further, let f be continuous in some point x P pa, bq.
Hence given ε ¡ 0, there is δ ¡ 0 such that
|f ptq f pxq| ε
for all t P ra, bs such that |t x| δ. (Otherwise, there is some ε ¡ 0
along with a sequence t0 , t1 , . . . in ra, bs such that |f ptnq f pxq| ¥ ε and
152
|tn x| 1{n for all n P N. Then t0, t1 , . . . is converging to x, but
f pt0 q, f pt1 q, . . . is not convergent to f pxq. ) Now let h P R be such that
|h| δ and small enough such that x h P pa, bq. We consider the cases
h ¡ 0 and h 0. In the first case, it follows by Theorem 1.5.13 and
Corollary 1.5.17, 1.5.9 that
» x h »x
p
F x h q p q p q
F x 1
f x f t dt pq
f t dt pq pq

f x
h h a a
» x »x h »x
1

h f pq
t dt f t dt pq
f t dt fpqx
pq
a x a
»x h »x h
1

h r p q p qs
f t f x dt
1
h
¤ f t | p q p q| ¤
f x dt ε .
x x
Analogously, in the second case it follows that

» x h »x
p
F x h q p q p q
F x
f x
1
f t dt pq
f t dt f x

pq pq
h h
a a
» x h »x h »x
1

h f t dtpq f t dt pq f t dt pq
f x pq
a
»
a
x h
»x
1 x

h f t r p q p qs
f x dt
1
h
¤| |
f t | p q p q| ¤
f x dt ε .
x h x h

F px hq F pxq
h
lim
Ñ0,h0 h
f pxq
and that F is differentiable in x with derivative f pxq.
Remark 1.5.19. Note that because of Theorem 1.5.13, the function F in
Theorem 1.5.18 is differentiable with derivative f pxq for almost all x P
pa, bq.
Theorem 1.5.20. (Fundamental Theorem of Calculus) Let f : ra, bs Ñ
R be bounded and Riemann-integrable where a and b are some elements of
153
R such that a b. Further, let F be a continuous function on ra, bs as well
as differentiable on pa, bq such that F 1 pxq f pxq, for all x P pa, bq. Then
»b
f pxq dx F pbq F paq .
a
Proof. Let ε ¡ 0 and P pa0 , . . . , aν q be a partition of ra, bs where ν is

an element of N . By Theorem 1.4.6 for every j P t0, 1, . . . , ν 1u, there
is a corresponding cj P raj , aj 1s such that
F paj q F paj q F 1 pcj qpaj 1 aj q ,
1
where we define F 1 paq : f paq and F 1 pbq : f pbq. Hence

ν¸1
ν¸1
F pbq F paq rF paj 1q F paj qs f pcj qpaj 1 aj q .

j 0
j 0
and
Lpf, P q ¤ F pbq F paq ¤ U pf, P q .
Hence
supptLpf, P q : P P P uq ¤ F pbq F paq
¤ inf ptU pf, P q : P P P uq supptLpf, P q : P P P uq .

»π x
7 sin dx .
0 3
Solution: By x
f pxq : 7 sin
3
for all x P r0, π s, there is defined a continuous and hence Riemann-integrable
function on r0, π s. Further by
x
F pxq : 21 cos
3
154
y
4
x
-4 -2 2 4
-2
-4
Fig. 47: Graph of the greatest integer function and anti-derivative.
for all x P r0, π s, there is defined a continuous function on r0, π s which is

differentiable on p0, π q such that g 1 pxq f pxq for all x P p0, π q. Hence by
Theorem 1.5.20
»π x π
dx 21 cos 21 cosp0q 21 212 .
21
sin
0 3 3 2
Example 1.5.22. A simple number theoretic function is the greatest integer

or floor function defined by rxs : n for all x P rn, n 1q and n P N.
Calculate » »
x 0
rys dy , rys dy
0 x
for all x ¥ 0 and x 0, respectively. Solution: Note that the greatest
integer functions is almost everywhere continuous and hence according to
Theorem 1.5.13 also Riemann-integrable on any closed interval of R. For
every n P N and every x P rn, n 1q, it follows by Corollary 1.5.17 and
155
Theorem 1.5.20 that
»x »n »x
n¸1 » k 1 »x
rys dy rys dy rys dy rys dy n dy
0 0 n k 0 k n

n¸1 » k 1 n¸1
k dy npx nq k npx nq

k 0 k

k 0

n
pn 1q npx nq n x
n 1
rxs x
1 rxs
.
2 2 2
Analogously, it follows for every n P Z such that n ¤ 1 and every x P

rn, n 1q that
»0 »n 1 »0 »n 1 1 » k
¸ 1
rys dy rys dy rys dy n dy rys dy
x x n 1 x
k n 1 k
1 » k
¸ 1 1
¸
npn 1 xq k dy npn 1 xq k

k n 1 k

k n 1
npn 1 xq
n
pn 1q n
n 1
x rxs x
1 rxs
.
2 2 2
See Fig. 47.
A basic method in the evaluation of integrals with trigonometric integrands

consists in the application of the addition theorems for sine and cosine.

»π
sinpmθq sinpnθq dθ ,
0
where m, n P N . Solution: By help of the addition theorem for the cosine

function, it follows that
cosppm nqθq cospmθq cospnθq sinpmθq sinpnθq ,
156
cosppm nqθq cospmθq cospnθq sinpmθq sinpnθq ,
and hence that
sinpmθq sinpnθq r cosppm nqθq cosppm nqθq s

1
2
for all θ P R. This leads to
»π »π
sinpmθq sinpnθq dθ r cosppm nqθq cosppm nqθq s dθ
1
0 2 0
2pm1 nq r sinppm nqθq sπ0 2pm1 nq r sinppm nqθq sπ0 0

if m n and
»π »π
sinpmθq sinpnθq dθ r 1 cosppm nqθq s dθ
1
0 2 0
π2 2pm1 nq r sinppm nqθq sπ0 π2

if m n.
Example 1.5.24. Find the solutions of the following (‘differential’) equa-

tion for f : R Ñ R:
f 1 pxq e2x sinp3xq (1.5.3)
for all x P R. Solution: If f is such function, it follows that f is continu-
ously differentiable. Hence it follows by Theorem 1.5.20 that
»x »x
f pxq f px0 q f 1 py q dy pe2y sinp3y qq dy
x0 x0
x
2
e cosp3y q
1 2y 1
3
12 e2x 13 cosp3xq 12 e2x 0
1
3
cosp3x0 q ,
x0
where x0 P R and x ¡ x0 . Hence

f pxq e cosp3xq
1 2x 1
c,
2 3
157
for all x P R, where
c f p0q f p0q 16 .
1 1
2 3
On the other hand if c P R and fc : R Ñ R is defined by
fc pxq : e cosp3xq
1 2x 1
c
2 3
for all x P R, then it follows by direct calculation that fc satisfies (1.5.3)
for all x P R. Hence the solutions of the differential equation are given by
the family of functions fc , c P R. Note that c f p0q p1{6q. Hence for
every c P R, there is precisely one solution of the differential equation with
‘initial value’ f p0q c. The same is true for initial values given in any
other point of R.
Example 1.5.25. Find the solutions of the following differential equation
for f : R Ñ R.
f 1 pxq af pxq 3 (1.5.4)
for all x P R, where a P R. Solution: If f is such function, it follows that
f is continuously differentiable. Further, by using the auxiliary function
h : R Ñ R defined by
hpxq : eax
for every x P R, it follows that
phf q 1pxq hpxqf 1pxq h 1pxqf pxq eaxf 1pxq aeax f pxq
eaxrf 1pxq af pxqs 3 eax
for all x P R. Hence it follows by Theorem 1.5.20 that
»x
phf qpxq phf qpx0 q 3 eay dy a3 eax a3 eax 0
x0
and therefore that
phf qpxq phf qpx0 q 3

a
p1 eax0 q pe 1q
3 ax
a
158
for x ¡ x0 , where x0 P R. From this, we conclude that
phf qpxq a3 peax 1q c
and
f pxq p 1 eax q c eax

3
a
for all x P R, where c f p0q. On the other hand if c P R and fc : R Ñ R
is defined by
3
a
p1 eaxq c eax
fc pxq :
for all x P R, then it follows by direct calculation that fc satisfies (1.5.4)
for all x P R. Hence the solutions of the differential equation are given
by the family of functions fc , c P R. Note that c f p0q. Hence for
every c P R, there is precisely one solution of the differential equation with
‘initial value’ f p0q c. The same is true for initial values given in any
other point of R.
Problems
1) Calculate
»3 »2
a) px2 5x 7q dx , b) 9 t2{3 dt ,
2 0
»2 »2
sinpπxq
c) pe2x 3xq dx , d) dx ,
1 3 π
»2
»4
?
e) ?4x 3x dx , f) 3x 2 dx ,
1 1
»1 »5
g)
x
dx , h)
x2
3x 5
dx ,
0 2x2 1 2 x3
» { 1
π 2
i) sinpx{2q cospx{2q dx dx ,
0 3
»π »3
sinpxq cos2 pxq dx |3x 4| dx
4
j) , k) ,
π 2{ 5 1
159
»3

l) x | 5x 3 |2 dx ,
1
»2
m)
1
|x1| 4|x 1| dx ,
2 3
»5
n)
5
|x1||x 1| |x 2 | dx ,
2 4
» 3π » π{6
o) | sinpx{2q| dx , p) | cosp3xq| dx ,
0 π{6
» 2π » 2π
q) sinpmθq sinpnθq dθ , r) sinpmθq cospnθq dθ ,
0 0
» 2π
s) cospmθq cospnθq dθ ,
0
where m, n P N .
?$
? p xq
'
& 3 1 if x ¤ 1{2
f pxq : 3{2 if 1{2 x 1{2
%?
'
3 p1 xq if 1{2 ¤ x
for every x P R. Calculate the area in R2 that is enclosed by the graph

of f and the x-axis. Verify your result using facts from elementary
geometry. Use the result to calculate the area enclosed by a hexagon
of side length 1.
3) Calculate the area in R2 that is enclosed by the graphs of the polyno-
mials
p1 pxq : 1 p7{2q x x2 , p2 pxq : 4 p7{2q x x2 ,
where x P R.
4) Calculate the area in R2 that is enclosed by the curve
C : tpx, y q P R2 : y 2 4x2 4x4 0u .

5) Show that
x2
cospxq ¤ 1
π
for all x P r0, π {2s.
160
6) Find the solutions to the differential equation for f : R Ñ R.
a) f 1 pxq 3f pxq x{2 , x P R ,
b) f 1 pxq 3f pxq ex{4 , x P R ,
c) 2f 1 pxq f pxq 3 ex , x P R .
7) Consider the following differential equation for f : R Ñ R.
f 2 pxq 3x 4
for all x P R.
a) Find the solutions of this equation.
b) Find that solution which satisfies f p0q 1 and f 1 p0q 2.
c) Find that solution which satisfies f p0q 2 and f p1q 3.
8) Calculate
» 2π » 2π
a0 : f pxq dx , ak : cospkxqf pxq dx ,
1 1
2π 0 π 0
» 2π
bk : sinpkxqf pxq dx
1
π 0
for all k P N .
a) #
f pxq :
1 if x P r0, π s
1 if x P pπ, 2π s
,
b) f pxq : x for all x P r0, 2π s ,
c) #
if x P r0, π s
f pxq :
x
2π x if x P pπ, 2π s
.

Remark: These are the coefficients of the Fourier expansion of f .
The representation
# +
ņ
f pxq lim rak cospkxq bk sinpkxqs
nÑ8 a0 lim

k 1

is valid for every point x P r0, 2π s of continuity of f .
161
9) Calculate the area in R2 that is enclosed by the ellipse
" 2
*
y2
C : px, yq P R : xa2 2
1 ,
b2
where a, b ¡ 0.
10) Calculate the area in R2 that is enclosed by the branches of hyperbo-
las
" *
y2 x2
C1 : px, y q P R : y ¥ 0 ^ 2 2 1 ,
2
a b
" *
C2 : px, y q P R2 : y ¤ c ^
p y c q 2
x2
1 ,
a2 b2
where a, b ¡ 0 and c ¡ a.
11) Let a, b P R be such that a b. Further, let f : ra, bs Ñ R be
positive, i.e., such that f pxq ¥ 0 for all x P ra, bs, and assume a
value ¡ 0 in some point of ra, bs. Show that
»b
f pxq dx ¡ 0 .
a
12) Let a, b P R be such that a b. Further, let f : ra, bs Ñ R and g :

ra, bs Ñ R be bounded and Riemann-integrable. Show the following
Cauchy-Schwartz inequality for integrals:
» 2 » »
b b b
f pxqg pxq dx ¤ f pxq dx
2
g pxq dx
2
.
a a a
In addition, show that equality holds if and only if there are α,β P R
satisfying that α2 β 2 0 and such that αf βg 0. Hint:
Consider » b
r f pxq λ g pxq s2 dx
a

as a function of λ P R.
moving on a straight line is given by
for all t P R, where f ptq is the position of the particle at time
t, and F pxq is the external force at the point x. For the specified
force, calculate the solution function f of (1.5.5) with initial position
f p0q x0 and initial speed f 1 p0q v0 , where x0 , v0 P R.
162
a) F pxq 0 , x P R ,
b) F pxq F0 , x P R ,where F0 is some real parameter .
moving on a straight line under the influence of a viscous friction is
given by
mf 2 ptq λf 1 ptq (1.5.6)
for all t P R, where f ptq is the position of the particle at time t, and
λ ¡ 0 is a parameter describing the strength of the friction. Calculate
the solution function f of (1.5.6) with initial position f p0q x0 and
initial speed f 1 p0q v0 , where x0 , v0 P R. Investigate, whether f
has a limit value for t Ñ 8.
moving on a straight line under the influence of low viscous friction,
for instance friction exerted by air, is given by
mf 2 ptq λ pf 1 ptqq2 (1.5.7)
for all t P R, where f ptq is the position of the particle at time t,
and λ ¡ 0 is a parameter describing the strength of the friction. Find
solutions f of (1.5.7) with initial position f p0q x0 and initial speed
f 1 p0q v0 , where x0 , v0 P R.
16) Consider a projectile that is shot into the atmosphere. According to
Newton’s equation of motion, the height f ptq above ground at time
t P R satisfies the equation
mf 2 ptq g λ pf 1 ptqq2 (1.5.8)
for all t P R, , where g 9.81m{s is the acceleration due to gravity
2
and λ ¡ 0 is a parameter describing the strength of the friction. Find

solutions f of (1.5.8) with initial height f p0q z0 and initial speed
component f 1 p0q v0 , where z0 , v0 P R.
2 Calculus II
2.1 Techniques of Integration
2.1.1 Change of Variables
Theorem 2.1.1. (Change of variables) Let c, d P R are such that c d.
Further, let g : rc, ds Ñ R be continuous, non-constant, such that g pcq ¤
163
g pdq and continuously differentiable on pc, dq with a derivative which can
be extended to a continuous function on rc, ds. Finally, let I be an open
interval interval of R containing g prc, dsq and f : I Ñ R be continuous.
Then » »
pq
g d d
f pxq dx f pg puqq g 1 puq du . (2.1.1)
pq
g c c
Proof. In the following, we denote by g 1 the extension of the derivative of

g |pc,dq to a continuous function on rc, ds. We define G : rc, ds Ñ R by
»u
Gpuq : f pg pūqq g 1 pūq dū
c
for all u P rc, ds. By Theorem 1.5.18 it follows that G is continuous as well
as differentiable on pc, dq with
G 1 puq f pg puqq g 1 puq
for all u P pc, dq. Further, we define F : rx0 , x1 s Ñ R by

»x » gpcq
F pxq : f px 1 q dx 1 f px 1 q dx 1
x0 x0
for all x P rx0 , x1 s, where x0 , x1 P I are such that x0 is smaller than the
minimum value of g and x1 is larger than the maximum value of g, re-
spectively. By Theorem 1.5.18 it follows that F is continuous as well as
differentiable on px0 , x1 q with
F 1 pxq f pxq
for all x P px0 , x1 q. Hence it follows by Theorems 1.2.42, 1.3.10 that F g

is continuous as well as differentiable on pc, dq with
pF gq 1puq f pgpuqq g 1puq G 1puq

for all u P pc, dq. From Theorem 1.4.7 and F pg pcqq Gpcq 0, it follows
that F g G and hence by Corollary 1.5.17 also (2.1.1).
164
»x
dy
a
0 y2 a2
for every x ¡ 0 where a ¡ 0. Solution: Define g : pπ {2, π {2q Ñ R by
g pθq : a tanpθq
for all θ P pπ {2, π {2q. Then g is a bijective as well as continuously
differentiable such that
g 1 pθq a p1 tan2 pθqq
for all θ P pπ{2, π{2q. The inverse g1 is given by
x
g 1 pxq : arctan
a
for all x P R. By Theorem 2.1.1
»x » gpg1 pxqq » g1 pxq
g 1 pθq dθ
a
dy
a
dy
a
0 y2 a2
pq
g 0 y2 a 2
0

pgpθqq2 a2
» g1 pxq

sinpg 1 pxqq
dθ
cospθq
ln 1
cospg 1 pxqq
ln x
a
1
x2
a2
.
0

»2
?
9 x2 dx .
0
Solution: Define g : pπ {2, π {2q Ñ p3, 3q by g pθq : 3 sinpθq for all
θ P pπ {2, π {2q. Then g is a bijective as well as continuously differentiable
such that
g 1 pθq 3 cospθq
for all θ P pπ{2, π{2q. The inverse g1 is given by
x
g 1 pxq arcsin
3
165
for all x P p3, 3q. By Theorem 2.1.1
»2
? » gparcsinp2{3qq
?
9 x2 dx 9 x2 dx
0 pq
g 0
» arcsinp2{3q a » arcsinp2{3q
9 pg pθqq 2 g 1pθq dθ 9 cos2 pθq dθ
0 0
» arcsinp2{3q
92 p1 cosp2θqq dθ
0

9
2
arcsin
2
3
1
2
sinp2 arcsinp2{3qq

?
9
2
arcsin
2
3
2
3
cosparcsinp2{3qq 5
9
2
arcsin
2
3
.

»5
?
x4 x2 9 dx .
4
Solution: Define g : p0, π {2q Ñ p3, 8q by g pθq : 3 cospθq for all θ P

p0, π{2q. Then g is a bijective as well as continuously differentiable such
that
sinpθq
g 1 pθq 3
cos2 pθq
for all θ P p0, π{2q. The inverse g1 is given by

g 1pxq arccos
3
x
for all x P p3, 8q. By Theorem 2.1.1

»5
? » gparccosp3{5qq
?
x4 x2 9 dx x4 x2 9 dx
4 p p { qq
g arccos 3 4
» arccosp3{5q a
pgpθqq4 pgpθqq2 9 g 1pθq dθ
p{q
arccos 3 4
166
»arccosp3{5q
19 cospθq sin2 pθq dθ
arccosp3{4q
?
271 sin3parccosp3{5qq sin3 parccosp3{4qq 271 rp4{5q3 p 7{4q3 s .
» π{2
dθ
4 cospθq
.
0 5
Solution: Define g : R Ñ pπ, π q by
g pxq : 2 arctanpxq
for all x P R. This is a standard substitution to transform a rational inte-
grand in sin and cos into a rational integrand. Then g is bijective as well as
continuously differentiable such that
g 1 pxq
2
1 x2
for all x P R. The inverse g 1 is given by
g 1 pθq : tan pθ{2q
for all θ P pπ, πq. By Theorem 2.1.1
» π{2 » gp1q »1
g 1 pxq dx
dθ
4 cospθq
dθ
4 cospθq 5 4 cospg pxqq
0 5 g p0q 5 0
»1 »1
g 1 pxq dx g 1 pxq dx

4 2 cos2 gp2xq 1
p p qq 1
0 5 0
5 4 2
g x
1 tan2 2
»1 »1
1
2
x2
5 4
dx
2
1
2 dx
x2 9
2
3
arctan
1
3
.
0 1 x2 0
Note that
1 x2
cospg pxqq , sinpg pxqq
2x
2
.
1 x 1 x2
for all x P R.
167
y
x
-1 1 2 3
-2
Fig. 48: Graphs of solutions of the differential equation (2.1.2) in the case that a 1 with
initial values π, π {2, π {2 and π at x 0. Compare Example 2.1.6.
Example 2.1.6. Find solutions of the following differential equation for

f : R Ñ R with the specified initial values.
f 1 pxq a sinpf pxqq (2.1.2)
for all x P R, where a ¡ 0, f p0q P p0, π q. Solution: If f is such function, it

follows that f is continuously differentiable. Since f p0q P p0, π q, it follows
by the continuity of f the existence of an open interval c, d P R such that
c 0 d and such that f p[c, d]q p0, π q. Since a ¡ 0 and the sine
function is ¥ 0 on the interval [0, π], it follows from (2.1.2) that
» x1
f px1 q f px0 q f px1 q f px0 q f px0 q f 1 pxq dx
x0
» x1
f px0 q a sinpf pxqq dx ¥ f px0 q
x0
for all x0 , x1 P [c, d] such that x0 ¤ x1 . In addition, the restriction of f to

[c, d] is non-constant since the sine function has no zeros on p0, π q. Hence
168
we conclude from (2.1.2) by Theorem 2.1.1 for x P [c, d] that
»x »x » f pxq
f 1 puq
apx cq a du du
dθ
sinpf puqq
f pcq sinpθ q
.
c c
Further, it follows by use of the transformation g from the previous Exam-

ple 2.1.5 and Theorem 2.1.1 that
» f pxq » gptanpf pxq{2qq »
tanpf pxq{2q
g 1 pxq
dθ
dθ

f pcq sinpθ q g ptanpf pcq{2qq sinpθ q tanpf pcq{2q sinpg pxqq
dx
» tanpf pxq{2q
tanpf pxq{2q
dx
ln tanpf pcq{2q .
tanpf pcq{2q x

tanpf pxq{2q
apx cq ln
tanpf pcq{2q
(2.1.3)
which leads to

f pcq
f pxq 2 arctan tan ep q .
ax c
(2.1.4)
2
From (2.1.3), we conclude that

f pcq f p0q
tan eac tan .
2 2
Substituting this identity into (2.1.3) gives

f p0q ax
f pxq 2 arctan tan e .
2
On the other hand, for every c P pπ, π q, it follows by elementary calcula-
tion that f : R Ñ R defined by
c
f pxq : 2 arctan tan eax
2
for all x P R satisfies (2.1.2) and f p0q c. As a side remark, note that for
every k P Z the constant function of value kπ is a solution of (2.1.2). In
addition, if f is a solution of (2.1.2), then for every k P Z also fk : R Ñ R
defined by fk pxq : f pxq 2πk q for every x P R is a solution of (2.1.2).
169
Theorem 2.1.7. Let f be a bounded Riemann-integrable function on ra, bs
where a and b are some elements of R such that a b. Then
»b » a
f pxq dx f pxq dx .
a b
Proof. Define f : rb, as Ñ R by f pxq : f pxq for all x P rb, as.
Then f is bounded, and for any partition P pa0 , . . . , aν q of ra, bs, where
ν P N , a0 , . . . , aν P ra, bs, P : paν , . . . , a0 q itis a partition of
rb, as, and in particular Lpf, P q Lpf, Pq,
U pf, P q U pf , P q. Analogously, for any partition P pa0 , . . . , aν q
of rb, as, where ν P N , a0 , . . . , aν P rb, as, P : paν , . . . , a0 q
is a partition of ra, bs, and in particular Lpf , P q Lpf, P q, U pf , P q
U pf, P q. Hence the set consisting of the lower sums of f is equal to the
set of lower sums of f and the set consisting of the upper sums of f is
equal to the corresponding set of upper sums of f .

»1
3 sinp2xq dx .
1
Solution: By Theorem 2.1.7, it follows that
»1 »1 »1
3 sinp2xq dx 3 sinp2xq dx 3 sinp2xq dx
1 1 1
and hence that »1
3 sinp2xq dx 0 .
1
A variation of the foregoing reasoning is given in the following example

»π
x sin2 pxq dx .
0
170
Solution: First by Theorem 2.1.7, it follows that
»π »0 »0
x sin pxq dx
2
pxq sin pxq dx
2
x sin2 pxq dx .
0 π π
Further, it follows by Theorem 2.1.1 and Example 1.5.23 that
»0 »π
x sin pxq dx
2
py πq sin2 py πq dy
»π 0
»π »π
π
π2
y sin py q dy
2
π sin py q dy
2
y sin2 py q dy
2
0 0 0
and, finally, that »π

π2
x sin2 pxq dx .
0 4
»π »π
sinpxq sinpxq
dx 2 dx .
π x 0 x
Solution: By Corollary 1.5.17 and Theorem 2.1.7, it follows that
»π » »
sinpxq 0
sinpxq π
sinpxq
dx dx dx
π» x π » x 0
»π
x
π
sinpxq π
sinpxq sinpxq
x dx
x
dx 2
x
dx .
0 0 0
Problems
1) Calculate the value of the integral. For this, if the antiderivative of

the integrand is not obvious, use a suitable substitution.
»1 »1
a) p2x 1q { dx , b)
1 2
u p2u 1q1{2 du ,
0 0
»1 »3
x p3x2 1q1{2 dx , ? s
c) d) ds ,
1 2 2s2 3
171
»5
»2
e) px 2q2 sin x
x2
dx , f)
4u 2
u 12
du ,
2 u2
»3
3
sinp xq
? »1
?x dx , u eu {2 du ,
2
g) h)
1 0
» x »4
i) tanpθq dθ , x P r0, π {2q , j) ?x dx ,
0 2 x 2
»4b
?x dx »2
x1{2
k)
3
3 , l)
1 x1 3 { 4
dx ,
»6 b
?x dx »2
dx
m)
3
3 2 , n)
1 px2 2x 4q3{2 ,
» 7 »3
?dx2 , ?dx2 ,
4
o) 2
p)
3 x x 1 x2 x 9
»2 »π 2 {
?dx 2 , r) dθ
sinp3θq
,
5x
q)
1 x
2
0 2
»πa » π{2
1 sinp2θq dθ , t)
dθ
sinpθq 2 cospθq
s) ,
0 0
» π {2
cos4 pθq
π{2 sin pθq cos4 pθq
u) 4 dθ .
2) Let a P R, f : ra, as Ñ R be Riemann-integrable and g : R Ñ R

be Riemann-integrable over every interval rb, cs, where b, c P R are
such that b ¤ c. Show that
a) »a
f pxq dx 0
a
if f is antisymmetric, i.e., if f pxq f pxq for all x P
ra, as.
b) »a »a
f pxq dx 2 f pxq dx
a 0
if f is symmetric, i.e., if f pxq f pxq for all x P ra, as.

c) »c »c τ
f pxq dx f pxq dx
b b τ
if b, c P R are such that b ¤ c and f is periodic with period
τ ¥ 0, i.e., if f px τ q f pxq for all x P R.
172
3) Calculate the area in ( 8, 0 ]2 that is enclosed by the strophoid
(
C : px, yq P R2 : pa xq y2 pa xq x2 0 ,
where a ¡ 0.
4) Find solutions of the following differential equation for f : R ÑR
with the specified initial values.
f 1 pxq 2 cospf pxqq 3
for all x P R, f p0q P [ π, π q.
Remark 2.1.11. The solution of problem n) from 1) illustrates the well-

known fact that one should never blindfoldly rely on computer programs.
In Mathematica 5.1, the command
Integraterpx^ 2 2x 4q^ t3{2u, tx, 1, 2us

gives the output
1
16
p68 27 Logr3sq
which is incorrect.
2.1.2 Integration by Parts

Theorem 2.1.12. (Integration by parts) Let f , g be bounded Riemann-
integrable functions on ra, bs, where a and b are elements of R such that
a b. Further, let F, G be continuous functions on ra, bs which are dif-
ferentiable on pa, bq and such that F 1 pxq f pxq and G 1 pxq g pxq for all
x P pa, bq. Then
»b »b
F pxqg pxq dx F pbqGpbq F paqGpaq f pxqGpxq dx .
a a
Proof. First as a consequence of Theorem 1.5.13, f G and F g are both

Riemann-integrable as products of Riemann-integrable functions. More-
over, F G is continuous and differentiable such that pF Gq 1 pxq f pxqGpxq
173
F pxqg pxq for all x P pa, bq, and f G F g is Riemann-integrable by The-
orem 1.5.8 as a sum of Riemann-integrable functions. Hence by Theo-
rem 1.5.20
»b »b »b

f pxqGpxqdx F pxqg pxqdx f pxqGpxq F pxqg pxq dx
a a a
F pbqGpbq F paqGpaq .

»π
x cosp3xq dx .
0
Solution: Define F, G, f, g : r0, π s Ñ R by
F pxq : x , g pxq : cosp3xq , f pxq : 1 , Gpxq : sinp3xq

1
3
for all x P r0, π s. Hence by Theorems 2.1.12, 1.5.20:
»π »π
x cosp3xq dx sinp3xq dx cosp3π q cosp0q .
1 1 1 2
0 3 0 9 9 9
»π
ex sinp2xq dx .
0
Solution: Define F, G, f, g : r0, π s Ñ R by
F pxq : ex , g pxq : sinp2xq , f pxq : ex , Gpxq : cosp2xq

1
2
for all x P r0, π s. Then by Theorem 2.1.12,
»π »π
e sinp2xq dx p 1 eπ q ex cosp2xq dx
x 1 1
(2.1.5)
0 2 2 0
174
To determine the last integral, define F, G, f, g : r0, π s Ñ R by
F pxq : ex , g pxq : cosp2xq , f pxq : ex , Gpxq : sinp2xq

1
2
for all x P r0, π s. Then by Theorem 2.1.12,
»π »π
e cosp2xq dx ex sinp2xq dx .
1 x 1
(2.1.6)
2 0 4 0
and hence by (2.1.5), (2.1.6) finally:

»π
ex sinp2xq dx pe 1q .
2 π
0 5
»e
lnp4xq dx .
1
Solution: Define F, G, f, g : r1, es Ñ R by
F pxq : lnp4xq , g pxq : 1 , f pxq : , Gpxq : x

1
x
for all x P r0, es. Then by Theorem 2.1.12,
»e »e
lnp4xq dx p1 ln 4q e ln 4 dx pe 1q ln 4 1.
1 1

»π
In : sinn pxq dx
0
for n P N . Solution: For n 1, 2, we conclude that

»π »π
sinpxq dx r cospxqs π
0 2, sin2 pxq dx
0 0
175
»π π
1
2
r1 cosp2xqs dx
1
2
x sinp2xq
1
2
π .
0 0
For n ¥ 3, we conclude by partial integration that

»π »π
In sin pxq dx
n
sinn1 pxq sinpxq dx
0 0
»π
(π
sin pxqr cospxqs 0
n 1
pn 1q sinn2pxq cospxqr cospxqs dx
»π 0
pn 1q sinn2 pxq cos2 pxq dx

»0π
pn 1q sinn2 pxqr1 sin2 pxqs dx pn 1qpIn2 In q
0
n n 1 In2 .
and hence that
In
Hence we conclude by induction that
I2k 1 2 23 2k2k 1 , I2k π 12 2k2k 1

for all k P N zt0, 1u. this result, leads on Wallis’ product representation of
π which will later be used in the calculation of the Gaussian integral.
Theorem 2.1.17. (Wallis’ product representation of π)

2
lim 4pk 1q π .
2 2k
k Ñ8 3 2k 1
Proof. In this, we are using the notation from the previous example. Since
0 ¤ sinpxq ¤ 1 for all x P r0, π s, it follows that
sinn 1
pxq sinpxq sinnpxq ¤ sinnpxq
for all x P r0, π s and hence that
»π »π
In 1 sin n 1
pxq dx ¤ sinn pxq dx In
0 0
176
3.3
3.2
3.1
n
10 20 30 40 50
Fig. 49: Sequences a1 , a2 , . . . and b1 , b2 , . . . from the proof of Wallis product representa-
tion for π, Theorem 2.1.17, that converge to π from below and above, respectively.
for all n P N . As a consequence,
2 2k2k 1 I2k 1 ¤ I2k π 12 2k2k 1

2
3
pk 1q
¤ I2k1 2 23 22k 1
and
2
2 pk 1q 2k 2k
2k2k 1 21 43 22k 1
3

3 2k 1 2k
2
1
ak : p4k 2q 2k2k 1 ¤ π
2
3
pk 1q 2 4 2pk 1q 2k
¤ 2 23 22k

1 1 3 2k 3 2k 1
2pk 1q
2
bk : 4k 3 2k 1
2
177
y
1.05
1.04
1.03
1.02
1.01
x
10 20 30 40 50
?
Fig. 50: Graph of pp0, 8q Ñ R, x ÞÑ Γpx 1q px{eqx { 2πx q. Note that Γpn 1q n!
for every n P N. See Theorem 2.1.18.
for k P N zt0, 1, 2u. Further,

2
4k 6 2pk 1q 8pk 1q2 2
ak
ak
1
4k 2 2k

3 p4k 2qp2k 3q 8k
8k 2
16k
16k
8
6
¡1,

2
4pk 1q 2
bk 1
bk
4k
2k
2k 1
4k4k
2
4k
4k 1
1,

2
bk
ak
4k
4k 2
2k
2k
1
p2k 1q 1 1
2k 2k
for all k P N zt0, 1, 2u. Hence the sequences a3 , a4 , . . . and are convergent,
as increasing sequence that is bounded from above by π and decreasing
sequence that is bounded from below by π, respectively, and converge to
the same limit π.
Essentially as an application of Wallis’ product formula, we prove Stirling’s
asymptotic formula for factorials which is often used in applications.
178
Theorem 2.1.18. (Stirling’s formula)
n n ?
lim
nÑ8
?
n!
n e
2π . (2.1.7)
Proof. First, we notice that ln is concave since ln2 pxq 1{x2 0 for all
x ¡ 0. Hence it follows by Theorem 1.4.31 that
»x 1 »x 1

lnpy q dy ¥ lnpxq py xq ln lnpxq
x 1
dy
x x x

x ln x
x
1
x
1
2
ln
x
x
1
12 r lnpxq lnpx 1qs
for all x ¡ 0. In addition, it follows from the Definition 1.4.30 of the

concavity of a differentiable function that
yx y px 1q
lnpy q ¤ lnpxq , lnpy q ¤ lnpx 1q ,
x x 1
where x ¡ 0 and y ¡ 0, and hence that
»x 1
lnpy q dy ¤ lnpxq 1 lnpxq
1 1
1 ,
x 2x 2x
»x 1
lnpy q dy ¤ lnpx 1q 1 1 lnpx 1q
1 1
x 2px 1q 2px 1q
and
»x 1
lnpy q dy ¤ lnpxq lnpx 1q 2px

1 1 1
x 2 2x 1q

12 r lnpxq lnpx 1qs

1
4
1
x
x11 .

»x 1
0¤ lnpy q dy r lnpxq lnpx 1qs ¤ x

1 1 1 1
x 2 4 x 1
179
for all x ¡ 0 and hence that
»n n 1

1¸ 1¸
n 1
0¤ lnpy q dy r lnpkq lnpk 1qs ¤ k
1 1
1 2 k1 4 k1 k 1

14 1
1
n
¤ 14 .
Therefore, we conclude that the sequence S1 , S2 , . . . , where
»n
1¸
n 1
Sn : lnpy q dy r lnpkq lnpk 1qs
1 2 k1
»n
lnpnq
lnpy q dy lnpn!q r y lnpyq y sn1 lnpn!q lnp2nq
?
1 2
lnpnq
n lnpnq pn 1q lnpn!q 2 1 ln n!n ne
n
for every n P N , is increasing as well as bounded from above and therefore

convergent to an element of the closed interval form 0 to 1{4. Hence it
follows also the existence of
n n
lim
nÑ8
?
n!
n e
which will be denoted by a in the following. For the determination of its
value, we use Wallis’ product. According to Theorem 2.1.17
2
2pk 1q p2k k!q4
π
2
klim
Ñ8
2pk 1q 2
3
lim
2k
k Ñ8 2k
2k 1 1 p2k 1q rp2k q!s2
klim p2k k!q4

Ñ8 p2k 1q rp2kq!s2

k 4
2p4k 1q k p2k k!q4 1 ? 2k
2k 2
klim
Ñ8 p2k 1q rp2kq!s2
? e k
2k
e
k

k pk!q4

k 4
? 2k
2k 2 a2
klim
Ñ8 2p2k 1q rp2kq!s2
? e
1 k
2k
e
4 .
k
180
?
Hence it follows that a 2π and, finally, (2.1.7).
Definition 2.1.19. If I is some non-empty index set and ai P I for every

i P I, the symbol ¹
ai
P
i I
denotes the product of all ai , where i runs through the elements of I. Note
that, as a consequence of the associative law for multiplication, the order in
which the products are performed is inessential.
Example 2.1.20. Show that for every x P R

πx
¹ x2
n
sin
2
πx
lim
2 nÑ8 k1
1 2
4k
,
πx
¹
n
x2
cos
2
nlim
Ñ8
1
p2k 1 q2
. (2.1.8)
k 0
Solution: For this, we define for every n P N a corresponding In : R Ñ R
by
» π{2
In pxq : cospxtq cosn ptq dt
0
for every x P R. In particular, this implies that
#
if x 0
I0 pxq
π 1
,
2 sinpπx{2q{pπx{2q if x 0
for x R t1, 1u
» π{2 » π{2
I1 pxq cospxtq cosptq dt rcosppx 1qtq cosppx 1qtqs dt
1
0 0 2
π{2
1 sinppx 1qtq sinppx 1qtq
2 x 1 x1
cos1 pπxx{22q ,
0
181
for x P t1, 1u
» π{2 » π{2
I1 pxq cos ptq dt r1 cosp2tqs dt
2 1
0 0 2
π{2
1
2
t
1
2
sinp2tq π4
0
and hence
#
π {4 if x P t1, 1u
I1 pxq .
cospπx{2q{p1 x2 q if x R t1, 1u
In the following, let x P R. T For n P N z t0, 1u, we conclude by partial
integration that
» π{2
x In pxq x
2
cosn ptq x cospxtq dt r x cosn ptq sinpxtqsπ0 {2
0
» π{2

n sinptq cosn1 ptq x sinpxtq dt n sinptq cosn1ptq cospxtq π0 {2
0
» π{2

n cosn ptq pn 1q sin2 ptq cosn2 ptq cospxtq dt
0
» π{2

n n cosn ptq pn 1q cosn2 ptq cospxtq dt
0
n2 Inpxq npn 1qIn2pxq .
Therefore, it follows that
n2 x2
In2 pxq In pxq
npn 1q
and hence that
In2 pxq x2 In pxq

In2 p0q
1 2
n In p0q
.
From this, it follows by induction that

I0 pxq I2n pxq ¹

n
x2
I0 p0q
I2n p0q k1
1
p2kq2 ,
182
n
I1 pxq pxq ¹ x2
I1 p0q
I2n 1
1
I2n 1 p0q k 1 p2k 1q2
for every n P N . In the following, we show that
In pxq
nÑ8 In p0q
lim 1. (2.1.9)
For this, we note that

»
|x|t
| cospxtq 1| | cosp|x|tq 1|

0
r p qs ¤ |x|t

sin s ds

for t ¥ 0. Hence it follows for every n P N that

»
π{2
|Inpxq Inp0q|

0
r p q s
cos xt n
pq

1 cos t dt

» π{2 » π{2
¤ |x| t cosptq cosn1 ptq dt ¤ |x| sinptq cosn1 ptq dt
|x| ,
0 0 n
where it has been used that
t cosptq ¤ sinptq
for 0 ¤ π {2. Hence it follows (2.1.9) and, finally, (2.1.8). For this, note
that the second relation in (2.1.8) is trivially satisfied for x P t1, 1u.
Example 2.1.21. Let m be some natural number ¥ 1, a P R and c ¡ 0.
Define F, G, f, g : R Ñ R by
F py q : py 2 c2 qm , g py q : 1 , f py q : 2my py 2 c2 qpm 1q ,

Gpy q : y
for all y P R. Then by Theorem 2.1.12 for every x ¡ a

»x »x
y 2 dy
dy
py2 c2qm px2 x

c2 qm pa2
a
c2 qm
2m
py2 c2qm 1
a a
183
»x
px2 x
q» pa2
c2 m
a
q
c2 m
2m
p
y2
dy
c2 qm
a
x
2mc2 p
y2
dy
c2 qm 1
a
and hence it follows the recursion (or ‘reduction’) formula

»x
py2
dy
c2 qm 1
2mc
1
2 px2
x
cq
2 m
a
pa c2qm
2
a
»x
2m 1 dy
a py c2 qm
2 2
,
2mc
which is used in the method of integration by decomposition into partial
fractions below.
|Jnpxq| ¤ π2 n2 x x2
for all n P N and x P R such that 0 ¤ x n. Solution: Define
F pθq : , g pθq : px cos θ nq cospx sin θ nθq ,

1
x cos θ n
x sinpθq
f pθq :
px cos θ nq2 , Gpθq : sinpx sin θ nθq
for all θ P r0, πs. Then by Theorem 2.1.12,
»π
Jn pxq cospx sin θ nθq dθ
1
π
»π 0
x sinpθq
π1 px cos θ nq2 sinpx sin θ nθq dθ ,
0
and hence
»π
x sinpθq
|Jnpxq| ¤ 1
π px cos θ nq 2
dθ 2
2 x
π n x2
.
0
184
Problems
1) Calculate the value of the integral. In this, where applicable, n P N .

»3 » π {2
a) 4t e5t dt , b)
2
ϕ r sinp2ϕq 3 cosp7ϕq s dϕ ,
0 0
»π »2
lnp2xq
c) eϕ cosp2ϕq dϕ , d) dx ,
x2
» 1{?2
0 1
»1
e) x2 arctanp3xq dx , f) lnp2x2 1q dx ,
0 0
»π »3
g) x sinpnxq dx , h) xn lnpxq dx .
0 1
2) Derive a reduction formula where the integral is expressed in terms

of the same integral with a smaller n. In this n P N , a P R, x ¥ a
and, where applicable, m P N, b, c P R .
»x »x
a) sin py q dy
n
, b) cosn py q dy ,
»ax »x a
c) y n eby dy , d) y n sinpby q dy ,
»ax
a
»x
e) y n cospby q dy , f) y m rlnpy qsn dy ,
»ax a
»x
g) ecy sinpby q dy , h) ecy cospby q dy .
a a
3) Let I be some non-empty open interval of R, h : I Ñ R a map and

a, b P I be such that a b.
a) If h is twice differentiable on I and such that hpaq hpbq 0,
show that
»b »b
hpxq dx
1
2
px bqpx aqh 2 pxq dx .
a a
b) If h is four times differentiable on I and such that hpaq

hpbq h 1 paq h 1 pbq 0, show that
»b »b
hpxq dx
1
24
px bq2 px aq2 h pivq pxq dx .
a a
185
[Remark: Note that if h f p, where f : I Ñ R is twice, four
times differentiable, respectively, and p : I Ñ R is a polynomial
function of the order 1, 3, respectively, then h 2 f 2 , h pivq f pivq ,
respectively. In connection with the above formulas, this fact is used
in the estimation of the errors for the Trapezoid Rule / Simpson Rule
for the numerical approximation of integrals. See Section 2.1.4.]
4) Let a, b P R be such that a b and f, g : ra, bs Ñ R be restrictions to
ra, bs of twice continuously differentiable functions defined on open
intervals of R containing ra, bs. In addition, let f paq f pbq 0 and
g paq g pbq 0.
a) Show that
»b »b
g pxqf 2 pxq dx g 2 pxqf pxq dx .
a a
b) In addition, assume that f and g solve the differential equations
f 2 pxq U pxq f pxq λ f pxq ,

g 2 pxq U pxq gpxq µ gpxq ,
where U : ra, bs Ñ R is continuous and λ, µ P R are such that
λ µ. Show that
»b
f pxqg pxq dx 0 .
a
2.1.3 Partial Fractions

Lemma 2.1.23. Let P, Q : R Ñ R be polynomials of degree m, n P
N , respectively, where m n. Finally, let a1 , . . . ar be the (possibly
empty) sequence of pairwise different real roots of Q, where r P N, and let
m1 , . . . , mr be the sequence in N consisting of the corresponding multi-
plicities.
(i) There are s P N along with (possibly empty and apart from reordering
unique) sequences pbr 1 , cr 1 q, . . . , pbr s , cr s q of pairwise different
elements of R p0, 8q and mr 1 , . . . , mr s in N such that
mr
Qpxq qn px a1 qm1 . . . px ar qmr px br 1 q2 1
cr 1
186
mr
. . . px br q2 s
s cr s
for all x P R where qn is the coefficient of the nth order of Q.
(ii) There are unique sequences of real numbers A11 , . . . , A1m1 , . . . ,

Ar1 , . . . , Armr and pairs of real numbers pBr 1,1 , Cr 1,1 q, . . . ,
pBr 1,mr 1 , Cr 1,mr 1 q, . . . , pBr s,1, Cr s,1q, . . . , pBr s,mr s ,
Cr s,mr s q, respectively, such that
P pxq
Qpxq
xA11a px A1ma qm . . . 1
1
1 1
Ar1
x ar
Arm
px ar qm
r
r
Br 1,1 x Cr 1,1
px b q2 c Br 1,m x
rpx b q2
r 1 Cr
cr
1,mr
mr
s
1
1
...
r 1 r 1 r 1 1
Br s,1 x Cr s,1
px br sq2 cr s rpBxr s,mb qx2 r s Cr
cr
s,mr
mr
s
s
s
r s s
for all x P Rzta1 , . . . , ak u.
Proof. See Function Theory.
Corollary 2.1.24. Let P, Q, m, n; a1 , . . . ak , m1 , . . . , mr , pb1 , c1 q . . . ,

pbnk , cnk q, mr 1, . . . , mr s, A11 , . . . , A1m1 , . . . , Ar1, . . . , Armr and
pBr 1,1, Cr 1,1q, . . . , pBr 1,mr 1 , Cr 1,mr 1 q, . . . , pBr s,1, Cr s,1q, . . . ,
pBr s,mr s , Cr s,mr s q as in Lemma 2.1.23. Then by
F pxq : A11 lnp|x a1 |q
1 A1m 1
m1 1 px a qm 11
1
...
Ar1 lnp|x ar |q
1 Arm r
mr 1 px a qm 1r
r
...
lnrpx br 1 q2 cr 1 s
Br 1,1
2
br 1 Br 1,1 Cr 1,1 x br 1
arctan ...
cr 1 cr 1
187
q
Br 1,1 1
2p1 mr rpx br 1q cr 1sm 1
1 2 r 1
pbr 1 Br 1,1 Cr 1,1q Fr 1 pxq . . .

lnrpx br s q2 cr s s
Br s,1
2
br s Br s,1 Cr s,1 x br s
arctan ...
cr s cr s
q
Br s,1 1
2p1 mr s rpx br sq cr ssm 2 r s 1
pbr s Br s,1 Cr s,1q Fr s pxq
for all x P Rzta1 , . . . , ak u, there is defined an anti-derivative F of P {Q.
Here Fr 1 , . . . , Fr s : R Ñ R denote anti-derivatives satisfying
Fr1 l pxq
1
rpx br l q cr lsmr l
2
for all x P R and l 2, . . . s. Note that such functions can be calculated by

the recursion formula from Example 2.1.21.
»2
4
0 x2 9 dx .
Solution:
»2 »2 »2
dx dx
4 4 2 1 1
0 x 9 0 px 3qpx 3q x3 x 3
2
dx
0 3
23 plnp|2 3|q lnp|2 3|qq 23 plnp| 3|q lnp|3|qq 23 lnp5q ,

where it has been used that for any function f , a, b P R such that a b and
any x from the domain of f such that f pxq R ta, bu, the following holds

pf pxq
1
aqpf pxq bq
ba 1 1
f pxq a
1
f pxq b
. (2.1.10)
This identity is of use in the application of the method of integration by

partial fractions to more complicated situations.
188
»3
3x 4
dx .
0 x2 2x 2
Solution:
»3 »3 3 »
3x 4
3 2x 2 1
0 px 1 q2 1
2
dx 2
dx dx
0 x 2x 2 0 2 x 2x 2
3
lnp32 2 3 2q arctanp3 1q lnp2q arctanp1q
2
3
2
3
2
ln
17
2
arctanp4q .
π
4
»2
1
1 x2 p
x2 1 q2
dx .
Solution: Considering the symmetry of the integrand, by Lemma (2.1.23)

there are A, B, C P R such that
x2 px2
1
1 q2
A
x2 x2
B
1 px2
C
1 q2
(2.1.11)
for all x 0. Hence for all x P R
1 Apx2 1 q2 Bx2 px2 1q

pA B qx4 p2A B C qx2 A
Cx2
and hence A 1, B 1 and C 1. Hence it follows by the recursion

formula from Example 2.1.21 that
»2 »2 2 »2 »
dx dx dx
1 1 1 1
x2 px2 1q 1 px 1 q2
2 2 2 2
dx
1 1 x 1 x 1
»2
1 π
2 4
arctanp2q px2 1 1q2 dx
1

»
1 2 1
1 π
2 4
arctanp2q 2 5 3 2 x2 1 dx
1 2 1
1
189
y
x
-4 -2 2 4
-1
Fig. 51: Graph of the antiderivative F of f pxq : 1{p1 x4 q, x P R, satisfying F p0q 0.

Compare Example 2.1.28.
3 π
157 2 4
arctanp2q .
Another way of arriving at the decomposition (2.1.11) is by help of the

identity (2.1.10) which leads on

x2 px2
1
1 q2
x2 1

1 x2 px2 1q
1
x2 1
x2
1 1
x2
1
1
x2px2 1
1q
1
1

px 1q x x 1 px 1q2
2 2 2 2
1
2
1
for all x P R .

»x
dy
,
a 1 y4
where a P R and x ¥ a. Solution: Since x4 1 ¡ 0 for all x P R,

according to Lemma 2.1.23 there are b, c, d, e P R such that
1 y4 py2 by cq py 2 dy eq (2.1.12)
190
y4 dy3 ey2 by3 bdy2 bey cy2 cdy ce
y4 pb dqy3 pc e bdqy2 pbe cdqy ce
for all y P R. This equation is satisfied if and only if
b d 0 , c e bd 0 , be cd 0 , ce 1 .
From the first equation, we conclude that d b which leads to the equiv-
alent reduced system
d b , e c b2 , bpe cq 0 , ce 1 .
The assumption that b 0 leads to e c and 1 ce c2 . Hence it
follows that b 0. Therefore, the second equation of the last system leads
to the equivalent reduced system
d b , b2
2c , e c , c2 1
? ?
which has the solution c e 1 and?b 2,?d 2. (The other
remaining solution c e 1 and b 2, d 2 results in a reordering
of the factors in (2.1.12). Hence it follows that
? ?
1 y 4 py 2 2 y 1q py 2 2 y 1q
for all y P R. Note that, the last could have also been more simply derived
as follows
?
1 y 4 1 2y 2 y 4 2y 2 py 2 1q2 p 2y q2
? ?
py2 2 y 1q py2 2 y 1q
valid for all y P R. Further, according to Corollary 2.1.24 there are uniquely
determined A, B, C, D P R such that
1
?
Ay B Cy
? D
(2.1.13)
1 y4 y2 2y 1 y2 2y 1
for all y P R. In particular, this implies that
1
1
Ay? B Cy? D
1 y 4 1 py q 4
y2 2 y 1 y2 2y 1
191
2Cy? D Ay? B
y 2y 1 y2 2y 1
for all y P R. Since A, B, C and D are uniquely determined by the equa-
tions (2.1.13) for every y P R, it follows that C A and D B. Hence
we conclude that there are uniquely determined A, B P R such that
1
?
Ay B Ay? B
1 y4 y2 2y 1 y2 2 y 1
for all y P R. In particular,
1 2B
1
1 04
and hence B 1{2. Also
1
1 1 14 A p?1{2q A ?p1{2q
2
? 2
2 ? 2 2
?
2 2
2 A 2 1 2
2
2
A 2 2 A
1 2 2 2
2
?
and hence A 2{4. We conclude that
? ?
1
4 2 ?
1 2y 2 ?
2y 2
2 y 1 y2 2 y 1
? ?
1 y4 y

2y 1
4 2 ?
1 2y 1
?
y 2 y 1 y2 2 y 1
? ? ?
2 2 2
? 2 ? 2
4 2y 1 1 2y 1 1
for all y P R. Hence it follows that

»x ? 2 ?
2 ?

x 2x
dy
2
ln
x
? 2x 1
ln ? 1
a 1 y 4 8 a2 2a 1 a2 2 a 1
192
? ? ?
2
arctanp 2 x 1q arctanp 2 a 1q
?4 ? ?
arctanp 2 x 1q arctanp 2 a 1q .
2
4
Remark 2.1.29. The previous example gives an illustration of the well-
known fact that one should never blindfoldly rely on computer programs.
In Mathematica 5.1, the command
Integrater1{p1 x^ 4q, xs
gives the output
? ? ?
?1 p2ArcTanr1 2xs 2ArcTanr1 2xs Logr1 2x x2 s
4 2
?
Logr1 2x x2 sq
which is incorrect. A first inspection of the last formula reveals that the ar-
gument of the first natural logarithm function is becoming negative for large
x such that the logarithm is not defined. This gives a first indication that the
expression is incorrect. Comparison with the result from Example 2.1.28
shows that the sign of that argument has to be reversed.
Example 2.1.30. Find solutions of the following differential equation for

f : R Ñ R with the specified initial values.
f 1 pxq af pxqp1 f pxqq (2.1.14)
for all x P R, where a ¡ 0, f p0q P p0, 1q. Solution: If f is such function, it

follows that f is continuously differentiable. Since f p0q P p0, 1q, it follows
by the continuity of f the existence of an open interval c, d P R such that
c 0 d and such that f p[c, d]q p0, 1q. Since a ¡ 0 and the function
af p1 f q is ¡ 0 on the interval [c, d], it follows from (2.1.2) that
» x1
f px1 q f px0 q f px1 q f px0 q f px0 q f 1 pxq dx
x0
193
y
1.2
0.8
0.5
x
-4 -3 -2 -1 1 2 3 4
Fig. 52: Graphs of the solutions f0 , f1{4 , f1{2 , f3{4 and f1 of (2.1.14) in the case that
a 1. Compare Example 2.1.30.
1
x
-0.5 -1 0.5 1
-9
Fig. 53: Graphs of the solutions f2 and f4 of (2.1.14) in the case that a 1. Compare
Example 2.1.30.
194
» x1
f px0 q a f pxqp1 f pxqqdx ¥ f px0 q
x0
for all x0 , x1 P [c, d] such that x0 ¤ x1 . In addition, the restriction of f

to [c, d] is non-constant since the function pR Ñ R, x ÞÑ axp1 xqq has
no zeros on p0, 1q. Hence we conclude from (2.1.2) by Theorem 2.1.1 for
x P [c, d] that
»x »x » f pxq
f 1 py q
apx cq a du du
f py qp1 f py qq f pcq up1 uq
dy
c c
» f pxq

f pxq
1
1u
1
du ln
u
1u
pq
f c u pq
f c

1 f pcq f pxq
ln f pcq
1 f pxq
and hence that
f pcq ac ax
1 f pcq
e e 1 f pfxpqxq f p1xqf 1pxq 1 1 1f pxq 1 .
This implies that
f pcq
1 f pcq
eac 1 f pf0pq0q
and hence that
f p0q
1 f p0q
eax 1 1f pxq 1 .
Finally, this leads on
eax
f pxq 1
1
pq e 1f p0q
f 0
.
1 eax ax
pq f p0q
1 f 0
On the other hand, for every c P R , it follows by elementary calculation

that the function fc defined by
$
& eax
eax 1
for x P R if 0 c ¤ 1
fc pxq :
c
for x P Rzta1 lnppc 1q{cqu if c ¡ 1 or c 0

c
% axe 1c
ax
e c
195
satisfies (2.1.14). Note also that f0 , defined as the constant function of value
zero on R, is a further solution of (2.1.14) such that f0 p0q 0.
Problems
1) Calculate the integral.

»2 »2
3u 2 2x 1
u 12 x2 6x 9
a) du , b) dx ,
2 u2 0
»4 »1
u3 3x 1
x3 7x 6
c) du , d) dx ,
3 u2 3 0
»3 »3
x2 3 x2 3x 1
x3 2x2 7x 4
e) dx , f) dx ,
2 x3 6x2 12x 8 1
»1 »
x2 3x 4 3
x2 1
g) dx , h) dx ,
1 x3 4x2 x 4 3 x4 4x2 4
»4 »4
3x 5 3x 7
i) dx , j) dx ,
0 x4 4x2 3 2 x4 4x3 6x2 4x 1
» 1{2 »1
x3 4x 5 x3 3x2 1
x4 2x2 x4 15x2 10x 24
k) dx , l) dx ,
1{2 1 0
»0
2x2 1
m)
2 x4 x3 9x2 11x 4 dx ,
»1
x3 x 1
x4 3x3 3x2 7x
n) dx ,
0 6
»3
x2 1
o) dx ,
0 x4 2x3 3x2 4x 2
»2
2x3 x2 4
p) dx .
1 x4 3x3 5x2 9x 6
2.1.4 Approximate Calculation of Integrals

Theorem 2.1.31. (Midpoint Rule) Let a, b P R be such that a b,
f : ra, bs Ñ R be bounded and twice differentiable on pa, bq such that
|f 2pxq| ¤ K for all x P pa, bq and some K ¥ 0. Then
196
y
40
30
20
10
x
1.2 1.4 1.6 1.8 2
Fig. 54: Midpoint approximation.
(i) » b

f x dx
p q f a
2
b
pb q ¤ 24
K
pb aq3 .
a
a
(ii) In addition, let n P N , h : pb aq{n and ai : a i h for all

i P t0, . . . , nu. Then
»
b
n¸1 a K pb aq 3

f x dx
a
pq f
i
2
ai 1
h

¤ 24 n2
.

i 0
Proof. (i) By Taylor’s Theorem 1.4.23

2
|f pxq p1 pxq| ¤ K
2
x
a
2
b
for all x P pa, bq where

p1 pxq : f f1 x
a b a b a b
2 2 2
197
for all x P R is the first-degree Taylor-polynomial of f centered around
pa bq{2. Further,
»b

»b
p1 pxq dx f pb aq f1 x
a b a b a b
dx
a 2 2 a 2

2 b

f a
2
b
pb aq 1
2
f1 a
2
b
x
a
2
b

a
f a
2
b
pb aq .
In addition,
» b »b »b

f x dx
pq pq
p1 x dx ¤ |f pxq p1pxq| dx
a a a
»b
2
3 b

¤ K
2 a
x
a b
2
dx
K
6
x
a
2
b

a
K
24
p b aq3 .
(ii) is a simple consequence of (i).
Theorem 2.1.32. (Trapezoid Rule) Let I be some non-empty open interval

of R, f : I Ñ R be twice continuously differentiable and a, b P I be such
that a b. In particular, let |f 2 pxq| ¤ K for all x P pa, bq and some K ¥ 0.
Then
(i) » b
f paq f pbq
f x dx
pq 2
pb q ¤ 12
K
a pb aq3 .
a
(ii) In addition let n P N , h : pb aq{n and ai : a i h for all

i P t0, . . . , nu. Then
»
b f pa q
n¸1
f pai q h ¤ K pb aq3

f x dx
a
pq i
2
1
12 n2
.

i 0
198
y
40
30
20
10
x
1.2 1.4 1.6 1.8 2
Fig. 55: Trapezoid approximation.
Proof. Define
f pbq f paq
ppxq : f paq px aq
ba
for all x P R and h : f p. In particular, it follows that hpaq hpbq 0
and » b
f paq f pbq
ppxq dx pb aq .
a 2
By partial integration, it follows that
»b »b »b
hpxq dx
1
2
px bqpx aqh 2pxq dx 1 2
px bqpx aqf 2pxq dx
a a a
and hence that

» b »b

h x dx
pq ¤ 1
2
pb xq px aq |f 2pxq| dx
a a
199
»b
¤ K
2
pb xq px aq dx 12
K
pb aq3 .
a
(ii) is a simple consequence of piq.
Theorem 2.1.33. (Simpson’s Rule) Let h ¡ 0, I be some open interval of

R containing rh, hs, f : I Ñ R be four times continuously differentiable
and |f pivq pxq| ¤ K for all x P ph, hq and some K ¥ 0. Then
» h

pq
f x dx
1
rf phq 4f p0q f phqs h ¤ 90
K 5
h .
h 3
Proof. Define
" * 2
ppxq : rf phq f phqs f p0q hx2 rf phq f phqs f p0q
1 1 x
2 2 h
for all x P R and g : f p. Then gphq gp0q gphq 0 and
»h " *
ppxq dx rf phq f phqs f p0q 2h f p0q 2h
1
h 2 3
13 rf phq 4f p0q f phqs h .
By partial integration, it follows that

»0 »h
px hq p3x hq g pivq pxq dx
3
px hq3 p3x hq g pivq pxq dx
h 0
»h »h
px hq p3x 3
hq rg pivq pxq g pivq pxqs dx 72 g pxq dx
0 h
and hence that
» h »h

g x pq
dx
¤ K
ph xq3 p3x hq dx
h 36 0

h
K 3
36 5
ph xq5 h ph xq4 90
K 5
h .
0
200
y
50
40
30
20
10
x
1.2 1.4 1.6 1.8 2
Fig. 56: Simpson’s approximation.
Corollary 2.1.34. Let I be some non-empty open interval of R, f : I Ñ R

be four times continuously differentiable and a, b P I be such that a b.
In particular, let |f pivq pxq| ¤ K for all x P pa, bq and some K ¥ 0. Finally,
let n P N , h : pb aq{n and ai : a i h for all i P t0, . . . , nu. Then
»
b n1
1¸

pq
f x dx
a 6 i1
f pai q 4f ppai ai 1 q{2q f pai 1 q
h

K pb aq 5
¤ 2880 n4
.
Proof. The corollary is a simple consequence of Theorem 2.1.33.
Problems
1) Calculate the integral. In addition, evaluate the integral approxi-

mately, using the midpoint rule, the trapezoidal rule and Simpson’s
201
rule. In this, subdivide the interval of integration into 4 intervals of
equal length. Compare the approximation to the exact result.
»1 »1
du 2x
a)
0 p1 uq2 , b)
0 p1 x2 q2
dx ,
»1
3u2
c)
0 p1 u3q2 du .
2) By using Simpson’s rule, approximate the area in R2 that is enclosed
by the Cartesian leaf
?
C : tpx, y q P R2 : 3 2 py 2 x2 q 2 x px2 3y 2 q 0u ,
where a ¡ 0. In this, subdivide the interval of integration into 4

intervals of equal length. Compare the approximation to the exact
result which is given by 1.5.
3) The time for one complete swing (‘period’) T of a pendulum with
length L ¡ 0 is given by
a
L {g
T ?
2
π k 2 I pk q ,
1k 2
where
»1 ? 2
I pk q ? ? 1 2u ? 2 2 du ,
1 1 k2 u2 1k 1k u
θ0 P pπ, π q is the initial angle of elongation from the position of
rest of the pendulum, k : | sinpθ0 {2q|, and where g is the accel-
eration of the Earth’s gravitational field. By using Simpson’s rule,
approximate T for θ0 π {4. In this, subdivide the interval of inte-
gration into 4 intervals of equal length.
2.2 Improper Integrals

Definition 2.2.1. (Improper Riemann integrals)
(i) Let a P R, b P R Y t8u be such that a b and f : ra, bq Ñ R be
almost everywhere continuous. Then F : ra, bq Ñ R, defined by
»x
F pxq : f py q dy
a
202
for every y P ra, bq, is a continuous function by Theorem 1.5.18. We
say that f is improper Riemann-integrable if there is L P R such that
»x
lim F pxq lim f py q dy L .
x Ñb x Ñb a
In this case, we define the improper Riemann integral of f by

»b »x
f py q dy lim f py q dy .
a x Ñb a
(ii) Let a P R Y t8u, b P R be such that a b and f : pa, bs Ñ R be

almost everywhere continuous. Then F : pa, bs Ñ R defined by
»b
F pxq : f py q dy
x
for every y P ra, bq is a continuous function by Theorem 1.5.18. We

say that f is improper Riemann-integrable if there is some L P R
such that » b
lim F pxq lim f py q dy L .
x Ña x Ña x
In this case, we define the improper Riemann integral of f by
»b »b
f py q dy lim f py q dy .
a x Ña x
(iii) Let a P R Y t8u, b P R Y t8u such that a b and f : pa, bq Ñ R

be almost everywhere continuous. Then we say that f is improper
Riemann-integrable if, both, f |pa,cs and f |rc,bq are improper Riemann-
integrable for some c P pa, bq. In this case, we define
»b »c »b
f pxq dx : f pxq dx f pxq dx .
a a c
Note that as a consequence of the additivity of the Riemann integral,

Theorem
³b
1.5.17, this gives a well-defined definition of the symbol
a
f pxq dx.
203
Remark 2.2.2. Note that, in case that the integrand has an extension to
a continuous function on the respective closed interval, the improper Rie-
mann integral is equal to the Riemann integral of that extension.
Example 2.2.3. Define fα : pp0, 1s Ñ R, x ÞÑ 1{xα q for every real α.
Show that
(i) fα is improper Riemann-integrable for every α 1 and
»1
dx
xα
1 1 α .
0
(ii) fα is not improper Riemann-integrable for every α ¥ 1.

Solution: For α P Rzt1u and ε P p0, 1q, it follows that
»1
1 1ε α
dx
1 α
ε xα
and for α 1 that »1
dx
x
lnpεq
ε
and hence the statements.
Example 2.2.4. Define fα : p r1, 8q Ñ R, x ÞÑ 1{xα q for every real α.
Show that
(i) fα is improper Riemann-integrable for every α ¡ 1 and
»8
dx
xα
α 1 1
1
(ii) fα is not improper Riemann-integrable for every α ¤ 1.

Solution: For α P Rzt1u and x ¡ 1, it follows that
»x
x 1 α 1
1α
dy
1 yα
204
and for α 1 »x
dy
y
lnpxq
1
and hence the statements.
Theorem 2.2.5. Let a P R, b P R Yt8u be such that a b and f : ra, bq Ñ

R be almost everywhere continuous. Finally, let G : ra, bq Ñ R be defined
by » x
Gpxq : |f pyq| dy
a
for all x P ra, bq and be bounded. Then, f and |f | are improper Riemann-
integrable.
Proof. Let pbn qnPN be a sequence in ra, bq which is convergent to b. Since G

is bounded and increasing, suptRan Gu exists. As a consequence for given
ε ¡ 0, there is some c P ra, bq such that suptRan Gu Gpcq ε. Hence it
also follows that suptRan Gu Gpxq ε for all x P rc, bq. Then there is
n0 P N such that bn ¥ c for all n P N satisfying n ¥ n0 . Therefore it also
follows that | suptRan Gu Gpbn q| ε for n P N satisfying n ¥ n0 and
hence finally
lim Gpbn q suptRan Gu .
n Ñ8
Hence |f | is improper Riemann-integrable and
»b
|f pxq| dx suptRan Gu .
a
Further, for every x P ra, bq, it follows that

»x »x
p|f pyq| f pyqq dy ¤ 2 |f pyq| dy ¤ 2 suptRan Gu .
a a
Hence |f | f and therefore also f is improper Riemann-integrable.
205
y y
1
24
0.5
6
2
x x
1 2 3 4 5 1 2 3 4 5
Fig. 57: Graphs of the gamma function Γ (left) and 1{Γ.
Example 2.2.6. Show that fy : pp0, 8q Ñ R, x ÞÑ ex xy1 q is improper

Riemann-integrable for every y ¡ 0. Hence we can define the gamma
function Γ : p0, 8q Ñ R by
»8
Γpy q : ex xy1 dx
0
for all y P p0, 8q. Solution: Let y ¡ 0. For every ε ¡ 0, it follows that
»1 »1
ex xy1 dx ¤ xy1 dx ¤
1
ε ε y
and hence by Theorem 2.2.5 that fy |p0,1s is improper Riemann-integrable

and that »1
ex xy1 dx ¤ .
1
0 y
Further, hy : pr1, 8q Ñ R, x Ñ ex{2 xy1 q has a maximum at x0 :
maxt1, 2py 1qu. Hence it follows for every R ¥ 1 that
»R »R
ex xy1 dx ¤ hy px0 q ex{2 dx ¤ 2hy px0 q e1{2
1 1
206
and by Theorem 2.2.5 that fy |r1,8q is improper Riemann-integrable. Note
for later use that
»1 »R »R
Γp1q ex dx lim ex dx lim ex dx
0 R Ñ8 1 RÑ8 0
Rlim p 1 eR q 1 .
Ñ8
Γpy 1q y Γpy q (2.2.1)
for all y ¡ 0 and hence that
Γpn 1q n! (2.2.2)
for all n P N. Solution: By partial integration it follows for every y ¡ 0,
ε P p0, 1q and R P p1, 8q that
»R »R
ex xy dx eε ε y eR R y y ex xy1 dx
ε ε
and hence (2.2.1). Since Γp1q 1 0! , from this follows (2.2.2) by
induction.
Example 2.2.8. ( Gaussian integrals, I ) Show that fm,n : p r0, 8q Ñ

R, x ÞÑ xm enx {2 q is improper Riemann-integrable for all m P N, n P N .
2
In particular, show that I : N N Ñ R defined by

»8
I pm, nq : xm enx {2 dx
2
for all m P N, n P N satisfies
I pm 2, nq I pm, nq
m 1
(2.2.3)
n
for all m P N, n P N and, in particular,
2k k!
I p2k 1, nq ,
nk 1
207
1 3 p2k 1q
I p2pk 1q, nq
nk 1
?1n I p0, 1q (2.2.4)
for all k P N. Solution: First, it follows for n P N and x ¥ 1 that

»x »x x
y eny {2 dy pnyq eny {2 dy n1 eny {2
2 1 2 2
0 n 0 0
1
n 1 enx {2
2
,
»x »1 »x
eny {2 dy eny {2 dy eny {2 dy
2 2 2
0 0 1
»1 »x
¤ eny {2 dy yeny {2 dy
2 2
0 0
and hence by Theorem 2.2.5 that f0,m and f1,m are improper Riemann-
integrable as well as that
»8
I p1, nq y eny {2 dy n1 .
2
(2.2.5)
0
Further, according to Example 1.4.11, ex ¥ 1 and ex ¥ x for all x ¥ 0.

