CalculusI III

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
Contents
Contents 1 Calculus I 1.1 Basics . . . . . . . . . . . . . . . . . . . . . 1.1.1 Elementary Mathematical Logic . . . 1.1.2 Sets . . . . . . . . . . . . . . . . . . 1.1.3 Maps . . . . . . . . . . . . . . . . . 1.2 Limits and Continuous Functions . . . . . . . 1.2.1 Limits of Sequences of Real Numbers 1.2.2 Continuous Functions . . . . . . . . 1.3 Differentiation . . . . . . . . . . . . . . . . . 1.4 Applications of Differentiation . . . . . . . . 1.5 Riemann Integration . . . . . . . . . . . . . 3 5 . 5 . 5 . 14 . 23 . 36 . 36 . 55 . 79 . 94 . 140 163 163 163 173 186 196 202 223 248 292 292 298 323 330 338 346 351 356
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2 Calculus II 2.1 Techniques of Integration . . . . . . . . . . . . . . . 2.1.1 Change of Variables . . . . . . . . . . . . . 2.1.2 Integration by Parts . . . . . . . . . . . . . . 2.1.3 Partial Fractions . . . . . . . . . . . . . . . 2.1.4 Approximate Calculation of Integrals . . . . 2.2 Improper Integrals . . . . . . . . . . . . . . . . . . 2.3 Series of Real Numbers . . . . . . . . . . . . . . . . 2.4 Series of Functions . . . . . . . . . . . . . . . . . . 2.5 Analytical Geometry and Elementary Vector Calculus 2.5.1 Metric Spaces . . . . . . . . . . . . . . . . . 2.5.2 Vector Spaces . . . . . . . . . . . . . . . . . 2.5.3 Conic Sections . . . . . . . . . . . . . . . . 2.5.4 Polar Coordinates . . . . . . . . . . . . . . . 2.5.5 Quadric Surfaces . . . . . . . . . . . . . . . 2.5.6 Cylindrical and Spherical Coordinates . . . . 2.5.7 Limits in Rn . . . . . . . . . . . . . . . . . 2.5.8 Paths in Rn . . . . . . . . . . . . . . . . . .
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3 Calculus III 3.1 Vector-valued Functions of Several Variables . . . . . . . 3.2 Derivatives of Vector-valued Functions of Several Variables 3.3 Applications of Differentiation . . . . . . . . . . . . . . . 3.4 The Riemann Integral in n-dimensions . . . . . . . . . . . 3.4.1 Applications of Multiple Integrals . . . . . . . . . 3.5 Vector Calculus . . . . . . . . . . . . . . . . . . . . . . . 3.6 Generalizations of the Fundamental Theorem of Calculus . 3.6.1 Greens Theorem . . . . . . . . . . . . . . . . . . 3.6.2 Stokes Theorem . . . . . . . . . . . . . . . . . . 3.6.3 Gauss Theorem . . . . . . . . . . . . . . . . . . 4 Appendix 4.1 Construction of the Real Number System . . 4.2 Lebesgues Criterion of Riemann-integrability 4.3 Properties of the Determinant . . . . . . . . . 4.4 The Inverse Mapping Theorem . . . . . . . . References Index of Notation Index of Terminology
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1 Calculus I
1.1 Basics
1.1.1 Elementary Mathematical Logic Denition 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 rst president of the United States , (ii) 2 + 2 = 27 , (iii) There are no positive integers a, b, c and n with n cn . (Fermats conjecture) The following sentences are no statements: (iv) Which way to the Union Station? , (v) Go jump into the lake! Denition 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 9 16 25 (1.1.1) 2 such an bn
is true and therefore has truth value T, whereas the statement 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
Denition 1.1.5. (Connectives) Connectives like and, or, not, . . . stand for operations on statements.
Connective not and or if . . . then . . . if and only if . . . Symbol Name Negation Conjunction Disjunction Conditional 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 .
Denition 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 dened by the following truth tables for all statements A and B.
A T T F F B T F T F A F F T T A T F F F B A T T T F B A T F T T B AB T . F F T
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 statement B, i.e., in that case the truth value of A 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 eld (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 statement. Such rules would have to be abandoned. An example for this is given by the statement 1.1.7 (iii). Although the rst 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 z1 z2 z1 z2 .
Note that the last rule is correct if z1 and z2 are real. Then we arrive at the following contradiction:
1 1
7
11
1.
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 integers 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

A A B
Solution:
A T T T T F F F F
B C A C (Transitivity) , B A C B C C (Proof by cases) , A A B (Contraposition) . (1.1.3)

B T T F F T T F F C T F T F T F T F A T T F F T T T T B B T F T T T F T T C
B T F F F T F T T
A T F T F T T T T
B
T T T T T T T T
A T T T T F F F F
B T T F F T T F F
C T F T F T F T F C T F T F T F F F
A T T T T T T F F
A T F T F T T T T C
B T F T T T F T T
C T F T F T F T T
C T T T T T T T T
A T T F F
A F F T T
B T F T F
B F T F T
B T F T T
A T F T T
A A T T T T
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 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 n1 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 n1 If n is an integer such that n n n1 n1n 1, then n 2n 1 1 1. 1 (1.1.4)
1 and therefore 21 1.
nn1
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 dene 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
2m 12
4m2 4m 1
2 2m2 2m 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 pq where p, q number r. Without restriction, we can assume that r are integers without common divisor different from 1 and that q 0. By denition, 2 p p2 2 2. r q q2 Hence it follows that p2 2q 2 11
and therefore by the previous example that 2 is a divisor of p. Hence there is an integer p such that p 2. Substitution of this identity into the previous p equation gives 22 q 2 . p 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) b) c) d) e) f) g) f) g) h) i) Did you solve the problem? Solve the problem! The solution is correct. Maria has green eyes. Soccer is the national sport in many countries. Soccer is the national sport in Germany. During the last year, soccer had the most spectators among all sports in Germany. Explain your solution! Can you explain your solution? Indeed, the solution is correct, but can you explain it? The solution is correct; please, demonstrate it on the blackboard.
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 Johns 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.
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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 dont study well. i) If students focus on learning, their knowledge will increase; and if they dont 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) b) c) d) e) f) a) b) c) d) e) f) g) h) i) k) l)
T W , M S M , S M T , S T M , M T W S , M T W S .
4) By use of truth tables, prove that
A A , A B B A , A B B A , A B B A , A B A B , A B A B , A B A B , A B C A B C , A B C A B C , A B C A B A A B C A B A
a b c
C , C .
for arbitrary statements A, B and C. 5) Assume that abc
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 eld of arithmetic by addition of the above rule would lead to an inconsistent eld.
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6) Prove indirectly that 3n 2 is odd if n is an odd integer. 7) Prove indirectly that there are no integers m m2 n 2 1. 0 and n 0 such that
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 rs, where r, s 0 are integers without common divisor. Show that this implies the equation rar bs cs2 which is contradictory.] 9) Prove that there is an innite number of prime numbers, i.e., of natural 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 divisible without remainder by any of the prime numbers.] 10) Prove by cases that x1 for all real x. 11) Prove by cases that x1 for all real x. 12) Prove by cases that
a
x2 x2
a 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.
for all real numbers a, b such that b
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 denition of sets given by the founder of set theory, the German mathematician Georg Cantor (1845-1918): 14
Eine Menge ist eine Zusammenfassung bestimmter, wohlunterschiedlicher Dinge unserer Anschauung oder unseres Denkens, welche Elemente der Menge genannt werden, zu einem Ganzen. or translated Denition 1.1.16. (Sets) A set is an aggregation of denite, different objects 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 rst is denoted by a A , and the second is denoted by a A . The set without any elements, the so called empty set, is denoted by . 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 . Denition 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 , aA. Given some not necessarily different objects x1 , x2 , . . . , the set containing these objects is denoted by
x1 , x2, . . . .
In particular, we dene 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
Denition 1.1.19. (Natural numbers, integers) N : 0, 1, 2, 3, . . . , N : 1, 2, 3, . . . , Z : 0, 1, 1, 2, 2, 3, 3 . . . , Z : 1, 1, 2, 2, 3, 3, . . . . Another way of dening a set is by a property characterizing its elements, i.e., which is shared by all its elements, but not by any other object:
as such that. In particular, we dene 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 Denition 1.1.20. (Rational and real numbers) Q : p q : p Z q N q 0 , Q : pq : p Z q N q 0 , R : x : x is a real number , R : x : x is a non-zero real number . Denition 1.1.21. (Subsets, equality of sets) For all sets A and B, we dene A B : Every element of A is also an element of B
x : x has the property P x . It is read as: The set of all x such that P x. In this, the symbol : is read
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 dene 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 denition. 16
Example 1.1.22. For instance,
1, 1, 2, 3, 5 1, 1, 2, 3, 5, 8, 13 , 1, 1, 2, 3, 5 1 5n 1 5n2n 5 : n N , 1, 2, 3, 3, 5, 1 1, 2, 3, 5 , 1, 1, 2, 3, 5, . . . 1 5n 1 5n2n 5 : n N .
In particular, we dene subsets of R, so called intervals , by Denition 1.1.23.
a, b : x R : a x b , a, b : x R : a x b a, b : x R : a x b , a, b : x R : a x b c, : x R : x c , c, : x R : x c , d : x R : x d , , d : x R : x d for all a, b R such that a b and c, d R.

We dene the following operations on sets. Denition 1.1.24. (Operations on sets) For all sets A and B, we dene (i) their union A B, read: A union B, by A B:
x : x A x : x A
x B
(ii) and their intersection A A If A B B:
B, read: A intersection B, by x B .
, we say that A and B are disjoint.
(iii) the relative complement of B in A, AB, read: A without B or A minus B, by AB : x : x A x B . 17
x A B
Fig. 1: Two subsets A and B of the plane.
A B
A B
Fig. 2: Union and intersection of A and B. The last is given by the blue domain.
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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 : x, y : x A y B , where ordered pairs x1 , y1, x2 , y2 are dened equal,
x1 , y1 x2 , y2 ,
if and only if x1 x2 and y1 y2 . In addition, if C is some set, we dene the Cartesian product of A, B and C by
x, y, z : x A y B z C where ordered pairs x1 , y1, z1 , x2 , y2 , z2 are dened equal, x1 , y1, z1 x2 , y2, z2 ,

if and only if x1 x2 , y1 R2 : y2 and z1 z2 . In particular, we dene RRR . R R , R3 :
ABC :
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y 3
x 2
1
2 z 1 A B
0 1 2 3 x
1 y
Fig. 4: Subsets A of the real line and B of the plane and their cross product.
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Example 1.1.25.
1, 2, 3, 5, 8, 13 1, 3, 4, 7, 11, 18 1, 2, 3, 4, 5, 7, 8, 11, 13, 18 1, 2, 3, 5, 8, 13 1, 3, 4, 7, 11, 18 1, 3 1, 2, 3, 5, 8, 131, 2, 3, 5 8, 13 , 1, 2, 3, 5, 11 2, 3, 5 , 1, 2 1, 3, 4 1, 1, 1, 3, 1, 4, 2, 1, 2, 3, 2, 4 .

The naive Denition 1.1.16 of sets leads to paradoxa like the one of ZermeloRussel (1903): Assume that there is a set of all sets that dont contain itself as an element:
x : x is a set x x . Since S is assumed to be a set, either S S or S S. From the assumption that S S, it follows by the denition of S that S S . Hence it follows that S S. From S S, it follows by the denition of S that S S .
S: Hence there is no such set. Bernard Russell also used a statement about a barber to illustrate this principle. 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 denition of sets is needed to avoid such contradictions. For this, we refer to books on set theory. In the following such paradoxa will not be important role because we dont use the full generality of Denition 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:
2, 3, B : 3, 2 , C : 2, 3 , D : x R : x2 x 6 0, E : , 2, 3, F : 2, 3, 2, G : 2, , , 3 .
A:
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2) Simplify
2, 3 2, 3 2, 3 2, 3 .
3) Decide whether
1, 3 1, 3, 1, 7, 1, 3, 7 .
4) Let A : , 1, 1, 3, 3, 4. Determine for each of the following statements whether it is true or false. a) 1 A , b) 1 A , c) 1 A, d) 1, 3 A , e) 1, 3 A , f) A , g) A , h) A . Justify your answer.
5) Give an example of sets A, B, C such that A A C. 6) Sketch the following sets
B and B C, but
x, y R2 : x y 1 0 , B : x, y R2 : 2x 3y 5 0 , C : x, y R2 : x2 y 2 1, D : 0, 1 , E : 1, 1, F : 0, 1, G : 1, 0, H : 2, 3 , I : 4, 1, J : x R : 4 x 2, K : 0, L : 1 into a xy-diagram and calculate A B, A C, A B C, A B C , B J L, C J K , AB, B A, B E, C F G.

A: 7) Let A, B and C be sets. Show that a) b) c) d) e) If A B A B A B A B A B and B C, then A C , B A , B A , C A B C , C A B C ,
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f) g) h) i)
A B C A B A C , A B C A B A C , C A B C A C B , C A B C A C B .
1.1.3 Maps Denition 1.1.26. (Maps) Let A and B be non-empty sets. B, is (i) A map (or mapping) f from A into B, denoted by f : A an association which associates to every element of A a corresponding 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 Df for the domain of f . (ii) For every x under f .
A, we call f x the value of f at x or the image of x
(iii) For any subset A of A, we call the set f A containing all the images of its elements under f , f A :
f x : x A ,
(1.1.5)
the image of A under f . In particular, we call f A the range or image of f . (iv) For any subset B of B, we call the subset f 1 B of A containing all those elements which are mapped into B , f 1 B :
x A : f x B ,
the inverse image of B under f . In particular if f is a function, we call f 1 0 x A : f x 0 , the zero set of f .
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(v) For any subset A of A, we dene the restriction of f to A as the map f A : A B dened by f for all x A . Example 1.1.27. Dene f : Z Z by f n : n2
A
x :
f x
for all n Z. Moreover, let g be the restriction of f to N. Calculate f Z, f 2, 1, 0, 1, 2, f 11, 0, 1, f 16, g 1 1, 0, 1 . Solution: f Z n2 : n N , f 2, 1, 0, 1, 2 0, 1, 4 , f 1 1, 0, 1 1, 0, 1 , f 1 6 , g 1 1, 0, 1 Example 1.1.28. Dene f : Df (a) f x (b) g x R and g : Dg R such that x 2 for all x Df 1x2 x for all x Dg
0, 1 .
and such Df and Dg are maximal. Find the domains Df and Dg . Give explanations. Solution: In case (a) the inequality x2 0
x 2
has to be satised in order that the square root is dened. Hence
and f : Df the denominator has to be different from zero in order that the quotient is dened. Because of x2 x xx 1 24 0 x 0, 1 ,
x R : x 2 R is dened by f x : x 2 for all x Df . In case (b)

Df :
we conclude that
and that g : Dg
x R : x 0 x 1 R is dened by g x : 1x2 x for all x Dg .

Dg : Gf :
Denition 1.1.29. (Graph of a map) Let A and B be some sets and f : B be some map. Then we dene the graph of f by: A
x, f x A B : x A .
Example 1.1.30. Sketch the graphs of the functions f and g from Example 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. Solution: Since the square root assumes only positive numbers, we conclude that f Df y : y 0 . Further for every y
0, , it follows that y2 2 2
y : y 0 f Df and, nally, that f Df y : y 0. Further, for x 0 or x follows that xx 1 0 and hence that g x 0. For 0 x
follows that
and hence that
1, it 1, it
y : y 4 gDg . Finally, for any real y such that y 0 y 4, it follows that
and hence that g x y : y

1 4
1 x 1 xx 1 2 4 4. Hence it follows that 0
g and hence that g Dg
1 2
1 y
1 4
y : y
0 25
y : y 4.
y 2
1.5
0.5
Fig. 5: Gf from Example 1.1.28.
4 2 1 0.5 2 4 6 8 10 0.5 1.5 2 x
Fig. 6: Gg from Example 1.1.28.
26
Denition 1.1.32. (Injectivity, surjectivity, bijectivity) Let A and B be some sets and f : A B be some map. We dene (i) f is injective (or one-to-one) if different elements of A are mapped into different elements of B, or equivalently if f x f y x y
for all x, y A. In this case, we dene the inverse map f 1 as the map from f A into A which associates to every y f A the element x A such that f x y. (ii) f is surjective (or onto) if every element of B is the image of some element(s) of A: f A B . (iii) f is bijective (or one-to-one and onto) if it is both injective and surjective. 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, dene h:Z Z by hn : n 1 for all n 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 1 f 1 1 , 2 f A .
g is injective because if m and n are some natural numbers such that g m g n, then it follows that 0 and hence that m n 27 m m2 n2
m nm n n
and therefore, since g has as its domain the natural numbers, that m n. The inverse g 1 : g A A is given by g 1 l l for all l g A. g is not surjective (and hence also not bijective), for instance, since 2 g A. h is injective because if m and n are some natural numbers such that hm hn, then it follows that 0 m 1 n 1 mn
and hence that m n. h is surjective (and hence as a whole bijective) n. The inverse function because for any natural n we have hn 1 h1 : Z Z is given by h1 n n 1 for all n Z. B be a map. Further, Theorem 1.1.34. Let A and B be sets and f : A dene for every y B the corresponding intersection Gf y by Gf y : Then (i) f is injective if and only if Gf y contains at most one point for all y B. (ii) f is surjective if and only if Gf y is non-empty for all y Gf
x, y : x A .
B.
Proof. (i) The proof is indirect. Assume that there is y B such that Gf y contains two points x1 , y and x2 , y . Then, since Gf y is part of Gf , it follows that y f x1 f x2 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 A such that f x1 f x2 . Hence Gf f x1 contains two different points x1 , f x1 and x2 , f x1 . (ii) If f is surjective, then for any y B there is some x A such that y f x and hence x, y Gf y . On the other hand, if Gf y is non-empty for all y B, then for every y B there is some x A such that x, y Gf y and hence, since Gf y is part of Gf , that y f x. Hence f is surjective. (iii) is an obvious consequence of (i) and (ii). 28
(iii) f is bijective if and only if Gf y contains exactly one point for all y B.
y 2
1.5
0.5
Fig. 7: Gf from Example 1.1.28 and parallels to the x-axis.
2 1 0.5 0.5 1.5 2 x
8 10
Fig. 8: Gg 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 x : x 12 x 1, 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 x1 f x2 , then x2 2 x1 2 and hence x1 2 x2 2
x2 . Hence f is injective. Further, for every y in the range of f and x1 there is x 2, such that y x2 and hence x Therefore y2 2 . y2 2
f 1 y
for all y from the range of f . Further, if x1 and x2 are some real numbers 12 different from 1 and such that x2 1 then
x1
x2 2
x2
and hence x1 x2 . Hence the restriction of g to x : x 12 x 1 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 1 x2
x1 x2 x1 x2 1
x ,
30
hence
x 1 2
1 2
1 y 1 y
1 4
and x Therefore
1 . 4
1 y
f 1 y
1 2
1 4
for all y from the range of that restriction of g. Denition 1.1.37. (Composition) Let A, B, C and D be sets. Further, let f :A B and g : C D be maps. We dene the composition g f : f 1 B C D (read: g after f ) by
g f x :
g f x x f 1 B
C .
Note that g f is trivial, i.e., with an empty domain, for instance, if B C . Also note that f 1 B C A if B C. Example 1.1.38. Calculate f f , h h, f h and h f , where f , h are dened 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 Z:
f f n h hn h f n f hn
f f n hhn hf n f hn
f n2 n2 2 n4 , hn 1 n 1 1 n 2 , hn2 n2 1 , f n 1 n 12 n2 2n 1 . f
Note in particular that h f
h.
31
Example 1.1.39. Let A and B be sets. Moreover, let f : A 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 f A, the map f 1 associates the corresponding x A which satises f x y. In particular, it associates to f x the element x for all x A. Hence f 1 f idA , f
f 1
C
idf A C is dened by
where for every set C the corresponding map idC : C idC x :
for all x C. Further, if f is bijective, f A f
B and hence
f 1
idB .
Theorem 1.1.40. (Graphs of inverses of maps) Let A and B be sets and f :A B be an injective map. Moreover, dene R : X Y Y X by Rx, y : for all x A and y
y, x
B. Then the graph of the inverse map is given by Gf 1 RGf . Proof. : Let y, f 1y be an element of Gf 1 . Then y f A and f 1 y A is such that f f 1 y y. Therefore f 1 y , y Gf and y, f 1y Rf 1y, y RGf . : Let f x, x be some element of RGf . Then f 1 f x x and
hence
f x, x f x, f 1f x Gf 1 .
32
y 2
Fig. 9: Gf , Gf 1 from Example 1.1.28 and the reection 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 0, 2 , f 1 1 , f 1 3 , f 1 0, 2 . In addition, nd the maximal domain D R that contains the point 8 and is such that f D is injective. Finally, calculate the inverse of the map h : D f D dened by hx : f x for all x D. a) f x : b) f x : c) f x : 2 sin3x , x R , 3 cos2x , x R , tanx23 , x x 2k 1, 2k 1 : k g?
2) Dene f : R R and g : R1 R by f x : and g x : x 12 x 1 for x R1. Is f
Z . x 1 for x R
33
y 1
y 2
1
1 x
1
1
2
1
Fig. 10: Subsets of R2 . Which is the graph of a function? R be dened such that the given equation below is 3) Let f : Df satised for all x Df and such that Df R is a maximal. In each of the cases, nd the corresponding Df , the range of f , and draw the graph of f : a) b) c) d) e) f) g) h) f x f x f x f x f x f x f x f x x2 3 , 1 x , 11 x , x2 x , x x , x 13 , x2 1 , sinx .
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) b) c)
x, y R2 : x2 y x 1 0 x, y R2 : x yy 1 , x, y R2 : y2 6xy 9x2 x R : 1 x R : 1
f x : x
, 0
6) In each of the following cases, nd a bijective function that has domain D and range R and calculate its inverse. a) D b) D 7) 2, R x R : 3 x 7 , x 1, R x R : x 3 . R such that 2 x2 9
a) Dene f : Df
R and g : Dg
x1 , g x : x3
34
for all x Df , x 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 f g 5 and g f 5. Give explanations. 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) Dene f : R f x : R, g : R R and h : R R by 1x 1 x , g x : 1 x x2 , hx :
for every x R. Calculate
10)
f f x , f gx , g f x , g gx , f hx , h f x , g hx , h gx , h hx , f g hx , f g hx for every x R. Dene f : R R, g : R R and h : x R : x 0 R by f x : x a , g x : ax , hx : xa for every x in the corresponding domain, where a R. For each of these functions and every n N , determine the n-fold composition
with itself. R by f x :
11) Dene f : R
1 2 x13 17 , gx :
cos2x
for every x 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 that f 1 B1 f 1 B1 B2 B2 B and B1 , B2 be subsets of B. Show f 1 B1 f 1 B1 f 1 B2 , f 1 B2 .
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 its volume.
0 as a function of
1 15) Consider a circle Sr of radius r 0 around the origin of an xydiagram. 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.
0 16) From each corner of a rectangular cardboard of side lengths a 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 earths gravitational eld which is at rest at 0 above the surface. Its height s and time t 0 and at height s0 speed v as a function of time t are given by st 1 s0 gt2 , v t 2
gt ,
where g is approximately 9.81ms2 . 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. Denition 1.2.1. Let x1 , x2 , . . . be a sequence of elements of R and x R. Then we dene lim xn x
n
if for every
0, there is a corresponding n0 such that for all n xn x ,
n0 :
i.e., from the n0 -th member on, all remaining members of the sequence are within a distance from x which is less than . 1 In this case, we say that the
1
As a consequence, only nitely many members have distance
from x.
36
2 1.75 1.5 1.25 1 0.75 0.5 0.25 10 20 30 40 50 n
Fig. 11: n, n 1n for n
1 to n
50 and asymptotes.
sequence x1 , x2 , . . . is convergent to x. Note that in this case for xn xn x x xn x
for all n N , apart from nitely 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 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 : Then lim xn a .
n
a for all n
N.
Example 1.2.3. Investigate whether the following limits exist. (i)

n
lim 37
n1 n
(1.2.1)
2 1.5 1 0.5 10 0.5 1 1.5 2 20 30 40 50 n
Fig. 12: n, 1n n 1n for n
1 to n
50 and asymptotes.
50
40
30
20
10
10
20
30
40
50
Fig. 13: n, n2 1n for n
1 to n
50 and an asymptote.
38
(ii)
lim 1n
n1 , n
(1.2.2)
(iii)
n
lim
n2 1 n
(1.2.3)
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 dont exist. Indeed
n
lim
n1 n
1.
(1.2.4)
0. Further, let n0 be some For the proof, let be some real number natural number 1. Then it follows for every n N such that n n0 :
n 1 n
1 n
1 n0
and hence the statement (1.2.4). The proof that (1.2.2) does not exist proceeds indirectly. Assume on the contrary that there is some x R such
n
lim 1n
n1 n
x.
Then there is some n0
N such that n n1 1 x
1 4
for all n N such n n0 . Without restriction of generality, we can assume that n0 4. Then it follows for any even n N such that n n0 : x1 1 4
n 1 n
x 1 n
n 1 n
x 1 n
1 4
1 n
1 4
1 2 39
and for any odd n N such that n x1 1 4

n 1 n
n0 :
n 1 n 1 x n
x
1 , 2
1 n
1 4
1 n
1 4
and hence we arrive at the contradiction that 2 x 1 x 1 x1
x1
1 2
1 2
1.
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 R such n2 1 lim x. n n 0. Finally, let n0 be some natural Further, let be some real number number x . Then it follows for n n0 that
2 n 1 n
1 n
nx
1 n
nx
Hence there is an innite number of members of the sequence that have a distance from x which is greater than . 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 inconsistent with logic, and then would have to be abandoned, if it turned out that some sequence has more than one limit point. Part i 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, x, y R. (i) If
n
lim xn
x and lim xn
n
x,
then x (ii) If
x. lim xn x and lim yn