»x »x 2
ex
¥e 1
x
e dyy
¥ y dy x2
0 0
for all x ¥ 0 and in this way inductively that

m
ex ¥ xm!
for all x ¥ 1 and m P N. In addition, it follows for m P N, n P N and
x ¥ 0 that
»x »x
eny {2 dy pnyq eny {2 dy
m 2 2 1 2
y ym 1
n
0
x 0
»x
n1 ym e {2 pm 1q y m eny {2 dy
1 ny 2 1 2
0 n 0
208
»x
n1 xm enx {2 y m eny {2 dy .
1 2 m 1 2
(2.2.6)
n 0
Since,
1 m 2
enx {2 ¤
m! xnx2 {2

nx
1
e ,
n
we notice that
enx {2 0.
1 m 1 2
lim x
xÑ8 n
Hence it follows from (2.2.6) inductively the improper Riemann-integrability
of fn,m for all m P N and n P N as well as the validity of (2.2.3) for all
m P N and n P N . Further, it follows from (2.2.5) and (2.2.6) by induction
that
2k k! 1 3 p2k 1q
I p2k 1, nq , I p2pk 1q, nq I p0, nq
nk 1 nk 1
for all k P N and, finally, as a consequence of
»x » ?n x
eny {2 dy ? eu {2 du
2 1 2
0 n 0
that
1 3 p2k 1q
I p2pk 1q, nq
nk 1
?1n I p0, 1q .
Example 2.2.9. ( Gaussian integrals, II ) Together with Wallis’ product

representation of π from Theorem 2.1.17, the application of the results of
Example 2.2.8 allow the calculation of I p0, 1q as follows. Employing the
notation of Example 2.2.8, in a first step, we conclude for m P N, n P N
that
»x »x
0 y py tq eny {2 dy eny {2 dy
m 2 2
2
ym 2
0
»x »0 x
2t eny {2 dy eny {2 dy
2 2
ym 1
t2 ym 2
0 0
209
and hence that
» x
» x
eny {2 dy eny {2 dy
m 2 2 m 2 2
y y
0 0
» x
2
eny {2 dy ¡0
m 1 2
y
0
for all x ¥ 0 and, finally,

a
I pm 1, nq I pm, nq I pm 2, nq .
In particular, since according to (2.2.3)
I pn 1, nq I pn 1, nq , I pn 2, nq I pn, nq ,
n 1
n
we conclude that

a
I pn 1, nq I pn, nq I pn 2, nq I pn 2, nq
n
n 1
I pn 2, nq ,
a
I pn, nq I pn 1, nq I pn 1, nq I pn 1, nq
and hence that
I pn, nq I pn 1, nq I pn 2, nq .
In particular, the case n 2k 1, where k P N, leads to

2k k!
p2k 1qk 1 I p2k 1, 2k 1q I p2k 2, 2k 1q
1 p32k p12kqk 1 1q ?2k1 I p0, 1q I p2k 3, 2k 1q

1
2p2k pk1qk1q2!
k 1
210
and hence to
d
1 ? 2 4 2k
2k
4pk 1q
2 k 1
3 p2k 1q
I p0, 1q
d
3 ? 2 4 2pk 1q
2k
4pk

1 2k
2q 2k 1
2 k 2
3 p2k 3q
Finally, taking the limit k Ñ 8 in the last expression and applying Wallis’
product representation of π (2.2.4) leads to
»8
I p0, 1q ey {2 dy
2 π
. (2.2.7)
0 2

?
Γp1{2q π.
Solution: For this, let ε, R ¡ 0. By change of variables, it follows that

»R » R2 {2
ey {2 dy ? x1{2 ex dx
2 1
ε 2 ε2 {2
and hence by taking the limits that

π
2
?1 Γp1{2q .
2
Example 2.2.11. ( Beta function, I ) Show that fx,y : pp0, 1q Ñ R, x ÞÑ

tx1 p1 tqy1 q is improper Riemann-integrable for all x ¡ 0, y ¡ 0. Hence
we can define the Beta function B : p0, 8q2 Ñ R by
»1
B px, y q : tx1 p1 tqy1 dt
0
211
40
z 2
20
1.5
0
0 1
y
0.5
1 0.5
x 1.5
2 0
Fig. 58: Graph of the Beta function.
for all x ¡ 0, y ¡ 0. Solution: For this, let x ¡ 0, y ¡ 0. In addition, let

ε, δ P p0, 1{2q. Then
» 1{2 » 1{2 x 1{2
x
t p1 tqy1 dt ¤ 2 dt ¤ ε
x 1 x 1 2t 2 1 x
t
ε ε x ε x 2

x1
¤ x1 1
2
,
» 1δ » 1δ 1δ
2p1 y tq
y
t p1 tqy1 dt ¤ 2
x 1
p1 tq y 1

1 2 { 1 2{ 1 2{

y
y1
y2 1
2
δ y ¤ y1 1
2
.
Hence it follows by Theorem 2.2.5 that fx,y |p0,1{2s and fx,y |p1{2,1q are im-
proper Riemann-integrable and that
» 1{2
x1 »1
y1
t p1tqy1 dt ¤ t p1tqy1 dt ¤
x 1 1 1 x 1 1 1
, .
0 x 2 {
1 2 y 2
212
As a consequence, fx,y is improper Riemann integrable and satisfies
»1
x1
y1
t p1 tqy1 dt ¤
x 1 1 1 1 1
.
0 x 2 y 2
Example 2.2.12. ( Beta function, II ) Show that

lim y x B px, y q Γpxq (2.2.8)
y Ñ8
for all x ¡ 0. For this, let x ¡ 0, y ¡ 2. In addition, let ε, δ P p0, 1{2q.
Then
» 1δ
tx1 p1 tqy1 dt
ε
» py1qp1δq
x1
y1
y1 1
y1 y1
s
1
s
ds
py1qε
» py1qp1δq
y1
x1
py 1qx py1qε s 1 y 1
1 s
ds .
Further,
»
y1 » py1qp1δq
py1qp1δq
x1 x1 s

py1qε
s 1
s
ds s e ds

y 1 py1qε
» py1qp1δq
y1

x1 s
¤ s e 1

1
s

es ds .

py1qε y 1
We consider the auxiliary function h : r0, 8q Ñ R by

y1
hpsq : 1 1
s
es
y1
for all s P r0, 8q. Then hp0q 0, h is continuous and differentiable on
p0, 8q with derivative

y2
h 1 psq 1 ¡0
s s
es
y1 y1
213
for 0 s y 1. Hence it follows for s P r0, y 1s that
»s
y2
|hpsq| hpsq u
y1
1
y1
u
eu du
»s 0

y1
u
exp u py 2q ln 1
y1
du
u
0
»s »s
¤ u
exp u py 2q
u
du
u u
0 y1 y1 0 y1 y1
exp du
e s2
¤ 2py 1q
,
where the case a 1 of (1.4.11) has been used. Hence it follows further
that
» py1qp1δq
y1

x1 s
s e 1

1
s
y1
s
e ds

py1qε
» py1qp1δq
e s2
¤ sx1 es ds ¤ Γpx 2q .
e
py1qε 2py 1q 2py 1q
From the previous, we conclude that
|py 1qxB px, yq Γpxq| ¤ 2py e 1q Γpx 2q
and hence that

lim y x B px, y q Γpxq .
y Ñ8
Example 2.2.13. ( Beta function, III ) Show that
Γpxq Γpy q
B px, y q
Γpx y q
(2.2.9)
for all x, y ¡ 0. Solution: For this, let x, y ¡ 0. In the first step, we show
by use of partial integration that
B px, y 1q B px 1, y q .
y
(2.2.10)
x
214
For this, let ε, δ P p0, 1{2q. Then
» 1δ 1δ » 1δ

t p1 tq dt
x 1 y
t p1 tq
1 x y y
tx p1 tqy1 dt
ε x ε x ε
» 1δ
x1 rp1 δqxδy εxp1 εqy s tx p1 tqy1 dt
y
x ε
which implies (2.2.10). Further, it follows that

» 1δ » 1δ
t p1 tqy dt
x 1
tx p1 tqy1 dt
ε ε
» 1δ » 1δ
p1 t tq t p1 tqy1 dt
x 1
tx1 p1 tqy1 dt
ε ε
and hence that
B px, y 1q B px 1, y q B px, y q .
As a consequence, we obtain from (2.2.10) the equation
B px, y q B px, y 1q B px 1, y q B px, y 1q

x y
y
which results in
B px, y 1q
B px, y q .
y
(2.2.11)
x y
By induction, we conclude from (2.2.11) that
y py 1q py n 1q
B px, y nq B px, y q
px y q px y 1q px y n 1q
for every n P N . In particular,
1 2 pn 1q
B py, nq
y py 1q py n 1q
,
1 2 pn 1q
B px y, nq
px yq px y 1q px y n 1q
, (2.2.12)
215
where it has been used that
»1
B pz, 1q tz 1 dt
1
0 z
for every z ¡ 0. Hence it follows that
B py, nqB px, y nq
B px, y q
B px y, nq

x y
y n n n B py,nnxq pyyB pxnq y,B pnx,q y nq
x
.
From this follows (2.2.9) by taking the limit n Ñ 8 and applying (2.2.8).
Note that, as a consequence of (2.2.8) and the first identity of (2.2.12), we

arrive at Gauss’ representation of the gamma function
Γpxq lim pn 1qx B px, n 1q lim nx B px, n 1q

n Ñ8 n Ñ8
nx n!
nlim
Ñ8 x px 1q px nq
for every x ¡ 0.
Theorem 2.2.14. (Gauss’ representation of the gamma function) For

every x ¡ 0
nx n!
Γpxq lim
nÑ8 x px 1q px nq
. (2.2.13)
As an application of Gauss’ representation of the gamma function, we prove

the reflection formula for Γ.
Theorem 2.2.15. (Euler’s reflection formula for the gamma function)

The equation
Γpxq Γp1 xq
π
sinpπxq
(2.2.14)
holds for all 0 x 1.
216
y y
10 4
2
x
-1.5 -0.5 1 2 3 4 1
x
-4 -1.5 1 2 3 4
-10 -1
Fig. 59: Graphs of the extensions of the gamma function Γ (left) and 1{Γ to negative
values of the argument.
Proof. For this, let 0 x 1. Then it follows by (2.1.8) that

nx n!
Γpxq Γp1 xq
Ñ8 x px 1q px nq
lim
n

n1x n!
lim
n Ñ8 p1 xq p2 xq rpn 1q xs
x1 pn!q 2
n
nÑ8 p1 x2 q pn2 x2 q pn 1q x
lim
x1 lim
nÑ8 1 x

1
1 πx
p q p
π
q .
12
2
1 x
n
2
2
x sin πx sin πx
Remark 2.2.16. Note that the reflection formula (2.2.14) can and is used to
extend the gamma function to negative values of its argument. See Fig. 59.
Example 2.2.17. Show Legendre’s duplication formula for the gamma func-
tion
Γp2xq ? 22x1 Γpxq Γpx p1{2qq
1
(2.2.15)
π
217
for all x ¡ 0. Solution: For this, let x ¡ 0 and ε, δ P p0, 1{2q. Then
»1
Γpxq Γpxq
Γp2xq
B px, xq rtp1 tqsx1 dt
0
Further, it follows by change of variables that

» 1δ » 1δ "

*x1
rtp1 tqs dt
x 1
t
1 1 1
t
1
dt
ε ε 2 2 2 2
» p1{2qδ
x 1
» p1{2qδ
x1
u du 2 1 p2uq2
1 2 2 2x
du
p1{2q
ε 4 ε p1{2q
» 12δ
12x
2 p1 v2qx1 dv
2ε1
» 12δ »0
212x p1 v2qx1 dv p1 v q 2 x 1 dv
0
» 1 2δ
2ε 1
» 1 2ε

2 1 2x
p1 v q 2 x 1 dv p1 v q 2 x 1 dv . (2.2.16)
0 0
Further, it follows by change of variables that

»b » b2
p1 v q dv 1
2 x 1
y 1{2 p1 y qx1 dy ,
a 2 a2
where 0 a b, and hence by taking the limit a Ñ 0 that

»b » b2
p1 v q dv 1
2 x 1
y 1{2 p1 y qx1 dy .
0 2 0
Hence it follows from (2.2.16) that

» 1δ
rtp1 tqsx1 dt
ε
» » p12εq2
p12δq2
22x y 1{2p1 y qx1 dy y 1{2p1 y qx1 dy
0 0
218
and by taking the limits that
Γpxq Γpxq
Γp2xq
212xB p1{2, xq 212x ΓΓppx1{2qp1Γ{p2xqqq .
» π{2
Γ µ2 1 Γ ν 1
sin pθq cos pθq dθ
µ ν 2
(2.2.17)
0 2 Γ µ2 ν 1
for all µ, ν ¡ 1{2. Solution: For this, let µ, ν ¡ 1{2 and ε, δ P p0, 1{2q.
Then it follows by change of variables that
» 1δ
tpµ1q{2 p1 tqpν 1q{2 dt
» arcsinp?1δ q
ε
2 sinpθq cospθq rsin pθqs 2 pµ1q{2 r1 sin2 pθqspν 1q{2 dθ

?
arcsinp ε q
» arcsinp?1δ q
2 ? sinµ pθq cosµ pθq dθ
arcsinp ε q
and hence by taking the limits that

µ 1

» π{2
Γ Γ ν21
2
Γ µ2ν 1
B µ
2
1 ν
,
2
1
2 sinµ pθq cosν pθq dθ .
0
Problems
1) Show the existence in the sense of an improper Riemann integral and

calculate the value. In this, if applicable, s, a ¡ 0.
»1 »1
a) lnpxq dx , b) x lnpxq dx ,
0 0
»8 »8
c) esx dx , d) esx sinpaxq dx ,
0 0
»8 »8 ?x
e) esx cospaxq dx , f) e dx ,
0 0
219
»8 ?x »8
e
g) ?x dx , h) x expp x2 q dx ,
0
»8
8
dx 8 dx »
i) , j) ,
0 1 x3 0 x
4 3
»8 »8
dx dx
k)
8 e x e x
, l)
8» x 2 a2
,
»8 8
dx dx
m) 2
, n) 3 2
.
0 x 5x 6 0 x 2x 3x 6
2) The radial part of the ‘wave function’ of an electron in a bound state

around a proton is given by Rnl : p0, 8q Ñ R, where n P N , l P
t0, . . . , n 1u are the principal quantum number and the azimuthal
quantum number, respectively [32]. Calculate the expectation value
xry of the radial position of the electron in the corresponding state
given by ³8 3 2
xry ³08 r2 Rnl2 prq dr a ,
0
r Rnl prq dr
where a 0.529 108 cm is the Bohr radius.
?
2 r r{2
a) R10 prq 2 er , b) R20 prq 1 e ,
? 2 2
6 r{2
c) R21 prq re ,
?
12

d) R30 prq 1 r er{3

2 3 2 2 2
r ,
9 3 27

e) R31 prq ? r r2 er{3 ,

8 1
27 6 6
f) R32 prq ? r2 er{3
4
81 30
for all r ¡ 0.
3) The ‘wave function’ of a ‘harmonic oscillator’, i.e., the ‘wave func-
tion’ of a point particle of mass m ¡ 0 under the influence of a linear
restoring force, is given by ψn : R Ñ R, where n P N is the princi-
pal quantum number [2]. Calculate the expectation value xxy of the
position of the mass point in the corresponding state given by
³8
8 x ψn pxq dx .
2
xxy ³8
8 ψn pxq dx
2
220
y y
0.2
0.5
0.4
0.3 0.1
0.2
0.1
r r
1 2 3 4 2 4 6 8 10 12
y y
0.2
0.1
0.1
0.05
r r
2 4 6 8 10 12 4 8 12 16 20 24
y y
0.1 0.1
0.05 0.05
r r
4 8 12 16 20 24 4 8 12 16 20 24
Fig. 60: Graphs of pp0, 8q Ñ R, r ÞÑ r2 Rnl2 prqq corresponding to a) to f). Compare

Problem 2.
221
y y
0.6
0.4
0.2
0.1
x x
-4 -2 2 4 -4 -2 2 4
y y
0.4 0.4
x x
-4 -2 2 4 -4 -2 2 4
Fig. 61: Squares of the wave functions of a harmonic oscillator. Compare Problem 3
222
[In this, a pmω {~q1{2 , ω pk {mq1{2 , k ¡ 0 is the spring’s
constant and ~ is the reduced Planck’s constant.]

1{2
ψ0 pxq ?aπ ea {
2
x2 2
a) ,

1{2
b) ψ1 pxq ? 2axea {
a 2
x2 2
,
2 π

1{2
c) ψ2 pxq ?
a
8 π
p4a2 x2 2q ea x {2 2 2
,

1{2
d) ψ3 pxq ?
a
48 π
p8a3 x3 12axq ea x {2 2 2
for all x P R.
4) The time for one complete swing (‘period’) T of a pendulum with
length L ¡ 0 is given by
d »1
T 2 L
a
du
,
g 1 p1 u2 qp1 k2 u2q
where θ0 P pπ, π q is the initial angle of elongation from the position
of rest of the pendulum, k : | sinpθ0 {2q|, and where g is the acceler-
ation of the Earth’s gravitational field. Show that the corresponding
integral exists in the improper Riemannian sense. Split the integrand
into a Riemann integrable and an improper Riemann integrable part,
where the last leads on an integral that can easily be calculated. In
this way, give another representation of T that involves only a proper
Riemann integral.
2.3 Series of Real Numbers

Definition 2.3.1. Let x1 , x2 , . . . be a sequence of elements of R. We say
that x1 , x2 , . . . is summable or convergent if the corresponding sequence of
partial sums
¸
1 ¸
2 ¸
3
xk , xk , xk , . . . (2.3.1)

k 1
k 1 k 1
223
is convergent to some real number. In this case, the sum of x1 , x2 , . . . is
denoted by
8̧
xk . (2.3.2)
k 1
Otherwise, we say that x1 , x2 , . . . is not summable or divergent. The se-
quence in (2.3.1) is also called a series and in case of its convergence a
convergent series with its sum denoted by (2.3.2). In case of its divergence,
that series is called divergent.
Example 2.3.2. Let x P R. Show that the so called geometric series
¸
1 ¸
2 ¸
3
xk , xk , xk , . . .

k 1 k 1 k 1
is convergent if and only if |x| 1. In that case,
8̧
xk 1 1 x .

k 0
Solution: For this, we define

¸
n
Sn : xk
k 0
for every n P N. Note that in the case x 1, it follows that Sn n and
hence the divergence of the corresponding the geometric series. For x 1,
it follows that
¸
n n¸1
x Sn xk 1
xk Sn 1 xn 1

k 0 k 1
and hence that
1 1x x
n 1
Sn .
224
5
n
10 20 30 40 50
Fig. 62: Partial sums of the harmonic series and graphs of ln and 21 [2 lnp2q]1 ln.
As a consequence, the series of partial sums is convergent if and only if

|x| 1, and in this case
8̧
xk nlim
Ñ8
Sn
1
1x
.

k 0
Example 2.3.3. Show that the harmonic series

¸
1
1 ¸
2
1 ¸
3
1
, , , ...
k 1 k k
k 1 k
k 1
is divergent. For every n P Nzt0, 1u
¸ ¸ ¸ ¸
2 n 20 2 2 n
2
1
k
¥ 1 1
1

k 1 k
k 1 k
k 21 k 2n1
k
¸ ¸ ¸
2 0 22 2n
¥ 1
0
1
2
1
2n
k 1 2 2
k 21 k 2n1
225
¥ 1 p22 21q 212 p2n 2n1q 21n
1 1 1 1 n1 n 1
2 2 2 2
and hence the divergence of the harmonic series.
Remark 2.3.4. Note that because series are sequences of partial sums, we
can apply the Limit Laws of Theorem 1.2.4 to series.
Theorem 2.3.5. (Integral test) Let f : r1, 8q Ñ R be positive decreasing

and almost everywhere continuous. Then f p1q, f p2q, . . . is summable if
and only if f is improper Riemann-integrable. In this case,
»8 8̧ »8
f pxq dx ¤ f pk q ¤ f p1q f pxq dx (2.3.3)
1
k 1 1
as well as »8 8̧ »8
f pxq dx ¤ f pk q ¤ f pxq dx (2.3.4)
m 1
k m 1 m
for every m P N .
Proof. For this, we define the auxiliary function g : r1, 8q Ñ R by g p1q :

f p2q as well as g pxq : f pk 1q for all x P pk, k 1s and k P N . Then
»n 1 n »k
¸ 1 n¸1
g pxq dx g pxq dx f pk q
m
k m k
k m 1
for every m, n P N such that m ¤ n. If f is improper Riemann-integrable,

it follows because of |g | ¤ f and by Theorem 2.2.5 that g is improper
Riemann-integrable and hence that f p1q, f p2q, . . . is summable and
8̧ »8
f pk q ¤ f pxq dx

k m 1 m
226
y
10
s
1.5 2 2.5 3
Fig. 63: Graphs of ζ (black), 1{p1 sq (blue) and s{p1 sq (red).
for every m P N . If on the other hand f p1q, f p2q, . . . is summable, we

define the auxiliary function h : r1, 8q Ñ R by hpxq : f pk q for all
x P rk, k 1q and k P N . Then
»x »x 8̧
f py q dy ¤ hpy q dy ¤ f pk q
m m
k m
for every m P N and x P r1, 8q. Hence it follows by Theorem 2.2.5 that
f is improper Riemann-integrable and that
8̧ »8
f pk q ¥ f py q dy .

k m m
for every m P N .
Remark 2.3.6. Note that (2.3.4) can be used to estimate remainder terms
of the sequence.
227
2.5
1.5
0.5
n
10 20 30 40 50
Fig. 64: Partial sums of the series from Example 2.3.8 for the case p 1.
Example 2.3.7. (Riemann’s Zeta function ) Show that by

8̧ 1
ζ psq : s
n 1 n
for every s P p1, 8q there is defined a function ζ : p1, 8q Ñ R. This func-
tion is called Riemann’s zeta function. Solution: For every s P p1, 8q the
corresponding function fs : r1, 8q Ñ R defined by fs pxq : 1{xs for every
x ¥ 1 is positive decreasing and continuous and by Example 2.2.4 improper
Riemann-integrable. Hence the statement follows from Theorem 2.3.5. In
addition, it follows by (2.3.3) that
»8 »8
1
s1
fs pxq dx ¤ ζ psq ¤ 1 fs pxq dx
s
s1
.
1 1
Example 2.3.8. Let p ¥ 1. Determine whether the sequence a2 , a3 , . . .

defined by
ņ
an :
1
k 2
k plnpk qqp
228
for every n P Nzt0, 1u is convergent or divergent. Solution: For this, we
define the auxiliary function h : r2, 8q Ñ R by hpxq : x plnpxqqp for
every x ¥ 2. Then h is strictly positive, strictly increasing and continuous
and hence f : r1, 8q Ñ R defined by f pxq : 1{rpx 1qplnpx 1qqp s
for every x ¥ 1 is positive, strictly decreasing and continuous. Further for
p 1: »n
dx
lnplnpn 1qq lnplnp2qq
1 px 1q lnpx 1q
for every n P N . Using that lnplnp2m qq lnpm lnp2qq for every m P N ,
it follows that f is not improper Riemann-integrable. Hence it follows by
Theorem 2.3.5 the divergence of the corresponding sequence a2 , a3 , . . . .
For p ¡ 1 it follows that
»x
rplnpx 1qq1p plnp2qq1p s
dy 1
1 py 1qplnpy 1qq
p 1p
for every x ¥ 1 and hence the improper Riemann-integrability of f and by
Theorem 2.3.5 the convergence of the corresponding sequence a2 , a3 , . . . .
Theorem 2.3.9. (Comparison test) Let x1 , x2 , . . . and y1 , y2 , . . . be se-

quences of positive real numbers. Further, let xn ¤ c yn for all n P
tN, N 1, . . . u where c ¥ 0 and N is some element of N. If y1, y2, . . . is
summable, then x1 , x2 , . . . is summable, too.
Proof. If y1 , y2 , . . . is summable, the sequence of partial sums of x1 , x2 , . . .
is increasing and bounded from above and hence convergent.
Example 2.3.10. Show that the sequence a1 , a2 , . . . defined by

¸
n
an : lnpnq
1
k
k 1
for all n P N is convergent. See Fig. 62. Solution: For this, we define an
auxiliary sequence b1 , b2 , . . . by

¸
n
bn : lnpn 1q an lnpnq lnpn 1q an
1 n
ln
k 1
k n 1
229
for all n P N . Then

bn 1 bn n 21
ln
n 1 n 1
»1
»1
n 11
1
n 1
x n 1
dx
1
n 1 0 x
x
n 1
dx
0
and hence
0 ¤ bn bn ¤ pn 1
1 q2
1
for all n P N. Therefore b1 , b2, . . . is increasing and bounded from above
since

n¸1 8̧ 1
bn b1 pbk 1 bk q ¤ b1 2

k 1 k
k 1
for all n P N z t0, 1u. Hence b1 , b2 , . . . and a1 , a2 , . . . are convergent. The

constant
ņ
γ : lim lnpnq
1
nÑ8 k
k 1
is known as Euler constant. Presently, it is not yet known whether it is

rational or irrational. Since
»n 1 n »k
¸ 1 ¸
n
n¸1
lnpn 1q ¤ 1
dx dx 1 1
1 x
k 1 k
x
k 1
k k
k 1
1

n¸1 » k 1 »n
¤1 dx
x
1 dx
x
1 lnpnq ,
k 1 k 1
it follows that
0 ¤ ln ¤ an ¤ 1
n 1
n
for every n P N z t0, 1u and hence that 0 ¤ γ ¤ 1. To 7 decimal places it is
given by 0.5772156.
230
Example 2.3.11. Show Weierstrass’ representation of the gamma function
n
¹ x x{k
1
Γpxq
xe γx
lim
n Ñ8 k1
1
k
e (2.3.5)
for every x ¡ 0, where γ is Euler’s constant. Solution: For this, let x ¡ 0.

According to (2.2.13), Γpxq is given by
nx n! ¹
n
Γpxq lim
Ñ8 x px 1q px nq
x1 nlim
Ñ8
nx
1
x
n
k 1 1 k
Further,

¸
n ¸
n
nx exppx lnpnqq exp x lnpnq
1
k
exp
x

k 1 k 1 k
¸
n ¹
n
exp x lnpnq ex{k .
1
k 1
k
k 1

¸ 1 ¹ ex{k
n n
Γpxq x1 lim exp x lnpnq
nÑ8 x
k 1
k k 1 1 k
¹ ex{k
n
x1 eγx nlim
Ñ8 k1 1 xk

Theorem 2.3.12. (Limit comparison test) Let x1 , x2 , . . . and y1 , y2, . . .
be sequences of positive real numbers. Further, let
lim
xn
nÑ8 yn
1.
(Note that this implies that yn ¡ 0 for all n P tN, N 1, . . . u, where N is
some element of N.) Then x1 , x2 , . . . is summable if and only ify1 , y2, . . .
is summable.
231
Proof. Since limnÑ8 pxn {yn q 1, there is N P N such that
1
2
¤ xyn ¤ 32
n
for all N P N such that n ¥ N. Hence the statement follows by Theo-

rem 2.3.9.
Example 2.3.13. Let p 1. Determine, whether the sequence a1 , a2, . . .

defined by
an :
1
np
for all n P N , is summable. Solution: Since p 1, it follows for every
n P N that
1
np
¥ 1
n
for all n P N and hence by Theorem 2.3.9 and Example 2.3.3 the diver-

gence of a1 , a2 , . . . .
Example 2.3.14. Let p 1. Determine whether the sequence a2 , a3 , . . .

defined by
¸
n
an :
1
k 2
k plnpk qqp
for every n P Nzt0, 1u is convergent or divergent. Solution: Since p 1,
it follows for every k ¥ 3 that
plnpkqq1p ¥ 11p 1
and hence that
1
k plnpk qqp
¥ k ln1 pkq .
Hence it follows by Theorem 2.3.9 and Example 2.3.8 that the sequence
a2 , a3 , . . . is divergent.
232
Example 2.3.15. Determine whether the sequence a1 , a2 , . . . defined by
3n2
an :
n 1
pn5 2q1{2
for all n P N is summable. Solution: Define
bn :
3
n1{2
for all n P N . Then b1 , b2 , . . . is not summable according to Exam-
ple 2.3.13. In addition, it follows that
an
lim
nÑ8 bn
1
and hence by Theorem 2.3.12 also that a1 , a2 , . . . is not summable.
Theorem 2.3.16. (Summation by parts) Let x1 , x2 , . . . and y1 , y2, . . . be

sequences of real numbers and S1 , S2 , . . . be the sequence of partial sums
of x1 , x2 , . . . . Then
¸
n ¸
n
xk yk pSn cqyn 1 pSm1 cqym pSk cqpyk 1 yk q

k m k m
for all m, n P N such that n ¥ m and all c P R, where we define S0 : 0.
Proof. It follows for all m, n P N , that
¸
n ¸
n ¸
n
n¸1
xk yk pSk Sk1qyk Sk y k Sk y k 1

k m
k m
k m
k m 1
¸
n ¸
n
Sk y k Sk y k 1 Sn y n 1 Sm1ym

k m
k m
¸
n
Snyn 1 Sm1ym Sk pyk 1 yk q

k m
233
¸
n ¸
n
Snyn 1 Sm1ym pSk cqpyk 1 yk q c pyk 1 yk q

k m k m
¸
n
Snyn 1 Sm1ym pSk cqpyk 1 yk q cyn 1 cym

k m
¸
n
pSn cqyn 1 pSm1 cqym pSk cqpyk 1 yk q .

k m
Theorem 2.3.17. (Dirichlet’s test) Let x1 , x2 , . . . be a sequence of real

numbers such that its partial sums form a bounded sequence and y1 , y2, . . .
be a decreasing sequence of real numbers such that limkÑ8 yk 0. Then
the sequence x1 y1 , x2 y2 , . . . is summable,
8̧ 8̧
xk yk M1 y1 pSk M1 qpyk yk 1q (2.3.6)

k 1
k 1
and for every n P N

8̧

xk yk

¤ pM2 M1 q yn 1 , (2.3.7)

k n 1
where M1 , M2 P R are a lower bound and upper bound, respectively, of the

partial sums of x1 , x2 , . . . .
Proof. For this let S1 , S2 , . . . be the sequence of partial sums of x1 , x2 , . . .
and M1 , M2 P R be lower and upper bounds, respectively. Then by Theo-
rem 2.3.16
ņ ņ
xk yk pSn M1 qyn 1 M1 y1 pSk M1 qpyk yk 1q

k 1
k 1
as well as
ņ ņ
0¤ pSk M1 qpyk yk 1q ¤ pM2 M1qpyk yk 1q

k 1 k 1
234
pM2 M1 qpy1 yn 1q ¤ pM2 M1 q y1
for all n P N . Therefore the sequence
¸
1 ¸
2
pSk M1 qpyk yk 1q, pSk M1 qpyk yk 1q, . . .

k 1
k 1
is increasing as well as bounded from above and hence convergent. There-

fore, since limkÑ8 yk 0, it follows the summability of x1 y1 , x2 y2 , . . .
and p2.3.6q. Finally, it follows for every n P N that
8̧ 8̧
xk yk pSn M1 qyn 1 pSk M1 qpyk yk 1q

k n 1
k n 1
and hence
8̧
xk yk ¥ pSn M1 qyn 1 ¥ pM2 M1 qyn 1

k n 1
8̧ 8̧
xk yk ¤ pSn M1 qyn 1 pM2 M1 qpyk yk 1q

k n 1
k n 1
pM2 Snqyn 1 ¤ pM2 M1 qyn 1
and (2.3.7).
Example 2.3.18. Let s ¡ 0. Determine whether the sequence a1 , a2 , . . .

defined by
an :
p 1qn1
ns
for all n P N is summable. Solution: Define
xn : p1qn1 , yn :
1
ns
235
y
10
s
1.5 2 2.5 3
-5
-10
Fig. 65: Graph of an extended Riemann’s zeta function ζ.
for all n P N . Then the partial sums S1 , S2 , . . . of x1 , x2 , . . . oscillate

between 0 and 1 and y1 , y2 , . . . is decreasing as well as convergent to 0.
Hence by Theorem 2.3.17 a1 , a2 , . . . is summable and
8̧ 8̧
ak p2k
1
1 qs
p2k 1
2 qs

k 1
k 0
8̧
p2k
1
1 qs p2k
1
2 qs
21s ζ psq p1 21sq ζ psq

k 0
if, in addition, s ¡ 1. Note that the last formula can and is used to define ζ
on p0, 1q. See Fig. 65.
Theorem 2.3.19. (Abel’s test) Let x1 , x2 , . . . be a summable sequence of

real numbers and y1 , y2 , . . . a decreasing convergent sequence of real num-
236
bers. Then the sequence x1 y1 , x2 y2 , . . . is summable and

8̧ 8̧ 8̧
xk yk M1 y1 xk M1 nlim y
Ñ8 k
pSk M1 qpyk yk 1q

k 1
k 1
k 1
(2.3.8)
where M1 P R is a lower bound of the partial sums of x1 , x2, . . . .
Proof. For this, let S1 , S2 , . . . be the sequence of partial sums of x1 , x2 , . . .
and M1 , M2 P R be lower and upper bounds, respectively. Further, let
M3 , M4 P R be lower and upper bounds, respectively, of y1 , y2, . . . . Then
by Theorem 2.3.16
¸
n ¸
n
xk yk pSn M1 qyn 1 M1 y1 pSk M1 qpyk yk 1q

k 1
k 1
as well as
¸
n ¸
n
0¤ pSk M1 qpyk yk 1q ¤ pM2 M1qpyk yk 1q

k 1
k 1
pM2 M1 qpy1 yn 1q ¤ pM2 M1 q pM4 M3 q
for all n P N . Therefore, the sequence
¸
1 ¸
2
pSk M1 qpyk yk 1q, pSk M1 qpyk yk 1q, . . .

k 1
k 1
is increasing as well as bounded from above and hence convergent. Finally,

it follows the summability of x1 y1 , x2 y2 , . . . and p2.3.8q by the limit laws
for sequences.
Definition 2.3.20. (Absolute summability) A sequence x1 , x2 , . . . of real

numbers is said to be absolutely summable if the corresponding sequence
|x1|, |x2|, . . . is summable. It is called conditionally summable if it is
summable, but |x1 |, |x2|, . . . is not.
237
Theorem 2.3.21. Any absolutely summable sequence of real numbers is
summable.
Proof. For this, let x1 , x2 , . . . be some absolutely summable sequence of

real numbers. Then x1 |x1 |, x2 |x2 |, . . . is a sequence of positive real
numbers and
¸
n ¸
n 8̧
pxk |xk |q ¤ 2 |xk | ¤ 2 |xk |

k 1 k 1
k 1
for all n P R. Hence x1 |x1 |, x2 |x2 |, . . . and therefore by the limit laws
for sequences also x1 , x2 , . . . is summable.
Example 2.3.22. The examples of the harmonic series Example 2.3.3 and
the alternating harmonic series, i.e, the case s 1 in Example 2.3.18, show
that not every summable sequence is absolutely summable.
Example 2.3.23. Determine whether the sequence
sinp1q sinp2q sinp3q

, , ,... (2.3.9)
12 22 32
is absolutely summable. Solution: For every k P N

p q ¤ 1
sin k
.
k2 k2
Hence it follows by Example 2.3.7 and Theorem 2.3.9 that the sequence
(2.3.9) is absolutely summable.
Theorem 2.3.24. Let x1 , x2 , . . . be a summable sequence of real numbers.

Then for every ε ¡ 0, there is some N P N such that

¸n

xk

¤ε

k m
for all m, n P N satisfying n ¥ m ¥ N.
238
Proof. For this, let ε ¡ 0. Since x1 , x2, . . . is summable, there is N P N
such that
¸m 8̧

xk
xk

¤ 2ε
k 1 k 1
for all m P N satisfying m ¥ N. Hence it follows for all m, n P N such

that n ¥ m ¥ N 1 that

¸n ¸n
¸1
m ¸n 8̧ 8̧
¸1
m

xk

xk
xk

¤

xk
xk

xk
xk

¤ ε.

k m
k 1
k 1
k 1
k 1
k 1
k 1
Corollary 2.3.25. Let x1 , x2 , . . . be a summable sequence of real numbers.

Then
lim xn 0 .
n Ñ8
Theorem 2.3.26. (Ratio test) Let x1 , x2 , . . . be a sequence of real numbers.
(i) If there are q P p0, 1q and N P N such that

xn 1

x ¤q
n
for all n P N such that n ¥ N, then x1 , x2 , . . . is absolutely summable.
(ii) If there is N P N such that

xn 1

x ¥1
n
for all n P N such that n ¥ N. Then x1 , x2 , . . . is not summable.
Proof. ‘(i)’: For this, let q P p0, 1q and N P N be such that |xn 1| ¤ q |xn |
for all n P N satisfying n ¥ N. Then it follows by induction that
|xn| ¤ |xN | qnN

239
for all n P N such that n ¥ N. Hence it follows by Example 2.3.2 and
Theorem 2.3.9 the absolute summability of x1 , x2 , . . . . ‘(ii)’: For this let
N P N be such that |xn 1 |{|xn | ¥ 1 for all n P N satisfying n ¥ N.
Then it follows by induction that
|xn| ¥ |xN |
for all n P N satisfying n ¥ N and hence since xN 0 that x1 , x2 , . . . is
not converging to 0. Hence it follows by Corollary 2.3.25 that x1 , x2 , . . . is
not summable.
Example 2.3.27. Find all values x P R for which the sequence
x0 x1 x2
, , ,...
0! 1! 2!
is summable. Solution: For x 0, the corresponding sequence is obvi-
ously absolutely summable. For x P R and n P N, it follows that
n 1
x |x| 0
q nlim
n!
lim
nÑ8 n p1 ! xn Ñ8 n 1
and hence by Theorem 2.3.26 the absolute summability of the correspond-
ing sequence.
Theorem 2.3.28. (Root test) Let x1 , x2 , . . . be a sequence of real numbers.

(i) If there are qP r0, 1q and N P N such that
|xn|1{n ¤ q
for all n P N satisfying n ¥ N, then x1 , x2 , . . . is absolutely
summable.
(ii) If there is N P N such that
|xn|1{n ¥ 1
for all n P N satisfying n ¥ N, then x1 , x2 , . . . is not summable.
240
Proof. ‘(i)’: For this, let q P r0, 1q and N P N be such that |xn |1{n ¤ q for
all n P N satisfying n ¥ N. Then it follows that
|xn| ¤ qn
for all n P N satisfying n ¥ N and hence by Example 2.3.2 and Theo-
rem 2.3.9 the absolute summability of x1 , x2 , . . . . ‘(ii)’: For this let N P N
be such that |xn |1{n ¥ 1 for all n P N satisfying n ¥ N. Then it follows
that
|xn| ¥ 1
for all n P N such that n ¥ N and hence that x1 , x2 , . . . is not converging
to 0. Hence it follows by Corollary 2.3.25 that x1 , x2 , . . . is not summable.
Example 2.3.29. Determine whether the sequence
p1q2 rlnp12qs2 , p1q3 rlnp13qs3 , . . .

is summable. Solution: For n P Nzt0, 1u, it follows that
1{n

lim
nÑ8
p1q n 1
rlnpnqs
n
nlim 1
Ñ8 lnpnq
0
and hence by Theorem 2.3.28 the absolute summability of the correspond-
ing sequence.
Example 2.3.30. Note that in the case of the sequence a1 , a2 , . . . defined
by
an : s
1
n
for all n P N , where s ¡ 0, that neither the ratio nor the root test can be

applied, since

s
an 1
lim
nÑ8 a nlim
Ñ8 n
1s 1
n
1
n
lim n { s n
nlim es lnpnq{n e0 1 .
n Ñ8 Ñ8
241
1.1
0.9
n3
10 20 30 40 50
0.7
0.6
0.5
Fig. 66: Partial sums of the alternating harmonic series and its reordering from Exam-
ple 2.3.31
Example 2.3.31. (Rearrangement of a conditionally convergent series)

Define a1 , a2 , . . . by
a3k2 : p1q4k4
1 1
4k 3 2p2k 1q 1
a3k1 : p1q4k2
1 1
4k 1 2p2k q 1
a3k : p 1q2k1
1 1
2k 2k
for every k P N . Its ninth partial sum is given by

1
1 1 1 1 1 1
3 2 5 7 4 9 11 6
1
1
.
Obviously, a1 , a2 , . . . is a rearrangement of the alternating harmonic se-
quence which is only conditionally summable. The ninth partial sum of the
alternating harmonic series is given by
1
1 1 1 1 1 1 1 1
.
2 3 4 5 6 7 8 9
242
Obviously, it follows that
8̧ p1qk 1 1
k 2
1
3
56 .

k 1
Further, because of
2kp4k 8k 3
a3k2 a3k1 a3k
3qp4k 1q ¡ 0
for every k P N, it follows that
¸
3n
ak ¡ 56
k 1
for every n P N . So either a1 , a2 , . . . is not summable (!) or
8̧ 8̧ p1qk . p!q
ak ¡ ¡ 5
6 k

k 1
k 1
Theorem 2.3.32. (Rearrangements of absolutely convergent series) Let

x1 , x2 , . . . be an absolutely summable sequence of real numbers. Further,
let f : N Ñ N be bijective. Then the sequence xf p1q , xf p2q , . . . is also
absolutely summable and
8̧ 8̧
xk xf pkq . (2.3.10)
k 1
k 1
Proof. First, it follows that the sequence° of partial sums of |xf p1q |, |xf p2q |, . . .
is increasing with upper bound 8 k 0 | xk | and hence convergent. Hence
|xf p1q |, |xf p2q|, . . . is absolutely summable. Further, let ε ¡ 0. By The-
orem 2.3.24, there is N P N such that for all n, m P N satisfying
n ¥ m ¥ N, it follows that
ņ
|xk | ¤ ε .

k m
243
y
1
0.8
0.6
0.4
x
-3 -2 -1 1 2 3
Fig. 67: Graphs of the first five functions of the series from Example 2.4.1(i).
Since f is bijective, there is Nf P N such

t1, . . . , N u tf p1q, . . . , f pNf qu .
Hence it follows for every n P N satisfying n ¥ maxtN, Nf u:

¸n ¸
n

xf pkq
xk

¤ε.

k 1
k 1
Hence it follows also (2.3.10).
Problems
1) Express the periodic decimal expansion as a fraction.
a) 0.9 , b) 0.3 , c) 0.377 .
244
y
1
x
-2 1
-1
Fig. 68: Graphs of the first 4 functions of the series from Example 2.4.1(ii).
x
-3 -1 1 3
-1
Fig. 69: Graphs of the derivatives of the first 4 functions of the series from Exam-
ple 2.4.1(ii).
245
y
1.4
1.2
1
0.8
0.6
0.4
0.2
x
0.2 0.4 0.6 0.8 1
Fig. 70: Graphs of the first 10 functions of the series from Example 2.4.1(iii).
2) Calculate
8̧ 3p1 p1qn q 8̧ 1 1
a)
2n
, b) 1
,
n1 n1
4 n n 4
8̧ 1
8̧ 1
npn 3q n pn 1qpn 3q
c) , d) .
n 1 n 1
3) Determine whether the sequence a1 , a2 , . . . is absolutely summable,

conditionally summable or not summable.

k
a) ak k1 4
5
, b) ak 51{k ,
plnpk 1 1qqk a
p1qk
31{k
a) ak , b) k ,

arctanpkq ,
2k 1
c) ak { d) ak p2k2 1q! ,
k4 3 1
? ?
p3q pk!1 k2 q k 3 k
k
e) ak , f) ak ,
k
1{k
g) ak p1qk ke2 2
, h) ak p1qk k2 k 3
,
246
p1qk k2k k 3 2 , j) ak e3kk{2
2 3
i) ak ,
ak
p2kq! , l) a kk ,
k)
p3kq! k
k!

k
k) ak 1
1
, l) ak
rlnpkqs3 ,
k k2
where k P N .
4) Determine the values q ¥ 1 for which the corresponding sequence
a 3 , a4 , . . .
ak :
1
k lnpk q rlnplnpk qqsq
,
kP t3, 4, . . . u, is summable. Give reasons for your answer.

5) Define a4k : a4k 1 : 1, a4k 2 : a4k 3 : 1 for every k P N.
Determine whether the sequence
?ak ,
3 k 7
k P N, is absolutely summable, conditionally summable or not summable.
Give reasons for your answer.
6) Estimate the error if the sum of the first N terms is used as an ap-
proximation of the series.
8̧ 1 8̧
, N 3 , b) 9
1
a)
n1
n2 n2
n rlnpnqs2 , N ,
8̧ p1qn 1 8̧ p1qn 1
a) , N 7 , b)
n2
, N 14 .

n 1
n
n 1
7) Calculate the sum correct to 3 decimal places

8̧ 1 8̧ 1
5 lnpnq
a) 4
, b) ,
n1 n2
n n
8̧ 8̧
a) p1qn p2n1 q! , b) p1qn 1 n!
n2n
.
n1 n1
8) A rubber ball falls from initial height 3m. Whenever it hits the
ground, it bounces up 3{4-th of the previous height. What total dis-
tance is covered by the ball before it comes to rest?
247
9) If a1 , a2 , . . . is sequence of real numbers such that
n
lim an
Ñ8 0,
does this imply the summability of the sequence? Give reasons for
your answer.
10) Give an example for a convergent sequence of real numbers a1 , a2 , . . .
and a divergent sequence of real numbers b1 , b2 , . . . satisfying
lim
nÑ8 an
an 1
1, n
lim
Ñ8 bn
bn 1
1.
11) Give an example for a convergent sequence of real numbers a1 , a2 , . . .
and a divergent sequence of real numbers b1 , b2 , . . .
lim pan q1{n 1, lim pbn q1{n 1.

n Ñ8 n Ñ8
12) Assume that a1 , a2 , . . . is a summable sequence of real numbers.
Show that the sequence a21 , a22 , . . . is also summable.
2.4 Series of Functions

Example 2.4.1. (Examples of limits of sequences of functions)
(i) Define the sequence of infinitely often differentiable functions f1 , f2 , . . .
by
x2n
fn pxq :
1 x2n
for all n P N and x P R. Then
$
'
&0 if |x| 1
lim fn
Ñ8
pxq : nlim f pxq
Ñ8 n
1
'2
if x t1, 1u
if |x| ¡ 1
n
%
1
and hence limnÑ8 fn is not a continuous function.

(ii) Define the sequence of differentiable functions g1 , g2 , . . . by
sinpnxq
gn pxq :
n
248

lim gn
n Ñ8
pxq : nlim g pxq 0
Ñ8 n
for all x P R and hence limnÑ8 gn is a differentiable function. On
the other hand because of
gn1 pxq cospnxq
for all n P N and x P R, the limit of g11 pxq, g21 pxq, . . . does not exist
for any x P R and
1
1 lim gn1 p0q lim gn p0q 0 .
Ñ8 n nÑ8
Hence the sequence g11 , g21 , . . . of derivatives of g1 , g2 , . . . does not

converge pointwise to the derivative of limnÑ8 gn .
(iii) Define the sequence of continuous functions h1 , h2 , . . . by
hn pxq : nx p1 x2 qn
for all n P N and x P r0, 1s. Then

lim hn
n Ñ8
pxq : nlim h pxq 0
Ñ8 n
for all x P r0, 1s defines a continuous function. On the other hand,
»1
hn pxq dx
1 n
0 2 n 1
for every n P N and hence
»1 »1
1
2
nlim
Ñ8
hn pxq dx lim hn
n Ñ8
pxq dx 0 ,
0 0
i.e., the limit of the integrals of h1 , h2 , . . . over r0, 1s is different from

the integral of its limit function over r0, 1s.
249
y
0.5
x
-2 -1 1 2
Fig. 71: A uniform neighbourhood of size 1{4 around sinp2xq.
Definition 2.4.2. (Uniform convergence) A sequence f1 , f2 , . . . of func-

tions on some non-empty subset T of R is said to be uniformly convergent
to some function f : T Ñ R, if for every ε ¡ 0 there is some N P N such
that
|fnpxq f pxq| ε
for all x P T and all n P N such that n ¥ N.
Theorem 2.4.3. (Uniform limits of continuous functions are continu-
ous) Let f1 , f2 , . . . be a sequence of functions on some non-empty subset T
of R which is uniformly convergent to some function f : T Ñ R. Further,
let all f1 , f2 , . . . be continuous at some point x0 P T . Then f is continuous
at x0 , too, i.e.,

lim lim fn pxq lim lim fn pxq .
n Ñ8 xÑx0 x Ñx 0 n Ñ8
Proof. For this, let a1 , a2 , . . . be some sequence in T which is convergent
to x0 and ε ¡ 0. Then for every m, n P N
|f panq f px0q|
250
|f panq fm panq fmpanq fm px0 q fm px0q f px0q|
¤ |f panq fm panq| |fmpanq fmpx0 q| |fmpx0 q f px0q| . (2.4.1)
Since f1 , f2 , . . . is uniformly convergent to f , there is m0 P N such that
|fm pxq f pxq| ¤ 3ε

0
for all x P T . Further, since fm 0 is continuous in x0 , there is N P N such

that
|fm panq fm px0 q| ¤ 3ε
0 0
for all n P N satisfying n ¥ N. Hence it follows by (2.4.1) that
|f panq f px0 q| ¤ ε
for all n P N such that n ¥ N.
Theorem 2.4.4. (A simple limit theorem for Riemann integrals) Let

f1 , f2 , . . . be a sequence of almost everywhere continuous functions on
ra, bs, where a, b P R are such that a ¤ b, which is uniformly convergent to
some almost everywhere continuous function f : ra, bs Ñ R. Then
»b »b »b
lim fn pxq dx lim fn pxq dx f pxq dx .
n Ñ8 a a n Ñ8 a
Proof. For this, let ε ¡ 0. Since f1 , f2 , . . . is uniformly convergent to f ,

there is n P N such that
|fnpxq f pxq| ¤ ε
for all x P ra, bs. Hence
» b »b »b »b

pq
fn x dx
pq
f x dx ¤ |fnpxq f pxq| dx ¤ ε dx
a a a a
¤ pb aq ε .
251
Theorem 2.4.5. Let f1 , f2 , . . . be a sequence of continuous functions on
ra, bs, where a, b P R are such that a ¤ b, such that f1 px0 q, f2px0q, . . .
is convergent for some x0 P ra, bs. Further, let the restriction of each fn ,
n P N , to pa, bq be differentiable with a derivative that can be extended to
a continuous function fn1 on ra, bs. Finally, let the sequence f11 , f21 , . . . be
uniformly convergent to some continuous function g : ra, bs Ñ R. Then
f1 , f2 , . . . is uniformly convergent to a continuous function f : ra, bs Ñ R
whose restriction to pa, bq is differentiable with derivative given by g |pa,bq .
Hence in particular,
1
lim fn1 pxq lim fn pxq (2.4.2)
nÑ8 n Ñ8
for all x P pa, bq.
Proof. By Theorem 1.5.20, it follows that
»x
fn pxq fn1 py q dy fn paq
a
for all n P N and x P ra, bs. Further, from this follows by the con-
vergence of f1 px0 q, f2 px0 q, . . . , the uniform convergence f11 , f21 , . . . to g
and Theorem 2.4.4 the pointwise convergence of f1 pxq, f2 pxq, . . . to some
f : ra, bs Ñ R and
»x
f pxq g py q dy lim fn paq
a n Ñ8
for all x P ra, bs. Further, from this follows by Theorem 1.5.18 and the
continuity of g that f is continuous with its restriction to pa, bq being dif-
ferentiable with derivative given by g |pa,bq . Finally, from
»x
|fnpxq f pxq| ¤ |fn1 pyq gpyq| dy |fnpaq nlim f paq|
Ñ8 n
a
valid for every n P N and x P ra, bs, the uniform convergence of f11 , f21 , . . .
to g and the convergence of f pa1 q, f pa2 q, . . . to limnÑ8 fn paq, it follows
the uniform convergence of f1 , f2 , . . . to f .
252
Remark 2.4.6. Note that Example 2.4.1(ii) shows that only the assumption
of a uniform convergence of the sequence f1 , f2 , . . . alone in Theorem 2.4.5
does not guarantee the validity of (2.4.2) in general.
Theorem 2.4.7. (Weierstrass test) Let f1 , f2 , . . . be a sequence of func-

tions on some non-empty subset T of R for which there is a summable
sequence M1 , M2 , . . . of positive real numbers such that
|fnpxq| ¤ Mn
for all x P T and n P N . Then the series S1 , S2 , . . . defined by
ņ
Sn : fk

k 1
for all n P N is uniformly convergent to a function S : T Ñ R on T . Also

is the series S1 pxq, S2 pxq, . . . absolutely convergent to S pxq for all x P T .
Proof. For this let x P T . Then by Theorem 2.3.9, it follows the absolute
° of f1 pxq, f2 pxq, . . . . Hence we can define S : T Ñ R by
summability
S pxq : 8k 1 fk pxq for all x P T . Further for given ε ¡ 0, there is N P N
such that
¸n 8̧

Mk
Mk

¤ε

k 1
k 1
for all n P N satisfying n ¥ N. For such n, it follows that

¸n 8̧ 8̧

p q p q ¤
fk x

S x

|fk pxq| ¤ Mk ¤ε

k 1
k n 1
k n 1
for all x P T and hence the uniform convergence of S1 , S2 , . . . to S.

8̧ xn
n
n 1
253
for all x P p1, 1q. Solution: For this, define
xn 1
fn pxq : xn , gn pxq :
n 1
|fnpxq| ¤ pmaxt|a|, |b|uqn , |gnpxq| ¤ pmaxt|a|, |b|uqn 1

for all n P N and x P ra, bs where a, b P R are such that 1 a ¤ b 1.
Hence by Theorem 2.4.7, it follows the uniform convergence of
¸
n ¸
n
Sf n : fk |ra,bs , Sgn : gk |ra,bs

k 0 k 0
for n Ñ 8 as well as the absolute summability of f0 pxq, f1 pxq, . . . and
g0 pxq, g1 pxq, . . . for all x P p1, 1q. Further, it follows by Theorem 2.4.4
8̧ bk ak 1 lim » b S pxq dx
1
nÑ8
fn

k 0
k 1 a
»b »b
1a
lim Sf n
n Ñ8
pxq dx dx
1x
ln 1b
a a
and hence, finally,

8̧ xn 8̧ xn 1
1
lnp1 xq
n 1 n n
n 0
for all x P R.

8̧
nxn

n 1
for all x P p1, 1q.
254
Solution: For this define
fn pxq : xn , gn pxq : nxn1
|fnpxq| ¤ pmaxt|a|, |b|uqn , |gnpxq| ¤ n pmaxt|a|, |b|uqn1

for all n P N and x P ra, bs where a, b P R are such that 1 a ¤ b 1.
¸
n ¸
n
Sf n : fk |ra,bs , Sgn : gk |ra,bs

k 0
k 0
for n Ñ 8 as well as the absolute summability of f0 pxq, f1 pxq, . . . and

g0 pxq, g1 pxq, . . . for all x P p1, 1q. Hence it follows by Theorem 2.4.5
that
8̧ 1
kx
k 1
nlim S pxq lim Sf1 n pxq lim Sf n pxq p1 1 xq2

k 0
Ñ8 gn nÑ8 n Ñ8
for all x P pa, bq. Hence, finally, it follows that

8̧
nxn p1 x xq2

n 1
for all x P p1, 1q.

»8
xs1
ζ psq
1
Γpsq ex 1
dx
0
for all s ¡ 1. Solution: For this, let s ¡ 1. According to (1.4.4)
ex 1 ¡ x
255
for all x P p0, 8q and hence
xs1
ex 1
xs2
for all x P p0, 1s. Further, an easy calculation shows that
ex 1 ¡ ex{2
for all x ¥ 1 and hence that

xs1
ex 1
xs1 ex{2
for all x ¥ 1. Hence by Examples 2.2.3, 2.2.6 and Theorem 2.2.5, it follows
the improper Riemann integrability of f : pp0, 8q Ñ R, x ÞÑ xs1 {pex
1qq. Further, define for k P N
fk pxq : xs1 epk 1qx
for every x P R. Then it follows for ε, R P R such that 0 ε R and any

x P rε, Rs
|fk pxq| ¤ Rs1epk 1qε .
¸
n
Sf n : fk |rε,Rs

k 0
for n Ñ 8 to f |rε,Rs as well as the absolute summability of f0 pxq, f1 pxq, . . .

for all x P p0, 8q. Hence it follows by Theorem 2.4.4 that
»R
xs1
8̧ » R
dx xs1 epk 1qx dx
ε ex 1 k 0 ε
8̧ 1 » kR
ks ys1ey dy ¤ Γpsq ζ psq
k 1 kε
256
and hence that »8
xs1
dx ¤ Γpsq ζ psq .
0 ex 1
On the other hand,
» kR »8
¸ xs1
n
y ey dy ¤
1 s 1
ex 1
dx

k 1
ks kε 0
for every n P N and hence

»8
¸ xs1
n
Γpsq ¤
1
ex 1
dx

k 1
ks 0
and, finally, »8
xs1
Γpsq ζ psq ¤
ex 1
dx .
0
Example 2.4.11. There is a fairly elementary way to show that

π2
ζ p2q . (2.4.3)
6
For this, we define for every n P N a corresponding Sn : R Ñ R by
¸
n
Sn pxq : cospkxq
1
2 k 1
for every x P R. In a first step, it follows that
sinrp2n 1q x{2s
Sn pxq
2 sinpx{2q
for all x P Rzt2πk : k P Zu and every n P N . The proof proceeds by
induction of n P N . First, it follows by the addition theorem for the sine
function that
x x 1 x x
2 sin S1 pxq 2 sin cospxq sin 2 sin cospxq
2 2 2 2 2
257
x x x
sin 2
sin
2
cospxq cos
2
sinpxq
x x
cospxq sinpxq sin

3x
sin cos
2 2 2
for every x P R and hence the validity of the statement in the case n 1.
Further, if the statement is true for some n P N , then it follows by the
addition theorem for the sine function that
x x x
2 sin Sn 1 pxq 2 sin Sn pxq 2 sin cos rpn 1qxs
2
2 2
sin p2n 2 1q x sin x2 cos rpn 1qxs cos x2 sin rpn 1qxs

sin
x
cos rpn 1qxs cos
x
sin rpn 1qxs sin
p2n 3q x
2 2 2
for every x P R and hence the validity of the statement where n is replaced
by n 1. Hence the statement holds for all n P N . In the following let
n P N . Then
»π »π n »π
¸
xSn pxq dx x cospkxq dx
x
dx
0 0 2
k 1 0
2 n
¸ π ¸n »π
π
4
x
k
sinpkxq k1 sinpkxq dx

k 1
0
k 1 0
π
π2 ¸
n
1
cospkxq π2 ¸
n
p1qk 1
.
4
k 1
k2 0 4
k 1
k2 k2
Further, by integration by parts, it follows that

»π »π
sinrp2n 1q x{2s
xSn pxq dx
2 sinpx{2q
x dx
0 0
»π
sinxp{x2{2q sinrp2n 1q x{2s dx
0 π
x{2
2n 1 cosrp2n 1q x{2s sinpx{2q
2
0
258
»π
sinpx{2q px{2q cospx{2q
cosrp2n 1q x{2s dx
1
2n 1 0 sin2 px{2q
Note that in this derivation it has been used that

sinpx{2q px{2q cospx{2q
x
lim
Ñ0 sinpxq
x
1, x
lim
Ñ0 sin2 px{2q
0
which follows from an application of L’Hospital’s theorem, Theorem 1.4.36.
As a consequence, the function pp0, 2π q Ñ R, x ÞÑ px{2q{ sinpx{2q and its
derivative have uniquely determined extensions to continuous functions on
r0, 2πq. Further, by using the last fact, it follows that
» π

sin x 2 p { q p { q p { q rp
x 2 cos x 2
q {s

1 x 2 dx

0
»π
2
sin x 2 p{q cos 2n

¤
sin x 2
p { qp { q p { q
x 2 cos x 2

0 sin2 x 2 p{q dx
and hence that »π

lim xSn pxq dx 0 .
n Ñ8 0
π2
8̧ p1qk
4 k2
1
k2
0.

k 1
The last implies that

8̧ p1qk π2
8̧ π2
ζ p2q ζ p2q 1
k 1 k2 4
2
k 1
p2kq2 4
ζ p22q π2
4
and hence p2.4.3q.
259
y
1
x
-3 -2 -1 1 2 3
Fig. 72: Graph of the auxiliary function h in Example 2.4.12.
Example 2.4.12. (A continuous nowhere differentiable function) In the

first step, we define an auxiliary function h : R Ñ R by
hpx 2k q : |x|
for all 1 ¤ x 1 and k P Z. This implies that

|hpxq hpyq| ¤ |x y|
for all x, y P R. For the proof, let x, y P R and n P Z such that n
mintx, y u. Then »v
hpv q g puq du ,
n
for all v P R, where g : R Ñ R is defined by
#
g py 2k q :
1 if 1 ¤ y 0
1 if 0 ¤ y 1
260
y y
0.7
1
x x
-1 -0.5 0.5 1 -1 -0.5 0.5 1
y y
1.4 2
x x
-1 -0.5 0.5 1 -1 -0.5 0.5 1
Fig. 73: Graphs of pR Ñ R, x ÞÑ °nk1 p3{4qk hp4k xqq for n 1, 2, 3 and 10. Compare
Example 2.4.12.
261
for all 1 ¤ y 1. Hence if x ¤ y
» y »y

|hpxq hpyq| pq
g u du
¤ |gpuq| du y x |x y|
x x
and if y ¤x
» x »x

|hpxq hpyq| pq
g u du
¤ |gpuq| du x y |x y| .
y y
In the next step, we define f : R Ñ R by

8̧ 3
n
f pxq : hp4n xq

n 0
4
for all x P R. Since

n
n
3

4 p q¤
h 4n x

3
4
for all x P R, the summability of the sequence p3{4q, p3{4q2 , . . . and the
continuity of pR Ñ R, x ÞÑ p3{4qn hp4n xqq for every n P N , it follows by
Theorems 2.4.3, 2.4.7 that f is continuous. In the following, we show that
f is nowhere differentiable. For this, let x P R and m P N . Define
#
4m {2 if p4m x, 4m x p1{2qq contains no integer
δm :
4m{2 if p4m x p1{2q, 4mxq contains no integer
and
hp4n px δm qq hp4n xq
γmn :
δm
for every n P N . When n ¡ m, 4n δm 4nm {2 is an even integer which
implies that γmn 0. When n ¤ m, it follows that

|γmn| : p p δm qq hp4n xq | 4n px δm q 4n x|
h 4n x
¤ 4n .

δm δm
262
We conclude that
°8 n °8
p
f x δm q p q
f x n0 34 h 4n

p px δm qq n 0
3 n
4
hp4n xq

δm δm

8̧
n ¸ m
n

n0 4
3
γmn

n0 4
3
γmn

m̧
n m̧
n m̧

n0 4
3
4 n
3
4
p
4n γmn q¥

3n 12 3m 1
1 .
n0
n 0
Hence the sequence

f px δ1 q f pxq f px δ2 q f pxq
, , ...
δ1 δ2
is unbounded and hence not convergent, but
m
lim δm
Ñ8
0.
Therefore, f is not differentiable in x.
Example 2.4.13. (A space-filling curve) Let h : r0, 2s Ñ R be some

continuous function such that hptq 0 for all t P r0, 1{3s Y r5{3, 2s and
hptq 1 for all t P r2{3, 4{3s. We consider the 2-periodic continuous
extension of this function to the whole of R which will also be denoted by
h. Then we define f1 , f2 : R Ñ R by
8̧ hp32k2 tq 8̧ hp32k1 tq
f1 ptq : , f2 ptq :

k 1
2k
k 1
2k
for all t P R. By Theorem 2.4.7, it follows that both series converge point-
wise absolutely as well as uniformly on R and hence by Theorem 2.4.3 that
f1 and f2 are continuous. In the following, we show that f pr0, 1sq r0, 1s2
where f : R Ñ R2 is the continuous curve defined by f ptq : pf1 ptq, f2 ptq
for all t P R. For this, let x, y P r0, 1s and
8̧ x 8̧ y
x
k k
k
, y k
2
k 1 k 1 2
263
y
0.8
0.6
0.4
0.2
x
0.2 0.4 0.6 0.8
Fig. 74: Curve from Example 2.4.13 resulting from truncating the sums after k 4.
their binary representation where x1 , x2 , . . . and y1 , y2 , . . . in t0, 1u. Then
we define t P r0, 1s by
8̧ t
t2
k
,
k 1
3k
where t2k1 : xk and t2k : yk for all k P N . Then it follows for every
n P N that

8̧ 8̧ 8̧ t
hp3n tq h 2 h h
tk tk n k
2 2 .

k 1
3 n
k

k n 1
3 n
k
3
k 1
k
In case that tn 1 0,
8̧ t 8̧ 1
2
n
3k
k
¤2 3k
13

k 1 k 2
and hence hp3n tq 0 tn 1 and in case that tn 1 1,
8̧ t 8̧ 1
2
3
¤2 n
3k
k
¤2 3k
1
k 1 k 1
264
and hence hp3n tq 1 tn 1 . As a consequence,
8̧ hp32k2 tq 8̧ t 8̧ x
2k 1
f1 ptq x,
k

k 1
2k
k 1
2k k 1
2k
8̧ hp32k1 tq 8̧ t 8̧ y
f2 ptq y .
2k k

k 1
2k 2
k 1
k
2
k 1
k
Note in particular that f p0q p0, 0q and f p1q p1, 1q.
Lemma 2.4.14. Let a0 , a1 , . . . be a sequence of real numbers such that the

set
t|a1|, |a2|1{2, |a3|1{3, . . . u
is unbounded. Then the sequence a0 , a1 x, a2 x2 , . . . is not summable for
every non-zero real x.
Proof. For this, let x be some non-zero real number. Then also
t|a1x|, |a2x2 |1{2, |a3x3 |1{3, . . . u

is unbounded and hence there exists for every N P N some n P N such that
|anxn | ¥ N n .
Hence the sequence an xn , n P N, does not converge to zero and therefore
is also not summable by Corollary 2.3.25.
Theorem 2.4.15. (Power series) Let x0 P R, a0 , a1 , . . . be a sequence of

real numbers which contains infinitely many non-zero members and is such
that the set
t|a1|, |a2|1{2, |a3|1{3, . . . u
is bounded from above. Finally, let N P N and
1
rN : sup |aN | { , |a
1 N
| {p
1 N 1 q, . . . ( .
N 1
265
(i) Then the sequence a0 , a1 px x0 q, a2 px x0 q2 , . . . is absolutely
summable for every x P px0 rN , x0 rN q, and the series of poly-
nomials defined by
¸
n
Sn pxq : ak px x0 qk

k 0
for every x P R is uniformly convergent on rx0 r 1, x0 r 1 s for

every r 1 satisfying 0 ¤ r 1 rN .
(ii) The number
1
r : lim sup |aN | { , |a
1 N
| {p
1 N 1 q, . . . ( ,
N Ñ8 N 1
where we set 1{0 : 8, is called the radius of convergence of the

‘power series’ S0 , S1 , . . . . For any x P R such that |x x0 | ¡ r,
S0 pxq, S1 pxq, . . . is divergent.
(iii) The power series S0 , S1 , . . . and S01 , S11 , . . . have the same radius of
convergence.
Proof. ‘(i)’: First, it follows by the definition of rN that
|an|1{n ¤ r1
N
for all n P N satisfying n ¥ N. Further let x P px0 rN , x0 rN q, then
|anpx x0 qn|1{n |an|1{n|x x0 | ¤ |x r x0 | 1

N
for n P N satisfying n ¥ N, and hence it follows by Theorem 2.3.28 that

the sequence a0 , a1 px x0 q, a2 px x0 q2 , . . . is absolutely summable.
Further, let r 1 be such that 0 ¤ r 1 rN . Then it follows for every n P
N, N 1, . . . and every x P rx0 r 1 , x0 r 1 s that
1
k
|ak px x0 q k
| |ak | r 1k ¤ r
rN
266
and hence, obviously, by Theorem 2.4.7 the uniform convergence of S0 , S1 ,
. . . on rx0 r 1 , x0 r 1 s. ‘(ii)’: First, it follows that r is well-defined
since 1{r1 , 1{r2 , . . . is decreasing and bounded from below by 0 and hence
convergent to some positive real number. In the case that this number is
different from zero, it follows that
lim sup |aN |1{N , |aN |1{pN q, . . . ( 1 .

1
N Ñ8 1
r
Hence, if x P R is such that |x x0 | ¡ r there is an infinite number of
n P N such that
|an|1{n ¡ |x x0 |
1
and hence the sequence an px x0 qn , n P N, does not converge to zero and

therefore is also not summable by Corollary 2.3.25. ‘(iii)’: First, we note
that the series S01 , S11 , . . . is convergent for some x P R if only if pidR x0 q
S01 , pidR x0 q S11 , . . . is convergent in x and hence that both power series
have the same radius of convergence. Further for k P t3, 4, . . . u, it follows
by (1.4.11) that
|ak |1{k ¤ elnpkq{k |ak |1{k pk |ak |q1{k ¤ e |ak |1{k

and that expplnp3q{3q, expplnp4q{4q, . . . is decreasing and convergent to
1. Hence, obviously, it follows that the convergence radii of pidR x0 q
S01 , pidR x0 q S11 , . . . and S0 , S1 , . . . are the same.
Corollary 2.4.16. Let x0 , a0 , a1 , . . . and r be as in Theorem 2.4.15. Then

f : px0 r, x0 r q Ñ R defined by
8̧
f pxq : ak px x0 qk

k 0
for all x P px0 r, x0 r q is infinitely often differentiable with derivative

8̧
f pnq pxq ak px x0 qkn
k!
pk nq!
k n
267
and in particular
f n!px0q
pnq
an
for every n P N and x P px0 r, x0 r q. Further for every a, b P R such

that a ¤ b and ra, bs px0 r, x0 r q,
»b 8̧ »b
f pxq dx ak px x0 qk dx
a
k 0 a
8̧ ak
k 1
pb x0 qk 1
pa x0 qk 1
.
k 0
Proof. The statement is a simple consequence of Theorems 2.4.15, 2.4.5

and 2.4.4.
Theorem 2.4.17. (Abel’s theorem) Let x0 P R, a0 , a1 , . . . , r be as in The-

orem 2.4.15 and f : px0 r, x0 r q Ñ R be defined by
8̧
f pxq : ak px x0 qk

k 0
for all x P px0 r, x0 r q. Further, let a0 r 0 , a1 r 1 , . . . be summable. Then

8̧
lim f pxq ak r k .
x Ñx0 r

k 0
Proof. For this, let S1 , S0 , S1 , . . . be the sequence of partial sums of a0 r 0 ,

a1 r 1 , . . . , S1 : 0 and
8̧
S : ak r k .
k 0
Then it follows that
ņ
ak px x0 qk
ņ
ak r k
x x0 k

k 0
k 0
r
268

¸
n
pSk Sk1q
x x0 k

k 0
r
x x0 n
x x0 ¸ x x0 k
n 1
Sn r
1
r
Sk
r
k 0
for every x P px0 r, x0 r q, n P N and hence by Theorem 2.3.9

x x0
8̧ x x k
f pxq 1
0
Sk .
r k 0
r
Further if M ¡ 0 is some upper bound for S1 , S2 , . . . , it follows for given

ε ¡ 0, n0 P N such that |Sn S | ¤ ε{2 for all n P tn0 , n0 1, . . . u and
x P px0 r, x0 r q satisfying
" *
x0 x min r,
|S |q ε
r
2n0 pM
r
that

x x0
8̧ x x k
|f pxq S | r
1

pSk S q r 0
k 0
8̧
k
x x0 | x x0 |
¤ 1 r |Sk S | r
k 0
¤ n0 pM |S |q 1 x r x0 2ε ¤ ε

for all n P tn0 , n0 1, . . . u.
Example 2.4.18. By Examples 2.3.18,2.4.8, it follows that the sum of the

alternating harmonic series is given by
8̧ p1qn 1 lnp2q .

n 0
n
269
y
1.1
0.9
0.8
0.7
0.6
0.5
n
10 20 30 40 50
Fig. 75: Partial sums of the alternating harmonic series and Graph of the constant function
of value lnp2q.
y
1
0.8
0.6
0.4
0.2
x
2 6 10
-0.2
-0.4
Fig. 76: Graphs of J0 , J1 and J2 .
270
Example 2.4.19. Let ν P r0, 8q. Find a solution fν : R Ñ R of the
differential equation
xfν2 pxq
p2ν 1q fν1pxq xfν pxq 0 (2.4.4)
for all x P R and such that fν p0q 1{Γpν 1q. Solution: We assume that
fν has a representation as a power series around 0
8̧
fν pxq ak xk (2.4.5)

k 0
for all x P pr, r q, where is some sequence of real numbers a0 , a1 , . . . with

corresponding convergence radius r ¡ 0, which are to be determined. Then
it follows by Corollary 2.4.16 that
0 xfν2 pxq p2ν 1q fν1 pxq xfν pxq

8̧ 8̧ 8̧
k pk 1q ak x k 1
p2ν 1q k ak x k 1
ak xk 1

k 0
k 0
k 0
8̧ 8̧
k pk 2ν q ak xk1 ak xk 1

k 1
k 0
8̧
p2ν 1q a1 rpk 2qpk 2ν 2q ak 2 ak s xk 1
k 0
which is satisfied for all x P pr, r q if
a0 1, a1 0, ak 2 pk ak
2qpk 2ν 2q
for every k P N or explicitly if

a2k
p1{4qk , 0
k! Γpν k 1q
a2k 1
271
for all k P N. Since
q
a2pk 1q x2pk 1
x2
lim
k Ñ8 a x2k

klim
Ñ8 4pk 1qpk ν 1q
0
2k
foe every x P R, it follows by Theorem 2.3.26 that the convergence radius

of the corresponding power series is infinite and hence that fν : R Ñ R
defined by (2.4.5) has the required properties. In terms of fν , the so called
Bessel function Jν of the first kind and of order ν is given by
x ν 8̧
k
Jν pxq :
x ν
fν pxq p1qk x2
k! Γpν k 1q
(2.4.6)
2 2 k 0
4
for all x P p0, 8q. By (2.4.6), (2.4.4), it follows that Jν satisfies the differ-
ential relation
x2 Jν2 pxq xJν1 pxq px2 ν 2 qJν pxq 0 ,

for all x P p0, 8q.
Theorem 2.4.20. (Cauchy product of series) Let a0 , a1 , . . . , b1 , b2 , . . . be

absolutely summable and summable, respectively, sequences of real num-
bers. We define n ¸
cn : ak bnk

k 0
for all n P N. Then c1 , c2 , . . . is summable and

8̧ 8̧ 8̧
ck ak bk .

k 0 k 0 k 0
Proof. For this, let A0 , A1 , . . . , B0 , B1 , . . . and C0 , C1 , . . . be the sequence
of partial sums of a0 , a1 , . . . , b1 , b2 , . . . and c1 , c2 , . . . , respectively. Further,
let βn : Bn B for every n P N where
8̧
B : bk .
k 0
272
In a first step, it follows by induction that
ņ
Cn ak Bnk

k 0
and hence that

¸
n ¸
n
Cn ak pB βnk q An B ank βk

k 0 k 0
for every n P N. Since, limnÑ8 βn 0, for given ε ¡ 0 there is N P N
such that |βn | ¤ ε for all n P tN, N 1, . . . u. Hence for such n

¸n ¸
N ¸
n

ank βk

¤ |ank | |βk | |ank | |βk |
k 0 k 0
k N 1
¸
n 8̧
¤M |ak | ε |ak |

k n N k 0
where M ¡ 0 is such that |βk | ¤ M for all k P tN, N 1, . . . u. Further,
by Theorem 2.3.24, there is N 1 P N such that
¸
n
|ak | ¤ ε

k n N
for all n P tN N 1, N N1 1, . . . u. Hence for such n

¸n 8̧

a β

nk k

¤ M |ak | ε.

k 0 k 0
Example 2.4.21. Define
?p1q
n
an : bn :
n 1
273
and ņ
cn : ak bnk

k 0
for all n P N. Then a0 , a1, . . . and b1 , b2 , . . . are conditionally summable.

Further,
cn :
¸
n
p
? 1 qk p1qnk ¸
?n k 1 p1q a
n
n
1
k 0
k 1 k 0 pk 1qpn k 1q
¸
n
p1qn b
1
2 2

k 0 n
2
1 n
2
k
and hence
|cn| ¥ 2pnn
2
1q
for all n P N. As a consequence, limnÑ8 |cn | 0 and therefore c1, c2, . . .

is not summable.
Example 2.4.22. (Arithmetic series) Show that for all m, n P N

¸
n
r k pk 1qpk m 1q s
m
1
1
n pn 1qpn mq . (2.4.7)

k 1
Solution: For this, let n P N. In a first step, it follows that for all |x| 1
8̧ pk nq!
n!
p1 xqn 1
k!
xk ,

k 0
including the absolute summability of the series. The proof proceeds by

induction over n P N. For the case n 0, this follows from Example 2.3.2.
If the statement is true for some n P N, we conclude by Theorem 2.4.15
and Corollary 2.4.16 that
pn 1q! 8̧ k pk nq! xk1 8̧ pk 1q

pk n 1q! k
p1 xqn 2 k1 k! k 0
pk 1q!
x
274
8̧ pk n 1q! k
k!
x
k 0
for all |x| 1, including the absolute summability of the last series, and
hence the validness of the statement where n is replaced by n 1. Further,
it follows by Theorem 2.4.20 that

8̧ 8̧ pk nq!
1 n!
1 x p1 xqn 1
xk
k!
xk

k 0
k 0
8̧ ¸
k
pl nq!

l!
xk
k 0 l 0
for |x| 1. Since,
8̧ pk
1 n!
1 x p1 xqn 1
n 1 1 p1pn xq1nq! 2 n 1 q! k
pn 1q k! x

k 0
for |x| 1, it follows by Corollary 2.4.16 that

k¸1 ¸
k
l pl 1q pl n 1q pl 1q pl 2q pl nq

l 1
l 0

ķ
pl nq!
n 1 1 pk n 1q!

l 0
l! k!
n 1 1 pk 1q pk 2q pk n 1q
for all k P N and hence (2.4.7) for all m, n P N . From (2.4.7), we can
iteratively determine the sum of the arithmetic series
ņ
Sm pnq : km
k 1
for all m, n P
N . We carry the procedure through for m 1 to 4. For
m 1, according to (2.4.7)
ņ
S1 pnq k 12 npn 1q .

k 1
275
for all n P N . For m 2, according to (2.4.7)
¸
n
S2 pnq S1 pnq r kpk 1q s npn 1qpn 2q
1

k 1
3
and hence
S2 pnq npn 1qpn 2q npn 1q npn 1qp2n 1q

1 1 1
3 2 6
¸
n
S3 pnq 3S2 pnq 2S1 pnq r kpk 1qpk 2q s npn 1qpn 2q
1
k 1 4
and hence
S3 pnq npn 1qpn 2qpn 3q npn 1qp2n 1q

1 1
4 2
npn 1q
1
4
npn 1qpn2 5n 6 4n 2 4q
14 n2pn 1 q2

¸
n
S4 pnq 6S3 pnq 11S2 pnq 6S1 pnq r k pk 1q pk 3q s
k 1
1
5
n pn 1q pn 4q
and hence
S4 pnq n pn 1q pn
n pn 1q2 4q
1 3 2
5 2
116 npn 1qp2n 1q 3npn 1q 301 npn 1q
r 6pn 2qpn 3qpn 4q 45npn 1q 55p2n 1q 90 s
276
301 npn 1q
r 3p2n3 18n2 52n 48 15n2 15n 30q 55p2n 1q s
301 npn 1q r 3p2n3 3n2 37n 18q 55p2n 1q s
301 npn 1q r 3pn2 n 18qp2n 1q 55p2n 1q s
301 npn 1qp2n 1qp3n2 3n 1q
for all n P N . As a consequence, we arrive at the following results.
S1 pnq npn 1q , S2 pnq npn 1qp2n 1q ,

1 1
2 6
S3 pnq n pn 1q2 , S4 pnq npn 1qp2n 1qp3n2 3n 1q
1 2 1
4 30
for all n P N .
Theorem 2.4.23. (Taylor expansions) Let I be a non-trivial open interval,

a P I and f : I Ñ R be infinitely often differentiable and such there are
M ¥ 0 and N P N such that
|f pnqpxq| ¤ M n
for all n P tN, N 1, . . . u. Then
8̧ f pkq paq
f pxq px aqk (2.4.8)

k 0
k!
for all x P I.
Proof. By Theorem 1.4.23 for every x P I and n P tN, N 1, . . . u, there
is some cx,n in the closed interval between a and x such that
pnq
f pkq paq
n¸1 f p q |x a|n ¤ pM |x a|qn

p q
f x
k!
px q
a k

cx,n
n! n!

k 0
277
and hence
n¸1 f pkq paq

lim f x
nÑ8
p q k!
px q 0 .

a k

k 0
Corollary 2.4.24. Let I, a P I, f : I Ñ R and M ¥ 0 as in Theorem

2.4.23. Then
8̧ f pk 1q
paq px aqk
f 1 pxq
k 0 k!
for all x P I and F : I Ñ R, defined by
8̧ f pk1q paq
F pxq : px aqk
k 1 k!
for all x P I, is an anti-derivative of f .

Proof. Obviously without restriction, we can assume that M, N ¥ 1. Fur-
ther, let g : f 1 . Then g is infinitely often differentiable and
n
|gpnqpxq| |f pn 1qpxq| ¤ M n 1 M 2 ¤ M 2 n
1
2
for all n P tN, N 1, . . . u and x P I. Hence it follows by Theorem 2.4.23

that
8̧ f pk 1q paq
g pxq px aqk (2.4.9)

k 0
k!
for all x P I. Further, let c, d P I be such that c a d. Then we define
F : pc, dq Ñ R by
»x »a
F pxq : f py q dy f py q dy
c c
for every x P pc, dq. Then F is infinitely often differentiable with its first
derivative given by the restriction of f to the interval pc, dq. Further, F paq
0 and
|F pnqpxq| |f pn1qpxq| ¤ M n1 ¤ M n
278
y
6
5
4
3
2
1
x
0.25 0.5 0.75 1 1.25 1.5 1.75
Fig. 77: Graphs of the exponential function and corresponding Taylor polynomials of
orders 0, 1 and 2 around 0.
for all n P tN, N 1, . . . u and x P pc, dq. Hence it follows by Theo-

rem 2.4.23 that
8̧ f pk1q paq
F pxq px aqk (2.4.10)

k 1
k!
for all x P pc, dq.
Example 2.4.25. By Theorem 2.4.23 it follows that

8̧ xk
x
e ,
k!
k 0
8̧ 2k
cospxq p1qk px2kq! ,

k 0
8̧ 2k 1
sinpxq p1qk p2kx

k 0
1q!
for all x P R.
279
y
1
0.5
x
0.5 1 2 2.5
-0.5
-1
Fig. 78: Graphs of the cosine function and corresponding Taylor polynomials of orders
0, 2, 4 around 0.
y
2
1.5
0.5
x
0.5 1 1.5 2 3
-0.5
Fig. 79: Graphs of the sine function and corresponding Taylor polynomials of orders 1, 3, 5
around 0.
280
y
0.8
0.6
0.4
0.2
x
0.25 0.5 0.75 1 1.25 1.5 1.75
Fig. 80: Graphs of the error function, an associated asymptote and corresponding Taylor
polynomials of orders 1, 3, 5 around 0.
Example 2.4.26. Find the power series expansion around zero of the error
function defined by »
2 x y2
erfpxq : ? e dy
π 0
for all x ¥ 0. By Example 2.4.25, it follows that
8̧ 2k
ey p1qk yk!
2

k 0
for all y P R including the absolute summability of this sum and also the
uniform convergence of the sequence of functions S0 , S1 , . . . defined by
ņ
y 2k
Sn py q : p1q
k

k 0
k!
for every n P N and y P R on every closed subinterval of R. Hence it
281
follows by Theorem 2.4.4
»x » x 8̧ 2k
erfpxq ?2π ey dy ?
2 2
π
p1qk yk! dy
0 0 k 0
8̧ »x 8̧
?2π pk!1q p1qk x2k 1
k
y 2k dy ?π 2
p2k 1q k!
k 0 0 k 0
for all x ¥ 0.
Example 2.4.27. Find the first three terms in the Taylor expansion of
f pxq : eax cospxq
for all x P R where a P R. Solution: By Examples 2.4.20,2.4.25, it follows
that the first three terms in the Taylor expansion of f are given by
c0 c1 x c2 x2 ,
where
c0 a0b0 , c1 a0b1 a1b0 , c2 a0b2 a1b1 a2 b0 ,
a0 1, a1 a, a2 a2 {2, b0 1, b1 0, b2 1{2, and hence by
a2 1 2
1 ax x
2
for all x P R.
Example 2.4.28. (Binomial series) Let ν P R. Show that

8̧ ν
p1 xq ν
n
xn

n 0
for all x P p1, 1q if ν R N and all x P p1, 8q if ν P N. The coefficients

in the series are called ‘binomial coefficients’. They are defined by

: 1 , : ν pν 1q pν pn 1qq
ν ν 1
0 n n!
282
for every n P N . Note that

Γpν 1q
ν
n
Γpn 1q Γpν n 1q
for all n P N satisfying n ν 1. The series is called a binomial series.
Note that in case that ν P N, the series terminates since

ν
ν
k
0
for all k P N . In this case, the series coincides with a finite sum. Solution:
First, we notice that there is n0 P N such that

ν
n
0
for n P N satisfying n ¥ n0 if and only if ν P N. In this case, the power
series coincides with a finite sum and its convergence radius is therefore
infinite. In the case that ν R N, it follows that

ν
n 1

xn 1

pn n! ν ν 1
p q pν nq |x|
ν
n
xn q
1 ! ν ν 1 p q pν pn 1qq
|νn n1| |x| ¤ n n 1 |x|
for all x P p1, 1q and n P N satisfying n ¥ ν. Hence it follows by the
ratio test, Theorem 2.3.26, that the series is absolutely summable for every
x P p1, 1q and not summable for every |x| ¡ 1. As a consequence, in
this case, the convergence radius of the power series is equal to 1. In the
following, we define I : p1, 8q if ν P N, I : p1, 1q if ν R N and
f : I Ñ R by
8̧ ν
f pxq : xn
n0
n
for all x P I. Then,
8̧
p1 xqf 1 pxq p1 xq xn1

ν
n

n 1
n
283
8̧
8̧
n nν xn1 n
ν
n
xn
n1 n1
8̧
8̧ ν
pn 1q n 1 x
ν n
n
n
xn
n0 n0
8̧

pn 1q
n
ν
1
n
ν
n
xn
n 0
for every x P I. In particular,

p0 1q
0
ν
1
0
ν
0
ν
1
νν ν
0
and

pn 1q
n
ν
1
n
ν
n
pn 1q
pn
1
1q!
ν pν 1q pν nq
ν pν 1q pν pn 1qq
1
n
n!
rpν nq ns n! ν pν 1q pν pn 1qq ν nν .
1

p1 xqf 1 pxq νf pxq (2.4.11)
for all x P I. The last is equivalent to
1
p1 id I qν f pxq 0
for all x P I. Then it follows by Theorem 1.4.7 that p1 id I qν f is a
constant function and, since f p0q 1, that f pxq p1 xqν for all x P I.

x ν »π
Jν pxq ?π Γ 2
1
cospx cos θq sin2ν θ dθ
ν 2 0
284
for all x ¡ 0 and ν ¥ 0. Solution: For this, let ν ¥ 0. Then it follows by
use of the power series expansion of cos and Theorem 2.4.4 that
»π » π 8̧
p1qk x2k cos2k θ sin2ν θ
0 0 k 0
p2kq! dθ
8̧ p1qk »π
p2kq! x
2k 2ν
sin θ cos θ dθ 2k
.

k 0 0
Further, it follows by change of variables and (2.2.17) that

»π » π{2 »π
2ν
2ν
sin2ν θ cos2k θ dθ
0 0 {
π 2
» π{2 » π{2 π π
sin2ν θ cos2k θ dθ sin2ν θ̄ cos2k θ̄ dθ̄
0 0 2 2
» π{2 » π{2
sin2ν θ cos2k θ dθ cos2ν θ̄ sin2k θ̄ dθ̄
0
1
1
0
Γ νΓpk νΓ k 1q 2 2
For k 0, it follows by Legendre’s duplication formula (2.2.15) for Γ that

Γ ν 12 Γ k 12 ? 12k Γ ν 12 Γp2kq
Γpk ν 1q
π 2 Γpk ν 1q Γpkq

? 12k Γ ν 12 2k Γp2kq ? 2k Γ ν 12 p2kq!
π2
Γpk ν 1q 2k Γpk q
π 2 Γpk ν 1q k!
and hence that
»π
? 1
p2kq!
π 22k
Γ ν
sin2ν θ cos2k θ dθ 2
0 Γpk ν 1q k!
for all k P N, where, as usual, 0! : 1. This leads to
»π
? 1
8̧ p1qk x 2k
cospx cos θq sin θ dθ π Γ ν
2ν
0 2 k! Γpk ν k 0 1q 2
285
and hence to

x ν »π
?π Γ 2
1
ν 2 0
x ν 8̧ p1qk x 2k
2 k! Γpk ν 1q 2
Jν pxq ,
k 0
where the last equality is a consequence of (2.4.6).
Problems
1) Find the interval of convergence of the given series

8̧ xn
8̧ xn
a) , b) ,
1 nn 0 n0
1 n2
8̧ xn
8̧ px 1qn
c)
3n pn 1q
, d) ? ,
n0 n0
n 1
8̧ p3x 2qn 8̧ n!
e)
5n
, f)
10n
xn ,

n 0 n0
8̧ xn
8̧ xn
lnpn 2q plnpn 2qqn
g) , h)
n0 n0
for real x.
2) Find the Taylor series of f around x0 and the corresponding conver-
gence radius and interval of convergence.
a) f pxq : 4x{p1 2x 3x2 q , x P Rzt1{3, 1u ; x0 0 ,

b) f pxq : sinpxq , x P R ; x0 π {4 ,
c) f pxq : sin2 pxq , x P R ; x0 π {4 ,
d) f pxq : lnp1 xq , x 1 ; x0 0 ,
e) f pxq : sinhpxq , x P R ; x0 0 ,
f) f pxq : coshpxq , x P R ; x0 0 ,
g) f pxq : x3 3x 7 , x P R ; x0 3 ,
h) f pxq : 3 , x P R ; x0
x
0 ,
286
i) f pxq : 1{p1 x x2 q , x P R ; x0 0 ,
j) f pxq : 1{p1 x3
q, xPR; x0 0 ,
k) f pxq : ex {2 , x P R ; x0 0 ,
2
l) f pxq : lnp1 x2 q , x P R ; x0 0 .
3) Find the MacLaurin series of
f pxq :
1
,
1 x2
x P R, and use the result to determine the MacLaurin series of
arctan. Finally, show that
8̧ p1qn
π
.
4 2n 1
n 0
4) The MacLaurin series for f : p1, 1q Ñ R defined by
f pxq : lnp1 xq
for all x P p8, 1q is not useful for computation since converging

too slowly.
a) Find the MacLaurin series for g : p1, 1q Ñ R defined by

g pxq : ln
1 x
1x
for all x P p1, 1q. Also, find the convergence radius and inter-
val of convergence of the series.
b) Show that the error of truncating the series after n P N terms
is equal or smaller than
2n 1
2n
2
x
1 1 x2
for x P p1, 1q.
c) Compute lnp2q to four decimal places by using the series ob-
tained in a). Show the accuracy of your result by using the
estimate from bq.
287
5) By use of the Cauchy product of series, determine the MacLaurin
series of f .
a) f pxq : p1 xq2 , x 1 ,
b) f pxq : lnp1 xq{p1 xq , x ¡ 1 ,
c) f pxq : rlnp1 xqs , x ¡ 1 .
2
6) By use of the Cauchy product of series show that
exppxq exppy q exppx yq
for all x, y P R.
7) Calculate the first k nonzero terms in the Taylor expansion of f
around x0 .
a) f pxq : ecospxq , x P R ; x0 0, k3 ,

b) f pxq : cospxq{p1 xq , |x| 1 ; x0 0 , k 6 ,
?
c) f pxq : expp x q , x P r0, 8q ; x0 1 , k 3 ,
8) Use the Taylor series of the sine function around π {4 to approximate

its value at 470 degrees correctly to five decimal places.
9) Evaluate
» 1{2
dx
0 1 x6
to four-decimal-place accuracy by using a suitable power series ex-
pansion. Give reasons for the validity of your calculation.
10) Calculate the leading first four digits of
»1
cospeu q du
0
by using a suitable power series expansion. Give reasons for the

validity of your calculation.
#
if x ¤ 0
f pxq :
0
expp1{xq if x ¡ 0
.
a) Show that f is infinitely often differentiable.
288
y
0.5
x
-1 1 3 5
Fig. 81: Graphs of f from Problem 11 and the constant function of value 1 which is an
asymptote for large positive values of the argument.
b) Calculate the MacLaurin series of f and show that it does not

converge to f pxq for any x ¡ 0.
12) By a power series expansion around x 0, find a solution of the
differential equation satisfying the given boundary conditions. De-
termine the convergence radius of the series.
a)
f 2 pxq 2f 1 pxq f pxq 0
for all x P R;
f p0q 0 , f 1 p0q 1 .
b)
p1 xq2 f 2 pxq 2f pxq 0
for all x 1;
f p0q f 1 p0q 1 .
c)
xf 2 pxq 2f 1 pxq xf pxq 0
for all x P R;
f p0q 1 .
d)
xf 2 pxq f 1 pxq p3 xqf pxq 0
289
for all x P R;
f 2 p0q 2 .
13) Let a, b ¡ 0 and c ¡ a b.
a) Find the convergence radius r of the Gauss hypergeometric se-
ries
Γ pc q
8̧ Γpa nqΓpb nq xn
ΓpaqΓpbq n0 Γpc nq n!
for x P R.
b) Show that the corresponding hypergeometric function f , which
is generally denoted by the symbol ‘F pa, b; c; q’ in the litera-
ture, satisfies the hypergeometric differential equation
x p1 xqf 2 pxq rc pa b 1qxsf 1 pxq abf pxq 0 ,
x P pr, rq.
c) Show that
arctanpxq
F p1{2, 1; 3{2, x2q ,
x
1 lnp1 xq
F p1{2, 1; 3{2, x2q
2x 1 x
,
lnp1 xq
F p1, 1; 2, xq ,
x
for 0 |x| r1{2 , 0 |x| r, respectively.
14) Let a, b ¡ 0.
a) Find the radius r of convergence of the confluent hypergeomet-
ric series
Γpbq
8̧ Γpa nq xn
Γpaq n0 Γpb nq n!
for x P R.
b) Show that the corresponding confluent hypergeometric func-
tion f , which is generally denoted by the symbol ‘M pa, b, q’
in the literature, satisfies the confluent hypergeometric differ-
ential equation
x f 2 pxq pb xqf 1 pxq af pxq 0 ,

x P pr, rq.
290
y
15
10
x
-2 -1 1 2
-5
-10
Fig. 82: Graphs of Hermite polynomials H0 , H1 , H2 , H3 .
c) Show that
sinhpxq
M pa, a, xq ex , M p1, 2, 2xq ex
x
for all x P pr, rq, 0 |x| r, respectively.
15) Let n P N. By a power series expansion around x 0, find a solution
Hn : R Ñ R of Hermite’s differential equation
f 2 pxq 2xf 1 pxq 2nf pxq 0 ,
x P R, satisfying
Hn p0q p1qn{2 1
pn{2q! , Hn p0q 0
n!
if n is even and
Hn p0q 0 , Hn1 p0q 2 p1qpn1q{2

n!
rpn 1q{2s!
if n is odd. Determine the convergence radius of the associated power
series around x 0.
16) Let ν P R. By a power series expansion around x 1, find a solution
of Legendre’s differential equation
p1 x2 qf 2 pxq 2xf 1 pxq ν pν 1qf pxq 0 ,
291
y
x
-2 -1 1 2
-2
Fig. 83: Graphs of Legendre polynomials P0 , P1 , P2 , P3 .
x P p1, 3q, satisfying

f p1 q 1 .
Determine the convergence radius of the associated power series around
x 1. What happens if ν P N?
2.5 Analytical Geometry and Elementary Vector Calcu-

lus
2.5.1 Metric Spaces
Definition 2.5.1. A metric space is a pair pM, dq consisting of a non-empty
set M, whose elements we shall call points, and a (‘distance’- or ‘metric’-)
function d : M M Ñ R such that for all p, q, r P M
(i) dpp, q q ¥ 0 and dpp, qq 0 if and only if p q, (‘Positive definite-

ness’)
(ii) dpp, q q dpq, pq for all p, q P M, (Symmetry)
(iii) dpp, q q ¤ dpp, r q dpr, q q for all r PM (Triangle inequality).
292
Lemma 2.5.2. Cauchy-Schwarz inequality Let n P N and pa1 , . . . , anq,
pb1 , . . . , bn q P Rn. Then
1{2 1{2
¸ n ¸
n ¸
n

j 1

aj bj

¤ a2j b2j . (2.5.1)
j 1
j 1
In addition, if bj 0 for some j P t1, . . . , nu, then equality holds in (2.5.1)

if and only if aj pC {B q bj for all j 1, . . . , n where
¸
n ¸
n
B : b2j , C : aj bj .
j 1 j 1
Proof. In addition, define
ņ
A : a2j .

j 1
Then it follows that

¸
n ¸
n

0¤ pBaj Cbj q 2
B 2 a2j 2BCaj bj C 2 b2j

j 1
j 1
AB 2BC
2 2
C B 2
B pAB C 2q
and hence (2.5.1) in case B 0. In the remaining case B 0, it follows
that b1 bn 0 and hence also (2.5.1). Further if bj 0 for some
j P t1, . . . , nu, then equality holds in (2.5.1) if and only if aj pC {B q bj
for all j 1, . . . , n.
Example 2.5.3. Let n P N . Show that pRn , dq where en : Rn Rn Ñ

r0, 8q is the usual Euclidean distance function defined by
g
f¸
f n
en px, y q : e xj p yj q2
j 1
293
y
p r
Fig. 84: The square of the distance between two points p, q in the plane is given by the
sum of squares of the distances between p, r and between r, q.
p s
Fig. 85: The square of the distance between two points p, q in space is given by the sum
of squares of the distances between p, r, r, s and s, q.
294
r
Fig. 86: According to the triangle inequality, the distance between the points p, q is smaller
than the sum of the distances between p, r and between r, q.
for all x px1 , . . . , xn q, y py1 , . . . , yn q P Rn , is a metric space. Solu-

tion: The positive definiteness and symmetry of en are obvious. Further, it
follows by Lemma 2.5.2 that
¸
n ¸
n
penpx, yqq2 pxj yj q2 pxj zj zj yj q2

j 1
j 1
¸
n ¸
n ¸
n
pxj zj q 2
2 pxj zj qpzj yj q pzj yj q2

j 1
j 1
j 1

¸ n
¤ pen px, zqq2
2
j 1
p zj qpzj q penpz, yqq2
xj

yj

¤ pen px, zqq2 2en px, z qen pz, y q penpz, yqq2 pen px, yq en pz, y qq2
and hence that

en px, y q ¤ en px, z q en pz, y q
for all x px1 , . . . , xn q, y py1, . . . , ynq P Rn and z pz1 , . . . , znq P Rn.
295
y
3
x
-3 -2 -1 1
-1
Fig. 87: Circle of radius 2 and center p1, 1q.
yy 44
22
00
0
z
-2
-4
-2
-2
00
xx 22
44
Fig. 88: Sphere of radius 3 centered at the point p1, 2, 1q.
296
Example 2.5.4. Let n P N and a pa1 , . . . , an q P Rn . Find an equation
whose solution set is given by the sphere Srn paq of radius r ¡ 0 with center
a. Solution: A sphere of radius r ¡ 0 and center a contains precisely those
points x px1 , . . . , xn q P Rn which have Euclidean distance r from a.
Hence Srn paq is given by
# +
¸
n
S n paq px1, . . . , xnq P Rn : pxj aj q2 r2 .

j 1
In particular, Sr1 paq is called a circle of radius r around a.
Problems
1) Which of the following sets are circles? Find center and radius where
this is the case.
a) tpx, yq P R2 : x2 y2 x 2y 0u ,
b) tpx, yq P R2 : x2 y 2
2y 3x 1 0u ,
c) tpx, yq P R2 : x2 y 2
3x 2y 4 0u ,
d) tpx, yq P R2 : x2 y 2
6x 1 0u ,
e) tpx, yq P R2 : x2 y 2 5y 4 0u ,
f) tpx, yq P R2 : x2 y 2
12x 8y 43 0u ,
g) tpx, yq P R2 : 4x2 4y 2 2x 8y 1 0u .
2) Find a function whose zero set is a circle with center p3, 2q passing
through p2, 1q.
3) Find a function whose zero set is a circle with center pa, aq passing
through the origin, where a P R.
4) Find a function whose zero set is a circle passing through all three
points p1, 2q, p1, 0q and p3, 2q.
5) Decide whether the points p0, 3q, p2, 0q and p4, 1q lie on a circle. If
yes, find its center and radius.
6) Find functions whose zero sets are circles with center p1, 2q that
touch a) the x-axis, b) the y-axis.
297
7) Find the intersection S1 X S2 where
S1 tpx, yq P R2 : 3 3x 2x2 4y 2y 2 0u ,
S2 tpx, y q P R2 : 3 2x 3x2 4y 3y 2
0u .
8) Which of the following sets are spheres? Where this is the case, find
center and radius.
a) tpx, y, z q P R3 : x2 y2 z 2 2x 3y z 0u ,
b) tpx, y, z q P R3 : x2 y2 z 2 4x 5 0u ,
c) tpx, y, z q P R3 : x2 y2 z 2 6x y z 1 0u ,
d) tpx, y, z q P R3 : x2 y2 z 2 x y z 1 0u ,
e) tpx, y, z q P R3 : x2 y2 z 2 3x y 2z 21u ,
f) tpx, y, z q P R3 : x2 y2 z 2 3x y 2z u ,
g) tpx, y, z q P R3 : 3px2 y2 z 2 q 2x z 4u .
9) Find a function whose zero set is sphere with center p1, 1, 2q and
radius 3. What is the intersection of the sphere and the xz-plane?
10) Find a function whose zero set is a sphere that passes through the
point p2, 3, 1q and is centered in p3, 1, 1q.
11) Find functions whose zero sets are spheres with center p1, 3, 2q that
touch a) the xy-plane, b) the yz-plane, c) the xz-plane.
12) Show that the spheres
S1 tpx, y, z q P R3 : 49px2 y2 z 2 q 32x 8y 26z 8 0u ,

S2 tpx, y, z q P R3 : 49px2 y 2
z 2
q 20x 26y 10z 2 0u
have only one point in common, and find its coordinates.
2.5.2 Vector Spaces

In the following, the notion of a vector will be introduced. Physically, a
quantity which has magnitude, direction and a point of attack is described
by a vector. Examples are by forces, speed, acceleration, momentum, an-
gular momentum, torque and so forth. For the moment, we discard the last
property, namely the point of attack in the definition of a vector.
298
Fig. 89: Equivalent oriented line segments. See Definition 2.5.5
.
Definition 2.5.5. Let n P Nzt0, 1u. Then we define

# from p to q : p, q
S : tAll oriented line segments pq P Rn u .
Further, we define on S the relation by
# rs
pq #
for p, q, r, s P Rn if
r Tappq and s Tapqq

for some a pa1 , . . . , an q P Rn where the translation Ta : Rn Ñ Rn is
defined by
Ta pxq : px1 a1 , . . . , xn an q
for every x px1 , . . . , xn q P Rn . Note that such a is unique and, in partic-
ular, that
s Tpq1 p1 ,...,qn pn q pr q .
299
Theorem 2.5.6. Let n P Nzt0, 1u. Then is an equivalence relation, i.e.,
reflexive, symmetric and transitive.
Proof. is reflexive: For this, let p, q P Rn . Then p Tp0,...,0q ppq and q

# pq.
Tp0,...,0q pq q and hence pq # is symmetric: For this, let p, q, r, s P Rn
# #
and pq rs. Then there is a pa1 , . . . , an q P Rn such that
r Tappq and s Ta pq q .
Hence
p Tpa1 ,...,an q pr q and q
Tpa ,...,a q psq
1 n
# pq.
and rs # is transitive: For this, let p, q, r, s, t, u P Rn and pq # rs
#
#
# tu. Then there are a pa1 , . . . , an q, b pb1 , . . . , bn q P Rn such
and rs
that
r Tappq and s Ta pq q
as well as such that
t Tb pr q and u Tb psq .
Hence
t Tpa1 b1 ,...,an bn q ppq and u Tpa1 b1 ,...,an bn q pq q

#
# tu.
and pq
Definition 2.5.7. Let n P Nzt0, 1u. We define:
(i) For arbitrary p, q P Rn , the equivalence class [ pq# ] corresponding to

#
pq by
# ] : trs
[ pq # : rs
# pq
# , r, s P Rnu .
Every such equivalence class is called a vector.
(ii) The set of all vectors by

# ] : p, q
S/ : t[ pq P Rn u .
300
s
v
r
u
q
t
Fig. 90: Vector addition. See Definition 2.5.7 (iii)

.
uHΛL
qHΛL
t
q
Fig. 91: Scalar multiplication. See Definition 2.5.7 (iv)

.
301
# ] [ rs
(iii) For arbitrary p, q, r, s P Rn , the sum [ pq # ] of [ pq
# ] and [ rs
# ] as
# # ]. Then there is a unique v P Rn such
follows. For this, let tu P [ pq
# P [ rs
that uv # ], and we define
# ] #
# ] : [ tv ] .
[ pq [ rs
# ] can be represented as
Note that every element of [ pq
#
Ta ptqTa puq (2.5.2)
for some a P Rn . Then

# # ]
Ta puqTa pv q P [ rs
and # #
Ta ptqTa pv q P [ tv ] .
# ]
This shows that [ pq # ] is well-defined.
[ rs
# ] as follows.
(iv) For every p, q P Rn and λ P R, the scalar multiple λ.[ pq
# #
For this, let tu P [ pq ]. Then
#
# ] : [ t pt
λ.[ pq 1 λpu1 t1 q, . . . , tn λpun tn qq ] .
# ] can be represented in the form of (2.5.2)
Since every element of [ pq
for some a P Rn , it follows that
#
ta pta1 λpua1 ta1 q, . . . , tan λpuan tan qq
T# aptq Tappt1 λpu1 t1 q, . . . , tn λpun tnqqq
P [ t# pt1 λpu1 t1 q, . . . , tn λpun tnqq ]
where ta : Ta ptq, ua : Ta puq. This shows that λ.[ pq # ] is well-
defined.
# ]| of [ pq
(v) For arbitrary p, q P Rn , the length |[ pq # ] as follows. For this,
# #
let tu P [ pq ]. Then
a
# ]| : pu t q2 pu t q2 ,
|[ pq 1 1 n n
302
i.e., as the Euclidean distance of the points t and u. Since every
# ] can be represented as (2.5.2) for some a P Rn , it
element of [ pq
follows that
a
paua1 ta1 q2 puan tan q2
pu1 t1 q2 pun tn q2
where ta # ]| is well-
: Ta ptq, ua : Ta puq. This shows that |[ pq
defined. Vectors of length one are called unit vectors.
# ]
(vi) For arbitrary p, q, r, s P Rn the scalar product (or dot product) [ pq
# ] of [ pq
[ rs # ] and [ rs
# ] by

# ] [ rs
[ pq # ] : 1 # ]
|[ pq # ]|2 |[ pq
[ rs # ]|2 |[ rs
# ]|2 .
2
Note that according to the Law of Cosines

# ] [ rs
[ pq # ] |[ pq
# ]| |[ rs ?p[ pq
# ]| cos
# ], [ rs
# ]q ,
if |[ pq # ]| 0 and where the angle ?p[ pq

# ]| 0, |[ rs # ], [ rs
# ]q P r0, π s
between [ pq# ] and [ rs
# ] is defined by the angle between represen-
tatives of both equivalence classes originating from the same point.
Vectors with a vanishing scalar product are called orthogonal to each
other.
(vii) The bijective map ι : Rn Ñ S/ by

#
ιpxq : [ Ox ] .
for all x P Rn where O denotes the origin defined by O : p0, . . . , 0q P

Rn .
(viii) For arbitrary x, y P Rn and arbitrary λ P R,

x y : ι1 pιpxq ιpy qq , λ.x : ι1 pλ.ιpxqq , |x| : |ιpxq| ,
x y : ιpxq ιpy q .
303
Theorem 2.5.8. Let n P Nzt0, 1u. Then
(i)
x y px1 , . . . , xnq py1, . . . , ynq px1 y1 , . . . , xn yn q
and
a.x a . px1 , . . . , xn q pa x1 , . . . , a xn q
for all x, y P Rn and a P R.
(ii) pRn , , .q is a real vector space with 0 : p0, . . . , 0q as neutral el-
ement and for each x P Rn with x : px1 , . . . , xn q as corre-
sponding inverse element, i.e, the following holds:
x y xy (Addition is commutative),
px yq z x py zq (Addition is associative),
x 0x (0 is a neutral element),
x pxq 0 (x is inverse to x)
as well as
1.x x, pabq.x a.pb.xq, pa bq.x a.x b.x,

a.px y q a.x a.y
for all x, y P Rn and a, b P R.
(iii) The sequence of n vectors e1 , . . . , en , defined by
e1 : p1, . . . , 0q , . . . , en : p0, . . . , 1q ,
is a basis of Rn , i.e., for every x P Rn , we have
x x1 .e1 xn .en
and the coefficients x1 , . . . , xn in this representation are uniquely de-

termined. I.e., if
x x̄1 .e1 x̄n .en
304
for some x̄1 , . . . , x̄n P R, then
x̄1 x1 , . . . , x̄n xn .
The sequence e1 , . . . , en is called the canonical basis of Rn .
Proof. ‘(i)’: For this, let x px1 , . . . , xnq, y py1, . . . , ynq P Rn and
a P R. Then
# #
x y : ι1 pιpxq ιpy qq ι1 [ Ox ] [ Oy ]
# # #
ι1 [ Ox ] [ Tx pO qTx py q ] ι1 [ OTx py q ]
ι1 ιppx1 y1, . . . , xn ynqq px1 y1 , . . . , xn yn q
and

#
λ.x : ι1 pλ.ιpxqq ι1 λ.[ Ox ] ι1 [ O# pλx1, . . . , λxnq ]
ι1 ιppλx1 , . . . , λxnqq pλx1 , . . . , λxnq .
(ii) and (iii) are trivial consequences of the definitions and the algebraic
properties of the real numbers.
(i) for every x P Rn b

|x| x21 x2n .
(ii) The absolute value satisfies the defining properties of a norm on Rn ,

i.e.,
|x| ¥ 0 and |x| 0 if and only if x 0 (Positive definiteness),

|a.x| |a| |x| (Homogeneity),
|x y| ¤ |x| |y| (Triangle inequality)
for all x, y P Rn and a P R.
305
Proof. ‘(i)’: For this, let x px1 , . . . , xn q P Rn . Then
b
#
|x| : |ιpxq| |[ Ox ]| x21 x2n .
‘(ii)”: The positive definiteness and homogeneity of the absolute value are
straightforward consequences from the definitions. The triangle inequality
follows from the corresponding property of the metric en . For this, let
x px1 , . . . , xn q, y py1 , . . . , yn q P Rn . Then
|x y | en pO, x y q ¤ en pO, xq en px, x y q |x| |y| .

(i) for all x, y P Rn :
¸
n
xy xk yk .

k 1
(ii) This product satisfies the defining properties of a scalar product on a

real vector space, i.e,
xy yx (Symmetry),
px yq z x z y z (Additivity in the first variable),
pa.xq y apx yq (Homogeneity in the first variable),
x x ¥ 0 and x x 0 if and only if x 0 (Positive definiteness)
for all x, y P Rn and a P R. As a consequence, it satisfies the impor-
tant Cauchy-Schwarz inequality
|x y| ¤ |x| |y| . (2.5.3)
for all x, y P Rn . In particular, in the case that y 0, equality holds
in (2.5.3) if and only if
xy
x
|y|2 . y . (2.5.4)
306
Proof. ‘(i)’: For this, let x px1 , . . . , xnq and y py1, . . . , ynq P Rn .
Then

# # # #
x y : ιpxq ιpy q |rOxs rOys| |rOxs| |rOys|
1 2 2 2
2
¸
n ¸
n
12 |x y |2 |x|2 |y |2 12 rpxk yk q2 x2k yk2s xk yk .

k 1
k 1
‘(ii)’: The symmetry, additivity, homogeneity in the first variable, and

positive definiteness of the dot product are obvious. Let a : |y |2 and
b : x y. For the case y 0, inequality (2.5.3) is trivially satisfied. If
y 0, then |y | ¡ 0 and
0 ¤ pa.x b.y q pa.x b.y q a2 |x|2 2ab px y q b2 |y |2

|y|4|x|2 2|y|2px yq2 px yq2|y|2 |y|2 r|x|2|y|2 px yq2s ,
and hence it follows (2.5.3). In particular, equality holds in (2.5.3) if and
only if (2.5.4) is true.
Note that the basis e1 , . . . , en of Rn is in particular orthonormal with re-
spect to the Euclidean scalar product, i.e., it satisfies
ei ej 0, if i j pOrthogonalityq
and
ei ej 1, if i j pNormalizationq (2.5.5)
for all i, j P t1, . . . , nu.
(i)
|x y|2 |x|2 |y|2
for all orthogonal x, y P Rn .
307
y y’
z
x
z’
Fig. 92: Orthogonal projections y 1 , z 1 of y and z, respectively, onto the direction of x.
(ii) For every x P Rn zt0u and every y P Rn , there is a unique vector

Px py q P Rn such that
|y Pxpyq| mint|y λ.x| : λ P Ru .
Px py q is called the orthogonal projection of y onto the direction of x.
In particular, it is given by
yx
Px py q :
|x|2 .x ,
y Px py q is orthogonal to x and
a
|y Pxpyq| |x1| |x|2 |y|2 px yq2 .
Proof. ‘(i)’: Let x px1 , . . . , xn q, y py1, . . . , ynq P Rn be orthogonal.
Then x y 0 and hence
¸
n ¸
n ¸
n ¸
n
|x y |2 pxk yk q2 x2k yk2 2 xk yk |x|2 |y|2 .

k 1 k 1
k 1
k 1
‘(ii)’: First, it follows for every λ P R that

yx
y
|x|2 . x x y x py x|xqp|x2 xq 0
308
and hence by piq that

2
yx yx
|y λ.x|
2 y
|x|2 . x |x|2 λ . x
2
y x
y |x|2 . x

y x
λ
. x2
x2 || .
Hence
y x
|y λ.x| ¥ y
|x|2 . x
for all λ P R and

y x 1 a 2
|y λ.x| y
|x|2 |x| |x| |y| px yq
. x 2 2
yx
if and only if
λ
|x|2 .
Example 2.5.12. Let n P Nzt0, 1u and Opqr be a parallelogram where

p, q, r are points in Rn . Show that its area A is given by
a
A |a|2 |b|2 pa bq2 |a| |b| sinpαq
# #
where a [ 0p ] and b [ 0r] and α : ?pa, bq P r0, π s. Solution: See
Fig. 93. If a are multiples of one another, A vanishes. This is consistent
with the above formula since in that case |a b| |a| |b| according to
Theorem 2.5.10. In the remaining cases let P pbq denote the orthogonal
projection of b onto the direction of a. The areas of the triangles Orr 1 and
pqq 1 are identical. Hence the area of Opqr is given by

a b 1 a 2
A |a| |b P pbq| |a| | | |a| |a| |b| pa bq
b 2 2
a
|a|2
.a a
|a|2 |b|2 pa bq2 .

309
r’ r q’ q
b b-PHbL
Α
O a p PHbL
Fig. 93: Calculation of the area of the parallelogram Opgr. See Example 2.5.12.
Note that |a|2 |b|2 pa bq2 ¡ 0 according to the Cauchy-Schwarz inequality
Theorem 2.5.10. Further, since
a b |a| |b| cospαq ,

it follows that
a
A |a|2 |b|2 p1 cos2 pαqq |a| |b| sinpαq .
In the following, we motivate the definition of a vector product a b for
a pa1 , a2 , a3 q, b pb1 , b2 , b3 q P R3 which are assumed not to be multiples
of each other. Natural candidates for the definition of a b are vectors that
are at the same time orthogonal to a and b. Orthogonal vectors to a are
given by
α . pa2 , a1 , 0q β . p0, a3 , a2 q
where α, β P R. In this, we assume in addition that a2 0 which excludes
that pa2 , a1 , 0q and p0, a3 , a2 q are multiples of each other. The condition
b r α . pa2 , a1 , 0q β . p0, a3, a2 q s 0
310
leads to
pa1b2 a2 b1 q α pa2 b3 a3b2 q β 0
which is satisfied if
α pa2b3 a3 b2 q , β aγ pa1b2 a2 b1 q

γ
a2 2
for some γ P R. Then

α . pa2 , a1 , 0q β . p0, a3 , a2 q γ . pa2 b3 a3 b2 , a3 b1 a1 b3 , a1 b2 a2 b1 q .
To restrict the final parameter γ, we calculate the square of the norm of this
vector for γ 1. In this, we drop all the additional restricting assumptions
on a, b P R3 made above. This gives
pa2b3 a3 b2 q2 pa3 b1 a1 b3q2 pa1 b2 a2b1 q2 a22b23 a23 b22

2a2b2 a3 b3 a23b21 a21 b23 2a1 b1a3 b3 a21 b22 a22b21 2a1b1 a2b2
|a|2|b|2 pa1b1 a2 b2 a3 b3 q2 |a|2|b|2 pa bq2
which according to Example 2.5.12 is the square of the area of the paral-
lelogram determined by a, b if a, b P R3 zt0u. This suggests the following
definition.
Definition 2.5.13. For all a, b P R3, we define the corresponding product
a b P R3 by
a b : pa2 b3 a3 b2 , a3 b1 a1 b3 , a1 b2 a2 b1 q .
A simple calculation shows that
a pa bq b pa bq 0
and by the foregoing

a
|a b| |a|2|b|2 pa bq2 |a| |b| sinpαq ,
where α : ?pa, bq P r0, π s, which according to Example 2.5.12 is the area
of the parallelogram determined by a, b.
311
a x b
b
a
Fig. 94: Vector product of two vectors a and b.
Remark 2.5.14. Let a, b P R3 zt0u. Then it follows by Example 2.5.12 that

a and b are parallel if and only if
ab0 .
Theorem 2.5.15. Let a, b, c, d P R3 and λ P R. Then
(i) e1 e2 e3 , e3 e1 e2 , e2 e3 e1 ,
(ii) a b b a,
(iii) pλ . aq b λ . pa bq ,
(iv) pa bq c a c b c ,
(v) a pb cq c pa bq ,
(vi) a pb cq pa cq . b pa bq . c ,
(vii) pa bq pc dq pa cq pb dq pa dq pb cq .
312
Proof. The relations (i) to (iv) are obvious. ‘(v)’:
a pb cq a pb2 c3 b3 c2 , b3 c1 b1 c3 , b1 c2 b2 c1 q
a1b2 c3 a1b3 c2 a2 b3c1 a2 b1 c3 a3 b1 c2 a3 b2 c1
c1 pa2 b3 a3 b2 q c2 pa3 b1 a1 b3 q c3 pa1 b2 a2 b1 q
c pa bq .
‘(vi)’:
a pb cq pa2 pb cq3 a3 pb cq2 , a3 pb cq1 a1 pb cq3 ,

a1 pb cq2 a2 pb cq1 q
pa2 pb1 c2 b2c1 q a3 pb3 c1 b1 c3q, a3 pb2 c3 b3 c2 q a1 pb1 c2 b2 c1 q,
a1 pb3 c1 b1 c3 q a2 pb2 c3 b3 c2 qq
pa2 c2b1 a3 c3b1 a2 b2 c1 a3 b3 c1, a3 c3b2 a1 c1b2 a3 b3 c2 a1 b1 c2,
a1 c1 b3 a2 c2 b3 a1 b1 c3 a2 b2 c3 q
pa1 c1b1 a2 c2b1 a3 c3b1 a1 b1 c1 a2 b2 c1 a3 b3 c1,
a3 c3 b2 a1 c1 b2 a2 c2 b2 a2 b2 c2 a3 b3 c2 a1 b1 c2 ,
a1 c1 b3 a2 c2 b3 a3 c3 b3 a3 b3 c3 a1 b1 c3 a2 b2 c3 q
pa cq . b pa bq . c .
‘(vii)’:
pa bq pc dq
pa2b3 a3 b2 , a3b1 a1 b3 , a1b2 a2 b1 q
pc2d3 c3 d2, c3d1 c1 d3, c1d2 c2 d1q
a2b3 c2 d3 a3 b2 c3d2 a2 b3 c3d2 a3 b2 c2d3
a3 b1 c3 d1 a1 b3 c1 d3 a3 b1 c3 d1 a1 b3 c3 d1
a1 b2 c1 d2 a2 b1 c2 d1 a1 b2 c2 d1 a2 b1 c1 d2
a2c2 b3 d3 a3 c3b2 d2 a3 c3b1 d1 a1 c1 b3d3 a1c1 b2 d2 a2 c2b1 d1
pa2 d2b3 c3 a3 d3b2 c2 a3d1b1 c3 a1 d1b3 c3 a1 d1b2 c2 a2 d2b1 c1 q
pa cq pb dq a1 c1b1 d1 a2 c2b2 d2 a3c3 b3 d3
313
pa2 d2b3 c3 a3 d3b2 c2 a3d1b1 c3 a1 d1b3 c3 a1 d1b2 c2 a2 d2 b1 c1 q
pa cq pb dq a1 d1b1 c1 a2 d2b2 c2 a3d3b3 c3
pa2 d2b3 c3 a3 d3b2 c2 a3d1b1 c3 a1 d1b3 c3 a1 d1b2 c2 a2 d2 b1 c1 q
pa cq pb dq pa dq pb cq .
a x b
PHcL
c
Fig. 95: The volume of a parallelepiped with sides a, b and c is given by |a pb cq|.
Example 2.5.16. Show that the volume V of the parallelepiped with sides
a, b, c P R3 is given by the absolute value of the scalar triple product a
pb cq
V | a pb cq| p | c pa bq| | b pc aq| q .
Solution: The volume is equal to the length of the orthogonal projection
P pcq of c onto the direction of a b times the area of the parallelogram
314
with sides a, b. Compare Fig 95. Hence
V | c |apab|bq| |a b| | c pa bq|
where it is assumed that a and b are not scalar multiples of each other. In
that case the V vanishes which is consistent with the above formula since
in that case also a b 0.
Definition 2.5.17. (The determinant function) Let n P N .

(i) For every pk1 , . . . , kn q P Zn , we define
¹
n
spk1 , . . . , kn q : sgnpkj ki q

i,j 1,i j
where the signum function sgn : R Ñ R is defined by

$
'
& 1 if x ¡ 0
sgnpxq : 0 if x 0
'
%
1 if x 0 .
In this, we use the convention that the empty product is equal to 1.

Note that this definition implies that spk1 , . . . , kn q 0 if the ordered
sequence pk1 , . . . , kn q contains two equal integers. Also, note for the
case of pairwise different integers k1 , . . . , kn that spk1 , . . . , kn q 1
if the number of pairs pi, j q P t1, . . . , nu2 such that i j and kj ki
is even, whereas spk1 , . . . , kn q 1 if that number is odd.
(ii) For every ordered n-tuple pa1 , . . . , an q of elements of Rn , we define
a corresponding determinant
a11 a1n

detpa1 , . . . , an q :

an1 ann

315
¸
n
: spk1 , . . . , kn q a1k1 ankn .

k1 ,...,kn 1
Note that according to the remark in (ii), the sum in this definition has only
to be taken over n-tuples k1 , . . . , kn which are permutations of 1, . . . , n.
Further, note that this definition leads in the case n 1 to
detpa1 q a1
and in the case n 2 to

detpa, bq a1 b2 a2 b1
a1 a2
b1 b2
for every pa, bq such that a, b P R2 . Note that in the last case
r detpa, bq s2 |a|2|b|2 pa bq2 .
Hence the area A of the parallelogram with sides a and b is given by
A | detpa, bq | .
Finally, in the case n 3, this definition leads to
detpa, b, cq

a1 a2 a3
b1 b2 b3 a1 c2 c3 a2 c1 c3 a3
b2 b3 b1 b3 b1 b2
(2.5.6)
c1 c2 c3 c1 c2
a1b2 c3 a1b3 c2 a2 b3 c1 a2 b1 c3 a3 b1 c2 a3 b2 c1 a pb cq
a1b2 c3 a2b3 c1 a3 b1 c2 pa3 b2 c1 a1 b3 c2 a2 b1 c3q
for every pa, b, cq such that a, b, c P R3 . Note that
detpa, b, cq a pb cq .
Hence the volume V of the parallelepiped with sides a, b and c is given by

V | detpa, b, cq | .
316
v
x0
O
Fig. 96: Line corresponding to x0 and v, see Definition 2.5.19.
Remark 2.5.18. Formally, for ease of remembrance, we can write

e1 e2 e3
a b a1 a2 a3

b1 b2 b3
thereby utilizing the representation of the determinant in terms of minors

given in (2.5.6).
Definition 2.5.19. (Lines and Planes) Let n P Nzt0, 1u and x0 px01 , x02 ,
x03 q, v P Rn .
(i) We define a corresponding line by
tx0 t.v P Rn : t P Ru .
(ii) In addition, let n 3 and w P Rn be such that v, w are not multiples
of one another. Then we define a plane corresponding to x0 , v, w by
tx0 t.v s.w P Rn : t, s P Ru .

317
v
w x0 O
Fig. 97: Plane corresponding to x0 ,v and w, see Definition 2.5.19.
Note that this set is equal to

tx P Rn : n px x0 q 0u
tx P Rn : n1x1 n2 x2 n3 x3 pn1x01 n2 x02 n3 x03 q 0u
where n pn1 , n2 , n3 q is some normal vector to v and w, i.e., some
non-trivial multiple of v w.
Example 2.5.20. Calculate the distance d between the two lines

L1 : tp4, 3, 1q t.p1, 1, 2q P R3 : t P Ru
and
L2 : tp1, 0, 3q t.p1, 1, 2q P R3 : t P Ru .
Solution: L1 and L2 are parallel. Therefore d is given by the distance of
some point on L1 , like p4, 3, 1q, from L2 , which by Theorem 2.5.11 is given
by the length of (note that p4, 3, 1q p1, 0, 3q p3, 3, 4q)
p3, 3, 4q 16 rp3, 3, 4q p1, 1, 2qs.p1, 1, 2q 23 .p1, 1, 1q .

?
Hence d 2 3{3.
318
Example 2.5.21. Let x0 , v, w P R3 such that v, w are not multiples of one
another. Finally, let E be the corresponding plane and u P R3 . Show that
the distance dpu, E q of u from E is given by
dpu, E q
|pu x0q pv wq| .
|v w|
Solution: For this, let
n :
|v w| .pv wq , u0 : u x0 .
1
Then it follows for every t, s P R that
|u0 t.v s.w| |pu0 nq.n u0 pu0 nq.n t.v s.w|

¥ |pu0 nq.n| |u0 n| .
Also because u0 pu0 nq.n is normal to n, it follows that there are t, s P R
such that t.v s.w u0 pu0 nq.n. Hence
dpu, E q : mint|u x| : x P E u |u0 n| .
Example 2.5.22. Find the distance d between the planes x y 3z 1

and 2x 2y 6z 0.5. Solution: First, since the normals n1 p1, 1, 3q
and n2 p2, 2, 6q are multiples of each other these planes are parallel.
Hence d is given by the distance of some point on L1 , like p0, 0, 1{3q, from
the second plane. Therefore
?
d ?1 p1, 1, 3q rp0, 0, 1{3q p0, 0, 1{12qs 445 11 .
11
Example 2.5.23. Let x01 , x02 , v, w P R3 and in particular v, w be no multi-

ples of one another. Calculate the distance d of the (‘skew’) lines
L1 : tx01 t.v P R3 : t P Ru .
319
and
L2 : tx02 s.w P R3 : s P Ru .
Solution: For all t, s P R,
|x01 t.v px02 s.w q| |x01 x02 t.v psq.w| .