n
y,
then
lim xn yn
xy . y,
(iii) If
n
lim xn
x and lim yn
n
then
lim xn yn
xy . 0,
(iv) If
n
lim xn lim
x and x 1 xn 1 . x
then
n
Proof. (i): The proof is indirect. Assume that the assumption in (i) is true and that x x. Then there is n0 N such that for n N satisfying n n0 : xn x xx 1 x x and xn x 2 x xn 41 1 xx . 2 xn x xx .
Hence it follows the contradiction that x xn xn x
Hence it follows that x x. (ii): Assume that the assumption in (ii) is true. Further, let 0. Then there is n0 N such that for n N with n n0 : xn x and yn y 2 2 and hence xn yn x y xn x
yn y
(iii): Assume that the assumption in (iii) is true. Further, let 0 and 0 such that x y . (Obviously, such a exists.) Then there is n0 N such that for n N with n n0 : xn x Then xn yn x y xn yn xn y xn y x y xn yn y xn x y xn x yn y x xn x y . and yn y 2 . 2
yn y
(iv): Assume that the assumption in (iv) is true. Further, let 0 and 0 such that 1 x x min x , . (Obviously, such a exists.) Then there is n0 N such that for n N satisfying n n0 : xn and hence also xn and
1 x
x x
xn x
0 .
1 x
xn x xn x
xn x x x
42
for all n N. Further, let Then
Theorem 1.2.5. Let x1 , x2 , . . . and y1 , y2, . . . be sequences of real numbers such that xn yn lim yn 0. 0.
lim xn
Proof. Let that for all n
0. Since y1 , y2 , . . . is convergent to 0, there is n0 xn yn yn
N such
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 R, respectively. Further let xn yn for all n N. Then also x y. Proof. The proof is indirect. Assume on contrary that x follows the existence of an n N such that, both, x xn xn x 1 x y and 2 yn y yn y y. Then it 1 x y . 2
and hence the contradiction xy Hence x y. x y yn xn xy .
for all m, n N satisfying m
Denition 1.2.7. (Cauchy sequences) We call a sequence x1 , x2 , . . . of real numbers a Cauchy sequence if for every 0 there is a corresponding n0 N such that xm xn n0 and n 43 n0 .
x 1
0.8
0.6
0.4
0.2
10
20
30
40
50
Fig. 14: (n, xn ) from Example 1.2.8 for n
1 to n
50.
Example 1.2.8. Dene x1 :
0, x2 :
1 and
xn2 :
1 xn xn1 2
for all n N . Show that x1 , x2 , . . . is a Cauchy sequence. Solution: First, it follows for every n N that xn2 is the midpoint of the interval In between xn and xn1 given by In [xn , xn1 ] if xn xn1 and In [xn1 , xn ] if xn xn1 . Further, xn2 xn1 1 xn xn1 xn1 2
1 xn1 xn . 2
I2 I3 . . . and that .
0
Hence it follows by the method of induction that I1 xn1 xn 0 and n0 As a consequence, if satisfying m follows for m, n N
1n1
2n1
N is such that 21n

n0 and n
n0 that xm
, then it In0 and
44
therefore that
xm xn
2n0 1
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 R and 0. Then there is n0 N such that xn x for all n N satisfying n xm xn xm x xn x 2 xm x
n0 . The last implies that
xn x
for all n, m N satisfying n Cauchy sequence.
n0 and m
n0 . Hence x1 , x2 , . . . is a
That every Cauchy sequence of real numbers is convergent is a deep property of the real number system. This is proved in the Appendix, see the proof of Theorem 4.1.11 in the framework of Cantors (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 dene S : x1 , x2 , . . . . In case that S is nite, there is a subsequence x1 , x2 , . . . which is constant and hence convergent. In case that S is innite, we choose some element xn1 of the sequence. Since S is bounded, there is a 0 such that S I1 : a4, a4. At least one of the intervals a4, 0, 0, a4 contains innitely many elements of S. We choose such interval I2 and xn2 I2 such that n2 n1 . In particular I2 I1 . Bisecting I2 into two intervals, we can choose a subinterval I3 I2 containing innitely many elements of S and xn3 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 a2k for every k N . Also, we arrive at a subsequence xn1 , xn2 , . . . of x1 , x2 , . . . such that xk Ik for every k N . For given 0, there is k0 N such that a2k0 . Further, let k, l N be such that k k0 and l k0 . Then it follows that xk Ik0 , xl Ik0 and therefore that xk xl a2k0 . Hence xn1 , xn2 , . . . is a Cauchy sequence and therefore convergent according 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 xn1 for all n N, which is also bounded from above, i.e., for which there is M 0 such that xn M for all n 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 theorem, 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, xn for all n N . Otherwise, there is m is such that nk0 m, then xnk for all k x
N such that xm
x
x. If nk0
xm
N such that k
k
k0 . This implies that lim xnk xm x.
Further, for
0, there is k0 such that xnk
for all k N such that k n nk0 that xn x
k0 . Hence it follows for all n x xnk0 xnk0
N satisfying
.
x xn
Therefore, x1 , x2 , . . . is convergent to x. Corollary 1.2.13. Let x1 , x2 , . . . be an decreasing sequence of real numbers, i.e., such that xn1 xn for all n N, which is also bounded from below, i.e., for which there is a real M 0 such that xn M for all n 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
10
20
30
40
50
Fig. 15: (n, xn ) from Example 1.2.14 for n
1 to n
50.
for all n N 1 is convergent. Solution: The sequence x1 , x2 , . . . is bounded from below by 0. In addition, xn1 2n 1 xn 2n 1 xn
Example 1.2.14. Show that the sequence x1 , x2 , . . . dened by x1 : and 1 3 . . . 2n 1 xn : 2 4 . . . 2n
12
for all n N and hence x1 , x2 , . . . is decreasing. Hence x1 , x2 , . . . is convergent according to Corollary 1.2.13. See Fig 15. Denition 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 R such that x M (x M) for all x 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 (inmum of S) and denoted by sup S (inf S). Proof. First, we consider the case that S is bounded from above. For this, we dene 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: B:
a R : There is x S such that x b R : x b for all x S .
a ,
Since S is non-empty and bounded from above, these sets are non-empty. In addition, for every a A and every b B, it follows that a b. Let a1 A and b1 B. Recursively, we construct an increasing sequence a1 , a2 , . . . in A and a decreasing sequence b1 , b2 , . . . in B by an1 : bn1 :
an bn2
an bn an bn2
for every n N . According to Theorem 1.2.12, both sequences are convergent to real numbers a and b, respectively. Since, for all n N , it follows that a b. In the following, we show that b sup S. For every x S, it follows that x bn for all n N and hence that x b. Hence b is an upper bound of S. Let be an upper bound of b b. Then there is n N such that an . Since an is no S such that b b Therefore, b is the smallest upper bound for S, the same is also true for b. upper bound of S, i.e., b sup S. Finally, we consider the case that S is bounded from below. Then S : x : x S 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 supS is the largest lower bound of S, i.e., inf S exists and equals supS . 49 bn an
if an bn 2 A if an bn 2 B
if an bn 2 A if an bn 2 B ,
b1 a1 2n1
Example 1.2.17. Prove that there is a real number x such that x2 Solution: For this, we dene S:
2.
y R : 0
y2
2 .
Since 0 S, S is a non-empty. Further, S does not contain real numbers y 2 since the last inequality implies that y 2 2 y 2y 2 2 2. Hence S is bounded from above. We dene 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 N that
1 n
x2 2 Hence if n
2x 1 . n
x2 2
2x n
1 n2
x2 2
2x n
1 n
(2x 1)(2 x2 ) it follows that
1 n
and therefore that x (1n) S. As a consequence, x is no upper bound for S. Second, we assume that x2 2. Then it follows for 0 that
x 2 2 x2 2 2x 2 Hence if (x2 2)(2x), it follows that x 2 2 .
x2 2 2x .
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 dene the exponential function using sequences using an elementary approach by O. Dunkel, 1917 [14] which does not use Bernoullis equation. 50
2.74
2.73
2.72
2.71
10
12
14
Fig. 16: n, xn , n, yn from Lemma 1.2.18 and n, e for n
1 to n
15.
Lemma 1.2.18. Let x R. Dene
xn :
x 2n , yn : 2n
x 2n 2n
for all n Z. Then for all n N such 2n1 0 and xn1

xn y
n
x: yn1 (1.2.5)
xn
yn x2 . 4m2
(1.2.6) x . Then x m x m 0, 0
Proof. For this let n N be such that m :

2n1 1 1
1 1
x 2 2m x 2 2m
1 1
x m x m
x 4m2 x 4m2
2
51
and hence 0 Finally, it follows that yn xn

xn1
xn and 0
yn
yn1 .
1 1
x 2m x 2m 1 2m 2m 2m x 2 2m x 1 1 2m 2m 1 x 2m x2 1 1 4m2 2m 1 x2 4m2
0
x2 4m2
x2 4m2
2m1
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 dene the following: Denition 1.2.19. We dene the exponential function exp : R expx : for all x R. Then we conclude Theorem 1.2.20. (i) e and ex
x
R by
ex :
lim 1
x 2n 2n
0 for all x R.
lim 1
x 2n 2n
52
(ii) 1x
for all x R such x (iii) for all x, y
x 2n 2n
1 and all n N. exy ex ey
x 2n 2n
1x
(1.2.7)
Proof. From (1.2.6), it follows for every x R: xn lim 1 n yn and hence by the limit laws Theorem (1.2.4) that xn lim yn lim lim xn n n yn n
R.
and by (1.2.5) and Theorem 1.2.6 that ex 0 for all x 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 R and n N is such that m : 2n max4 x , 4 y , 2 x y , then m y m x m 1 m 1 m hm 1 m m 1 xmy where is such that hm xy mxy 1. Hence by (1.2.7) hm :
1 hm
hm m
1 , 1 hm
m
and it follows by Theorem 1.2.4 and Theorem 1.2.6 that ex ey exy
lim
hm m
1.
53
Problems 1) Below are given the rst 8 terms of a sequence x1 , x2 , . . . . For each nd a representation xn f n, n 1, . . . , 8, where f is an appropriate function. a) b) c) d) e) f) g) h) i) j) k) l) 2, 4, 6, 8, 10, 12, 14, 16, 2, 4, 8, 16, 32, 64, 128, 256, 1, 1, 1, 1, 1, 1, 1, 1, 1, 3, 6, 10, 15, 21, 28, 36, 1, 34, 57, 710, 913, 1116, 1319, 1522, 2, 0, 2, 0, 2, 0, 2, 0, 57, 0, 79, 0, 911, 0, 1113, 0, 1, 1, 46, 824, 16120, 32720, 645040, 12840320, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 0, 0, 1, 0, 1, [0, 0, 0, 1,] 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
n
lim 1n
0.
Give details. a) b) c) d) e) f) g) xn xn xn xn xn xn xn : : : : : : :
1 1n, n N , 5 2 1n 3 1n2 , n N , 1 4 1n2 3 1n2, n N , 3n2 , n N , 2n 1n 3, n N , 3n2 6n 107n2 3n 5, n N , 3n2 6n 107n3 3n 5, n 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) c) e) g) i)
xn : xn : xn : xn : xn :
n 1 n 1 1n 1 n
b)

xn : xn : xn : xn : xn :
1n
n 1
d) f) h) j)
1n
n
sinn
n n2 1
sin
n
2
cosn
n2 n2 1
4) The table displays pairs n, sn , n 1, . . . , 10, where sn is the measured height in meters of a free falling body over the ground after n10 seconds and at rest at initial height 4m.
for every n N .
n3 n2 1
n2 n n3 1
1, 3.951 2, 3.804 3, 3.559 4, 3.216 5, 2.775 6, 2.236 7, 1.599 8, 0.864
5) The table displays pairs 2n10, Ln, n 1, ..., 8, where 2n10 is the pressure in atmospheres (atm) of an ideal gas (, at constant temperature of 20 degrees Celsius,) conned to a volume which is proportional to the length Ln . The last is measured in millimeters (mm).
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 n10, n 1, . . . , 10, where f is an appropriate function, and predict the time when the body hits the ground.
0.2, 672 0.4, 336 0.6, 224 0.8, 168 1.0, 134.4 1.2, 112 1.4, 96 1.6, 84
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 representation Ln f 2n10, n 1, . . . , 8, where f is an appropriate function, and predict L10 .
1.2.2 Continuous Functions The next denes the continuity of function at a point by its property to commute with limits taken at that point. 55
Denition 1.2.21. (Sequential continuity) Let f : D R be a function and x D. Then we say f is continuous in x if for every sequence x1 , x2 , . . . of elements in D from
lim x
it follows that
lim f x
lim x
f x .
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 R be dened by f x : for all x 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 0, there is n0 N such that for n N with n n0 : a and hence also that f xn f x and axn b ax b lim f xn axn ax f x . a ax b
xn x
xn x
An example for a function which is discontinuous in one point.
56
Example 1.2.23. Consider the function f : R f x : for x 0 and f 1 : 1. Then
R dened by
x x
1 lim n n but
n
0 and lim
n
1 n
0,
lim f
1 n
1 and lim f
n
1 n
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) Dene f : R by R 1 if x is rational f x : 0 if x is irrational for every x R. For the proof that f is everywhere discontinuous, let x R. Then x is either rational or irrational. If x is rational, then xn : x 2n for every n N is irrational. (Otherwise, 2 nxn x is a rational number. ) Hence
n
lim f xn
f x ,
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
n
lim f xn
f x ,
and f is discontinuous in x also in this case. 57
Remark 1.2.25. The statement

x
lim f x
a
b,
for some real-valued function f , x varying in the real domain of f and some real numbers a and b, is per denition equivalent to the statement: For every sequence x1 , x2 , x3 , . . . in the domain of f converging to a it follows that lim f xn b .
n
In addition, the statement

x
lim f x
is per denition equivalent to the statement: For every sequence x1 , x2 , x3 , . . . in the domain of f which is such that for every n N there are only nitely many members n, it follows that
n
lim f xn lim f x
b.
Finally, the statement

x
b,
is per denition equivalent to the statement: For every sequence x1 , x2 , x3 , . . . in the domain of f which is such that for all n N there are only nitely many members n, it follows that
n
lim f xn
b.
One main application of continuous functions is given by the following: Theorem 1.2.26. (Existence of maxima and minima of continuous funcR be a continuous function tions on compact intervals) Let f : a, b 58
0.5
0.5
0.5
0.5
Fig. 17: Graph of f from Example 1.2.23.
0.4
0.3
0.2
0.1
0.2
0.4
0.6
0.8
59
where a and b are real numbers such that a such that f x0 f x f x0 for all x a, b.
b. Then there is x0 f x
a, b
Proof. For this, in a rst step, we show that f is bounded and hence that sup f a, b exists. In the nal step, we show that there is c a, b such that f c sup f a, b. For this, 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 , . . . such that f xn n (1.2.8)
for all n N. Hence according to Theorem 1.2.11, there is a subsequence xk1 , xk2 , . . . of x1 , x2 , . . . converging to some element c a, b. Note that the corresponding sequence is f xk1 , f xk2 , . . . is not converging as a consequence of (1.2.8). But, since f is continuous, it follows that f c
k
lim f xnk
Hence f is bounded. Therefore let M : sup f a, b. Then for every n N there is a corresponding cn a, b such that f cn M 1 . n (1.2.9)
Again, according to Theorem 1.2.11, there is a subsequence ck1 , ck2 , . . . of c1 , c2 , . . . converging to some element c a, b. Also, as consequence of (1.2.9), the corresponding sequence f ck1 , f ck2 , . . . is converging to M and by continuity of f to f c. Hence f c M and by the denition of M: f c M f x for all x a, b. By applying the previous reasoning to the continuous function f , it follows the existence of a c such that
f c f x
60
and hence also for all x a, b.
f c
f x
A simple example of a function which is discontinuous in one point and does not assume a maximal value is: Example 1.2.27. Dene f : 0, 1 f x : See Fig. 18. Another important application is given by the so called intermediate value theorem: Theorem 1.2.28. (Intermediate value theorem) Let f : a, b R be b. a continuous function, where a and b are real numbers such that a Further, let f a f b and f a, f b. Then there is x a, b such that f x . Proof. Dene 1 x2 x 12 R by if 0 x 12 if 12 x 1 .
x a, b : f x . Then S is non-empty, since a S, and bounded from above by b. Hence c : sup S exists and is contained in a, b. Further, there is a sequence
S: 1 (1.2.10) n for all n N. Hence x1 , x2 , . . . is converging to c, and it follows by the continuity of f that lim f xn f c . for all n N, it follows that f c . As Moreover, since f xn a consequence, c b. Now for every x c, b, it follows that f x 61
n
x1 , x2 , . . . in S such that
xn c
y 3
0.5
0.5
because otherwise c is not an upper bound of S. Hence there exists a sequence y1 , y2 , . . . in c, b which is converging to c. Further, because of the continuity of f lim f yn f c and hence f c that c a and c . Finally, it follows that f c b.
n
and therefore also
Corollary 1.2.29. Let f : a, b R be a continuous function where a and b are real numbers such that a b. Moreover, let f a 0 and f b 0. Then there is x a, b such that f x 0. Example 1.2.30. Dene f : R f x : R by x3 x 1
for all x R. Then by Theorems 1.2.37, 1.2.39 below, f is continuous. Also, it follows that f 1
0 and f 0 62
and hence by Corollary 1.2.29 that f has a zero in 1, 0. 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 1, 0 is 0. Hence it follows by Corollary 1.2.29 that there is a zero in the interval 1, 0.5. 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 R by numbers. Dene the polynomial p : R px : a0 a1 x a2n x2n x2n1 0.
for all x R. Then there is some x R such that f x
Proof. Below in Example 1.2.40, it is proved that p is continuous. Further, dene x0 : 1 max a0 , a1 , . . . , a2n . Then
a0 a1 x0 a2n x2n a0 a1 x0 a2n 0 2n 2n 2n x0 1 1 x0 x0 x0 1 1 x0 1 0. Also
x0
2n
and hence px0
a0 a1 x0 a2n x0 2n x0 1 1 x0 x2n 0
a0 a1 x0 a2n 2n x0 1 1 x0 2n1
x0
2n
and hence px0 0. Hence according to Theorem 1.2.28, there is x x0, x0 such that f x 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
0.2
0.4
0.6
0.5
Example 1.2.33. Dene f : 0, 2 f x :
R by sin1x
for 0 x 2 and f 0 : 0. Then f is not continuous (in 0), but assumes all values in the in the interval f 0, f 2 0, 1. Note also that f has an innite number of zeros, located at 1n for n N . R be a continuous function, where a and Theorem 1.2.34. Let f : a, b b are real numbers such that a b. Then the range of f is given by f a, b for some ,
(1.2.11)
R such that
Proof. Denote by , the minimum value and the maximum value of f , respectively, which exist according to Theorem 1.2.26. Then for every x , f x . 64
Further, let xm , xM a, b be such that f xm and f xM , respectively. Finally denote by I the interval xm , xM if xm xM and xM , xm 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 , is in its range. Theorem 1.2.35. Let f : a, b R, where a, b R are such that a b, be continuous and strictly increasing, i.e., for all x1 , x2 a, b such that x1 x2 it follows that f x1 f x2 . 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 , R such that the range of f is given by , and hence that f 1 : ,
a, b .
Now let y be some element of , and y1 , y2, . . . be some sequence of elements of , that is converging to y, but such that f 1 y1 , f 1 y2, . . . is not converging to f 1 y . Then there is an 0 along with a subsequence yn1 , yn2 , . . . of y1 , y2 , . . . such that
1 f y nk
f 1y
(1.2.12)
for all k N . According to the Bolzano-Weierstrass Theorem 1.2.11, there is a subsequence ynk1 , ynk2 , . . . of yn1 , yn2 , . . . such
l
lim f 1 ynkl
(1.2.13)
for some x a, b. Hence it follows by the continuity of f that

l
lim ynkl
f x
and y f x, since ynk1 , ynk2 , . . . is also convergent to y, but from (1.2.12) it follows by (1.2.13) that x f 1 y 65
which, since f is injective, leads to the contradiction that y f x .
Hence such y and sequence y1 , y2 , . . . dont exist and f 1 is continuous.
Denition 1.2.36. Let f1 : D1 R, f2 : D2 R be functions such that D1 D2 . Moreover, let a R. Then we dene f1 f2 : D1 D2 R (read: f plus g) and a f1 : D1 R (read: a times f ) by
f1 f2 x :
for all x D1 for all x D1 . D2 and
f1 x f2 x a f1 x
a f1 x :
Theorem 1.2.37. Let f1 : D1 R, f2 : D2 R be functions such that D1 D2 . Moreover let a R. Then it follow by Theorem 1.2.4 that (i) if f1 and f2 are both continuous in x continuous in x, too,
D1
D2 , then f1
f2 is
(ii) if f1 is continuous in x D1 , then a f1 is continuous in x, too. Denition 1.2.38. Let f1 : D1 R, f2 : D2 R be functions such that D1 D2 . Then we dene f1 f2 : D1 D2 R (read: f1 times f2 ) by f1 f2 x : f1 x f2x R , then we dene 1f1 :
for all x D1 D2 . If moreover Ranf1 D1 R (read: 1 over f1 ) by
1f1 x :
for all x D1 . 66
1f1 x
Theorem 1.2.39. Let f1 : D1 D1 D2 .
R, f2 : D2
R be functions such that
(i) If f1 and f2 are both continuous in x continuous in x, too.
D1
D2 , then f1 f2 is
(ii) If f1 is such that Ranf1 R as well as continuous in x D1 , then 1f1 is continuous in x, too. Proof. For the proof of (i), let x1 , x2 , . . . be some sequence in D1 which converges to x. Then for any N D2
f1 f2x f1 f2x f1x f2x f1xf2 x f1 x f2 x f1 xf2 x f1 xf2 x f1 xf2 x f1 x f1 x f2 x f1x f2 x f2 x f1 x f1 x f2 x f2 x f1x f1 x f2 x f1x f2x f2 x
and hence, obviously,
lim f1 f2 x
f1 f2x .
For the proof of (ii), let x1 , x2 , . . . be some sequence in D1 which converges to x. Then for any N
1f1x 1f1 x 1f1x 1f1x f1 x f1 x f1x f1x

lim 1f1 x
1f1 x .
67
Example 1.2.40. Let n N and a0 , a1 , . . . , an be real numbers. Then the corresponding polynomial of n-th order p : R R dened by px : for all x 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 f x : x3 2x2 x 1 x2 3x 2 (1.2.14) a0 a1 x an xn
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 R1, 2 . R,
Further, as a consequence of Example 1.2.40, the polynomials p1 : R p2 : D R dened by p1 x : p2 x : x3 2x2 x 1 , x2 3x 2
for all x R and x D, respectively, are continuous. Since p2 R R , it follows by Theorem 1.2.39 that the function 1p2 is continuous. Finally from this, it follows by Theorem 1.2.39 that p1 p2 is continuous. Theorem 1.2.42. Let f : Df R, g : Dg R be functions and Dg be a subset of R. Moreover let x Df , f x Dg , f be continuous in x and g be continuous in f x. Then g f is continuous in x.
Proof. For this, let x1 , x2 , . . . be a sequence in Dg f converging to x. Then f x1 , f x2 , . . . is a sequence in Dg . Moreover since f is continuous in x, it follows that lim f x f x .
68
y 3
2 1
Fig. 21: Graph of sin, arcsin and asymptotes.
Finally, since g is continuous in f x it follows that
lim g f x
lim g f x
g f x
g f x .
Example 1.2.43. Show that f : R f x :
R dened by x
for all x R, is continuous. Solution: Dene the polynomial p2 : R R by p2 x : x2 for every x R. According to Example 1.2.40, p2 is continuous. Then f s2 p2 , where s2 denotes the square-root function on 0, , which, by Theorem 1.2.35, is continuous as inverse of the strictly increasing restriction of p2 to 0, . Hence f is continuous by Theorem 1.2.42. Example 1.2.44. The functions sin : R R and exp : R 2, 2, cos : R uous. Show that arcsin : 1, 1 69 R are continR, arccos :
y 3
2 1
Fig. 22: Graph of cos, arccos and asymptotes.
y 3
1 1
Fig. 23: Graph of tan, arctan and asymptotes.
70
y 3
1 1
Fig. 24: Graph of exp, ln.
1, 1
0, , tan : 2, 2 R, arctan : R 2, 2 and the natural logarithm function ln : 0, R are continuous. Solution: Since the restriction of sin to 2, 2 and exp are in particular increasing, their inverses arcsin and ln are continuous according to Theorem 1.2.35. Further since
cosx sin x
for all x R, the cosine function is continuous as composition of continuous functions according to Theorem 1.2.42. Further, the restriction of cos to 0, is in particular increasing and hence its inverse arccos continuous according to Theorem 1.2.35. Also, tan : R k 2 : k Z R dened by sinx tanx cosx for every x R k 2 : k Z is continuous according to Theorem 1.2.39 as quotient of continuous functions. Finally, the restriction of 71
F x 1 sin x tan x
x A cos x B C D
Fig. 25: Sketch for Example 1.2.45.
tan to 2, 2 is in particular increasing and hence its inverse arctan continuous according to Theorem 1.2.35. Example 1.2.45. (Removable singularities) Dene f : R f x sinx x R by
1. Then f is continuous. Proof: By Theofor every x R and f 0 rem 1.2.39, the continuity of sin and the linear function p : R R, dened by px : x, x 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):
sin x x
1 cosx
1 ,
(1.2.15)
for all x 2, 20. For its derivation and in a rst step, we assume that 0 x 2 and consider the triangle ADF in Fig 25, in particular the areas AABF , AACF and AADF of the triangles ABF , ACF and ADF , respectively. Then we have the following relation: AABF AACF 72 AADF
y 2.5
1.5
0.5
1.5
0.5
0.5
1.5
Fig. 26: Graphs of f (red) and h (blue) from Example 1.2.45.
and hence
1 sinx cosx 2 cosx
x 2
tanx 2
sinx 1 . x cosx From this follows, by the symmetries of sin, cos under sign change of the argument, the same equality for 2 x 0. Hence for x 2, 2 0: sinx 1 cos1x 1 x and sinx 1 1 1 1 cosx x cosx and hence nally (1.2.15). Now since h : 2, 2 hx : 1 cosx 73 R dened by
and
1 ,
for all x 2, 2 is continuous, it follows by (1.2.15) and Theorem 1.2.5 the continuity of f also in x 0. Denition 1.2.46. (Limits at innity) Let f : a, R be some continuous function, where a 0. Further let L be some real number. We dene lim f x L if the transformed function f : 0, 1a f x :
x
R dened by
f 1x
for all x 0, 1a and f 0 : L is continuous in 0. In this case, we call the parallel y L to the x-axis a horizontal asymptote of Gf for large positive x. Analogously, we dene for every continuous function R f : , a lim f x L
x
if the transformed function f : 1a, 0 f x :
R dened by
f 1x
for all x 1a, 0 and f 0 : L is continuous in 0. In this case, we call the parallel y L to the x-axis a horizontal asymptote of Gf for large negative x. Example 1.2.47. Consider the function f : 1, f x for all x 1, R, dened by x2 1 x2 1 1 x2 1 x2 74
R dened by
. See Fig. 27. Then the transformed function f : 0, 1

f x :
0.5 x
10
10
1
Fig. 27: Gf and asymptote for Example 1.2.47.
for all x 0, 1, is continuous and hence since f x for all x 0, 1, it follows that
x
f 1x
lim f x
1.
Hence y Fig. 27.
1 is a horizontal asymptote of Gf for large positive x. See
Example 1.2.48. Find the limits lim 2x2 1 , lim x 3x 5 53 f x : 2x2 1 . 3x 5 R by
Solution: Dene f : x R : x
2x2 1 3x 5 75
y 2 1 x
2 1 2
Fig. 28: Gf and asymptotes for Example 1.2.48.
for all x R x 53. Then the transformed functions f corresponding to the restrictions of f to 1, and , 1 are given by the continuous functions 2 x f x : 3 2 x2 x 5x for all x 0, 1 and f x : x x
2 3 2 x2 5x
for all x 1, 0, respectively, and hence

x
lim
2x2 1 3x 5
2 , lim x 3
2x2 1 3x 5
2 . 3
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) b) c) d) e) f x : f x : f x : f x : f x : x7 , xR , x2 , x R , 3 x , x R , x 3x 8 , x R8 , x2 3x 2x2 2x 2 , x R .
2) Assume that f and g are continuous functions in x f 0 2 and lim 2f x 3g x 1 . Calculate g 1.