Hence d is equal to the distance of the plane
tx01 x02 t.v s.w P R3 : t, s P Ru

from the origin, i.e, by
d
|px01 x02 q pv wq| .
|v w|
Problems
1) Determine the representative, i.e., ι1 p[ pq

# ]q, of the vector that cor-
#
responds to the oriented line segment pq between the points p and
q given by a list of their coordinates with respect to a Cartesian co-
ordinate system. In addition, calculate the distance between p and
q.
a) p p1, 2q , q p4, 7q ,
b) p p1, 2q , q p3, 4q ,
c) p p1, 3q , q p1, 2q ,
d) p p2, 4q , q p3, 4q ,
e) p p1, 3, 2q , q p3, 4, 7q ,
f) p p1, 2, 2q , q p3, 1, 4q ,
g) p p3, 1, 2q , q p1, 5, 2q ,
h) p p7, 1, 4q , q p3, 9, 4q .
2) Calculate |a|, 2a 3b, 3a 4b, a b, the angle θ between a and b,

a vector of length one in the direction of a, the orthogonal projection
of a onto the direction of b and, if at all possible, a b of the vectors
a and b.
a) a p3, 5q , b p1, 3q ,
320
b) a p7, 1q , q p1, 3q ,
c) p p6, 9q , q p2, 4q ,
d) p p1, 5q , q p2, 6q ,
e) p p2, 3, 1q , q p3, 7, 7q ,
f) p p1, 3, 1q , q p4, 2, 3q ,
g) p p5, 2, 2q , q p2, 6, 3q ,
h) p p9, 2, 3q , q p5, 8, 2q .
3) Calculate detpa, bq, detpa, b, cq, respectively.
a) a p4, 0q , b p7, 0q ,
b) a p8, 3q , b p2, 6q ,
c) a p8, 9q , b p5, 2q ,
d) a p4, 0, 1q , b p2, 0, 1q , c p3, 0, 9q ,
e) a p3, 1, 4q , b p1, 9, 1q , c p2, 3, 1q ,
f) a p4, 2, 3q , b p3, 5, 2q , c p4, 4, 1q .
4) Find suitable vectors x0 and v such that
L tx0 tv : t P Ru ,
where
a) L tpx, y q P R2 : 3x 4y 5u ,
b) L tpx, y q P R : 4y
2
3u ,
c) L tpx, y q P R : 7x
2
3y 0u .
d) L tpx, y, z q P R : x 3
3y 4z 5 ^ 3x 9y 12z 1u ,
e) L tpx, y, z q P R : 3z
3
7 ^ 9x 2y z 0u ,
f) L tpx, y, z q P R : 5x
3
6y 3 0 ^ 8y 6z 0u .
5) Find suitable vectors x0 , v and w such that
P tx0 tv sw P R3 : t, s P Ru ,
where
a) P tpx, y, z q P R3 : x 3y 2z 1u ,
321
b) P tpx, y, z q P R3 : 3x 5u ,
c) P tpx, y, z q P R3 : 2x 9y z 0u .
6) Calculate the distance between the lines L1 and L2 .
a) L1 tpx, y, z q P R3 : 12x 3y 2z 4 ^ x y z 0u ,
L2 tpx, y, z q P R3 : 4x y z 5 ^ 9x 3x 4z 7u ,
b) L1 tpx, y, z q P R3 : x 3y z 1 ^ y z 0u ,
L2 tpx, y, z q P R3 : 2x y 18z 4 ^ 5x 3y 1u ,
c) L1 tpx, y, z q P R3 : 9x 7y 2z 8 ^ x y z 0u ,
L2 tpx, y, z q P R3 : 22x 4y 14z 19 ^ 28x 7z 12u .
7) Calculate the distance of the point p from the plane P .
a) p p5, 12, 3q , P tpx, yq P R3 : x 2y 3z 9u ,

b) p p0, 0, 0q , P tpx, y q P R3 : x y z 1u ,
c) p p6, 7, 2q , P tpx, y q P R3 : 18x y 9z 3u .
8) Let A, B and C be the vertices of a triangle. Find the representative

# # #
of [ AB ] [ BC ] [ CA ].
9) Show that the line joining the midpoints of two sides of a triangle is
parallel to and one-half the length of the third side.
10) Show that the medians of a triangle intersect in one point which is
called the centroid.
11) Show that the perpendicular bisectors of a plane triangle intersect in
one point which is called the circumcenter.
12) Show that the altitudes of a triangle, i.e., the the straight lines through
the vertexes which are perpendicular to the opposite sides, intersect
in one point which is called orthocenter.
13) a) Show that vectors a, b P R2 are linearly dependent, i.e., such
that there are α, β P R such that α a β b 0 and α2 β 2 0,
if and only if detpa, bq 0.
b) Show that vectors a, b, c P R3 are linearly dependent, i.e., such
that there are α, β, γ P R such that α a β b γ c 0 and
α2 β 2 γ 2 0, if and only if detpa, b, cq 0.
322
Fig. 98: Parabola and corresponding directrix and focus. Compare Example 2.5.24.
14) (Cramer’s rule in two and three dimensions)

a) Let a, b, c P R2 . Show that the of equation
pa x, b xq c
has a unique solution x P R2 if and only if detpa, bq 0.
For that case express the solution x only in terms of detpc, bq,
detpa, cq and detpa, bq. The result is called ‘Cramer’s rule’ in
two dimensions.
b) Let a, b, c, d P R3 . Show that the of equation
pa x, b x, c xq d
has a unique solution x P R3 if and only if detpa, b, cq 0. For
that case express the solution x only in terms of detpd, b, cq,
detpa, d, cq, detpa, b, dq and detpa, b, cq. The result is called
‘Cramer’s rule’ in three dimensions.
2.5.3 Conic Sections

A parabola is a subset of the plane consisting of those points that are
equidistant from a given line, called its directrix, and a given point, called
its focus. The point bisecting the distance of the focus and the directrix is
called its vertex; it is on the parabola. The infinite line through the vertex
which is perpendicular to the directrix is called the axis of the parabola.
323
Example 2.5.24. (Parabolas) Find a function whose zero set is a parabola
P with vertex in the origin, focus in the upper half-plane at p0, pq and axis
given by the y axis of a Cartesian coordinate system. Solution: As a
consequence of the assumptions the directrix is given by y p. Hence
px, yq P P if and only if
a
x2 py pq2 |y p|
x2 py pq2 py pq2
x2 4py
and therefore
x0
if p 0, i.e., in this case the parabola is given by y axis and
2
y 4p
x
if p 0. Hence
P tpx, yq P R2 : x 0u
if p 0 and " *
x2
P px, yq P R 2
:y
4p
0
if p 0.
An ellipse is a subset of the plane consisting of those points for which the
sum of the distances from two points, called foci, is constant. Because of
the triangle inequality for the Euclidean distance, that constant is greater
or equal than the distance of the foci. If the constant is non-zero, the ratio
between the distance of the foci and the constant is called the eccentricity
of the ellipse. The line connecting the foci of an ellipse is called eccentric
line and its midpoint the center of the ellipse.
Example 2.5.25. (Ellipses) Find a function whose zero set is an ellipse E
with foci at pc, 0q and pc, 0q and constant 2a where a ¥ c ¥ 0. Solution:
px, yq P E if and only if
d1 d2 2a (2.5.7)
324
Fig. 99: Ellipse and corresponding foci. Compare Example 2.5.25.
a a
where d1 : px cq2 y2 and d2 : px cq2 y2 . In case that
a c 0, this is equivalent to x y 0, i.e., the ellipse is given by the
origin. In the following, let a ¡ 0. Then
2a pd1 d2 q d21 d22 px c q2 y 2 px cq2 y 2 4cx
and
d1 d2 2ca x . (2.5.8)
Hence (2.5.7) is equivalent to (2.5.7), (2.5.8) and therefore to
d1 a x , d2 a x .
c c
(2.5.9)
a a
We consider two cases. In case that a c, equations (2.5.9) are equivalent
to |x| ¤ c and y 0, i.e., in this case, the ellipse is given by the line
rc, cs t0u. In case that a ¡ c, equations (2.5.9) are equivalent to
x2 y2
a2 a2 c2
1 (2.5.10)
and the condition

2
|x| ¤ ac . (2.5.11)
Now the assumption |x| ¡ a2 {c and (2.5.10) lead to the contradiction that
a2 2
0¡1 ¡ a2 y c2 .
c2
325
Fig. 100: Hyperbolas, corresponding foci and asymptotes (dashed). Compare Exam-
ple 2.5.26.
Hence (2.5.10) implies (2.5.11), and (2.5.9) is equivalent to (2.5.10). Hence
E tp0, 0qu
if a c 0,
E tpx, yq P R2 : c ¤ x ¤ cu
if a ¡ 0, c a and
" 2
*
y2
E px, yq P R : xa2
2
a2 c2
1
if a ¡ 0, a ¡ c. Note that E is a circle of radius a if c 0.
A hyperbola is a subset of the plane consisting of those points for which the
difference of the distances from two points, called foci, is constant. Because
of the triangle inequality for the Euclidean distance, the absolute value of
that constant is smaller or equal than the distance of the foci. If the constant
is non-zero, the ratio between the distance of the foci and its absolute value
is called the eccentricity of the hyperbola.
Example 2.5.26. (Hyperbolas) Find a function whose zero set is a hyper-
bola H with foci at pc, 0q and pc, 0q, where c ¥ 0, and constant 2a such
that |a| ¤ c. Solution: px, y q P H if and only if
d1 d2 2a (2.5.12)
326
a a
where d1 : px cq2 y 2 and d2 : px cq2 y 2 . We consider
two cases. In case that c a 0, equation (2.5.12) is satisfied by all
px, yq P R2, i.e., the hyperbola is given by the whole plane. In case that
c ¡ 0, a 0, (2.5.12) is equivalent to x 0 and y P R, i.e., the hyperbola
is given by the y axis. In case that c ¡ 0, a 0, it follows that
2a pd1 d2 q d21 d22 px c q2 y 2 px cq2 y 2 4cx

and that
d1 d2 2ca x . (2.5.13)
Hence (2.5.12) is equivalent to (2.5.12), (2.5.13) and therefore to
d1 ac x a , d2 ac x a . (2.5.14)
Equations (2.5.14) are equivalent to
c2 a2 2
a2
x y2 c2 a2 (2.5.15)
and the condition

x
¥ |a| . (2.5.16)
a c
In case that a P tc, cu, (2.5.15) and (2.5.16) are equivalent to x ¤ c and
y 0, x ¥ c and y 0, respectively, i.e., the hyperbola is given by the
respective half-lines. In case that |a| c, equations (2.5.15) and (2.5.16)
are equivalent to
x2 y2

a2 c2 a2
1 (2.5.17)
and
a2
x¥
c
if a ¡ 0 and
a2
x¤
c
327
if a 0, respectively. The assumption 0 ¤ x a2 {c or a2 {c x ¤ 0
lead together with (2.5.17) to the contradiction
y2 x2 a2 c2
c2 a2
a2
1 c2
¤0.
Hence (2.5.15) and (2.5.16) are equivalent to (2.5.17) and x ¡ 0 if a ¡ 0
and (2.5.17) and x 0 if a 0. We conclude that
H R2 ,
if c a 0,
H tp0, yq P R2 : y P Ru ,
if c ¡ 0, a 0,
H tpx, 0q P R2 : x ¤ cu
if c ¡ 0, a c,
H tpx, 0q P R2 : x ¥ cu
if c ¡ 0, a c,
# +
H px, yq P R2 : x a 1
y2
c2 a2
if c ¡ a ¡ 0 and
# +
H px, yq P R2 : x a 1
y2
c2 a2
if c ¡ a ¡ 0.
Remark 2.5.27. Note that from an analytical algebraic point of view conics
are zero sets of second order polynomials in the coordinates of Cartesian
coordinate systems in the plane. Later on in Section 2.5.5 Quadrics will be
defined as corresponding sets in three-dimensional space.
328
Problems
1) Find the vertex, focus and the directrix of the parabola.
a) tpx, yq P R2 : y2 3x 0u , b) tpx, yq P R2 : y2 x{2u

c) tpx, yq P R2 : y 5 2px 3q2 u ,
d) tpx, yq P R2 : y x2 xu , e) tpx, yq P R2 : y 2 x2 u ,
f) tpx, yq P R2 : y x2 3x 1u .
2) Find a function whose zero set coincides with P .
a) P is the parabola with focus p1, 3q and directrix tpx, y q P R2 :
x 2y 1 0u,
b) P is the parabola with focus p4, 3q and directrix tpx, y q P R2 :
x 2y 1u,
c) P is the parabola with focus p1, 2q and directrix tpx, y q P
R2 : 2x y 3u.
3) Find the location of the foci and the eccentricity of the ellipse.
a) tpx, yq P R2 : x2 2y2 6u ,
b) tpx, yq P R2 : 5x2 11y2 10u ,
c) tpx, yq P R2 : 2x2 4y2 5u ,
d) tpx, yq P R2 : 3x2 2y2 1u ,
e) tpx, yq P R2 : 6x2 7y2 4u ,
f) tpx, yq P R2 : y px2 {3q py2 {4q p1{2qu .
4) The lines connecting the foci of the following ellipses are parallel to
the x-axis. Find the location of their foci and their eccentricities.
a) tpx, yq P R2 : 3x2 2y 2 3x p4y {3q p1{36qu ,

b) tpx, yq P R2 : x2 3y 2 4x 12y 12u ,
c) tpx, yq P R2 : 4x2 2y 2
8x 12y 21 0u .
5) Find a function whose zero set is an ellipse of eccentricity 2 and foci

at p1, 1q, p2, 2q.
6) Find the location of the foci and the eccentricity of the hyperbola.
a) tpx, yq P R2 : 2x2 y2 5u ,
329
b) tpx, yq P R2 : 7x2 9y2 9u ,
c) tpx, yq P R2 : 3x2 5y2 4u ,
d) tpx, yq P R2 : 4x2 y2 2u ,
e) tpx, yq P R2 : 7x2 4y2 1u ,
f) tpx, yq P R2 : y px2 {4q py2 {2q p1{4qu .
7) The lines connecting the foci of the following hyperbolas are parallel
to the x-axis. Find the location of their foci and their eccentricities.
a) tpx, yq P R2 : 2x2 4y2 p2x{3q 4y p35{18qu ,

b) tpx, yq P R2 : 3x2 y2 12x 4y 7u ,
c) tpx, yq P R2 : 2x2 3y2 4x 18y 30u .
8) Find a function whose zero set is a hyperbola of eccentricity 4 and
foci at p1, 1q, p2, 2q.
9) Show that the given set is an ellipse
"
*
1 t2
a) a
1 t2
,b
2t
1 t2
PR :tPR 2
,
(
b) pa cospθq, b sinpθqq : θ P R ,
where a ¡ 0 and b ¡ 0.
10) Show that the given set is a hyperbola.
"
*
1 t2
a) a
1t 2
,b
2t
1 t2
P R2 : 1 t 1 ,
"
*
, b tanpθq : θ P pπ {2, π {2q
a
cospθq
b) ,
(
c) pa coshptq, b sinhptqq : t P R .
where a ¡ 0 and b ¡ 0.
2.5.4 Polar Coordinates

Example 2.5.28. (Polar coordinates) Define
g : p0, 8q pπ, π s Ñ R2 z tp0, 0qu
330
y
p
r sinHjL r
j r cosHjL
x
O
Fig. 101: Polar coordinates r, ϕ of a point p in the plane. r is the Euclidean distance of O
and p. Compare Example 2.5.28.
by
g pr, ϕq : pr cos ϕ, r sin ϕq
for all r P p0, 8q, ϕ P pπ, πs. Then g is bijective with the inverse
g 1 : R2 z tp0, 0qu Ñ p0, 8q pπ, π s
given by
" a a
g 1 px, y q
pax
2 y 2 , arccospx{ a
x2 y 2 qq if y ¥ 0
p x2 y , arccospx{ x
2 2 y qq if y 0
2
for all px, y q P R2 z tp0, 0qu.
Example 2.5.29. Find a parametrization of the ellipse

" *
x2 y2
E : px, yq P R : a2
2
1
b2
where a, b ¡ 0. Solution: Define the scale transformation f : R2 Ñ R2 by

f px, y q : pax, by q
for all x, y P R. Then

f pS 1 p0qq E .
331
Employing polar coordinates for parametrization, S 1 p0q is given by
(
S 1 : pcos ϕ, sin ϕq P R2 : π ¤ ϕ ¤ πs .
Hence (
E pa cos ϕ, b sin ϕq P R2 : π ¤ ϕ ¤ πs .
Example 2.5.30. (Polar representation of parabola with focus in the

origin) Let p ¡ 0. Show that
Pp pr cos ϕ, r sin ϕq P R2 : r ¡ 0 ^ π ϕ ¤ π
^ r p1 cos ϕq 2pu (2.5.18)
is a parabola with focus at the origin and directrix given by the parallel
through the y-axis through the point p2p, 0q. Solution: For this, denote
by Pp parabola with focus at the origin and directrix given by the parallel
through the y-axis through the point p2p, 0q. Then px, y q P Pp if and only if
a a
x2 y2 px 2pq2 |x 2p| . (2.5.19)
The equation a
x2 y2 x 2p
implies that a
x 2p x2 y2 ¥x
and hence that 2p ¥ 0 which is in contradiction to the assumptions.
Hence this equation has no solution in R2 . Therefore (2.5.19) is equiva-
lent to a
x2 y 2 x 2p
and a
Pp tpx, yq P R2 : x2 y2 x 2pu .
Finally, since g from Example 2.5.28 is bijective and p0, 0q R Pp , we con-
clude (2.5.18). Note that as a consequence of the foregoing, (2.5.19) is
equivalent to
x2 y2 p2p xq2 x2 4px 4p2
332
and hence to a
y 2 p pp xq .
Example 2.5.31. (Polar representation of ellipses with focus in the ori-

gin) Define for a ¡ 0 and 0 ¤ ε 1 the corresponding ellipse Ea,ε with
center paε, 0q, foci at p2aε, 0q, p0, 0q and excentricity ε by
" *
Ea,ε : px, yq P R 2 px aεq2 y2
1
a2 p1 ε2 q
: .
a2
Show that
Ea,ε pr cos ϕ, r sin ϕq P R2 : r ¡ 0 ^( π ϕ ¤ π

^ r p1 ε cos ϕq ap1 ε2 q . (2.5.20)
Solution: In Example 2.5.25, we showed for a ¡ 0 and 0 ¤ c a that the

following equations are equivalent for px, y q P R2
x2 y2
a2 a2 c2
1
and a a
px c q2 y2 px cq2 y2 2a .
Hence if a ¡ 0 and 0 ¤ ε 1, then also the equations
px aεq2 y2
1
a2 a2 p1 ε2 q
and a a
px 2aεq2 y2 2a x2 y2 .
are equivalent for px, y q P R2 . The last equation is equivalent to
a 2
px 2aεq2 y2 2a x2 y2 (2.5.21)
since the equation

a a
px 2aεq2 y2 x2 y 2 2a
333
leads by use of the triangle inequality to
|px, yq p2aε, 0q| |px, yq| 2a ¤ |px, yq p2aε, 0q| 2ap1 εq

and therefore has no solution in R2 since a ¡ 0 and ε 1. Further, (2.5.21)
is equivalent to
a
x2 y2 4aεx 4a2 ε2 x2 y 2 4a x2 y2 4a2
which is equivalent to
a
x2 y2 εx ap1 ε2 q .
As a consequence, we arrive at the representation

! a )
Ea,ε px, yq P R 2
: x2 y2 εx ap1 ε 2
q .
Finally, since g from Example 2.5.28 is bijective and p0, 0q R Ea,ε , we

conclude (2.5.20).
Example 2.5.32. (Polar representation of hyperbola with focus in the

origin) Define for a 0 and ε ¡ 1 the corresponding hyperbolas Ha,ε with
center p0, aεq, foci at p0, 0q, p0, 2aεq and excentricity ε by
" *
Ha,ε : px, yq P R 2
:x¤ p
a 2
ε 1q ^
px aεq2 y2
1
a2 pε2 1q
.
ε a2
Show that
pr cos ϕ, r sin ϕq P R2 : r ¡ 0 ^( π ϕ ¤ π
Ha,ε
^ r p1 ε cos ϕq ap1 ε2 q . (2.5.22)
Solution: In Example 2.5.26, we showed for a 0 and c ¡ a that the

following equations are equivalent for px, y q P R2
x2 2
a2
c2 y a2 1
334
y
3
x
-3 -1 1
-2
-3
Fig. 102: Parabola, ellipse, hyperbola and asymptotes corresponding to the parameters
p 1, ε 1{2 and ap1 ε2 q 1, ε 3{2 and ap1 ε2 q 1, respectively. Compare
Examples 2.5.30, 2.5.31 and 2.5.32.
together with the condition that

a2
x¤
c
and a a
px c q2 y2 px cq2 y2 2a .
Therefore also the equations
px cq2 y2
1
a2 c2 a2
x¤ pc a2 q
1 2
c
and a a
x2 y2 px 2cq2 y2 2a .
335
are equivalent. Hence if a 0 and ε ¡ 1, the equations
px aεq2 2
a2pεy2 1q 1
a2
x¤ pε 1q
a 2
ε
and a a
x2 y 2 2a px 2aεq2 y2 .
are equivalent. The last equation is equivalent to
a 2
px 2aεq2 y2 x2 y 2 2a (2.5.23)
since the equation

a a
2a x2 y2 px 2aεq2 y2
has no solution in R2 since a 0. Further, (2.5.23) is equivalent to

a
x2 y2 4aεx 4a2 ε2 x2 y 2 4a x2 y2 4a2
which is equivalent to
a
x2 y2 εx ap1 ε2 q .
As a consequence, we arrive at the representation

! a )
Ha,ε px, yq P R 2
: x2 y2 εx ap1 ε 2
q .
Finally, since g from Example 2.5.28 is bijective and p0, 0q R Ha,ε , we

conclude (2.5.22).
Problems
336
1) Sketch the image of the set under g from Example 2.5.28 on polar
coordinates.
tpr, ϕq P Dpgq : r 3u ,
a)
b) tpr, ϕq P Dpg q : r ¡ 2u ,
c) tpr, ϕq P Dpg q : π {2 ¤ ϕ ¤ π {2u ,
d) tpr, ϕq P Dpg q : 3π {4 ¤ ϕ ¤ 5π {6u ,
e) tpr, ϕq P Dpg q : 3π {4 ¤ ϕ ¤ π {4u ,
f) tpr, ϕq P Dpg q : 1 r 2 ^ π {6 ¤ ϕ ¤ π {3u ,
g) tpr, ϕq P Dpg q : 0 r 1 ^ π {3 ¤ ϕ ¤ π {6u .
2) Find a function whose zero set coincides with g pC q, where g is the

transformation from Example 2.5.28 on polar coordinates. In addi-
tion, sketch g pC q.
a) C tpr, ϕq P Dpg q : r 4u ,
b) C tpr, ϕq P Dpg q : 1 r r 2 cospϕq sinpϕq s 0u ,
c) C tpr, ϕq P Dpg q : r 2 cospϕqu ,
d) C tpr, ϕq P Dpg q : r 1{ r 2 cospϕq su ,
e) C tpr, ϕq P Dpgq : r sin2 pϕqu ,
f) C tpr, ϕq P Dpg q : r2 sinp2ϕq 1u ,
g) C tpr, ϕq P Dpg q : r2 2 sinpϕqu .
3) Find a function whose zero set coincides with g 1 pC q, where g is the

transformation from Example 2.5.28 on polar coordinates.
a) C tpx, yq P R2 : x 3u ,
b) C tpx, y q P R2 : 3x 2y 7u ,
c) C tpx, y q P R2 : 3x2 y 2 9u ,
d) C tpx, y q P R2 : y 4x2 1 0u ,
e) C tpx, y q P R2 : 8x2 4y 2 1 0u ,
f) C tpx, y q P R2 : 3xy 4u ,
g) C tpx, y q P R2 : 2x2 3x y 2 1u .
4) Show that g from Example 2.5.28 on polar coordinates is bijective by

verifying that
g 1 pg pr, ϕqq pr, ϕq
337
Fig. 103: Example of a parabolic cylinder. Compare Example 2.5.33.
for all pr, ϕq P Dpg q and
g pg 1 px, y qq px, y q
for all px, y q P R2 z tp0, 0qu.
2.5.5 Quadric Surfaces

Quadric surfaces are zero sets of second order polynomials in three space
variables x, y, z, like conics are zero sets of such polynomials in two vari-
ables. All quadrics are unique only up to rigid transformations in space.
In the following, we briefly mention the most important normal forms of
quadrics.
Example 2.5.33. For every plane curve C, the set C R is called a cylinder.
Examples are:
(i) The parabolic cylinder
(
ZP : px, y, zq P R3 : x2 4py 0
338
Fig. 104: Example of an elliptic cylinder. Compare Example 2.5.33.
Fig. 105: Example of a hyperbolic cylinder. Compare Example 2.5.33.
339
Fig. 106: Example of an ellipsoid. Compare Example 2.5.34.
where p ¡ 0. The intersection of ZP with every parallel plane to the

xy-plane is a parabola.
(ii) The elliptic cylinder

" 2
*
y2
ZE : px, y, zq P R : xa2
3
1
b2
where a, b ¡ 0. The intersection of ZE with every parallel plane to

the xy-plane is an ellipse.
(iii) The hyperbolic cylinder

" 2
*
y2
ZH : px, y, zq P R : xa2
3
1
b2
where a, b ¡ 0. The intersection of ZH with every parallel plane to

the xy-plane is a hyperbola.
340
Fig. 107: Example of an elliptic paraboloid. Compare Example 2.5.35.
Example 2.5.34. The surface

" 2
*
y2 z2
E : px, y, zq P R : xa2
3
1 ,
b2 c2
where a, b, c ¡ 0, is an ellipsoid with half-axes a,b and c. The intersection

of E with a plane parallel to a coordinate plane is an ellipse, a point, or
the empty set. E may be viewed as a ‘deformed’ sphere, because it is the
image of S 2 p0q under the scale transformation f : R3 Ñ R3 defined by
f px, y, z q : pax, by, cz q
for all px, y, z q P R3 .

" *
x2 y2
EP : px, y, zq P R : zc
3
,
a2 b2
341
Fig. 108: Example of a hyperbolic paraboloid. Compare Example 2.5.36.
where a, b, c ¡ 0, is called an elliptic paraboloid. The intersection of EP

with a parallel to the xy-plane is an ellipse, a point or the empty set. The
intersection of EP with a plane containing the z-axis is a parabola. The
surface looks similar to a ‘saddle’ and is therefore often called a ‘saddle
surface’.

" *
x2 y2
HP : px, y, zq P R : zc
3
,
a2 b2
where a, b, c ¡ 0, is called an hyperbolic paraboloid. The intersection of
HP with a parallel to the xy-plane is a hyperbola. The intersection of HP
with a plane containing the z-axis is a parabola.

" 2
*
x2 y2
EC : px, y, zq P R : zc2
3
,
a2 b2
342
Fig. 109: Example of an elliptic cone. Compare Example 2.5.37.
where a, b, c ¡ 0, is called an elliptic cone. The intersection of EC with a

parallel to the xy-plane is an ellipse, with midpoint given by its intersection
with the z-axis, or a point called its vertex. The intersection of EC with a
plane containing the z-axis are two straight lines crossing in the vertex.

" 2
*
x2 y2
H1 : px, y, zq P R : zc2
3
1 ,
a2 b2
where a, b, c ¡ 0, is called a hyperboloid of one sheet. The intersection of
H1 with a parallel to the xy-plane is an ellipse with midpoint given by its
intersection with the z-axis. The intersection with a plane containing the
z-axis consists of two hyperbolas.

" 2
*
x2 y2
H2 : px, y, zq P R : zc2
3
1 ,
a2 b2
343
Fig. 110: Example of a hyperboloid of one sheet. Compare Example 2.5.38.
Fig. 111: Example of a hyperboloid of two sheets. Compare Example 2.5.39.
344
where a, b, c ¡ 0, is called a hyperboloid of two sheets. The intersection of
H2 with a parallel to the xy-plane is an ellipse with midpoint given by its
intersection with the z-axis, a point or the empty set. The intersection with
a plane containing the z-axis consists of two hyperbolas.
Problems
1) Describe and sketch the surface.
a) tpx, y, z q P R3 : 2y2 3z 2 9u ,
b) tpx, y, z q P R3 : z 6x2 1u ,
c) tpx, y, z q P R3 : x 2y2 3u ,
d) tpx, y, z q P R3 : xz 12u ,
e) tpx, y, z q P R3 : 3x2 5y2 7u .
2) Find the intersections of the surface with the coordinate planes. In
this way, identify the surface and sketch it.
a) tpx, y, z q P R3 : 2x2 3y2 z 2 4u ,
b) tpx, y, z q P R3 : 9x2 3y2 5z 2 12u ,
c) tpx, y, z q P R3 : x2 2y2 4z 2 3u ,
d) tpx, y, z q P R3 : y2 6x2 4z 2u ,
e) tpx, y, z q P R3 : 4x2 3z 2 2yu ,
f) tpx, y, z q P R3 : 4z 2 3x2 2y 0u ,
g) tpx, y, z q P R3 : x2 4y2 3z 2 1 0u .
3) Identify the surfaces.
a) tpx, y, z q P R3 : z 2 4u ,
b) tpx, y, z q P R3 : 2y2 3z 2 0u ,
c) tpx, y, z q P R3 : x2 4xy 4y2 2u ,
d) tpx, y, z q P R3 : px 2yq2 2px z q2 u .
4) Find a function whose zero set consists of all points that are equidis-
tant from p0, 0, 1q and the coordinate plane
tpx, y, z q P R3 : z 1u .
Identify the surface.
345
5) Find a function whose zero set consists of all points whose distance
from the z-axis is 3-times the distance from the xy-plane. Identify
the surface.
6) Show that through every point of the the surfaces go two straight lines
that are contained in that surface.
a) The elliptic cone EC ,
b) the hyperbolic paraboloid HP ,
c) the hyperboloid of one sheet H1 .
7) (Conic sections) Let α P r0, π {2s and C be the circular cone defined
by (
C : px, y, z q P R3 : z 2 x2 y 2 .
a) Find a function whose zero set coincides with the cone Cα re-
sulting from a C by clockwise rotation in the yz-plane around
p0, 0, 1q and about the angle α. The symmetry axis of that cone
is given by
tp0, t sinpαq, 1 t cospαqq : t P Ru
and its vertex by
p0, sinpαq, 1 cospαqq .

b) Find the intersection of Cα with the coordinate plane parallel to
the xy-plane through p0, 0, 1q. Classify those curves.
2.5.6 Cylindrical and Spherical Coordinates

Example 2.5.40. (Cylindrical coordinates) Define
g : p0, 8q pπ, π s R Ñ R3 z pt0u t0u Rq
by
g pr, ϕ, z q : pr cos ϕ, r sin ϕ, z q
for all pr, ϕ, z q P p0, 8q pπ, π s R.
Then g is bijective with inverse
g 1 : R3 z pt0u t0u Rq Ñ p0, 8q pπ, π s R
346
z p
r
O j q
r×sinHjL
r×cosHjL
Fig. 112: Cylindrical coordinates r, ϕ, z of a point p in space. q is the orthogonal projection

of p onto the xy-plane, r is the Euclidean distance of O and q, ϕ the angle of the line from
O to q with the x-axis. Compare Example 2.5.40.
given by
" a a
g 1 px, y, z q
pax
2 y 2 , arccospx{ a
x2 y 2 q , z q if y ¥ 0
p x2 y2 , arccospx{ x2 y2 q , zq if y 0
for all px, y q P R3 z pt0u t0u Rq.
Example 2.5.41. Find a parametrization of the cylinder

(
Z1 px, yq P R2 : x2 y2 1 .
Solution: Employing cylindrical coordinates, Z1 is given by
Z1 tpcospϕq, sinpϕq, zq : ϕ P pπ, πs, z P Ru .
Example 2.5.42. (Spherical coordinates) Define
g : p0, 8q r0, π s pπ, π s Ñ R3 ztp0, 0, 0qu
347
z p
y
r
r×cosHΘL
Θ
r×sinHΘL
O j q
Fig. 113: Spherical coordinates r, θ, ϕ of a point p in space. r is the Euclidean distance

of O and p, θ the angle between the line from O to p and the z-axis, q the orthogonal
projection of p onto the xy-plane, ϕ the angle of the line from O to q with the x-axis.
Compare Example 2.5.42.
by
g pr, θ, ϕq : pr sin θ cos ϕ, r sin θ sin ϕ, r cos θq
for all pr, θ, ϕq P p0, 8q r0, π s pπ, π s.
Then g is bijective with inverse
g 1 : R3 ztp0, 0, 0qu Ñ p0, 8q r0, π s pπ, π s
given by
" a
g 1prq
p|r| , arccospz{|r|q , arccospx{ a x2 y 2qq if y ¥ 0
p|r| , arccospz{|r|q , arccospx{ x y qq if y 0
2 2
for all px, y, z q P R3 ztp0, 0, 0qu. In analogy with the situation on the
globe, for px, y, z q P R3 ztp0, 0, 0qu the second and third component of
g 1ppx, y, z qq can be called the longitude, co-latitude, respectively of px, y, z q.
Note that for a point on the northern hemisphere π {2 minus its co-latitude
348
gives its latitude, whereas for a point on the on the southern hemisphere the
latitude is given by difference of its co-latitude and π {2.
Example 2.5.43. Find a parametrization of the ellipsoid

" 2
*
y2 z2
E : px, y, zq P R : xa2
3
1
b2 c2
where a, b, c ¡ 0. Solution: E is the image of S 2 p0q under the scale
transformation f : R3 Ñ R3 defined by
f px, y, z q : pax, by, cz q
for all px, y, z q P R3 . Employing spherical coordinates, a parametrization

of S 2 p0q is given by
S 2 p0q psinpθq cospϕq, sinpθq sinpϕq, cospθqq P R3 : ϕ P pπ, πs,

θ P r0, π su .
Hence
E pa sinpθq cospϕq, b sinpθq sinpϕq, c cospθqq P R3 : ϕ P pπ, πs,

θ P r0, π su .
Problems
1) Describe the image of the set under g from Example 2.5.40 on cylin-
drical coordinates.
a) tpr, ϕ, z q P Dpgq : r 3 ^ 1 z 1u ,
b) tpr, ϕ, z q P Dpgq : r ¡ 2 ^ 0 z 3u ,
c) tpr, ϕ, z q P Dpgq : 1 r 2u ,
d) tpr, ϕ, z q P Dpgq : π{2 ¤ ϕ ¤ π{2 ^ z 1u ,
e) tpr, ϕ, z q P Dpgq : 3π{4 ¤ ϕ ¤ 5π{6 ^ z ¤ 0u ,
f) tpr, ϕ, z q P Dpgq : 3π{4 ¤ ϕ ¤ π{4 ^ z ¥ 1u ,
g) tpr, ϕ, z q P Dpgq : 0 r 1 ^ π{3 ¤ ϕ ¤ π{6u .
349
2) Find a function whose zero set f : U Ñ R coincides with g pS q,
where g is the transformation from Example 2.5.40 on cylindrical
coordinates. In addition, sketch g pS q.
a) S tpr, ϕ, z q P Dpgq : r 3u ,
b) S tpr, ϕ, z q P Dpg q : z 2ru ,
c) S tpr, ϕq P Dpg q : z 3r sinpϕq 12u ,
d) S tpr, ϕq P Dpgq : z 4r 1u ,
2 2
e) S tpr, ϕq P Dpg q : 6z 2r2 3 0u ,

f) S tpr, ϕq P Dpg q : z 2 3 5r2 u ,
g) S tpr, ϕq P Dpg q : r 2 cospϕqu .
3) Find a function whose zero set coincides with g 1 pS q, where g is the

transformation from Example 2.5.40 on cylindrical coordinates.
a) S tpx, y, z q P R2 : 2x 6y z 1u ,
b) S tpx, y, z q P R2 : x2 y 2 4u ,
c) S tpx, y, z q P R2 : x2 y 2 3z 2 2u ,
d) S tpx, y, z q P R2 : 2x2 2y 2 9z u ,
e) S tpx, y, z q P R2 : x2 y 2 2z 2 5u ,
f) C tpx, y q P R2 : 4x2 4y 2 z 2 1 0u ,
g) C tpx, y q P R2 : 8x2 y 2 3z 2 0u .
4) Describe the image of the set under g from Example 2.5.42 on spher-
ical coordinates.
a) tpr, ϕ, θq P Dpgq : r 3u ,
b) tpr, ϕ, θq P Dpg q : r ¡ 2u ,
c) tpr, ϕ, θq P Dpg q : 1 r 8u ,
d) tpr, ϕ, θq P Dpg q : 0 ¤ θ ¤ π {4u ,
e) tpr, ϕ, θq P Dpg q : π {6 ¤ θ ¤ π {4u ,
f) tpr, ϕ, θq P Dpg q : r P r1, 2s ^ θ P rπ {6, π {3s
^ ϕ P rπ{6, π{3su .
5) Find a function whose zero set coincides with g pS q with g from Ex-
ample 2.5.42 on spherical coordinates. In addition, sketch g pS q.
a) S tpr, ϕ, z q P Dpg q : r 5 0u ,
350
b) S tpr, ϕ, z q P Dpg q : ϕ π {6u ,
c) S tpr, ϕ, z q P Dpg q : θ π {4u ,
d) S tpr, ϕ, z q P Dpg q : r 6 cospθqu ,
e) S tpr, ϕ, z q P Dpg q : r sinpθq 4u ,
f) S tpr, ϕ, z q P Dpgq : r cospθq 2u ,
g) S tpr, ϕ, z q P Dpg q : r2 cosp2ϕq sin2 pθq 1u .
6) Find a function whose zero set coincides with g 1 pS q, where g is the

transformation from Example 2.5.42 on spherical coordinates.
a) S tpx, y, z q P R2 : x2 y2 z 2 2y 0u ,
b) S tpx, y, z q P R2 : x2 y 3u ,
2
c) S tpx, y, z q P R2 : px2 y q 4z 2 px2 y 2 qu

2 2
.
7) Show that g from Example 2.5.40 on cylindrical coordinates is bijec-

tive by verifying that
g 1 pg pr, ϕ, z qq pr, ϕ, z q
for all pr, ϕ, z q P Dpg q and
g pg 1 px, y, z qq px, y, z q
for all px, y, z q P R3 z pt0u t0u Rq.

8) Show that g from Example 2.5.42 on spherical coordinates is bijec-
tive by verifying that
g 1 pg pr, ϕ, θqq pr, ϕ, θq
for all pr, ϕ, θq P Dpg q and
g pg 1 px, y, z qq px, y, z q
for all px, y, z q P R3 ztp0, 0, 0qu.
2.5.7 Limits in Rn
Definition 2.5.44. Let x1 , x2 , . . . be a sequence of elements of Rn and
x P Rn . We define
lim xm x
m Ñ8
351
x
y
Fig. 114: A sequence in space is convergent if and only if all its coordinate projections
converge. Compare Theorem 2.5.45.
if for every ε ¡ 0 there is a corresponding m0 such that for all m ¥ m0 :
|xm x| ε .
The following theorem says that a sequence of elements in Rn is converging
to some x P Rn if and only if for all i P t1, . . . , nu the corresponding
sequence of its i-th components converges in R to the i-th component of x.
In this way, the question convergence or non-convergence of a sequence in
Rn , n ¥ 2, is reduced to the question of convergence or non-convergence
of sequences of real numbers.
Theorem 2.5.45. Let x1 , x2 , . . . be a sequence of elements of Rn and x P

Rn . Then
lim xm x
m Ñ8
if and only if
m
lim xmj
Ñ8
xj
for all j 1, . . . , n.
352
Proof. First, we note that
max |yj | ¤ |y| ¤ |y1| . . . |yn|

j 1,...,n
for all y P Rn .
Hence if limmÑ8 xm x, ε ¡ 0 is given and m0 is such that for all

m ¥ m0
|xm x| ε ,
then also for every j P t1, . . . , nu and every m ¥ m0
|xmj xj | ε
and hence also
mÑ8
xj .
lim xmj
On the other hand, if for every j P t1, . . . , nu
lim xmj xj ,
mÑ8
ε ¡ 0 is given and for every j P t1, . . . , nu the corresponding m0j is such

that for every m ¥ m0j
|xmj xj | nε ,
then it follows for every m ¥ m01 m02 . . . that
|xm x| ε ,
and hence that
m
lim xm
Ñ8
x.

sinpnq n2 2
lim , 2 , .
n Ñ8 n n 1 n
353
Solution:

sinpnq n2 sinpnq n2
lim
nÑ8 n
, 2
n
,
1 n
2
lim
nÑ8 n
, lim 2
nÑ8 n
, lim
1 nÑ8 n
2
p0, 1, 0q .
The following corollary says that a sequence in Rn can have at most one
limit point (in part (i)), that the sequence consisting of the sums of the mem-
bers of convergent sequences in Rn is convergent against the sum of their
limits (in part (ii)) and that the sequence consisting of scalar multiples of
the members of a convergent sequence in Rn converges against that scalar
multiple of its limit.
Corollary 2.5.47. Let x1 , x2 , . . . ; y1 , y2 , . . . be sequences of elements of

Rn ; x, x̄, y P Rn and a P R.
(i) If
lim xm
m Ñ8
x and lim xm
m Ñ8
x̄ ,
then x̄ x.
(ii) If
lim xm
mÑ8
x and lim ym
mÑ8
y,
then
lim pxm ym q x y.
m Ñ8
(iii) If
m
lim xm
Ñ8
x,
then
m
lim a.xm
Ñ8
a.x .
Problems
354
1) If existent, calculate the limit of the sequence pxn , yn , f pxn , yn qq,
n P N . Otherwise, show non-existence of the limit. Where applica-
ble, a P R.
2xy 2
xn : , yn : , f px, y q : 2 , px, y q P R2 z t0u
1 a
a)
n n x y2
2xy 2
1 a
b)
n n x y4
2xy 2
xn : 2 , yn : , f px, y q : 2 , px, y q P R2 z t0u
1 1
c)
n n x y4
1 a xy
d)
n n x y2
1 a x y
e)
n n x y2
x2
1 a
f)
n n x y2
1 a x
g)
n n x y2
x2 y 2
xn : , yn : , f px, y q : 3
1 a
h) ,
n n x y3
px, yq P R2 z tpx, xq : x P Ru
e1{n x2 y 2
xn : , yn : , f px, y q : 3
1
i) ,
n n x y3
px, yq P R2 z tpx, xq : x P Ru
x3 y3
xn : , yn : , f px, y q : 2
1 a
j) ,
n n x y
px, yq P R z tpx, x q : x P Ru
2 2
e1{n x3 y3
k) xn : , yn : 2 , f px, y q : 2
1
,
n n x y
px, yq P R z tpx, x q : x P Ru
2 2
x3 y3
xn : , yn : , f px, y q :
1 a
l) ,
n n x y
px, yq P R z tpx, xq : x P Ru
2
x2 y 2
m) xn : , yn : , f px, y q : 4
1 a
,
n n x y4
px, yq P R2 z t0u
355
x2 y 2
n) xn : , yn : , f px, y q : 2
1 a
,
n n x y2
px, yq P R2 z t0u .
2) Prove Corollary 2.5.47.
2.5.8 Paths in Rn
Definition 2.5.48. Let n P N .
(i) A path is a map u : I Ñ Rn from some non-empty subinterval I of

R into Rn . The range of a path is frequently called a curve.
(ii) A path u : I Ñ Rn is called continuous if all corresponding coordi-

nate projections ui : I Ñ R, defined by
ui ptq : puptqqi
for all t P I and i P t1, . . . , nu, are continuous.
(iii) A path u : I Ñ Rn is said to be differentiable in some inner point

t0 P I, i.e. some point t0 P I for which there is some ε ¡ 0 such
that pt0 ε, t0 εq I, if all corresponding coordinate projections
ui : I Ñ R, i P t1, . . . , nu, are differentiable in t0 . In this case, we
define its derivative in t0 by
u 1 pt0 q : pu11 pt0 q, . . . , un1 pt0 qq
and its tangent vector in t0 by
pupt0q, u 1pt0 qq P R2n .
Example 2.5.49. Calculate the derivative and the tangent vector field v of
the path u : R Ñ R3 defined by
uptq : pcosptq, sinptq, tq
356
v
Fig. 115: Tangent vector v at a point of a helix. Compare Example 2.5.49.
for all t P R. Solution: u is differentiable since all its component functions

are differentiable in the sense of Calculus I. Hence
u 1 ptq : p sinptq, cosptq, 1q
for all t P R and the corresponding tangent vector field v is given by
v ptq : ppcosptq, sinptq, tq, p sinptq, cosptq, 1qq
for all t P R. See Fig. 2.5.49.
Theorem 2.5.50. Let l, m, n P N, λ : Rl Rm Ñ Rn be a bilinear map,

i.e., such that
λpα.x β.y, z q α.λpx, z q β.λpy, z q ,

λpx, α.z β.w q α.λpx, z q β.λpx, w q
357
for all x, y P Rl , z, w P Rm and α, β P R. Further, let I be a non-void open
interval of R and u : I Ñ Rl , v : I Ñ Rm be differentiable paths. Then the
path λpu, v q : I Ñ Rn defined by
rλpu, vqsptq : λpuptq, vptqq

for all t P I is differentiable, and
rλpu, vqs 1ptq λpu 1ptq, vptqq λpuptq, v 1 ptqq
for all t P I.
Proof. For this, let el1 , . . . , ell , em m l

1 , . . . , em , be the canonical basis of R and
Rm , respectively. It follows by the bi-linearity of λ that
¸
l ¸
m
λpx, z q pxj zk q . λpelj , emkq

j 1k 1
for all x P Rl , z P Rm . Hence

¸
l ¸
m
rλpu, vqsi rλpelj , emkqsi uj vk

j 1k 1
is differentiable by Theorem 1.3.8 with derivative
¸
l ¸
m
rλpu, vqsi1ptq rλpelj , emk qsi puj1 ptq vk ptq uj ptq vk1 ptqq
j 1 k 1
rλpu ptq, vptqq λpuptq, v 1ptqqs

1
i
for all t P I and i P t1, . . . , nu.
Theorem 2.5.51. Let n P N , I,J be non-void open intervals of R, u, v :

I Ñ Rn differentiable paths, f : I Ñ R and g : J Ñ R be differentiable.
Then
358
(i) u v:I Ñ Rn, defined by
pu vqptq : uptq vptq
for every t P I, is differentiable and
pu vq 1ptq u 1ptq v 1 ptq

for all t P I.
(ii) f.u : I Ñ Rn , defined by
pf.uqptq : f ptq.uptq
pf.uq 1ptq f 1 ptq.uptq f ptq.u 1ptq

for all t P I.
(iii) u v : I Ñ R, defined by

pu vq 1ptq u 1ptq vptq uptq v 1 ptq

for all t P I.
(iv) if n 3, then u v : I Ñ R3 , defined by

pu vq 1ptq u 1ptq vptq uptq v 1ptq

for all t P I.
359
(v) if Ran g I, then u g : J Ñ R is differentiable and
pu gq 1ptq g 1 ptq.u 1pgptqq
for all t P J.
Proof. ‘(i)-(iv)’ are consequences of Theorem 2.5.50. ‘(v)’: It follows by

Theorem 1.3.10 that
pu gqi ui g
is differentiable with derivative
rpu gqis 1ptq ui1pgptqq g 1 ptq rg 1ptq.u 1pgptqqsi

for all t P J, i P t1, . . . , nu.
Example 2.5.52. Let r be a twice differentiable path (the trajectory of a

point particle parametrized by time) from some non-void open interval I of
R into R3 and satisfying
m.r 2 ptq 0
for all t P I (Newton’s equation of motion without external forces), where
m ¡ 0 (the mass of the particle). Then
m 1
2
v2 ptq m r 1ptq r 2ptq 0
for all t P I where v : r 1 (the velocity field of the particle) and v 2 : v v.
Hence it follows by Theorem (1.4.7) that the function
m 2
v
2
(the kinetic energy of the particle) is constant (‘is a constant of motion’).
360
Example 2.5.53. (Kepler problem, I) Let r be a twice differentiable path
(the trajectory of a point particle parametrized by time) from some non-
void open interval I of R into R3 zt0u satisfying
m . r 2 ptq
|rptq|3 . rptq
γmM
(2.5.24)
for all t P I (Newton’s equation of motion for a point particle under the
influence of the gravitational field of a point mass located at the origin.),
where m, M, γ ¡ 0 (the mass of particle, the mass of the gravitational
source, the gravitational constant). Show that the total energy E : I Ñ R
of the system, the angular momentum L : I Ñ R3 and the Lenz vector
A : I Ñ R3 defined by
m 1
E ptq : r ptq r 1 ptq
γmM
2 |rptq| ,
Lptq : rptq rm . r 1 ptqs m . rptq r 1 ptq ,

1
Aptq : m . r ptq Lptq
|rptq| . rptq
γmM
for every t P I are constant. Solution: It follows by Theorem 2.5.51,

(2.5.24) and Theorem 2.5.15 (vi) that
γmM rptq r 1 ptq

E 1 ptq m r 1 ptq r 2 ptq 0,
|rptq|3
L 1 ptq m . r 1 ptq r 1 ptq m . rptq r 2 ptq 0
for all t P I and

γmM rptq r 1 ptq
a 1 ptq r 2 ptq Lptq
γmM 1
. rptq
|rptq| 3 |rptq| . r ptq
r 2ptq rptq rm . r 1 ptqs m . rr 1 ptq r 2 ptqs . rptq
γmM 1
|rptq| . r ptq
m . rr 1ptq r 2ptqs . rptq m . rrptq r 2ptqs . r 1ptq
361
m . rr 1ptq r 2ptqs . rptq γmM
|rptq| . r 1 ptq 0
for all t P I, where a : I Ñ R3 is defined by

aptq : m1 . Aptq
for all t P I. Hence it follows by Theorem (1.4.7) that E, L and A are con-
stant. In the following, we derive necessary consequences of these conser-
vation laws. In this, we denote by E, L and A the corresponding constants
and L : |L|, A : |A|. In particular, we assume that A 0, L 0 and
denote for t P I by θptq P pπ, π s is the ‘polar’ angle between A and rptq.
Then it follows by Theorem 2.5.15 (v) that

A|rptq| cospθptqq A rptq m rptq r 1 ptq L . rptq

γmM
|rptq|
m rptq r r 1ptq L s γm2M |rptq|
m L r rptq r 1ptq s γm2M |rptq| L2 γm2 M |rptq|
and hence that
|rptq| r 1 ε cospθptqq s p
for every t P I, where
L2
ε :
A
, p : .
γm2 M γm2 M
In addition, it follows by Theorem 2.5.15 (v), (vii) for t P I that

A2
r 1 ptq L . rptq r 1 ptq L . rptq
γmM γmM
m2 |rptq| |rptq|
pr 1ptq Lq pr 1ptq Lq |rptq| . rptq pr 1ptq Lq
2γmM
γ 2 m2 M 2
L2 |r 1ptq|2 r L r 1ptq s2 2γmM 1

|rptq| . L prptq r ptqq γ 2 m2 M 2
362

2
2EL2
L 2 2E
m
2γM
|rptq| 2γML
|rptq| γ 2 m2 M 2 γ 2m2 M 2 m
and hence that d
ε
2EL2
1 .
γ 2 m3 M 2
As a consequence, $
'
& 1 if E 0
ε 1 if E 0
'
%
¡1 if E ¡0.
By its definition, L is orthogonal to r 1 ptq for every t P I. Hence it follows
for for every t0 , t1 P I satisfying t0 t1 that
» t1
L rrpt1 q rpt0 qs L r 1 ptq dt 0 .
t0
Hence the motion of the particle proceeds in a plane S with normal vector
n3 : L1 .L .
In the following, we make the natural assumption that θptq assumes all
values in pπ, π s. Then S contains the origin. This can be seen as follows.
By assumption, there are t0 , t1 P I such that
θpt1 q , θpt2 q
π π
2 2
and hence
L rpt0 q L rpt1 q 0 , A rpt0 q A rpt1 q 0 , |rpt0 q| |rpt1 q| .
Therefore, we conclude, by noting that L A 0, that
rpt0 q rpt1 q
and hence that

rpt0 q prpt1q rpt0 qq 0 P S .
1
2
363
Therefore, it follows from Examples 2.5.30, 2.5.31, 2.5.32 that Ranprq are
conics in S with one focus in the origin. In particular, the conic is an ellipse,
parabola or hyperbola if E 0, E 0 or E ¡ 0, respectively. Note that the
previous was derived from the assumption of the the existence of a solution
of (2.5.24) with the prescribed properties. Indeed, that existence can be
proved, and this is done, for instance, in courses in theoretical mechanics.
Example 2.5.54. (Kepler problem, II, Levi-Civita’s transformation) We

continue the discussion from the previous discussion and present Levi-
Civita’s ingenious method to transform (2.5.24) into a form whose solu-
tions are obvious. In the first step, we introduce a new time variable. For
this, let t0 P I and I0 : pt0 , 8q X I. We define a time function τ : I0 Ñ R
by »t
dt1
τ ptq :
t0 |rpt q|
1
for all t P I0 . Then τ is strictly increasing, and hence according to Theo-
rem 1.4.17, the restriction in its image on its range, given by an open in-
terval J0 , has a differentiable inverse which will be denoted by the symbol
τ 1 in the following. In particular, we define
ξ : r τ 1 .
Then
1
ξ1 τ 1 r 1 τ 1 τ 1 1τ 1 r 1 τ 1 |ξ | r 1 τ 1 ,
ξ2 |ξ |2 r 2 τ 1

|ξ | 1 r 1 τ 1

|ξ |2 r 2 τ 1
|ξ | 1 ξ 1
|ξ |
and hence
|ξ1|2 ξ 2 ||ξξ||3 ξ 1 .
1
r 2 τ 1
Hence it follows from (2.5.24) that
|ξ | ξ 2 |ξ | 1 ξ 1 γM ξ 0 (2.5.25)
364
and

τ 1 m2 ||ξξ ||2 γmM

m 1 2 γmM 12
E 2
|r | |r| |ξ | . (2.5.26)
For the next step, we assume that the r and hence also ξ assume values
in the x, y-plane, only. Note that the discussion in the previous example
indicates that it is sensible to search for such solutions. For the solutions of
(2.5.25), we make the ansatz
u2 v2 , ξ2 2uv ,
ξ1
where u : J Ñ R, v : J Ñ R are twice differentiable functions that are to

be found. Then
|ξ | u2 v2 , |ξ | 1 2uu 1 2vv 1 , ξ11 2uu 1 2vv 1 ,

ξ21 2u 1 v 2uv 1 ,
|ξ 1|2 p2uu 1 2vv 1q2 p2u 1v 2uv 1q2 4pu2 v2qpu 1 2 v 1 2 q
ξ12 2uu 2 2vv 2 2u 1 2 2v 1 2 , ξ22 2u 2v 4u 1 v 1 2uv 2 .
Substitution of the ansatz into (2.5.25) leads to
pu2 v 2 qp2uu 2 2vv 2 2u 1 2 2v 1 2 q p2uu 1 2vv 1 qp2uu 1 2vv 1 q

γM pu2 v 2 q 2pu2 v 2 qpuu 2 vv 2 q 2pu2 v 2 qpu 1 2 v 1 2 q
4pu2u 1 2 v2 v 1 2 q γM pu2 v2q
2pu2 v2qpuu 2 vv 2q γM 2pu 1 2 v 1 2 q pu2 v2 q 0
2pu2 v 2 qpu 2 v 2u 1 v 1 uv 2 q 4puu 1 vv 1 qpu 1 v uv 1 q 2 γM uv

2pu2 v2qpu 2v uv 2 q 4 pu2 v2 qu 1v 1 puu 1 vv 1qpu 1v uv 1q
2 γM uv

2pu2 v 2 qpu 2 v uv 2 q γM 2pu 1 2 v 1 2 q 2uv 0
and hence to

2pu2 v 2 qupuu 2 vv 2 q γM 2pu 1 2 v 1 2 q upu2 v 2 q
365

2pu2 v 2 qv pu 2v uv 2 q
2pu 1 2 v 1 2 q 2uv 2 0
γM
(
pu2 v2q 2pu2 v2qu 2 γM 2pu 1 2 v 12q u 0
2pu2 v 2 qupu 2 v uv 2 q γM 2pu 1 2 v 1 2 q 2u2 v

2pu2 v2 qvpuu 2 vv 2q γM 2pu 1 2 v 1 2q vp(u2 v2 q
pu2 v2q 2pu2 v2qv 2 γM 2pu 1 2 v 1 2 q v 0
and hence to

2pu2 v 2 qu 2 γM 2pu 1 2 v 1 2q u ,

2pu2 v 2 qv 2 γM 2pu 1 2 v 1 2q v .
Substitution of the ansatz into (2.5.26) leads to

12 v12
E
2m
uu2 v2
2puγM
2 v2q
which leads to the system of equations
u2 u 0 , v2 0.
E E
v
2m 2m
The solution of the last equations are given by Theorem 1.4.16.
In the following we define the arc length of a curve as a limit of the lengths
of inscribed polygons. The length of any such polygon should be smaller
than the length of the path, since intuitively we expect straight lines to be
the shortest connection between two points. This suggests the following
definition.
Definition 2.5.55. Let n P N and u : I Ñ Rn be a path where I is

some non-empty closed subinterval of R. We say u that is rectifiable, non-
rectifiable if the set
# +

ν¸1
|uptj q uptj 1q| : P pt0 , . . . , tν q P P
µ 0
366
y
0.2
x
0.2 0.4 0.6 1
-0.2
-0.4
Fig. 116: Graph of the non-rectifiable continuous path u from Example 2.5.56.
is bounded or unbounded, respectively. In case u is rectifiable, we define

its length Lpuq by
# +

ν¸1
Lpuq sup |uptj q uptj 1q| : P pt0, . . . , tν q P P .

µ 0
Example 2.5.56. (A non-rectifiable continuous path) Define u : r0, 1s Ñ

R2 by
uptq : t, p1 tq cos
π
2p1 tq
for all t P p0, 1s and uptq : p0, 0q. Then u is a continuous path. For every
n P N , we define a partition pt0 , . . . , t2n 1 q of r0, 1s by
t0 : 0 , t2k1 : 1 , t2k : 1
1 1
2p2k 1q 4k
for k 1, . . . , n and
t2n 1 : 1 .
367
Then
¸
2n ņ
|uptj q uptj 1q| ¥ |upt2k1q upt2k q|

µ 0
k 1
¸ n
1 1 ¸ 1
n
¥ p q
1
2 2k 1 ¥
4k 2 k1 k
.
k 1
Hence # +

ν¸1
|uptj q uptj 1q| : P pt0 , . . . , tν q P P
µ 0
is unbounded, and u is non-rectifiable.
Theorem 2.5.57. (Uniform continuity) Let f : ra, bs Ñ R, where a, b P R

are such that a b, be continuous. Then f is uniformly continuous, i.e.,
for every ε ¡ 0 there is some δ ¡ 0 such that for all x, y P ra, bs it follows
from |x y | ¤ δ that |f pxq f py q| ¤ ε.
Proof. The proof is indirect. Assuming the opposite, there is some ε ¡ 0
for which the statement is not true. Hence for every n P N , there are
xn , yn P ra, bs such that |xn yn | ¤ 1{n and at the same time such
that |f pxn q f pyn q| ¡ ε. According to the Bolzano-Weierstrass’ Theo-
rem 1.2.11, there are subsequences xn1 , xn2 , . . . of x1 , x2 , . . . converging
to some element x P ra, bs and ynk1 , ynk2 , . . . of yn1 , yn2 , . . . converging to
some element y P ra, bs. Hence it follows by the continuity of the modu-
lus function (see Example 1.2.43), the continuity of f , Theorem 1.2.4 and
Theorem 1.2.6 that x y and |f pxq f py q| ¥ ε.
Theorem 2.5.58. Let n P N , a, b P R be such that a ¤ b, u : ra, bs Ñ Rn

be continuous and differentiable on pa, bq such that its derivative on pa, bq
can be extended to a continuous path u 1 on ra, bs, such a path will be called
a C1 -path in the following, then u is rectifiable and
»b
Lpuq |u 1ptq| dt .
a
368
Proof. For this, let ν P N, pt0, . . . , tν q P P and µ P t1, . . . , ν 1u. Then
by Theorem 1.5.20,
2
¸
n n » tµ
¸
|uptµq uptµ 1q| |ukptµq uk ptµ 1 q| uk1 ptq dt .
2 2 1

tµ

k 1
k 1
By Theorem 2.5.2,
» 2 » »
ņ tµ 1 tµ 1 ņ tµ 1
uk1 t dt
pq uk1 s ds uk1 t dt pq pq

tµ
k 1 tµ k 1 tµ
» 2 1{2 »
¸n tµ 1 tµ 1
¤
1
uk t dt pq u 1 t dt .
| p q|
tµ

k 1 tµ
Hence 2 » 2
n » tµ
¸ tµ
uk1 t dt
pq ¤ |u 1ptq| dt
1
1

tµ

k 1 tµ
and » tµ
|uptµq uptµ 1 q| ¤ |u 1ptq| dt
1
tµ
as well as

ν¸1 »b
|uptµq uptµ 1q| ¤ |u 1ptq| dt .

µ 1 a
Hence u is rectifiable and

»b
Lpuq ¤ |u 1ptq| dt .
a
For the proof of the opposite inequality, let ε ¡ 0. Since u 1 is continuous,

it follows by application of Theorem 2.5.57 to its component functions the
existence of δ ¡ 0 such that for all s, t P ra, bs
|u 1psq u 1ptq| ¤ ε if |s t| ¤ δ .
369
Let ν P N, pt0, . . . , tν q P P of size ¤ δ, µ P t1, . . . , ν 1u. Then
|u 1ptq| |u 1ptq u 1ptµ q u 1ptµq| ¤ |u 1ptµq| ε
for all t P rtµ , tµ 1 s. Hence
» tµ
|u 1ptq| dt ¤ p|u 1ptµq| εq l p rtµ , tµ sq
1
1
tµ
»
tµ

ru 1ptq u 1 ptµ q u 1 ptqs

ε l p rtµ , tµ sq
1
dt 1
tµ
» »
tµ tµ
¤ 1pq ru 1ptµq u 1ptqs

ε l p rtµ , tµ 1 s q

1 1
u t dt dt
tµ tµ
?
¤ |uptµq uptµ 1 q| p1 n q l p rtµ, tµ 1 s q ε
where integration of vector-valued functions is defined component-wise.
Hence
»b
ν¸1
? ?
|u 1ptq| dt ¤ |uptµq uptµ 1q| p1 n q ε ¤ Lpuq p1 nqε
a
µ 1
and, finally,
»b
|u 1ptq| dt ¤ Lpuq .
a
Theorem 2.5.59. (Invariance of the length under reparametrizations)

Let n P N , a, b P R be such that a ¤ b, u : ra, bs Ñ Rn be a C1 -path,
c, d P R such that c ¤ d, g : rc, ds Ñ ra, bs be continuous, increasing (not
necessarily strictly) such that g pcq a, g pdq b, differentiable on pc, dq
with its derivative on pc, dq being extendible to a continuous function on
rc, ds. Then u g is a C1-path and
Lpu g q Lpuq .
370
For this reason, we define the length LpRan uq of the curve Ran u by
LpRan uq : Lpuq
if u is in addition injective.
Proof. First, u g is continuous, differentiable on pc, dq with its derivative

on pc, dq having the continuous extension g 1 .pu 1 g q. Hence u g is a
C1 -path, and it follows by Theorem 2.1.1 that
» gpdq »d
Lpuq |u 1ptq| dt |pu 1 gqpsq| g 1psq ds
pq
g c c
»d »d
|g 1psq.pu 1 gqpsq| ds |pu gq 1psq| ds Lpu gq .
c c
Example 2.5.60. Calculate the length of the circle Sr1 p0q of radius r ¡ 0
around the origin. Solution: An injective parametrization of the part of
Sr1 p0q in the upper half-plane is given by the C1 -path u : r0, π s Ñ R2
defined by
upϕq : pr cospϕq, r sinpϕqq
for every ϕ P r0, π s. Since
»π »π
Lpuq |u 1pϕq| dϕ |pr sinpϕq, r cospϕq| dϕ
»π 0 0
r dϕ πr ,
0
it follows that
L Sr1 p0q 2πr .
Problems
371
1) Calculate the length of the path u : I Ñ Rn .
a) upxq : px, 4x 7 q , x P I : r0, 1s ,
b) uptq : p2t3 , 3t2 q , t P I : r2, 5s ,
c) upxq : px, 2x4 p16x2 q1 q , x P I : r1, 2s ,
d) upxq : px, x2{3 q , x P I : r2, 3s ,
e) upxq : px, 128px5 {15q p8x3 q1 q , x P I : r1, 3s ,
f) upθq : pθ, ln cos θq , θ P I : rπ {8, π {4s ,
g) upsq : ps, cosh sq , s P I : r1, 8s ,
h) upθq : p2θ, cosp3θq, sinp3θqq , θ P I : r0, π s ,
?
i) uptq : pt2 {2, 2 t, lnptqq , t P I : r2, 7s ,
j) uptq : pt, cosh t, sinh tq , t P I : r0, 4s ,
k) upv q : p2v 3 , cos v v sin v, v cos v sin v q , v P I : r0, π {2s ,
l) uptq : p2et , et sin t, et cos tq , t P I : r3, 4s .
2) Calculate the length of the curve C.

a) C : tpx, y q P R2 : x2{3 y 2{3
9 ^ 1 ¤ x ¤ 3u ,
b) C : tpx, y q P R : x 2y {
2
3 ^ 0 ¤ y ¤ 2u ,
3 2
c) C : tpx, y q P R : y 4x 0 ^ 3 ¤ x ¤ 4u ,
2 3 2
d) C : tpx, y q P R2 : 1 px4 {3q xy 0 ^ 2 ¤ x ¤ 3u ,

e) C : tpx, y q P R2 : 8y 2 9px 1q2 ^ x ¥ 1 , 0 ¤ y ¤ 1u ,
f)
?
C : tpx, y q P R2 : y x p3 2xq 0 ^ 0 ¤ x ¤ 4u ,
g) C : tpx, y q P R2 : xy px4 {2q 24 ^ 1 ¤ x ¤ 5u .
3) A cycloid is the trajectory of a point of a circle rolling along a straight

line. Calculate the length of the part of the cycloid
tpapt sin tq, ap1 cos tq : t P Ru
between the points p0, 0q and p2πa, 0q, where a ¡ 0.
4) An astroid is the trajectory of a point on a circle of radius R{4 rolling
on the inside of a circle of radius R ¡ 0. Calculate the length of the
part of the astroid
tpR cos3 t, R sin3 tq : t P Ru
between the points pR, 0q and p0, Rq.
372
y
1
0.5
x
Π 2Π
Fig. 117: A cycloid.
y
1
0.5
x
-1 -0.5 0.5 1
-0.5
-1
Fig. 118: An astroid.
373
y
1

2
x
1 1 3

2 2
1
-
2
-1
Fig. 119: A cardioid.
5) A cardioid is the trajectory of a point on a circle rolling on the inside

of a circle of the same radius. Calculate the length of the cardioid
tpa cos ϕp1 cos ϕq, a sin ϕp1 cos ϕqq : ϕ P r0, 2π qu ,
where a ¡ 0.
6) Consider all real-valued functions on [0,1] such that f p0q 1, f p1q
1 and that are continuously differentiable on the interval p0, 1q with a
derivative that has a continuous extension to [0,1]. Find that function
whose Graph is shortest. Give reasons for your answer.
7) Let b ¡ a ¡ 0. Consider all C 1 -paths u : [0,1] Ñ R2 such that
up0q pa, 0q, up1q pb, 0q and such that

uptq rptq cos ϕptq , rptq sin ϕptq ,
for every t P [0,1], where r : [0,1] Ñ R and ϕ : [0,1] Ñ R are

continuous, continuously differentiable on the interval p0, 1q with
derivatives that have continuous extensions to [0,1]. Characterize the
shortest paths. What is the common range of all these paths?
8) Let a, b, c, d P R such that a2 b2 1 and c2 d2 1. Consider all
C 1 -paths u : [0,1] Ñ R2 on the sphere of radius 1 around the origin
374
such that up0q pa, 0, bq, up1q pc, 0, dq and such that

uptq sinpθptqq cospϕptqq , sinpθptqq sinpϕptqq , cospθptqq ,
for every t P [0,1], where r : [0,1] Ñ R, θ : [0,1] Ñ R and

ϕ : [0,1] Ñ R are continuous, continuously differentiable on the
interval p0, 1q with derivatives that have continuous extensions to
[0,1]. Characterize the shortest paths. What is the common range
of all these paths?
3 Calculus III
3.1 Vector-valued Functions of Several Variables
Definition 3.1.1. (Vector-valued functions of several variables) A vector-
valued function is a map from a non-trivial subset of Rn into Rm where
n P N and m P N zt1u. A function of several variables is a map f from
a non-trivial subset D of Rn into Rm for some n P N zt1u and m P N .
A vector-valued function of several variables is a vector-valued function
and/or a function of several variables.
In accordance with Definitions 1.1.26, 1.1.29, for such a function, we define
Definition 3.1.2. (i) The domain of f by:
Dpf q : D .
(ii) The range of f by:
Ranpf q : tf pxq : x P D u
(iii) The Graph of f by:
Gpf q : tpx, f pxqq : x P D u .
(iv) The level set (or contour) of f corresponding to some c P Rm by:
f 1 pcq : tx P D : f pxq cu .
375
y
12
x
-12 12
-12
Fig. 120: Range of γ1 .
Examples are:
Example 3.1.3. (i) γ1 : R Ñ R2 defined by
γ1 ptq : pcosptq, sinptqq
for every t P R,
(ii) γ2 : R Ñ R3 defined by
γ2 ptq : pcosptq, sinptq, tq
for every t P R,
(iii) f3 : R2 zt0u Ñ R defined by
f3 pxq : 1{|x| ,
for every x P R2 zt0u,
376
x
-1 0 1
10
z
5
0 1
0 y
-1
Fig. 121: Range of γ2 .
z 2 2
1 1
0
-2 0
y
-1
0 -1
x 1
2 -2
Fig. 122: Truncated graph of f3 .
377
2
0
y
-1
-2
-2 -1 0 1 2
x
Fig. 123: Contour map of f3 . Darker colors correspond to lower values of f3 .
(iv) f4 : R3 zt0u Ñ R defined by

f4 pxq : 1{|x|
for every x P R3 zt0u.
Example 3.1.4. Consider the expression
a
36 9x2 4y 2
for px, y q P R2 .
?
? value of this expression
(i) Evaluate the in the point px, y q p1, 2q.
Solution: 36 9 16 11.
(ii) Find and sketch the domain of the function g that is induced by the
expression and has maximal domain. Solution: That domain is the
subset of R2 consisting of all those px, y q P R2 for which the square
root in the definition is defined. Hence it is given by those px, y q P R2
satisfying
px{2q2 py{3q2 ¤ 1 .
378
y
x
-1 1
-1
-2
Fig. 124: Dpg q
Geometrically, this set consists of the inner part plus boundary of an

ellipse centered around the origin with half axes 2 and 3.
(iii) Find the range of g. Solution: Ranpg q r0, 6s. (Proof: For every
px, yq P Dpgq, we have:
0 ¤ 36 9x2 4y 2 ¤ 36
and hence also a
0¤ 36 9x2 4y 2 ¤6.
Therefore, Ranpg q r0, 6s. In addition for every z P r0, 6s,
1?

g 36 z 2 , 0 z .
3
Hence it follows also that Ranpg q r0, 6s and, finally, that Ranpg q
r0, 6s.)
Analogous to the corresponding definition in Calculus I, the next defines
continuity of a vector-valued function of several variables at a point by its
property to commute with limits taken at that point.
379
y
0.5
x
-1 -0.5 0.5 1
-0.5
Definition 3.1.5. Let f : D Ñ Rm be a vector-valued function of several

variables and x P D. We say f is continuous in x if for every sequence
x1 , x2 , . . . of elements in D from
lim xν
ν Ñ8
x
it follows that

lim f pxν q f lim xν r f pxqs .
ν Ñ8 ν Ñ8
Otherwise, we say f is discontinuous in x. Moreover, we say f is continu-
ous if f is continuous in all points of its domain D. Otherwise, we say f is
discontinuous.
Example 3.1.6. Consider the function f : R Ñ R defined by
f pxq :
x
|x|
380
for every x P Rzt0u and and f p0q : 1. Then

lim
1
nÑ8 n
0 and nlim
Ñ8
1
n
0,
but

lim f
n Ñ8
1
n
1 and lim f
n Ñ8
n1 1 .
Hence f is discontinuous at the point 1. See Fig. 125.
Example 3.1.7. Consider the function of several variables f5 : R2 zt0u Ñ

R defined by
x2 y 2
f5 pxq : 2
x y2
for all x P R2 zt0u. Then
f5 px, 0q 1 , f5 p0, y q 1
for all x, y P Rzt0u, and hence there is no extension of f5 to a continuous

function defined on R2 . Note that for every real a
1 a2
f5 px, axq
1 a2
for all x P Rzt0u. Hence for every b P r1, 1s, there is a real number a
such that
lim f5 px, axq b .
x Ñ0,x0
Example 3.1.8. (Basic examples of continuous functions.)