x 0
0 such that
In the following, it can be assumed that rational functions, i.e., quotients of polynomial functions, are continuous on their domain of denition. In addition, it can be assumed that the exponential function, the natural logarithm function, the general power function, the sine and cosine function and the tangent function are continuous. 3) For arbitrary c, d R, dene fc,d : R fc,d x :
1 x2
R by
4) For arbitrary c R, dene fc : 0, fc x : c
for all x R. Determine c, d such that the corresponding fc,d is everywhere continuous. Give reasons.
1 if x , 1 cx d if x 1, 1 4x 5 if x 1, x sin1x
R by if x 0, if x 0
for all x 0, . Determine c such that the corresponding fc is everywhere continuous. Explain your answer. 5) For every k
R, dene fk : 13, 1 R by 3x1 2x2 if x 13, 1 x1 fk x : k if x 1

77
For what value of k is fk continuous? Give explanations.
6) Dene the function f : R R by f x : x4 10x 15 for all real x. Use your calculator to nd an interval of length 1100 which contains a zero of f (i.e, some real x such that f x 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. a) xn : n1 n , b) xn : n1 n
for all n N. 8) Find the limits. a) lim e n c) lim

n
1 n
, , , ,
b) lim cos
n
cosn n lnn d) lim n n e) lim n1n

n
n1 n
Hint: Use that lnn Hint: Use d)
2 n for n
1.
f) lim
n
n2 6n n
g) lim
n
n13 n 113
, b ,
Hint: Use that a b h) lim

h 0
1 h23 1
h
a3 b 3 for all a a2 ab b2 ,
Hint: Use the hint in g) .
9) Calculate the limits. 17n 4 , b) lim tan a) lim sin n x 2 n5 2 x 8x 15 . c) lim x 5 x5 In each case, give explanations. 10) Find the limits a) limx

3x 2 5x 7
xx 1 ,
78
b) c) d) e) f) g) h) i)
limx limx limx limx limx limx limx limx
xx 1 , sin xx , 3x3 2x2 5x 4 2x3 x2 x 5 , x 1 x2 , x 1 x2 , 3x2 2x 2x2 5 , x2 3 x2 1 , x2 4x 5 x2 2 .
R by f x : x if x is rational 0 if x is irrational
11) Dene f : R
R by f x : 0 if x 0 or if x is irrational and 12) Dene f : R f mn : 1n if m Z and n 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 coincide. Show that f g.
for every x R. Find the points of discontinuity of f .
15) Let a, b R such that a b and f : a, b a, b. By use of the intermediate value theorem, show that f has a xed point, i.e., that there is x a, b such that f x x. 16) Use the intermediate value theorem to prove that for every a 0 0 such that x2 a. That x is there is a uniquely determined x denoted by a.
14) Let D R, f : D R be continuous in some x D and f x 0. By an indirect proof, show that there is 0 such that f x 0 for all x D x , x .
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: st 79 1 2 gt 2 (1.3.1)
for all t R, where g 9.81msec2 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 t, t h, if h 0, t h, t, if h 0, respectively, for some t, h R: st h st tht g t h2 t2 2h g 2ht h2 2h g t
h 2
Hence it follows by Example 1.2.22 that lim st h st 0 tht gt ,
which suggests itself as (and indeed is the) denition of the instantaneous speed v t of the body at time t: v t :
h
lim
A geometrical interpretation of v t is the slope of the tangent to Gs at the point t, st, see Fig. 29. Denition 1.3.1. Let f : a, b R be a function where a, b R such that a b. Further, let x a, b and c R. We say f is differentiable in x with derivative c if for all sequences x0 , x1 , . . . in a, bx which are convergent to x: f xn f x lim c. n xn x In this case, we dene the derivative f x of f in x by f x : c.
st h st 0 tht
gt .
Further, we say f is differentiable if f is differentiable in all points of its domain a, b. In that case, we call the function f : a, b R associating 80
st m 4
s 0.8 s 0.4
1 0.8 0.4 t sec
0.2
0.4
0.6
0.8
1.2
Fig. 29: Gs, secant line and tangent at 0.4, s0.4.
to every x a, b the corresponding f x the derivative of f . Higher order derivatives of f are dened recursively. If f k is differentiable for k N , we dene the derivative f k1 of order k 1 of f by f k1 : f k , where we set f 1 : f . In that case, f will be referred to as k 1times differentiable. Frequently, we also use the notation f : f 2 and f : f 3 . Theorem 1.3.2. Let f : a, b R be a function where a, b R such b. Further, let f be differentiable in x a, b. Then f is also that a continuous in x. Proof. Let x0 , x1 , . . . be a sequence in a, b which is convergent to x. Obviously, it is sufcient to assume that x0 , x1 , . . . is a sequence in a, bx. Then it follows by the limit laws Theorem 1.2.4 that
n
lim f xn f x
lim
f xn f x xn x f x .
nlim xn x
and hence that
lim f xn
81
Example 1.3.3. Let c R, n N and f, g : R f x : f x for all x R. c , g x : 0 , g x xn for all x R. Then f, g are differentiable and
R be dened by
nxn1
Proof. Let x R and x0 , x1 , be a sequence of numbers in Rx which is convergent to x R. Then:
lim
Further, for any
N: x n xn g x g x x x x x n1 n2 x x x x xn2 xn1
xn1 xn2 x xxn2 xn1 nxn1 .
f x f x x x
lim 0
0.
and hence by Example 1.2.40: lim g x g x x x
Example 1.3.4. The exponential function is differentiable with exp x for all x R. expx
82
Proof. First, we prove that exp is differentiable in 0 with derivative e0 1. For this, let h1 , h2 , . . . be some sequence in R0 which is convergent to 0. Moreover, let n0 N be such that hn 1 for n 0. Then for any such n: hn ehn e0 e0 e h1 hn . hn 0 n 0 and hn 0. In the rst case, it follows by We consider the cases hn (1.2.7) and some calculation that 0 ehn
1 hn
hn
hn h 3 hnn2 4 1 2
12 hn 4
3hn .
Analogously, it follows in the second case that hn hn 1 hn

h e n
ehn
1 hn
hn

hn . 4
Hence it follows in both cases that hn
1 hn
ehn 1 hn hn
3 hn
and therefore by Theorem 1.2.5 that lim 0.
Now let x R and x1 , x2 , . . . be some sequence in Rx which is convergent to x. Then exn ex xn x
exn x 1 xn x , xn x
and hence it follows by Theorem 1.2.4 and the previous result that
n
lim
exn ex xn x
ex
and therefore the statement of this Theorem. 83
y 1
0.5
0.5
Fig. 30: Graph of the modulus function. See Example 1.3.6.
Example 1.3.5. The sine function is differentiable with sin x for all x R. cosx
Proof. Let x R and x1 , x2 , . . . be some sequence in Rx, which is convergent to x. Further dene hn : xn x, n N. Then it follows by the addition theorems for the trigonometric functions sinxn sinx sinx hn sinx xn x hn coshn 1 sinx cosx sinhhn hn n 2 sinx h2n sinhhn2 2 cosx sinhhn n n and hence by Example 1.2.45 and Theorem 1.2.4 that lim sinxn sinx xn x cosx .
84
y 1 0.5 x
0.5
0.5
1
Example 1.3.6. The function f : R f x :
R dened by x
1
n 1 n
for all x R, is not differentiable in 0, because

n
lim
1 n 0 1 1 n 0
lim
0 0
1.
See Fig. 30. Example 1.3.7. The function f : R f x : R dened by x13
for all x R, is not differentiable in 0, because the sequence

1 13
n
013 1 0 n
85
n23
has no limit for n
. See Fig. 31.
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 R.
is convergent to x. Then:
g, a f and f g are differentiable with f g x f x g x , a f x a f x f g x f x g x gx f x for all x I. (ii) If f is non-vanishing for all x I, then 1f is differentiable and 1 f x f x2 f x for all x I. Proof. For this let x I and x1 , x2 , . . . be some sequence in I x which
(i) Then f
f gx f gx f x g xx x x x xx x f x f x f gx gxx gxxx x x x

and
a f x a f x a f xx x x x f x f x f xx x a x x
and hence
lim
f gx f gx f x g xx x x x
86
and
lim
a f x a f x a f xx x x x
0.
Further, it follows that
f gx f gx f x g x gx f xx x x x xx x f x f x f gx x x f x gx gxx gxxx x f xx f x gx gx x
and hence that f gx f gx f x g x gx f xx lim x x 0. If f is does in any point of its domain I, it follows that
1 f x
2
1 f 1x f x f xx x x x 1 f x f xx fxxx x f x 2 2 f x f x x f2x x f x
and hence that
follows.
1 f 1x f x f xx x lim 0. x x Finally, since x1 , x2 , . . . and x I were otherwise arbitrary, the theorem

2
1 f x
87
Example 1.3.9. Let n N and a0 , a1 , . . . , an be real numbers. Then the corresponding polynomial of n-th order p : R R, dened by for all x R, is differentiable and for all x R. p x : px : a0 a1 x an xn a1 nan xn1
Proof. The proof is a simple consequence of Example 1.3.3 and Theorem 1.3.8. Theorem 1.3.10. (Chain rule) Let f : I R, g : J R be differentiable functions dened 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 for all x Dg f .
g f
g f x f x
Proof. For this let x Dg f and x1 , x2 , . . . be some sequence in Dg f x which is convergent to x. Then:
g f x g f x g f x f xx x x x g f x g f x g f xf x f x x x g f xf x f x f xx x x x
lim 0.
g f x g f x g f x f xx x x x Dg f were otherwise arbitrary, the

88
Finally, since x1 , x2 , . . . and x theorem follows.
Example 1.3.11. The cosine and the tangent function are differentiable with cos x sinx for all x R and tan x for all x R Proof. Since
2
k : k Z
1 cos2 x .
1 tan2 x
2 for all x 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 differentiable with derivative cosx sin x cos x cos x
sinx
for all x R. Further, because of tanx
sinx cosx
for all x R k : k Z , it follows by Examples 1.3.5 and Theo2 rems 1.3.8 (i.e., the Quotient Rule) that tan is differentiable with derivative tan x for all x R cosx cosx sinx sinx cos2 x 1 tan2 x
2
1 cos2 x
k : k Z
89
Denition 1.3.12. Let f : U R be a function in several variables, where U is a subset of Rn , n N0, 1. In particular, let i 1, . . . , n, x U be such that the corresponding function f x1 , . . . , xi1 , , xi1 , . . . , xn is differentiable at xi . In this case, we say that f is partially differentiable at x in the i-th coordinate direction, and we dene: f x : xi
f x1, . . . , xi1, , xi1, . . . , xn xi .
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 f xi the map which associates to every x U the corresponding f xi x. Partial derivatives of f of higher order are dened recursively. If f xi is partially differentiable in the j-th coordinate direction, where j 1, . . . , n, we denote the partial derivative of f xi in the j-th coordinate direction by f . xj xj Such is called a partial derivative of f of second order. In the case j we set 2 2 f f : . 2 xi xi xi Partial derivatives of f of higher order than 2 are dened accordingly. Example 1.3.13. Dene f : R2 f x, y : for all x, y R by x3 x2 y 3 2y 2 i,
2
R. Find
f 2, 1 and x 90 f 2, 1 . y
Solution: We have f x, 1 for all x, y x3 x2 2 and f 2, y 8 4y 3 2y 2
R. Hence it follows that

f x, 1 x 3x2 2x , 12y 2 4y ,
x R,
R, and, nally, that
f 2, y y
f 2, 1 x
16 and R by
f 2, 1 y
8.
Example 1.3.14. Dene f : R3 f x, y, z : for all x, y, z
x2 y 3z 3x 4y 6z 5
R. Find
f x, y, z , x f x, y, z and y f x, y, z z
for all x, y, z R. Solution: Since in partial differentiating with respect to one variable all other variables are held constant, we conclude that f x, y, z x f x, y, z z for all x, y, z 2xy 3z 3 , x2 y 3 6 , f x, y, z y 3x2 y 2z 4 ,
R.
Problems
91
1) By the basic denition of derivatives, calculate the derivative of the function f . a) f x : b) f x : c) f x : 1x , x 0, , x 1x 1 , x R1 , x , x 0, .
2) Calculate the slope of the tangent to G(f) at the point 1, f 1 and its intersection with the x-axis. a) f x : b) f x : c) f x : x2 3x 1 , x R , 3x 24x 5 , x R54 , e3x , x R .
3) Calculate the derivatives of the functions f1 , . . . , f8 with maximal domains in R dened by a) f1 x : b) f3 t :
1 3t 5t t 8 , f4 x : 3ex sinx 6 cosx , 3t4 2t 5 5 cos , f6 : c) f5 t : t3 8 tan 2 4 sin7t d) f7 x : sin3x , f8 t : e .

2 4 2
5x8 2x5 6 , f2 :
3 sin 4 cos ,
4) A differentiable function f satises the given equation for all x from its domain. Calculate the slope of the tangent to Gf in the specied point P without solving the equations for f x. a) x2 f x2
2 2
1 2 , 1 2 , b) x 1 x f x 4x2 0 , P 1 c) x f x2 f x arccos1 f x , P 4 1 2 , 1 1 2 .
1, P
2
2,1
2,
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 a) f t b) f t 1 for all t R and such that f 0 2 , 2f t for all t R and such that f 0 R such that
1,
92
6)
2f t 3 for all t R and such that f 0 1 . Let I be a non-empty open interval in R and p, q R. Further, let
f :I R. Show that f x pf x qf x for all x I if and only if f x for all x I, where f : I for all x I.

c) f t
p2 4
q fx
R is dened by epx2 f x
f x :
7) Newtons equation of motion for a point particle of mass m moving on a straight line is given by mf t F f t
(1.3.2)
R, where f t is the position for all t from some time interval I of the particle at time t, and F x is the external force at the point x. For the specied force, give a solution function f : R R of (1.3.2) that contains 2 free real parameters. a) F x b) F x F0 , x R ,where F0 is some real parameter , kx , x R ,where k is some real parameter .
0 8) Newtons equation of motion for a point particle of mass m moving on a straight line under the inuence of a viscous friction is given by mf t f t (1.3.3) for all t R, where f t is the position of the particle at time t, and 0, 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 x, y from the domain, calculate the partial derivatives f xx, y, f yx, y of the given function f . a) f x, y : b) f x, y : c) f x, y : x4 2x2 y 2 3x 4y 1 , x, y R2 , 3x2 2x 1 , x, y R2 , sinxy , x, y R2 .
93
10) Let f : R R and g : R R be twice differentiable functions. Dene ut, x : f x t g x t for all t, x R2 . Calculate u t, x , t u t, x , x
2
u t, x , t2
u t, x x2
for all t, x R2 . Conclude that u satises

2
u t2
u x2
which is called the wave equation in one space dimension (for a function u which is to be determined).
1.4 Applications of Differentiation

Theorem 1.4.1. (Necessary condition for the existence of a local minimum/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 I, i.e, let f x0 for all x such that x0 x f x
f x0 f x x0 , for some 0. Then f x0 0 , I, then it follows for
i.e, x0 is a so called critical point for f . Proof. If f has a local minimum/maximum at x0 sufciently small h R that 1 f x0 h f x0 h is 0 and 0, for h 0 and h Theorem 1.2.6, f x0 is at the same time equal to 0. 0, respectively. Therefore by 0 and 0 and hence, nally,
94
y 1.15 1.1 1.05
0.95 1 0.6 0.4 0.2 0.2 0.4 x
Example 1.4.2. Find the critical points of f : R
R dened by
for all x equation
R.
f x : f x
x4 x3 1 x2 4x 3
Solution: The critical points of f are the solutions of the 0 4x3 3x2
and hence given by x 0 and x 34. See Fig. 32. Note that f has a local extremum at x 34, but not at x 0. Hence the condition in Theorem 1.4.1 is necessary, but not sufcient for the existence of a local extremum. Example 1.4.3. Find the maximum and minimum values of f : , R dened by f x : x 2 cosx
for all x , . Solution: Since f is continuous, such values exist according to Theorem 1.2.26. Those points, where these values are assumed, can be either on the boundary of the domain, i.e., in the points 95
y 5 4 3 2 1 x
1 1 2
or , there f assumes the values 2 and 2 , respectively, or inside the interval, i.e., in the open interval , . 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 5 x , 6 6 since f x 1 2 sinx for all x , . Now f

, f
5 6
5 6
and hence the minimum value of f is 6 3 (assumed inside the interval) and its maximum value is 2 (assumed at the right boundary of the interval). See Fig. 33.
96
Theorem 1.4.4. (Rolles theorem) Let f : a, b R be continuous where a, b R are such that a b. Further, let f be differentiable on a, b and f a f b. Then there is c a, b such that f c 0. Proof. Since f is continuous, according to Theorem 1.2.26 f assumes its minimum and maximum value in some points x0 a, b and x1 a, b, respectively. Now if one of these points is contained in the open interval a, b, the derivative of f in that point vanishes by Theorem 1.4.1. Otherwise, if both of those points are at the interval ends a, b it follows for all x a, b and hence that f is a constant function and by Example 1.3.3 that f c 0, for every c a, b. Hence in both cases the statement of the theorem follows. Example 1.4.5. Show that f : R f x : R dened by x3 x 1 f a f x f b f a
for all x R, has exactly one (real) zero. (Compare Example 1.2.30.) Proof. f is continuous and because of and Corollary 1.2.29 has a zero x0 in 1, 0. See Fig. 19. Further, f is differentiable with f x 3x2 1 0 f 1
0 and f 0
for all x 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 in the interval with endpoints x0 and x1 . Hence f has exactly one zero. Theorem 1.4.6. (Mean value theorem) Let f : a, b R be a continuous function where a, b R are such that a b. Further, let f be differentiable on a, b. Then there is c a, b such that f b f a ba f c .
97
fb
fa x
Fig. 34: Sketch for the Mean Value Theorem 1.4.6.
Proof. Dene the auxiliary function h : a, b hx : for all x with f x f b f a ba
R by
x a f a
a, b.
Then h is continuous as well as differentiable on a, b h x f x hb f c f b f a ba 0. Hence by Theorem 1.4.4 there is
for all x a, b and ha c a, b such that h c
f b f a ba
0.
Theorem 1.4.7. Let f : a, b R be differentiable, where a, b R are such that a b. Further, let f x 0 for all x a, b. Then f is a constant function. Proof. The proof is indirect. Assume that f is not a constant function. Then x2 and f x1 f x2 . Hence it there are x1 , x2 a, b satisfying x1 98
follows by Theorem 1.4.6 the existence of c x1 , x2 such that f x2 f x1 x2 x1 f c 0
and hence that f x1
f x2 . Hence f is a constant function.
Example 1.4.8. (Energy conservation) Newtons equation of motion for a point particle of mass m 0 moving on a straight line is given by mf t F f t (1.4.1)
for all t from some non-empty open time interval I R, where f t is the position of the particle at time t, and F x is the external force at the point x. Assume that F V , where V is a differentiable function from an open interval J f I . Show that E : I R dened by E t : m f t2 V f t 2 (1.4.2)
for all t 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 t mf tf t V f t f t f t mf t F f t 0
for all t 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 consequence, the nding 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 rst order in the derivatives, for an assumed value of the total energy. Theorem 1.4.9. Let f : a, b R be continuous where a, b R are such that a b. Further, let f be differentiable on a, b and such that f x 0 ( f x 0 ) for every x a, b. Then f is strictly increasing ( increasing ) on a, b. 99
Proof. Let x and y be some elements of a, b such that x y. Then the restriction of f to the interval x, y satises the assumptions of Theorem 1.4.6, and hence there is c x, y such that f y f x f cy x f x
f x .
Example 1.4.10. Show that the exponential function exp : R R is strictly increasing. Solution: By Example 1.3.4 and Theorem 1.2.20 it follows that exp x expx 0 for all x 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 for all x 0, (ii) ex for all x 0, 1 (1.4.3)
. .
x1 (1.4.4)
(Compare Theorem 1.2.20.) Proof. Dene the continuous function f : 0, R by f x : ex 1 for all x 0, . Then f is differentiable on 0, with f x ex 0 for all x 0, . Hence f is strictly increasing according to Theorem 1.4.9, and (1.4.3) follows since f 0 e0 1 0. Further, x dene the continuous function g x : e 1 x for all x 0, . Then g is differentiable on 0, with g x ex 1 0 for all x 0, where (1.4.3) has been applied. Hence (1.4.4) follows by Theorem 1.4.9 since g 0 e0 0 1 0. 100
From Example 1.4.10 and (1.4.4), it follows by Theorem 1.2.28 that exp 0,
1,
and hence by part (iii) of Theorem 1.2.20 that the range of exp is given by 0, which therefore is also the domain of its inverse function ln. As a consequence, exp is a strictly increasing bijective map from R onto 0, . See Fig. 24. Example 1.4.12. Show that lna b for all a, b 0. Solution: For a, b ln elna elnb

lna lnb 0, it follows by Theorem 1.2.20 that ln elnalnb

lna b
lna lnb .
Lemma 1.4.13. (An energy inequality for solutions of a differential equation) Let p, q R. Further, let I be some open interval of R, x0 I and f : I R satisfy the differential equation f x p f x q f x for all x I. Finally, dene E x : for all x I. Then for all x I 0 where k: E x E x0 ek xx0 , 0
f x2 f x2
12p
q .
Proof. Since f is twice differentiable, E is differentiable such that E x 2f xf x 2f xf x 101
2f xf x 2 p f x q f x f x 2 1 q f xf x 2 p f x2 for all x I. Hence E is continuous and satises E x
f x f x 2 p f x2 1 q f x2 f x2 2 p f x2
2 1 q 2 f x f x
kE x
for all x I, where it has been used that
f x2 f x2 .
E x kE x
As a consequence,
kE x
Er x : for all x I. Then Er x ekx E x kE x
for all x I. We continue analyzing the consequences of these inequalities. For this, we dene auxiliary functions Er , El by ekx E x , El x : 0 , El x ekx E x ekx E x kE x
for all x 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 x for x x0 and that E x for x x0 . E x0 ekx0 x E x0 ek xx0 . E x0 ekxx0 E x0 ek xx0
102
Theorem 1.4.14. Let p, q R. Further, let I be some open interval of R, x0 I and y0 , y0 R. Then there is at most one function f : I R such that f x p f x q f x 0 (1.4.5) for all x I and at the same time such that f x0 Proof. For this, let f, f : I for all x I and y0 , f x0
y0 .
R be such that f x p f x q f x f x0 0
f x p f x q f x f x0 f x0
y0 , f x0
y0 .
Then u :
f satises u x p u x q ux
ux0 u x0 0.
for all x I and
Hence it follows by Lemma 1.4.13 that ux that f f .
0 for all x
I and hence
Denition 1.4.15. We dene the hyperbolic sine function sinh, the hyperbolic cosine function cosh and the hyperbolic tangent function tanh by
1 x e ex , coshx : 2 sinhx , tanhx : coshx
sinhx :
1 x e ex , 2
for all x metric
R.
Obviously, sinh, tanh are antisymmetric and cosh is sym-
sinhx
sinhx ,
cosx
coshx , tanhx 103
tanhx
3 2
1 1 2 3
Fig. 35: Graphs of the hyperbolic sine and cosine function.