Let n P N .
(i) Constant vector-valued functions on Rn are continuous as a conse-

quence of Theorem 2.5.45.
381
2
1
0.5 2 0
y
z
0
-0.5 1
-1
-2 0 -1
y
-1
0 -1
x 1 -2
-2 -1 0 1 2
2 -2 x
Fig. 126: Graph and contour map of f5 . In the last, darker colors correspond to lower
values.
(ii) For i P t1, . . . , nu, define the projection pi : Rn Ñ R of Rn onto the

i-th component by
pi pxq : xi
for all x px1 , . . . , xn q P Rn . Then pi is continuous as a conse-
quence of Theorem 2.5.45.
In the case of functions of one real variable, one main application of conti-
nuity was the fact that continuous functions defined on bounded and closed
intervals assume a maximum value and minimum value. Similar is true for
continuous functions of several variables. Such functions assume a maxi-
mum value and minimum value on so called ‘compact’ subsets, defined be-
low, of their domain. Again, as in the case of functions of one real variable,
this property is a simple consequence of the Bolzano-Weierstrass theorem
for sequences in Rn . The last is a simple consequence of its counterpart
Theorem 1.2.11 for sequences of real numbers.
Theorem 3.1.9. (Bolzano-Weierstrass) Let n P N and x1 , x2 , . . . be a

bounded sequence in Rn , i.e., for which there is M ¡ 0 such that |xk | ¤ M
for all k P N . Then there is a subsequence, i.e., a sequence xn1 , xn2 , . . .
382
that corresponds to a strictly increasing sequence n1 , n2 , . . . of non-zero
natural numbers, which is convergent in Rn .
Proof. Since x1 , x2 , . . . is bounded, the corresponding sequences of com-
ponents x1k , x2k , . . . , k 1, . . . , n are also bounded. Therefore, as a con-
sequence of an n-fold application of Theorem 1.2.11 and an application
of Theorem 2.5.45, it follows the existence of a subsequence xn1 , xn2 , . . . ,
where n1 , n2 , . . . is a strictly increasing sequence of non-zero natural num-
bers, which is convergent in Rn .
Definition 3.1.10. (Open, closed and compact subsets of Rn )

Let n P N .
(i) A subset U of Rn is called open if for every x P U there is an ‘open
ball of some radius ε ¡ 0 around x’
Uε pxq : ty P Rn : |y x| εu
which is contained in U. In particular, φ , Rn , and every open ball of
radius ε ¡ 0 around x P Rn is open. Obviously, arbitrary unions of
open subsets of Rn and intersections of finitely many subsets of Rn
are open.
(ii) A subset A of Rn is called closed if its complement Rn zA is open. In
particular, the so called ‘closed ball of radius ε ¡ 0 around x P Rn ’
Bε pxq : ty P Rn : |y x| ¤ εu
and the sphere of radius ε centered at x
Sε pxq : ty P Rn : |y x| εu
are closed. As a consequence of the last remark in (i), arbitrary inter-
sections of closed subsets of Rn and unions of finitely many closed
subsets of Rn are closed. In particular, we define for every subset
S of Rn its corresponding closure S̄ as the intersection of all closed
subsets of Rn that contain S. Hence S̄ is the smallest closed subset
of Rn that contains S.
383
(iii) A subset K of Rn is called compact if it is closed and bounded, i.e.,
it is closed and contained in some open ball UR p0q of some radius
R ¡ 0 around the origin.
Example 3.1.11. Let a, b P R be such that a ¤ b. Then the interval pa, bq

is bounded and open. The interval [a, b] is compact.
Theorem 3.1.12. Let n P Rn and S Rn . Then the closure S̄ of S consists

of all x P Rn for which there is a sequence x1 , x2 , . . . of elements of S that
is convergent to x.
Proof. If x P S̄, there are two cases. In case that x P S, the constant
sequence x, x, . . . is a sequence in S that is converging to x. If x R S and
U is some open subset of Rn that contains x, it follows that U also contains
a point of S. Otherwise, it follows that
S̄ z U S̄ X p Rn z U q
is a closed subset of Rn that contains S and hence that
S̄ S̄ z U
which implies that x R S̄. In particular by applying the previous to U1{ν pxq
for every ν P N , we obtain a sequence x1 , x2 , . . . of elements of S that is
convergent to x by construction. On the other hand, if x P Rn is such that
there is a sequence x1 , x2 , . . . of elements of S that is convergent to x and
A is a closed subset Rn that contains S, it follows that x P A. Otherwise,
x is contained in the open set Rn z A and there is ε ¡ 0 such that Uε pxq
Rn z A. Hence if ν P N is such that |xν x| ε, it follows that xν P Rn z A
and hence that xν R S. As a consequence, x is also contained in S̄ which
is the intersection of all closed subsets A of Rn that contain S.
Example 3.1.13. Let a, b P R be such that a ¤ b. Then the closure of the

intervals pa, bq and [a, b] is given by [a, b].
384
Theorem 3.1.14. (Existence of maxima and minima of continuous func-
tions on compact subsets of Rn ) Let n P N , K Rn a non-empty com-
pact subset and f : K Ñ R be continuous. Then there are (not necessarily
uniquely determined) xmin P K and xmax P K such that
f pxmax q ¥ f pxq , f pxmin q ¤ f pxq
for all x P K.
Proof. For this, in a first step, we show that f is bounded and hence that
sup f pK q exists. In the final step, we show that there is c P K such that
f pcq sup f pK q. For both, we use the Bolzano-Weierstrass theorem.
The proof that f is bounded is indirect. Assume on the contrary that f is
unbounded. Then there is a sequence x1 , x2 , . . . in K such that
f pxn q ¡ n (3.1.1)
for all n P N. Hence according to Theorem 3.1.9, there is a subsequence

xk1 , xk2 , . . . of x1 , x2 , . . . converging to some element c P K. Note that
the corresponding sequence f pxk1 q, f pxk2 q, . . . is not converging as a con-
sequence of (3.1.1). But, since f is continuous, it follows that
f pcq lim f pxnk q .

k Ñ8
Hence f is bounded. Therefore, let M : sup f pK q. Then for every n P N
there is a corresponding cn P K such that
|f pcnq M | n1 . (3.1.2)
Again, according to Theorem 3.1.9, there is a subsequence ck1 , ck2 , . . . of

c1 , c2 , . . . converging to some element c P K. Also, as consequence of
(3.1.2), the corresponding sequence f pck1 q, f pck2 q, . . . is converging to M.
Hence it follows by the continuity of f that f pcq M and by the definition
of M:
f pcq M ¥ f pxq
385
for all x P K. By applying the previous reasoning to the continuous func-
tion f , it follows the existence of a c 1 P K such that
f pc 1q ¥ f pxq .
f pc 1 q ¤ f pxq
for all x P K.
In the case of functions of one real variable, it was shown that a continuous
function f : [a, b] Ñ R, where a, b P R are such that a b, which is
differentiable on the open interval pa, bq assumes its extrema either in a
critical point in pa, bq or in the points of a or b. Similar is true for functions
of several variables. For this reason, we define the notion of inner points
and of boundary points of subsets of Rn , n P N .
Definition 3.1.15. (Inner points and boundary points of subsets of Rn )

Let n P N and S Rn .
(i) We call x P S an inner point of S if there is ε ¡ 0 such Uε pxq S.

In particular, we call the set of inner points of S the interior of S and
denote this set by S . Obviously, S is the largest open set that is
contained in S.
(ii) We call x P Rn a boundary point of S if for every ε ¡ 0 the cor-

responding Uε pxq contains a point from S and a point from Rn z S.
Hence a boundary point of S cannot be an inner point of S. We call
the set of boundary points of S the boundary of S and denote this set
by B S.
Example 3.1.16. Let a, b P R be such that a ¤ b. Then the interior of the

intervals pa, bq and [a, b] is given by pa, bq. The boundary of pa, bq and [a, b]
is given by ta, bu. We note that the closure of pa, bq, i.e., [a, b], is the union
of the interior of pa, bq, i.e., pa, bq, and the boundary of pa, bq, i.e., ta, bu.
The last is true for every subset of Rn , n P N .
386
Theorem 3.1.17. (Decomposition of the closure of subsets of Rn ) Let
n P N and S Rn . Then
S̄ S Y BS .
Proof. First, we note that S S S̄. If x P B S, then for every ν P N
there is xν P S such that |xν x| 1{ν. Hence
lim xν x
ν Ñ8
and x P S̄. Hence we showed that S̄ S Y B S. If x P S̄, then either

x P S or x P B S. Otherwise, there is ε ¡ 0 such that Uε pxq is contained in
Rn z S. In this case, there is no sequence x1 , x2 , . . . of elements of S that
is convergent to x and hence x R S̄. Hence if follows that S̄ S Y B S
and finally that S̄ S Y B S.
Definition 3.1.18. Let f1 : D1 Ñ Rm , f2 : D2 Ñ Rm be vector-valued

functions of several variables such that D1 X D2 φ. Moreover, let a P R.
We define pf1 f2 q : D1 X D2 Ñ Rm and a.f1 : D1 Ñ Rm by
pf1 f2 qpxq : f1 pxq f2 pxq
for all x P D1 X D2 and
pa.f1 qpxq : a.f1 pxq

for all x P D1 .
Theorem 3.1.19. Let f1 : D1 Ñ Rm , f2 : D2 Ñ Rm be vector-valued
functions of several variables and such that D1 X D2 φ. Moreover, let
a P R. Then by Corollary 2.5.47:
(ii) If f1 is continuous in x P D1 , then a.f1 is continuous in x, too.
387
Definition 3.1.20. Let f1 : D1 Ñ R, f2 : D2 Ñ R be functions of several
variables such that D1 X D2 φ. We define f1 f2 : D1 X D2 Ñ R by
pf1 f2qpxq : f1pxq f2 pxq

for all x P D1 X D2 . If moreover Ranpf1 q R , we define 1{f1 : D1 Ñ R
by
p1{f1 qpxq : 1{f1 pxq
for all x P D1 .
Theorem 3.1.21. Let f1 : D1 Ñ R, f2 : D2 Ñ R be functions of several
variables such that D1 X D2 φ.
(ii) If f1 is such that Ranpf1 q R as well as continuous in x P D1 , then

1{f1 is continuous in x, too.
Proof. For the proof of (i), let x1 , x2 , . . . be some sequence in D1 X D2
which converges to x. Then it follows for every ν P N that
|pf1 f2qpxν q pf1 f2 qpxq| |f1pxν qf2pxν q f1pxqf2 pxq|

|f1pxν qf2pxν q f1pxqf2 pxν q f1 pxqf2pxν q f1 pxqf2pxq|
¤ |f1pxν q f1pxq| |f2pxν q| |f1pxq| |f2pxν q f2pxq|
¤ |f1pxν q f1pxq| |f2pxν q f2pxq| |f1pxν q f1pxq| |f2pxq|
|f1pxq| |f2pxν q f2pxq|
and hence, obviously, that
lim pf1 f2 qpxν q pf1 f2 qpxq .

ν Ñ8
For the proof of (ii), let x1 , x2 , . . . be some sequence in D1 which converges
to x. Then it follows for every ν P N that
|p1{f1qpxν q p1{f1qpxq| |1{f1pxν q 1{f1 pxq|

388
|f1pxν q f1pxq|{r |f1pxν q| |f1pxq| s
and hence, obviously, that
lim p1{f1 qpxν q p1{f1 qpxq .

ν Ñ8
Definition 3.1.22. Let f : Df Ñ Rm and g : Dg Ñ Rp be vector-valued

functions of several variables and Dg be a subset of Rm . We define g f :
Dpg f q Ñ Rp by
Dpg f q : tx P Df : f pxq P Dpg qu
and
pg f qpxq : gpf pxqq
Theorem 3.1.23. Let f : Df Ñ Rm , g : Dg Ñ Rp be vector-valued

functions of several variables and Dg be a subset of Rm . Moreover, let
x P Df , f pxq P Dg , f be continuous in x and g be continuous in f pxq.
Then g f is continuous in x.
Proof. For this, let x1 , x2 , . . . be a sequence in Dpg f q converging to x.

Then f px1 q, f px2 q, . . . is a sequence in Dg . Moreover, since f is continu-
ous in x, it follows that
lim f pxν q f pxq .

ν Ñ8
Finally, since g is continuous in f pxq, it follows that
lim pg f qpxν q lim g pf pxν qq g pf pxqq pg f qpxq .

ν Ñ8 ν Ñ8
389
Example 3.1.24. In the following, we conclude that f5 is continuous.
For this, we define the projections pi : R2 zt0u Ñ R of R2 zt0u onto the

i-th component by
pi pxq : xi
for every x px1 , x2 q P R2 zt0u. By Theorem 2.5.45, pi is continuous, i.e.,
continuous in every point of its domain R2 zt0u.
We have the following representation of f5 :
f5 rp1 p1 pp1q.p2q p2 s p1{rp1 p1 p2 p2 sq .
Hence the continuity of f5 follows by application of Theorems 3.1.19, 3.1.21.

Note that another way of concluding the continuity of the second factor
1{rp1 p1 p2 p2 s
is by means of Theorems 3.1.19(i),3.1.21(i) and 3.1.23, using the continuity

of the function pRzt0u Ñ R, x ÞÑ 1{xq known from calculus in one real
variable.
Problems
1) Find the maximal domain Dpf q of f such that

a
a) f px, y q 1 2x2 y 2 ,
a
b) f px, y q 5 p3x 2yq2 ,
c) f px, y q p1{px 1qq p1{y 2 q ,
d) f px, y q lnpx 3y q ,
e) f px, y q arccosp2xq lnpxy q ,
a
f) f px, y q px2 y 2 3qp1 x2 y 2 q ,
a
g) f px, y q p x y 2 q1{2 ,
? a ?
h) f px, y, z q x 3 y 2 z 1 ,
i) f px, y, z q arccospxq arccospy q arccosp1 z q ,
390
j) f px, y, z q lnpxyz q ,
a
k) f px, y, z q 1 x2 2y 2 4z 2 ,
l) f px, y, z q arcsinpx 3y 6z q
for all px, y q P Dpf q or px, y, z q P Dpf q.

2) Find the maximal domain Dpg q, level sets and range of g such that
a) g px, y q x 2y ,
b) g px, y q 2x3 3y ,
c) g px, y q y {x2 ,
d) g px, y q 3x2 5y 2 7,
e) g px, y q 4x 2
2y 2
1 ,
f) g px, y q px{3q 2y 2
6,
g) g px, y q 3{rpx 1qpy 1qs ,
a
h) g px, y q 2 x 3y ,
i) g px, y q px 3q{py 1q ,
j) g px, y, z q x 5y 2z 3 ,
k) g px, y, z q 6x2 2y 2 z2 3 ,
l) g px, y, z q x2 y 2 4z 2 9
for all px, y q P Dpg q or px, y, z q P Dpg q. In addition, for the cases a)
- i), draw a contour map showing several curves and sketch G pg q.
3) Where is the function h : D Ñ R continuous and why? In particular,
decide whether h is continuous or discontinuous at the origin p0, 0q.
Give reasons.
x2 xy 2
a) hpx, y q : for px, y q P D : R2 z t0u ,
x2 y 2
hp0q : 1 ,
3xy 2
b) hpx, y q : for px, y q P D : R2 z t0u ,
x2 y 2
hp0q : 0 ,
xy 2
c) hpx, y q : for px, y q P D : R2 z t0u ,
x2 y 4
hp0q : 0 ,
391
d) hpx, y q : for px, y q P D : R2 z t0u ,
xy
x2 y2
hp0q : 0 ,
hpx, y q : 2 for px, y q P D : R2 z t0u ,

x y
e)
x y2
hp0q : 1 ,
y2
f) hpx, y q : for px, y q P D : R2 z t0u ,
x2 y2
hp0q : 1 ,
g) hpx, y q : for px, y q P D : R2 z t0u ,
y
x2 y2
hp0q : 0 ,
x2 y 2
h) hpx, y q : for px, y q P D : R2 z tpx, xq : x P Ru ,
x3 y 3
hp0q : 0 ,
x3 y3
i) hpx, y q : for px, y q P D : R2 z tpx, x2 q : x P Ru ,
x2 y
hp0q : 0 ,
x3 y3
j) hpx, y q : for px, y q P D : R2 z tpx, xq : x P Ru ,
x y
hp0q : 0 ,
x2 y 2
k) hpx, y q : for px, y q P D : R2 z t0u ,
x4 y4
hp0q : 0 ,
x2 y 2
l) hpx, y q : for px, y q P D : R2 z t0u ,
x2 y2
hp0q : 0 ,
hpx, y, z q : a for px, y, z q P D : R3 z t0u ,

xy xz yz
m)
x2 y 2 z 2
hp0q : 0 ,
n) hpx, y, z q : for px, y, z q P D : R3 z t0u ,
xyz
x2 y2 z 2
hp0q : 0 ,
o) hpx, y, z q : for px, y, z q P D : R3 z t0u ,

xy yz
x2 y2 z2
392
hp0q : 1{2 .
4) For every n P N , show that p | | : Rn Ñ R, x ÞÑ |x| q is continuous.

5) Let p, q P R. Further, define f : R 2
z t0u Ñ R by
f px, y q : 2
|x|p |y|q for px, yq P D : R2 z t0u ,
x xy y 2
f p0q : 0 .
Find necessary and sufficient conditions on p and q such that f is

continuous.
6) Sketch the subsets of Rn and determine whether they are bounded,
unbounded, open, closed and compact. In addition, determine there
interior, closure and boundary.
a) The intervals
I1 : p3, 4q , I2 : r1, 2q , I3 : p1, 3s , I4 : r1, 3s ,

I5 : p1, 8q , I6 : r0, 8q , I7 : p8, 3s , I8 : p8, 1s ,
b) the 2-dimensional intervals
I9 : tpx, y q : 1 x 4 ^ 0 y 1u ,
I10 : tpx, y q : 0 ¤ x ¤ 4 ^ 3 ¤ y ¤ 1u ,
I11 : tpx, y q : 0 x ¤ 4 ^ 3 ¤ y ¤ 1u ,
I12 : tpx, y q : x ¡ 0 ^ y 3u ,
I13 : tpx, y q : x ¥ 1 ^ y ¥ 4u ,
I14 : tpx, y q : x 1 ^ y ¥ 2u ,
c) the sets
S1 : tpx, y q P R2 : xy ¡ 1u ,
S2 : tpx, y q P R : 9x
2 2
36u ,
4y 2
S3 : tpx, y q P R : x y ¤ 1u ,
2 2 2
S4 : tpx, y q P R2 : 3x2 y 2 ¡ 3u ,
S5 : tpx, y q P R2 : x2 y 2 ¤ 5u ,
S6 : tpx, y q P R2 : 2px 1q2 y 2 ¤ 3u ,
S7 : tpx, y q P R2 : x y 2 ¤ 2u ,
393
S8 : tpx, y, z q P R3 : x2 2y 2 z2 ¤ 4u ,
S9 : tpx, y, z q P R : x
3 2
3y 2
2z 2 ¤ 1u ,
S10 : tpx, y, z q P R : 4x
3 2
y2 z 2 ¡ 2u ,
S11 : tpx, y, z q P R3 : 9x2 3y 2 4z 2 ¥ 4u ,
S12 : tpx, y, z q P R3 : x2 4y 2 z 2 9u .
7) Let n P N .
a) Show that the union of any number of open subsets of Rn and
the intersection of a finite number of open subsets of Rn are
open.
b) Show that the intersection of any number of closed subsets of
Rn and the union of a finite number of closed subsets of Rn are
closed.
c) Give an example of an intersection of non-empty open subsets
of R which is non-empty and closed.
d) Give an example of a union of non-empty closed subsets of R
which is open.
8) Let S, T Rn , where n P N .
a) Show that B S is closed.
b) Show that S is closed if and only if B S S.
c) Show that B S BpRn zS q.
d) Show that S̄¯ T .
e) Show that S Y T S̄ Y T̄ .
f) Show that S X T S̄ X T̄ .
g) Give an example that shows that in general S X T S̄ X T̄ .
9) Let n, m P N and f : Rn Ñ Rm . Show that f is continuous if and
only if f 1 pU q is open for every open subset U of Rn .
3.2 Derivatives of Vector-valued Functions of Several Vari-

ables
In the following, we define derivatives of such functions as linear maps.
The motivation for that definition can be taken from Taylor’s formula for
394
functions in one variable. For every twice continuously differentiable func-
tion f from some open interval I into R, we have
f 1 pxqpy xq
1 2
f py q f pxq f pz qpy xq2 ,
2
for all x, y P I where z is some element in the closed interval between x
and y. Hence it follows for every sequence y1 , y2, . . . in Rztxu which is
convergent to x that
|f pyν q f pxq f 1 pxqpy xq| 0 .

lim
ν Ñ8 |yν x|
In this note that the map from R to R which associates to every z P R the
value f 1 pxq z is linear.
Definition 3.2.1. (Linear maps) Let n, m P N and λ : Rn Ñ Rm . We

say that λ is linear if
λpx yq λpxq λpyq , λpαxq αλpxq
for all x, y P Rn and α P R. Since in that case

¸
n ¸
n ¸
m ¸
n
λpxq λ xj enj xj λp
enj q Λij xj em
i

j 1
j 1
i 1j 1
where en1 , . . . , enn and em m n m

1 , . . . , em denote the canonical basis of R and R ,
respectively, and for every i 1, . . . , m, j 1, . . . , n, Λij denotes the
component of λpenj q in the direction of em i , such λ is determined by its
n
values on the canonical basis of R . On the other hand, obviously, if
pΛij qpi,jqPt1,...mut1,...nu
is a given family of real numbers, then by
¸
m ¸
n
λpxq : Λij xj em
i

i 1j 1
395
for all x P Rn , there is defined a linear map λ : Rn Ñ Rm . Interpreting the
elements of Rn and Rm as column vectors and defining the m n matrix
Λ by
λ11 λ1n

Æ
Æ
Λ :

Æ ,
Æ

λm1 λmn
the last is equivalent to

λ11 λ1n x1
Æ ÆÆ
Æ

λpxq : Λ x
ÆÆ
Æ
Æ

λm1 λmn xn
where the multiplication sign denotes a particular case of matrix multipli-

cation defined by
¸
n
pΛ xqi : Λij xj
j 1
for every every x P Rn and i 1, . . . , m. In this case, we call Λ the repre-
sentation matrix of λ with respect to the bases en1 , . . . , enn and em m
1 , . . . , em .
Definition 3.2.2. A vector-valued function of several variables f from some

open subset U of Rn into Rm is said to be differentiable in x P U if there is
a linear map λ : Rn Ñ Rm such that for all sequences x1 , x2 , . . . in U ztxu
which are convergent to x:
|f pxν q f pxq λpxν xq| 0 .

lim
ν Ñ8 |xν x|
Remark 3.2.3. Note that from the differentiability of f in some x P U, it
also follows the continuity of f in x.
396
Example 3.2.4. Define f6 : R2 Ñ R by:
f6 px, y q : 2x2 y2
for all x, y P R. Then f6 is differentiable, in particular, at the point p1, 1q.

This can be seen as follows: For x, y P Rzt1u, we calculate:
f6 px, y q 2x2 y 2 f6 p1, 1q 2x2 y 2 3

f6p1, 1q 2rpx 1q2 2px 1qs py 1q2 2py 1q
f6p1, 1q 4px 1q 2py 1q 2px 1q2 py 1q2 .
Hence
f6 px, y q f6 p1, 1q 4px 1q 2py 1q 2px 1q2 py 1q2

and
|f6px, yq f6p1, 1q 4px 1q 2py 1q|
|px, yq p1, 1q|
2px 1q 2
py 1q2 ¤ 2|x 1| |y 1| .
a
px 1q2 py 1q2
Hence for every sequence x1 , x2 , . . . in R2 ztp1, 1qu which is convergent to
p1, 1q:
|f6pxν q f6 p1, 1q 4pxν 1q 2pyν 1q| 0 .
lim
ν Ñ8 |xν p1, 1q|
As a consequence, a linear map λ : R2 Ñ R satisfying the conditions of
Definition 3.2.2 is given by
λpxq : 4x 2y
for all x px, y q P R2 . The plane (see Fig. 127)
z f6 p1, 1q λpx 1, y 1q 4x 2y 3 ,
x, y P R, is called the tangent plane of the Graph of f6 at the point p1, 1q.
397
y
-1 0 1 2
-2
10
z 0
-5
-10
-15
-2
-1
0
1
x 2
Fig. 127: Graph of f6 together with its tangent plane at (1,1).
Definition 3.2.5. A vector-valued function of several variables f from some

open subset U of Rn into Rm is said to be partially differentiable in the i-th
coordinate, where i P t1, . . . , nu, at some x P U if for all j P t1, . . . , mu
the corresponding real-valued function in one real variable
fj px1 , . . . , xi1 , , xi 1 , . . . , xn q
is differentiable at xi in the sense of the Calculus I. In that case, we define:

Bf pxq : prf px , . . . , x , , x , . . . , x qs 1px q, . . . ,
i1
Bxi 1 1 i 1 n i
rfmpx1 , . . . , xi1, , xi 1, . . . , xm qs 1pxiqq .

If f is partially differentiable at x in the i-th coordinate direction at every
x P U, we call f partially differentiable in the i-th coordinate direction
and denote by B f {B xi the map which associates to every x P U the corre-
sponding pB f {B xiqpxq. Partial derivatives of f of higher order are defined
recursively. If B f {B xi is partially differentiable in the j-th coordinate di-
rection, where j P t1, . . . , nu, we denote the partial derivative of B f {B xi in
398
the j-th coordinate direction by
B2f
Bxj Bxj .
Such is called a partial derivative of f of second order. In the case j i,

we set
B2f : B2f .
Bx2i BxiBxi
Partial derivatives of f of higher order than 2 are defined accordingly.
Example 3.2.6. Define f7 : R2 Ñ R by

f7 px, y q : x3 x2 y 3 2y 2
for all x, y P R. Find

Bf7 p2, 1q Bf7 p2, 1q .
Bx and
By
Solution: We have
f7 px, 1q x3 x2 2 and f7 p2, y q 8 4y 3 2y 2
for all x, y P R. Hence it follows that

Bf7 px, 1q 3x2
Bx 2x ,
x P R,
Bf7 p2, yq 12y2 4y ,
By
y P R, and, finally, that
Bf7 p2, 1q 16 Bf7 p2, 1q 8 .
Bx and
By
399
f px, y, z q : x2 y 3z 3x 4y 6z 5
for all x, y, z P R. Find
Bf px, y, zq , Bf px, y, zq and Bf px, y, zq
Bx By Bz
for all x, y, z P R. Solution: Since in partial differentiating with respect to
one variable all other variables are held constant, we conclude that
Bf px, y, zq 2xy3z Bf px, y, zq 3x2 y2z
Bx 3,
By 4,
Bf px, y, zq x2 y3
Bz 6,
for all x, y, z P R.
Note that differently to a function that is differentiable in a point of its
domain, a function that is partially differentiable in a point of its domain is
not necessarily continuous in that point.
#
xy {px2 y 2 q if px, y q P R2 z t0u
f px, y q :
0 if px, y q 0 .
Then
a{n2
lim f p1{n, a{nq lim a
nÑ8 nÑ8 p1 a2 q{n2 1 a2
for every a P R and hence f is discontinuous in the origin. On the other
hand,
f ph, 0q f p0, 0q f p0, hq f p0, 0q
h
lim
Ñ0,h0 h
0, h
lim
Ñ0,h0 h
0
and hence
Bf p0, 0q Bf p0, 0q 0 .
Bx By
400
1
0.5
0.5
1 0
y
z
0
-0.5
-1 0 -0.5
y
0
x -1
-1 -0.5 0 0.5 1
1 -1 x
Fig. 128: Graph and contour map of f from Example 3.2.8. In the last, darker colors
correspond to lower values.
There are two loose ends here. The notion of the approximating linear map
in the definition of differentiability whose uniqueness we still don’t know,
and the notion of partial differentiability whose usefulness has not been
demonstrated yet. Both will be clarified by the next
Theorem 3.2.9. Let f be a vector-valued function of several variables from
some open subset U of Rn into Rm . Furthermore let f be differentiable in x
and λ : Rn Ñ Rm be some linear map such that for all sequences x1 , x2 , . . .
in U ztxu which are convergent to x:
|f pxν q f pxq λpxν xq| 0 .
lim
ν Ñ8 |xν x|
Then f is partially differentiable at x in the i-th coordinate with
λpei q
Bf pxq
Bxi
for all i P t1, . . . , nu. In particular, it follows that
λpyq y1
Bf pxq yn
Bf pxq ,
Bx1 Bxn
for all y P Rn .
401
Proof. Let i P t1, . . . , nu and t1 , t2 , . . . be some null sequence in R . Then
the sequence x1 , x2 , . . . , defined by
xν : x tν .ei
for all ν P N , converges to x. Also its members are contained in U for

large enough ν. For such ν, it follows that
|f pxν q f pxq λpxν xq|

lim
ν Ñ8 |xν x|
νlim |f px1, . . . , xi1 , xi tν , xi 1, . . . , xnq f pxq tν .λpei q|
Ñ8

|tν |
f px1 , . . . , xi1 , xi tν , xi 1 , . . . , xn q f pxq
lim
ν Ñ8 tν
λpe q 0
i
Hence, since this is true for all null sequences t1 , t2 , . . . in R , the state-
ments of the theorem follows.
Definition 3.2.10.
Let f be a vector-valued function of several variables f from some

open subset U of Rn into Rm . In addition, let f be differentiable
in x P U, and let λ be as in Definition 3.2.2. According to The-
orem 3.2.9, λ is uniquely defined by the property stated in Defini-
tion 3.2.2.
(i) We define the derivative f 1 pxq of f at x by
f 1 pxq : λ .
According to Theorem 3.2.9 λ is given by:
f 1 pxqpyq y1
Bf pxq yn
Bf pxq ,
Bx1 Bxn
402
for all y P Rn . Note that if the elements of Rn , Rm are interpreted
as column vectors, the representation matrix of f 1 pxq with respect to
the canonical bases of Rn and Rm is given by
B f1 B f1
Bx1 pxq
Bxn pxq
ÆÆ

f 1 pxq
ÆÆ

Bf pxq
m
Bf pxq
m
Bx 1 Bx
n
where f1 , . . . , fm are the component functions of f .

(ii) We call the function p1 : Rn Ñ Rm defined by
p1 pyq : f pxq f 1 pxqpy xq
f pxq py1 x1 q BBxf pxq pyn xn q BBxf pxq

1 n
for all y P Rn , the Taylor polynomial of f of total degree ¤ 1 at x.

(iii) If f is in addition real-valued, we call the graph of p1 the tangent
plane of Gpf q at the point x.
Important special cases are:
Example 3.2.11.
(i) Let f be a vector-valued function of several variables from some open
interval I in R into Rm which is differentiable at some t P I. Then
rf 1ptqsp1q ppf1q 1ptq, . . . , pfmq 1ptqq

where the derivatives on the right hand side are in the sense of Cal-
culus I.
(ii) Let f be a function of several variables from some open subset U of
Rn into R which is differentiable at some point x P U. Then
rf 1 pxqspyq rpy ∇qf spxq

403
for all y P Rn , where

B B
p∇f qpxq : Bx pxq, . . . , Bx pxq
f f
1 n
and
rpy ∇qf spxq : y p∇f qpxq
for every y P Rn .
Example 3.2.12. (Basic examples of differentiable functions) Let n, m P
N .
(i) Constant vector-valued functions on Rn are differentiable with zero
derivative.
(ii) Any linear map from Rn into Rm is differentiable and its derivative
is given by the same linear map at any x P Rn .
An important sufficient criterion for differentiability.
Theorem 3.2.13. Let f be a function of several variables from some open
subset U of Rn into R. Moreover let f be partially differentiable in all
coordinates, and let those partial derivatives define continuous functions on
U. Then f is differentiable.
Proof. For x P U and y P U ztxu, it follows by the mean value theorem for
functions of one real variable Theorem 1.4.6 that
f pyq f pxq
f py1, y2, . . . , ynq f px1 , y2, . . . , ynq
f px1 , y2 , . . . , yn q f px1 , x2 , . . . , yn q

f px1 , x2 , . . . , xn1 , yn q f px1 , x2 , . . . , xn q
404
BBxf pc1, y2, . . . , ynq py1 x1q
1
Bf px , c , . . . , y q py x q
Bx2 1 2 n 2 2

Bf px , x , . . . , x , c q py x q
n1 n
Bx 1 2
n
n n
where for each i P t1, . . . , nu the corresponding ci is some element of the

closed interval between xi and yi . Hence
f pyq f pxq py1 x1 q

Bf pxq py x q Bf pxq

Bx1 n n
Bxn
BBxf pc1, y2, . . . , ynq BBxf pxq py1 x1 q
1 1

Bf px , c , . . . , y q Bf pxq py x q
Bx2 1 2 n
Bx1 2 2

Bf px , x , . . . , x , c q Bf pxq py x q
n1 n
Bx 1 2 n Bx n
n n
and

p
f y q f pxq py1 x1 q BBxf1 pxq pyn xn q BBxfn pxq

|y x|
B p
f
q BB p q . . .
f
B
x x1 , c2 , . . . , yn
2 x1
x

B p
f B f
q Bx pxq
x x1 , x2 , . . . , xn1 , cn
Bn ,
n
405
1
0.5
1
1 0
y
z
0
-1
-1 0 -0.5
y
0
x -1
-1 -0.5 0 0.5 1
1 -1 x
Hence, obviously, by the continuity of the partial derivatives of f , it follows

the differentiability of f in x and
f 1 pxqpyq y1
Bf pxq yn
Bf pxq ,
Bx1 Bxn
for all y P Rn . Finally, since x was otherwise arbitrary, it follows the
differentiability of f on U.
Example 3.2.14. (A continuous and partially differentiable function

that is not differentiable) Define f : R2 Ñ R by
#
f px, y q :
p3x2y y3q{px2 y2q if px, y q P R2 z t0u
0 if px, y q 0 .
As a consequence of Theorem 3.2.13, the restriction of f to R2 z t0u is

differentiable. In addition, since
|3x2y y3| |y| |3x2 y2| ¤ 3|y|px2 y 2q
406
for every px, y q P R2 z t0u, it follows that f is continuous at the origin.
Further,
f ph, 0q f p0, 0q
h
lim
Ñ0,h0 h
0,
f p0, hq f p0, 0q h 1
lim
hÑ0,h0 h
hÑlim
0,h0 h
and hence
Bf p0, 0q 0 , Bf p0, 0q 1 .
Bx By
We lead the assumption that f is differentiable in the origin to a contradic-
tion. If f is differentiable in the origin, it follows by Theorem 3.2.9 that
f 1 p0qphq h1
Bf p0q Bf p0q h
Bx h2
By 2
for every h ph1 , h2 q P R2 . Hence it follows for every sequence h1

ph11 , h12q, h2 ph21 , h22q, . . . in R2 z t0u that is convergent to 0 that

| f phν q hν2 |
νlim 1 3h21ν h2ν h32ν

h2ν
lim
ν Ñ8 |hν | Ñ8 |hν | |hν |2
4h21ν |h2ν |
νlim
Ñ8 |h |3
0.
ν
But in the case that h1ν : h2ν : 1{ν for all ν P N, it follows that
4h21ν |h2ν | ?
lim
ν Ñ8 |hν |3 2.
Hence f is not differentiable in the origin. Compare Fig. 129 which indi-
cates that there is no tangential plane to Gpf q in the origin. Note that
Bf px, yq 8xy3
Bx px2 y2q2
for px, y q P R2 z t0u. Hence B f {B x is discontinuous in the origin, and
Theorem 3.2.13 is not applicable to f .
407
Definition 3.2.15. We say that a real-valued function defined on some open
subset U of Rn is of class C p for some p P N , if it is partially differentiable
to all orders up to p, inclusively, and if all those partial derivatives define
continuous functions on U. This includes partial derivatives of the order
zero, i.e., that function itself is continuous. A real-valued function defined
on some open subset U of Rn is said to be C 8 if it is of class C p for all
p P N .
Remark 3.2.16. As a consequence of the previous definition, the Theo-
rem 3.2.13 can be restated as saying that every real-valued function which
is defined on some open subset of Rn and which is of class C 1 is also dif-
ferentiable.
Definition 3.2.17. (Gradient operator) Let n P N . We define for every

real-valued function f which is defined as well as partially differentiable in
all coordinate directions on some open subset U of Rn

B f B
p∇f qpxq : Bx pxq, . . . , Bx pxq
f
(3.2.1)
1 n
for all x from its domain. We call the map ∇ which associates to every
such f the corresponding ∇f , the gradient operator.
Example 3.2.18. Define f8 : R2 Ñ R by
f8 px, y q : x3 x2 y 3 2y 2
for x, y P R. Find the second partial derivatives of f8 .
Solution: We have for all x, y P R:
Bf8 px, yq 3x2 2xy3 , Bf8 px, yq 3x2 y2 4y ,
Bx By
B f8 px, yq 6x 2y3 , B f8 px, yq 6x2 y 4 ,
2 2
Bx2 By2
B2f8 px, yq 6xy2 , B2f8 px, yq 6xy2 .
BxBy ByBx
408
We notice that the second mixed partial derivatives in the last example were
identical. This is true for a large class of functions.
Theorem 3.2.19. (Schwarz, 1843 - 1921) Let f be some real-valued func-

tion on some open subset of Rn which is of class C 2 . Then
B 2f B 2 f
BxiBxj Bxj Bxi (3.2.2)
P t1, . . . , nu.
for i, j
Proof. If i j the statement is trivially satisfied. For i j, x P U

and sufficiently small hi , hj 0, it follows by the mean value theorem
for functions of one variable Theorem 1.4.6 that there are si , ti in the open
interval between xi and xi hi and sj , tj in the open interval between xj
and xj hj such that

f px hj .ej hi .ei q f px hi .ei q f px hj .ej q f pxq

B B
hi Bx px si.ei hj .ej q Bx px si .eiq
f f
i i
B 2
hihj Bx Bx px si.ei sj .ej q
f
j i

f px hi.ei hj .ej q f px hj .ej q f px hi.ei q f pxq
hj BBxf px tj .ej hi .eiq BBxf px tj .ej q
j j
B 2
hihj Bx Bx px ti.ei tj .ej q .
f
i j
Since hi , hj are otherwise arbitrary, from this and the continuity of
B2f , B2f
BxiBxj Bxj Bxi
follows (3.2.2) and hence, finally, the theorem.
409
1
z 2
0
1
-1
-2 0
y
-1
0 -1
x 1
2 -2

#
xy px2 y 2 q{px2 y 2 q if px, y q P R2 z t0u
f px, y q :
0 if px, y q 0 .
Then
Bf p0, yq lim f ph, yq f p0, yq lim y h2 y2 y ,
Bx hÑ0,h0 h hÑ0,h0 h2 y2
Bf px, 0q lim f px, hq f px, 0q lim x x2 h2 x
By hÑ0,h0 h hÑ0,h0 x2 h2
for all x, y P R. Further,
B2f p0, 0q lim 1 Bf ph, 0q Bf p0, 0q 1 ,
BxBy hÑ0,h0 h B y By
B f p0, 0q lim 1 Bf p0, hq Bf p0, 0q 1
2

ByBx hÑ0,h0 h B x Bx
410
2 2
1 1
0 0
y
y
-1 -1
-2 -2
-2 -1 0 1 2 -2 -1 0 1 2
x x
Fig. 131: Contour maps of B f {B x and B f {B y from Example 3.2.20. Darker colors corre-
spond to lower values.
and hence
B2f p0, 0q B2f p0, 0q .
BxBy ByBx
Note that
B2f px, yq 4xy3px2 3y2q
Bx2 px2 y2q3
for all px, y q P R2 z t0u. The function that associates the right hand side
of the last equation to every px, y q P R2 z t0u cannot be extended to a
continuous function on R2 . Hence f is not of class C 2 and Theorem 3.2.19
is not applicable to f .
Definition 3.2.21. (Laplace operator, Laplace equation) Let n P N . We

define for every real-valued function f which is defined on some open sub-
set U of Rn and twice partially differentiable in every coordinate direction
△f :
¸
n
B2f
i1
Bx2i . (3.2.3)
We call the map △ which associates to every such f the corresponding

△f the Laplace operator. In particular, if such f is mapped into the zero
411
y
1
1 0
-1
5
0.5
0 z 0
y
-0.5
-5
1
0 -1
-1 -0.5 0 0.5 1
-11 x
x
function defined on the domain of f , f is called a solution of the Laplace

equation
△f 0 .
Note that the zero on the right hand denotes the zero function on the domain
of f .
Example 3.2.22. (A solution of Laplace’s equation) Define f : R2 zt0u

Ñ R by
f px, y q : 2
x
x y2
for all px, y q P R2 zt0u. Then
Bf px, yq x2 y2 2x2 y2 x2 , Bf px, yq 2xy

Bx px2 y2q2 px2 y2q2 By px2 y2q2 ,
B2f px, yq 2xpx2 y2q2 4xpy2 x2 qpx2 y2q

Bx2 px2 y2q4
2xpx pyx2q y2x2qp32y 2x q 2x p3y x2 ,
2 2 2 2 2
x2 y 2 q3
412
B2f px, yq 2xpx2 y2q2 8xy2px2 y2q
By2 px2 y2q2
2xpxpx2 y yq 2q38xy 2x pxx2 3y B2f px, yq
2 2 2 2 2
y 2 q3
Bx2
for all px, y q P R2 zt0u. Hence f is a solution of Laplace’s equation.
The differentiation of vector-valued function of several variables follows
rules analogous to the case known from Calculus I. So there is a sum rule,
a rule for scalar multiples, a product rule, a quotient rule and a chain rule.
Theorem 3.2.23. (Rules of differentiation) Let f, g be two differentiable
vector-valued function of several variables from some open subset U of Rn
into Rm and a P R.
(i) Then f g and a.f are differentiable and
pf gq 1pxq f 1pxq g 1 pxq , pa.f q 1 pxq a.f 1 pxq
for all x P U.
(ii) If f, g are both real-valued, then f g is differentiable and
pf gq 1pxq f pxq.g 1 pxq g pxq.f 1 pxq
for all x P U.
(iii) If f is real-valued and non-vanishing, then 1{f is differentiable and

1
1
f
pxq rf p1xqs2 .f 1 pxq
for all x P U.
Proof. For this, let x P U and x1 , x2 , . . . be some sequence in U ztxu which
is convergent to x. Then:
|pf g qpxν q pf g qpxq pf 1 pxq g 1 pxqqpxν xq|
|xν x|
413
¤ |f pxν q f px|xq fxp| xqpxν xq| |gpxν q gpx|xq gxp|xqpxν xq|
1 1
ν ν
and
|pa.f qpxν q pa.f qpxq ra.pf 1qpxqspxν xq|
|xν x|
|a| |f pxν q f px|xq fxp| xqpxν xq|
1
ν
and hence
|pf g qpxν q pf g qpxq pf 1 pxq g 1 pxqqpxν xq| 0
lim
ν Ñ8 |xν x|
and
|pa.f qpxν q pa.f qpxq ra.pf 1qpxqspxν xq| 0 .
lim
ν Ñ8 |xν x|
If f and g are real-valued, it follows that
|pf gqpxν q pf gqpxq pf pxq.g 1pxq gpxq.f 1 pxqqpxν xq|
|xν x|
¤ |f pxν q f px|xq fxp| xqpxν xq| |gpxq|
1
ν
|f pxq| |gpxν q gpx|xq gxp|xqpxν xq|

1
ν
|f pxν q f pxq| |gpx q gpxq|
|x x|ν
ν
and hence that

|pf gqpxν q pf gqpxq pf pxq.g 1 pxq g pxq.f 1 pxqqpxν xq|
lim
ν Ñ8 |xν x|
0
If f is real-valued and non-vanishing, it follows that

1
f pxν q f p1xq r p qs2 .f pxqpxν
1 1 xq
f x
|xν x| ¤
414
|f pxν q f px|xq fxp| xqpxν xq|
1 1
|f pxq|2 ν
|f pxν q f pxq| 2
|f pxν q| |f pxq|2 |xν x|

and hence that

1
f pxν q 1
pq
1
r p qs 2 .f pxqpxν xq
1
ν
lim
Ñ8
f x f x
|xν x| 0.
Hence, since
f 1 pxq g 1 pxq , a.f 1 pxq , f pxq.g 1 pxq g pxq.f 1 pxq ,
rf p1xqs2 .f 1pxq
are all linear maps, x1 , x2 , . . . and x P U were otherwise arbitrary, finally,
the theorem follows.
Theorem 3.2.24. (Chain rule) Let f : U Ñ Rm , g : V Ñ Rl be differ-

entiable vector-valued functions of several variables defined on some open
subsets U of Rn and V of Rm , respectively, and such that the domain of the
composition g f is non trivial. Then g f is differentiable with
pg f q 1 g 1pf pxqq f 1 pxq

Proof. For this, let x P Dpg f q and x1 , x2 , . . . be some sequence in Dpg

f qztxu which is convergent to x. Then:
|pg f qpxν q pg f qpxq pg 1pf pxqq f 1 pxqqpxν xq| ¤

|xν x|
|gpf pxν qq gpf pxqq g 1pf pxqqpf pxν q f pxqq|
|xν x|
415
|g 1pf pxqqpf pxν q f pxq f 1pxqpxν xqq|
|xν x|
|pg f qpxν q pg f qpxq pg 1pf pxqq f 1 pxqqpxν xq|

lim
ν Ñ8 |xν x|
0.
Hence, since
g 1 pf pxqq f 1 pxq
is a linear map, x1 , x2 , . . . and x P Dpg f q were otherwise arbitrary,
finally, the theorem follows.
Definition 3.2.25. Let n P N , f : Df Ñ R, g : Dg Ñ Rn be functions of

several variables such that Df X Dg φ. We define the product function
f.g : Df X Dg Ñ R by
pf.gqpxq : pf pxq g1pxq, . . . , f pxq gnpxqq

for all x P Df X Dg , where g1, . . . , gn : Dg Ñ R are the component
functions of g.
By application of Theorem 3.2.9, we get as a corollary the chain rule for

partial derivatives.
Corollary 3.2.26. Let f : U Ñ Rm , g : V Ñ Rl be differentiable vector-

valued functions of several variables defined on some open subsets U of
Rn and V of Rm and such that the domain of the composition g f is non
trivial. Then for each x P Dpg f q, i P t1, . . . , nu:
Bpg f q pxq Bf1 pxq. Bg pf pxqq Bfm pxq. Bg pf pxqq .

Bxi Bxi Bx1 Bxi Bxm
416
Proof. By Theorem 3.2.24 and Theorem 3.2.9, it follows that
Bpg f q pxq rpg f q 1pxqspe q rg 1pf pxqq f 1pxqspe q
Bxi i

i

1 1 1 B B
g pf pxqqpf pxqpeiqq g pf pxqq Bx pxq, . . . , Bx pxq
f1 fm
i i
B B B
Bx pxq. Bx pf pxqq Bx pxq. Bx pf pxqq
f1 g fm B g
i 1 i m
and hence the corollary.
Example 3.2.27. (Polar coordinates) Let f : R2 Ñ R be differentiable.

Calculate all partial derivatives of first order of f¯ : R2 Ñ R defined by
f¯pr, ϕq : f pr cos ϕ, r sin ϕq
for all pr, ϕq P R2 . Solution: We define g : R2 Ñ R2 by

for all pr, ϕq P R2 . Then g is differentiable and f¯ f g. Hence we get by

Corollary 3.2.26 that
Bf¯pr, ϕq cos ϕ Bf pr cos ϕ, r sin ϕq sin ϕ Bf pr cos ϕ, r sin ϕq
Br Bx By
Bf pr, ϕq r sin ϕ Bf pr cos ϕ, r sin ϕq r cos ϕ Bf pr cos ϕ, r sin ϕq
¯
Bϕ Bx By
for all pr, ϕq P R2 . Solving the previous system for the partial derivatives
of f leads to the more useful formula
Bf pr cos ϕ, r sin ϕq cos ϕ Bf¯pr, ϕq sin ϕ Bf¯pr, ϕq
Bx Br r Bϕ
Bf pr cos ϕ, r sin ϕq sin ϕ Bf pr, ϕq cos ϕ Bf¯pr, ϕq
¯
By Br r Bϕ
for all r P R z t0u and ϕ P R.
417
Problems
1) Calculate the partial derivatives of f : D Ñ R, and in this way

conclude the differentiability of f . In addition, calculate f 1 p1, 2q
and the Taylor-polynomial of total degree ¤ 1 (‘Linearization’) at
p1, 2q.
a) f px, y q : 4x3 2y 3 3xy for px, y q P D : R2 ,
b) f px, y q : 8x3 5x2 y 2 7y 3 for px, y q P D : R2 ,
c) f px, y, z q : xy yz xz for px, y, z q P D : R3 ,
d) f px, y q : xy for px, y q P D : tpx, y q P R2 : x ¡ 0u ,
a
e) f px, y q : arccospx{ x2 y 2 q for px, y q P D : R2 z t0u ,
f) f px, y q : arctanpy {xq for px, y q P D : tpx, y q P R2 : x 0u ,
a
g) f px, y q : ln x x2 y2 for px, y q P D : R2 z t0u ,
h) f px, y, z q : exyz for px, y, z q P D : R3 ,
i) f px, y, z q : xyz for px, y, z q P D : tpx, y, z q P R2 : x ¡ 0u .
2) Find a function whose zero set coincides with the tangent plane to
the surface at the point p.
a) S1 : tpx, y, z q P R3 : x 3u , p p1, 1, 1q ,
y z
b) S2 : tpx, y, z q P R : xyz 2u , p p1, 2, 1q ,
3
c) S3 : tpx, y, z q P R3 : x2 y 2 2u , p p1, 1, 1q ,

d) S4 : tpx, y, z q P R3 : x2 y 2 z 0u , p p0, 0, 0q ,
e) S5 : tpx, y, z q P R3 : x2 y 2 z 2 1u , p p1, 1, 1q ,
f) S6 : tpx, y, z q P R3 : x2 y 2 z 2 3u , p p1, 1, 1q ,
g) S7 : tpx, y, z q P R3 : x2 y 2 2z 2 1u , p p1, 1, 1q ,
h) S8 : tpx, y, z q P R3 : x2 3xy 2 4z 1 0u ,
p p1, 2, 3q ,
i) S9 : tpx, y, z q P R3 : sinpxyz q 1{2u , p p1, π, 1{6q ,
3) Use the chain rule to calculate

Bg Bg
Bu p2, 1q and
Bv p2, 1q ,
418

where
g pu, v q : f
?uv , 1 ln u
,
2 v
for all u, v ¡ 0 and f is a differentiable function such that
Bf px, yq y , Bf px, yq x ,
Bx By
for all x, y P R.
4) Let f be a differentiable function with partial derivatives
Bf px, yq x , Bf px, yq y
Bx By
for all x, y P R. Define
g pϕ, θq : f pcos ϕ p2 cos θq, sin ϕ p2 cos θqq
for all ϕ, θ P R. By using the chain rule, calculate
Bg pϕ, θq
Bϕ
for all ϕ, θ P R.
5) Use the chain rule to calculate
Bg p1, π{6q Bg p1, π{6q ,
Br and
Bϕ
where
g pr, ϕq : f pr cos ϕ, r sin ϕq
for all r, ϕ P R, and f is a differentiable function such that
Bf px, yq 3x2 y , Bf px, yq 3y2 x
Bx By
for all x, y P R.
6) Let f : R3 Ñ R be a differentiable function satisfying
Bf px, y, z q x , Bf px, y, z q y , Bf px, y, z q z
Bx By Bz
for all x, y, z P R. Define the function g by
g pr, θ, ϕq : f pr sin θ cos ϕ, r sin θ sin ϕ, r cos θq
for all r, θ, ϕ P R. By using the chain rule, calculate
Bg p1, π{4, 0q .
Bθ
419
7) Let U be a non-empty subset of Rn , where n P N . Further, let
f, g : U Ñ R be partially differentiable, I a non-empty open interval
of R such that I Ranpf q, h : I Ñ R differentiable and a P R.
Show that
a) ∇pf g q ∇f ∇g , ∇pa .f q a .∇f ,
b) ∇pf g q f .∇g g .∇f ,
c) ∇f k k f k1 .∇f , k P N ,
d) ∇pf {g q p1{g q .∇f pf {g 2 q .∇g , if f 1 pt0uq φ ,
e) ∇ph f q ph 1 f q .∇f .
8) Let f : R Ñ R and g : R Ñ R be twice differentiable functions.
Define upt, xq : f px tq g px tq for all pt, xq P R2 . Calculate
all partial derivatives of u up to second order and conclude that u
satisfies
B2 u B2u 0 .
Bt2 Bx2
The last is called the wave equation in one space dimension (for a
function u which is to be determined).
9) Determine whether f is a solution of Laplace’s equation. If applica-
ble, a, b P R.
a) f px, y q : a ex cospy q b ex sinpy q for px, y q P D : R2 ,
b) f px, y q : x3 3xy 2 for px, y q P D : R2 ,
c) f px, y q : p1{2q lnpx2 y 2 q for px, y q P D : R2 z t0u ,
d) f px, y q : x sinpx yq y cospx y q for px, y q P D : R2 ,

f px, y q : arctan
x y
1 xy
e)
for px, y q P D : tpx, y q P R2 : xy

1u ,
f) f px, y, z q : e for px, y, z q P D : R3 ,
xyz
g) f px, y, z q : a e5x sinp3y q cosp4z q b e5x cosp3y q cosp4z q

for px, y, z q P D : R3 ,
h) f px, y, z q : x3 2xy 2 xz 2 for px, y, z q P D : R3 ,
a
i) f px, y, z q : 1{ x2 y 2 z 2 for px, y, z q P D : R3 z t0u .
10) Let f, g : R Ñ R be differentiable, but otherwise arbitrary. Define

u : R R3 Ñ R by
upt, xq :
|x| r f p t |x| q gp t |x| q s
1
420
for all t P R pR3 z t0uq. Calculate all partial derivatives of u up to
second order and verify that u satisfies
B2 u △u 0 ,
B t2 (3.2.4)
where
p△uqpt, xq : r△upt, qspxq
for all pt, xq P R R3 . The equation (3.2.4) is called the wave
equation in three space dimensions (for a function u which is to be
determined).
11) (Transformation of the Laplace operator into polar coordinates)
Define g : R2 Ñ R2 by
for all pr, ϕq P R2 . Further, let u : R2

Ñ R be of class C 2 . Then
p△uqpgpr, ϕqq BBrū2 pr, ϕq 1r BBūr pr, ϕq r12 BBϕū2 pr, ϕq
2 2
for all r P R , ϕ P R, where ū : u g.

12) (Transformation of the Laplace operator into cylindrical coordi-
nates) Define g : R3 Ñ R3 by
for all pr, ϕ, z q P R3 . Further, let u : R3 Ñ R be of class C 2 . Then

p△uqpgpr, ϕ, z qq BBrū2 pr, ϕ, z q 1r BBūr pr, ϕ, z q
2
1 B 2 ū B2ū pr, ϕ, z q
r2 B ϕ2
p r, ϕ, z q Bz 2
for all r P R , pϕ, z q P R2 , where ū : u g.
13) (Transformation of the Laplace operator into spherical coordi-
nates) Define g : R3 Ñ R3 by
for all pr, ϕ, z q P R3 . Further, let u : R3Ñ R be of class C 2 . Then

p△uqpgpr, ϕ, z qq BBrū2 pr, ϕ, z q 2r BBūr pr, ϕ, z q
2
421
2
0.5
2 0
y
z
0
1
-0.5
-2 0 -1
y
-1
0 -1
x 1 -2
-2 -1 0 1 2
2 -2 x
Fig. 133: Graph and contour map of f from Problem 13.

1 B2 ū pr, ϕ, z q B2 ū pr, ϕ, z q
sin2 θ
r sin2 θ
2 Bϕ2 B θ2
Bū pr, ϕ, z q
sin θ cos θ
Bθ
for all r P R , θ P R ztkπ : k P Zu and ϕ P R, where ū : u g.
14) Define f : R Ñ R by 2
#
x2 y {px4 y 2 q if px, y q P R2 z t0u
f px, y q :
0 if px, y q 0 .
a) Show that f is discontinuous at the origin.

b) Show that f is partially differentiable at the origin into every
direction, i.e.,
f ph.uq f p0q
lim
hÑ0,h0 h
exists for every pu1 , u2 q P R2 such that u21 u22 1.
15) As in Example 3.2.14, define f : R 2
Ñ R by
#
f px, y q :
p3x2 y y3 q{px2 y 2 q if px, y q P R2 z t0u
0 if px, y q 0 .
Show that f partially differentiable at the origin into every direction,

i.e.,
f ph.uq f p0q
lim
hÑ0,h0 h
exists for every pu1 , u2 q P R2 such that u21 u22 1.
422
1
0.5
1 0
y
z
0
-1
-1 0 -0.5
y
0
x -1
-1 -0.5 0 0.5 1
1 -1 x
Fig. 134: Graph and contour map of f from Problem 16.
16) Define f : R2 Ñ R by
#
x3 {px2 y 2 q if px, y q P R2 z t0u
f px, y q :
0 if px, y q 0 .
a) Show that f is not differentiable in the origin.

b) Show that f g is differentiable for any differentiable path in
R2 that passes through the origin.
3.3 Applications of Differentiation

Definition 3.3.1. (Directional derivatives) A function of several variables
f defined on some open subset U of Rn is said to be differentiable in the
direction of some unit vector u P Rn at some x P U if the auxiliary function
h : I Ñ R, defined by
hptq : f px t.uq
for every t P I and some open interval I around 0, is differentiable at 0 in
the sense of Calculus I. In this case, we define:
Bf pxq : h 1 p0q .
Bu
Theorem 3.3.2. Let n P N , f be some differentiable function defined on
some open subset U of Rn and u P Rn be some unit vector. Then f is
423
differentiable in the direction of u at all points of U and
Bf pxq p∇f qpxq u cospαq |p∇f qpxq|
Bu
for all x P U where α denotes the angle between p∇f qpxq and u.
Proof. For this, let x P U and define the auxiliary function g : I Ñ Rn by
g ptq : x t.u
for every t P I and some open interval I of R around 0 such that Ranpg q
U. According to Example 3.2.12, g is differentiable, and moreover accord-
ing to Example 3.2.11 its derivative is given by
rg 1ptqsp1q u
for all t P I. Hence it follows by Theorem 3.2.24 that f g is differentiable
and
pf gq 1ptq rf 1 pgptqqs u p∇f qpxq u
where Example 3.2.11(ii) has been used. Hence the theorem follows.
Remark 3.3.3. (Interpretation of the gradient) If the gradient vector

p∇f qpx0q of f in x0 P U is non vanishing, then
(i)
|p∇f qpx0q|1.p∇f qpx0 q and |p∇f qpx0q|1.p∇f qpx0q
are the directions of steepest ascent and steepest descent of f at x0 ,
respectively. The rate of the ascent and descent is given by
|p∇f qpx0q| and |p∇f qpx0q| ,

respectively.
424
(ii) Moreover, p∇f qpx0 q is perpendicular to the level set (or contour) of
f at x0 . Hence the equation of the tangent plane to this set is given
by
p∇f qpx0 q px x0 q 0
and its normal line through x0 by
x0 λ.p∇f qpx0 q
where λ P R.
The next important step will be the derivation of Taylor’s formula in several
variables. For this, we need the following lemma.
Lemma 3.3.4. Let f be a real-valued function defined on some open subset
U of Rn and of class C r for some r P N . In addition, let x P U, h P Rn
and I be some open interval of R around 0 such that x t.h P U for all
t P I. Finally, define g : I Ñ U by g ptq : x t.h for all t P I. Then
pf gqprq rph ∇q r f s g .
Proof. The proof proceeds by induction. For r 1, it follows by Re-
mark 3.2.16 that f is differentiable. Moreover, obviously, g is differen-
tiable. Hence by Example 3.2.11 and the chain rule,Theorem 3.2.24, it
follows that
pf gq 1ptq f 1pgptqq prg 1ptqsp1qq f 1 pgptqqphq

rph ∇qf spgptqq
for all t P I and hence the statement for r 1. Now assume that the
statement is valid for some s P N such that 1 ¤ s ¤ r 1. Then it follows
by Remark 3.2.16 that ph ∇q s f is differentiable and by the analogous
arguments applied in the first step that
pf gqps 1q rph ∇q s 1
fs g .
425
Theorem 3.3.5. (Taylor’s formula) Let f be a real-valued function defined
on some open subset U of Rn and of class C r for some r P N . Moreover,
let x0 P U and h P Rn such that the x0 t.h P U for all t P r0, 1s. Then
there is τ P p0, 1q such that
f px0 hq f px0 q rph ∇qf spx0q

1
... (3.3.1)
1!
rph ∇q pr1q f spx0 q rph ∇q r f spx0 τ.hq .
1 1
pr 1q! r!
Proof. First, since x0 t.h P U for all t P r0, 1s and U is an open subset
of Rn , there is some open interval I from R containing r0, 1s and such that
x0 t.h P U for all t P I. Hence we can define g : I Ñ U by g ptq :
x0 t.h for all t P I. Since f is of class C r , it follows by Lemma 3.3.4
that the real-valued function f g of one variable is r times continuously
differentiable. Hence it follows by Taylor’s formula for functions of one
variable, Theorem 1.4.23, that there is some τ P p0, 1q such that
pf gqp1q pf gqp0q 1
1!
pf gq 1p0q pr 1 1q! pf gqpr1qp0q
1
r!
pf gqprqpτ q .
Finally, from this follows (3.3.1) by application of Lemma 3.3.4.
Theorem 3.3.6. (Estimate of the remainder in Taylor’s formula) Let

f, U, r, x0 , h be as in Theorem 3.3.5. Moreover, let K be a bound for all
partial derivatives of f on U of order r. Finally, define the remainder term
by
Rr px0 hq : rph ∇q r f spx0 τ.hq .
1
r!
Then there is a number C P N depending only on r and n such that
|Rr px0 hq| ¤

CK r
r!
|h| . (3.3.2)
426
Proof. Obviously, ph ∇q r f is of the form
hin B i x B. . f. B i
¸ r
ph ∇q r f ci1 ...in hi11 n
xn

1 n
i1 in r 1
where the numbers ci1 ...in come from a multinomial expansion. Hence
|ph ∇q r f | ¤ CK |h|r
where ¸
C : ci1 ...in
i1
in r
depends only on n and r. Hence it follows (3.3.2).
Definition 3.3.7. Let f, U, r, x0 , h and τ be as in Theorem 3.3.2. Then we

call the function pr1 : Rn Ñ R defined by
pr1 pxq :f px0 q rppx x0 q ∇qf spx0q

1
...
1!
pr1q f spx
pr 1q! rppx x0 q ∇q q
1
0
for all x P Rn , the Taylor polynomial of f of total degree ¤ r 1 at x0 and
Rr pxq : rppx x0 q ∇q r f spx0 τ.px x0 qq

1
r!
its remainder term at x x0 h.
Example 3.3.8. Define f9 : R2 zt0u Ñ R by
f9 px, y q :
xy
x2 y2
for all px, y q P R2 zt0u. Calculate the Taylor polynomial of f9 of total de-
gree ¤ 2 at p1, 1q, and give an estimate of its remainder term at the point
p1.1, 1.2q.
427
Solution: Obviously, f9 is of class C 8 on R2 zt0u. As a consequence
of Schwarz’s Theorem 3.2.19 and the symmetry of f9 under exchange of
coordinates, there is only 1 ‘independent’ first order partial derivative as
well as 2 independent second order and third order partial derivatives of f9 ,
respectively. In particular,
Bf9 px, yq y py2 x2 q , B2f9 px, yq x4 6x2y2 y4 ,
Bx px2 y2q2 BxBy px2 y2q3
B2f9 px, yq 2xy p3y2 x2 q , B3f9 px, yq 2x5 28x3 y2 18xy4
Bx2 px2 y2q3 Bx2By px2 y2q4
B3f9 px, yq 6y x4 6x2 y2 y4 ,
Bx3 px2 y2q4 (3.3.3)
for all px, y q P R2 zt0u. Hence we have for x0 : p1, 1q, small enough
h P R2 and some τ P r0, 1s:
f9 px0 hq f9 px0 q rph ∇qf9 spx0 q rph ∇q 2f9 spx0q

1 1
1! 2!
1
3!
rph ∇q 3 f9spx0 τ.hq
f9px0 q BBfx9 px0q hx BBfy9 px0q hy

1 B 2f9
p x0 q hx 2
B 2
B2f9 px q h2
BxBy px0 q hxhy R3 px0 hq
2 f9
2 Bx 2 By2 0 y
12 14 phx hy q2 R3 px0 hq ,
where

1 B 3f9 B 3
R3 px0 hq p x0 τ.hq h3x 3 2 px0 τ.hq h2x hy
f9
6 Bx 3 Bx By
B f9 px τ.hq h h2 B3f9 px
3
τ.hq h3y .
3
BxBy2 0 x y
By3 0
Hence the Taylor polynomial p2 of f9 of total degree ¤ 2 at p1, 1q is given
by
p2 px, y q ppx 1q py 1qq2 px y q2
1 1 1 1
2 4 2 4
428
for all px, y q P R2 .
Further for px, y q on the line segment between x0 and x1 : p1.1, 1.2q,
it follows that
3
B p q 6y x4 6x2y2 y4 ¤ 6|y| x4 6x2 y2 y4
f9

B
x3 x, y px2 y2q4 px2 y2q4
¤ 6 1.2 p1.1q 6p1.1q16p1.2q p1.2q 6.29645
4 2 2 4
3
B f9 4
2 2 4 4
6x2 y 2 y 4

By3 p x, y q 6x

x 6x y y
px2 y2q4
¤ 6|x| x
px2 y2q4
¤ 6 1.1 p1.1q 6p1.1q16p1.2q p1.2q 5.77174
4 2 2 4
3 5
B f9 2x 28x3 y 2 18xy 4
¤ 2|x| 28|x|3y 2 18|x|y 4
5

B x2 B y p x, y q
px2 y2q4 px2 y2q4
¤ 2p1.1q 28p1.1q p16 1.2q2 18 1.1p1.2q4
5 3
6.12151
3 5
B f9 2y 28y 3x2 18yx4
¤ 2|y | 28|y |3x2 18|y |x4
5

B xB y 2 p x, y q
px2 y2q4 px2 y2q4
¤ 2p1.2q 28p1.2q p16 1.1q2 18 1.2p1.1q4
5 3
5.94662
and hence that

|R3 px0 hq| ¤ 16 p0.1q3 6.29645 3 p0.1q2 0.2 6.12151

3 0.1 p0.2q2 5.94662 p0.2q3 5.77174 ¤ 0.03 .
Definition 3.3.9. (Local minima and maxima) Let n P N and f be some

real-valued function defined on some open subset U of Rn . Then we say
that f has a local minimum, maximum at x0 P U if there is a open ball
Uǫ px0 q around x0 such that
f pxq ¥ f px0 q
429
for all x P Uǫ px0 q and
f pxq ¤ f px0 q
for all x P Uǫ px0 q, respectively.
Theorem 3.3.10. (Necessary condition for the existence of a local mini-

mum/maximum) Let n P N , and let f be a differentiable real-valued func-
tion on some open subset U of Rn which has a local minimum/maximum
at x0 P U. Then
Bf px q 0 , i P t1, . . . , nu ,
Bxi 0
or, equivalently, x0 is a critical point for f , i.e.,
f 1 px0 q 0 .
Proof. If f has a local minimum (maximum) at x0 P U, it follows for

i P t1, . . . , nu and sufficiently small h P R that
1
f px01 , . . . , x0pi1q , x0i h, x0pi 1q , . . . , x0n q
h
f px01 , . . . , x0pi1q , x0i, x0pi 1q , . . . , x0nq
is ¥ p¤q 0 and ¤ p¥q 0, for h ¡ 0 and h 0, respectively. Therefore
Bf px q
Bxi 0
is at the same time ¥ 0 and ¤ 0 and hence, finally, equal to 0.
Example 3.3.11. Define the differentiable function f10 : R2 Ñ R by

f10 px, y q : x2 y 2
for all px, y q P R2 . Then
Bf10 px, yq 2x , Bf10 px, yq 2y

Bx By
430
2
z 1 1
0 0.5
-1
-1 0
y
-0.5
0 -0.5
x 0.5
1 -1
Fig. 135: Graph of f10 .
for all px, y q P R2 and hence p0, 0q is a critical point of f10 , but, obviously,
not a local minimum or maximum. It is a so called ‘saddle point’. Note
that graph of f is a quadric, namely a hyperbolic paraboloid. Since hyper-
bolic paraboloids look similar to saddles, these are also often called ‘saddle
surfaces’.
Lemma 3.3.12. (Sylvester’s criterion) Let n P N , A pAij qi,j Pt1,...,nu

be a real symmetric n n matrix,i.e., such that Aij Aji for all i, j P
t1, . . . , nu. Then A is positive definite, i.e.,
¸
Aij hi hj ¡0

i,j 1,...,n
for all h P Rn zt0u, if and only if all leading principal minors detpAk q,
k 1, . . . , n, of A are ¡ 0. Here
Ak : pAij qi,j Pt1,...,ku , k P t1, . . . , nu .