y
0.5
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 R. Also these functions are differentiable and, in particular, sinh cosh , cosh sinh
similarly to the sine and cosine functions. Another resemblance to these functions is the relation cosh2 x sinh2 x
2 2 1 x e ex ex ex 4
for all x R. In particular, this implies that tanh x : for all x R. cosh2 x sinh2 x cosh2 x
1 x e ex ex ex ex ex ex ex 4
1 x x 2e 2e 4
1 tanh2 x
1 cosh2 x
Theorem 1.4.16. Let p, q the unique solution to satisfying f x0
R, D : p24 q and x0 , y0, y0 R. Then

0
f x
y0 and f x0
f x pf x qf x
y0 is given by
for x R if D for x R if D
y0 epxx0 2 coshD 12 x x0 D12 py0 y0 sinhD12x x0 2 epxx0 2 y0

py
0
0,
f x f x
y0 x x0
0 and y0 epxx0 2 cos D 12x x0 D 12 py0 y0 sin D 12x x0 2 0. 105
for x R if D
Proof. For this, we rst notice that for a function h : R h x ph x qhx for all x R if and only if

R satises (1.4.6)
x q p h for all x R, where h : R
hx
(1.4.7)
R is dened by hx : epx2hx (1.4.8)
for all x R. Indeed, it follows by Theorem 1.3.8 that h is twice differentiable if and only if h is twice differentiable and in this case that h x h x e
px 2
p h x hx 2
,
2
px 2
p h x p h x hx 4
for all x R. The last implies that p h x q
epx2
p 4
hx
px 2
p h x p h x hx 4
hx
epx2 h x ph x qhx
for all x R if and only if (1.4.6) is satised for all x hx0 y0 and h x0 y0 if and only if hx0 y0 epx0 2 , h x0
py
0
R.
In addition,
y0
epx0 2 .
(1.4.9)
For the solution of (1.4.7) and (1.4.9), we consider three cases. If D : p24 q 0, then a solution to (1.4.7) and (1.4.9) is given by hx y0 epx0 2 coshD 12 x x0 106
epx0 2 sinhD 12 x x0 2 for x R. If D 0, then a solution to (1.4.7) and (1.4.9) is given by py 0 y0 epx02x x0 hx y0 epx0 2 2 for x R. If D 0, then a solution to (1.4.7) and (1.4.9) is given by
0
D12
py
y0
y0 epx0 2 cos D 12x x0 D 12 py0 y0 epx02 sin D 12x x0 2 for x R. Hence, nally, it follows by (1.4.8) and by Theorem 1.4.14 the statement of this theorem. hx Theorem 1.4.17. (Derivatives of inverse functions) Let f : a, b R be continuous where a, b R are such that a b. Further, let f be differentiable on a, b and such that f x 0 for every x a, b. Then the inverse function f 1 is dened on f a, f b as well as differentiable on f a, f b with 1 1 y f f 1y f (1.4.10) for all y
f a, f b.
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 a, b f a, f b and hence that f 1 is dened on f a, f b. Now let y f a, f b and y1 , y2 , . . . be a sequence in f a, f by which is convergent to y. Then f 1 y1 , f 1y2 , . . . is a sequence in a, bf 1 y which, by the continuity of f 1 , converges to f 1 y . Hence it follows for n N that f 1 yn f 1 y yn y f f 1 yn f f 1 y f 1 yn f 1 y
and hence by the differentiability of f in f 1 y , that f f 1 y by Theorem 1.2.4 the statement (1.4.10). 107
0 and
Example 1.4.18. Calculate the derivative of ln, arcsin, arccos and arctan. Solution: By Theorem 1.4.17, it follows that ln x for every x 0, exp lnx 1 1 explnx 1 x
,
1 sin arcsinx 1 1 cosarcsinx 1 , 1 x2 1 sinarccosx 1 2 1x
arcsin x
2
1 sin arcsinx 1 arccos x arccosx cos 1 2 arccosx 1 cos for all x 1, 1 and arctan x for every x R. tan arctanx 1
1 1 tan arctanx
2
1 x2
Example 1.4.19. In terms of Kruskal coordinates, the radial coordinate 0, of the Schwarzschild solution of Einsteins eld projection r : equation is given by r u, v h1 u2 v 2 for all v, u , where h : 0, hx : for all x 0,
x
1, is dened by
2M
ex2M
. Here
:
v, u R2 : u2 v2 1 ,
108
y 2
1 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 r r , . v u for all v, u [7]. Solution: For this, let v, u conclude by Theorem 1.4.17 that
. In a rst step, we
r u, v 2v h1 u2 v2 2v h h1u2 v2 1 v 2v h ru, v 1 , r u, v 2u h1 u2 v2 2u h h1u2 v2 1 u 2u h r u, v 1 . Since h x 1 x2M 1 x e 2M 2M 2M 109
ex2M
x ex2M 4M 2
for every x
0, this implies that r u, v v r u, v u
8M
2
r2M e
8M u
r2M e
u, v ,
u, v . R, we dene the cor-
Denition 1.4.20. (General powers) For every a responding power function by xa : for all x 0. ealn x
By Theorem 1.3.10, this function is differentiable with derivative a aln x e x for all x 0. 0 (1.4.11) 12.) a ln xa1ln x e x a ln x a1ln x e e x a xa1
Example 1.4.21. Show that for every a lnx
1 a x 1 a
for all x 1. (See Exercise 1.2.2 for an application of the case a Solution: Dene the continuous function f : 1, R by f x : for all x 1 a x 1 lnx a
1. Then f is differentiable on 1, f x 1 a aln x 1 e x a x
with
0
1 aln x e 1 x
for x
1 and f 1
0. Hence (1.4.11) follows by Theorem 1.4.9. 110
A verbalization of the estimate (1.4.11) is that lnx 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 Taylors theorem. Denition 1.4.22. If m, n we dene n
k m
N such that m
n and and am , . . . , an
R,
ak :
am am1 . . . an .
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
ak bk
n k m
n k m
ak
n k m
n k m
bk
k m
and
ak
ak
for every R and bm , . . . , bn R. In addition, we dene for every n N the corresponding factorial n! recursively by 0! : for every k N . Hence in particular, 1! 5! 120 and so forth. 1 , k 1! :
k 1k!
1, 2! 2, 3! 6, 4! 24,
Theorem 1.4.23. (Taylors theorem) Let n N , I be a non-trivial open interval and f : I 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 b
n 1 k 0
f k a
k!
n b ak f n!c b an .
111
(1.4.12)
Proof. Dene the auxiliary function g : I g x : f b

n 1 k 0
R by
f k x
k!
b xk
for all x I. Then it follows that g b tiable with g x
0 and moreover that g is differenn 1 k
n 1
f k1 x
k!
b x
k
f k x
for all x I. Dene a further auxiliary function h : I hx : g x
n 1! b xn1
k 0 n
f x
k 1! b x 1
R by
k 1
for all x I. Then it follows that ha tiable with h x
bx ba
g a 0 and that h is differen-
hb
for all x I. Hence according to Theorem 1.4.4, there is c in the open interval between a and b such that 0 h c
n x n1 fn 1! b xn1 n b bxan ga
n c n1 f 1! b cn1 n bb can ga n
which implies (1.4.12). Taylors Theorem 1.4.23 is usually applied in the following form: Corollary 1.4.24. (Taylors formula) Let n N , I be a non-trivial open interval of length L and f : I R be ntimes differentiable. Finally, let x0 I and C 0 be such that f n x C
112
for all x I. Then
f x
n 1 k 0
f k x 0
k!
x0 k
CLn . n!
for all x I. Remark 1.4.25. The polynomial pn1 x :

n 1 k 0
f k x 0
k!
x x0 k
for all x R in Corollary 1.4.24 is called the n 1-degree polynomial of f centered at x0 . In particular, it follows (for the case n 2) that: p1 x f x0 f x0 x x0
for all x R which is also called the linearization or linear approximation of f at x0 and CL2 f x p1 x 2 if C 0 is such that f x C for all x I. In applications, one often meets the notation f x p1 x
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 : 1, by f x : 1x 113
R dened
y 1.25 1.2 1.15 1.1 1.05 0.1 0.2 0.3 0.4 0.5 x
Fig. 38: Graphs of f and p1 from Corollary 1.4.26.
for all x 1, at x 0, and estimate its error on the interval 0, 12. Solution: f is twice differentiable on 1, with f x 1 1 x12 , f x 2 p1 x
1 1 4
1 1 x32 4
Hence p1 is given by for all x R Because of
1 x 2

x32
1 4
for all x 0, 12.
for all x 0, 12, it follows from (1.4.25) that the absolute value of the relative error satises p1 x f x 1 f x 32
114
Theorem 1.4.27. Let f : a, b R be twice differentiable on a, b, where a, b R are such that a b, and such that f x 0 (f x 0) for all x a, b. Then for all x0 , x a, b such that x0 f x f x0 f x0 x x0
f x
f x0 f x0 x x0
x, i.e., f is convex (f is concave).
0 for all x a, b. For Proof. First, we consider the case that f x this, let x0 a, b and x a, b be such that x x0 . According to Theorem 1.4.6, there is c x0 , x such that f x f x0 x x0 f c .
By Theorem 1.4.9, it follows that f is strictly increasing on x0 , x and hence that f x f x0 f c f x0 x x0 and that f x f x0 f x0 x x0 . (1.4.13) Analogously for x a, b such that x x0 , it follows that there c x, x0 such that f x0 f x f c x0 x and such that f strictly increasing on x, x0 and hence that f x0 f x x0 x f c f x0 0 for all x
which implies (1.4.13). In the remaining case that f x a, b, application of the previous to f gives
f x f x0 f x0x x0
f x f x0 f x0 x x0
and hence for all x0
a, b and x a, bx0 .
115
30 25 20 15 10 5 x
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 x expx 0 for all x R. See Fig. 39. Example 1.4.29. Find the intervals of convexity and concavity of f : R R dened by f x : x4 x3 2x2 1 for all x R. Solution: f is twice continuously differentiable with f x 4x 3x 4x , f x
3 2
12x
12 x
1 4
6x 4
12 x
19 48
1 4
1 1 x 2 3
19 48

for all x R. Hence f is convex on the intervals
1 , 4
19 48
, 116
1 4
19 , 48
y 4
1 2
Fig. 40: Graph of f from Example 1.4.29 and parallels to the y axis through its inection points.
and concave on the interval
1 4
19 1 , 48 4
19 48
Denition 1.4.30. Let f : a, b R be differentiable on a, b, where a, b R are such that a b. We call f convex (concave) if f x f x0 f x0 x x0
f x
x.
f x0 f x0 x x0
for all x0 , x a, b such that x0
The following theorem gives another useful characterization of a function dened on interval I R to be convex. Such function is convex if and only if for every x, y I such that x y the graph of f x,y lies below the straight line between x, f x and y, f y . 117
x
Fig. 41: Graph of a convex function (black) and secant (blue). Compare Theorem 1.4.31.
R be differentiable on a, b, where Theorem 1.4.31. Let f : a, b a, b R are such that a b. Then f is convex if and only if f z f x z x f y f x yx z y. f y y z f y f x yx
for all x, y, z
a, b such that x
Proof. If f is convex, we conclude as follows. For the rst step, let x, y a, b be such that x y. As a consequence of the convexity of f , it follows that f y and hence that f x f xy x , f x f x f y f x yx f y f y x y f y .
This is true for all x, y a, b be such that x y. Not that this implies is strictly increasing. For the second step, let x, y, z a, b be such that f
118
that x z y. By the mean value theorem Theorem 1.4.6, it follows the existence of x, y such that f y f x yx f f . f y f z yz
In the case that
z, it follows by help of the rst step that f z
f y f x yx and hence that f z In the case that z
f y y z
f y f x . yx f z f x zx
, it follows by help of the rst step that f f z
f y f x yx and hence that f z On the other hand, if f z f x z x
f x z x f y f x yx
f y f x . yx f y y z f y f x yx
for all x, y, z a, b such that x z this, note that the previous implies that f z f x zx
y, we conclude as follows. For f y f z . yz z y. It
In the following, let x, y, z, a, b be such that x follows from the assumption that f z f x zx f f x x 119
f y f x yx
f y f x . yx
From this, it follows by taking the limit z f x This implies that f x and therefore that f y f y f x yx f y f x yx This implies that f f x x
x that f y f x . yx
f y f x yx (1.4.14)
f x f xy x . f y f z yz f y f z yz f y f y f . y y that f y .
Also, it follows from the assumption that
From this, it follows by taking the limit
f y f x yx f x
and therefore that f y f y x y . (1.4.15) y, we conclude the Since (1.4.14) is true for all x, y a, b such that x following for x, y a, b such that y x f x f x for all x, y f y f y x y . f y f y x y . y. 120
Finally, from this and (1.4.15), it follows that
a, b such that x
A typical example for the application of Theorems 1.4.27, 1.4.31 is the following. Example 1.4.32. Show that sinx 2x (1.4.16)
for all x 0, 2. Solution: By application of Theorem 1.4.27, it follows that the restriction of sin to 0, is convex. According to Theorem 1.4.31, this implies that
n 1 sinx sin1n x 1n sin21 1n

for all x 1n, 2, where n N . By taking the limit n to sinx 2x , this leads
for all x 0, 2. From the last and the fact that (1.4.16) is trivially satised for x 0, it follows the validity of (1.4.16) for all x 0, 2. Corollary 1.4.33. (Sufcient condition for the existence of a local minimum/maximum) Let f be a twice continuously differentiable real-valued function on some open interval I of R. Further, let x0 I be a critical point of f such that f x 0 (f x 0). Then f has a local minimum (maximum) at x0 . Proof. Since f is continuous with f x0 0 (f x0 0), there is an open interval J around x0 such that f x 0 (f x 0) for all x J. ((Otherwise there is for every n N some yn I such that yn x0 1n and f yn 0 (f yn 0). In particular, this implies that limn yn x0 and by the continuity of f also that limn f yn f x0 . Hence x0 it follows by Theorem 1.2.6 that f 0 (f x0 0). )) Hence it follows by Theorem 1.4.27 that f x f x0 (f x f x0 ) for all x J x0 .
121
0.8
0.2 6 4 2 2 4 6 x
Example 1.4.34. Find the values of the local maxima and minima of f x :
ln
5 4
sin x
2
for all x R. Solution: f is twice continuously differentiable with f x

5 4
sin2x , f x 2 sin x
2 cos2x 5 sin2 x 4
5
4
for all x R. Hence the critical points of f are at xk : for each k Z: 21k f xk 5 sin2 xk . 4
sin2x 2 k 2, k Z and
sin2 2x
Hence it follows by Theorem 1.4.33 that f has a local minimum/maximum of value ln54 at x2k and of value ln94 at x2k1 , respectively, and each k Z. 122
Another important consequence of Theorem 1.4.6 is given by Cauchys extended mean value theorem which is the basis of LHospitals rule Theorem 1.4.36 for computing indeterminate forms. Theorem 1.4.35. (Cauchys extended mean value theorem) Let f, g : a, b R be continuous functions where a, b R are such that a b. Further, let f, g be continuously differentiable on a, b and such that g x 0 for all x a, b. Then there is c a, b such that f b f a g b g a f c . g c (1.4.17)
Proof. Since g is continuous with g x 0 for all x a, b, it follows by Theorem 1.2.28 that either g x 0 or g x 0 for all x a, b and hence by Theorem 1.2.35 that g is either strictly increasing or strictly decreasing on a, b. Since g is continuous, from this also follows that g b g a. Dene the auxiliary function h : a, b R by hx : f x f a f b f a g b g a
gx ga
for all x a, b. Then h is continuous as well as differentiable on a, b such that f b f a h x f x g x g b g a for all x a, b and ha hb 0. Hence according to Theorem 1.4.4, there is c a, b such that h c which implies (1.4.17). Theorem 1.4.36. (Indeterminate forms/LHospitals rule) Let f : a, b R and g : a, b R be continuously differentiable, where a, b R are such that a b, and such that g x 0 for all x a, b. Further, let
x
f c
f b f a g c g b g a
lim f x
a
lim g x
a
(1.4.18)
123
or let f x
0 and g x
x
0 for all x a, b as well as 1 f x lim

x
lim
lim
1 g x
0.
(1.4.19)
Finally, let
x
f x a g x lim f x . a g x (1.4.20)
exist. Then
x
lim
Proof. Since g is continuous with g x 0 for all x a, b, it follows by the Theorem 1.2.28 that either g x 0 or g x 0 for all x a, b and hence by Theorem 1.2.35 that g is either strictly increasing or strictly decreasing on a, b. First, we consider the case (1.4.18). Then f and g can be extended to continuous functions on a, b assuming the value 0 in a. Now, let x0 , x1 , . . . be a sequence of elements of a, b converging to a. Then by Theorem 1.4.35 for every n N there is a corresponding cn a, xn such that f cn f xn . g xn g cn Obviously, the sequence c0 , c1 , . . . is converging to a, and hence it follows that f xn f cn f x lim lim (1.4.21) lim n g xn n g cn x a g x and hence, nally, that (1.4.20). Finally, we consider the second case. So 0 and g x 0 for all x a, b, and in addition let (1.4.19) let f x be satised. Further, let x0 , x1 , . . . be some sequence of elements of a, b converging to a and let b a, b. Because of (1.4.19), there is n0 N such that f b 1 and g b 1 . f x g x n n
f x a g x
124
for all n N such that n n0 . Then according to Theorem 1.4.35 for any such n, there is a corresponding cn xn , b such that f xn f b g xn g b Hence it follows that f xn g xn
g b 1 gxn f b 1 f xn
f cn . g cn
c f cn g
n
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, nally, (1.4.20). Example 1.4.37. Find lim x lnx .
0
Solution: Dene f x : lnx and g x : 1x for all x 0, 1. Then f and g are continuously differentiable and such that g x 1x2 0 for all x 0, 1. Further, f x lnx 0, g x 1x 1 x 0 for all x 0, 1. Finally, (1.4.19) is satised and
x
lim
f x g x
lim x
0
0.
Hence according to Theorem 1.4.36:

x
lim x lnx
0
0.
Example 1.4.38. Determine

x
lim xex .
Solution: Dene f y : 1y and g y : exp1y for all y Then f and g are continuously differentiable and such that g y
0, 1. y2
125
exp1y exp1y
0 for all y 0, 1. Further, f y 1 y 0, g y 0 for all y 0, 1. Finally, (1.4.19) is satised and

y
lim
f y g y
lim
0
e1y
1y
0.
Hence according to Theorem 1.4.36: lim xex lim

0
e1y
0.
Example 1.4.39. Calculate

x
lim x2 ex .
Solution: Dene f y : 1y 2 and g y : exp1y for all y 0, 1. Then f and g are continuously differentiable as well as such that g y exp1yy2 0 for all y 0, 1. Further, f y 1y2 0, g y exp1y 0 for all y 0, 1. Finally, (1.4.19) is satised and by Example 1.4.38 lim f y g y lim 2y 0 e1y 0.
Hence according to Theorem 1.4.36: lim x2 ex lim 1y 2 0 e1y 0.
Remark 1.4.40. Recursively in this way, it can be shown that

x
lim xn ex
0.
for all n N. That the condition that g x 0 for all x a, b in Theorem 1.4.36 is not redundant can be seen from the following example. 126
Example 1.4.41. For this dene f x : 2 x
sin
2 x
, g x :
2 x
sin
2 x
e sin1x
for all x 0, 25. Then f and g are continuously differentiable and satisfy
x
lim
1 f x f x g x
lim
1 g x
0.
Since
e sin1x 0. Further,
for all x 0, 25, f g x does not have a limit value for x it follows that f x g x and hence that f x g x for all 4x cos1x e sin1x 2 x sin2x 4x cos1x

2 2 4 1 x2 cos 2 x , x2 1 cos x 1 1 2 1 sin1x 2 x2 cos x e sin x 4 cos x x
x 0, 25
2k 1 : k N
2
We notice that lim 4x cos1x e sin1x 0 2 x sin2x 4x cos1x 0.
This does not contradict Theorem 1.4.36 since g has zeros of the form 22k 1 , k 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 lim f x a g x
does not imply the existence of f x lim . x a g x Example 1.4.42. For this, dene f x : for all x x sin1x2 exp1x , g x : f x 0 g x exp1x
0. Then
x
lim f x
0
0 , lim g x , lim
x 0 x
0.
Further, f x g x for all x 1 xx 1 sin1x2 2 cos1x2 exp1x , 2 x f x 1 xx 1 sin1x2 2 cos1x2 exp1x , x2 g x 0. Hence f g does not have a limit value for x 0.
Lemma 1.4.43. (Contraction Mapping Lemma on the real line) Let T : a, b R be such that T a, b a, b where a, b R are such that a b. In addition, let T be a contraction, i.e., let there exist 0, 1 such that T x T y xy (1.4.22) for all x, y a, b. Then T has a unique xed point, i.e., a unique x a, b such that T x x . 128
Further,
x x
x T x 1 x
(1.4.23) (1.4.24)
and
for every x a, b where T n for n N is inductively dened by T 0 : ida,b and T k1 : T T k , for k N. Proof. Note that (1.4.22) implies that T is continuous. Further, dene the hence continuous function f : a, b R by f x : x T x for all x a, b. Note that x a, b is a xed 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 a, b. Hence 0 f x f T x T x T T x x T x f x and therefore f x 0 since the assumption f x 0 leads to the contradiction that 1 . If x a, b is a xed point of T , then x x T x T x x x x leads to the contradiction
lim T n x
and hence x x since the assumption x that 1 . Finally, let x a, b. Then
x x x T x x T x T x T x x T x T x T x f x x x and hence (1.4.23). Further from (1.4.23) and T nx x T n x T n x n 0. n x x 1 n f x ,
it follows (1.4.24) since limn
129
Example 1.4.44. (Babylonian method of approximating roots by rational numbers) Let a 0 and N N be such that N 2 a. Finally, dene T : a, N R by 1 a T x : x 2 x for all x a, N . Then
n
lim T n N
a.
(1.4.25)
Proof. First, we note that T a a , T N 1 N 2 a N
and hence that a is a xed point of T . Further, T is twice differentiable on a, N with derivatives T x 1 a 1 2 2 x
1 2 x a 2 2x
0 , T x
a x3
for all x a, N . Hence T, T are strictly increasing according to Theorem 1.2.35, T a, N a, N and 0 T x 1 a 1 2 2 N 1 . 2
In particular, it follows by Theorem 1.4.6 that T x T y 1 2
xy
for all x, y a, N . By Lemma 1.4.43, it follows that T has a unique xed point, which hence is given by a, and in particular (1.4.25). For instance for 2, we get in this way (with N : imating fractions 2) the rst ve approx-
3 17 577 665857 886731088897 , , , , 2 12 408 470832 627013566048 130
y 14
12
x2
x1
x0
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 nd zeros of the equation f x 0, where f : I R is a differentiable function on a non-trivial open interval I of R. The method is iterative. Starting from an approximation xn I to such a root, the correction xn1 is given by the zero of the linearization around xn : f xn f xn x xn , x R and hence by xn1 xn f xn f xn
assuming f xn 0, thereby essentially replacing the function f by its linearization around xn .
131
Example 1.4.45. Let a for all x R. Then xn1 for xn
0. Dene f : R f x : xn x2 a 1 2
R by
f xn f xn
xn
a xn
0 which is the iteration used in Example 1.4.44.
Theorem 1.4.46. (Newton-Raphson) Let f be a twice differentiable realvalued function on a non-trivial open interval I of R. Further, let I contain a zero x0 of f and be such that f x 0 for all x I and in particular such that f xf x f 2 x for all x I and some R satisfying 0 1. Then
n
lim T n x x
x0 f x . f x
(1.4.26)
for all x I where Finally,
T x : x x0
for all x I. T x for all x that
x T x 1
(1.4.27)
Proof. First, it follows that T is differentiable with derivative f xf x f 2 x
I and that x0 is a xed point of T . By Theorem 1.4.6 it follows T x T x0 T x x0 xx 1 x x0 0

132
0.5 x
0.5 0.5 1
0.5
Fig. 44: Zero of f from Example 1.4.47 given by the xcoordinate of the intersection of two graphs.
for all x I different from x0 and hence that T x x0 x x0 (1.4.28) for all x I. Now let a, b, where a, b R such that a b, be some closed subinterval of I containing x0 . Then it follows by (1.4.28) that T a, b a, b and by Theorem 1.4.6 that
T x x
T y y
for all x, y
a, b satisfying x y and hence that T x T y xy for all x, y a, b. Hence by Lemma 1.4.43, the relations (1.4.26) and (1.4.27) follow for all x a, b.
133
Example 1.4.47. Find an approximation x1 to the solution of x0 such that x0 x1 f x : cosx0 R by x cosx 106 . Solution: Dene f : R
for all x R. Then f is innitely often differentiable with f x 1 sinx , f x cosx f xf x cosx x cosx 2 x f 1 sinx2 where only in the last identity it has to be assumed that x is different from 2 2k for all k Z. Further f

3 2
0, f
1 2
0,
and hence according Theorem 1.2.28, f has a zero in the open interval I : 6, 4. Also f x for all x I. Further,
1 sinx
1 sin 6
32
f f f 2
3 cosx x sinx 2x 1 sinx2

and 3 cosx x sinx 2x
6 sin 6 2 3 cos 4 4
3 5 2 12
and hence f f f 2 is strictly increasing on 6, 4 as a consequence of Theorem 1.4.9. Therefore, 1 9 27
cos
6 cos 6 1 sin 2 6
134
f xf x f 2 x
cos
4 cos 1 sin 2 4
2 2 86 2
and
f x f x f 2 x
1 9 27
1 3
for all x 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 concluded as follows. Since the derivative of f does not vanish in the interval 2, 2, it follows by Theorem 1.4.4 that there are no other zeros in this interval. Further, for x 2 1 there is no zero of f because cosx 1 for all x R. The quantity U2 U1 U2 x2 0 is the ground state energy of a particle in a nite square well potential with U3 U1 , 0, KL 2. See [31].
Problems 1) Give the maximum and minimum values of f and the points where they are assumed. a) f x : x2 5x 7 , x 5, 0 , b) f t : t3 6t2 9t 14 , t 5, 0 ,
135
c) d) e) f) g)
f s : s4 83s3 6s2 1 , s 5, 5 , f t : 4t 32 t2 1 , t 1, 4 , f x : 9x 123x2 4 , x 1, 0 , f x : x2 x 1 expx , x 0.3, 1.5 , f x : expx 3 cosx , x 0, .
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 t above ground at time t 0 is given by z t vt gt2 2, where g 9.81ms2 is the acceleration due to gravity and it is assumed that z 0 0. Calculate the maximal height the projectile reaches and also the time of its ight, i.e., the time when it returns to the ground. 3) Reconsider the situation from previous problem, but now with inclusion of a viscous frictional force opposing the motion of the projectile. Then z t v g 1 expt gt, where it is again assumed that z 0 0. Here m, where m 0 is 0 is a parameter describing the the mass of the projectile, and strength of the friction. Calculate the maximal height the projectile reaches and also the time of its ight, 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 a, b that cuts from the rst 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 a, b whose intersection with the rst 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 oor 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 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
9) Imagine that the upper half-plane H : R 0, and the lower half-plane H : R , 0 of R2 are lled with different physical media with the xaxis being the interface I. Further, let x1 , y1 H , x2 , y2 H . Light rays in both media proceed along straight lines and at constant speeds v1 and v2 , respectively. According to Fermats principle, a ray connecting x1 , y1 and x2 , y2 chooses the path that takes the least time. Show that that path satises Snells law, i.e., sin1 sin2 v1 v2 , where 1 (2 ) is the angle of the part of the ray in H I (H I) with the normal to the xaxis originating from its intersection with I. 10) For the following functions nd the intervals of increase and decrease, the local maximum and minimum values and their locations and the intervals of convexity and concavity and the inection points. Use the gathered information to sketch the graph of the function. If available, check your result with a graphing device. a) f s : 7s4 3s2 1 , s R , b) f t : t4 83t3 6t2 3 , t R , c) f x : 4x 32 x2 1 , x R .
screen.] Assume that the height of your eyes above the oor is hs meters, where hs h1 .
11) For the following functions nd vertical and horizontal asymptotes, the intervals of increase and decrease, the local maximum and minimum values and their locations and the intervals of convexity and concavity and the inection points. Use the gathered information to sketch the graph of the function. If available, check your result with a graphing device. a) f x : b) f x : c) f x : x1 x2 , x R , x2 1 x , x R , 9x 123x2 4 , x R2 3, 2 3 .
12) Calculate the linearization of f around the given point. a) b) c) d) e) f)
f x : 1 xn , x 1 , around x 0 , where n R , f x : lnx , x 0 , around x 1 , f : sin , R , around 0 , f : tan , 2, 2 , around 0 , f x : sinhx : ex ex 2 , x R , around x 0 , f : ln54 cos3 , R , around 0 3 4 ,
137
g) f x : 3x2 5x2 6x 3 13) Show that a) b) c) d) e) f) g)
x 55x2 6x 3 0 , around x 1 .
, x
Rx R :
1 nx for all x 0 and n 1 nx for all x 0 and 0 ln x x 1 for all x 0 , sin for all 0 , tan for all 0, 2 , sinhx : ex ex 2 x for all x ln x x 1x for all x 0 .
1 xn 1 xn
1, n 1,
0.
14) Calculate a) lim c) e) g) i) l)

a x a x , b) lim 1 , x x x x tanx x tanx , d) lim lim , x 0 1 cosx x 0 x sinx 1 , f) lim sin1x , lim x 0 x x 0 x lnx lnx n2 , lim , h) lim x x x x lnx , j) lim xx , k) lim xa lnx , lim x 0 x 0 x 1 tanx
n) lim x , o) lim cos1x x , x x 0

sin x
lim sinx tanx , m) lim x1x ,

0
p)
lim
0
cos3x cos2x , q) x2
lim
1
where n N, a R.
x2 2x 1 ,
1 cosx
15) Explain why Newtons method fails to nd the zero(s) of f in the following cases. a) f x : b) f x : x2 x6 , x R , with initial approximation x x13 , x R . 0 and height h 12 ,
16) A circular arch of length L where Lh .
0 is to be constructed,
138
a) Show that x : L2r, where r 0 is the radius of the corresponding circle, satises the transcendental equation cosx 1 2h x. L
b) Assume that Lh 7. By Newtons method, nd an approximation x0 to x such that x0 x 106 . 17) The characteristic frequencies of the transverse oscillations of a string of length L 0 with xed left end and right end subject to the boundary condition v L hv L 0, where v : 0, L R is the amplitude of deection of the string and h R, is given by xL, where x (1.4.29) tan x hL [9]. Assume hL 13, and nd by Newtons method an approximation 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 homogeneous beam of length L 0 with xed ends are given by EJ S 12 xL2 , where coshx cosx 1, (1.4.30)
19) (Binomial theorem) Let n N . Dene f : 1, f x : for all x dened by n 0

n k 0
E is Youngs modulus, J is the moment of inertia of a transverse section, S is the area of the section, is the density of the material of the beam, and coshy : ey ey 2 for all y R [34]. By Newtons method, nd an approximation x0 to the smallest solution x 0 of (1.4.30) such that x0 x 106 .
R by
n k x k
1, , where the so called binomial coefcients are

1,
n k
1 n n 1 n k 1 k!
for every k
N .
139
a) Show that
for all x 1, . b) Conclude from part a) that
1 xf x
f x
nf x
for all x 1, . c) Show the binomial theorem, i.e., that
1 xn

x yn
for all x, y
n k 0
n k nk x y k
R.
1.5 Riemann Integration

For motivation we go back to the start of Section 1.3 to the discussion of Galileos results on bodies in free fall near the surface of the earth. There starting from the fallen distance st (1.3.1) at time t, we determined the instantaneous speed v t of the body at time t as the derivative where g 9.81msec2 is the acceleration of the earths gravitational eld. We now investigate the reverse question, how to calculate st from the instantaneous speeds between times 0 and t. There are two main approaches to this problem. The rst uses that v t s t and concludes that s is the anti-derivative of v such that s0 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 N , it follows that st s0
n 1 k 0
v t
s t
gt ,
k1 t s n
k t n
140
vt
m sec
10 8 6 4 2 t sec
0.2
0.4
0.6
0.8
1.2
Fig. 45: S6 1.2 is given by the shaded area under Gv .

n 1 k 0
s k1 t s k t k 1 k n n n t nt k 1 t k t
n n n 1 k 0
Sn t :
n1 gt2 k n2 k 0
n 1 k 0
k t n
t n
which leads to st lim
lim
k t n
t n
lim
gt2 n 1 n n2 2
n1 lim n 2n
gt2
1 2 gt . 2
Note that the sum Sn t has the geometrical interpretation of an area under the Gv , see Fig. 45. Below the limit
n
lim
n 1 k 0
k t n
t n
will be denoted by
t
0
v d 141
such that
st
t
0
v d
which is the relation between instantaneous speed and distance traveled between times 0 and t (assuming that distance is zero at time t 0) satised for the motion in one dimension in general. Denition 1.5.1. (i) Let a, b R be such that a b. We dene the lengths of the corresponding intervals a, b, a, b, a, b, a, b by la, b la, b la, b la, b : ba . A partition P of a, b is an ordered sequence a0 , . . . , a of elements of a, b such that a a0 a1
where is an element of N . A partition P of a, b is called a renement of P if P is a subsequence of P . (ii) A partition P a0, . . . , a of a closed interval I of R induces a division of I into (in general non-disjoint!) subintervals
1
I
j 0
Ij , Ij :
aj , aj1 ,
0, . . . , .
The size of P is dened as the maximum of the lengths of these subintervals. In addition, we dene for any bounded real-valued function f on I the lower sum Lf, P and upper sum U f, P corresponding to P by: Lf, P :
1 j 0
inf f x : x Ij lIj ,
142
U f, P :
1 j 0
supf x : x Ij lIj .
Example 1.5.2. Consider the interval I : 0, 1 and the continuous funcR dened by f x : x for all x I. tion f : I P0 :
0, 1 ,
P1 :
0, 12, 1
11
are partitions of I. The size of P0 is 1, whereas the size of P1 is 12. Also, P1 is a renement of P0 . Finally, Lf, P0 Lf, P1 U f, P1 and hence Lf, P0 Lf, P1 U f, P1 U f, P0 . 0 1 0 , U f, P0 1 1 1 1 , 0 2 2 2 4 1 1 2 1 1 3 2 2 4 1,
Lemma 1.5.3. Let f be a bounded real-valued function on a closed interval I of R. Further, let P, P be partitions of I, and in particular let P be a renement of P . Then Lf, P Lf, P U f, P U f, P . (1.5.1)
Proof. The middle inequality is obvious from the denition of lower and upper sums given in Def 1.5.1(ii). Further, let P a0 , . . . , a be a partition of [a,b] where N and a0 , . . . , a a, b. Obviously, for the proof of the remaining inequalities it is sufcient (by the method of induction) to assume that P a0 , a1 , a1 , . . . , a , where a1 I is such that a0
a1
143
a1 ,
and where we simplied to keep the notation simple. Then Lf, P Lf, P inf f x : x a0 , a1 la0 , a1 inf f x : x a1 , a1 la1 , a1 inf f x : x a0, a1 la0 , a1 inf f x : x a0 , a1 la0 , a1 la1 , a1 la0 , a1 0 . Analogously, it follows that U f, P U f, P and hence, nally, (1.5.1). Theorem 1.5.4. Let f be a bounded real-valued function on the interval a, b of R where a and b are some elements of R such that a b. Then supLf, P : P 0
inf U f, P : P
P .
(1.5.2)
Proof. By Theorem 1.5.3, it follows for all P1 , P2
P that Lf, P1 Lf, P U f, P U f, P2 ,
where P
P is some corresponding common renement, and hence that supLf, P1 : P1 P U f, P2
and (1.5.2). As a consequence of Lemma 1.5.3 and since every partition P of some interval of R is a renement of the trivial partition containing only its initial and endpoints, we can make the following denition. Denition 1.5.5. (The Riemann Integral) Let f be a bounded real-valued function on the interval a, b 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 a, b. We say that f is Riemann-integrable on a, b if supLf, P : P
inf U f, P : P 144
P .
In that case, we dene the integral of f on a, b by

b
a
f x dx :
supLf, P : P 0 for all x A:

a
inf U f, P : P
P .
In particular if f x graph of f by
a, b, we dene the area A under the

f x dx .
Example 1.5.6. Let f be a constant function of value c R on some interval a, b 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 b a. Hence f is Riemann-integrable and
b
a
f x dx
c b a . R dened by
Example 1.5.7. Consider the function f : a, b f x : x,
for all x a, b where a and b are some elements of R such that a any n N , dene the partition Pn of a, b by
b. For
Pn :
a, a
ba n b a ,...,a n n
Calculate Lf, Pn and U f, Pn for all n N . Show that f is Riemannintegrable over a, b and calculate the value of
b
a
f x dx .
Solution: We have:
n 1
I
j 0
j b a j 1b a ,a n n 145
and L f, Pn
n 1 j 0
j b a n
2
ba n
b a2 n1 j a b a
n2
2
b a n n 1 a b a n2 2
U f, Pn
n 1 j 0
b a a b a 2
j 0
1 n
j 1b a b a n n
a b a , 1 2 1 2 1 2
b a2 n1j 1 a b a
n2 2
b a2 n n 1
n2 2
a b a Hence
b a2
j 0
1 n
lim L f, Pn
lim U f, Pn
b2 a2 .
As a consequence, supLf, P : P and inf U f, P : P
P P
b2 a2 b2 a2 P
1 2
and hence by Theorem 1.5.4 supLf, P : P
P
b
inf U f, P : P
b2 a2 .
Hence f is Riemann-integrable and x dx

a
1 2
b2 a2 .
146
Theorem 1.5.8. Let f, g be bounded and Riemann-integrable on the interval a, b of R where a and b are elements of R such that a b and c R. Then f g and cf are Riemann-integrable on a, b and
b
a b a
f x gx dx
cf x dx
b
b
a
f x dx
b
a
g x dx ,
c
a
f x dx .
If f is in addition positive, then

b
a
f x dx
0.
Proof. First, it is easy to see that for every subinterval J of I :
a, b inf f x : x J inf g x : x J inf f g x : x J supf g x : x J supf x : x J supgx : x J .

Lf, P Lg, P Lf U f, P U g, P .
and hence that
g, P
U f
g, P
and
b
a
f x dx
b
a
b
a
g x dx
b
a
Lf
g, P
U f
g, P
f x dx
g x dx .
for every partition P of I. Hence supLf g, P : P inf U f g, P : P P exist and satisfy inf U f
P ,
g, P : P P
supLf 147
g, P : P P
b
a
f x dx
b
a
g x dx .
Further for every subinterval J of I, it follows that inf af x : x J supaf x : x J and hence that Laf, P aLf, P , U af, P inf f x : x J and hence Lf, P 0 aU f, P a inf f x : x J , a supf x : x J
for every partition P of I as well as 0
for every partition P of I if f is in addition positive. Hence, nally, the Theorem follows. Corollary 1.5.9. Let f, g be Riemann-integrable on the interval a, b of R where a and b are elements of R such that a b, and in addition let f x g x for all x a, b. Then
b
a
f x dx
b
a
g x dx .
Denition 1.5.10. (Sets of measure zero) A subset S of R is said to have measure zero if for every 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 lim
n k 0
lIk
148
Remark 1.5.11. Note that any nite 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 : N S. Let 0 and dene for each n N the corresponding interval In : n 2n3 , n 2n3. Then for each N N:
N n 0
lIn
N 1 n2 n 0
1 1 2 1 4
N k 0
N 1
1 2
N 1
1 2
and hence
N
lim
lIk
Theorem 1.5.13. (Lebesgues criterion for Riemann-integrability) Let R be bounded where a and b are some elements of R such f : a, b 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 Z the corresponding Bessel function of the rst kind Jn satises Jn x 1
cosx sin n d 149
y 1
20
20
0.5
Fig. 46: Graph of J0 .
for all x R and is the solution of the differential equation x2 f x xf x x2 n2 f x
0,
for all x R. By Corollary 1.5.9, it follows the simple estimate Jn x for all x R. Theorem 1.5.16. (Additivity of upper and lower Integrals) Let f : a, b R be bounded where a and b are some elements of R such that a b and c a, b. Then supLf, P : P inf U f, P : P 1 cosx sin n d 1 d 1
P P
supLf a,c , P : P Pa,c supLf c,b, P : P Pc,b , inf U f a,c , P : P Pa,c inf U f c,b, P : P Pc,b ,
where Pa,c , Pc,b denote the set consisting of all partitions of a, c and c, b, respectively. 150
Proof. For this, let P1 a0 , . . . , a Pa,c and P2 Pc,b , where , are some elements of N , and P : Lf, P U f, P
a1 , . . . , a
a0 , . . . , a , a1, . . . , a
Lf a,c , P1 Lf c,b , P2 , U f a,c , P1 U f c,b , P2 .
the corresponding element of P. Then
Now let 0. Obviously because of Lemma 1.5.3, we can assume without restriction that P is such that supLf, P : P P Lf, P , 3 , supLf a,c , P : P Pa,c Lf, P1 3 supLf c,b , P : P Pc,b Lf, P2 . 3 Then also
sup L f, P : P
P supLf a,c, P : P Pa,c supLf c,b, P : P Pc,b .
Analogously because of Lemma 1.5.3, we can also assume without restriction that P is such that , U f, P inf U f, P : P P 3 U f, P1 inf U f a,c , P : P Pa,c , 3 . U f, P2 inf U f c,b , P : P Pc,b 3 Then also
inf U f, P : P
P inf Lf a,c, P : P Pa,c inf Lf c,b, P : P Pc,b .

151
Corollary 1.5.17. (Additivity of the Riemann Integral) Let f : a, b R be Riemann-integrable where a and b are some elements of R such that a b, and c a, b. Then
b
a
f x dx
c
a
f x dx
b
c
f x dx .
Proof. The statement is a simple consequence of Theorem 1.5.13 and Lemma 1.5.16. Theorem 1.5.18. Let f : a, b R be Riemann-integrable where a and b are some elements of R such that a b. Then F : a, b R dened by F x :
x
a
f t dt
for every x a, b is continuous. Furthermore, if f is continuous in some point x a, b, then F is differentiable in x and F x Proof. For x, y f x .
a, b, it follows by the Corollaries 1.5.17, 1.5.9 that

F y F x
y f t dt
x
yx yx
if y
x as well as that F y F x
x f t dt
y
if y x, where M 0 is such that f t M for all t a, b, and hence the continuity of F . Further, let f be continuous in some point x a, b. Hence given 0, there is 0 such that f t f x . (Otherwise, there is some 0 for all t a, b such that t x along with a sequence t0 , t1 , . . . in a, b such that f tn f x and 152
tn x 1n for all n N. Then t0 , t1 , . . . is converging to x, but f t0 , f t1 , . . . is not convergent to f x. ) Now let h R be such that h and small enough such that x h a, b. We consider the cases h 0 and h 0. In the rst case, it follows by Theorem 1.5.13 and Corollary 1.5.17, 1.5.9 that
F x h F x f x h xh x 1 f t dt f t h a x xh 1 f t f x dt h
dt
1 h
xh 1 f t dt h a x
x a x h
x
a
f t dt
f x
f t dt
f x
f t f x dt
Analogously, in the second case it follows that

x xh F x h 1 F x f x f x f t dt f t dt h h a a xh xh x 1 f t dt f t dt f t dt f x h a a xh x x 1 1 f t f x dt f t f x dt . h h
x h
x h

f x
Hence it follows that

h
lim
0,h
F x h F x 0 h
and that F is differentiable in x with derivative f x. 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 x for almost all x a, b. Theorem 1.5.20. (Fundamental Theorem of Calculus) Let f : a, b 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 a, b as well as differentiable on a, b such that F x f x, for all x a, b. Then
b
a
f x dx
F b F a .
a0, . . . , a be a partition of a, b where is Proof. Let 0 and P an element of N . By Theorem 1.4.6 for every j 0, 1, . . . , 1, there is a corresponding cj aj , aj 1 such that
where we dene F a : F b F a and Hence supLf, P : P P F b F a inf U f, P : P P supLf, P : P F aj 1 F aj
1 j 0
f a and F b :
F cj aj 1 aj ,
1 j 0
f b. Hence
F aj1 F aj
F b F a
f cj aj 1 aj .
Lf, P
U f, P .
P .
7 sin
0
3 7 sin
dx .
x
Solution: By
3 for all x 0, , there is dened a continuous and hence Riemann-integrable function on 0, . Further by F x :
f x :
21 cos
154
y 4 2 x
2 2 4
Fig. 47: Graph of the greatest integer function and anti-derivative.
for all x 0, , there is dened a continuous function on 0, which is differentiable on 0, such that g x f x for all x 0, . Hence by Theorem 1.5.20
sin
0
dx
21 cos
21 cos0
21
21 2
21 . 2
Example 1.5.22. A simple number theoretic function is the greatest integer or oor function dened by x : n for all x n, n 1 and n N. Calculate
x 0
y dy
,
x
y dy
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 N and every x n, n 1, it follows by Corollary 1.5.17 and
155
Theorem 1.5.20 that

x
0
y dy
n 1 k 1
n
0
y dy y dy
n n 1
n 1 k 1
k 0
k dy nx n
k 0
y dy
n dy
n
k nx n n1 2
k 0
n n 1 nx n 2
n x
1 x 2
Analogously, it follows for every n n, n 1 that

0
x
Z such that n
n1
x
1 and every x
1 k1
k n 1 k
y dy
n1
x
y dy
0
n 1
nn 1 x nn 1 x See Fig. 47.
1 k1
y dy
k dy
n dy
k n 1 k
nn 1 x n1 2
y dy
n n 1 2
k n 1
k 1 x 2 .
A basic method in the evaluation of integrals with trigonometric integrands consists in the application of the addition theorems for sine and cosine. Example 1.5.23. Calculate
sinm sinn d ,
where m, n N . Solution: By help of the addition theorem for the cosine function, it follows that cosm n cosm cosn sinm sinn , 156
cosm n and hence that sinm sinn for all
cosm cosn sinm sinn , 1 cosm n cosm n 2 1 2
R. This leads to
sinm sinn d
cosm n cosm n d
0
1 sinm n 2m1 n sinm n 0 0 2m n if m n and
sinm sinn d 2
1 2
1 cosm n d
2
2m1 n sinm n 0
if m
n.
Example 1.5.24. Find the solutions of the following (differential) equation for f : R R: f x e2x sin3x (1.5.3) for all x R. Solution: If f is such function, it follows that f is continuously differentiable. Hence it follows by Theorem 1.5.20 that f x f x0
x
x0
f y dy
x x0
x
x0
e2y sin3y dy 1 cos3x0 , 3
1 2y 1 e cos3y 2 3 where x0
1 2x 1 1 e cos3x e2x0 2 3 2
R and x
x0 . Hence f x 1 2x 1 e cos3x c , 2 3 157
for all x R, where c f 0 1 2
1 3
f 0
1 . 6
On the other hand if c R and fc : R fc x :
R is dened by
1 2x 1 e cos3x c 2 3
for all x R, then it follows by direct calculation that fc satises (1.5.3) for all x R. Hence the solutions of the differential equation are given by the family of functions fc , c R. Note that c f 0 16. Hence for every c R, there is precisely one solution of the differential equation with initial value f 0 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 R. f x af x 3 (1.5.4) for all x R, where a R. Solution: If f is such function, it follows that f is continuously differentiable. Further, by using the auxiliary function h:R R dened by hx : eax
for every x R, it follows that
hf x hxf x h xf x eaxf x aeaxf x eax f x af x 3 eax for all x R. Hence it follows by Theorem 1.5.20 that hf x hf x0
and therefore that 3 3 hf x hf x0 a 1 eax a eax 1
0
3 eay dy
x0
3 ax 3 ax0 e e a a
158
for x
x0 , where x0
R. From this, we conclude that hf x