Proof. See the proof of Theorem 4.3.8 in the appendix.
431
Example 3.3.13. For the real symmetric matrix

1 2 0
A : 2 5 3
0 3 11
it follows that
detpA1 q detp1q 1 ¡ 0 ,

1 2
detpA2 q
15221¡0
2 5

1 2 0

detpA3 q
2 5 3
1 5 11 3 3 1 11 2 2 2 ¡ 0
0 3 11
and hence that ¸

Aij hi hj ¡0

i,j 1,2,3
for all h P R 3
zt0u. Note that this can also be seen directly from
¸
Aij hi hj h1 ph1 2h2 q h2 p2h1 5h2 3h3 q h3 p3h2 11h3 q

i,j 1,2,3
h21 4h1 h2 5h22 6h2 h3 11h23 ph1 2h2 q2 ph2 3h3 q2 2h23
¡0
for all h P R3 zt0u.
Theorem 3.3.14. (Sufficient condition for the existence of a local min-

imum/maximum) Let n P N and f be a real-valued function on some
open subset U of Rn which is of class C 2 . Finally, let x0 be a critical point
for f . Then f has a local minimum/maximum in x0 if all leading principal
minors of its Hessian matrix at x0

H px0 q :
B 2
BxiBxj px0 q i,jPt1,...,nu

f
are ¡ 0/all leading principal minors of H px0 q are ¡ 0.
432
Proof. First, since x0 is a critical point of f , we conclude by Taylor’s for-
mula, Theorem 3.3.5, (together with Theorem 3.2.19) that for every h from
some a sufficiently small ball Uε p0q, ε ¡ 0, around the origin
f px0 hq f px0 q rp h ∇q 2 f spx0 τ.hq

1
2
1 ¸
f px0q 2 i,j 1,...,n
pH px0 τ.hqqij hi hj (3.3.4)
where τ P r0, 1s. Now, if all leading principal minors of H px0 q are ¡ 0/all
leading principal minors of H px0q are ¡ 0, and since all leading principal
minors of the Hessian of f define continuous functions on U, ε can be
chosen such that also all leading principal minors of the Hessian of f are
¡ 0/all leading principal minors of H px0q are ¡ 0 at all points from
Uε px0 q. Hence it follows from (3.3.4) and by Lemma 3.3.12 that
f px0 hq ¥ f px0 q pf px0 hq ¤ f px0 qq
for all h P Uε p0q and hence, finally, the theorem.

Example 3.3.15. The function f9 : R2 Ñ R, see Example 3.3.8, is of class
C 2 and has a critical point in p1, 1q. By (3.3.3), the negative of the Hessian
matrix of f9 in p1, 1q is given by

1{2
1{2 .
H p1, 1q 1{2
1{2
Hence the principal sub-determinants of H p1, 1q are given by 1{2 and 0,

and hence Theorem 3.3.14 is not applicable. Nevertheless, f9 has even a
global maximum at p1, 1q because f9 p1, 1q 1{2 and
1 x2 y2
x2
xy
y2
¤
2 x2 y2
12
for every px, y q P R2 zt0u. This example demonstrates that the assumptions
of Theorem3.3.14 for the existence of local minimum/maximum are not
necessary.
433
0.5
0.45
z 1.4
0.4
0.35 1.2
0.3
1
0.6 y
0.8 0.8
1
x 1.2 0.6
1.4
Fig. 136: Graph of f9 .
The next example shows how to combine Theorem 3.1.14 and Theorem 3.3.10
to find global minima/maxima of functions of several variables.
Example 3.3.16. Find the length, width and height of a parallelepiped of
given area A ¡ 0 and maximal volume.
Solution: The volume V and area A of a rectangular box of length x ¡ 0,

width y ¡ 0 and height x ¡ 0 are given by:
V xyz , A 2pxy xz yz q ,
respectively. Hence if applicable, we have to find the global maximum of
the function V : r0, 8q r0, 8q Ñ R defined by

V px, y q : xy
xy A
x y 2
for every px, y q P pr0, 8q r0, 8qqzt0u, and
V p0, 0q : 0 .
434
4
2 z
0 00
2 2
y x
4 4
Fig. 137: Graph of the constraint surface for A 6.
Note for later application of Theorem 3.1.14 that, obviously, V is of class

C 8 on p0, 8q p0, 8q as well as continuous on DpV qzt0u. In addition
because of
1 px y q2
xy
x y
¤ 2 x y
1
2
px yq
for every px, y q P DpV qzt0u, it follows the continuity of V in p0, 0q and
hence, finally, the continuity of V . In addition, note that
A2
V px, y q ¤
1
a (3.3.5)
4 x2 y 2
for every px, y q P Dpf qzt0u. This is obvious for xy ¥ A{2 because in this
case V ¤ 0, whereas for xy ¤ A{2, px, y q p0, 0q it follows that

V px, y q 2
A
A
2
xy A2
4
x2y2 ¤ A2 1
x y 4 x y
435
1
0.5 2
z
0
-0.5 1.5
-1
0 1
y
0.5
1 0.5
x 1.5
2 0
Fig. 138: Graph of V for the case A 6.
2
¤ A4 a
1
.
x2 y2
In the next step, we determine the critical point of V on p0, 8q p0, 8q.
The partial derivatives of V are given by
BV px, yq y2 A2 x2 2xy , BV px, yq x2 A2 y2 2xy

Bx px yq2 By px yq2
for x, y P p0, 8q. Hence the critical points of V on p0, 8q p0, 8q are
given by the solutions of the system
2xy 0, 2xy 0

A A
x2 y2
2 2
which has the unique solution

x0 : y0 :
A
.
6
436
In px0 , y0q the volume V assumes the value

3{2
V px0 , y0q
A
. (3.3.6)
6
Now we define the subset C of R2 by
27 ?
C : Dpf q X BR p0q , R : A.
4
Then C is in particular closed and bounded and hence compact. According
to Theorem 3.1.14, V assumes a maximum value on C. Since V vanishes
on both axes and because of (3.3.6) and (3.3.5), it follows that V does not
assume its maximum on the boundary of C. Hence V assumes its maxi-
mum in the inner part of C and hence it follows by Theorem 3.3.10 and the
previous analysis that this happens in the point px0 , y0 q. Finally again be-
cause of (3.3.5), it follows that V assumes its (global) maximum in px0 , y0q
and that its maximum value is given by (3.3.6). Note that this implies that
the box is a cube.
In the following, we indicate a derivation of a necessary condition for the
existence of constrained minima/maxima like the previous one. For this,
let f be a real-valued function on some open subset U of Rn and of class
C 1 , and let
S : tx P U : f pxq 0u .
(the constraint surface) be such that
p∇f qpxq 0
for every x P S. Finally, let g : U Ñ R be differentiable, and assume that
the restriction g |S of g to S has a minimum/maximum in p P S. Then it
follows for any differentiable path γ : I Ñ S through p, where I is some
open interval around 0 and γ p0q p, that g γ has a minimum/maximum
in 0 and hence by Calculus I, the Chain Rule Theorem 3.2.24 and Exam-
ple 3.2.11 that
pg γ q 1p0q p∇gqppq γ 1 p0q 0 .

437
HÑfLHpL
Fig. 139: Sketch of the constraint surface S.
Hence alike p∇f qppq, p∇g qppq is orthogonal to the pn 1qdimensional

tangent space of f at p, and hence there is a so called ‘Lagrange multiplier’
λ P R such that
p∇gqppq λ.p∇f qppq .
Example 3.3.17. For this, we consider again the situation from Exam-
ple 3.3.16. The constraint surface S is given by the zero set of f : U Ñ R,
where U : p0, 8q p0, 8q p0, 8q, defined by
f px, y, z q : xy yz
A
xz
2
for every px, y, z q P U. Note that
p∇f qpxq py z, x z, x yq 0
for every px, y, z q P U. The function V : U Ñ R, defined by
V px, y, z q : xyz
438
for every px, y, z q P U, is to be maximized on S. According to the previous
analysis, there is a real λ such that
p∇V qpxq pyz, xz, xyq λ.p∇f qpxq λ.py z, x z, x yq .
Hence it follows that λ 0 and

1
λ
1 1
y z
1 1
x z
x
1 1
y
and therefore that
xy z
and, finally by using the constraint equation, that

xy z A
6
which is identical to the result of Example 3.3.16.
More generally, the following is true
Theorem 3.3.18. (Lagrange multipliers) Let n, m P N and g, f1, . . . , fm
be functions of class C 1 defined on some open subset U. Finally, assume
that the restriction g |S of g to the constraint surface S, defined by
S : tx P U : f1 pxq fm pxq 0u ,
assumes a minimum/maximum value in p P S. Then there are ‘Lagrange

multipliers’ λ0 , . . . , λm P R that are not all 0 and such that
λ0 .p∇g qppq λ1 .p∇f1 qppq . . . λm .p∇fm qppq 0 .
Proof. First, we consider the case that g |S assumes a minimum value in p.

For this, let ε0 ¡ 0 such that the closed ball Bε0 ppq is contained in U. In
addition for every M ¡ 0, we define an auxiliary function hM : Uε0 ppq Ñ
R of class C 1 by
m̧
hM pxq : g pxq g ppq |x p|2 M fk2 pxq

k 1
439
for every x P Uε0 ppq. In a first step, we conclude that for every 0 ε ¤ ε0 ,
there is M pεq ¡ 0 such that
hM pεq pxq ¡ 0
for all x P Sε ppq. Otherwise, there is 0 ε ¤ ε0 for which there is no

M ¡ 0 such that
hM pxq ¡ 0
for all x P Sε ppq. Hence for such ε and any N P N, there is xN P Sεppq
such that
hN pxN q ¤ 0 (3.3.7)
or, equivalently, such that
¸
m
1
fk2 pxN q ¤ g pxN q g ppq ε2 . (3.3.8)

k 1
N
Therefore, as a consequence of the boundedness and closedness of Sε ppq

and by application of Bolzano-Weierstrass’ Theorem 3.1.9, it follows the
existence of a strictly increasing sequence N1 , N2 , . . . of non-zero natural
numbers such that the corresponding sequence xN1 , xN2 , . . . is convergent
to some x P Sε ppq. By performing the limit in (3.3.8), it follows that
x belongs to the constraint surface S and hence that g px q ¥ g ppq. But,
the last implies that hM px q ¥ ε2 for every M ¡ 0 and hence that (3.3.7)
cannot be valid for every N P N . Hence for the second step, let 0 ε ¤
ε0 and M pεq ¡ 0 be such that
hM pεq pxq ¡ 0
for all x P Sε ppq. Then there is xε P Uεppq and a unit vector pλ0pεq, . . . ,
λm pεqq P Rm 1 such that
¸
m
λ0 pεq. rp∇g qpxε q 2.pxε pqs λk pεq.p∇fk qpxε q 0 .

k 1
440
This can be proved as follows. By Theorem 3.1.14, the restriction of hM pεq
to Bε ppq assumes a minimum value in some point xε P Bε ppq. Since
hM pεq ppqq 0, it follows that xε P Uε ppq and that p∇hM pεq qpxε q 0
¸
m
p∇gqpxεq 2.pxε pq 2M pεq. fk pxε q.p∇fk qpxε q 0

k 1
which implies the above statement. In the last step, we choose a sequence
ε1 , ε2 , . . . in the open interval between 0 and ε0 s which is convergent to 0.
In particular, we choose it such that the corresponding sequence
pλ0pε1q, . . . , λmpε1qq, pλ0pε2q, . . . , λmpε2qq, . . .
is convergent to a unit vector pλ0 , . . . , λm q in Rm 1 . This is possible as a
consequence of Bolzano-Weierstrass’ Theorem 3.1.9. Since
lim xεk
k Ñ8
xε ,
we conclude that
¸
m
λ0 .p∇g qppq λk .p∇fk qppq 0 .
k 1
Finally, if g |S assumes a maximum value in p, then g |S assumes a mini-
mum value in p and the statement of the theorem follows by application of
the just proved result to g |S .
Example 3.3.19. Let n P N ,pakl qk,lPt1,...,nu be a family of real numbers

and g : Rn Ñ R be defined by
¸
n
g pxq : akl xk xl

k,l 1
for all x P Rn . Since S1n p0q f 1 p0q, where f : Rn Ñ R is defined by

¸
n
f pxq : |x| 2
1 1 x2i

i 1
441
for all x P Rn , is compact, the restriction of f to S1n p0q assumes a minimum
and a maximum. Let x a point where f assumes an extremum. Then it
follows by Theorem 3.3.18 the existence of real λ0 , λ1 such that λ20 λ21 0
and
λ0 p∇g qpxq λ1 p∇f qpxq 0 .
Since
¸
n ¸
n ¸
n
akl xk xl alk xl xk alk xk xl
k,l 1 k,l 1
k,l 1
and hence
¸
n
f pxq pakl alk q xk xl
1

k,l 1
2
for all x P Rn , it follows that

¸
n ¸
n
p∇gqpxq pa1k ak1 qxk , . . . , pank akn qxk , p∇f qpxq 2x ,

k 1
k 1
it follows that x satisfies the following system of equations

¸
n
λ0 paik aki qxk 2λ1 xi 0,

k 1
for i 1, . . . , n. Further, since x 0, it follows that λ0 0 and hence

that the last system is equivalent to
n
¸

1
2
paik aki q xk λ xi ,
k 1
for i 1, . . . , n, where
λ :
λ1
.
λ0
By introducing matrix notation, the last system is equivalent to

ā11 ā1n x1 x1
ÆÆ Æ Æ
Æ Æ
ÆÆ Æ λ. Æ (3.3.9)
Æ Æ

ān1 ānn xn xn
442
where ākl : pakl alk q{2 for k 1, . . . , n, l 1, . . . , n and the mul-
tiplication sign on the left hand side of the last equation denotes matrix
multiplication. By Theorem 4.3.6 from the Appendix, it follows that λ sat-
isfies
ā11 λ ā1n

ā12
ā22 λ

ā21 ā2n
0

ānn λ

ān1 ān2
which is leads on a polynomial equation for λ. After solving that equation
and substitution of the calculated values for λ into (3.3.9), the solutions of
the remaining system can be easily found.
Problems
1) Find the rate of change of f : D Ñ R at the point p in the direction of

v. In addition, find the direction of steepest ascent / steepest descent
of f in p and the associated rates.
a) f px, y q : x2 2xy 3y 2 for all px, y q P D : R2 , p p1, 2q,
v p2, 1q ,
b) f px, y q : y cospxy q for all px, y q P D : R2 , p p0, 2q,
v pcospπ {3q, sinpπ {3qq ,
c) f px, y q : x expp2px2 y 2 qq for all px, y q P D : R2 ,
p p1, 0q, v p1, 3q ,
d) f px, y q : lnpx2 y 2 q for all px, y q P D : R2 zt0u, p
p1, 1q, v p3, 3q ,
e) f px, y, z q : xy yz xz for all px, y, z q P D : R3 , p
p1, 2, 1q, v p1, 1, 1q ,
f) f px, y, z q : 5x2 3xy xyz for all px, y, z q P D : R3 ,
p p3, 4, 5q, v p1, 1, 1q ,
g) f px, y, z q : xyz px{y q py {z q pz {xq for all x ¡ 0, y ¡ 0,
z ¡ 0, p p2, 1, 4q, v p1, 1, 1q .
2) Decide whether the matrix is symmetric and in case whether it is
positive definite.

A1 :
1 3
, A2 :
4 2
, A3 :
5 3
3 7 2 6 3 2
,
443

4

3 1 1
A4 :
2
1 , A5 : 1 3 1 ,

4
1 1 5

4 2 5 3 3 1
A6 : 2 3 4 , A7 : 3 3 1 .
5 4 6 1 1 9
3) Decide which values of k P R make the matrix positive definite.

A1 : , A2 : , A3 :
6 1 3 k k 4k
,
1 2k k 2 4k 1

10 2 5k
A4 : , A5 : 2 9
9k k
3 ,
k k 5k 3 7

k 5 8 6 k 2
A6 : 5 12 4 , A7 : k 5 7k .
8 4 2k 2 7k 14
4) Calculate the Taylor polynomial of f : D Ñ R of total degree ¤ 2

at p, and estimate the corresponding remainder term on B.
a) f px, y q : sinpx y q for all px, y q P R2 , p p0, 0q, B
tpx, yq P R2 : |x| ¤ 1 ^ |y| ¤ 1u ,
b) f px, y q : ex y for all px, y q P R2 , p p0, 0q, B tpx, y q P
R2 : |x| ¤ 1 ^ |y | ¤ 1u ,
c) f px, y q : p1 x y q1{2 for all px, y q P R2 such that y ¥ p1
xq, p p0, 0q, B tpx, y q P R2 : |x| ¤ 1{2 ^ |y | ¤ 1{2u ,
d) f px, y q : xy for all x ¡ 0, y P R, p p1, 1q, B tpx, y q P
R2 : |x 1| ¤ 1{10 ^ |y 1| ¤ 1{10u .
5) Find the maximum and minimum values, so far existent, of f : D Ñ
R and the points where they are assumed. If applicable, a, b P R.
a) f px, y q : xp24y q 5x2 y 2 for px, y q P D : R2 ,

b) f px, y q : xy 1 y for px, y q P D : R2 ,
x
2
c) f px, y q : 2 2x 5x2 2y p4 x 5y q
for px, y q P D : R2 ,
d) f px, y q : x3 xy y 3 for px, y q P D : R2 ,
e) f px, y q : x4 y 4 2x2 4xy 2y 2
444
for px, y q P D : R2 ,
f) f px, y q : x2 xy y2 pa3 {xq pa3 {yq
for px, y q P D : tpx, y q P R2 : x ¡ 0 ^ y ¡ 0u ,
g) f px, y q : x3 y 3 9xy 27
for px, y q P D : tpx, y q P R2 : 0 ¤ x ¤ 4 ^ 0 ¤ y ¤ 4u ,
h) f px, y q : x4 y 4 2x2 4xy 2y 2
for px, y q P D : tpx, y q P R2 : 0 ¤ x ¤ 2 ^ 0 ¤ y ¤ 2u ,
i) f px, y q : epx y q pax2 by 2 q for px, y q P D : R2 ,
2 2
where a, b ¡ 0 ,
j) f px, y, z q : xyz p4a x y z q for px, y q P D : R3 ,
k) f px, y, z q : px3 y 3 z 3 q{pxyz q for
px, y, z q P D : tpx, y, z q P R3 : x ¡ 0 ^ y ¡ 0 ^ z ¡ 0u ,
l) f px, y, z q : rx{py z qs ry {px z qs rz {px y qs for
px, y, z q P D : tpx, y, z q P R3 : x ¡ 0 ^ y ¡ 0 ^ z ¡ 0u .
6) Find the maximum and minimum values of g : D Ñ R on the set(s)
S and the points where they are assumed. Give reasons for the exis-
tence of such values.
a) f px, y q : x2 2xy y 2 for px, y q P D : R2 ,
on S : tpx, y q P R2 : x2 2x y2 0u ,
b) f px, y q : x2
2y for px, y q P D : R2 ,
2
on S : tpx, y q P R2 : x4 y 4 1u ,
c) f px, y q : x2 y 2 for px, y q P D : R2 ,
on S : tpx, y q P R2 : 3 px2 y 2 q 2xy 1u ,
d) f px, y q : x2 xy y 2 for px, y q P D : R2 ,
on S : tpx, y q P R2 : x2 y 2 1u ,
e) f px, y q : xy for px, y q P D : R2 ,
on S : tpx, y q P R2 : x2 y 2 1u ,
f) f px, y, z q : xyz for px, y, z q P D : R3 ,
on S : tpx, y, z q P R3 : x2 y 2 z 2 3u ,
g) f px, y, z q : x2 2y 2 3z 2 for px, y, z q P D : R3 ,
on S1 : tpx, y, z q P R3 : x2 y 2 z 2 1u ,
445
S2 : tpx, y, z q P R3 : x 2y 3z 0u ,
h) f px, y, z q : x 2
y 2
z for px, y, z q P D : R3 ,
2
on S1 : tpx, y, z q P R3 : x y z 0u ,
S2 : tpx, y, z q P R3 : px2 y 2 z 2 q2 x2 2y 2 4z 2 u ,
i) f px, y, z q : sinpx{2q sinpy {2q sinpz {2q
for px, y, z q P D : tpx, y, z q P R3 : x ¡ 0 ^ y ¡ 0 ^ z ¡ 0u ,
on S : tpx, y, z q P R3 : x y z π u .
7) Let p ¡ 0. Determine the triangle with largest circumscribed area

and perimeter 2p.
8) Determine the point inside a quadrilateral V with minimal sum of
squares of distances from the corners.
9) Determine the point inside a quadrilateral V with minimal sum of
distances from the corners.
10) Determine the triangle with maximal sum of squares of side lenghts
and corners on a circle.
11) Let p P R3 z t0u. Determine the plane of largest distance from the
origin among all planes through p.
12) Let a ¡ b ¡ c ¡ 0 and
" 2
*
y2 z2
E : px, y, z q P R : xa2
3
1 .
b2 c2
Find the point of E that has largest distance from the origin.
3.4 The Riemann Integral in n-dimensions

Definition 3.4.1.
(i) Let a, b P R be such that a ¤ b and ra, bs be the corresponding
closed interval in R. A partition P of ra, bs is an ordered sequence
pa0, . . . , aν q of elements of ra, bs, where ν is an element of N, such
that
a a0 ¤ a1 ¤ ¤ aν b .
A partition P 1 of ra, bs is called a refinement of P if P is a subse-
quence of P 1 .
446
(ii) Let n P N . A closed interval I of Rn is the product of n closed
intervals I1 , . . . , In of R:
I1 In .
I
We define the volume v pI q of I as the product of the lengths lpIi q of

the intervals Ii , i P t1, . . . , nu
v pI q : lpI1 q . . . lpIn q .
A partition P of I is a sequence pP1 , . . . , Pn q consisting of partitions

Pi of Ii , i P t1, . . . , nu.
P induces a division of I into (in general non-disjoint!) closed subin-

tervals
ν¤
1 1 ν¤
n 1
I ... Ij1 ...jn ,
j1 0 jn 0
Ij1 ...jn : ra1j1 , a1pj1 1q s ranjn , anpjn 1q s ,
j1 0, . . . , ν1 ; . . . ; jn 0, . . . , νn where Pi pai1 , . . . , aiνi q, νi P

N , i P t1, . . . , nu. The size of P is defined as the maximum of all
the lengths of these subintervals.
Hence, we define for any bounded real-valued function f on I the

lower sum Lpf, P q and upper sum U pf, P q corresponding to P by
¸
ν1 ¸
νn
Lpf, P q : ... inf tf pxq : x P Ij1 ...jn u v pIj1 ...jn q ,
j1 0 jn 0
¸ν1 ¸νn
U pf, P q : ... suptf pxq : x P Ij1 ...jn u v pIj1 ...jn q .
j1 0 jn 0
447
Example 3.4.2. Consider the closed interval I : r0, 1s r0, 1s in R2
and the continuous function f : I Ñ R defined by f px, y q : x for all
px, yq P I.
P0 : pp0, 1q, p0, 1qq , P1 : pp0, 1{2, 1q, p0, 1{2, 1qq
are partitions of I. Also is P1 a refinement of P0 . Finally,
Lpf, P q 0 1 0 , U pf, P q 1 1 1 ,

2
2
2
2
Lpf, P 1 q 0 0 14 ,
1 1 1 1 1 1
2 2 2 2 2 2

2
2
2
2
U pf, P 1 q 1 1 34
1 1 1 1 1 1
2 2 2 2 2 2
and hence
Lpf, P q ¤ Lpf, P 1 q ¤ U pf, P 1 q ¤ U pf, P q .
Lemma 3.4.3. Let n P N and I I1 In be a closed interval of Rn ,

Further, let P pP1 , . . . , Pn q, P 1 pP11 , . . . , Pn1 q be partitions of I and in
particular let P 1 be a refinement of P . Then
Lpf, P q ¤ Lpf, P 1 q ¤ U pf, P 1 q ¤ U pf, P q . (3.4.1)
Proof. The middle inequality is obvious from the definition of lower and
upper sums given in Def 3.4.1(ii). Obviously for the proof of the remaining
inequalities, it is sufficient (by the method of induction) to assume that there
is i0 P t1, . . . , nu such that Pi1 Pi for i i0 , for simplicity of notation
we assume i0 1, and P11 pa10 , a11 1 , a11 , . . . , a1ν q, where a 1 P I1 is
1 11
such that
1 ¤a .
a10 ¤ a11 11
Here we again simplified for notational reasons. Then
Lpf, P 1 q Lpf, P q
448
y
1
0.8
0.6
0.4
0.2
x
0.2 0.4 0.6 0.8 1
Fig. 140: Sketch of P0 .
y
1
0.8
0.6
0.4
0.2
x
0.2 0.4 0.6 0.8 1
Fig. 141: Sketch of P1 .
449
¸
ν2 ¸
νn
1 s ra , a
inf tf pxq : x P ra10 , a11
... njn npjn 1q su

j2 0
jn 0
vpra10, a111 s ranj , anpj 1q sq

n n
inf tf pxq : x P ra11 1 , a s ra , anpjn 1q su

11 nj n
1
n n
inf tf pxq : x P ra10 , a11 s ranj( n , anpjn 1q su

n n
¥ inf tf pxq : x P ra10 , a11s ranj , anpj 1qsu

n n

n n
1 , a s ra , a
v pra11 11 nj npj 1q sq
(
n n
vpra10, a11 s ranj , anpj 1q sq 0 .

n n
Analogously, it follows that

U pf, P 1 q U pf, P q ¤ 0
Theorem 3.4.4. Let f be a bounded real-valued function on some closed
interval I of Rn , n P N . Then
supptLpf, P q : P
P P uq ¤ inf ptU pf, P q : P P P uq . (3.4.2)
Proof. By Theorem 3.4.3, it follows for all P1 , P2 P P that
Lpf, P1 q ¤ Lpf, P q ¤ U pf, P q ¤ U pf, P2 q ,
where P P P is some corresponding common refinement, and hence that
supptLpf, P1 q : P1 P P uq ¤ U pf, P2 q
and hence (3.4.2).
As a consequence of Lemma 3.4.3 and since every partition P of some
closed interval I of Rn is a refinement of the trivial partition containing
only the coordinates of the initial and endpoints, we can make the following
definition.
450
Definition 3.4.5. (The Riemann integral, I) Let n P N , f be a bounded
real-valued function on some closed interval I of Rn , and denote by P the
set consisting of all partitions of I. We say that f is Riemann-integrable on
I if
supptLpf, P q : P P P uq inf ptU pf, P q : P P P uq .
In that case, we define the integral of f on I by
»
f dv : supptLpf, P q : P P P uq inf ptU pf, P q : P P P uq .
I
Example 3.4.6. Let f be a constant function of value a P R on some closed

interval I of Rn . Then it follows induction that all lower and upper sums
are equal to a v pI q. Hence f is Riemann-integrable and
»
f dv a vpI q .
I
Example 3.4.7. Consider the closed interval I : r0, 1s2 of R2 and the
function f : I Ñ R defined by
f px, y q : x y
for all x, y P R. For every n P N , define the partition Pn of I by

Pn :
1 n 1 n
0, , . . . , , 0, , . . . , .
n n n n
Calculate Lpf, Pn q and U pf, Pn q for all n P N . What is the value of

»
f dv ?
I
Solution:
We have:

n¤1 n¤1 j j
I 1 1
n
,
n
1
j2 j2 1
n
,
n

j1 0 j2 0
451
and

n¸1 n¸1 jj
n¸1
n¸1
L pf, Pn q
1 2 1 1
2
j1 j2

j1 0 j2 0 n n2 n4 j1 0
j2 0

2
1 n 2
n4 2
pn 1 q 1
4
1
1
n
,

n¸1 n¸1 pj1 1qpj2 1q ¸
n ¸
n
U pf, Pn q
1 1
j1 j2

j1 0 j2 0 n2 n2 n4
j1 1
j2 1

2
1 n 2
n4 2
pn 1q 14 1
1
n
.
Hence
lim L pf, Pn q lim U pf, Pn q
1
.
n Ñ8 n Ñ8 4
As a consequence
supptLpf, P q : P P P uq ¥ 14
and
inf ptU pf, P q : P P P uq ¤ 14
and hence by Theorem 3.4.4
supptLpf, P q : P P P uq inf ptU pf, P q : P P P uq 14 .

Hence f is Riemann-integrable and
»
f dv 14 .
I
Note that the product

» 1
» 1
x dx y dy
0 0
gives the same value.
452
Theorem 3.4.8. Let n P N and f, g be Riemann-integrable on some closed
interval I of Rn and a P R. Then f g and af are Riemann-integrable on
I and
» » » » »
pf g q dv f dv g dv , af dv a f dv .
I I I I I
If f is in addition positive, then

»
f dv ¥0.
I
Proof. First, it is easy to see that for every subinterval J of I
inf tf pxq : x P J u inf tg pxq : x P J u ¤ inf tpf g qpxq : x P J u

¤ suptpf gqpxq : x P J u ¤ suptf pxq : x P J u
suptg pxq : x P J u
and hence that
Lpf, P q Lpg, P q ¤ Lpf g, P q ¤ U pf g, P q

¤ U pf, P q U pg, P q
and
» » » »
f dv g dv ¤ Lpf g, P q ¤ U pf g, P q ¤ f dv g dv
I I I I
for every partition P of I. Hence supptLpf g, P q : P P P uq, inf ptU pf

g, P q : P P P uq exist and satisfy
inf ptU pf g, P q : P P P uq supptLpf g, P q : P P P uq

» »
f dv g dv .
I I
Further for every subinterval J of I, it follows that
inf taf pxq : x P J u a inf tf pxq : x P J u ,
453
suptaf pxq : x P J u a suptf pxq : x P J u
and hence that
Lpaf, P q aLpf, P q , U paf, P q aU pf, P q
for every partition P of I as well as that
inf tf pxq : x P J u ¥ 0
and hence, if f is in addition positive, that
Lpf, P q ¥ 0
for every partition P of I. Hence, finally, the Theorem follows.

Corollary 3.4.9. Let n P N , f, g be Riemann-integrable on some closed
interval I of Rn , and in addition let f pxq ¤ g pxq for all x P I. Then
» »
f dv ¤ g dv .
I I
Definition 3.4.10. (Negligible sets) A subset K of Rn is said to be neg-

ligible if for every ε ¡ 0 there exists a finite number of closed intervals
I1 , . . . , Iν of Rn whose union contains K and which is such that
v pI1 q v pIν q ε .
Example 3.4.11. Any interval of Rn with at least one side of vanishing

length is negligible.
Remark 3.4.12. Obviously, negligible subsets are bounded, the closure of
negligible subsets is negligible and a finite unions of negligible subsets are
also negligible.
Theorem 3.4.13. Let m, n P N , B be a bounded subset of Rm and U an
open subset of Rm containing B. Finally, let n ¡ m and f : U Ñ Rn be of
class C 1 . Then f pB q is negligible.
454
Proof. See [33], XX, §2, Proposition 2.2.
Example 3.4.14.
Sr1 p0q tpx, y q P Rn : x2 y2 ru ,

where r ¥ 0, is a negligible subset of R2 . Proof: For this, define f :
p2π, 2πq Ñ R2 by
f ptq : pr cosptq, r sinptqq
for every t P p2π, 2π q. Then f is of class C 1 and Ranpf q Sr1 p0q. Hence
according to Theorem 3.4.13, Sr1 p0q is a negligible subset of R2 .
Theorem 3.4.15. (Existence of Riemann integrals) Let n P N .
(i) Let f be a bounded real-valued function on some closed interval I

of Rn . Moreover, let f be continuous in all points of I except from
points in negligible subset of I. Then f is Riemann-integrable on I.
(ii) If g is some function on I such that f pxq g pxq for all x P I except
from points in negligible subset of I, then g is Riemann-integrable
on I and » »
f dv g dv .
I I
Proof. See [33], XX, §1, Theorem 1.3.
Example 3.4.16. Let f : tpx, y q P R2 : x2 y 2 ¤ r u Ñ R be some

continuous function, where r ¥ 0. Define fˆ : rr, r s2 Ñ R by
"
f px, y q for px, y q P Dpf q
fˆpx, y q :
0 for px, y q P rr, r s2 z Dpf q.
Then fˆ is everywhere continuous except possibly on Sr1 p0q which is ac-

cording to Example 3.4.14 a negligible subset of R2 . Hence according to
Theorem 3.4.15, fˆ is Riemann-integrable on rr, r s2.
455
Theorem 3.4.17. (Fubini’s Theorem for Riemann integrals) Let m, n P
N and I, J be closed intervals of Rm and Rn , respectively. Further, let
f : I J Ñ R be Riemann-integrable on I J. Finally, let f px, q be
Riemann-integrable on J for all x P I, except on a negligible subset of I.
Then the function on I which associates to every x P I the value
»
f px, yq dy
J
is Riemann-integrable on I and
» » »
f px, yq dx dy f px, yq dy dx .

I J I J
Proof. See [33], XX, §3, Theorem 3.1.
Example 3.4.18. Let r ¡ 0. Define f : rr, rs2 Ñ R by

f px, y q : 1
if x2 y 2 ¤ r and 0 otherwise. According to Example 3.4.16, f is Riemann-

integrable on rr, r s2, and we conclude by Theorem 3.4.15 that
» » r » r
f px, y q dx dy f px, y q dy dx
rr,rs2 r r
» ?r2 x2
»r »r
?
?2 dy dx 2 r 2 x2 dx
r
x2 r
?
r
r
x r 2 x2 r 2 arcsinpx{r q
r
πr2
which is the area of a circular disk of radius r. Note that this result can be
achieved only by knowledge of the values of f on Br2 p0q. Hence it appears
natural to define
» »
dx dy : f px, y q dx dy
pq
Br2 0 rr,rs2
456
since f is the unique extension of the constant function of value 1 on Br2 p0q
to a function on rr, r s2 which is constant of value zero on rr, r s2 zB12 p0q.
Also it is obvious that if g is an analogous extension of the constant function
of value 1 on Br2 p0q to some interval I Br2 p0q, it follows that
» »
g px, y q dx dy f px, y q dx dy
I rr,rs2
as it should be since the symbol
»
dx dy
B12 0pq
does not contain any reference to an interval or an extension of the inte-
grand.
Definition 3.4.19. ( The Riemann integral, II ) Let n P N , Ω be a bounded

subset of Rn whose boundary is negligible and f be a bounded function on
Ω. In addition, let I Ω be an interval, and let fˆ : I Ñ R defined by
#
f pxq if x P Ω
fˆpxq :
0 if x P I z Ω .
be Riemann integrable. Then we define

» »
f dv : fˆ dv .
Ω I
For the proof that this definition is independent of the interval I, we re-
fer to the final part of [33], XX, § 1 on admissible sets and functions. In
addition, as a particular case when f is constant of value 1, we define the
n-dimensional volume V of Ω by
»
V : dv .
Ω
457
Theorem 3.4.20. (Change of variable formula) Let n P N and I be a
closed interval of Rn contained in some open subset U. Moreover, let g :
U Ñ Rn be continuously differentiable with a continuously differentiable
inverse. Finally, let f be a Riemann-integrable function over g pI q. Then
» »
f dv pf gq | det g 1| dv ,
pq
g I I
where det g 1 : U Ñ R is defined by

pdet g 1 qpxq : det Bgi pxq
Bxj i,j1,...,n
for all x P U.
Proof. See [33], XX, §4, Corollary 4.6.
Example 3.4.21. (Polar coordinates) Define g : p0, 8q pπ, π q Ñ R2

by
for all pr, ϕq P p0, 8qpπ, π q. Then g is continuously differentiable (with
Ranpg q R2 zp8, 0s t0u) with a continuously differentiable inverse
g 1 : R2 zp8, 0s t0u Ñ R2 given by
" a a
g 1 px, y q
p
ax
2 y 2 , arccospx{ a
x2 y 2 qq if y ¥ 0
p x2 y , arccospx{ x
2 2 y qq if y 0
2
for all px, y q P Ranpg q R2 zp8, 0s t0u. In particular,

pdet g 1 qpr, ϕq : cos ϕ r sin ϕ r
sin ϕ r cos ϕ
for all pr, ϕq P p0, 8q pπ, π q.
458
Example 3.4.22. (Cylindrical coordinates) Define g : p0, 8qpπ, π q
R Ñ R3 by
for all pr, ϕ, z q P p0, 8q pπ, π q R.
Then g is continuously differentiable (with Ranpg q R3 zp8, 0s t0u

R) with a continuously differentiable inverse g 1 : R3 zp8, 0st0u R Ñ
R3 given by
" a a
g 1 px, y, z q
pax
2 y 2 , arccospx{ a
x2 y 2 q , z q if y ¥ 0
p x y , arccospx{ x2 y2 q , zq
2 2 if y 0
for all px, y, z q P R3 zp8, 0s t0u R. In particular,

cos ϕ r sin ϕ 0

pdet g 1qpr, ϕ, zq : sin ϕ r cos ϕ 0 r
0 0 1
Example 3.4.23. (Spherical coordinates) Define g : p0, 8q p0, π q

pπ, πq Ñ R3 by
for all pr, θ, ϕq P p0, 8q p0, π q pπ, π q.
Then g is continuously differentiable (with Ranpg q R3 zp8, 0s t0u

R) with a continuously differentiable inverse g 1 : R3 zp8, 0st0u R Ñ
R3 given by
" a
g 1prq
p|r| , arccospz{|r|q , arccospx{ ax2 y 2qq if y ¥ 0
p|r| , arccospz{|r|q , arccospx{ x y qq if y 0
2 2
for all px, y, z q P R3 zp8, 0s t0u R. In particular,

sin θ cos ϕ r cos θ cos ϕ r sin θ sin ϕ

pdet g 1 qpr, θ, ϕq : sin θ sin ϕ r cos θ sin ϕ r sin θ cos ϕ r2 sin θ
cos θ r sin θ 0
459
1
z 1
0 y
0 -1
-1 0 1
x
Fig. 142: For a 0, b 1 and f pz q : z for all z P [0, 1] , the volume of revolution S
from Example 3.4.24 is a solid cone of height 1.
3.4.1 Applications of Multiple Integrals

Example 3.4.24. (Volume of a solid of revolution) Let a, b P R such that
a b, f : [a, b] Ñ [0, 8q be a continuous function whose restriction to
pa, bq is continuously differentiable and
(
S : px, y, zq P R3 : 0 ¤ px2 y 2 q1{2 ¤ f pzq ^ z P ra, bs .
Note that S is rotational symmetric around the z-axis and can be thought
of as obtained from a region in x, z-plane that is rotated around the z-axis.
The volume V of S is given by
»b
V π f 2 pz q dz .
a
This can be proved as follows. For this, we define f : S Ñ R by f pxq : 1

for all x P S. As a constant map, f is continuous. We notice that B S is
460
given by the union of
A1 : tpx, y, z q P R3 : a z b ^ x2 y 2 f 2 pz q 0u ,
A2 : tpx, y, aq P R3 : x2 y 2 ¤ f 2 paqu ,
A3 : tpx, y, bq P R3 : x2 y 2 ¤ f 2 pbqu .
Further, A1 is the image of the map f1 : p2π, 2πq pa, bq Ñ R3 of class

C 1 defined by
f1 pϕ, z q : pf pz q cos ϕ, f pz q sin ϕ, z q
for every pϕ, z q P p2π, 2π qpa, bq, A2 is a subset of the image of the map
f2 : p1, 1 f paqq p2π, 2π q Ñ R3 of class C 1 defined by
f2 pr, ϕq : pr cos ϕ, r sin ϕ, aq
for every pr, ϕq P p1, 1 f paqqp2π, 2π q and A3 is a subset of the image

of the map f3 : p1, 1 f paqq p2π, 2π q Ñ R3 of class C 1 defined by
f3 pϕq : pr cos ϕ, r sin ϕ, bq
for every pr, ϕq P p1, 1 f paqq p2π, 2π q. Hence it follows that B S is

negligible. Further, if I is some closed interval such that I S, it follows
that #
1 if x P S
fˆpxq :
0 if x P I z S .
is continuous except in points from a negligible subset of R3 . Therefore
fˆ is Riemann-integrable. Hence we can apply the Theorem of Fubini to
conclude that
» » b » »b
V dxdydz dxdy dz π f 2 pz q dz .
S a p q p0q
Bf2 z a
461
Example 3.4.25. (Total mass, center of mass and inertia tensor of a
mass distribution) If ρ : V Ñ r0, 8q is the mass distribution (mass den-
sity) of a solid body occupying the region V in R3 , its total mass M, center
of mass ~rC and inertia tensor pIij qi,j Pt1,2,3u are defined by:
»
M : ρ dxdydz ,
V
» » »
~rC xρ dxdydz, yρ dxdydz, zρ dxdydz ,

V V V
» »
I11 : py 2
z qρ dxdydz , I22 :
2
px2 z 2 qρ dxdydz ,
»V V
I33 : px2 y 2qρ dxdydz

V
and »
Iij : xi xj ρ dxdydz
V
if i j, if existent. In the integrands, x, y, z, x1 : x, x2 : y, x3 : z
denote the coordinate projections of R3 .
Example 3.4.26. (Probability theory) A function ρ : Ω Ñ r0, 8q from a

subset Ω of Rn such that »
ρ dv 1
Ω
can be interpreted as a joint probability distribution for the random vari-
ables x1 , . . . , xn on the sample space Ω. The elements of Ω are called
sample points and represent the possible outcomes of experiments.
The probability P tpx1 , . . . , xn q P D u for the event that in an experiment

px1 , . . . , xn q lies in a subset D Ω is given by
»
P tpx1 , . . . , xn q P D u ρ dv ,
D
462
if existent. The mean or expected value E pf q for the measurement of a
random variable f : Ω Ñ R in an experiment is defined by
»
E pf q : f ρ dv ,
Ω
if existent.
Problems
1) Evaluate the following iterated integrals.
» 2 » 1
a) px 2
2y q dx dy ,
0 0
»3 » 5
b) px 2y q dx dy ,
3 y2 4
» 4 » 2
dy
c)
3 1 px yq2 dx ,
» π{2 » 3 cos ϕ
2 2
d) r sin ϕ dr dϕ ,
π{2 0
» 1 "» 1 » 1 *
e) ?1 dz
x y z
dy dx ,
0 0 0
» 1 "» 1x » 1xy *
f) xyz dz dy dx ,
» 1 #» ?1x2 » ?
0 0 0
+
1x y 2 2
dz
g) a dy dx .
0 0 0 1 |px, y, z q|2
2) Calculate »
x dxdy ,
D
where D R2 is the compact set that is contained in the first and
fourth quadrant as well as is bounded by the y-axis and
tpx, yq P R2 : x y 2 1 0u .
Sketch D.
463
3) By using polar coordinates, calculate
»
px y q dxdy ,
T
where
! )
T : pr cos ϕ, r sin ϕq P R2 : 0 r ¤ 1 ^ π6 ¤ ϕ ¤ π3 .
Sketch T and g 1 pT q, where g is the polar coordinate transformation.

4) Calculate »
x dxdydz ,
E
where
! )
E : px, y, z q P [0, 8q3 : x 1
z
y .
2
5) Calculate »
y dxdy ,
D
where D R2 is the area of the triangle with corners p0, 0q, p1{2, 0q
and p1{2, 1q. Sketch D.
»
xy dxdy ,
T
where T is the compact subset of R2 that is bounded by the coordi-

nate axes and
! )
p x, p1 x2 q1{2 q P R2 : 0 ¤ x ¤ 1 .

7) Calculate »
z dxdydz ,
E
where E is the compact subset of R3 in the first octant that is bounded

by the coordinate surfaces and
tpx, y, z q P R3 : x 2y 3z 1u .
Sketch E.
464
8) Calculate »
x2 dxdy ,
D
where D is the compact subset of R2 that is contained in the first and

fourth quadrant as well as is bounded by the y-axis and
tpx, yq P R2 : x y 2 0u , tpx, yq P R2 : x y 2 0u .
Sketch D.
»
xy dxdy ,
T
where T is the compact subset of R2 that is contained in the first

quadrant as well as is bounded by both coordinate axes and
tpx, yq P R2 : x2 y2 4u .
10) Calculate »
z dxdydz ,
E
where E R3 is the compact set contained in the first octant which

is bounded by the coordinate surfaces and
tp1, y, z q P R3 : y P R ^ z P Ru , tpx, y, z q P R3 : z 2y 2u .
Sketch E.
11) Calculate »
x2 y dxdy ,
D
where D is the compact subset of R2 that is contained in the upper

half-plane as well as is bounded by the x-axis and
tpx, yq P R2 : x2 y 4u .
Sketch D.
465
»
x dxdy ,
T
where T is the compact subset of R2 that is contained in the first

quadrant as well as is bounded by both coordinate axes and
tpx, yq P R2 : x2 y2 1u , tpx, yq P R2 : x2 y2 4u .
13) Calculate »
z 2 dxdydz ,
E
where E is the compact subset of R3 that is contained in
tpx, y, z q P R3 : z ¥ 0u
and is bounded by
tpx, y, z q P R3 : x2 y2 z 9 0u .
Sketch E.
14) Calculate the volume of solid ellipsoid with half-axes a, b, c ¡ 0.
15) Calculate the center of mass and the inertia tensor of a solid hemi-
sphere
tpx, y, z q P R3 : x2 pz rq2 ¤ r2 ^ 0 ¤ z ¤ ru
y2
for a mass distribution which is constant of value ρ0 ¥ 0.

16) Calculate the center of mass and the inertia tensor for of a solid cone
of height h ¥ 0
tpx, y, z q P R3 : a2 px2 y2 q ¤ z 2 ^ 0 ¤ z ¤ hu ,
where a ¡ 0, for a mass distribution which is constant of value ρ0 ¥
0.
17) (Buffon’s needle problem) A needle of length L ¡ 0 is thrown
in a random fashion onto a smooth table ruled with parallel lines
separated by a distance d ¡ L. For simplicity, associate to all lines
a common orientation. Denote by x P r0, d{2s the minimal distance
of the center of the needle to the lines and by θ P r0, π s the angle
466
1 1
0.8 0.8
0.6 0.6
y
y
0.4 0.4
0.2 0.2
0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
x x
Fig. 143: Density maps of ρp1,1,1q p, , 0.5q, ρp1,2,1q p, , 0.5q. See Problem 18.
between the direction of the needle and the direction of the lines.
Under the assumption that x and θ are uniformly distributed, the joint
probability distribution ρ : r0, d{2sr0, π s Ñ r0, 8q of x, θ is given
by
ρpx, θq
2
πd
for all px, θq P r0, d{2s r0, π s.
a) Determine the set S r0, d{2s r0, π s corresponding to all
events that cause the needle to intersect a ruled line.
b) Calculate the probability pS of the last event given by
»
pS ρpx, θq dxdθ .
S
18) A point particle of mass m ¡ 0 is confined to a cube r0, 1s3, but

without influence from other forces. In a quantum mechanical de-
scription, the probability distributions for the position of the particle
in basic stationary states of energy
2 2
E π2m~ |k|2 ,
where ~ is the reduced Planck constant, are given by
ρk px, y, z q : 8 sin2 pk1 πxq sin2 pk2 πy q sin2 pk3 πz q
for all x, y, z P r0, 1s, where k pk1 , k2 , k3 q P N3 is a collection

of so called ‘quantum numbers’.
467
1 1
0.8 0.8
0.6 0.6
y
y
0.4 0.4
0.2 0.2
0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
x x
Fig. 144: Density maps of ρp2,1,1q p, , 0.5q, ρp2,2,1q p, , 0.5q. See Problem 18.
a) For every k pk1 , k2 , k3 q P N3 , calculate the expectation

values xxy, xy y, xz y for the components of the position of the
particle
»
xxy x ρk px, y, z q dxdydz ,
»
r0,1s3
xyy y ρk px, y, z q dxdydz ,
»
r0,1s3
xz y z ρk px, y, z q dxdydz .
r0,1s3
b) For every k P N3 , calculate the standard deviation σ1 , σ2 , σ3
for the expectation values from part a)
»
σ12 px xxyq2 ρk px, y, z q dxdydz ,
»
r0,1s3
σ22 py xyyq2 ρk px, y, z q dxdydz ,
»
r0,1s3
σ32 pz xz yq2 ρk px, y, z q dxdydz .
r0,1s3
c) Calculate and compare the probability of finding the particle in
the volume r0, as3 that includes a corner and in rp1 aq{2, p1
aq{2s3 around the center of the cube, where 0 a 1.
19) Calculate the volume of the compact subset of R3 that is bounded by
the given surfaces.
a) S1 t px, y, z q P R3 : x2 y2 zu ,
468
1
-1 1
-1
Fig. 145: Graphical depiction of S from Problem 15 for the case R 1.
S2 t px, y, z q P R3 : x4 y4 2 px2 y2 q u ,
S3 t px, y, z q P R3 : z 0 u ,
b) S1 t px, y, z q P R3 : x2 y 2 z 2 4 u ,
S2 t px, y, z q P R3 : px2 y 2 q2 4 px2 y 2 q u ,
c) S1 t px, y, z q P R3 : x2 y 2 z 2 9 u ,
S2 t px, y, z q P R3 : x2 y 2 3 |x| u .
20) (Generalized polar coordinates)

a) Let a, b, α ¡ 0. Define g : p0, 8q p0, π {2q Ñ R2 by
g pr, ϕq : par cosα ϕ, br sinα ϕq
for all pr, ϕq P p0, 8q p0, π {2q. Find the range of g. Show
that the restriction of g in range to Ranpg q is a continuously dif-
ferentiable bijection with a continuously differentiable inverse.
In particular, calculate that inverse and detpg 1 q.
b) Calculate the area of
S : tpx, y q P R2 : |x|1{2 |y|1{2 ¤ R1{2 u

469
1
z 0
1 1
0 0
y x
-11
Fig. 146: Graphical depiction of S from Problem 16 for the case R 1.
for R ¡ 0 by use of suitable generalized polar coordinates from

part a).
21) (Generalized spherical coordinates)
a) Let a, b, c, α ¡ 0. Define g : p0, 8qp0, π {2qp0, π {2q Ñ R3
by
g pr, θ, ϕq : par sinα θ cosα ϕ, br sinα θ sinα ϕ, cr cosα θq
for all pr, θ, ϕq P p0, 8qp0, π {2qp0, π {2q. Find the range of
g. Show that the restriction of g in range to Ranpg q is a continu-
ously differentiable bijection with a continuously differentiable
inverse. In particular, calculate that inverse and detpg 1 q.
b) Calculate the volume of
S : tpx, y, z q P R3 : |x|1{2 |y|1{2 |z |1{2 ¤ R1{2 u

for R ¡ 0 by use of suitable generalized spherical coordinates
from part a).
470
2
0
y
-1
-2
-2 -1 0 1 2
x
Fig. 147: Direction field corresponding to Couette flow between counter-rotating concen-
tric cylinders of radius 1 and 2. See Example 3.5.1.
3.5 Vector Calculus

Any vector-valued function of several variables f from a non-trivial subset
D of some Rn into some Rm can be interpreted as a vector field assigning
vectors to points in space.
Example 3.5.1. Define v : tpx, y, z q P R3 : 1 ¤ x2 y2 ¤ 4u Ñ R3 by

x2 y 2 2 x2 y 2 2
v px, y, z q : y x2 y2 , x x2 y2 , 0
for all px, y, z q P R3 satisfying 1 ¤ x2 y 2 ¤ 4. v is the velocity field of a
viscous incompressible flow, a so called ‘Couette flow’, between concentric
cylinders of radius 1 and 2 rotating at the same rate, but in counterclockwise
and clockwise direction, respectively.
Example 3.5.2. Define E : R3 zt0u Ñ R3 by
E px, y, z q : a px, y, zq
1
x2 y2 z2
471
1
z 0
1
0 y
-1
-1
-11 0 1
x
Fig. 148: Electrical field created by a negative unit charge. See Example 3.5.2
for all px, y, z q P R3 zt0u. E describes the electrical field created by a

negative unit charge.
Example 3.5.3. (Motivation for the definition of curve integrals.) For
this, let F be a continuous map from some open subset U in R3 into R3 (the
‘force field’) and r be a twice continuously differentiable map from some
open interval I of R into U (the trajectory of a point particle parametrized
by time) which satisfies
m r 2 ptq F prptqq
for every t P I (Newton’s equation of motion) where m ¡ 0 (the mass of
the particle). Then
m 1
2
ptq m r 1ptq r 2ptq r 1ptq F prptqq
v2
for every t P I, where v : r 1 (the velocity field of the particle), and hence
m m » t1
v 2
pt1 q v 2
pt0 q r 1 ptq F prptqq dt .
2 2 t0
472
The right hand side of the previous equation describes the difference of the
‘kinetic energies’ of the particle at t1 and t0 . Further, if F is in addition
‘conservative’ , i.e., if there is some V : U Ñ R (a ‘potential function’) of
class C 1 such that
F ∇V ,
the we conclude by the chain rule
» t1 » t1
r 1 ptq F prptqq dt r 1 ptq ∇V prptqq dt
t0 t0
» t1
pV rq 1 ptq dt V prpt0qq V prpt1qq
t0
and hence that the function (‘the total energy of the particle’)
m 2
2
v V r
is constant (‘Energy conservation’).
Definition 3.5.4. Let n P N , F be a continuous map from some open

subset U of Rn into Rn , a, b P R such that a ¤ b and r : I Ñ Rn be a
regular C 1 -path in U, i.e., the restriction of a continuously differentiable
map from some open interval Iˆ I into U. Then we define the curve
integral of F along r by
» »b
F dr : r 1 ptq F prptqq dt .
r a
Remark 3.5.5. Note that we don’t demand that r is necessarily injective.

A simple example for a regular C 1 -path which is not injective is given by
r : [ 1, 1] Ñ R2 defined by
rptq : pt2 , 1q
for every t P [ 1, 1]. This path begins at the point p1, 1q, moves on to
p0, 1q from where it returns to p1, 1q.
473
2
0
y
-1
-2
-2 -1 0 1 2
x
Fig. 149: Direction field associated to F from Example 3.5.6 and Ranprq for a 1.
Example 3.5.6. Define F : R2 zt0u Ñ R2 by

F px, y q : x2 y x
,
y 2 x2 y2
for all px, y q P R2 zt0u and the parametrization of the circle of radius a ¡ 0
around the origin by r : r0, 2π s Ñ R2 by
rptq : a.pcos t, sin tq
for all t P R. Then
» » 2π
F dr : r 1 ptq F prptqq dt
r 0
» 2π
p a sin t, a cos tq a sin

a 2
t a cos t
,
a2
dt
0
» 2π
dt 2π .
0
Note that this result does not depend on the radius a.
474
Theorem 3.5.7. (Invariance under reparametrization) Let n P N , F be
a continuous map from some open subset U of Rn into Rn and r : ra, bs Ñ
Rn be a regular C 1 -path in U. Further, let g : ra, bs Ñ rc, ds be continu-
ously differentiable with a continuously differentiable inverse (i.e, there is
an extension ĝ : I1 Ñ I2 of g, where I1 , I2 are open intervals of R such
that I1 ra, bs, I2 rc, ds and such that ĝ is continuously differentiable
with a continuously differentiable inverse) and such that g 1 pxq ¡ 0 for all
x P ra, bs. Then » »
F dr F dr .
r
r g
Proof. By the change of variable formula (for example, see Theorem 3.4.20)
and the chain rule, it follows that
» »b »d
F dr : r 1 ptq F prptqq dt r 1 pg psqq F prpg psqqq g 1 psq ds
r a c
»d »
pr gq 1psq F ppr gqpsqq ds F dr .
c
r g
Example 3.5.8. (Change of orientation/inverse path) Let n, F and r like

in Definition 3.5.4. Moreover, define the inverse path r to r by r ptq :
rpa b tq for all t P ra, bs. Then it follows by the change of variable
formula (for example, see Theorem 3.4.20) and the chain rule that
» »b
F dr r1 ptq F pr ptqq dt
r a
»b
r 1 pa b tq F prpa b tqq dt
a
»b »
r 1 ptq F prptqq dt F dr .
a r
Definition 3.5.9.
475
(i) A piecewise regular C 1 -path r is a sequence pr1 , . . . , rν q of regular
C 1 -paths r1 , . . . , rν , where ν P N , with coinciding endpoints of ri
and starting points of ri 1 for each i P t1, . . . , ν 1u. Further, we say
that r is closed if the endpoint of rν coincides with the initial point of
r1 .
(ii) Further we define the curve integral along such r of a continuous vec-
tor field F : U Ñ Rn , where U is some open subset of Rn containing
the ranges of all ri , i P t1, . . . , ν u, by
» » »
F dr : F dr F dr .
r r1 rν
Theorem 3.5.10. Let n P N , F be a continuous map from some open

subset U of Rn into Rn and r be a piecewise regular C 1 -path in U from x0
to x1 . Finally, let V : U Ñ R be of class C 1 and such that F ∇V . Then
»
F dr V px1 q V px0 q .
r
Proof. Since r is a piecewise regular C 1 -path in U from x0 to x1 , there are

ν P N along with regular C 1 -paths r1 : ra1 , b1 s Ñ U, . . . , rν : raν , bν s Ñ
U such that r1 pa1 q x0 and rν pbν q x1 . Then it follows by the chain rule
that
» » »
F dr F dr F dr
r r1 rν
» b1 » bν
r11 ptq p∇V qpr1 ptqq dt rν1 ptq p∇V qprν ptqq dt
a1 aν
» b1 » bν
pV r1 q 1 ptq dt pV rν q 1 ptq dt
a 1 a ν
V pr1pb1 qq V pr1pa1qq V prν pbν qq V prν paν qq

V prν pbν qq V pr1pa1 qq V px1 q V px0q .
476
Theorem 3.5.11. (Necessary conditions for the existence of a potential)
Let n P N , F pF1 , . . . , Fn q be a map of class C 1 (i.e., all F1 , . . . , Fn are
of class C 1 ) from some open subset U of Rn into Rn , and let V : U Ñ R
be of class C 2 and such that F ∇V . Then
BFi BFj 0 , i, j P t1, . . . , nu , i j .
Bxj Bxi
Proof. For every i, j P t1, . . . , nu such that i j, it follows by Schwarz’s
Theorem 3.2.19 that
BFi B2V B2V BFj
Bxj Bxj Bxi BxiBxj Bxi .
Remark 3.5.12. For the cases n 2, 3, the condition (3.5.11) is equivalent

to the vanishing of the so called rotational field curlF of F :
$ B F2
& Bx BBFy
1
if n 2
curl F :
% B F3
p By BBFz , BBFz BBFx , BBFx BBFy q
2 1 3 2 1
if n 3 .
Example 3.5.13. Let F be as in Example 3.5.6. Then F is of class C 1 and

BFx px, yq BFy px, yq y2 x2
By Bx x2 y 2
for all px, y q P R . But, by Theorem 3.5.10 and the result of that Exam-
ple, it follows that there is no V : UR p0qzt0u Ñ R of class C 1 such that
F px, y q p∇V qpx, y q for all px, y q P UR p0qzt0u, where R ¡ 0. Hence
the condition stated in Theorem 3.5.11 is not sufficient for the existence of
a potential.
Theorem 3.5.14. (Sufficient conditions for the existence of a potential,

Poincare Lemma) Let n P N , U be an open subset of Rn which is star-
shaped with respect to some x0 P U, i.e., such that for all x P U also the
477
line segment tx0 t.px x0 q : t P r0, 1su is contained in U. Further, let
F pF1 , . . . , Fn q : U Ñ Rn be of class C 1 and such that
BFi BFj 0
Bxj Bxi
for every i, j P t1, . . . , nu such that i j. Then there is a potential V :
U Ñ R of class C 2 such that F ∇V .
Proof. Define V : U Ñ R by
» ¸
n
V pxq : F dr pxi x0i qHipxq ,
rx
i 1
»1
Hi pxq : Fi px0 t.px x0 qq dt ,
0
where rx ptq : x0 t.px x0 q for all t P r0, 1s, for all x P U. Now let
x P U. Since U is open there is d ¡ 0 such Ud pxq U. Then by Taylor’s
formula Theorem 3.3.5, it follows for all h P Ud p0q that
»1
1
rHipx h.ej q Hi pxqs
BFi px t.px x q τ h.e q dt
h 0 Bxj 0 t 0 j
for some τ P r0, 1s. Now rj : r0, 1s r0, ds Ñ U defined by
rj pt, sq : x0 t.px x0 q s.ej , pt, sq P r0, 1s r0, ds
is obviously continuous and hence its image compact, since its domain is
compact, too. Since
BFi : U Ñ R
Bxj
is continuous, it is in particular uniformly continuous on Ran rj . Hence for
any ε ¡ 0 there is δ ¡ 0 such that

B p q BFi px q ε
Fi

Bj
x x2 Bxj 1
478
whenever x1 , x2 P Ran rj and
|x2 x1| δ .
In particular for h P R such that |h| δ, it follows that
» 1 »1
t B Fi px0 t.px x0 q τ h.ej q dt BFi px

t.px x0 qq dt

0 Bxj 0
t
Bxj 0
2ε
and hence also that
»1
1
r p
Hi x h.ej q Hi pxqs
BFi px t.px x0 qq

dt
h
0
t
Bxj 0
ε.
Since ε ¡ 0 is arbitrary otherwise, it follows that Hi is partially differen-
tiable in the j-th coordinate direction with partial derivative given by
BHi pxq » 1 t BFi px t.px x0 qq dt , x P U .

Bxj 0 Bxj 0
Moreover, analogous reasoning shows that
B Hi
Bxj
is continuous. Hence V is of class C 1 . In particular,
»1
BV pxq ¸n
pxi x0i q t
BFi px t.px x0 qq dt
Bxj i1 0 Bxj 0
»1
Fj px0 t.px x0 qq dt
0
»1
¸
n
pxi x0i q BFj px t.px x0 qq dt
i 1 0
t
Bxi 0
479
»1
Fj px0 t.px x0 qq dt
0
1

tFj px0 t.px x0 qq
Fj pxq , j P t1, . . . , nu
0
and hence, finally, it follows also that V is of class C 2 .
Remark 3.5.15. For the case n 2, the statement of Theorem 3.5.14 is

also true for the more general case of an open simply-connected U. For the
proof see [33], XVI, §5, Theorem 5.4.
Example 3.5.16.
(i) Any open convex subset of Rn , i.e, any open subset S of Rn such
that for all x, y P S also tx t.py xq : t P r0, 1su S, like Rn
itself and any open ball in Rn , is star-shaped with respect to any of
its elements.
(ii) Define F : R3 Ñ R3 by
F px, y, z q : py 2 z 3 , 2xyz 3 , 3xy 2z 2 q , x, y, z PR.
F is in particular of class C 1 and
curl F 0.
Since R3 is star-shaped with respect to the origin, there is a potential
V : R3 Ñ R of class C 2 such that F ∇V which is unique up to
some constant field. Integration of the corresponding equations gives
V px, y, z q xy 2 z 3 , x, y, z P R.
Problems
480
1) Calculate »
F dr .
r
Note that the paths in d)-g) all start and end at the same points.
a) Fpx, y q : py, 2xq , x, y P R , rptq : pt, t2 q , t P r0, 1s ,

b) Fpx, y q : p3y, 4xq , x, y P R ,
rptq : pt2 , t3 q , t P r0, 2s ,
c) Fpx, y q : px2 3xy, xy y 2 q , x, y PR,
rptq : pcos t, sin tq , t P rπ, π s ,
d) Fpx, y q : p2xy, x2 q , x, y PR,
rptq : p2t, tq , t P r0, 1s ,
e) Fpx, y q : p2xy, x2 q , x, y PR,
rptq : p2t, t { q , t P r0, 1s ,
1 2
f) Fpx, y q : p2xy, x2 q , x, y PR,

r : pr1 , r2 q , r1 ptq : p0, tq , t P r0, 1s ,
r2 psq : ps, 1q , s P r0, 2s ,
g) Fpx, y q : p2xy, x2 q , x, y P R ,
r : pr1 , r2 q , r1 ptq : pt, 0q , t P r0, 2s ,
r2 psq : p2, sq , s P r0, 1s ,
h) Fpx, y, z q : py z, z x, x y q , x, y, z P R ,
rptq : pcos t, sin t, tq , t P r0, 2π s ,
i) Fpx, y, z q : py, z, xq , x, y, z P R ,
rptq : pR cos α cos t, R cos α sin t, R sin αq , t P r0, 2π s ,
αPR .
2) If possible, find a potential function V : DpF q Ñ R of class C 1 for

F , where DpF q denotes the domain of F . Otherwise, give reasons
why there is no such function.
a) Fpx, y q : p1 y, 1 xq , x, y PR ,
b) Fpx, y q : px, 2y q , x, y P R ,
c) Fpx, y q : p2xy y2 2xy 2 , x2 2xy 2x2 y q , x, y PR ,
d) Fpx, y q : pe cos y, e sin y q , x, y
x x
PR ,
481
2
0
y
-1
-2
-2 -1 0 1 2
x
Fig. 150: Direction field of associated to F from Problem 4 and Ranprq for a 1.
e) Fpx, y, z q : py 2 z 2 , 2xyz 2 , 2xy 2 z q , x, y, z

PR ,
f) Fpx, y, z q : px, x z y, 3x y z q , x, y, z P R ,
2 2
g) Fpx, y, z q : |px, y, z q|3px, y, z q , px, y, z q P R3 z t0u .
3) Let n P N zt0, 1u, f : Rn zt0u Ñ R be continuous. Define F :

Rn zt0u Ñ Rn by
F pxq : f pxq.x
for all x P Rn zt0u. Calculate
»
F dr ,
r
where r is a regular C 1 -path whose range is part of Srn p0q for some
r ¡ 0.
4) Define F : R2 zt0u Ñ R2 by

px2 2xyy2 q2 , pxx2 yy2 q2

2 2
F px, y q :
for all px, y q P R2 zt0u.
482
a) Calculate »
F dr ,
r
where a ¡ 0 and r : r0, 2π s Ñ R2 is given by
rptq : a.pcos t, sin tq
for all t P R. Note the difference of the result to that of Exam-

ple 3.5.6.
b) If possible, find a potential function V : R2 zt0u Ñ R of class
C 1 for F . Otherwise, give reasons why such function does not
exist.
c) Calculate »
F dr ,
r
where r is any regular C 1 -path that assumes values in R2 zt0u

and has initial point p and end point q.
5) As in Example 3.5.6, define F : R2 zt0u Ñ R2 by

F px, y q : x2 y y2 , x2 x y2
for all px, y q P R2 zt0u. Further, let a ¡ 0, r : r0, 1s Ñ R2 zt0u a
regular C 1 -path such that rp0q rp1q pa, 0q and such that the
y-component of r is 0 on p0, εq and ¡ 0 on p1 ε, 1q for some
ε ¡ 0.
a) Find a potential V : R2 zp8, 0s Ñ R of class C 1 for the
restriction of F to R2 zp8, 0s Ñ R.
b) Calculate »
F dr .
r
3.6 Generalizations of the Fundamental Theorem of Cal-

culus
In the following, we consider generalizations of the fundamental theorem
of calculus theorem 1.5.20 to functions of several variables. For this, we
need to define the orientation of n-tuples of vectors in Rn .
483
b
Α
O a
Fig. 151: Since 0 α π, the pair of vectors pa, bq in R2 is positively oriented. See
Example 3.6.2.
Definition 3.6.1. (The orientation of n-tuples of vectors in Rn ) Let n P

N , pa1 , . . . , an q be an n-tuple of vectors in Rn . Then we say that pa1 , . . . , an q
is positively oriented, negatively oriented if
detpa1 , . . . , an q ¡ 0
and
detpa1 , . . . , an q 0 ,
respectively. Note that exchanging the order of two elements in a positively
oriented n-tuple leads to a negatively oriented n-tuple and vice versa. In
particular, since
detpe1 , . . . , en q 1 ¡ 0
the n-tuple pe1 , . . . , en q consisting of the canonical basis e1 , . . . , en of Rn
is positively oriented.
Example 3.6.2. If a pa1 , a2 q P R2 is non-vanishing and b P R2 is in the

same direction as the rotation of a in counterclockwise (= mathematically
positive) sense around the origin by the angle α P p0, π q, then
b λ.pa1 cospαq a2 sinpαq, a1 sinpαq a2 cospαqq
484
a x b
b
a
Fig. 152: The triple of vectors pa, b, a bq in R3 is positively oriented. See Example 3.6.3.
for some λ ¡ 0 and

detpa, bq λ
a1 a2
a1 cospαq a2 sinpαq a1 sinpαq a2 cospαq

λ |a|2 sinpαq ¡ 0
and hence the pair pa, bq in R2 is positively oriented. This fact is often used
to decide whether a given pair of vectors in R2 is positively oriented.
Example 3.6.3. If a, b P R3 are vectors that are not multiples of one an-
other, it follows by Remark 2.5.14 and Definition 2.5.17 that
detpa, b, a bq detpa b, a, bq |a b|2 ¡0

and hence that the triple pa, b, a bq in R3 is positively oriented. In appli-
cations, this is often used for the construction of positively oriented triples
in R3 .
485
3.6.1 Green’s Theorem
We start with Green’s theorem for images of rectangles under certain dif-
ferentiable maps. The basis for its proof is given by the following Lemma.
Lemma 3.6.4. Let V be a non-empty open subset of R2 and F pF1 , F2 q :

V Ñ R2 be differentiable. Further, let g pg1 , g2 q : Dpg q Ñ R2 be
defined and of class C 2 on a non-empty open subset Dpg q of R2 and such
that g pDpg qq V . Then
B pF gq Bg1 pF gq Bg2 B pF gq Bg1 pF gq Bg2

Bx 1 By
2 By By 1 Bx 2
Bx
BBFx2 BBFy1 g detp g 1 q .
Proof. The proof proceeds by a simple calculation using the chain rule in
the form of Corollary 3.2.26 and Schwarz’s theorem 3.2.19.
B pF gq Bg1 pF gq Bg2 B pF gq Bg1 pF gq Bg2

Bx 1 By 2
By By 1 Bx 2
Bx
BpFB1x gq BBgy1 pF1 gq BBxBg1y BpFB2x gq BBgy2 pF2 gq BBxBg2y
2 2
BpFB1y gq BBgx1 pF1 gq BByBg1x BpFB2y gq BBgx2 pF2 gq BByBg2x

2 2
BpFB1x gq BBgy1 BpFB2x gq BBgy2 BpFB1y gq BBgx1 BpFB2y gq BBgx2

B
Bx g Bx
F1 B g1 B F1 B g2 B g1
g Bx By

B y
BF2 g
Bg1 BF2 g
Bg2 Bg2

Bx
Bx By
Bx By
BBFx1 g BBgy1 BBFy1 g BBgy2 BBgx1

B
Bx g By B B B g2 B g2
By g By Bx
F2 g1 F2
486
y
gHIL
Fig. 153: Illustration for the proof of Green’s theorem, Theorem 3.6.5.