3 ax e 1 c a
and f x for all x R, where c is dened by 3 1 eax c eax a
f 0. On the other hand if c
R and fc : R
3 1 eax c eax a for all x R, then it follows by direct calculation that fc satises (1.5.4) for all x R. Hence the solutions of the differential equation are given by the family of functions fc , c R. Note that c f 0. Hence for every c R, there is precisely one solution of the differential equation with initial value f 0 c. The same is true for initial values given in any other point of R. fc x :
Problems 1) Calculate
3 2
a)
2 2
x2 5x 7 dx e2x 3x dx
4 x x ,
, d) , h)
b)
2
0
9 t23 dt , , , ,
c) e)
2
1 1
3x
3
f)
5
4
1 2
sinx dx 3x 2 dx x3
dx
g)
0 2
2x2
i)
0
1 2 1 sinx2 cosx2 dx dx 3
dx , , k)
3x 5 dx
,
3
1
j)
4 sinx cos2 x dx 5
3x 4 dx ,
159
l) m) n) o)
1
5
x 5x 3 1 x1 3 5 x1 4
dx
, dx ,
4 x1
3
0 2
x1 x2
p) , ,
6
dx , cos3x dx , sinm cosn d ,
sinx2 dx , sinm sinn d cosm cosn d
6
r)
2
0
q)
0 2
s)
0
where m, n N . 2) Dene f : R R by
3 1
f x :
x 32 3 1 x
if x 12 if 12 x if 12 x
12
for every x 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 polynomials p1 x : where x R. 4) Calculate the area in R2 that is enclosed by the curve C: 5) Show that cosx for all x 0, 2. 1 x2
1 72 x x2 , p2 x :
4 72 x x2 ,
x, y R2 : y2 4x2 4x4
0 .
160
6) Find the solutions to the differential equation for f : R a) f x 3f x b) f x 3f x c) 2f x f x x2 , x R , e x 4 , x R , 3 ex , x R . f x for all x R. a) Find the solutions of this equation. b) Find that solution which satises f 0 c) Find that solution which satises f 0 8) Calculate a0 : bk : for all k a) f x : b) f x : c) f x : x 2 x 1 2 1
2
0
R.
7) Consider the following differential equation for f : R 3x 4
R.
1 and f 0 2. 2 and f 1 3.
f x dx , ak :
2
0
2
0
coskxf x dx ,
sinkxf x dx
N . 1
if x 0, , 1 if x , 2
x for all x 0, 2 ,
if x 0, . if x , 2
Remark: These are the coefcients of the Fourier expansion of f . The representation f x lim a0 lim
n k 1
ak coskx bk sinkx
is valid for every point x 0, 2 of continuity of f .
161
9) Calculate the area in R2 that is enclosed by the ellipse C: where a, b 0.
2 x, y R : x2 a 2
y2 b2
10) Calculate the area in R2 that is enclosed by the branches of hyperbolas C1 : C2 : where a, b
x, y R
:y
0 c
x, y R2 : y
0 and c a.
2 y2 x2 1 , a2 b y c2 x2 1 , a2 b2
b. Further, let f : a, b R be 11) Let a, b R be such that a positive, i.e., such that f x 0 for all x a, b, and assume a value 0 in some point of a, b. Show that
b
a
f x dx
0.
R and g : 12) Let a, b R be such that a b. Further, let f : a, b a, b R be bounded and Riemann-integrable. Show the following Cauchy-Schwartz inequality for integrals:
b
a
f xg x dx
b
a
f x dx
2
g x dx
2
In addition, show that equality holds if and only if there are , R 0 and such that f g 0. Hint: satisfying that 2 2 Consider
b
as a function of R.
f x gx 2 dx
13) Newtons equation of motion for a point particle of mass m moving on a straight line is given by mf t F f t
(1.5.5)
for all t R, where f t is the position of the particle at time t, and F x is the external force at the point x. For the specied force, calculate the solution function f of (1.5.5) with initial position f 0 x0 and initial speed f 0 v0 , where x0 , v0 R.
162
a) F x b) F x
0,x R, F0 , x R ,where F0 is some real parameter .
14) Newtons equation of motion for a point particle of mass m 0 moving on a straight line under the inuence of a viscous friction is given by mf t f t (1.5.6) for all t R, where f t is the position of the particle at time t, and 0 is a parameter describing the strength of the friction. Calculate the solution function f of (1.5.6) with initial position f 0 x0 and v0 , where x0 , v0 R. Investigate, whether f initial speed f 0 . has a limit value for t
0 15) Newtons equation of motion for a point particle of mass m moving on a straight line under the inuence of low viscous friction, for instance friction exerted by air, is given by for all t R, where f t is the position of the particle at time t, and 0 is a parameter describing the strength of the friction. Find solutions f of (1.5.7) with initial position f 0 x0 and initial speed f 0 v0 , where x0 , v0 R. 16) Consider a projectile that is shot into the atmosphere. According to Newtons equation of motion, the height f t above ground at time t R satises the equation mf t mf t
f t2
(1.5.7)
for all t R, , where g and 0 is a parameter describing the strength of the friction. Find solutions f of (1.5.8) with initial height f 0 z0 and initial speed component f 0 v0 , where z0 , v0 R.
g f t2 (1.5.8) 2 9.81ms is the acceleration due to gravity
2 Calculus II
2.1 Techniques of Integration
2.1.1 Change of Variables Theorem 2.1.1. (Change of variables) Let c, d R are such that c d. R be continuous, non-constant, such that g c Further, let g : c, d 163
g d and continuously differentiable on c, d with a derivative which can be extended to a continuous function on c, d. Finally, let I be an open interval interval of R containing g c, d and f : I R be continuous. Then
g d
g c
Proof. In the following, we denote by g the extension of the derivative of g c,d to a continuous function on c, d. We dene G : c, d R by Gu :
u
c
f x dx
f g u g u du .
(2.1.1)
u f g u g u d
for all u c, d. By Theorem 1.5.18 it follows that G is continuous as well as differentiable on c, d with G u
x
x0
f g u g u R by f x dx
gc
x0
for all u c, d. Further, we dene F : x0 , x1 F x : f x dx
for all x x0 , x1 , where x0 , x1 I are such that x0 is smaller than the minimum value of g and x1 is larger than the maximum value of g, respectively. By Theorem 1.5.18 it follows that F is continuous as well as differentiable on x0 , x1 with F x f x for all x x0 , x1 . Hence it follows by Theorems 1.2.42, 1.3.10 that F is continuous as well as differentiable on c, d with
F g u
f g u g u
G u 0, it follows
for all u c, d. From Theorem 1.4.7 and F g c Gc that F g G and hence by Corollary 1.5.17 also (2.1.1). 164
x
0
for every x
0 where a
0. Solution: Dene g : 2, 2 g : a tan
y 2 a2
dy
R by
for all 2, 2. Then g is a bijective as well as continuously differentiable such that g for all a 1 tan2
2, 2. The inverse g1 is given by x g 1 x : arctan a for all x R. By Theorem 2.1.1

x
0
g1 x
0
y 2 a2 d cos
dy
gg1 x
g 0
ln
1 sing 1 x cosg 1 x
2
0
y 2 a2
dy
g1 x
0
g d g2 a2 x a
ln
x2 a2
Example 2.1.3. Calculate 9 x2 dx .
3, 3 by g : 3 sin for all Solution: Dene g : 2, 2 2, 2. Then g is a bijective as well as continuously differentiable such that g 3 cos
for all
2, 2. The inverse g1 is given by x g 1 x arcsin 3

165
for all x 3, 3. By Theorem 2.1.1

2
0
x2
dx
garcsin23
g 0
arcsin23
0
9 x2 dx 9
arcsin23
0
9 g
g d
cos2 d
9 1 cos2 d 2 0 9 2 1 sin2 arcsin23 arcsin 2 3 2 9 2 arcsin 2 cosarcsin23 2 3 3 Example 2.1.4. Calculate

5
4
arcsin23
9 arcsin 2
2 3
x4
x2 9 dx .
3, by g : 3 cos for all Solution: Dene g : 0, 2 0, 2. Then g is a bijective as well as continuously differentiable such that sin g 3 cos2
for all
0, 2. The inverse g1 is given by

g 1x arccos 3 x
for all x 3,
5
4
. By Theorem 2.1.1
garccos35
g arccos 3 4
x4 x2 9 dx
arccos35
arccos 3 4
x4
x2 9 dx
g4 g2 9 g d
166
1 arccos35 cos sin2 d 9 arccos34 1 sin3 arccos35 sin3 arccos34 27 Example 2.1.5. Calculate
2
0
1 453 743 . 27
Solution: Dene g : R
for all x R. This is a standard substitution to transform a rational integrand in sin and cos into a rational integrand. Then g is bijective as well as continuously differentiable such that g x g 1 : 1 x2 2
, by g x : 2 arctanx
d . 5 4 cos
for all x R. The inverse g 1 is given by for all

2
0
, . By Theorem 2.1.1
d 5 4 cos
g1
tan 2
1
0
1
0
5 4 2 cos2 2 x2
d g 0 5 4 cos 1 g x dx
g x 2
g x dx 5 4 cosg x g x dx
2 1 tan2
54 dx x2
1
0
5 4 2 1 1 1x
dx
2
1
g x 2
2
0
2 arctan 3
1 3
Note that for all x R.
cosg x
1 x2 , sing x 1 x2
2x . 1 x2
167
1 2
Fig. 48: Graphs of solutions of the differential equation (2.1.2) in the case that a initial values , 2, 2 and at x 0. Compare Example 2.1.6.
1 with
Example 2.1.6. Find solutions of the following differential equation for R with the specied initial values. f :R f x a sinf x (2.1.2) for all x R, where a 0, f 0 0, . Solution: If f is such function, it follows that f is continuously differentiable. Since f 0 0, , it follows by the continuity of f the existence of an open interval c, d R such that c 0 d and such that f [c, d] 0, . Since a 0 and the sine function is 0 on the interval [0, ], it follows from (2.1.2) that f x1 f x0 f x1 f x0
x1
x0
f x0 f x0
x1
x0
f x dx
f x0
a sinf x dx
for all x0 , x1 [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 0, . Hence 168
we conclude from (2.1.2) by Theorem 2.1.1 for x [c, d] that d . c c f c sin Further, it follows by use of the transformation g from the previous Example 2.1.5 and Theorem 2.1.1 that a du
tanf x2 d g x dx g tanf c2 sin tanf c2 sing x tanf x2 dx tanf x2 ln . tanf c2 tanf c2 x Hence it follows that tanf x2 ax c ln (2.1.3) tanf c2
ax c
f u du sinf u
f x
f x
d f c sin
gtanf x2
which leads to f x
f c 2 arctan tan 2
eaxc
(2.1.4)
From (2.1.3), we conclude that tan f c 2
eac
tan
f 0 2
Substituting this identity into (2.1.3) gives f x 2 arctan tan
On the other hand, for every c , , it follows by elementary calculation that f : R R dened by c eax f x : 2 arctan tan 2 for all x R satises (2.1.2) and f 0 c. As a side remark, note that for every k Z the constant function of value k is a solution of (2.1.2). In addition, if f is a solution of (2.1.2), then for every k Z also fk : R R dened by fk x : f x 2k for every x R is a solution of (2.1.2). 169
f 0 ax e 2
Theorem 2.1.7. Let f be a bounded Riemann-integrable function on a, b where a and b are some elements of R such that a b. Then
b
a
f x dx
f x dx .
R by f x : f x for all x b, a. Proof. Dene f : b, a Then f is bounded, and for any partition P a0 , . . . , a of a, b, where N , a0 , . . . , a a, b, P : a , . . . , a0 itis a partition of b, a, and in particular Lf, P Lf, P, U f, P U f , P . Analogously, for any partition P a0, . . . , a , a0 , . . . , a b, a, P : a , . . . , a0 of b, a, where N is a partition of a, b, and in particular Lf , P Lf, P , U f , P U f, P . 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 . Example 2.1.8. Calculate
1
1
1 1
3 sin2x dx .
Solution: By Theorem 2.1.7, it follows that
3 sin2x dx
1
1
3 sin2x dx
0.
3 sin2x dx
and hence that
1
3 sin2x dx
A variation of the foregoing reasoning is given in the following example
x sin2 x dx . 170
Solution: First by Theorem 2.1.7, it follows that
x sin x dx
2
x sin x dx
2
x sin2 x dx .
Further, it follows by Theorem 2.1.1 and Example 1.5.23 that
x sin x dx
2 2
y sin2 y dy
0 0
y sin y dy
sin y dy
2
2 . 4
y sin2 y dy
2 2
and, nally, that
x sin2 x dx
Example 2.1.10. Show that
sinx dx x
2
0
sinx dx . x
Solution: By Corollary 1.5.17 and Theorem 2.1.7, it follows that
0 sinx sinx dx dx x x sinx sinx dx dx x x 0 0
sinx dx x sinx dx . 2 x 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
a)
1
0
2x 1 dx , b)
1 2
1
0
u 2u 112 du
3
2
, ,
c)
x 3x2 112 dx ,
d)
s ds 2s2 3
171
e)
3
x 22 sin
tan d 3 3
g)
1 x
sin x dx , x ,
x2 h)
dx
1
0
,
2
f)
2
4
4u 2 du , u2 u 12
u eu
2 du ,
j)
2
i)
4
0
x 0, 2 ,
2
k)
3
x dx 2 , ,
l)
1
x12 x1 3 n)
x dx x2 ,
2
1
4 dx
x2
m)
3 7
x dx p)
,
3
dx 2x 432 , , ,
o)
3 2
x2 x2
dx x2 4 dx 5 x2
1 2
x2
dx x2 9
q)
1
r)
0
s)
0 2
1 sin2 d
4
t) .
2
0
d sin3 2
u)
cos4 d sin cos4
d sin 2 cos
2) Let a R, f : a, a R be Riemann-integrable and g : R R be Riemann-integrable over every interval b, c, where b, c R are such that b c. Show that a)
a
if f is antisymmetric, i.e., if f x a, a. b)
a
f x dx
f x for all x
if f is symmetric, i.e., if f x c)
c
b
f x dx
2
0
f x dx
f x for all x a, a.
c
b
f x dx
c and f is periodic with period if b, c R are such that b 0, i.e., if f x f x for all x R.
f x dx
172
3) Calculate the area in ( C: where a 0.
, 0 ]2 that is enclosed by the strophoid 0
x, y R2 : a x y2 a x x2
4) Find solutions of the following differential equation for f : R with the specied initial values. f x 2 cosf x 3
for all x R, f 0 [ , .
Remark 2.1.11. The solution of problem n) from 1) illustrates the wellknown fact that one should never blindfoldly rely on computer programs. In Mathematica 5.1, the command Integratex 2 2x 4 gives the output 1 68 27 Log3 16 which is incorrect. 2.1.2 Integration by Parts Theorem 2.1.12. (Integration by parts) Let f , g be bounded Riemannintegrable functions on a, b, where a and b are elements of R such that a b. Further, let F, G be continuous functions on a, b which are differentiable on a, b and such that F x f x and G x g x for all x a, b. Then
b
a
32, x, 1, 2
F xg x dx
F bGb F aGa
b
a
f xGx dx .
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. Moreover, F G is continuous and differentiable such that F G x f xGx 173
F xg x for all x a, b, and f G F g is Riemann-integrable by Theorem 1.5.8 as a sum of Riemann-integrable functions. Hence by Theorem 1.5.20
b
a
f xGxdx
b
a
F xg xdx
b
a
f xGx F xg x dx
F bGb F aGa .
x cos3x dx . R by 1 , Gx : 1 sin3x 3
Solution: Dene F, G, f, g : 0, F x :
x , g x :
cos3x , f x :
for all x 0, . Hence by Theorems 2.1.12, 1.5.20: x cos3x dx
1 3
sin3x dx
1 1 cos3 cos0 9 9
2 . 9
ex sin2x dx . R by ex , Gx :
Solution: Dene F, G, f, g : 0, F x :
ex , g x :
sin2x , f x :
1 cos2x 2
(2.1.5)
for all x 0, . Then by Theorem 2.1.12, e sin2x dx

x
1 1 e 1 2 2 174
ex cos2x dx
To determine the last integral, dene F, G, f, g : 0, F x : ex , g x :
R by 1 sin2x 2
cos2x , f x :
ex , Gx :
for all x 0, . Then by Theorem 2.1.12, 1 2 e cos2x dx

x
1 4
ex sin2x dx .
(2.1.6)
and hence by (2.1.5), (2.1.6) nally:
ex sin2x dx
2 e 1 . 5

e
1
ln4x dx . R by 1 , f x :
e
Solution: Dene F, G, f, g : 1, e F x :
e
1
ln4x , g x :
1 , Gx : x
for all x 0, e. Then by Theorem 2.1.12, ln4x dx
1 ln 4 e ln 4
dx
1
e 1 ln 4 1 .
Example 2.1.16. Calculate In :

0
sinn x dx
for n N . Solution: For n
1, 2, we conclude that
0
sinx dx
cosx
2,
0
sin2 x dx
175
1 1 cos2x dx 2
1 1 x sin2x 2 2
.
0
For n In
3, we conclude by partial integration that sin x dx

n
sinn1 x sinx dx
sin x cosx 0
n 1
n 1 n 1
0
0
n 1 sinn2x cosx cosx dx n 1In2 In
sinn2 x cos2 x dx sinn2 x1 sin2 x dx
n1 In2 . n Hence we conclude by induction that and hence that In I2k1 2 2 3
for all k N 0, 1. this result, leads on Wallis product representation of which will later be used in the calculation of the Gaussian integral. Theorem 2.1.17. (Wallis product representation of ) lim 4k 1 2 3
2k2k 1 ,
I2k
1 2
2k2k 1
2k2k 1
Proof. In this, we are using the notation from the previous example. Since 0 sinx 1 for all x 0, , it follows that for all x 0, and hence that
sinn1 x
sinx sinn x
sinn x
In1
sin x dx
n 1
sinn x dx
In
176
3.3
3.2
3.1
10
20
30
40
50
Fig. 49: Sequences a1 , a2 , . . . and b1 , b2 , . . . from the proof of Wallis product representation for , Theorem 2.1.17, that converge to from below and above, respectively.
for all n N . As a consequence, 2 2 3
2k2k 1
2
I2k1 and 2 2 3
2 3
k 22k 1 1
I2k1
I2k
1 2
2k2k 1
k 2k2k 1 2 4 22k 1 2k2k 1 2k 1 1 3 3 2k 1

2 3
2
ak : 4k 2 2k2k 1 2 2k 1 2 4 k 2 1 3 22k 1 2k2k 1 3 2k 1 3 2 2 k bk : 4k 22k 1 3 1 177
y 1.05 1.04 1.03 1.02 1.01 10 20 30 40 50 x

n!
R, x x 1 xex 2x . Note that n 1 Fig. 50: Graph of 0, for every n N. See Theorem 2.1.18.
N 0, 1, 2. Further, 2 ak1 4k 6 2k 1 8k 12 8k 2 16k 8 ak 4k 2 2k 3 4k 22k 3 8k2 16k 6 1 , 2 bk1 4k 1 2k 4k 2 4k 1, bk 4k 2k 1 4k 2 4k 1 2 4k 2k 1 2k 1 1 1 bk ak 4k 2 2k 2k 2k for all k N 0, 1, 2. Hence the sequences a3 , a4 , . . . and are convergent,
for k as increasing sequence that is bounded from above by and decreasing sequence that is bounded from below by , respectively, and converge to the same limit .
Essentially as an application of Wallis product formula, we prove Stirlings asymptotic formula for factorials which is often used in applications. 178
Theorem 2.1.18. (Stirlings formula) lim n! n n n e 2 . (2.1.7)
Proof. First, we notice that ln is concave since ln x x 0. Hence it follows by Theorem 1.4.31 that
x1
x
1x2
0 for all
lny dy
x1
x
x ln
x1 x
lnx y x ln 1 2

ln
x1 x
x1 dy lnx x 1 lnx lnx 1 2
for all x 0. In addition, it follows from the Denition 1.4.30 of the concavity of a differentiable function that lny where x
x1 x1
x x
lnx
yx , lny x
lnx 1
y x 1 , x1
0 and y
0, and hence that 1 2x lnx 2x 1 1 1 , 2x lnx 1 2x 1
lny dy lny dy
x1
x
lnx 1 1
lnx 1 1 1
and lny dy 1 2 lnx lnx 1
1 2x
2x 1
1 .
1 lnx lnx 1 1 2 4 Hence it follows that 0

x1
x
1 x
x1
1
lny dy
1 lnx lnx 1 2 179
1 4
1 x
x1
1
for all x
n
0 and hence that lny dy
1 lnk lnk 1 2k 1
n 1
1 4k 1
n 1
1 k
k1
1
1 1 1 4 n
n
1 . 4
Therefore, we conclude that the sequence S1 , S2 , . . . , where Sn :

n
1
lny dy
y lny y n lnn! lnn 1 2 1 n n lnn n n lnn n 1 lnn! 1 ln 2 n! e

lny dy lnn!
1 lnk lnk 1 2k 1
n 1
lnn 2
for every n N , is increasing as well as bounded from above and therefore convergent to an element of the closed interval form 0 to 14. Hence it follows also the existence of
n
lim
n! n 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 lim 2k 1 2 3
2k k!4 k 2k 1 2k!2 24k1 k 2k k!4 lim k 2k 1 2k!2 k k!4 lim k 22k 1 2k !2

lim
2k2k 1
1 k
2 k
lim
2k 1 2k k!4 2k 1 2k 1 2k !2
k e
2k
4
2k e
2k 2k
1 k
k e
2k
2k e
a2 . 4
180
Hence it follows that a
2 and, nally, (2.1.7).
Denition 2.1.19. If I is some non-empty index set and ai i I, the symbol ai

i I
I for every
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 R sin cos
x
2
x
n x x2 lim 1 2 , 2 n k 1 4k
n
lim
n k 0
2k 12
x2
(2.1.8) R
Solution: For this, we dene for every n N a corresponding In : R by In x :

2
0
cosxt cosn t dt
for every x R. In particular, this implies that I0 x for x 1, 1 I1 x

2
0
1 sinx2x2
2
0
if x if x
0 , 0
cosxt cost dt
1 sinx 1t 2 x1
sinx 1t x1
1 cosx 1t cosx 1t dt 2
2 0
cosx2 , 1 x2
181
for x 1, 1 I1 x
2
0
cos t dt
2 2 0
2
0
1 1 t sin2t 2 2 and hence I1 x In the following, let x integration that x In x

2
1 1 cos2t dt 2
4 if x 1, 1 . if x 1, 1
4 cosx21 x2
R.
T For n
N 0, 1, we conclude by partial
x cosnt sinxt0 2 n sint cosn1t cosxt 0 2
x
0
cosn t x cosxt dt
n n
n
2 2 2
0 0 0
sint cosn1 t x sinxt dt
cosn t n 1 sin2 t cosn2 t cosxt dt n cosn t n 1 cosn2 t cosxt dt
n2 In x nn 1In2x . Therefore, it follows that In2 x and hence that n2 x2 In x nn 1

x2 In2 x 1 2 In2 0 n From this, it follows by induction that I0 x I0 0

n
In x . In 0
I2n x x2 1 I2n 0 k 1 2k2 182
I1 x I1 0
I2n1 x x2 1 I2n1 0 k 1 2k 12
n
for every n N . In the following, we show that

n
lim
In x In 0
1.
(2.1.9)
For this, we note that cosxt 1 for t cos x t 1

xt 0
sin s ds
xt
0. Hence it follows for every n N that

2 cos xt 0
In x In 0 x
2
0
t cost cosn1 t dt
n 1 cos t dt 2
sint cosn1 t dt
x , n
where it has been used that t cost sint
for 0 2. Hence it follows (2.1.9) and, nally, (2.1.8). For this, note that the second relation in (2.1.8) is trivially satised for x 1, 1. Example 2.1.21. Let m be some natural number Dene F, G, f, g : R R by F y : Gy : for all y
x
a
1, a
R and c
0.
y2 c2m , gy :
y
1 , f y :
2my y2 c2 m1 ,
a
x
a
R. Then by Theorem 2.1.12 for every x

x a
dy y2 c2m
x2 c2m a2 c2 m 2m
183
y 2 dy y2 c2m1
a2 c2m 2m x 2 2mc y2 dy2 m1 c

x a x2 c2 m
a
x
a
y2
dy c2 m
and hence it follows the recursion (or reduction) formula

x
a
y2
dy c2 m1
1 x a a2 c2m 2 x2 c2 m 2mc 2m 1 x dy 2mc2 y2 c2 m , a
which is used in the method of integration by decomposition into partial fractions below. Example 2.1.22. Show that Jn x for all n N and x R such that 0 F : f : for all 2 x n2 x2 x n. Solution: Dene
0, . Then by Theorem 2.1.12,

Jn x 1
1 , g : x cos n cosx sin n , x cos n x sin x cos n2 , G : sinx sin n
x sin x cos n2 sinx sin n d ,
cosx sin n d
and hence Jn x 1
x sin x cos n2 d 184
2 x n2 x2 .
Problems 1) Calculate the value of the integral. In this, where applicable, n N .

3
a)
0
4t e5t dt , b)
2
2
0
sin2 3 cos7 d ,
2
1
c)
1
0
e cos2 d x2 arctan3x dx x sinnx dx ,
, , h)
d) f)
3
1 0
ln2x dx , x2
2
e)
ln2x2 1 dx .
g)
0
xn lnx dx
2) Derive a reduction formula where the integral is expressed in terms of the same integral with a smaller n. In this n N , a R, x a and, where applicable, m N, b, c R .
x a x
a) c)
a x
sin y dy
n
x
a
, ,
b)
x
cosn y dy
, , , .
y n eby dy
d)
a
y n sinby dy
x
a
e)
a x
y n cosby dy ecy sinby dy
, ,
f) h)
x
a
y m lny n dy
g)
a
ecy cosby dy
3) Let I be some non-empty open interval of R, h : I a, b I be such that a b.
R a map and hb 0,
a) If h is twice differentiable on I and such that ha show that

b
a
hx dx
1 2
b
a
x bx ah x dx .
b) If h is four times differentiable on I and such that ha hb h a h b 0, show that

b
a
hx dx
1 24
b
a
x b2 x a2 h iv x dx .
185
4) Let a, b R be such that a b and f, g : a, b R be restrictions to a, b of twice continuously differentiable functions dened on open intervals of R containing a, b. In addition, let f a f b 0 and g a g b 0. a) Show that
b
a
[Remark: Note that if h f p, where f : I R is twice, four R is a polynomial times differentiable, respectively, and p : I function of the order 1, 3, respectively, then h f , h iv f iv , 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.]
g xf x dx
b
a
g xf x dx .
b) In addition, assume that f and g solve the differential equations
f x U x f x f x , g x U x gx gx , where U : a, b R is continuous and , R are such that

. Show that
b
a
f xg x dx
0.
2.1.3 Partial Fractions Lemma 2.1.23. Let P, Q : R R be polynomials of degree m, n , respectively, where m N n. Finally, let a1 , . . . ar be the (possibly empty) sequence of pairwise different real roots of Q, where r N, and let m1 , . . . , mr be the sequence in N consisting of the corresponding multiplicities. (i) There are s N along with (possibly empty and apart from reordering unique) sequences br1 , cr1 , . . . , brs , crs of pairwise different elements of R 0, and mr1 , . . . , mrs in N such that Qx qn x a1 m1 . . . x ar mr 186
x br1 2 cr1 m
r 1
. . . x brs 2 crs
mr s
for all x R where qn is the coefcient of the nth order of Q. (ii) There are unique sequences of real numbers A11 , . . . , A1m1 , . . . , Ar1 , . . . , Armr and pairs of real numbers Br1,1 , Cr1,1 , . . . , Br1,mr1 , Cr1,mr1 , . . . , Brs,1, Crs,1, . . . , Brs,mrs , Crs,mrs , respectively, such that P x Qx A11 A x 1m1m1 . . . x a1 a1 A xAr1a x rmrmr r ar Br1,mr1 x Cr1,mr1 Br1,1 x Cr1,1 x br1 2 cr1 x br1 2 cr1 mr1 Br s,m x Brs,1 x Crs,1 x brs 2 Crs,mrrss x brs2 crs crsm r s
...
for all x Ra1 , . . . , ak . Proof. See Function Theory. Corollary 2.1.24. Let P, Q, m, n; a1 , . . . ak , m1 , . . . , mr , b1 , c1 . . . , bnk , cnk , mr1, . . . , mrs, A11 , . . . , A1m1 , . . . , Ar1, . . . , Armr and Br1,1, Cr1,1, . . . , Br1,mr1 , Cr1,mr1 , . . . , Brs,1, Crs,1, . . . , Brs,mrs , Crs,mrs as in Lemma 2.1.23. Then by F x : A11 ln x a1
Br2 1,1 lnx br1 2 cr1 br1 Br1,1 Cr1,1 x br1 arctan ...
cr1 cr1 187
Ar1 ln x ar m 1 1 x Aarmm 1 . . .
r
m 1 1 x Aa1mm 1 . . .
1
1 21Br1,1 2 c mr1 x br1 r1m 1 br1 Br1,1 Cr1,1 Fr1 x . . . Br2 s,1 lnx brs2 crs brs Brs,1 Crs,1 x brs ... arctan
r 1
Here Fr1 , . . . , Frs : R
1 21Brs,1 2 c mrs x brs rsm 1 brsBrs,1 Crs,1 Frsx for all x Ra1 , . . . , ak , there is dened an anti-derivative F
r s
crs
crs
for all x R and l 2, . . . s. Note that such functions can be calculated by the recursion formula from Example 2.1.21. Example 2.1.25. Calculate
2
0
R denote anti-derivatives satisfying 1 Frl x 2 c x brl rlmrl
of P Q.
4 x2
9 dx .
Solution: 2 2 2 1 1 4 4 2 dx dx dx 2 x3 x3 0 x 9 0 x 3x 3 0 3 2 ln 2 3 ln 2 3 2 ln 3 ln 3 2 ln5 , 3 3 3 where it has been used that for any function f , a, b R such that a b and any x from the domain of f such that f x a, b, the following holds
f x af x b
ba
f x a
1 f x 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
0
3x 4 dx . x2 2x 2
Solution:
3
0
3 3 3x 4 3 2x 2 1 dx dx dx 2 2x 2 2 2x 2 2 x 0 2 x 0 x 1 1 3 3 ln32 2 3 2 arctan3 1 ln2 arctan1 2 2 3 17 arctan4 4 . ln 2 2

2
1
x2
12 dx .
x2
Solution: Considering the symmetry of the integrand, by Lemma (2.1.23) there are A, B, C R such that x2 x2 12 1 A x2
for all x 1
0. Hence for all x R
x2B 1 x2 C 12
(2.1.11)
Ax2 12 Bx2 x2 1 Cx2
A B x4 2A B C x2 A

and hence A 1, B 1 and C formula from Example 2.1.21 that

2
1
1. Hence it follows by the recursion
2 2 1 1 1 dx dx dx dx 2 x2 12 2 2 1 2 1 2 x 1 x 1 x 1 x 2 1 1 4 arctan2 x2 12 dx 2 1 1 1 2 1 1 2 1 arctan2 2 5 3 2 x2 1 dx 2 4 1
189
y 1
Fig. 51: Graph of the antiderivative F of f x : Compare Example 2.1.28.
11 x4 , x R, satisfying F 0
0.
7 15
3 2
arctan2 4
Another way of arriving at the decomposition (2.1.11) is by help of the identity (2.1.10) which leads on x2 x2 12 x2 1 x2 x2 1 x2 1 x2 1 1 1 1 1 x2 12 x2 x2 1 1 x2 12 2 x2 1 x for all x R . Example 2.1.28. Calculate
x
a
1 x2
dy , 1 y4
where a R and x a. Solution: Since x4 1 0 for all x according to Lemma 2.1.23 there are b, c, d, e R such that 1 y4
R,
y2 by c y2 dy e
190
(2.1.12)
for all y
alent reduced system d
R. This equation is satised if and only if b d 0 , c e bd 0 , be cd 0 , ce 1 . From the rst equation, we conclude that d b which leads to the equivb , e c
b2 , be c 0 , ce 1.
y 4 dy 3 ey 2 by 3 bdy 2 bey cy 2 cdy ce y 4 b dy 3 c e bdy 2 be cdy ce
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 2, d 2. (The other e 1 and b which has the solution c 2 results in a reordering remaining solution c e 1 and b 2, d of the factors in (2.1.12). Hence it follows that for all y R. Note that, the last could have also been more simply derived as follows 1 y4
b ,
b2
2c , e
c , c2
y2
2 y 1 y 2
2 y 1
y2 12 2y2 y2 2 y 1 y2 2 y 1 valid for all y R. Further, according to Corollary 2.1.24 there are uniquely determined A, B, C, D R such that 1 Ay B 2 Cy D (2.1.13) 4 2 1y y 2y 1 y 2y 1 for all y R. In particular, this implies that 1 1 Ay B Cy D 4 4 1y 1 y y2 2 y 1 y2 2 y 1
191
1 y4
1 2y 2 y 4 2y 2
y2
for all y R. Since A, B, C and D are uniquely determined by the equations (2.1.13) for every y R, it follows that C A and D B. Hence we conclude that there are uniquely determined A, B R such that 1 for all y 1 y4 Ay B y2 2 y 1
Cy D Ay B 2 y 1 y2 2 y 1
R. In particular,
12. Also 1 14
2Ay B y 2y 1
2B
1 and hence B 1 2
1 04
A 12 A 12 1 2 2 2 2 2 2 1 2 2 1 2 A 2 A 2 2 24. We conclude that 1 y4
2
2
2 2
and hence A
1 2y 2 2 2 y 2 2 1 4 y 2y 1 y 2y 1 2y 1 1 2 2y 1 4 y2 2 y 1 y 2 y 1
for all y
2 2 2 4 2y 1 1
2y 1
1
2x 1 2a 1
R. Hence it follows that 2 2 x 2 dy x 2x1 ln ln x2 4 8 a2 2 a 1 a a 1y

192
2 arctan 2 x 1 arctan 2 a 1 4 2 arctan 2 x 1 arctan 2 a 1 . 4
Remark 2.1.29. The previous example gives an illustration of the wellknown fact that one should never blindfoldly rely on computer programs. In Mathematica 5.1, the command Integrate11 x 4, x gives the output
2ArcTan1 2x 2ArcTan1 4 2 Log1 2x x2

1
2x Log1
2x x2
which is incorrect. A rst inspection of the last formula reveals that the argument of the rst natural logarithm function is becoming negative for large x such that the logarithm is not dened. This gives a rst 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 R with the specied initial values. f x af x1 f x (2.1.14)
for all x R, where a 0, f 0 0, 1. Solution: If f is such function, it follows that f is continuously differentiable. Since f 0 0, 1, it follows by the continuity of f the existence of an open interval c, d R such that c 0 d and such that f [c, d] 0, 1. Since a 0 and the function af 1 f is 0 on the interval [c, d], it follows from (2.1.2) that f x1 f x0 f x1 f x0 193 f x0
x1
x0
f x dx
y 1.2 0.8 0.5
Fig. 52: Graphs of the solutions f0 , f14 , f12 , f34 and f1 of (2.1.14) in the case that a 1. Compare Example 2.1.30.
0.5
1 1
0.5
Fig. 53: Graphs of the solutions f2 and f4 of (2.1.14) in the case that a Example 2.1.30.
1. Compare
194
f x0
x1
x0
a f x1 f xdx
f x0
for all x0 , x1 [c, d] such that x0 x1 . In addition, the restriction of f to [c, d] is non-constant since the function R R, x ax1 x has no zeros on 0, 1. Hence we conclude from (2.1.2) by Theorem 2.1.1 for x [c, d] that ax c
f x x
c
x
c
a du 1 u 1
f y dy f y 1 f y
f x
1 u du f c 1 f c f x 1 f x ln f c
and hence that f c ac ax e e 1 f c This implies that f x 1 f x
ln
1u
f x f c
du f c u1 u
f x 1 1 1 f x f 0 1 f 0 1 1 f x
1 1 f x
1 .
f c eac 1 f c f 0 eax 1 f 0
and hence that
1 .
eax
Finally, this leads on f x 1

f 1 100 eax f
On the other hand, for every c that the function fc dened by fc x :

eax eax 1c c ax axe 1c e c
R , it follows by elementary calculation

c 1 1 or c 0
. f eax 100 f
for x R if 0
for x Ra1 lnc 1c if c 195
satises (2.1.14). Note also that f0 , dened as the constant function of value zero on R, is a further solution of (2.1.14) such that f0 0 0.
Problems 1) Calculate the integral.

2
a) c)
4
3 3
3u 2 du u2 u 12 u3 du , d)
b)
1
0 0
u2 3
e)
2 1
x2 3 dx x3 6x2 12x 8 3x 5 dx x4 4x2 3 x2 3x 4 dx x3 4x2 x 4 ,
3x 1 dx x3 7x 6
3
1 3
2x 1 dx x2 6x 9 ,
, ,
f)
g) i)
4
0
h)
4
j)
2
12
k) m) n)
0 1 3
0
12 2
x3 4x 5 dx x4 2x2 1
1
0
3x 7 dx , x4 4x3 6x2 4x 1 x3 3x2 1 dx x4 15x2 10x 24 ,
x2 1 dx x4 4x2 4
x2 3x 1 dx x3 2x2 7x 4 ,
l)
x3 x 1 dx , x4 3x3 3x2 7x 6 x2 1 dx , x4 2x3 3x2 4x 2 x4 2x3 x2 4 3x3 5x2 9x 6 dx .
x4
x3
2x2 1 9x2 11x 4 dx
o)
2
0
p)
1
2.1.4 Approximate Calculation of Integrals b, Theorem 2.1.31. (Midpoint Rule) Let a, b R be such that a f : a, b R be bounded and twice differentiable on a, b such that f x K for all x a, b and some K 0. Then
196
y 40 30 20 10 x
1.2
1.4
1.6
1.8
Fig. 54: Midpoint approximation.
(i)
b f x dx
a
ab 2
K b a3 . 24 a i h for all
(ii) In addition, let n N , h : i 0, . . . , n. Then

b f x dx a
b an and ai :
a i ai1 h
n 1 i 0
K b a3 . 24 n2
Proof. (i) By Taylors Theorem 1.4.23 f x p1 x for all x a, b where p1 x : f
K 2
ab 2
ab 2
f ab
2 197
ab 2
for all x R is the rst-degree Taylor-polynomial of f centered around a b2. Further,

b
a
p1 x dx

ab b a 1 f f 2 2 ab f b a . 2
b f x dx a b b
a
ab 2
b a f a b
ab 2
ab 2
2 b
ab dx 2
In addition,
K ab x 2 a 2 K b a3 . 24
p1 x dx 2
b
a
f x p1 x dx
dx
K 6
ab 2
3 b
(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 R be twice continuously differentiable and a, b I be such that a b. In particular, let f x K for all x a, b and some K 0. Then (i)
b f x dx
a
f a f b 2
K b a3 . 12 : a i h for all
(ii) In addition let n N , h : i 0, . . . , n. Then

b f x dx a
b an and ai
2 198
n 1 i 0
f a f a i i1
K b a3 . 12 n2
y 40 30 20 10 x
1.2
1.4
1.6
1.8
Fig. 55: Trapezoid approximation.
Proof. Dene px : for all x R and h : and f f a f b f a ba
x a
hb 0
p. In particular, it follows that ha b f a f b px dx b a .

2 1 2
b
a
By partial integration, it follows that

b
a
hx dx
1 2
b
a
x bx ah x dx
1 2
b
a
x bx af x dx
and hence that

b h x dx
a
b x x a f x dx
199
K 2
b
a
b x x a dx
K b a3 . 12
(ii) is a simple consequence of i. Theorem 2.1.33. (Simpsons Rule) Let h 0, I be some open interval of R containing h, h, f : I R be four times continuously differentiable iv x K for all x h, h and some K 0. Then and f
h f x dx
1 f h 4f 0 f h h 3
K 5 h . 90
Proof. Dene px :
h
1 f h f h f 0 2 f
x x h2 1 f h f h h f 0 2 g 0
for all x R and g :
p. Then gh
g h
0 and
1 f h 4f 0 f h h . 3 By partial integration, it follows that

0
px dx
1 f h f h f 0 2
2h f 0 2h 3
x h 3x h g iv x dx
3 3 0
h
0
x h3 3x h g iv x dx
h
x h 3x h g iv x g iv x dx
h g x dx
72
g x dx
and hence that
K 36
h
0
h x3 3x h dx
h K 3 h x5 h h x4 36 5 0
K 5 h . 90
200
y 50 40 30 20 10 1.2 1.4 1.6 1.8 2 x
Fig. 56: Simpsons approximation.
R Corollary 2.1.34. Let I be some non-empty open interval of R, f : I be four times continuously differentiable and a, b I be such that a b. iv x K for all x a, b and some K 0. Finally, In particular, let f let n N , h : b an and ai : a i h for all i 0, . . . , n. Then
b f x dx a
K b a5 . 2880 n4
n1 1 f ai 4f ai ai1 2 f ai1 6i 1
Proof. The corollary is a simple consequence of Theorem 2.1.33.
Problems 1) Calculate the integral. In addition, evaluate the integral approximately, using the midpoint rule, the trapezoidal rule and Simpsons
201
rule. In this, subdivide the interval of integration into 4 intervals of equal length. Compare the approximation to the exact result.
1
a)
0 1
du 1 u2
b)
0
1 x2 2 dx
2x
c)
0
3u2 1 u32 du .
2) By using Simpsons rule, approximate the area in R2 that is enclosed by the Cartesian leaf C:
x, y R2 : 3
2 y 2 x2 2 x x2 3y 2
0 ,
0. In this, subdivide the interval of integration into 4 where a 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 T where I k
1
L g k 2 I k , 2 1k
0 , is the initial angle of elongation from the position of rest of the pendulum, k : sin0 2 , and where g is the acceleration of the Earths gravitational eld. By using Simpsons rule, 4. In this, subdivide the interval of inteapproximate T for 0 gration into 4 intervals of equal length.
1 1 k2 u2
1 u2 1 k2
1 k 2 u2
du ,
2.2 Improper Integrals

Denition 2.2.1. (Improper Riemann integrals) (i) Let a R, b R be such that a b and f : a, b R be almost everywhere continuous. Then F : a, b R, dened by F x : 202
x
a
f y dy
for every y a, b, is a continuous function by Theorem 1.5.18. We say that f is improper Riemann-integrable if there is L R such that
x
lim F x
b
lim
b a
f y dy
x
L.
In this case, we dene the improper Riemann integral of f by

b
a
f y dy
lim
b a
f y dy .
R be (ii) Let a R , b R be such that a b and f : a, b almost everywhere continuous. Then F : a, b R dened by F x :
b
x
f y dy
for every y a, b is a continuous function by Theorem 1.5.18. We say that f is improper Riemann-integrable if there is some L R such that
x
lim F x
a
lim
a x
f y dy
b
L.
In this case, we dene the improper Riemann integral of f by

b
a
f y dy
lim
a x
f y dy .
R (iii) Let a R , b R such that a b and f : a, b be almost everywhere continuous. Then we say that f is improper Riemann-integrable if, both, f a,c and f c,b are improper Riemannintegrable for some c a, b. In this case, we dene
b
a
f x dx :
c
a
f x dx
b
c
f x dx .
Note that as a consequence of the additivity of the Riemann integral, Theorem 1.5.17, this gives a well-dened denition of the symbol b f x dx. a 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 Riemann integral is equal to the Riemann integral of that extension. Example 2.2.3. Dene f : Show that
0, 1
1
0
R, x
1x for every real . 1 and
(i) f is improper Riemann-integrable for every dx x 1 1 .
(ii) f is not improper Riemann-integrable for every Solution: For R1 and 0, 1, it follows that
1
1.
dx x dx x
1 1 1
and for
1 that
ln
R, x 1x for every real . 1 and
and hence the statements. Example 2.2.4. Dene f : Show that
1,
(i) f is improper Riemann-integrable for every dx x 1 1
(ii) f is not improper Riemann-integrable for every Solution: For R1 and x

x
1
1.
1, it follows that x1 1 1 204
dy y
and for
x
1
dy y
lnx
and hence the statements. Theorem 2.2.5. Let a R, b R be such that a b and f : a, b R be almost everywhere continuous. Finally, let G : a, b R be dened by Gx :
x
for all x a, b and be bounded. Then, f and f are improper Riemannintegrable. Proof. Let bn nN be a sequence in a, b which is convergent to b. Since G is bounded and increasing, supRan G exists. As a consequence for given 0, there is some c a, b such that supRan G Gc . Hence it also follows that supRan G Gx for all x c, b. Then there is n0 N such that bn c for all n N satisfying n n0 . Therefore it also follows that supRan G Gbn for n N satisfying n n0 and hence nally lim Gbn supRan G .
n
f y dy
Hence f is improper Riemann-integrable and

b
a
f x dx
supRan G .
Further, for every x a, b, it follows that

x
a
f y f y dy
x
a
f y dy
2 supRan G .
Hence f
f and therefore also f is improper Riemann-integrable.
205
y 1 24
0.5 6 2 1 2 3 4 5
Fig. 57: Graphs of the gamma function (left) and 1.
Example 2.2.6. Show that fy : Riemann-integrable for every y function : 0, R by y : for all y
0,
R, x ex xy1 is improper 0. Hence we can dene the gamma ex xy1 dx 0. For every
1
0, . Solution: Let y
1
0, it follows that 1 y
ex xy1 dx
xy1 dx
and hence by Theorem 2.2.5 that fy 0,1 is improper Riemann-integrable and that 1 1 . ex xy1 dx y 0 R, x ex2 xy1 has a maximum at x0 : Further, hy : 1, max1, 2y 1. Hence it follows for every R 1 that
R
1
ex xy1 dx
hy x0
R
1
ex2 dx
2hy x0 e12
206
and by Theorem 2.2.5 that fy 1, is improper Riemann-integrable. Note for later use that 1
R
1
0
ex dx lim
R
R
1
ex dx
R
0
lim 1 eR
lim
ex dx
1.
Example 2.2.7. Show that y 1 for all y 0 and hence that n 1 n! (2.2.2) 0, y y (2.2.1)
for all n N. Solution: By partial integration it follows for every y 0, 1 and R 1, that
R
ex xy dx
e y eR R y y 1
ex xy1 dx
and hence (2.2.1). Since 1 induction.
0! , from this follows (2.2.2) by
Example 2.2.8. ( Gaussian integrals, I ) Show that fm,n : 0, 2 R, x xm enx 2 is improper Riemann-integrable for all m N, n N . In particular, show that I : N N R dened by I m, n : for all m N, n N satises I m 2, n
2 xm enx 2 dx
for all m N, n N and, in particular, I 2k 1, n 2k k! , nk1 207
m1 I m, n n
(2.2.3)
I 2k 1, n for all k
x
0
1 3 2k 1 nk1
x
0
1 I 0, 1 n 1 that
2 eny 2
(2.2.4)
N. Solution: First, it follows for n N and x

2 y eny 2 dy
1 n
1
0
1 1 n ny eny 2 dy n
2
x 0
x
0
2 1 enx 2
,
2 eny 2 dy
2 eny 2 dy
1
0
x
1
2 eny 2 dy
2 eny 2 dy
x
0
2 yeny 2 dy
and hence by Theorem 2.2.5 that f0,m and f1,m are improper Riemannintegrable as well as that I 1, n
0
2 y eny 2 dy
1 . n
(2.2.5) x for all x x2 2 0.
Further, according to Example 1.4.11, ex Hence it follows that e for all x

x
1 and ex
x
e dy
0 0
y dy
0 and in this way inductively that ex xm m!
1 and m for all x x 0 that

x
0 m 2
N.
In addition, it follows for m 1 n

x 0
N, n N and
2 y eny 2 dy
x
0
1 n ym1 eny2 2
1 n
x
0
2 y m1 ny eny 2 dy
m 1 ym eny 2 dy
2
208
1 n xm1 enx22 m n 1 Since,

1 m1 nx2 2 e nx
x
0
2 y m eny 2 dy .
(2.2.6)
m! xnx2 2 , e n
2
we notice that
x
lim
1 n xm1 enx 2
0.
Hence it follows from (2.2.6) inductively the improper Riemann-integrability of fn,m for all m N and n N as well as the validity of (2.2.3) for all m N and n N . Further, it follows from (2.2.5) and (2.2.6) by induction that I 2k 1, n for all k 2k k! , I 2k 1, n nk1
x
0
1 3 2k 1 I 0, n nk1
N and, nally, as a consequence of

2 eny 2 dy
1 n
nx
2 eu 2 du
that I 2k 1, n 1 3 2k 1 nk1
1 I 0, 1 . n
Example 2.2.9. ( Gaussian integrals, II ) Together with Wallis product representation of from Theorem 2.1.17, the application of the results of Example 2.2.8 allow the calculation of I 0, 1 as follows. Employing the notation of Example 2.2.8, in a rst step, we conclude for m N, n N that
x
0
2 y y t eny 2 dy
2 y m2 eny 2 dy 2 y m2 eny 2 dy
2t
x
0
2 y m1 eny 2 dy t2
0 x 0
209
and hence that

x
0
2 y eny 2 dy
x 2
0
m 2
2 y eny 2 dy
m 2
for all x
x
0
2 y m1 eny 2 dy
0 and, nally, I m 1, n I m, n I m 2, n . n1 I n, n , n
In particular, since according to (2.2.3) I n 1, n we conclude that I n 1, n I n, n and hence that I n, n In particular, the case n I n 1, n 2k 1, where k I n 2, n . I n, n I n 2, n I n 1, n I n 1, n I n 2, n ,

I n 1, n , I n 2, n
n1
I n 2, n
I n 1, n
N, leads to
2k k! 2k 1k1 I 2k 1, 2k 1 I 2k 2, 2k 1 1 3 2k 1 2k1 1 I 0, 1 I 2k 3, 2k 1 k 1 2k 1 k 1 2 k 1! 2k 1k2 210
and hence to 2k 1 2 4 2k 2 k1 4k 1 3 2k 1 I 0, 1
2k 1 2k 3 2 2k 1 2 k 2 2 3 4 2kk 1 4k 2 3 Finally, taking the limit k in the last expression and applying Wallis product representation of (2.2.4) leads to I 0, 1 Example 2.2.10. Show that 12 Solution: For this, let , R
R
2 ey 2 dy
. 2
(2.2.7)
0. By change of variables, it follows that 1 2

R2 2
2
2 ey 2 dy
x12 ex dx
and hence by taking the limits that

1 12 . 2
Example 2.2.11. ( Beta function, I ) Show that fx,y : tx1 1 ty1 is improper Riemann-integrable for all x we can dene the Beta function B : 0, 2 R by B x, y :
1
0
0, 1
0, y
R, x 0. Hence
tx1 1 ty1 dt
211
40 z 20 0 0 0.5 1 x 1.5 2 0 0.5 1.5 1 y
Fig. 58: Graph of the Beta function.
for all x 0, y 0. Solution: For this, let x , 0, 12. Then

12
0, y
1 2
0. In addition, let 2 x
x
t 1 ty1 dt
x 1
12
t dt
x 1
1
1 2
1 x
x1
2tx x
1 2
1 2
, 2 1 y
1
1 2
t 1 ty1 dt
x 1
2 y
1 2
y1
1 ty1
.
21 t y
1 1 2
1 2
Hence it follows by Theorem 2.2.5 that fx,y 0,12 and fx,y 12,1 are improper Riemann-integrable and that
12
0
t 1ty1 dt
x 1
1 x
x1
1 2
, 212
1 2
t 1ty1 dt
x 1
1 y
y1
1 2
As a consequence, fx,y is improper Riemann integrable and satises

1
0
t 1 ty1 dt
x 1
1 x
x1
1 2
1 y
y1
1 2
Example 2.2.12. ( Beta function, II ) Show that

y
lim y x B x, y 0, y
(2.2.8)
for all x Then
0. For this, let x

1
2. In addition, let ,
0, 12.
tx1 1 ty1 dt 1
y11
ds 1 y 1 y1 y1 y1 y1 y11 1 s x1 ds . y 1x y1 s 1 y 1 s s Further,
y1 y11 y11 s x1 x1 s ds s 1 s e ds y1 y 1 y1 y1 y11 s x1 s s e 1 1 es ds . y 1 y1
x1
y1
We consider the auxiliary function h : 0,

hs : 1 1
R by
y1
for all s 0, . Then h0 0, with derivative h s y1 s
y1
es
0, h is continuous and differentiable on
y1
y2
es
213
for 0 hs
y 1. Hence it follows for s 0, y 1 that hs u

s
0
s
0 s
y1
y1
y2
eu du
exp u y 2 ln 1 du y1 y1 s u u u u du du exp u y 2 exp y1 y1 0 y1 0 y1 e s2 , 2y 1 u 1 of (1.4.11) has been used. Hence it follows further
x1 s s e 1
where the case a that

y11
y1 y11 y1
y1
y1
s e ds
sx1 es
e s2 ds 2y 1
2y 1 e
x 2 .
From the previous, we conclude that
y 1xB x, y x
and hence that
y
2y 1 x .
x 2
lim y x B x, y
Example 2.2.13. ( Beta function, III ) Show that B x, y x y x y (2.2.9)
for all x, y 0. Solution: For this, let x, y by use of partial integration that B x, y 1
0. In the rst step, we show
y B x 1, y . x 214
(2.2.10)
For this, let ,