B B
By g Bx By
F1 g2 B g1 B F2
B g1 B g2
B F1
B g2 B g1

Bx g
Bx By
By g
By Bx
BBFx2 g BBgy1 BBgx2 BBFx2 g BBFy1 g detp g 1 q .
Theorem 3.6.5. (Green’s theorem for images of rectangles) Let a, b, c,

d P R such that a b and c d and I : ra, bs rc, ds, I0 : pa, bq
pc, dq. Further, let U I be an open subset of R2 , g : U Ñ R2 be twice
continuously differentiable such that the induced map from U to g pU q is
bijective with a continuously differentiable inverse and such that detpg 1 q ¡
0. Finally, let V g pI q be an open subset of R2 and F pF1 , F2 q : V Ñ
R2 be continuously differentiable. Then

»
BF2 BF1
dxdy » F dr
g I0p q Bx By r
(3.6.1)
487
for any piecewise C 1 -parametrization r of the boundary of g pI0q which is
of the same orientation as the piecewise C 2 -path prc , rb , r
d , ra q where

rc pxq : g px, cq , rb py q : g pb, y q , rd pxq : g px, dq ,

ra py q : g pa, y q
for all x P ra, bs and y P rc, ds.
Proof. In a first step, we consider the set g pI0q. Since g is twice contin-
uously differentiable with a continuously differentiable inverse, g pI0 q is a
bounded open subset in R2 . Further, the restriction of
BF2 BF1
Bx By
to g pI0 q is bounded. In addition, it follows by Theorem 3.4.13 and The-
orem 3.4.15 that the extension of this function to a function, defined on a
closed subinterval J of R2 containing g pI0 q and assuming the value zero in
the points of J z g pI0q, is Riemann-integrable. Hence by Theorem 3.4.20,
it follows in a second step that

»
BF2 BF1
dxdy »
BF2 BF1
g detpg 1q dxdy
p q
g I0 Bx By I 0
Bx By
and hence by the previous Lemma 3.6.4 that

»
BF2 BF1
dxdy
g pI q Bx By
»
0
B B B
Bx pF1 gq By pF2 gq By dxdy
g1 g2
I
»
B B B
0
By pF1 gq Bx pF2 gq Bx dxdy .

g1 g2
(3.6.2)
I 0
Further, by Fubini’s Theorem 3.4.17 and the fundamental theorem of cal-

culus Theorem 1.5.20, it follows that
»
B pF gq Bg1 pF gq Bg2 dxdy
I0 Bx 1 By 2
By (3.6.3)
488
y
x
a b
Fig. 154: Illustration for the proof of Green’s theorem, Theorem 3.6.7.
»d
B B
pF1 gqpb, yq By pb, yq pF2 gqpb, yq By pb, yq dy
g1 g2
c
»d
B B
pF1 gqpa, yq By pa, yq pF2 gqpa, yq By pa, yq dy
g1 g2
c
and
»
B pF gq Bg1 pF gq Bg2 dxdy
I By Bx Bx
1 2 (3.6.4)
»b
0
B B
pF1 gqpx, dq Bx px, dq pF2 gqpx, dq Bx px, dq dx
g1 g2
a
»b
B B
pF1 gqpx, cq Bx px, cq pF2 gqpx, cq Bx px, cq dx .
g1 g2
a
Finally, (3.6.1) follows from (3.6.2), (3.6.3) and (3.6.4).
Remark 3.6.6. For the orientation of the piecewise C 2 -path prc , rb , r

d , ra q

note that the region g pI0 q is bounded and hence that there is outward point-
489
ing unit normal for every point on its boundary, apart from the corner points
g pa, cq, g pb, cq, g pb, dq and g pa, dq. Outward pointing vectors are given by

vc px, cq
B g1 B
px, cq, By px, cq ,
g2

B y

vb pb, y q
B g1 B
pb, yq, Bx pb, yq ,
g2

B x

vd px, dq
B g1 B
px, dq, By px, dq ,
g2

B y

va pa, y q
B B
Bx pa, yq, Bx pa, yq
g1 g2
for every x P pa, bq and y P pc, dq. In particular, as a consequence of the

assumption that detpg 1 q ¡ 0 in the previous Theorem 3.6.5, it follows that
detpvc px, cq, rc1 pxqq detpvb pb, y q, rb1 py qq detpvd px, dq, rd1 pxqq
detpvapa, yq, ra1 pyqq ¡ 0
for all x P pa, bq and y P pc, dq. Hence the orientation for the piecewise C 1 -
parametrization r of the boundary of g pI0q in Theorem 3.6.5 has to be such
that the outward unit normal and the tangent vector in a point of the bound-
ary of g pI0 q are positively oriented in every point of the boundary, apart
from a finite number of points. This orientation is indicated in Fig. 153.
Theorem 3.6.7. (Green’s theorem for regions bounded by graphs) Let

a, b P R be such that a b, f1 : ra, bs Ñ R and f2 : ra, bs Ñ R re-
strictions of twice continuously differentiable functions defined on open
intervals containing ra, bs. In addition, let f1 , f2 be such that f1 pxq f2 pxq
for all x P pa, bq.1 Further, let
Ω : tpx, y q P R2 : a x b ^ f1 pxq y f2pxqu .

1
Note that we do not demand that f1 paq f2 paq or that f1 pbq f2 pbq. As a conse-
quence, in Fig. 154, each of the line segments of the boundary of Ω that are parallel to
the y-axis can consist of one point, only.
490
In particular, let Ω be such that there is a 0 δ pb aq{2 such that the
corresponding sets Ω Xppa, a δ q Rq and Ω Xppb δ, bq Rq are convex.
Finally, let F pF1 , F2 q : V Ñ R2 be continuously differentiable where
V is an open subset of R2 containing Ω and its boundary. Then:
»
BF2 BF1
dxdy » F dr
Ω Bx By r
(3.6.5)
for any piecewise C 1 -parametrization r of the boundary of Ω which is of

the same (‘mathematically positive’, ‘counterclockwise’) orientation as the
piecewise C 2 -path pr1 , rb , r
2 , ra q

r1 pxq : px, f1 pxqq , rb pλq : pb, f1 pbq λ [f2 pbq f1 pbq]q ,

r2 pxq : px, f2 pxqq , ra pλq : pa, f1 paq λ [f2 paq f1 paq]q
for all x P ra, bs and λ P r0, 1s.
Proof. For this, define the open subset U of R2 by U : pa, bq R and
g : U Ñ U by
g px, λq : px , f1 pxq λ [f2 pxq f1 pxq]q
for all px, λq P U. In particular, g is bijective, of class C 2 with an inverse
of class C 2 given by

y f1 pxq
g 1 px, y q x ,
f2 pxq f1 pxq
for all px, y q P U.
detpg 1 px, λqq f2 pxq f1 pxq ¡ 0
for all px, λq P U. Further,
g ppa, bq p0, 1qq Ω , (3.6.6)
and hence Ω is an open subset of R2 . The validity of (3.6.6) can be seen as
follows. First, for px, λq P pa, bq p0, 1q, it follows that
f1 pxq f1 pxq λ [f2 pxq f1 pxq] f1 pxq f2 pxq f1 pxq f2 pxq
491
and hence that g px, λq P Ω. Second, for px, y q P Ω, it follows that
y f1 pxq
0
f2 pxq f1 pxq
ff2ppxxqq f1 pxq
f pxq 1
2 1
and hence that g 1 px, y q P pa, bq p0, 1q. In the following, let 0 δ
pb aq{2 be such that the corresponding sets Ω X ppa, a δq Rq and
Ω X ppb δ, bq Rq are convex. Further, let 0 ε δ, Iε : ra ε, b
εs r0, 1s and I0,ε : pa ε, b εq p0, 1q. Then U Iε and V g pIε q.
Hence it follows by Theorem 3.6.5 that

»
BF2 BF1
dxdy » F drε
p
g I0,ε q Bx By r ε
(3.6.7)
where rε is the piecewise C 2 -path pr1,ε , rbε , r

2,ε , ra ε q given by
r1,ε pxq : px, f1 pxqq ,
rbε pλq : pb ε, f1 pb εq λ [f2 pb εq f1 pb εq]q ,
r2,ε pxq : px, f2 pxqq ,
ra ε pλq : pa ε, f1 pa εq λ [f2 pa εq f1 pa εq]q
for all x P ra ε, b εs and λ P r0, 1s. In the following final step of the
proof, we show that (3.6.5) follows from (3.6.7) by performing the limit
ε Ñ 0. For this, let fˆ1 , fˆ2 : pa δ 1 , b δ 1 q Ñ R twice continuously
differentiable extensions of f1 and f2 , respectively, for some 0 δ 1 . Then
by
ĝ px, λq : x , fˆ1 pxq λ [fˆ2 pxq fˆ1 pxq]
for all px, λq P pa δ 1 , b δ 1 q R, there is defined a twice continuously

differentiable extension of g, and hence it follows by Theorem 3.4.13 and
Theorem 3.4.15 that the extension of

BF2 BF1
,
Bx By Ω
492
to a function that is defined on a closed subinterval J of R2 containing Ω
and assuming the value zero in the points of J z Ω, is Riemann-integrable.
»
»

F2 B BF1 dxdy
BF2 BF1

dxdy ¤ 2Mε
gpI0,ε q x B By Ω Bx By
where M1 ¡ 0 denotes the maximum of

BF2 BF1
Bx By
on some closed subset that is contained in V and at the same time contains
Ω. Hence,

»
BF2 BF1
dxdy » BF2 BF1
dxdy .
lim
ε Ñ0 gpI0,ε q Bx By Ω Bx By
Further,
» »

F drε
F dr
» aε
rε r
» aε
1
¤
F x, fp
1 x 1, p qq p
f1 x dx
p qq
p
F x, f2 x p qq p1, f 1 pxqq dx
2
a a
» 1

[f2 aε
p q p q p
f1 aε ] F2 aε , f1 paεq λ [f2 paε q f1 paε q] q dλ
0
»1

[f2 paq f1 paq] F2 pa, f1 paq λ [f2 paq pqq
f1 a ] dλ
0
» b » b
1
F x, f1 x
p 1, f1 p qq p
x dx
p qq F x, f2 x
p p qq p1, f 1 pxqq dx
2
b bε
» 1ε

[f2 bε
p q p q
f1 bε ] F2 bε , f1 bε p p q λ [f2 pbε q f1 pbε q] q dλ
0
»1

[f2 pbq f1 pbq] F2 pb, f1 pbq λ [f2 pbq pqq
f1 b ] dλ
0
493
where r : pr1 , rb , r
2 , ra q and aε : a
ε, bε : b ε. In the following,
we estimate the individual terms of the last sum. First,
» »

F x, f1 x
p p qq p1, f 1 pxqq dx ¤
1 |F px, f1pxqq| |p1, f11pxqq| dx
I I
¤ εM2p1 q { ,
M32 1 2
» »

p p qq p1, f2 pxqq dx ¤ |F px, f2pxqq| |p1, f21pxqq| dx
F x, f2 x

1
I I
2 1{2
¤ εM2p1 M4 q
for every interval I ra, bs of length ε. Here M2 ¥ 0 denotes the maxi-
mum of |F | on some closed subset that is contained in V and at the same
time contains Ω; M3 ¥ 0 denotes the maximum of the restriction of |fˆ11 |
to ra, bs; M4 ¥ 0 denotes the maximum of the restriction of |fˆ21 | to ra, bs.
Second, it follows by use of Taylor’s Theorem 3.3.5 that
» 1

[f2 aε
p q f1paεq] F2 paε, f1 paεq λ [f2 paε q f1 paε q] q dλ
0
»1

[f2 paq f1 paq] F2 pa, f1 paq λ [f2 paq pqq
f1 a ] dλ
0
»1
¤ |f2paεq f1 paεq| |F2paε, f1paεq λ [f2paεq f1 paεq]q
0
F2pa, f1 paq λ [f2paq f1 paq]q|dλ
|f2paεq f2 paq f1paεq f1 paq|
»1
|F2pa, f1paq λ [f2 paq f1paq]q|dλ
! 0
1{2 )
¤ M2 pM3 M4 q M7 pM5 M6 q 1 pM3 M4 q2 ε
and that
» 1

[f2 bε
p q f1pbεq] F2 pbε, f1pbεq λ [f2 pbε q f1 pbε q] q dλ
0
»1

[f2 pbq f1 pbq] F2 pb, f1 pbq λ [f2 pbq pqq
f1 b ] dλ
0
494
»1
¤ |f2pbεq f1pbεq| |F2pbε, f1 pbεq λ [f2pbεq f1 pbεq]q
0
F2pb, f1 pbq λ [f2 pbq f1 pbq]q|dλ
|f2pbεq f2 pbq f1pbε q f1pbq|
»1
|F2pb, f1 pbq λ [f2 pbq f1 pbq]q|dλ
!
{)
0

¤ M2 pM3 M4 q M7 pM5 M6 q 1
pM3 M4 q ε. 2 1 2
Here Taylor M5 ¥ 0 denotes the maximum of |f1 | on ra, bs; M6 ¥ 0

denotes the maximum of |f2 | on ra, bs; M7 ¥ 0 denotes the maximum
|∇F2| on some closed subset that is contained in V and at the same time
contains Ω. As a consequence, it follows that
» »
lim F drε F dr
ε Ñ0 rε r

Remark 3.6.8. Note that in the previous Theorem 3.6.7, the assumption of
convexity Ω X ppa, a δ q Rq for some 0 δ pb aq{2 is redundant
if f1 paq f2 paq, and the assumption of convexity Ω X ppb δ, bq Rq for
some 0 δ pb aq{2 is redundant in the case f1 pbq f2 pbq.
Remark 3.6.9. Also, note that the generalizations of Green’s theorem to
a larger class of regions of R2 can be achieved by considering such which
can be dissected into regions that satisfy the demands of Theorem 3.6.5 or
Theorem 3.6.7. Green’s theorem is then applied to the individual pieces.
In this, cuts are traversed twice, but in opposite directions such that their
contribution cancels in the sum. For such a case, see Example 3.6.11.
Example 3.6.10. Let a, b be strictly positive real numbers such that a b
and " *
x2 y 2
U : px, y q : 2 1
a b2
be the interior of the ellipse with half-axes a and b around the origin. Then
r : rπ, π s Ñ R2 , defined by rpϕq : pa cospϕq, b sinpϕqq for all ϕ P
495
t
A
x
Ξ-Τ Ξ-HΤ-TL Ξ Ξ+HΤ-TL Ξ+Τ
Fig. 155: Domain of integration in Example 3.6.9.
rπ, πs is a parametrization of this ellipse with positive orientation. Finally,

define the vector field F : R2 Ñ R2 by F px, y q : 1{2.py, xq for all
px, yq P R2. Then it follows by Theorem 3.6.7
» » »
1 π
dxdy F dr
2 π
pb sin t, a cos tq pa sin t, b cos tq dt
U r
πab .
In this way the area of the inner of the ellipse can be calculated by evalua-
tion of a curve integral.
Example 3.6.11. (An energy inequality for a wave equation in one space
dimension) We consider a function u : U Ñ R of class C 2 that satisfies
the wave equation
B2u B2u V u 0 ,
Bt2 Bx2 (3.6.8)
where V : U Ñ R is continuous, assumes only positive values, i.e.,

RanpV q r0, 8q, and is such that
BV 0 .
Bt
496
In this, U is a non-empty open subset of R2 . Then the functions ǫ, j defined
by

ǫ :
1 B u
2
B u
2 V u2 , j :
Bu Bu
2 Bt Bx Bx Bt
satisfy
B ǫ B u B 2 u B u B 2 u V u B u B u B 2 u V u
Bt Bt Bt2 Bx BtBx Bt Bt Bx2

B u B 2 u V u B u B u B 2 u B u B 2u B j .
Bx BxBt Bt Bt Bx2 Bx BxBt Bx
Hence we conclude the conservation law
Bj Bǫ 0 .
Bx Bt (3.6.9)
Note for later use that

ǫpx, tq ¥ |j px, tq| . (3.6.10)
for all px, tq P U. In physical applications, ǫ is called the energy density
(corresponding to u) and j is called the energy flux density (corresponding
to u). Integration of ǫp, tq over an interval of R gives the energy of u that
is contained in that interval at time t P R. The function j describes the
flow of that energy. In the following, we derive an important consequence
of (3.6.9). For this, let pξ, τ q P R p0, 8q, and let the area enclosed by
the triangle with corners pξ τ, 0q, pξ τ, 0q and pξ, τ q be contained in
U. We integrate (3.6.9) over the subarea enclosed by the trapezoid with
corners pξ τ, 0q, pξ τ, 0q, pξ pτ T q, T q and pξ pτ T q, T q, where
0 ¤ T t. We will show that the energy content at time T in the interval
rξ pτ T q, ξ pτ T qs is equal or smaller than the energy content at
time 0 in the interval rξ τ, ξ τ s
» ξ pτ T q »ξ τ
ǫpx, T q dx ¤ ǫpx, 0q dx . (3.6.11)
ξ pτ T q
ξ τ
497
Indeed, it follows that
»
0
Bj Bǫ
dxdt ¸3 » Bj Bǫ
dxdt » pǫ, j q dr ,
A Bx Bt i1 A
Bx Bt i r
where r is the piecewise C 2 -path pr1 , r2 , r

3 , r4 q
r1 py1 q : py1 , 0q , r2 pλq : pξ τ λT, λT q ,

r3 py3 q : py3 , T q , r4 pλq : pξ τ λT, λT q
for all y1 P rξ τ, ξ τ s, y3 P rξ pτ T q, ξ pτ T qs and λ P r0, 1s.

Note that in this, A is dissected into the area A1 enclosed by the triangle
with corners pξ τ, 0q, pξ pτ T q, 0q, pξ pτ T q, T q, the area A2 enclosed
by the rectangle with corners pξ pτ T q, 0q, pξ pτ T q, 0q, pξ pτ
T q, T q, pξ pτ T q, T q, the area A3 enclosed by the triangle with corners
pξ pτ T q, 0q,pξ τ, 0q,pξ pτ T q, T q, and apply Green’s Theorem 3.6.7
to these surfaces. The cuts are traversed twice, but in opposite directions
such that their contribution cancels in the sum as indicated in Fig. 155.
Further, we conclude that
»ξ τ » ξ pτ T q »1
0 ǫpx, 0q dx ǫpx, T q dx pǫ, j qpr2pλqq pT, T q dλ
ξ τ ξ pτ T q 0
»1
pǫ, j qpr4pλqq pT, T q dλ
0
and hence that

»ξ τ » ξ pτ T q
ǫpx, 0q dx ǫpx, T q dx

ξ τ ξ pτ T q
»1 »1
pǫ, j qpr2 pλqq pT, T q dλ pǫ, j qpr4 pλqq pT, T q dλ
0 0
»1 »1
¥ pǫ, |j |qpr2pλqq pT, T q dλ pǫ, |j |qpr4pλqq pT, T q dλ ¥ 0 ,
0 0
498
where in the last step (3.6.10) has been used. Hence it follows (3.6.11). As
an application of the energy inequality (3.6.11), we assume that v : U Ñ R
is another solution of (3.6.8) such that
upx, 0q v px, 0q ,
Bu px, 0q Bv px, 0q
Bt Bt
for all x P rξ τ, ξ τ s. Then u v is a solution of (3.6.8) such that
pu vqpx, 0q 0 , BpuBt vq px, 0q 0

for all x P rξ τ, ξ τ s and hence the corresponding energy density vanishes
at time 0 on rξ τ, ξ τ s. As a consequence of (3.6.11) and the positivity
of the energy density, it follows that the same is true at time T on rξ pτ
T q, ξ pτ T qs. Since this is true for every t P r0, τ q and since u v is
continuous, it follows that u and v coincide in every point from the closed
area that is enclosed by the triangle with corners pξ τ, 0q, pξ τ, 0q and
pξ, τ q. Note that this triangle is isosceles with a right angle and π{4 radian
angles at the corners pξ τ, 0q, pξ τ, 0q. In addition, note that
pξ, τ q p r pξ τ q pξ τ q s {2, r pξ τ q pξ τ q s {2 q .
As a consequence, we have the following result.
Theorem 3.6.12. (Uniqueness of the solutions of a wave equation in one

space dimension) Let U be an non-empty open subset of R2 and u : U Ñ
R, v : U Ñ R be of class C 2 and such that
B 2 u B 2u V u B 2 v B 2 v V v 0 ,
Bt2 Bx2 Bt2 Bx2
RanpV q r0, 8q, and satisfies
BV 0 .
Bt
499
Further, let
Bu px, t q Bv px, t q
upx, t0 q v px, t0 q ,
Bt 0 Bt 0
for some t0 P R and all x from some closed interval ra, bs of R, where
a, b P R are such that a b. Then upx, tq v px, tq for all px, tq from the
closed area that is enclosed by the isosceles right triangle with corners
pa, t0 q , pb, t0 q , ppa bq{2, t0 pb aq{2q .
Proof. For the case t0 0, the result was proved in the previous example.
If t0 0, then U0 : tpx, t t0 q : px, tq P U u, V0 : pU0 Ñ R, px, tq ÞÑ
V px, t t0 qq, u0 : pU0 Ñ R, px, tq ÞÑ upx, t t0 qq, v0 : pU0 Ñ
R, px, tq ÞÑ v px, t t0 qq satisfy the assumptions of the theorem for the
case t0 0. Hence it follows that upx, t t0 q u0 px, tq v0 px, tq
v px, t t0 q for all px, tq from the closed area that is enclosed by the triangle
with corners
pa, 0q , pb, 0q , ppa bq{2, pb aq{2q .
Hence it follows that upx, tq v px, tq for all px, tq from the closed area
that is enclosed by the triangle with corners
pa, t0 q , pb, t0 q , ppa bq{2, t0 pb aq{2q .
Definition 3.6.13. (Parametric surfaces) Let p P N . A C p -parametric

surface (in R3 ) is a pair pS, rq consisting of a subset S of R3 and an injective
map (‘parametrization’) r of class C p from some open subset of R2 into R3
with range S. To pS, rq there is an associated normal field given by
n :
Br Br .
Bx By
Hence if px0 , y0 q is such that npx0 , y0q 0, the tangent plane to S in
rpx0 , y0 q P S is given by
npx0 , y0 q ppx, y, z q rpx0 , y0 qq 0 .
500
Example 3.6.14.
(i) Let p P N and f be a function of class C p defined on some non-

empty open subset U of R2 . Then pGpf q, rf q is a C p -parametric sur-
face where
rf px, y q : px, y, f px, y qq
for all px, y q P U. The corresponding normal field n is given by

B B
npx, y q px, y q, px, y q, 1 ,
f f
Bx By
px, yq P U, and the tangent plane at Gpf q in a point px0 , y0, f px0 , y0qq
is given by
z f px0 , y0q BBfx px0 , y0q px x0 q BBfy px0 , y0q py y0q

for all px, y q P R2 . The last is identical to the definition given in
Definition 3.2.10.
(ii) Denote by S 2 the sphere of radius 1 centered at the origin. Then

pS 2 zp8, 0s t0u R, rq is a C p-parametric surface for every p P
N . Here
rpθ, ϕq : psin θ cos ϕ, sin θ sin ϕ, cos θq
for all θ P p0, π q, ϕ P pπ, πq. The corresponding normal field n is

given by
npθ, ϕq sin θ . rpθ, ϕq ,
θ P p0, πq, ϕ P pπ, πq.
(iii) Denote by Z 2 the cylinder of radius 1 with axis given by the z-axis.
Then pZ 2 zpp8, 0s t0u Rq, rq is a C p -parametric surface for
every p P N where
rpϕ, z q : pcos ϕ, sin ϕ, z q
501
for all ϕ P pπ, π q, z P R. The corresponding normal field n is given
by
npϕ, z q pcos ϕ, sin ϕ, 0q ,
ϕ P pπ, π q, z P R.
(iv) Denote by T 2 the torus obtained by rotating around the z-axis the
circle of radius r ¡ 0 in the y, z plane centered at the point p0, R, 0q,
where R ¡ r. Then

T2 z p8, 0s t0u Rq Y S 1pR rq t0u , r
is a C p -parametric surface for every p P N where
rpϕ, θq : pcos ϕ pR r cos θq, sin ϕ pR r cos θqr sin θq
for all ϕ, θ P pπ, π q. The corresponding normal field n is given by
npϕ, θq pR r cos θq.pr cos ϕ cos θ, r sin ϕ cos θ, r sin θ Rq
for all ϕ, θ P pπ, π q.
3.6.2 Stokes’ Theorem

Example 3.6.15. (Motivation for the definition of the flux of a vector
field across a surface) Consider a constant flow v pvx , vy , vz q (length
/ time) of a fluid with constant mass density ρ (mass / volume) across a
rectangle R of lengths △y, △z in the y, z-plane. Imagine R to be part of a
closed surface, such that the outer normal to R is given by n : ex . Then
the change of mass inside the volume after time △t due to flow across R is
given by
ρvx △t△y△z .
Note that it is negative if vx 0 because of our use of the outer normal.
‘Inflow’ pvx 0q is counted negatively, whereas ‘outflow’ pvx ¡ 0q is
counted positively. The rate of change of mass in the volume due to flow
across R is given by
» »

ρvx △y△z ρv n dydz ρv
B r Br
R R By Bz dydz , (3.6.12)
502
1
z
0 2
-1
0
y
-2
0 -2
x
2
Fig. 156: Torus corresponding to r 1 and R 2.5.
where the parametrization rpy, z q : p0, y, z q for all py, z q from the projec-
tion of R into the py, z q-plane has been used. In addition, note that in the
special case ρ 1,

1 B r B r
vn
B B r
r
B Bz . By Bz
,
y
it follows from (3.6.12) that

»
r
B Br dydz ,
R
y B Bz
coincides with the area of R.
Definition 3.6.16. (Flux of a vector field across a C 1 -parametric sur-

face) Let pS, rq be a C 1 -parametric surface and F : S Ñ R3 be a continu-
ous vector field on S. Finally, let

B r Br
pF rq Bx By
503
1
Dz
0
2
0
1 1 Dy
2
v Dt
3 0
Fig. 157: Fluid volume flown through R after time △t 7sec for v p0.5, 0, 0q m/sec,
△y 2m, △z 1m.
be Riemann-integrable. Then we define the flux of F across S by

» »
F dS : F prpx, y qq
B B
Bx px, yq By px, yq dxdy .
r r
S Dprq
In particular, we define the area A of S as the flux (if existent) correspond-

ing to the special case that F coincides with the unit normal field induced
by r. Hence A is defined by
»
A :
r
B p q Br px, yq dxdy ,
pq
D r B
x x, y By
if
r
B Br
x B By
is Riemann integrable.
Theorem 3.6.17. (Invariance under reparametrization) Let pS, rq be a
C 1 -parametric surface and F : S Ñ R3 be a continuous vector field on S
504
such that
B r Br
pF rq Bx By
is Riemann-integrable. Moreover, let V be an open subset of R2 , g : V Ñ
Dpf q be continuously differentiable with a continuously differentiable in-
verse and such that detpg 1 q ¡ 0. Then pS, r g q is a C 1 -parametric surface
and
»
F ppr g qps, tqq

Bp r gq Bp r gq
ps, tq Bt ps, tq dsdt
V
»
B s

F prpx, y qq
B B
Bx px, yq By px, yq dxdy .
r r
(3.6.13)
pq
D r
Proof. By the chain rule for partial derivatives Corollary 3.2.26, it follows
that
Bpr gq ps, tq Bg1 ps, tq. Br pgps, tqq Bg2 ps, tq. Br pgps, tqq
Bs Bs Bx Bs By
Bpr gq ps, tq Bg1 ps, tq. Br pgps, tqq Bg2 ps, tq. Br pgps, tqq
Bt Bt Bx Bt By
and hence that
Bpr gq ps, tq Bpr gq ps, tq
Bs Bt
1 B r Br
detpg ps, tqq Bx By pgps, tqq
for all ps, tq P V where g1 , g2 are the component maps of g. Hence it
follows (3.6.13) and finally the theorem follows by the change of variable
formula Theorem 3.4.20.
Example 3.6.18. Calculate the flux of the vector field F px, y, z q : pz, x, 1q,
px, y, zq P R3 , across the surface
S : tpx, y, z q P R3 : z ¥ 0, x2 y2 z 1u .
505
1
0
0 y
00
xx
Fig. 158: Sketch of S from Example 3.6.18.
Solution: Define
rpx, y q : px, y, 1 x2 y 2q
for all px, y q P R2 such that x2 y 2 ¤ 1. Then pS, rq is a C 2 -parametric
surface and the corresponding flux across S is given by
» »
F dS F prpx, y qq
B r B
px, yq By px, yq dxdy
r
S
»
Dprq B x
p1 x2 y2, x, 1q p2x, 2y, 1q dxdy

»
D rpq

2xp1 x2 y 2q 2xy 1 dxdy
D rpq
»1»π

π 2r 2 p1 r 2 q cospϕq r 3 sinp2ϕq drdϕ π .
0 π
Example 3.6.19. Let f be a function of class C 1 defined on an non-empty

bounded open subset U of R2 . Then pGpf q, rf q is a C 1 -parametric surface,
506
where
rf px, y q : px, y, f px, y qq
for all px, y q P U. The corresponding normal field n is given by

B B
npx, y q px, y q, px, y q, 1 ,
f f
Bx By
px, yq P U. If |n| : U Ñ R is Riemann integrable, the surface area A of
Gpf q is given by
» a
A 1 |p∇f qpx, yq|2 dxdy .
U
Example 3.6.20. (Area of a surface of revolution) Let a, b P R such that

a b, f : ra, bs Ñ r0, 8q be a continuous function with a finite set Nf
of zeros which is the restriction of a continuously differentiable function
defined on a open interval of R containing ra, bs and
(
S : px, y, zq P R3 : px2 y 2 q1{2 f pzq ^ z P ra, bs .
Note that S is rotational symmetric around the z-axis and can be thought of
as obtained from a curve in x, z-plane that is rotated around the z-axis. An
injective parametrization of class C 1 of S zN, where
(
N : px, 0, zq P R3 : x f pzq ^ z P ra, bs
Y tpx, y, aq P R3 : px2 y2q1{2 f paqu
Y tpx, y, bq P R3 : px2 y2q1{2 f pbqu
Y tp0, 0, zq P R3 : z P Nf u ,
is given by r : pπ, π q ppa, bqzNf q Ñ R3 defined by
rpϕ, z q : pf pz q cos ϕ, f pz q sin ϕ, z q
for all pϕ, z q P pπ, π q ppa, bqzNf q. In particular,

Br pϕ, zq pf pzq sin ϕ, f pzq cos ϕ, 0q ,
Bϕ
507
Br pϕ, zq pf 1pzq cos ϕ, f 1pzq sin ϕ, 1q ,
Bz
Br pϕ, zq Br pϕ, zq pf pzq cos ϕ, f pzq sin ϕ, f pzqf 1 pzqq
Bϕ Bz
and hence

B p q Br pϕ, zq f pzq 1 pf 1pzqq2 1{2
r

B
ϕ ϕ, z Bz
for all pϕ, z q P pπ, π q ppa, bqzNf q. Since

Br B

Bϕ r
Bz

is Riemann integrable over pπ, π q ppa, bqzNf q, we define the area of S

by
»
A :
B p q Br pϕ, zq dϕdz
r

Dprq B By
ϕ ϕ, z
»b

2π f pzq 1 pf 1pzqq2 1{2 dz .
a
Theorem 3.6.21. (Stokes’ theorem) Let pS, rq be a C 2 -parametric surface

and F be a vector field of class C 1 defined on an open set containing S.1 In
particular, let r be such that
(i) Its domain Ω is a non-empty bounded open subset of R2 for which
Green’s theorem is valid, i.e., there is a piecewise C 1 -path α : I Ñ
R2 defined on some non-empty closed interval of I R and travers-
ing the boundary of Ω such that Green’s identity
»
Bf2 Bf1
dxdy » f dα
Ω Bx By α
(3.6.14)
is valid for every continuously differentiable f pf1 , f2 q : V Ñ R2

defined on some open subset V of R2 containing Ω and its boundary.
1
Note that we do not make any further assumptions on the normal field.
508
y
S
1
W
z
x
0
0 y
¶W 00 ¶S
xx
Fig. 159: Illustration for the proof of Stokes’ theorem, Theorem 3.6.21.
(ii) r is the restriction to Ω of a map r̂ of class C 2 defined on an open

subset containing Ω and its boundary.
Then » »
curl F dS F dγ ,
S γ
where γ is any piecewise C 1 -parametrization of B S : Ranpr̂ αq which is

of the same orientation as r̂ α.
Proof. In the following, for simplicity of notation, we denote r̂ by the sym-
bol ρ. First, since ρ α is a piecewise C 1 -path, it follows that
» 3 »
¸
F dpρ αq rpFi ρq ∇ρi s d α

ρ α
i 1 α
3 » " *

¸ B B B B
Bx pFi ρq By By pFi ρq Bx dx dy .
ρi ρi
i1 Ω
Further, it follows for every i P t1, 2, 3u that

B pF ρq Bρi B pF ρq Bρi BpFi ρq Bρi BpFi ρq Bρi
Bx i By By i Bx Bx By By Bx
509

B
Bx ρ Bx
Fi B ρ1 B Fi B
ρ Bx ρ2 B Fi B ρ3 B ρi
ρ Bx By

1

B
x2

B
x3

B
Bx ρ By B B B B B ρ3 B ρi
Bx2 ρ By Bx3 ρ By Bx
Fi ρ1 Fi ρ2 Fi
1
and by using
Bρ Bρ
Bx By
B ρ2 B ρ3 B ρ3 B ρ2 B ρ3 B ρ1 B ρ1 B ρ3 B ρ1 B ρ2 B ρ2 B ρ1
Bx By Bx By , Bx By Bx By , Bx By Bx By
that
B pF ρq Bρ1 B pF ρq Bρ1
Bx 1 B
y By 1
Bx
BBFx1 ρ BBρx2 BBFx1 ρ BBρx3 BBρy1
2 3

B
Bx ρ By
F1 B ρ2 B F1 B ρ3 B ρ1
ρ By Bx

2

B

x3

B
Bx ρ Bx By B ρ Bρ B B ρ Bρ
Bx ρ Bx By
F1 F1
,
2 3 3 2

Bx 2 B
y By 2
Bx
BBFx2 ρ BBρx1 BBFx2 ρ BBρx3 BBρy2
1 3

B
Bx ρ By
ρ By Bx

1

B x3

B B ρ Bρ
Bx ρ Bx By Bx ρ Bx By
F2 B F2 B ρ Bρ
,
1 3 3 1

Bx 3 By By 3 Bx
510

B
Bx ρ Bx
ρ Bx By

1

B
x2

B
Bx ρ By
F3 B ρ1 B F3 B
ρ By Bxρ2 B ρ3

1

B

x2

B
Bx ρ Bx ByB ρ Bρ B B ρ Bρ
Bx2 ρ Bx By 1
F3 F3
.
1 2
Hence by using that

curl F
B F3 B F2 B F1 B F3 B F2 B F1
Bx2 Bx3 , Bx3 Bx1 , Bx1 Bx2 ,
we arrive at
"
¸
3
B pF ρq Bρi B pF ρq Bρi *
i1
Bx i By By i Bx

B
Bx ρ Bx By
F1 B ρ Bρ B F1 B ρ Bρ
ρ Bx By

2

3

B x3

2
BF2 ρ Bρ Bρ BF2 ρ Bρ Bρ

Bx1
Bx By
3 Bx3
Bx By
1
BBFx3 ρ BBxρ BBρy BF3 ρ Bρ Bρ
Bx2 Bx By 1
1
2

rpcurl F q ρs BBxρ BByρ .

Hence, finally, it follows that
» »
F dpρ αq rpcurl F q ρs
B ρ Bρ

ρα
» Ω B x By
dx dy
curl F dS .
S
511
Example 3.6.22. Let S and F be as in Example 3.6.18. A simple calcula-
tion gives that
F px, y, z q pcurl Aqpx, y, z q
for all x, y, z P R, where
2 2

Apx, y, z q : y, z2 , x2
for all x, y, z P R. Hence it follows by Theorem 3.6.21 that
» »
F dS A dr .
S BS
The boundary B S is given by the circle of radius 1 in the x, y-plane centered
at the origin. Note that
rpB S q ιpB S q
where ι is the inclusion of R2 into R3 given by ιpx, y q : px, y, 0q for
every px, y q P R2 . Therefore, a C 1 -parametrization of B S satisfying the
assumptions of Theorem 3.6.21 is given by rptq : pcos t, sin t, 0q for all
t P rπ, π s. Hence
» »π

F dS sinptq, 0, cos2 ptq{2 p sinptq, cosptq, 0q dt
S
»π
π »π π

sin ptq dt
2 1
p1 cosp2tqq dt π
1
sinp2tq
π π 2 4 π
π
which is identical to the result of Example 3.6.18.
3.6.3 Gauss’ Theorem

Gauss’ theorem can be considered as a generalization of Green’s theorem
to 3 space dimensions. We start with Gauss’ theorem for images of cuboids
under certain differentiable maps. The basis for its proof is given by the
following Lemma.
512
Lemma 3.6.23. Let V be a non-empty open subset of R3 and F pF1 , F2 ,
F3 q : V Ñ R3 be differentiable. Further, let g pg1 , g2 , g3 q : Dpg q Ñ R3
be defined and of class C 2 on a non-empty open subset Dpg q of R3 and such
that g pDpg qq V . Then
B pF gq Bg Bg
B pF gq Bg Bg

Bx By Bz
By Bz Bx
B pF gq Bg Bg rpdiv F q gs detpg 1q ,
Bz Bx By
where
div F :
BF1 BF2 BF3
Bx By Bz .
Proof. The proof proceeds by a simple calculation using the chain rule in
the form of Corollary 3.2.26 and Schwarz’s theorem 3.2.19. In the follow-
ing, we indicate partial derivatives in the coordinate directions x, y, z by the
index , x , , y and , z , respectively. In first step, we prove that
pg,y g,z q,x pg,z g,xq,y pg,x g,y q,z 0 .

For this, we note that
g,y g,z pg2,y g3,z g3,y g2,z , g3,y g1,z g1,y g3,z , g1,y g2,z g2,y g1,z q
g,z g,x pg2,z g3,x g3,z g2,x , g3,z g1,x g1,z g3,x , g1,z g2,x g2,z g1,x q
g,x g,y pg2,x g3,y g3,x g2,y , g3,x g1,y g1,x g3,y , g1,x g2,y g2,x g1,y q .
Hence
pg,y g,z q1,x pg,z g,xq1,y pg,x g,y q1,z

pg2,y g3,z g3,y g2,z q,x pg2,z g3,x g3,z g2,xq,y pg2,x g3,y g3,x g2,y q,z
g2,yx g3,z g3,yx g2,z g2,y g3,zx g3,y g2,zx g2,zy g3,x g3,zy g2,x
g2,z g3,xy g3,z g2,xy g2,xz g3,y g3,xz g2,y g2,x g3,yz g3,x g2,yz
0,
513
0,
0.
Since according to the chain rule Corollary 3.2.26
pF gq,x g1,x.pF,x gq g2,x .pF,y g q g3,x .pF,z g q ,

pF gq,y g1,y .pF,x gq g2,y .pF,y g q g3,y .pF,z g q ,
pF gq,z g1,z .pF,x gq g2,z .pF,y g q g3,z .pF,z g q ,
it follows in a second step that
rpF gq pg,y g,z qs,x rpF gq pg,z g,xqs,y

rpF gq pg,x g,y qs,z pF gq,x pg,y g,z q
pF gq,y pg,z g,xq pF gq,z pg,x g,y q
rg1,x.pF,x gq g2,x.pF,y gq g3,x.pF,z gqs pg,y g,z q
rg1,y .pF,x gq g2,y .pF,y gq g3,y .pF,z gqs pg,z g,xq
rg1,z .pF,x gq g2,z .pF,y gq g3,z .pF,z gqs pg,x g,y q
pF,x gq rg1,x.pg,y g,z q g1,y .pg,z g,xq g1,z .pg,x g,y qs
pF,y gq rg2,x.pg,y g,z q g2,y .pg,z g,xq g2,z .pg,x g,y qs
pF,z gq rg3,x.pg,y g,z q g3,y .pg,z g,xq g3,z .pg,x g,y qs .
g1,x .pg,y g,z q g1,y .pg,z g,x q g1,z .pg,x g,y q

g1,x.pg2,y g3,z g3,y g2,z , g3,y g1,z g1,y g3,z , g1,y g2,z g2,y g1,z q
514
g1,y .pg2,z g3,x g3,z g2,x , g3,z g1,x g1,z g3,x , g1,z g2,x g2,z g1,x q
g1,z .pg2,x g3,y g3,x g2,y , g3,x g1,y g1,x g3,y , g1,x g2,y g2,x g1,y q
pdetpg 1 q, 0, 0q ,
p0, detpg 1q, 0q ,
p0, 0, detpg 1 qq
and hence, finally, that
rpF gq pg,y g,z qs,x rpF gq pg,z g,xqs,y rpF gq pg,x g,y qs,z
rdivpF q gs detpg 1 q .
Theorem 3.6.24. (Gauss’ theorem for images of cuboids) Let a1 , b1 , a2 ,

b2 , a3 , b3 P R be such that ai bi for i 1, 2, 3 and I : ra1 , b1 sra2 , b2 s
ra3, b3 s, I0 : pa1, b1 q pa2, b2 q pa3 , b3q. Further, let U I be an open
subset of R3 , g : U Ñ R3 be twice continuously differentiable such that the
induced map from U to g pU q is bijective with a continuously differentiable
inverse and such that detpg 1 q ¡ 0. Finally, let V g pI q be an open subset
of R3 and F pF1 , F2 , F3 q : V Ñ R3 be continuously differentiable. Then
» » » »
divF dxdydz F dS F dS F dS
p q
g I0 Sa 1 Sb1 Sa 2
» » »
F dS F dS F dS , (3.6.15)
Sb2 Sa 3 Sb3
515
z
gHIL
Fig. 160: g pI q and some outer normal vectors. Illustration for the proof of Gauss’ theorem,
Theorem 3.6.24.
516
where pSa1 , ra1 q, pSb1 , rb1 q, pSa2 , ra2 q, pSb2 , rb2 q, pSa3 , ra3 q, pSb3 , rb3 q are
C 2 -parametric surfaces defined by
ra1 py, z q : g pa1, z, y q , rb1 py, z q : g pb1 , y, z q , ra2 px, z q : g px, a2 , z q ,

rb2 px, z q : g pz, b2 , xq , ra3 px, y q : g py, x, a3q , rb3 px, y q : g px, y, b3q
for all x P pa1 , b1 q, y

P pa2, b2 q and z P pa3, b3 q and
Sa : Ranpra q , Sb : Ranpra q , Sa : Ranpra q , Sb : Ranprb q ,
1 1 1 1 2 2 2 2
Sa : Ranpra q , Sb : Ranprb q .
3 3 3 3
Proof. In a first step, we consider the set g pI0q. Since g is twice contin-
uously differentiable with a continuously differentiable inverse, g pI0 q is a
bounded open subset in R3 . Further, the restriction of divF to g pI0q is
bounded. In addition, it follows by Theorem 3.4.13 and Theorem 3.4.15
that the extension of divF to a function, defined on a closed subinterval J of
R3 containing g pI0q and assuming the value zero in the points of J z g pI0q,
is Riemann-integrable. Hence by Theorem 3.4.20, it follows in a second
step that
» »
divF dxdydz rpdivF q gs detpg 1q dxdydz
p q
g I0 I0
and hence by the previous Lemma 3.6.23 that

»
divF dxdydz
p q
g I0

»
B B g Bg
Bx pF gq By Bz dxdydz
I
»
B pF gq Bg Bg
dxdydz
0
I By Bz Bx

»
B pF gq Bg Bg dxdydz .
0
I Bz 0
Bx By
Finally, from this follows (3.6.15) by Fubini’s Theorem 3.4.17 and the fun-
damental theorem of calculus Theorem 1.5.20.
517
Remark 3.6.25. Since the region g pI0 q is bounded, there is an outward
pointing unit normal for every point on its boundary, apart from the corner
points g pa1 , a2 , a3 q, g pa1 , b2 , a3 q, g pa1 , a2 , b3 q, g pa1 , b2 , b3 q, g pb1 , a2 , a3 q,
g pb1 , b2 , a3 q, g pb1 , a2 , b3 q and g pb1 , b2 , b3 q. Outward pointing vectors are
given by

va pa1 , y, z q
B g1 B B
pa1, y, zq, Bx pa1 , y, zq, Bx pa1 , y, zq ,
g2 g3
1

B x

vb pb1 , y, z q
B B B
Bx pb1 , y, zq, Bx pb1 , y, zq, Bx pb1 , y, zq ,
g1 g2 g3
1
va px, a2 , z q
Bg1 px, a , zq, Bg2 px, a , zq, Bg3 px, a , zq ,
2

By 2 By 2 By 2
vb px, b2 , z q
Bg1 px, b , zq, Bg2 px, b , zq, Bg3 px, b , zq ,
2
By 2 By 2 By 2
va px, y, a3 q
B g1 B B
px, y, a3q, Bz px, y, a3q, Bz px, y, a3q ,
g2 g3
3

B z

vb px, y, b3 q
B B B
Bz px, y, b3q, Bz px, y, b3q, Bz px, y, b3q ,
g1 g2 g3
3
for every x P pa1 , b1 q, y P pa2 , b2 q and z P pa3 , b3 q. Normal vectors on the

boundary corresponding to the parametrizations ra1 , rb1 , ra2 , rb2 , ra3 , rb3 are
given by

na pa1 , y, z q :
B g Bg
pa1 , y, zq ,
1

B z By

nb pb1 , y, z q :
B g Bg
pb1 , y, zq ,
1

B y Bz

na px, a2 , z q :
B g Bg
px, a2, zq ,
2

B x Bz

nb px, b2 , z q :
B g Bg
px, b2 , zq ,
2

B z Bx

na px, y, a3q :
B g Bg
3
By Bx px, y, a3q ,
518

nb px, y, b3 q :
B g Bg
3
Bx By px, y, b3q
for every x P pa1 , b1q, y P pa2, b2 q and z P pa3, b3 q. In particular, as a
consequence of (2.5.6) and the assumption in the previous Theorem 3.6.24
that detpg 1 q ¡ 0 , it follows that the orthogonal projections of the outgoing
vectors onto the corresponding normal vectors are everywhere ¡ 0. Hence
the parametrizations of the boundary surfaces Sa1 , Sb1 , Sa2 , Sb2 , Sa3 , Sb3 in
Theorem 3.6.24 has to be such that the corresponding normal vectors point
out of g pI0 q in every point of the boundary, apart from finitely many points,
as is indicated in Fig. 160.
Remark 3.6.26. Generalizations of Gauss’ theorem to a larger class of re-

gions of R3 can be achieved by considering such which can be dissected
into regions that satisfy the demands of Theorem 3.6.24. Gauss’ theorem
is then applied to the individual pieces. In this, integration over cuts are
performed twice, but with normal fields in opposite directions such that
their contribution cancels in the sum. We will not give such generalizations
in the following. The regions considered in the following examples and
problems satisfy the requirements of such more general theorems.

»
F dS ,
S
using Gauss’s Theorem, where

F px, y, z q : xy, y 2 exz , sinpxy q PR
2
, x, y, z
and S is the surface of the region E in the first octant bounded by the
parabolic cylinder z 1 x2 and the planes y 0, z 0 and y z 2.
Solution: By Gauss’ and Fubini’s Theorem, it follows
» » » 1 » 1x2 » 2z
F dS 3y dxdydz 3y dy dxdz
S E 1 0 0
519
1
0.5
z
0 -1
-1
0.5 -0.5
1 0
y x
0.5
Fig. 161: Sketch of V .
» 1 » 1x2 »
1 1
3
2 1
p2 zq dz 2
dx
2 1
p 7 3x2 3x4 x6 qdx
0

1
1
7x x3 x5 x7
3 1
184 .
2 5 7 1 35
Example 3.6.28. (An energy inequality for a wave equation in two space
dimensions) We consider a function u : U Ñ R of class C 2 that satisfies
the wave equation
B2u △u V u 0 ,
Bt2 (3.6.16)
RanpV q r0, 8q, and is such that
BV 0 .
Bt
In this, U is a non-empty open subset of R3 . In addition, we define for
every partially differentiable, twice partially differentiable f : U Ñ R and
520
partially differentiable F : U Ñ R2
p∇f qpt, x, yq : r∇f pt, qspx, yq , div F : rdiv Fpt, qspx, yq ,
p△f qpt, x, yq : r△f pt, qspx, yq
respectively, for all pt, x, y q P U. Then the function ǫ and the vector field j
defined by

ǫ :
1 Bu
2 |∇u|2 V u2 , j :
Bu ∇u
2 Bt Bt
satisfy

Bǫ div Bu ∇u
B 1 Bu
2 |∇u|2 V u2 div Bu ∇u
Bt Bt Bt 2 Bt Bt

BBut BBtu2 p∇uq ∇ BBt u V u BBut ∇ BBt u p∇uq BBut △u

2
B u B2u
Bt Bt2 △u V u 0 .
Hence we conclude the conservation law
div j
Bǫ 0 .
Bt (3.6.17)
Note for later use that
ǫpx, y, tq ¥ |jpx, y, tq| . (3.6.18)
for all px, y, tq P U. In physical applications, ǫ is called the energy density

(corresponding to u) and j is called the energy flux density (corresponding
to u). Integration of ǫp, tq over subsets of R2 (if the corresponding integral
exists) gives the energy of u that is contained in that subset at time t P R.
The vector field j describes the flow of that energy. In the following, we
derive an important consequence of (3.6.17). For this, let px, y, tq P R3
521
T
t
Τ
t-T
-t y
Η
-Ht-TL -Ht-TL
x
Ξ t-T
-t
t
Fig. 162: Sketch of the domain of integration in Example 3.6.28.
be such that t ¡ 0. Further, let T P r0, tq. We define the solid backward
with apex px, y, tq by
characteristic cone SCx,y,t
: (
SCx,y,t pξ, η, τ q P R3 : τ ¤ t |px ξ, y ηq| .
Further, we assume that

X r0, T s R2
U SCx,y,t .
Then
» »
ǫpuqpT, q dξdη ¤ ǫpuqp0, q dξdη . (3.6.19)
p q
Bt2T x,y p q
Bt2 x,y
This can be shown as follows. It follows from (3.6.17) by Gauss’ Theorem

that

0
»
Bǫ ∇ Bu ∇u
pξ, η, τ q dξdηdτ

SCx,y,t Xp r0,T sR2 q Bt Bt
522
»
B
ǫ, ∇u v dS
u
BpSCx,y,t
Xp r0,T sR qq
2 Bt
» »
ǫpT, q dξdη ǫp0, q dξdη
Bt2T x,yp q p q
Bt2 x,y
»
B
ǫpuq, ∇u v dS
u

Cx,y,t Xp r0,T sR2 q Bt
where v denotes the outer unit normal field on the boundary surface
X X
B SCx,y,t r0, ts R2 of SCx,y,t r0, ts R2 .
is given by f : R2
A parametrization of Cx,y,t Ñ R3 defined
f pξ, η q : pξ, η, t |px ξ, y η q|q
for every pξ, η q P R2 . In particular,

vpf py qq ?1 1, |px xξ,yξ ηq| , |px yξ,yη ηq|

2
for every pξ, η q P R2 . In addition, it follows for such pξ, η q that
?
B

ǫ, ∇u v pζ q
u
2 2
Bt

2
BBut pζ q |p∇uqpζ q|2 V pζ q pupζ q2
|px ξ,2y ηq| BBut pζ q px ξ, y ηq p∇uqpζ q

2
B
¥ Bt pζ q
u 2 2
Bu
|p∇uqpζ q| V pζ q pupζ q 2 Bt pζ q |p∇uq|pζ q ¥ 0 ,

where ζ : f pξ, η q. Hence it follows (3.6.19). As an application of the

energy inequality (3.6.19), we assume that v : U Ñ R is another solution
of (3.6.8) such that
upx, y, 0q v px, y, 0q ,
Bu px, y, 0q Bv px, y, 0q
Bt Bt
523
for all px, y q P Bt px, y q. Then u v is a solution of (3.6.16) such that
pu vqpx, y, 0q 0 , BpuBt vq px, y, 0q 0

for all x P Bt px, y q and hence the corresponding energy density vanishes
at time 0 on Bt px, y q. As a consequence of (3.6.19) and the positivity of
the energy density, it follows that the same is true at time T on BtT px, y q.
Since this is true for every T P r0, tq and since u v is continuous, it follows
that u and v coincide in every point of
X
SCx,y,t r0, ts R2 .
As a consequence, we have the following result.
Theorem 3.6.29. (Uniqueness of the solutions of a wave equation in two
space dimensions) Let px, y, tq P R3 be such that t ¡ 0. We define the solid
with apex px, y, tq by
backward characteristic cone SCx,y,t
: (
SCx,y,t pξ, η, τ q P R3 : τ ¤ t |px ξ, y ηq| .
Further, let U be an open subset of R3 such that

U SCx X R2 r0, ts
and u, v P C 2 pU, Rq be such that
B2u △u V u B2v △v V v ,
Bt2 Bt2
upx, y, 0q v px, y, 0q ,
Bu px, y, 0q Bv px, y, 0q
Bt Bt
for all px, y q P Bt px, y q. In this,
p△uqpt, x, yq : r△upt, qspx, yq
respectively, for all pt, x, y q P U, and V : U Ñ R is continuous, assumes
only positive values, i.e., RanpV q r0, 8q, and satisfies
BV 0 .
Bt

Then u and v coincide on SCx,y,t X p R2 r0, tsq.
524
Problems
1) Decide whether the tuple of vectors is positively or negatively ori-

ented
a) pp1, 2q, p3, 4qq , b) pp1, 1q, p0, 1qq ,
c) pp3, 7q, p2, 1qq , d) pp9, 4q, p10, 3qq ,
e) pp0, 4, 2q, p8, 1, 3q, p9, 12, 5qq ,
f) pp2, 2, 14q, p3, 1, 1q, p2, 9, 9qq ,
g) pp1, 1, 2q, p4, 3, 1q, p8, 2, 5qq ,
h) pp2, 7, 9q, p1, 2, 4q, p8, 8, 1qq .
2) Let U be a non-empty open subset of R3 ; f : U Ñ R, v : U Ñ R3

and w : U Ñ R3 be partially differentiable; f1 : U Ñ R, v1
pv1x , v1y , v1z q : U Ñ R3 and also v2 : U Ñ R3 be of class C 2 .
Show that
a) rot p∇f1 q 0 , b) div prot v1 q 0 ,
c) div p∇f1 q △f1 ,
d) rot pf.vq f.prot vq p∇f q v ,
e) div pf.vq f pdiv vq p∇f q v ,
f) rot prot v1 q ∇pdiv v1 q △v1 ,
g) div pv wq w prot vq v prot wq ,
where △v1 : p△v1x , △v1y , △v1z q .
3) Let a, b, c, d P R be such that a c d b. Further, let f1 :
pa, bq Ñ R and f2 : pa, bq Ñ R be twice differentiable and such
that f1 pxq f2 pxq for all x P pa, bq. Find a twice continuously
differentiable bijective g : R pa, bq Ñ R pa, bq whose inverse is
twice continuously differentiable and which is such that
g pr1, 1s rc, dsq tpx, y q P R rc, ds : f1 py q ¤ x ¤ f2 py qu .
4) Calculate the area of Gpf q of f : U Ñ R defined by

U : tpx, y q P R2 : x2 y 2 1u
and f px, y q : 3 3x 7y for all px, y q P U .
5) Let D be the open subset of R2 that is bounded by the triangle with
corners p0, 0q, p1, 0q, p1, 1q. Calculate the area of
tpx, y, z q P R3 : 3x2 7y z 0uXtpx, y, z q P R3 : px, yq P Du .
525
y
1
0.5
x
-1 -0.5 0.5 1
-0.5
-1
Fig. 163: An astroid.
6) Calculate the area of

tpx, y, z q P R3 : x2 y2 z 2 1uXtpx, y, z q P R3 : x2 y2 xu .
7) Calculate the surface areas of the tori from Example 3.6.14.
8) By calculation of a curve integral, find the compact area that is bounded
by the astroid
t pa cos3 t, a sin3 tq P R2 : t P r0, 2πq u ,
where a ¡ 0.
by the cardioid
t pa cos t p1 cos tq, a sin t p1 cos tqq P R2 : t P r0, 2π q u ,
where a ¡ 0.
by the folium of Descartes
t px, yq P R2 : x3 y 3 3axy 0u ,
where a ¡ 0.
526
y
1

2
x
1 1 3

2 2
1
-
2
-1
Fig. 164: A cardioid.
y
2
x
-2 -1 1 2
-1
-2
Fig. 165: A folium of Descartes.
527
11) Use Stokes’ theorem to calculate the surface integral
»
curlA dS ,
S
where
Apx, y, z q : pz, x, y q
P R and
for all x, y, z
S : t px, y, z q P R3 : x2 y2 z4 0^z ¥ 0u .

For this, assume a normal field with positive z-component. Sketch
S.
12) Use Stokes’ theorem to calculate the surface integral
»
curlA dS ,
S
where
Apx, y, z q : p2yz, 0, xy q ,
P R and
for all x, y, z
S : t px, y, z q P R3 : x2 y2 z 2 9 ^ 0 ¤ z ¤ 4z u .
For this, assume a normal field pointing away from the z-axis. Sketch
S.
13) By using Stokes’ theorem, calculate
»
curlA dS ,
S
where
Apx, y, z q : p2y, 3x, z 2 q ,
for all x, y, z P R and S is the closed upper half surface of the sphere
t px, y, z q P R3 : x2 y2 z 2 9 u .
For this, assume a normal field with positive z-component.
14) Use Gauss’ theorem to calculate the surface integral
»
A dS ,
S
528
where
Apx, y, z q : px2 , xy, y 2 q
for all x, y, z P R and S is the compact region in the first octant
bounded by the coordinate planes and
t px, y, z q P R3 : x 2y z 1u .
Sketch S.
15) Use Gauss’ theorem to calculate the surface integral
»
A dS ,
S
where
Apx, y, z q : p3x2 , 6xy, z 2 q
t px, y, z q P R3 : x 2 u , t px, y, z q P R3 : z y2 1u .
Sketch S.
16) By using Gauss’ theorem, calculate
»
A dS ,
S
where
Apx, y, z q : p2xy z, y 2 , x 3y q
t px, y, z q P R3 : 2x 2y z 6u .
4 Appendix
4.1 Construction of the Real Number System
Already the ancient Greeks discovered that there was a need to go beyond
rational numbers. For instance, they found that there is no rational number
529
to measure the length of the diagonal d of a square with sides of length 1.
By the Pythagorean theorem that length satisfies the equation d2 2. In
Example 1.1.15, we proved that this equation has no rational solution which
was also known to the Greek’s of that time. Still, they did not develop the
concept of real numbers. In its final form, that concept was developed only
in the 19th century.
In the following, we construct the real number system following an ap-

proach by Georg Cantor (1872) as completion of the rational number sys-
tem. For this, in a first step, we identify Q with a space containing equiva-
lence classes of Cauchy sequences of rational numbers.
Definition 4.1.1. (Cauchy sequences in Q) Let x x1 , x2 , x3 , . . . be a
sequence of rational numbers. We say that x is a Cauchy sequence if for
every rational ε ¡ 0 there is a corresponding n0 P N such that
|xm xn | ε
for all m, n P N such that m ¥ n0 and n ¥ n0 . Such a sequence is nec-
essarily bounded by a some rational number since this leads in the special
case ε 1 to
|xk | ¤ maxt|xl | : l 1, . . . , n0u |xk xn xn |

0 0
¤ maxt|xl | : l 1, . . . , n0 u |xk xn | |xn |

0 0
¤ 1 |xn | maxt|xl | : l 1, . . . , n0 u
0
for k P N such that k ¥ n0 and
|xk | ¤ maxt|xl | : l 1, . . . , n0 u ¤ 1 |xn | maxt|xl | : l 1, . . . , n0 u

0
for k P N such that k ¤ n0 . We denote the set of all such sequences by

the symbol C. For x, y P C, we define sequence x y an x y of rational
numbers by
x y : x1 y1 , x2 y2 , x3 y3 , . . .
x y : x1 y1 , x2 y2 , x3 y3 , . . . .
530
Since
|px yqm px yqn| |xm xn ym yn| ¤ |xm xn| |ym yn|
|px yqm px yqn| |xmym xnyn| |xmpym ynq pxm xnqyn|
¤ |xm| |ym yn| |yn| |xm xn| ¤ Cx|xm xn | Cy |ym yn|
where Cx , Cy are rational bounds for x and y, respectively, it follows that
x y P C and x y P C. Finally, we define for every x P C a corresponding
sequence x P C by
x : x1, x2 , . . . .
Definition 4.1.2. We define an equivalence relation ‘’ on C as follows.
We say that x, y P C are equivalent and denote this by x y if for every
rational ε ¡ 0 there is n0 P N such that
|xn yn| ε
for all n P N such that n ¥ n0 . Indeed, ‘’ is reflexive since for every
x P C and every rational ε ¡ 0 it follows that
|xn xn| 0 ε
for all n P N such n ¥ 1 and hence that x x. Also, ‘’ is symmetric,
since for x, y P C such that x y and rational ε ¡ 0 there is n0 P N such
that
|xn yn| ε
for all n P N such that n ¥ n0 . This implies that
|yn xn| ε
for all n P N such that n ¥ n0 and hence that y x. Finally, if x, y, z P C
are such that x y and y z and ε is some rational number ¡ 0, it follows
the existence of n0 P N such that
|xn yn| ε{2 , |yn zn| ε{2
for all n P N such that n ¥ n0 . Hence
|xn zn| |xn yn yn zn| ¤ |xn yn| |yn zn | ¤ ε
for all n P N such that n ¥ n0 . Therefore it follows that x z.
531
Lemma 4.1.3. Let x P C and x̄ be a subsequence of x. Then x̄ P C and
x̄ x.
Proof. Since x̄ is a subsequence of x, there is a strictly increasing sequence

n1 , n2 , . . . of elements of N such that x̄ xn1 , xn2 , . . . and such that
nk ¥ k for all k P N . Since x P C, for rational ε ¡ 0, there is n0 P N
such that
|xm xn | ε
for all m, n P N such that m ¥ n0 and n ¥ n0 . In particular, this implies
that
|xk xk | ε
m n
for all m, n P N such that m ¥ n0 and n ¥ n0 since the last implies that
km ¥ m ¥ n0 and kn ¥ n ¥ n0 . Hence it follows that x̄ P C. Also, it
follows that
|x̄n xn | |xk xn| ε
n
for all n P N such that n ¥ n0 since the last implies that kn ¥ n ¥ n0 .
Definition 4.1.4. (Cantor real numbers) For every x P C, we define the

associated Cantor real number as the equivalence class [x] defined by
[x] : ty : y P C ^ y xu .
Also, we define the set C of Cantor real numbers by
C : t [x] : x P C u .
For [x], [y] P C , where x, y P C, we define a corresponding sum and a

corresponding product by
[x] [y] [x y] , [x] [y] [x y] .
Indeed, this is possible, since it follows for x̄, ȳ P C satisfying [x̄] [x]
and [ȳ] [y] that
[x̄ ȳ] [x y] , [x̄ ȳ] [x y] .
532
This can be seen as follows. First, since [x̄] [x] and [ȳ] [y], it follows
that x̄ x and that ȳ y. Hence for every rational ε ¡ 0 there is n0 P N
such that
|x̄n xn | ε{2 , |ȳn yn| ε{2
for all n P N such that n ¥ n0 . For such n, it follows that
|px̄ ȳqn px yqn| |x̄n xn ȳn yn |

¤ |x̄n xn | |ȳn yn| ε
and therefore that
px̄ ȳ q px yq .
Also, if Cx , Cȳ are rational bounds for x and ȳ, respectively, and ε is some
rational number ¡ 0, then there is n0 P N such that
Cȳ |x̄n xn | ε{2 , Cx |ȳn yn | ε{2
for all n P N such that n ¥ n0 . For such n, it follows that
|px̄ ȳqn px yqn| |x̄nȳn xn yn| |px̄n xn qȳn xn pȳn yn q|

¤ |ȳn| |x̄n xn | |xn| |ȳn yn| ¤ Cȳ |x̄n xn | Cx |ȳn yn | ε
and hence that

px̄ ȳq px yq .
Finally, we define the embedding ι of Q into C by
ιpq q [q, q, . . . ]
for all q P Q. It is an obvious consequence of the definitions that

ιpq q̄q ιpq q ιpq̄ q , ιpq q̄ q ιpq q ιpq̄ q ,
for all q, q̄ P Q.
Theorem 4.1.5. pC , , q is a field, i.e., the following holds for all x, y, z P
C:
533
(i) p [x] [y] q [z] [x] p [y] [z] q , (Associativity of addition)
(ii) [x] [y] [y] [x] , (Commutativity of addition)
(iii) [x] ιp0q [x] , (Existence of a neutral element for addition)
(iv) [x] [ x] ιp0q , (Existence of inverse elements for addition)
(v) p [x] [y] q [z] [x] p [y] [z] q , (Associativity of multiplication)
(vi) [x] [y] [y] [x] , (Commutativity of multiplication)
(vii) [x] ιp1q [x] , (Existence of a neutral element for multiplication)
(viii) If [x] ιp0q, then there is w P C such that
[x] [w] ιp1q ,
(Existence of inverse elements for multiplication)
(ix) [x] p [y] [z] q [x] [y] [x] [z] . (Distributive law)
Proof. The validity of the statements (i)-(vii) and (ix) is an obvious conse-
quence of the analogous laws for rational numbers and the definition of the
addition and multiplication on C . For the proof of (viii), let x P C such
that [x] ιp0q. As a consequence, it is not true that for every rational ε ¡ 0
there is n0 P N such that
|xn| ε (4.1.1)
for all n P N such that n ¥ n0 . Therefore, there is a rational δ ¡ 0 and
for which there is no n0 P N such that (4.1.1) is valid for all n P N such
that n ¥ n0 . This implies the existence of a strictly increasing sequence
n1 , n2 , . . . of natural numbers such that
|xn | ¥ δ
k
for all k P N . According to Lemma 4.1.3, x̄ : xn1 , xn2 , P C and

x̄ x. The last implies that [x̄] [x]. Therefore, we can assume without
restriction that
|xn| ¥ δ
534
for all n P N . We define w : 1{x1 , 1{x2 , . . . . Then

1 |xm xn |
¤ |xm δ2 xn |
1
|wm wn|
x
xn |xm | |xn |
m
Hence if ε is rational such that ε ¡ 0 and n0 P N is such that

|xm xn | δ2ε
for all n P N satisfying n ¥ n0 , then also
|wm wn| ¤ ε
for all n P N such that n ¥ n0 . As a consequence, w P C and [x] [w]
ιp1q.
In the next step, after preparation by a Lemma, we define an order relation
‘ ’ on C .
Lemma 4.1.6. Let x, y P C be such that there is a rational ε ¡ 0 and
n0 P N such that
xn ¤ yn ε
for all n P N such that n ¥ n0 . Further let x̄, ȳ P C be such that x̄ x and
ȳ y. Then, there are a rational ε̄ ¡ 0 and a n̄0 P N such that
x̄n ¤ ȳn ε̄
for all n P N such that n ¥ n̄0 .
Proof. Since x̄ x and ȳ y, it follows the existence of N P N such that
x̄n xn ¤ |x̄n xn | ε{4 , yn ȳn ¤ |ȳn yn | ε{4
for all n P N such that n ¥ N. Hence it follows for n P N satisfying
n ¥ maxtn0 , N u that
x̄n xn ¤ yn ε ȳn ε
ε ε
4 4
and hence that
x̄n ¤ ȳn ε̄
where ε̄ : ε{2.
535
As a consequence of the previous lemma, it is meaningful to define the
following.
Definition 4.1.7. For [x], [y] P C , we say that [x] is smaller than [y] and
denote this by
[x] [y]
if there are a rational ε ¡ 0 and n0 P N such that
xn ¤ yn ε
for all n P N such that n ¥ n0 . Further, we say that [x] P C is equal or

smaller than [y] P C and denote this by
[x] ¤ [y]
if [x] [y] or if [x] [y]. Finally, we define for every [x] P C its
absolute value |[x]| by
#
if ιp0q ¤ [x]
|[x]| : [x]
[x] if [x] ιp0q .
It is an obvious consequence of the definitions that for q1 , q2 P Q it follows

in the case q1 q2 that
ιpq1 q ιpq2 q ,
in the case q1 ¤ q2 that
ιpq1 q ¤ ιpq2 q
and that
|ιpq1q| |q1| .
Theorem 4.1.8. Let [x] , [y] P C . Then
(i)
ιp0q ιp0q ;
(ii) if [x] ιp0q , then either ιp0q [x] or [x] ιp0q ;
536
(iii) if ιp0q [x] and ιp0q [y] , then
ιp0q [x] [y] , ιp0q [x] [y] .
Proof. ‘(i)’: The proof is indirect. Assume that ιp0q ιp0q. Then there is
a rational ε ¡ 0 such that 0 ε. ‘(ii)’: For this, let [x] ιp0q . Further,
assume that both [x] ιp0q and ιp0q [x]. Then it is not true that there is
a rational ε ¡ 0 and n0 P N such that
xn ¤ ε
for all n P N such that n ¥ n0 . Hence for every rational ε ¡ 0 and every
n0 P N , there is n P N such that n ¥ n0 and
xn ¡ ε .
Therefore, there is a subsequence x̄ of x such that
x̄n ¡ n1
for every n P N . Since x̄ P [x] according to Lemma 4.1.3, we can assume
without restriction that
xn ¡
1
n
for every n P N . Further, since ιp0q [x], it is not true that there is a

rational ε ¡ 0 and n0 P N such that
0 ¤ xn ε
for all n P N such that n ¥ n0 . Hence for every rational ε ¡ 0 and every
n0 P N , there is n P N such that n ¥ n0 and
xn ε.
Therefore, there is a subsequence x̄ of x such that
x̄n n1
537
for every n P N . Since x̄ P [x] according to Lemma 4.1.3, we can assume
without restriction that
n1 xn n1
for every n P N . Obviously, this implies that x 0, 0, . . . and hence that
[x] ιp0q. Hence it follows that either ιp0q [x] or [x] ιp0q are true
or that both of these inequalities are true. The last implies that there are a
rational ε ¡ 0 and n0 P N such that
0 ¤ xn ε
for all n P N satisfying n ¥ n0 and also that there are a rational δ ¡ 0 and
m0 P N such that
xn ¤ ε
for all n P N satisfying n ¥ m0 . (iii) For this, let ιp0q [x] and ιp0q
[y] . Then, there are a rational ε ¡ 0 and n0 P N such that
ε ¤ xn , ε ¤ yn
for all n P N satisfying n ¥ n0 . Hence it follows for all n P N satisfying

n ¥ n0 that
2ε ¤ xn yn , ε2 ¤ xn yn
and finally that
ιp0q [x] [y] , ιp0q [x] [y] .
Theorem 4.1.9. Let [x], [y] be elements of C such that [x] [y]. Then
there is q P Q such that
[x] ιpq q [y] . (4.1.2)
Proof. Since [x] [y], there are a rational ε ¡ 0 and n0 P N such that
xn ¤ yn ε
538
for all n P N satisfying n ¥ n0 . Further, since x, y P C, there is m0 P N
such that m0 ¥ n0 and
|xm xn | ε{4 , |ym yn| ε{4

0 0
for all n P N satisfying n ¥ m0 . We define q : pxm ym0 q{2. Then it

follows for all n P N satisfying n ¥ m0 that
0
q xn 12 pxm ym0 q xn xm xn pym0 xm0 q ¡

1 ε
0 0
2 4
yn q yn 12 pxm ym0 q yn ym0 pym0 xm0 q ¡ 4 .
1 ε
0
2
Hence it follows (4.1.2).
Definition 4.1.10. Let [x1 ], [x2 ], . . . be a sequence of elements of C and

[x] P C .
(i) We call [x1 ], [x2 ], . . . a Cauchy sequence if for every [ε] P C such
that ιp0q [ε] there is a corresponding n0 P N such that
|[xm ] [xn ]| [ε]

for all m, n P N such that m ¥ n0 and n ¥ n0 .
(ii) We define
lim [xn ] [x]
n Ñ8
if for every [ε] P C such that ιp0q [ε] there is a corresponding
n0 P N such that for all n ¥ n0 :
|[xn] [x]| [ε] . (4.1.3)
In this case, we say that the sequence [x1 ], [x2 ], . . . is convergent to

[x].
Theorem 4.1.11.
539
(i) (The rational numbers are dense in the real numbers) Let [x] be
some element of C . Then
lim ιpxn q [x] .

n Ñ8
(ii) (Completeness of the real number system) Every Cauchy sequence

in C is convergent.
Proof. ‘(i)’: For this, let [ε] P C such that ιp0q [ε]. Then there is a
rational δ ¡ 0 such that
ιp0q ιpδ q [ε]{2
as a consequence of Theorem 4.1.2. Further, it follows for m P N that
ιpxm q [x] [xm x1 , xm x2 , . . . ]
and, since x P C, the existence of n0

P N such that
|xm xn| δ
for all m, n P N satisfying m ¥ n0 and n ¥ n0 . Hence it follows for such
m, n that
2δ δ δ xm xn δ 2δ δ
and therefore that
ε 2 ιpδq ¤ ιpxm q [x] ¤ 2 ιpδq ε .

This implies that
|ιpxm q [x]| ε
for all m P N satisfying m ¥ n0 . ‘(ii)’: For this, let [x1 ], [x2 ], . . . be a
Cauchy sequence in C . In addition, for every n P N , let qn P Q be such
that
[xn ] ιpqn q [xn ] ιp1{nq .
540
Such qn exists according to Theorem 4.1.2. In the following, we will show
that
lim [xn ] [q]
n Ñ8
where
q : q1 , q2 , . . . .
First, we show that q P C. For this, let δ ¡ 0 be rational and n0 P N be
such that n0 ¡ 4{δ and such that
|[xm ] [xn ]| ιpδq{2

for all m, n P N satisfying m ¥ n0 and n ¥ n0 . For such m and n, it
follows that
|ιpqmq ιpqn q| |ιpqm q [xm ] [xm ] [xn] [xn] ιpqn q|

¤ |ιpqm q [xm ]| |[xm ] [xn]| |[xn] ιpqnq|
ιp1{mq ιp1{nq |[xm ] [xn]| ιpδq
and hence also that
|qm qn| δ .
Further, let [ε] P C be such that ιp0q [ε]. Since according to (i)
lim ιpqn q [q] ,

nÑ8
it follows the existence of n0 P N such that ιp1{n0 q [ε]{2 and such that
for all n ¥ n0 :
|ιpqnq [q]| [ε]{2 .
This also implies that
|[xn ] [q]| |[xn] ιpqn q ιpqn q [q]| ¤ |[xn ] ιpqn q| |ιpqnq [q]|
ιp1{nq p[ε]{2q [ε] .
541
4.2 Lebesgue’s Criterion of Riemann-integrability
Apart from notational changes and additions, we follow the lucent Sect. 7.26
of [4] in the proof of Lebesgue’s criterion of Riemann-integrability, Theo-
rem 1.5.13.
Theorem 4.2.1. Let S0 , S1 , . . . be a sequence of subsets of measure zero
of R. Then the union S of these subsets has measure zero, too.
Proof. Given ε ¡ 0, for each k P N there is a sequence Ik0 , Ik1 , . . . of open
subintervals of R such that union of these intervals contains Sk and at the
same time such that
¸
n
lpIkm q
ε
lim .
n Ñ8 m0 2k 1
The sequence of all intervals Ikl , where k, l P N, is countable; the union of

all these intervals contains S and
¸
n ¸
l
lpIϕpkq q lim ε
ε
lim
n Ñ8 k0 l Ñ8 k0 2k 1
where ϕ : N Ñ N2 is some bijection.

Definition 4.2.2. (Oscillation of a function) Let I be some non-trivial in-
terval of R and f : I Ñ R be some bounded function. Then we define for
every non-trivial subset S of I the oscillation Ωf pS q of f on S by
Ωf pS q : suptf pxq f py q : x P S ^ y P Su .
(Note that set in the previous identity is bounded from above by suptf py q :
y P I u inf tf py q : y P I u. In addition, note that Ωf pS q is positive.)
Further, we define for each x P I the oscillation ωf pxq of f at x by the limit
ωf pxq : lim Ωf ppx δ, x δq X I q

δ Ñ0
of the decreasing function that associates to every δ ¡ 0 the value of
Ωf ppx δ, x δ q X I q.
542
Theorem 4.2.3. Let I be some non-trivial interval of R and f : I Ñ R be
some bounded function and x P I. Then f is continuous in x if and only if
ωf pxq 0.
Proof. First, we consider the case that f is continuous in x. Then for every
n P N there are xn , yn P px 1{n, x 1{nq X I such that
|f pxnq f pynq Ωf ppx 1{n, x 1{nq X I q| ¤

1
n
.
Hence f px1 qf py1qΩf ppx1, x 1qXI q, f px2 qf py2qΩf ppx1{2, x
1{2q X I q, . . . is a null sequence. Since both sequences x1 , x2 , . . . and
y1 , y2 , . . . are converging to x and since f is continuous in x it follows by
Theorem 1.2.4 that ωf pxq 0. Finally, we consider the case that ωf pxq
0. Assume that f is not continuous in x. Hence there is some ε ¡ 0 along
with a sequence x1 , x2 , . . . in I ztxu which is convergent to x, but such that
|f pxnq f pxq| ¥ ε .
Hence
Ωf ppx δn , x δn q X I q ¥ ε
for all n P N , where δn : 2|xn x| for all n P N . Since δ1 , δ2 , . . .
is converging to 0 it follows that ωf pxq ¥ ε. Hence f is continuous in
x.
Theorem 4.2.4. Let f : ra, bs Ñ R be bounded, where a and b are some

elements of R such that a b. Further, let ωf pxq ε for every x P ra, bs
and some ε ¡ 0. Then there is δ ¡ 0 such that for every closed subinterval
I of ra, bs of length smaller than δ it follows
Ωf pI q ε .
Proof. First, it follows from the assumptions that for each x P ra, bs there
is some δx ¡ 0 such that
Ωf ppx δx , x δx q X ra, bsq ε .
543
The family of sets px δx {2, x δx {2q, where x P ra, bs, is an open covering
of ra, bs and hence by the compactness of ra, bs there are x1 , x2 , . . . , xn P
ra, bs, where n is some element of N, such that ra, bs is contained in
the union of px1 δx1 {2, x1 δx1 {2q, px2 δx2 {2, x2 δx2 {2q, . . . , pxn
δxn {2, xn δxn {2q. Now define δ : mintδx1 {2, δx2 {2, . . . , δxn {2u and let I
be some closed subinterval of ra, bs of length smaller than δ. Further, let k
be some element of t1, 2, . . . , nu such that pxk δxk {2, xk δxk {2qX I φ.
Then,
I pxk δxk , xk δxk q ,
since lpI q δ, and hence Ωf pI q ε.
Theorem 4.2.5. Let f : ra, bs Ñ R be bounded, where a and b are some
elements of R such that a b. Further, let ε ¡ 0. Then
Jε : tx P ra, bs : ωf pxq ¥ εu
is a closed subset of ra, bs.

Proof. Let x be some element of the complement ra, bszJε . Then ωf pxq
ε and hence there is some δ ¡ 0 such that Ωf ppx δ, x δ q X ra, bsq ε.
In particular it follows for every element y P px δ, x δ q X ra, bs that
ωf py q ε and as a consequence that px δ, x δ q X ra, bs is contained in
ra, bszJε. Hence is ra, bszJε open in ra, bs and therefore Jε a closed subset
of ra, bs.
We prove now Theorem 1.5.13:
Theorem 4.2.6. (Lebesgue’s criterion for Riemann-integrability) Let
f : ra, bs Ñ R be bounded, where a and b are some elements of R such
that a b. Further, let D be the set of discontinuities of f . Then f is
Riemann-integrable if and only if D is a set of measure zero.
Proof. First, assume that D is not of measure zero. Then D is non-empty
and by Theorem 4.2.3 it follows that ωf pxq ¡ 0 for every x P D. Hence
8
¤
D J1{n . (4.2.1)

n 1
544
Since the union in (4.2.1) is countable, by Theorem 4.2.1 it follows the ex-
istence of some n P N such that J1{n is not a set of measure zero. Hence
there is some ε ¡ 0 such that the sum of the lengths of the intervals corre-
sponding to any covering of J1{n by open intervals is ¥ ε. Now let P be
some partition of ra, bs with corresponding closed intervals I0 , I1 , . . . , Ik ,
where k P N. Further, denote by S the subset of t0, 1, . . . , k u containing
only those indexes j P t0, 1, . . . , k u for which the intersection of the inner
of Ij and J1{n is non-empty. Then the open intervals corresponding to Ij ,
j P S cover J1{n , except possibly for a finite set, which is a set of measure
zero. Hence the sum of their lengths is ¥ ε.
U pf, P q Lpf, P q
¸
k
rsuptf pxq : x P Ij u inf tf pxq : x P Ij us lpIj q

j 0
¸
¥ rsuptf pxq : x P Ij u inf tf pxq : x P Ij us lpIj q
P
j S
¸
¥ n1 lpIj q ¥
ε
n
P
j S
and hence f is not Riemann-integrable. Finally, assume that D is a set

of measure zero and consider again (4.2.1). Further, let n P N such that
1{n pb aq{2. Then J1{n is by Theorem 4.2.5 compact and has measure
zero as a subset of a set of measure zero. Hence there is a covering of J1{n
by a finite number of open intervals for which the corresponding sum of
lengths is smaller than 1{n. Without restriction we can assume that those
intervals are pairwise disjoint. Denote by An the union of those intervals.
Then the complement Bn : ra, bszAn is the union of a finite number of
closed subintervals of ra, bs. Let I be such subinterval. Then ωf pxq 1{n
for each x P I and hence by Theorem 4.2.4 there is a partition of I such
that Ωf pI 1 q 1{n for any induced subinterval I 1 . All those partitions
induce a partition Pn of ra, bs. Now consider some refinement P P P of Pn
with corresponding closed intervals I0 , I1 , . . . , Ik , where k P N. Further,
denote by S the subset of t0, 1, . . . , k u containing only those indexes j P
545
t0, 1, . . . , ku for which Ij X J1{n φ. Then
¸
R
j S
¸ ba
¤ n1 lpIj q ¤
n
,
R
j S
¸
P
j S
¤ pM mq
¸
lpIj q ¤
M m ,
P
j S
n
where M : suptf pxq : x P ra, bsu and m : inf tf pxq : x P ra, bsu, and
hence
ba M m
U pf, P q Lpf, P q ¤ .
n
Therefore
P P uq ¤ U pf, P q ¤ Lpf, P q b a
inf ptU pf, P q : P
n
M m
¤ supptLpf, P q : P P P uq b a nM m .
Since this is true for any n P N such that 1{n pb aq{2, from this it
follows by Theorem 3.4.4 that f is Riemann-integrable.
4.3 Properties of the Determinant

Lemma 4.3.1. (Leibniz’ formula for the determinant) Let n P N and
pa1, . . . , anq be an n-tuple of elements Rn. Then
(i)
¸
detpa1 , . . . , an q signpσ q a1σp1q anσpnq
P
σ Sn
546
where Sn denotes the set of permutations of t1, . . . , nu, i.e., the set
of all bijections from t1, . . . , nu to t1, . . . , nu and
¹
n
signpσ q : spσ p1q, . . . , σ pnqq sgnpσ pj q σ piqq

i,j 1,i j
for all σ P Sn . Note that signpσ q 1 if the number of pairs pi, j q P

t1, . . . , nu2 such that i j and σpj q σpiq is even, whereas signpσq
1 if that number is odd.
(ii)
¹ σ pj q σ piq
n
signpσ q
i,j 1,i j
ji
for all σ P Sn .
(iii)
signpτ σq signpτ q signpσq
for all τ, σ P Sn .
(iv) In addition, let n ¥ 2. Further, let τ be a transposition, i.e., an ele-
ment of Sn for which there are elements k, l P t1, . . . , nu such that
k l and such that τ piq i for all i P t1, . . . , nuztk, lu, τ pk q l
and τ plq k. Then there is σ P Sn such that
τ σ τ0 σ1
where τ0 P Sn is the transposition defined by τ0 piq i for all i P
t1, . . . , nuzt1, 2u, τ0 p1q 2 and τ0 p2q 1. Note that from this it
follows by (iii) that
signpτ q signpσ τ0 σ 1 q signpσ q signpτ0 q signpσ 1 q
signpτ0 q 1 .
(v) In addition, let n ¥ 2. For every σ P Sn , there is k P N and a
sequence τ1 , . . . , τk of transpositions in Sn such that
σ τ1 τk .
547
(vi) For every i P t1, . . . , nu, define
¸
n
āi : aji ej

j 1
where e1 , . . . , en is the canonical basis of Rn . Then

a11 an1

detpā1 , . . . , ān q detpa1 , . . . , an q

a1n ann

a11 a1n

.

an1 ann

Proof. ‘(i)’: The statement of (i) is a direct consequence of Definition 2.5.17

and the definitions given in (i). ‘(ii)’: For this let σ P Sn and denote by m
the number of pairs pi, j q P t1, . . . , nu2 such that i j and σ pj q σ piq.
Then
¹
n
pσpj q σpiqq

i,j 1,i j

¹
n ¹
n
pσpj q σpiqq p1qm |σpj q σpiq|
p q σpj q
i,j 1,i j,σ i p q σpiq
i,j 1,i j,σ j
¹
n ¹
n
p1q m
|σpj q σpiq| p1q m
pj iq

i,j 1,i j
i,j 1,i j
where the last equality uses the bijectivity of σ. Hence it follows that
¹ σ pj q σ piq
n
signpσ q p1qm ji
.
i,j 1,i j
548
‘(iii)’: First, it follows from (ii) that
signpτ σq
¹
n
pτ σqpj q pτ σqpiq
i,j 1,i j
ji

¹ n
pτ σqpj q pτ σqpiq ¹ n
σ pj q σ piq
i,j 1,i j
σ pj q σ piq i,j 1,i j
ji

¹n
pτ σqpj q pτ σqpiq signpσq .
i,j 1,i j
σ pj q σ piq
¹
n
i,j 1,i j
σ pj q σ piq

¹
n
i,j 1,i j,σpiq σpj q
σ pj q σ piq

¹n
i,j 1,i j,σpj q σpiq
σ pj q σ piq

¹
n
i,j 1,i j,σpiq σpj q
σ pj q σ piq

¹n
i,j 1,i¡j,σpiq σpj q
σ pj q σ piq

¹n
i,j 1,σpiq σpj q
σ pj q σ piq
¹ τ pj q τ piq
n
ji
signpτ q
i,j 1,i j
where the last two equalities use the bijectivity of σ. Hence, finally, it
follows that
signpτ σ q signpτ q signpσ q .
549
‘(iv)’ For this, let k, l P t1, . . . , nu be such that k l and such that τ piq i
for all i P t1, . . . , nuztk, lu, τ pk q l and τ plq k. Further, let σ be some
element of Sn such that σ p1q k and σ p2q l. Then
σ τ0 σ 1 pk q σ τ0 p1q σ p2q l ,
σ τ0 σ 1 plq σ τ0 p2q σ p1q k
and for i P t1, . . . , nuztk, lu
σ τ0 σ 1 piq σ σ 1 piq i .
‘(v)’: If σ coincides with the identity transformation on t1, . . . , nu, then
σ τ τ for any transposition τ P Sn . If σ differs from the iden-
tity transformation on t1, . . . , nu, then there is i1 P t1, . . . , nu such that
σ piq i for all i P t1, . . . , i1 1u, where we define t1, . . . , 0u : φ,
and σ pi1 q i1 . The last implies that σ pi1 q ¡ i1 . We define the transpo-
sition τ1 P Sn by τ1 pi1 q : σ pi1 q, τ1 pσ pi1 qq : i1 and τ piq : i for all
i P t1, . . . , nuzti1 , σ pi1 qu. Then σ1 : τ1 σ satisfies σ1 piq i for all
i P t1, . . . , i1 u. Continuing this process, we arrive after at a sequence of
transpositions τ1 , . . . , τk in Sn , where k is some element of N , such that
idt1,...,nu τk . . . τ1 σ .
Then
σ τ11 τk1 τ1 τk .
‘(vi)’: It follows by (i), (iii) that
¸
detpa1 , . . . , an q signpσ q a1σp1q anσpnq
P
σ Sn
¸
signpσ q aσ1 pσp1qq σp1q aσ1 pσpnqq σpnq
P
σ Sn
¸ ¸
signpσ 1 q aσ1 p1q 1 aσ1 pnq n signpσ q aσp1q 1 aσp1q n
P
σ Sn P
σ Sn
¸
signpσ q ā1σp1q ānσpnq detpā1, . . . , ānq .
P
σ Sn
550
Theorem 4.3.2. (Properties of the determinant) Let n P N , e1 , . . . , en
the canonical basis of Rn , pa1 , . . . , an q an n-tuple of elements of Rn , i P
t1, . . . , nu, ai1 P Rn, α P R and j P t1, . . . , nu such that j ¡ i. Then
(i)
detpe1 , . . . , en q 1 ,
(ii)
detpa1 , . . . , ai ai1 , . . . , an q detpa1 , . . . , ai , . . . , an q

detpa1 , . . . , ai1 , . . . , an q ,
detpa1 , . . . , α ai , . . . , an q α detpa1 , . . . , an q ,
(iii) if n ¥ 2, then
detpa1 , . . . , ai , . . . , aj , . . . , an q detpa1 , . . . , aj , . . . , ai , . . . , an q ,
(iv) if n ¥ 2 and ai aj , then

detpa1 , . . . , ai , . . . , aj , . . . , an q 0 .
Proof. ‘(i)’:
¸
n
detpe1 , . . . , en q spk1 , . . . , kn q e1k1 enkn

k1 ,...,kn 1
¹ n
sp1, . . . , nq sgnpj iq 1 .

i,j 1,i j
‘(ii)’:
detpa1 , . . . , ai ai1 , . . . , an q
¸
n
spk1 , . . . , kn q a1k1 . . . paiki aik1 i q . . . ankn

k1 ,...,kn 1
551
¸
n
spk1 , . . . , kn q a1k1 . . . aiki . . . ankn

k1 ,...,kn 1
¸n
spk1 , . . . , kn q a1k1 aik1 i . . . ankn

k1 ,...,kn 1
detpa1, . . . , ai, . . . , anq detpa1 , . . . , ai1 , . . . , an q ,
detpa1 , . . . , α ai , . . . , an q
¸
n
spk1 , . . . , kn q a1k1 . . . pα aqiki . . . ankn

k1 ,...,kn 1
¸n
α spk1 , . . . , kn q a1k1 . . . aiki . . . ankn
k1 ,...,kn 1
α detpa1, . . . , ai, . . . , anq .
‘(iii)’: For this, we define the n-tuple pb1 , . . . , bn q of elements of Rn by
bk : ak if k P t1, . . . , nuzti, j u, bi : aj and bj : ai . Then it follows by
Lemma 4.3.1 (iv) that
detpa1 , . . . , ai , . . . , aj , . . . , an q
¸
n
spk1 , . . . , ki , . . . , kj , . . . , kn q a1k1 . . . aiki . . . ajkj . . . ankn

k1 ,...,kn 1
¸ n
spk1 , . . . , ki , . . . , kj , . . . , kn q b1k1 . . . bjki . . . bikj . . . bnkn

k1 ,...,kn 1
ņ
spk1 , . . . , kj , . . . , ki , . . . , kn q b1k1 . . . bjkj . . . biki . . . bnkn

k1 ,...,kn 1
¸n
spk1 , . . . , ki, . . . , kj , . . . , kn q b1k1 . . . biki . . . bjkj . . . bnkn
k1 ,...,kn 1
detpa1 , . . . , aj , . . . , ai, . . . , anq .
‘(iv)’: The statement of (iv) is simple consequence of (iii).
552
Theorem 4.3.3. (Uniqueness of the determinant) Let n P N and w be a
map which associates to every n-tuple of elements of Rn a real number. In
particular, let w be such that
(i) for the canonical basis e1 , . . . , en of Rn
w pe1 , . . . , en q 1 ,
(ii) for every n-tuple pa1 , . . . , an q of elements of Rn , i P t1, . . . , nu, ai1 P

Rn and α P R
w pa1 , . . . , ai ai1 , . . . , an q w pa1 , . . . , ai , . . . , an q
w pa1 , . . . , ai1 , . . . , an q ,
w pa1 , . . . , α ai , . . . , an q α w pa1 , . . . , an q ,
(iii) if n ¥ 2, for every n-tuple pa1 , . . . , an q of elements of Rn , i P

t1, . . . , nu, ai1 P Rn and j P t1, . . . , nu such that j ¡ i
w pa1 , . . . , ai , . . . , aj , . . . , an q w pa1 , . . . , aj , . . . , ai , . . . , an q .
Then w det.
Proof. For this, let pa1 , . . . , an q be an n-tuple pa1 , . . . , an q of elements of
Rn . Then it follows by (ii),(iii) that
ņ
w pa1 , . . . , an q a1k1 . . . ankn w pek1 , . . . , ekn q

k1 ,...,kn 0
¸
a1σp1q . . . anσpnq w peσp1q , . . . , eσpnq q .
P
σ Sn
Further, it follows by Theorem 4.3.1 (v), (iii) and (i) that

w peσp1q , . . . , eσpnq q detpeσp1q , . . . , eσpnq q
and therefore, finally, that
w pa1 , . . . , an q detpa1 , . . . , an q .
553
Theorem 4.3.4. (Bases of Rn ) Let n P N .
(i) Let r P N and v1 , . . . , vr be basis of Rn , i.e., a sequence of vectors
in Rn which is such that for every w P Rn , there is a unique r-tuple
pα1, . . . , αr q of real numbers such that
¸
r
w αk vk .

k 1
Then r n.
(ii) In addition, let r P N and v1 , . . . , vr P Rn be no basis Rn , but be
linearly independent, i.e., such that the equation
¸
r
αk vk 0
k 1
for some real α1 , . . . , αr implies that
α1 αr 0 .
Then there are m P N and vectors w1 , . . . , wm in Rn such that
v1 , . . . , vr , w1 , . . . , wm is a basis of Rn .
(iii) Let v1 , . . . , vn P Rn be linearly independent. Then v1, . . . , vn P Rn is
a basis of Rn .
Proof. ‘(i)’: Since v1 , . . . , vr and the canonical basis e1 , . . . , en of Rn are
both bases, there are real numbers αik , i P t1, . . . , ru, k P t1, . . . , nu and
βjl , j t1, . . . , nu, l P t1, . . . , ru such that
¸
n ¸
r
vi αik ek , ej βjl vl

k 1
l 1
for every i P t1, . . . , ru and j P t1, . . . , nu. For such i, j, it follows that
ņ ņ ŗ ŗ ņ ŗ
vi αik ek αik βkl vl , ej βjl vl βjl αlk ek

k 1
k 1l 1
l 1
k 1l 1
554
and hence that
¸
n ¸
r
αik βki 1, βjl αlj 1.
k 1
l 1
This implies that

¸
r ¸
n ¸
n ¸
r
r αik βki βjl αlj n.

i 1k 1
j 1l 1
‘(ii)’: Since the canonical basis e1 , . . . , en of Rn of Rn is a bases, it fol-

lows that every element of Rn can represented as a linear combination of
the vectors v1 , . . . , vr , e1 , . . . , en . In a first step, we consider the sequence
of vectors v1 , . . . , vr , e1 . If e1 is the linear combination of v1 , . . . , vr , then
we drop e1 from the sequence v1 , . . . , vr , e1 , . . . , en and still every element
of Rn can represented as a linear combination of the vectors from the re-
maining sequence. Otherwise, we keep e1 in the sequence. Note that in this
case v1 , . . . , vr , e1 are linearly independent. Continuing this process, we
arrive at a sequence of vectors w1 , . . . , wm in Rn , where m P N , such that
v1 , . . . , vr , w1 , . . . , wm is linearly independent and such that every element
of Rn can represented as a linear combination of its members. This also
implies that v1 , . . . , vr , w1, . . . , wm is a basis of Rn . ‘(iii)’: The proof is
indirect. Assume that v1 , . . . , vn is no basis of Rn . Then by (ii) v1 , . . . , vn
can be extended to a basis by adding a non-zero number of vectors from
Rn . That basis has at least n 1 members which contradicts (i).
Definition 4.3.5. (The determinant of a linear map) Let n P N and

A : Rn Ñ Rn be linear, i.e. such that
Apx y q Apxq Apy q , Apαxq αApxq
P Rn and α P R. Then, obviously, by
for all x, y
w pa1 , . . . , an q : detpApa1 q, . . . , Apan qq
for every n-tuple pa1 , . . . , an q of elements of Rn , there is given a map w
satisfying the conditions (ii) and (iii) in Theorem 4.3.3. Hence according
555
to that theorem, w is the multiple of det. In the following, we call the
corresponding factor the determinant of A and denote it by detpAq. By
definition, it follows that
detpApa1 q, . . . , Apan qq detpAq detpa1 , . . . , an q
for every n-tuple pa1 , . . . , an q of elements of Rn and hence that
detpAq detpApe1 q, . . . , Apen qq
where e1 , . . . , en is the canonical basis of Rn .

Theorem 4.3.6. Let n P N and A : Rn Ñ Rn, B : Rn Ñ Rn be linear.
Then
(i) detpA B q detpAq detpB q,
(ii) A is bijective if and only if detpAq 0.

Proof. For this, let e1 , . . . , en be the canonical basis of Rn . ‘(i)’: From
Definition 4.3.5, it follows that

detpA B q det pA B qpe1 q, .. . , pA B qpenq
det ApB pe1qq, . . . , ApB penqq detpAq det B pe1 q, . . . , B penq
detpAq detpB q .
‘(ii)’: If A is bijective, then
detpA1 q detpAq detpA1 Aq detpidRn q detpe1 , . . . , en q 1
and hence detpAq 0. On the other hand, if
detpAq detpApe1 q, . . . , Apen qq 0
and α1 , . . . , αn are real numbers such that

ņ
αk Apek q 0 ,

k 1
556
then α1 αn 0. Otherwise, there is i P t1, . . . , nu and αi 0
such that
¸
n
Apei q Apek q
αk
k 1,k i
αi
and hence
detpAq detpApe1 q, . . . , Apen qq 0 .
Hence the vectors Ape1 q, . . . , Apen q are linearly independent and constitute
a basis of Rn . Therefore, for every v P Rn , there are real α1 , . . . , αn such
that
¸
n ¸
n
v αk Apek q A αk ek

k 1 k 1
and hence A is surjective. Finally, we show that A is also injective. For
this, assume that there are v, w P Rn such that Av Aw. Then

¸
n ¸
n
0 Apv w q A pvk wk qek pvk wk qApek q .

k 1 k 1
Since Ape1 q, . . . , Apen q are linearly independent, this implies that vk wk
for every k P t1, . . . , nu and hence that v w.
Definition 4.3.7. (Linear maps) Let n, m P N and A : Rn Ñ Rm .

(i) We say that A is linear if
Apx y q Apxq Apy q , Apαxq αApxq
for all x, y P Rn and α P R.

(ii) If A is linear,

¸
n ¸
n ¸
m ¸
n
Apxq A xj enj xj Ap enj q Aij xj em
i

j 1
j 1
i 1j 1
557
where en1 , . . . , enn and em m
1 , . . . , em denote the canonical basis of R
n
and R , respectively, and for every i 1, . . . , m, j 1, . . . , n, Aij

m
denotes the component of Apenj q in the direction of em i , such A is

determined by its values on the canonical basis of Rn . On the other
hand, obviously, if
pAij qpi,jqPt1,...mut1,...nu
is a given family of real numbers, then by
¸
m ¸
n
Apxq : Aij xj em
i

i 1j 1
for all x P Rn , there is defined a linear map A : Rn Ñ Rm . Interpret-

ing the elements of Rn and Rm as column vectors and defining the
m n matrix MA by

A11 A1n

Æ
Æ
MA :
Æ ,
Æ

Am1 Amn
the last is equivalent to

A11 A1n x1

Æ
Æ

ÆÆ
Apxq : MA x
Æ
Æ ÆÆ

Am1 Amn xn
where the multiplication sign denotes a particular case of matrix mul-

tiplication defined below
¸
n
pMA xqi : Aij xj

j 1
558
for every x P Rn and every i 1, . . . , m. In this case, we call MA
the representation matrix of A with respect to the bases en1 , . . . , enn
and em m
1 , . . . , em .
(iii) If A is linear with representation matrix MA , l P N and B : Rm Ñ

Rl is linear with representation matrix MB , it follows that
¸
l ¸
m
pB Aqpxq B pApxqq Bik pApxqqk eli

i 1k 1

¸
l ¸
m ¸
n ¸l ¸n ¸
m
Bik Akj xj eli Bik Akj xj eli

i 1k 1
j 1
i 1j 1 k 1
for every x P Rn and hence that the representation matrix MBA of
B A is given by
°m °m

k 1 B1k Ak1 B1k Akn

k 1
Æ
Æ
MBA
Æ .
Æ

°m °m

k 1 Blk Ak1 Blk Akn
k 1
For this reason, we define the matrix product MB MA of MB and

MA such that MB MA MBA . Hence
°m °m

k 1 B1k Ak1 B1k Akn

k 1
Æ
Æ
MB MA :
Æ .
Æ

°m °m
k 1 Blk Ak1
k 1 Blk Akn
(iv) If A is linear with representation matrix MA and m n, we define

the determinant detpMA q of MA by
detpMA q : detpAq .
559
In this case, it follows by Theorem 4.3.1 (vi) that
detpMA q detpApen1 q, . . . , Apenn qq

An1

A11

¸n ¸n
det Ai1 ei , . . . , Ain ei
n n

i1 i1
Ann

A1n
A11 A1n

.

An1 Ann

If in addition B : Rn Ñ Rn is linear with representation matrix MB ,

it follows by Theorem 4.3.6 (i) that
detpMB MA q detpMB q detpMA q .
Lemma 4.3.8. (Sylvester’s criterion) Let n P N , A pAij qi,j Pt1,...,nu

be a real symmetric n n matrix,i.e., such that Aij Aji for all i, j P
t1, . . . , nu. Then A is positive definite, i.e.,
¸
Aij hi hj ¡0

i,j 1,...,n
for all h P Rn zt0u, if and only if all leading principal minors detpAk q,
k 1, . . . , n, of A are ¡ 0. Here
Ak : pAij qi,j Pt1,...,ku , k

P t1, . . . , nu .
Proof. First, we derive an auxiliary result. For this let n ¥ 2, detpAn1 q
0 and let α1 , . . . , αn1 be some real numbers. We define a linear map T :
Rn Ñ Rn by
T phq : h hn .pα1 , . . . , αn1 , 0q
560
for every h P Rn . In particular, T is bijective with inverse
T 1 ph̄q h̄ h̄n .pα1 , . . . , αn1 , 0q
for every h̄ P Rn . Further, let h̄ P Rn and h : T 1 ph̄q. Then
¸
n n¸1 n¸1
Aij hi hj Ann h2n 2 Ain hi hn Aij hi hj

i,j 1
i 1 i,j 1

n¸1 n¸1
Ann h̄2n 2 Ain ph̄i h̄n αi qh̄n Aij ph̄i h̄n αi qph̄j h̄n αj q

i 1
i,j 1

n¸1
n¸1
n¸1
Ann 2 Ain αi Aij αi αj h̄2n Aij h̄i h̄j

i 1 i,j 1
i,j 1

n¸1 n¸1
2h̄n h̄i αj Aij Ain

i 1 j 1
Since detpAn1 q 0, the column vectors of An1 are linearly independent,
and hence there is a unique n 1-tuple pα1 , . . . , αn1 q of real numbers such
that

n¸1
αj Aij Ain 0

j 1
for all i P t1, . . . , n 1u. Therefore by choosing these α1 , . . . , αn1 P R,

it follows that
¸
n n¸1
Aij hi hj bnn h̄2n Aij h̄i h̄j (4.3.1)

i,j 1 i,j 1
where

n¸1
n¸1
bnn : Ann 2 Ain αi Aij αi αj .

i 1
i,j 1
561
As a consequence, A is positive definite if and only if

A11 An1 1 0

Æ
Æ
Ā :

Æ
Æ

Æ
Æ
A1 n1 An1 n1 0
0 0 bnn
is positive definite, Note that by Leibniz’s formula Theorem 4.3.1 (i), it

follows that
detpĀq bnn detpAn1 q .
Further, if M denotes the representation matrix of T , then
¸
n ¸
n ¸
n
Aij hi hj Āij h̄i h̄j Āij pT phqqi pT phqqj

i,j 1
i,j 1
i,j 1
¸
n ¸n
Āij Mik Mjl hk hl Mki Ākl Mlj hi hj

i,j,k,l 1
i,j,k,l 1
¸ n
pM tĀM qij hi hj ,

i,j 1
where
M t : pMji qi,j Pt1,...,nu ,
and hence, since M t ĀM is symmetric,
A M t ĀM
Therefore, we conclude that
detpĀq bnn detpAn1 q [ detpM q ]2 detpAq . (4.3.2)
With the help of the auxiliary result, the proof of the theorem proceeds by
induction over n. The statement of the theorem is obviously true in the
case n 1. In the following, we assume that it is true for some n P N
562
and consider the case where n is increased by 1. If A is positive definite, it
follows, in particular, that
¸
Aij hi hj ¡0

i,j 1,...,n
for all h P Rn zt0u and therefore also that An is positive definite. As a

consequence, according to the inductive assumption, the leading principal
minors detpAk q, k 1, . . . , n are ¡ 0. Further, it follows by (4.3.1) that
bnn ¡ 0 and hence by (4.3.2) that detpAq ¡ 0. On the other hand, if all
leading principal minors of A are ¡ 0, it follows by the inductive assump-
tion that An is positive definite and by (4.3.2) that bnn ¡ 0. Therefore, it
follows by (4.3.1) that A is positive definite.
4.4 The Inverse Mapping Theorem

Theorem 4.4.1. (Banach fixed point theorem for closed subsets of Rn )
Let n P N , B be a non-empty closed subset of Rn , and let f : B Ñ B be
a contraction, i.e., let there exist α P r0, 1q such that
|f pxq f pyq| ¤ α |x y| (4.4.1)
for all x, y P B. Then f has a unique fixed point, i.e., a unique x P B such
that
f px q x .
Further,
|x x | ¤ |x 1f pαxq| (4.4.2)
and
lim f ν pxq x
ν Ñ8
for every x P B where f ν for ν P N is inductively defined by f 0 : idB
and f k 1 : f f k , for k P N.
563
Proof. Note that (4.4.1) implies that f is continuous. Further, define F :
B Ñ R by
F pxq : |x f pxq|
for all x P E. Now let x P B. Then it follows that
1 1

µ¸ 1 1

µ¸
ν µ1
|f pxq f pxq| ¤
ν µ
|f ν k 1
pxq f pxq| ¤
ν k
αν k
F pxq

k µ
k µ
ν
¤ 1 α α F pxq
for all ν, µ, µ1 P N such that µ1 ¥ µ. Hence the components of pf ν pxqqν PN
are Cauchy sequences. Hence it follows by Theorem 1.2.10, Theorem 2.5.45
and the closedness of B that this sequence is convergent to some x P B.
Further, it follows by the continuity of f that x is a fixed point of f . In
addition, if x̄ P B is some fixed point of f , then
|x x̄| |f pxq f px̄q| ¤ α |x x̄|
and hence x̄ x since the assumption x̄ x leads to the contradiction
that 1 ¤ α. Finally, let y be some element of B. Then it follows that
|y x | |y f px q| |y f pyq f pyq f pxq|
¤ |y f pyq| |f pyq f pxq| ¤ F pyq α |y x|
and hence (4.4.2).
Lemma 4.4.2. Let n P N , U be a non-empty open subset of Rn and f :

U Ñ Rn be of class C 1 such that f p0q 0, f 1 p0q idRn . Finally, let r ¡ 0
be such that Br p0q U and 0 ε 1 such that
n
B p q Bfi pyq ¤ ?ε
¸ fi

max
iPt1,...,nu
j 1
Bj x xBxj n
for all x, y P Br p0q. Then for every y P Brp1εq p0q, there is a unique
x P Br p0q such that f pxq y.
564
Proof. For this, let y P Brp1εq p0q. We define for every x P Br p0q a corre-
sponding gy pxq by
gy pxq : x f pxq y.
By Taylor’s formula Theorem 3.3.5, it follows for every x P Br p0q, i P
t1, . . . , nu and some 0 τ 1 that
|fipxq xi | |fipxq fip0q x (∇fi)p0q|
|x (∇fi)pτ xq x (∇fi)p0q| ¤ |x| |(∇fi)pτ xq (∇fi )p0q|
n
¸ B fi B
¤ |x| Bx pτ xq Bx p0q ¤ ?rεn
fi

j 1 j j
and hence that

|f pxq x| ¤ rε .
The last implies that
|gy pxq| ¤ |x f pxq| |y| ¤ rε rp1 εq r

for all x P Br p0q and hence that gy : Br p0q Ñ Br p0q. Furthermore, it
follows for all x1 , x2 P Br p0q, i P t1, . . . , nu and some 0 τ 1 that
|gyipx1 q gyipx2 q|
|fipx1 q x1 (∇fi)p0q pfipx2 q x2 (∇fi )p0qq|
|fipx1 q fi px2q px1 x2 q (∇fi)p0q|
|px1 x2 q (∇fi )px1 τ px2 x1 qq px1 x2 q (∇fi )p0q|
¤ |x1 x2 | |(∇fi)px1 τ px2 x1qq (∇fi)p0q| ¤ ?εn |x1 x2 |
and hence that
|gy px1 q gy px2 q| ¤ ε |x1 x2 | .
Since ε 1, this implies that gy is a contraction and therefore has unique
fixed point x P Br p0q according to Theorem 4.4.1. Obviously, x satisfies
f pxq y.
565
Theorem 4.4.3. (Inverse mapping theorem) Let n P N , U be a non-
empty open subset of Rn , f : U Ñ Rn be a C 1 map and x0 P U such
that f 1 px0 q is bijective. Then there are open subsets of Ux0 U, Vf px0 q
Rn containing x0 and f px0 q, respectively, and such that f |Ux0 defines a
bijection onto Vf px0 q whose inverse is a C 1 map.
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[45] Venkatachaliengar K 1962, Elementary proofs of the infinite product for sin z and
allied formulae, Amer. Math. Month., 69, 541-545.
[46] Whittaker E T, Watson G N 1952, A course of modern analysis, 4th ed. reprint,
Cambridge University Press, Cambridge.
[47] Wrede R, Spiegel M R 2002, Theory and problems of advanced calculus, McGraw-
Hill, New York.
568
Index of Notation
, not, 6 Gpf q , graph of f , 25
^ , and, 6 f 1 , inverse map, 27
_ , or, 6 , composition, 31
ñ , if . . . then, 6 idC , identity map on C, 32
, . . . if and only if . . . , 6 limnÑ8 , limit, 36
P , belongs to, 15 sup , supremum, 48
R , does not belong to, 15 inf , infimum, 48
φ , empty set, 15 exp , exponential function, 52
N , t0, 1, 2, . . . u, 15 ex , exponential function, 52
N , t1, 2, . . . u, 15 limxÑa , limit, 58
Z , t. . . , 2, 1, 0, 1, 2, . . . u, 15 limxÑ8 , limit, 58
Z , t. . . , 2, 1, 1, 2, . . . u, 15 limxÑ8 , limit, 58
: , such that, 16 f1 f2 , sum of functions, 66
Q , rational numbers, 16 af1 , multiple of a function, 66
Q , non-zero rational numbers, 16 f1 f2 , product of functions, 66
R , real numbers, 16 1{f1 , quotient of functions, 66
R , non-zero real numbers, 16 f 1 pxq , derivative of f in x, 80
, subset, 16 f 1 , derivative of f , 81
: , per definition, 16 f pkq , k-th derivative of f , 81
ra, bs , closed interval, 17 f 2 , 2nd order derivative of f , 81
pa, bq , open interval, 17 f 3 , 3rd order derivative of f , 81
pa, bs , half-open interval, 17 sinh , hyperbolic sine, 103
ra, bq , half-open interval, 17 cosh , hyperbolic cosine, 103
rc, 8q , unbounded closed interval, 17 tanh , hyperbolic tangent, 103
°
pc, 8q , unbounded open interval, 17 km , Sum from k m to n, 111
n
p8, ds , unbounded closed interval, 17 n! , n factorial, 111

p8, dq , unbounded open interval, 17 n
, binomial coefficient, 139
Y , union, 17 ³bk
a f pxq dx , integral of f over ra, bs, 144
X , intersection, 17 ±
, product symbol, 181
z , relative complement, 17 °8
1 xk , sum of a sequence, 224
, Cartesian product, 17 ν
k
, binomial coefficient, 282
R2 , R R, 19 #n , oriented line segment between p and q,
pq
R3 , R R R, 19 297
Dpf q , domain of f , 23 Srn paq , sphere of radius r around a in Rn ,
f pxq , value of f at x, 23 297
f pxq , image of x under f , 23 # , oriented line segment between p and q,
pq
f pA 1 q , image of A 1 under f , 23 298
f 1 pB 1 q , inverse image of B 1 under f , 23 # ] , vector associated to pq,
[ pq # 300
f |A , restriction of f to A 1 , 24
1 # #
[ pq ] [ rs ] , sum of vectors, 302
569
# ] , scalar multiple of a vector, 302
λ.[ pq
|[ pq ]| , length of a vector, 302
#
# ] [ rs
[ pq # ] , scalar product of vectors, 303
a b , vector product of vectors in R3 , 311
sgn , signum function, 315
Uε pxq , open ball of radius ε centered at x,
383
Bε pxq , closed ball of radius ε centered at x,
383
Sε pxq , sphere of radius ε centered at x, 383
f1 f2 , sum of functions, 387
a.f1 , multiple of a function, 387
f1 f2 , product of functions, 387
1{f1 , quotient of functions, 387
g f , composition of functions, 389
Bf
Bx1i , partial derivative, 398
f pxq , derivative of f in x, 402
∇ , gradient operator, 402
C p , continuously partially differentiable up
to order p, 408
C 8 , C p for all p P N , 408
∇ , gradient operator, 408
△ , Laplace operator, 411
f.g
³ , product of functions, 416
³I f dv , integral of f on I, 451
³r F dr , curve integral of F along r, 473
S
F dS , flux of F across S, 504
Sn , permutation group, 547
sign , signum function, 547
570
Index of Terminology
Rn polar, 330, 417, 421, 458
addition, 300, 304 spherical, 347, 421, 459
bases, 554 Cramer’s rule, 322
canonical basis, 304 distance of a point from a plane, 319
Cauchy-Schwarz inequality, 292, 306 distance of two lines, 318, 319
length, 300, 305 distance of two planes, 319
linear independent vectors, 554 ellipse, 333
orthogonal projection, 307 hyperbola, 334
Pythagorean theorem, 307 lines, 317
scalar multiplication, 300, 304 metric space, 292
scalar product, 300, 306 parabola, 332
subset planes, 317
boundary, 386 quadrics, 338
boundary point, 386 cylinder, 338
bounded, 383 ellipsoid, 340, 349
closed, 383 elliptic cone, 342
closure, 383, 384 elliptic cylinder, 340, 347
compact, 383 elliptic paraboloid, 341
convex, 480 hyperbolic cylinder, 340
curve, 356 hyperbolic paraboloid, 342
inner point, 386 hyperboloid of one sheet, 343
interior, 386 hyperboloid of two sheets, 343
negligible, 454 parabolic cylinder, 338
open, 383 saddle surface, 341
simply-connected, 480 triangle
star-shaped, 477 centroid, 322
volume/area, 457 circumcenter, 322
triangle inequality, 305 orthocenter, 322
triangle inequality, 292
Analytical geometry vector spaces, 298
area of a parallelogram, 309 norms, 305
conic sections, 323, 346 vectors, 298, 300
ellipse, 324, 331 addition, 300
hyperbola, 326 length, 300
parabola, 323 linear independence, 322
coordinates, 330 orientation , 483
cylindrical, 346, 421, 458 orthogonality, 300
generalized polar, 469 scalar multiplication, 300
generalized spherical, 470 scalar product, 300
571
scalar triple product, 314 Fourier coefficients, 161
unit vector, 300 free fall, 55, 136
vector product, 311 with low viscous friction, 163
volume of a parallelepiped, 314 with viscous friction, 136
Applications gamma function, 205, 211, 213, 216,
n-dimensional volume, 457 217, 230
area of a parallelogram, 309, 316 Gaussian integrals, 207, 209
area of a parametric surface, 503 ground state energy, 135
area of a surface of revolution, 507 Hermite polynomials, 291
area under a graph, 144 hypergeometric functions, 290
arithmetic series, 274 ideal gas law, 55
astroid, 372, 526 inertia tensor, 461, 466
average speed, 80 instantaneous speed, 80
Babylonian method, 129 Kepler problem, 360
Bessel functions, 149, 184, 269, 284 angular momentum, 360
Beta function, 211 energy, 360
cardioid, 372, 526 Lenz vector, 360
Cartesian leaf, 202 Levi-Civita’s transformation, 364
center of mass, 461, 466 kinetic energy, 360, 473
circular arch, 138 Laplace equation, 411, 420
conchoid of Nicomedes, 92 Laplace operator, 411
confluent hypergeometric functions, 290 cylindrical form, 421
conservation law, 497, 521 polar form, 421
constant of motion, 360 spherical form, 421
Couette flow, 471 largest viewing angle, 136
cycloid, 92, 372 latitude, 348
differential equation, 93, 101, 102, 157, Legendre functions, 291
168, 173, 193 length of a curve, 370
electric field of a point charge, 472 longitude, 348
energy conservation, 99, 473 Mathematica 5.1 error, 173, 193
energy inequality, 101, 497, 522 Newton’s equation of motion, 93, 99,
error function, 281 162, 163, 360, 472
Euler constant, 229 partial differential equation, 93, 420
Fermat’s principle, 137 particle paths, 360
floor function, 155 period of a pendulum, 202, 223
folium of Descartes, 526 probability theory, 462
force field, 99, 472 Buffon’s needle problem, 466
conservative, 99, 473 quantum theory
potential function, 99, 473 confined particle, 467
total energy of a point particle, 99, harmonic oscillator, 220
473 hydrogen atom, 220
572
Riemann’s zeta function, 227, 235, 255, proof by cases, 10
257 proposition, 5
Schwarzschild black hole, 108 rule of inference, 10
Snell’s law, 137 statement, 5
Stirling’s formula, 178 tautology, 10
strophoid, 173 transitivity, 10
total mass, 461 truth table, 6
trajectory of a point particle, 472 truth values, 5
transverse vibrations of a beam, 139 Elementary set theory
travel distance, 142 sets, 14
velocity field of a point particle, 472 Cartesian product, 17
volume of a solid of revolution, 460 equality, 16
volume/area of a set, 457 intersection, 17
Wallis product, 176 relative complement, 17
wave equation, 93, 420, 496, 499, 520 subset, 16
types of definition, 15, 16
Curves union, 17
astroid, 372, 526 Zermelo-Russel paradoxon, 21
cardioid, 372, 526
Cartesian leaf, 202 Functions
circle, 297 B
conchoid of Nicomedes, 92 definition, 211
cycloid, 92, 372 F pa, b; c; q, 290
ellipse, 324, 333 Hn , 291
folium of Descartes, 526 Jn , 184
helix, 356 integral representation, 149
hyperbola, 326, 334 Jν
length, 370 integral representation, 284
parabola, 323, 332 power series, 269
parallelogram, 309 M pa, b, q, 290
space-filling, 263 Pν , 291
straight lines, 317 Γ
strophoid, 173 Γp1{2q, 211
connection to ζ, 255
Elementary logic definition, 205
compound, 6 duplication formula, 217
connectives, 6 Gauss formula, 216
contraposition, 10 limit of beta function, 213
contrapositive, 6 reflection formula, 216
indirect proof, 8, 11, 79, 98 Stirling’s formula, 178
logical law, 10 Weierstrass formula, 230
negation, 6
573
arccos, 69, 108 concave, 115, 117
arcsin, 69, 108 convex, 115, 117
arctan, 69, 108 inverse functions, 107
cos, 69, 89 linear approximation, 112
infinite product, 181 linearization, 112
power series, 279 product rule, 86
cosh, 103, 139 quotient rule, 86
exp, 69, 100 sum rule, 86
convexity, 116 Taylor’s formula, 112
definition, 50 differential equation, 269
derivative, 82 discontinuous, 55
power series, 279 everywhere, 57
ln, 69, 100, 108 fixed point, 79, 128
sin, 69, 84 floor, 155
infinite product, 181 implicit differentiation, 92
power series, 279 increasing, 99
sinh, 103, 137, 138 integral representation, 149
tan, 69, 89 limits at infinity, 74
tanh, 103 maximum, 58, 94, 121
erf minimum, 58, 94, 121
definition, 281 not differentiable, 84, 85
power series, 281 nowhere differentiable, 259
ζ periodic, 172
ζ p2q, 257 polynomial, 67, 88
definition, 227 powers, 82, 110
extension to p0, 1q, 235 rational, 77
integral representation, 255 removable singularity, 72
antisymmetric, 172 Riemann integral, 144
bisection method, 63 additivity, 152
concave, 115, 117 Cauchy-Schwartz inequality, 162
continuous, 55 change of variables, 163
contraction, 128 improper, 202
convex, 115, 117 integration by parts, 173
critical point, 94 Lebesgue criterion, 149
definition, 23 linearity, 147
derivative, 80 Midpoint rule, 196
of higher order, 80 partial fractions, 186
determinant, 315, 546, 555 positivity, 147
Leibniz formula, 546 simple limit theorem, 251
differentiable, 80 Simpson’s rule, 186, 200
chain rule, 88 Trapezoid rule, 186, 198
574
signum, 315, 546 tangent plane, 402
symmetric, 172 Taylor expansion, 425
Taylor expansion, 277 Taylor polynomial, 402
uniformly continuous, 368 zero set, 23
zero set, 23
Functions of several variables, 375 Infinite products
C 8 , 408 Γ, 216, 230
composition, 389 cos, 181
continuous, 379, 381 sin, 181
contours, 375 Wallis product, 176
critical point, 430
Maps
derivative, 402
bijective, 27
differentiable, 396, 404
bilinear, 357
chain rule, 415
composition, 31
product rule, 413
definition, 23
quotient rule, 413
domain, 23
sum rule, 413
graph, 25
Taylor’s formula, 425
identity map, 32
directional derivative, 423
image, 23
discontinuous, 379, 380
injective, 27
domain, 375
inverse image, 23
gradient, 424
Laplace operator, 411
graph, 375
linear, 395, 555, 557
level set, 375
representation matrix, 395, 557
maximum, 384, 429, 432
Nabla operator, 408
minimum, 384, 429, 432
one-to-one, 27
not differentiable, 406
one-to-one and onto, 27
of class C p , 408
onto, 27
partially derivative, 89, 398
paths, 356
of higher order, 89, 398
continuous, 356
partially differentiable, 89, 398, 404
differentiable, 356
product, 387, 416
helix, 356
quotient, 387
length, 366, 368
range, 375
non-rectifiable, 367
Riemann integral, 450
rectifiable, 366
change of variables, 457
tangent vector, 356
existence, 455
permutation, 546
Fubini’s theorem, 456
permutation group, 546
negligible sets, 454
transposition, 546
scalar multiple, 387
quadratic form, 441
sum, 387
restriction, 23
575
surjective, 27 comparison test, 229
Matrices conditionally summable, 237
definition, 395, 557 convergent, 223
multiplication, 395, 557 Dirichlet test, 234
symmetric, 431, 560 divergent, 223
positive definite, 431, 560 geometric, 224
harmonic, 225, 229
Real numbers harmonic type, 228, 232
Babylonian method, 129 integral test, 226
completeness, 539 not summable, 223
construction, 529 of functions, 248
density of rational numbers, 57, 539 power series, 265
intervals, 17 uniform convergence, 250
length, 142 Weierstrass’ test, 253
partition, 142 ratio test, 239
subset rearrangement, 242
bounded from above, 48 root test, 240
bounded from below, 48 summable, 223
infimum, 48 summation by parts, 233
measure zero, 148 Surfaces
supremum, 48 area, 503, 506, 507
cylinder, 338
Sequences
ellipsoid, 340
bounded, 36
elliptic cone, 342
bounded from above, 46
elliptic paraboloid, 341
bounded from below, 47
hyperbolic paraboloid, 342
Cauchy, 43
hyperboloid of one sheet, 343
convergent, 36, 351
hyperboloid of two sheets, 343
decreasing, 47
parallelepiped, 314
divergent, 36
planes, 317
increasing, 46
quadrics, 338
limit laws, 41, 354
saddle surface, 341
limits preserve inequalities, 43
sphere, 297
subsequence, 45
Series, 223 Theorems
ζ-type, 232 Abel, 268
Abel’s test, 236 Binomial, 139
absolutely summable, 237 Bolzano-Weierstrass, 45, 382
alternating harmonic, 235, 269 change of variables, 163, 457
arithmetic, 277 contraction mapping lemma, 128
Binomial series, 282 extended mean value, 123
Cauchy product, 272
576
Fubini, 456
fundamental theorem of calculus, 153
Gauss, 515
Green, 487, 490
intermediate value, 61
L’Hospital’s rule, 123
Lagrange multiplier rule, 439
mean value, 97
Newton-Raphson, 132
Poincare lemma, 477
Rolle, 96
Schwarz, 409
Stokes, 508
Taylor, 111, 277
Vector calculus
area of a parametric surface, 503
closed path, 475
curve integrals, 473
flux across a surface, 502, 503
Gauss theorem, 515
Green’s theorem, 487, 490
inverse path, 475
parametrized surfaces, 500
normal field, 500
tangent space, 500
piecewise regular C 1 -path, 475
Poincare lemma, 477
potential, 476
regular C 1 -path, 473
Stokes’ theorem, 508
vector field, 471
Vector-valued functions, 375
Vector-valued functions of several variables,
375
577

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Calculus: A modern, rigorous approach

Index of Notation 569

Index of Terminology 571

Definition 1.1.3. (Truth values) The truth value of a statement is denoted

Example 1.1.6. For example, the statement

Definition 1.1.8. (Truth tables) A truth table is a pictorial representation

A simple example for an indirect proof is the following

Example 1.1.11. Calculate the truth table of the statements

(ii) If Mike is a cat, then he is a mammal,

(iii) If Mike is a tiger, then he is a mammal.

Example 1.1.13. (Proof by cases) Prove that

for all integers n.

Example 1.1.14. (Contraposition) Prove that if the square of an integer is

‘The square of the integer (in question) is even’

‘The integer (in question) is odd’ ,

and A corresponds to the statement

‘The square of the integer (in question) is odd’ .

Hence the statement follows by contraposition if we can prove that the

n2  p2m 1 q2  4m2 4m 1  2 p2m2 2mq 1

is an odd integer and the statement follows.

Example 1.1.15. (Indirect proof) Prove that there is no rational number

1) Decide which of the following are statements.

Definition 1.1.21. (Subsets, equality of sets) For all sets A and B, we

t1, 1, 2, 3, 5u  t1, 1, 2,?3, 5, 8, 13u , ? ?

We define the following operations on sets.

Definition 1.1.24. (Operations on sets) For all sets A and B, we define

(i) their union A Y B, read: ‘A union B’, by

(ii) and their intersection A X B, read: ‘A intersection B’, by

If A X B  φ, we say that A and B are disjoint.

Fig. 1: Two subsets A and B of the plane.

Fig. 3: The relative complement of B in A.

So a more restrictive definition of sets is needed to avoid such contradic-

t2, 3u Y tt2u, t3uu Y t2, t3uu Y tt2u, 3u .

t1, 3u P t1, 3, t1, 7u, t1, 3, 7uu .

E : tp1, 1qu, F : tp0, 1qu, G : tp1, 0qu, H : tp2, 3qu ,

into a xy-diagram and calculate A X B, A X C, pA X B q X C, A X

(i) A map (or mapping) f from A into B, denoted by f : A Ñ B, is

(ii) For every x P A, we call f pxq the value of f at x or the image of x

the image of A 1 under f . In particular, we call f pAq the range or

(iv) For any subset B 1 of B, we call the subset f 1 pB 1 q of A containing

the inverse image of B 1 under f . In particular if f is a function, we

for all n P Z. Moreover, let g be the restriction of f to N. Calculate

f pZq, f pt2, 1, 0, 1, 2uq, f 1pt1, 0, 1uq, f 1pt6uq, g 1 pt1, 0, 1uq .

f pZq  tn2 : n P Nu , f pt2, 1, 0, 1, 2uq  t0, 1, 4u ,

Example 1.1.28. Define f : Df Ñ R and g : Dg Ñ R such that

Fig. 5: Gpf q from Example 1.1.28.

Fig. 6: Gpg q from Example 1.1.28.

(i) f is injective (or one-to-one) if different elements of A are mapped

for all x, y P A. In this case, we define the inverse map f 1 as

(ii) f is surjective (or onto) if every element of B is the image of some

f p1q  f p1q  1 , 2 R f pAq .

and hence that

Fig. 7: Gpf q from Example 1.1.28 and parallels to the x-axis.

Fig. 8: Gpg q from Example 1.1.28 and parallels to the x-axis.

Example 1.1.36. Show that f and the restriction of g to tx : x ¥ 1{2 ^ x 

Definition 1.1.37. (Composition) Let A, B, C and D be sets. Further, let

pg  f qpxq : gpf pxqq x P f 1pB X C q .

Example 1.1.38. Calculate f  f , h  h, f  h and h  f , where f , h are

pf  f qpnq  f pf pnqq  f pn2 q  pn2q2  n4 ,

Solution: To every y P f pAq, the map f 1 associates the corresponding

f 1  f  idA , f  f 1  idf pAq

for all x P C. Further, if f is bijective, f pAq  B and hence

py, f 1pyqq  Rpf 1pyq, yq P RpGpf qq .

n2 p2m 1 q2 4m2 4m 1 2 p2m2 2mq 1

t1, 1, 2, 3, 5u t1, 1, 2,?3, 5, 8, 13u , ? ?

If A X B φ, we say that A and B are disjoint.

E : tp1, 1qu, F : tp0, 1qu, G : tp1, 0qu, H : tp2, 3qu ,

f pZq tn2 : n P Nu , f pt2, 1, 0, 1, 2uq t0, 1, 4u ,

f p1q f p1q 1 , 2 R f pAq .

Example 1.1.36. Show that f and the restriction of g to tx : x ¥ 1{2 ^ x

pg f qpxq : gpf pxqq x P f 1pB X C q .

Example 1.1.38. Calculate f f , h h, f h and h f , where f , h are

pf f qpnq f pf pnqq f pn2 q pn2q2 n4 ,

f 1 f idA , f f 1 idf pAq

for all x P C. Further, if f is bijective, f pAq B and hence

py, f 1pyqq Rpf 1pyq, yq P RpGpf qq .

In addition, find the maximal domain D R that contains the point

f pxq : 1 x , g pxq : 1 x x2 , hpxq : 1 x

pf f qpxq , pf gqpxq , pg f qpxq , pg gqpxq ,

f pxq : x a , g pxq : ax , hpxq : xa

f pxq : r 1 p2 xq1{3 s1{7 , gpxq : cosp2xq

f 1 pB1 Y B2 q f 1 pB1 q Y f 1 pB2 q ,

sptq s0 gt2 , v ptq gt ,

Fig. 11: pn, pn 1q{nq for n 1 to n 50 and asymptotes.

|xn| |xn x x| ¤ |xn x| |x| ¤ ε |x|

Example 1.2.2. Let a be some real number and xn : a for all n P N.

Fig. 12: pn, p1qn pn 1q{nq for n 1 to n 50 and asymptotes.

Fig. 13: pn, pn2 1q{nq for n 1 to n 50 and an asymptote.

lim p1qn x.

Fig. 14: (n, xn ) from Example 1.2.8 for n 1 to n 50.

Example 1.2.8. Define x1 : 0, x2 : 1 and

xn 2 xn 1 12 pxn xn 1 q xn 1 12 pxn 1 xnq .

As a consequence, if ε ¡ 0 and n0 P N is such that 21n ε, then it

follows for m, n P N satisfying m ¥ n0 and n ¥ n0 that xm P In and 0

|xm xn | |xm x pxn xq| ¤ |xm x| |xn x| ε

for all n P N . Otherwise, there is m P N such that xm ¡ x. If nk P N

for all k P N such that k ¥ k0 . This implies that

Fig. 15: (n, xn ) from Example 1.2.14 for n 1 to n 50.

Example 1.2.14. Show that the sequence x1 , x2 , . . . defined by x1 : 1{2

px εq2 2 x2 2 2εx ε2 ¥ x2 2 2εx .

Proof. For this let n P N be such that m : 2pn1q ¡ |x|. Then

lim yn lim nlim

|f pxnq f pxq| |axn b pax bq| |axn ax| |a| |xn x| ε

lim f pxn q 0 1 f pxq ,

lim f pxn q 1 0 f pxq ,