1
x 1
0, 12. Then
1 x t 1 ty x
1
t 1 ty dt
1 y 1 xy x1 y x x
1
y x
tx 1 ty1 dt
tx 1 ty1 dt
which implies (2.2.10). Further, it follows that t 1 ty dt

x 1
tx 1 ty1 dt
1
1 t t t 1 ty1 dt
x 1
tx1 1 ty1 dt
and hence that B x, y 1 B x 1, y B x, y . xy B x, y 1 y (2.2.11)
As a consequence, we obtain from (2.2.10) the equation B x, y which results in B x, y 1 B x 1, y B x, y 1 y
B x, y . xy By induction, we conclude from (2.2.11) that B x, y n
for every n N . In particular, B y, n
y y 1 y n 1 x y x y 1 x y n 1 B x, y
1 2 n 1 , y y 1 y n 1 1 2 n 1 B x y, n x y x y 1 x y n 1 , 215
(2.2.12)
where it has been used that B z, 1 for every z

1
0
tz 1 dt
1 z
0. Hence it follows that B x, y B y, nB x, y n B x y, n x y n B y, n y nx B x, y n n . yn nxy B x y, n and applying (2.2.8).
From this follows (2.2.9) by taking the limit n
Note that, as a consequence of (2.2.8) and the rst identity of (2.2.12), we arrive at Gauss representation of the gamma function x
n n
lim n 1x B x, n 1
lim nx B x, n 1
lim
nx n! x x 1 x n
for every x
0.
Theorem 2.2.14. (Gauss representation of the gamma function) For every x 0 nx n! x lim . (2.2.13) n x x 1 x n As an application of Gauss representation of the gamma function, we prove the reection formula for . Theorem 2.2.15. (Eulers reection formula for the gamma function) The equation x 1 x (2.2.14) sinx holds for all 0 x 1.
216
y 10 4 3 2 1.5 0.5 1 2 3 4 x 1 4 10 1.5 1
Fig. 59: Graphs of the extensions of the gamma function (left) and 1 to negative values of the argument.
Proof. For this, let 0 x 1 x
1. Then it follows by (2.1.8) that lim
nx n! n x x 1 x n 1x n n! lim n 1 x 2 x n 1 x n!2 1 n lim 2 n2 x2 n 1 x n x 1 x 1 1 1 x lim 2 2 x x n x sinx 1 x2 1 n2 1
. sinx
Remark 2.2.16. Note that the reection 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 Legendres duplication formula for the gamma function 1 2x1 2 x x 12 2x (2.2.15) 217
for all x
0. Solution: For this, let x x x 2x B x, x
0 and ,
1
0
0, 12. Then
t1 tx1 dt
1 2
Further, it follows by change of variables that

1
t1 t
1 4
x 1
dt
2
12
12 12 12x 2 1 v2x1 dv 21 0 12 12x 2 x1 2 1 v dv

212x
12
0 0
x 1
1 2
du
2 2x
12
1 2
1 2
x1
dt
12
1 2u2
x 1
du
1 v2x1 dv
dv
1 2
12
0
2 1
1 v2x1 dv 1 v2x1 dv
. (2.2.16)
Further, it follows by change of variables that

b
a
1 v 1 v
b2
a2
2 x 1
y 12 1 y x1 dy , 0 that
where 0
b, and hence by taking the limit a

b
0 2 x 1
dv
1 2
b2
0
y 12 1 y x1 dy .
Hence it follows from (2.2.16) that

1
t1 tx1 dt
122
0
22x
y 121 y x1 dy
122
0
y 121 y x1 dy
218
and by taking the limits that x x 2x

2
0
212x B 12, x
212x
12 x . x 12

Example 2.2.18. Show that sin cos d

1 1 2 2 2 1 2
(2.2.17)
for all , 12. Solution: For this, let , Then it follows by change of variables that
1
12 and , 0, 12.
t12 1 t 12 dt
1
arcsin
arcsin
arcsin
arcsin
2 sin cos sin2 12 1 sin2 12 d sin cos d
and hence by taking the limits that

1 1 2 2 1 2
1 1 , 2 2
2
0
sin cos d .
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
a)
lnx dx esx dx
, ,
b)
x lnx dx , esx sinax dx ,
c)
d)
0
e)
0
esx cosax dx , f)
dx ,
219
x exp x2 dx , dx , h) x dx dx i) , j) , 1 x3 x4 3 0 0 dx dx , , l) k) ex ex x2 a2 dx dx m) , n) . x2 5x 6 x3 2x2 3x 6 0 0 g)
0
2) The radial part of the wave function of an electron in a bound state around a proton is given by Rnl : 0, R, where n N , l 0, . . . , n 1 are the principal quantum number and the azimuthal quantum number, respectively [32]. Calculate the expectation value r of the radial position of the electron in the corresponding state given by 3 2 r 0 r2 Rnl r dr a , 2 r Rnl r dr 0 where a 0.529 108 cm is the Bohr radius. 2 er , b) R20 r a) R10 r c) R21 r d) R30 r e) R31 r f) R32 r for all r 0. 2 r r2 1 e 2 2
6 r2 , re 12 2 3 2 2 2 1 r er3 r 9 3 27 8 1 r r2 er3 , 6 27 6 4 r2 er3 81 30
3) The wave function of a harmonic oscillator, i.e., the wave function of a point particle of mass m 0 under the inuence of a linear restoring force, is given by n : R R, where n N is the principal quantum number [2]. Calculate the expectation value x of the position of the mass point in the corresponding state given by
2 x n x dx . 2 n x dx
220
y 0.2 0.5 0.4 0.3 0.2 0.1 1 y 0.2 2 3 4 r 0.1
2 y 0.1
10
12
0.1
0.05
2 y 0.1
10
12
r y 0.1
12
16
20
24
0.05
0.05
12
16
20
24
12
16
20
24
Fig. 60: Graphs of Problem 2.
0,
R, r
2 r2 Rnl r corresponding to a) to f). Compare
221
y 0.6
0.4
0.2 0.1 4 2 y 2 4 x 4 2 y 2 4 x
0.4
0.4
Fig. 61: Squares of the wave functions of a harmonic oscillator. Compare Problem 3
222
[In this, a constant and
is the reduced Plancks constant.]

12
m 12 ,
a a 2 a 8
km12 , k
2
0 is the springs
a)
0 x
ea
x2 2
,
2
b) 1 x c) 2 x
12 12
2axea
x2 2
,
2 2
4a2 x2 2 ea x 2
2
,
2
d) 3 x for all x R.
a 48
12
8a3 x3 12ax ea x 2
4) The time for one complete swing (period) T of a pendulum with length L 0 is given by T 2 L g
1
1 u2 1 k2 u2
du
where 0 , is the initial angle of elongation from the position of rest of the pendulum, k : sin0 2 , and where g is the acceleration of the Earths gravitational eld. 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

Denition 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
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
k 1
xk .
(2.3.2)
Otherwise, we say that x1 , x2 , . . . is not summable or divergent. The sequence 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 R. Show that the so called geometric series
1 k 1
xk ,
2 k 1
xk ,
3 k 1
xk , . . .
is convergent if and only if x
k 0
1. In that case, xk 1x 1 .
Solution: For this, we dene Sn :

n k 0
xk
1, it follows that Sn n and for every n N. Note that in the case x hence the divergence of the corresponding the geometric series. For x 1, it follows that x Sn and hence that Sn
n k 0
xk1
n 1 k 1
xk
Sn 1 xn1
1 xn1 . 1x 224
10
20
30
40
50
Fig. 62: Partial sums of the harmonic series and graphs of ln and 21 [2 ln2]1 ln.
As a consequence, the series of partial sums is convergent if and only if x 1, and in this case
k 0
xk
lim Sn
1x
Example 2.3.3. Show that the harmonic series

1 1 k 1
2 1 k 1
3 1 k 1
, ...
is divergent. For every n N0, 1

2 1
n
2 1
0
k 1
k
20
k 1
k
22
2 1
2
k 21
k
2n k
2
n
1 k 2n1
1
k 1
20
1
k 21
22
225
1 2n 2n1
1 2 2 2 1 1 1 2
1 2n 2n1 21n 2 2 1 n1 n1 1 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. R be positive decreasing Theorem 2.3.5. (Integral test) Let f : 1, and almost everywhere continuous. Then f 1, f 2, . . . is summable if and only if f is improper Riemann-integrable. In this case,
f x dx f x dx
k 1
f k
k m 1
f 1 f k
f x dx f x dx
(2.3.3)
as well as
m 1
for every m N .
(2.3.4)
R by g 1 : Proof. For this, we dene the auxiliary function g : 1, f 2 as well as g x : f k 1 for all x k, k 1 and k N . Then
n1
m
g x dx
n k1 k m k
g x dx
n 1 k m 1
f k
for every m, n 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 1, f 2, . . . is summable and
k m 1
f k
f x dx
226
y 10 8 6 4 2 1.5 2 2.5 3 s
Fig. 63: Graphs of (black), 11 s (blue) and s1 s (red).
for every m N . If on the other hand f 1, f 2, . . . is summable, we dene the auxiliary function h : 1, R by hx : f k for all x k, k 1 and k N . Then
x
m
f y dy
x
m
hy dy
k m
f k
for every m N and x 1, . Hence it follows by Theorem 2.2.5 that f is improper Riemann-integrable and that
k m
f k
f y dy .
for every m 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
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. (Riemanns Zeta function ) Show that by s :

1
n 1
ns
for every s 1, there is dened a function : 1, R. This function is called Riemanns zeta function. Solution: For every s 1, the corresponding function fs : 1, R dened by fs x : 1xs 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 s1 1
fs x dx
fs x dx
s1
Example 2.3.8. Let p dened by
1. Determine whether the sequence a2 , a3 , . . . an :

n k
1 k lnk p 2
228
for every n N0, 1 is convergent or divergent. Solution: For this, we dene the auxiliary function h : 2, R by hx : x lnxp for every x 2. Then h is strictly positive, strictly increasing and continuous and hence f : 1, R dened by f x : 1x 1lnx 1p for every x 1 is positive, strictly decreasing and continuous. Further for p 1: n dx lnlnn 1 lnln2 1 x 1 lnx 1 for every n N . Using that lnln2m lnm ln2 for every m 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
1
dy y 1lny 1p
1p
lnx 11p ln21p
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 sec yn for all n quences of positive real numbers. Further, let xn N, N 1, . . . 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 , . . . dened by

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

bn :
n 1
k 1
lnn 1
an lnn lnn 1 229
an ln
n1
for all n N . Then
ln n 2 bn1 bn n1 n1 1 1 n1 1 dx n1 0 xn1
1 0 bn1 bn
n1
1
0
x dx xn1
and hence
for all n since
N. Therefore b1 , b2, . . . is increasing and bounded from above

bn b1
n 1 k 1
n 12
bk1 bk
b1
1
k 1
k2
for all n N 0, 1. Hence b1 , b2 , . . . and a1 , a2 , . . . are convergent. The constant n 1 lnn : lim n k k 1 is known as Euler constant. Presently, it is not yet known whether it is rational or irrational. Since lnn 1 1
n1
1
dx x
n k1 dx k 1 k
n 1 k 1
n 1 k 1
n 1 k 1 k 1 k
dx
x
n
1
k1
dx x
1 lnn ,
it follows that 0 ln
for every n N 0, 1 and hence that 0 given by 0.5772156.
n1 n
an
1 1. To 7 decimal places it is
230
Example 2.3.11. Show Weierstrass representation of the gamma function 1 x xe

x
lim
n k 1
x xk e k
(2.3.5) 0.
for every x 0, where is Eulers constant. Solution: For this, let x According to (2.2.13), x is given by x Further, nx expx lnn exp x lnn Hence it follows that x
lim
nx n! x x 1 x n
x1 lim nx
n
n k 1
x k
exp x lnn
n 1 k
n 1 k
k 1
exp
n x k 1
n k 1
k 1
exk .
n 1 lim exp x lnn 1 x n n exk k 1 k 1
n exk k 1
x k
x1 ex lim
n
x k
which implies (2.3.5). Theorem 2.3.12. (Limit comparison test) Let x1 , x2 , . . . and y1 , y2, . . . be sequences of positive real numbers. Further, let
n
lim
xn yn
1.
(Note that this implies that yn 0 for all n N, N 1, . . . , where N is some element of N.) Then x1 , x2 , . . . is summable if and only ify1 , y2, . . . is summable. 231
Proof. Since limn
xn yn
1 2
1, there is N xn yn 3 2
N such that
for all N N such that n rem 2.3.9. Example 2.3.13. Let p dened by for all n n N that
N. Hence the statement follows by Theo-
1. Determine, whether the sequence a1 , a2 , . . . an :
1 np N , is summable. Solution: Since p
1, it follows for every
1 1 p n n and hence by Theorem 2.3.9 and Example 2.3.3 the diverfor all n N gence of a1 , a2 , . . . . 1. Determine whether the sequence a2 , a3 , . . . an :
n k
Example 2.3.14. Let p dened by
for every n N0, 1 is convergent or divergent. Solution: Since p it follows for every k 3 that
1 k lnk p 2
1,
lnk1p
and hence that 1 k lnk p
11p
1 . k lnk
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 , . . . dened by an : 3n2 n 1 n5 212
for all n N is summable. Solution: Dene bn : 3 n12
for all n N . Then b1 , b2 , . . . is not summable according to Example 2.3.13. In addition, it follows that
n
lim
an bn
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 k m
xk yk
Sn cyn1 Sm1 cym
Sk cyk1 yk
0.
k m
for all m, n N such that n
m and all c R, where we dene S0 :
Proof. It follows for all m, n N , that

n k m n k m
xk yk
Sk Sk1yk
n k m
Sk y k
n 1 k m 1
k m
Sk y k
n k m
Sk yk1
Sk yk1 Sn yn1 Sm1 ym

n k m
Sn yn1 Sm1 ym
Sk yk1 yk
233
Sn yn1 Sm1 ym Sn yn1 Sm1 ym
Sk cyk1 yk
n k m
c yk1 yk
k m n k m
Sk cyk1 yk cyn1 cym

n
Sn cyn1 Sm1 cym
Sk cyk1 yk .
k m
Theorem 2.3.17. (Dirichlets 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 limk yk 0. Then the sequence x1 y1 , x2 y2 , . . . is summable,
k 1
xk yk
M1 y1
Sk M1 yk yk1
(2.3.6)
k 1
and for every n N
xk yk
k n 1
where M1 , M2 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 R be lower and upper bounds, respectively. Then by Theorem 2.3.16
n k 1
M2 M1 yn1 ,
(2.3.7)
xk yk
Sn M1 yn1 M1 y1 Sk M1 yk yk1
k 1
as well as 0
n
Sk M1 yk yk1
234
M2 M1yk yk1
k 1
k 1
M2 M1 y1 yn1 M2 M1 y1
for all n N . Therefore the sequence
1
Sk M1 yk yk1, Sk M1 yk yk1, . . .
k 1
k 1
is increasing as well as bounded from above and hence convergent. Thereyk 0, it follows the summability of x1 y1 , x2 y2 , . . . fore, since limk and 2.3.6. Finally, it follows for every n N that
k n 1
xk yk
Sn M1 yn1
k n 1
Sk M1 yk yk1
and hence
k n 1
xk yk xk yk
Sn M1 yn1 M2 M1 yn1 Sn M1 yn1
k n 1
M2 Snyn1 M2 M1 yn1
0. Determine whether the sequence a1 , a2 , . . . an :
k n 1
M2 M1 yk yk1
and (2.3.7). Example 2.3.18. Let s dened by
1n1
ns 1 ns
for all n N is summable. Solution: Dene xn :
1n1 ,
yn :
235
y 10 5 s
1.5 5 10
2.5
Fig. 65: Graph of an extended Riemanns zeta function .
for all n 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
k 1
ak

k 0
2k 1s 2k 2s
1 1 1
k 0
1s 1s 2k 1s 2k 2s 2 s 1 2 s
if, in addition, s 1. Note that the last formula can and is used to dene on 0, 1. See Fig. 65. Theorem 2.3.19. (Abels 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
k 1
xk yk
M1 y1
xk M1
k 1
nlim yk Sk M1 yk yk1
k 1
where M1
R is a lower bound of the partial sums of x1 , x2, . . . .
(2.3.8)
Proof. For this, let S1 , S2 , . . . be the sequence of partial sums of x1 , x2 , . . . and M1 , M2 R be lower and upper bounds, respectively. Further, let M3 , M4 R be lower and upper bounds, respectively, of y1 , y2, . . . . Then by Theorem 2.3.16
n k 1
xk yk
Sn M1 yn1 M1 y1 Sk M1 yk yk1
k 1
as well as 0
n
Sk M1 yk yk1
M2 M1yk yk1
M2 M1 y1 yn1 M2 M1 M4 M3
for all n N . Therefore, the sequence
1
k 1
k 1
Sk M1 yk yk1, Sk M1 yk yk1, . . .
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 2.3.8 by the limit laws for sequences. Denition 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
xk
xk
n k 1
xk
k 1
xk
k 1
for all n 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 sin1 sin2 sin3 , , ,... 12 22 32 is absolutely summable. Solution: For every k
sin k k2
(2.3.9)
1 . 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 0, there is some N N such that
n xk
k m
for all m, n N satisfying n
N. 238
Proof. For this, let such that
0. Since x1 , x2 , . . . is summable, there is N

m xk
k 1
k 1
xk
for all m N satisfying m that n m N

n xk
k m
n xk
k 1
1 that
k 1
N. Hence it follows for all m, n

n xk
k 1
N such
xk
m 1
xk
k 1
xk
xk
k 1
m 1 k 1
Corollary 2.3.25. Let x1 , x2 , . . . be a summable sequence of real numbers. Then lim xn 0 .

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

xn1 x
n
for all n N such that n (ii) If there is N
N, then x1 , x2 , . . . is absolutely summable.

xn1 x
n
N such that
for all n N such that n
N. Then x1 , x2 , . . . is not summable. q xn
Proof. (i): For this, let q 0, 1 and N N be such that xn1 for all n N satisfying n N. Then it follows by induction that xn xN 239
qnN
for all n 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 N be such that xn1 xn 1 for all n N satisfying n N. Then it follows by induction that xn xN for all n 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 R for which the sequence x0 x1 x2 , , ,... 0! 1! 2! is summable. Solution: For x 0, the corresponding sequence is obviously absolutely summable. For x R and n N, it follows that
n1 x n! lim n 1 ! xn n
lim
n1
and hence by Theorem 2.3.26 the absolute summability of the corresponding sequence. Theorem 2.3.28. (Root test) Let x1 , x2 , . . . be a sequence of real numbers. (i) If there are q
0, 1 and N N such that

xn 1n q N, then x1 , x2 , . . . is absolutely
for all n N satisfying n summable. (ii) If there is N
N such that
xn 1n 1 N, then x1 , x2 , . . . is not summable. 240
for all n N satisfying n
Proof. (i): For this, let q 0, 1 and N N be such that xn 1n all n N satisfying n N. Then it follows that xn qn
q for
N and hence by Example 2.3.2 and Theofor all n N satisfying n rem 2.3.9 the absolute summability of x1 , x2 , . . . . (ii): For this let N N be such that xn 1n 1 for all n N satisfying n N. Then it follows that xn 1
for all n 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
is summable. Solution: For n N0, 1, it follows that

lim n
12 ln122 , 13 ln133 , . . . 1
n
1 n lnn
1n
lim
1 lnn
and hence by Theorem 2.3.28 the absolute summability of the corresponding sequence. Example 2.3.30. Note that in the case of the sequence a1 , a2 , . . . dened by 1 an : ns for all n N , where s 0, that neither the ratio nor the root test can be applied, since
an1 lim n a
n
lim
lim n
n s n
lim es lnnn 241
n1 e0
1s 1.
1.1
0.9
10 0.7
20
30
40
50
n3
0.6
0.5
Fig. 66: Partial sums of the alternating harmonic series and its reordering from Example 2.3.31
Example 2.3.31. (Rearrangement of a conditionally convergent series) Dene a1 , a2 , . . . by 1 14k4 22k 11 1 a3k2 : 4k 3 1 a3k1 : 14k2 22k1 1 4k 1 1 1 a3k : 12k1 2k 2k . Its ninth partial sum is given by for every k N 1 1 1 1 1 1 1 1 1 . 3 2 5 7 4 9 11 6 Obviously, a1 , a2 , . . . is a rearrangement of the alternating harmonic sequence 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
k 1
1k
k
1 2
1 3
5 . 6
Further, because of a3k2 a3k1 a3k for every k 8k 3 2k 4k 34k 1 0
N, it follows that
3n k 1
ak
5 6
for every n N . So either a1 , a2 , . . . is not summable (!) or
k 1
ak
5 6
k 1
1k . ! k
Theorem 2.3.32. (Rearrangements of absolutely convergent series) Let x1 , x2 , . . . be an absolutely summable sequence of real numbers. Further, let f : N N be bijective. Then the sequence xf 1 , xf 2 , . . . is also absolutely summable and
k 1
xk
k 1
xf k .
(2.3.10)
Proof. First, it follows that the sequence of partial sums of xf 1 , xf 2 , . . . is increasing with upper bound k 0 xk and hence convergent. Hence xf 1 , xf 2 , . . . is absolutely summable. Further, let 0. By The such that for all n, m N satisfying orem 2.3.24, there is N N n m N, it follows that
n k m
xk 243
y 1 0.8 0.6 0.4
Fig. 67: Graphs of the rst ve functions of the series from Example 2.4.1(i).
N such 1, . . . , N f 1, . . . , f Nf . Hence it follows for every n N satisfying n maxN, Nf :

Since f is bijective, there is Nf
n xf k
k 1
n k 1
xk
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
1
Fig. 68: Graphs of the rst 4 functions of the series from Example 2.4.1(ii).
1
Fig. 69: Graphs of the derivatives of the rst 4 functions of the series from Example 2.4.1(ii).
245
y 1.4 1.2 1 0.8 0.6 0.4 0.2 0.2 0.4 0.6 0.8 1 x
Fig. 70: Graphs of the rst 10 functions of the series from Example 2.4.1(iii). 2) Calculate a) c)
3 1
n 1
1n
2n 1 ,
, d)
b)
1
n 1
1 n
n4
1
n 1
nn 3
1 nn 1n 3 1
3) Determine whether the sequence a1 , a2 , . . . is absolutely summable, conditionally summable or not summable. a) ak a) ak c) ak e) ak g) ak 1 k
4 5
, ,
b) ak b) ak d) ak , ,
51k 31k
, , , k , ,
lnk 1 arctank , k 43 1 3k 1 k2
k
1k
22k1 2k 1!
k!
f) ak h) ak
1k ke2 2
1k
k3 k
1k k2 k 3
246
i)
ak
k) ak k) ak where k
2 3 1k k2k 2 k 2k! , l) a k 3k! k 1 1 , l) k
, kk k! ak
j) ak ,
3k 3 ek2
lnk3
k2
N .
1 for which the corresponding sequence 1 , k lnk lnlnk q ak :
4) Determine the values q a3 , a4 , . . .
5)
3, 4, . . . , is summable. Give reasons for your answer. Dene a4k : a4k1 : 1, a4k2 : a4k3 : 1 for every k N.
k Determine whether the sequence ak , 3 k7
k N, is absolutely summable, conditionally summable or not summable. Give reasons for your answer. 6) Estimate the error if the sum of the rst N terms is used as an approximation of the series. a) a)
1
n 1
n2
, N
3 , N
b) 7 ,
n 1
1n1
n
1 , N n lnn2 2
n 1
9 , N
, 14 .
b)
1n1
n2
7) Calculate the sum correct to 3 decimal places a) a)

1
n
n4 1
b)
1 n5 lnn 2 b)
n 1
1 1n 2n!
n 1
1n1 nn! 2n
8) A rubber ball falls from initial height 3m. Whenever it hits the ground, it bounces up 34-th of the previous height. What total distance 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
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
n
lim
an1 an
1 , lim
n
bn1 bn
1.
11) Give an example for a convergent sequence of real numbers a1 , a2 , . . . and a divergent sequence of real numbers b1 , b2 , . . .
n
lim an 1n
1 , lim bn 1n
n
1.
12) Assume that a1 , a2 , . . . is a summable sequence of real numbers. Show that the sequence a2 , a2 , . . . is also summable. 1 2
2.4 Series of Functions

Example 2.4.1. (Examples of limits of sequences of functions) (i) Dene the sequence of innitely often differentiable functions f1 , f2 , . . . by x2n fn x : 1 x2n for all n N and x R. Then
lim fn
x :
lim fn x
0
1 2
if x if x if x
1, 1
1
and hence limn
fn is not a continuous function. sinnx n
(ii) Dene the sequence of differentiable functions g1 , g2 , . . . by gn x : 248
for all n N and x R. Then

n
lim gn
x :
lim gn x
for all x R and hence limn the other hand because of
gn is a differentiable function. On cosnx
gn x
for all n N and x R, the limit of g1 x, g2 x, . . . does not exist for any x R and
1
n
lim gn 0
lim gn
0.
Hence the sequence g1 , g2 , . . . of derivatives of g1 , g2 , . . . does not converge pointwise to the derivative of limn gn .
(iii) Dene the sequence of continuous functions h1 , h2 , . . . by hn x :

nx 1 x2 n
for all n N and x 0, 1. Then

n
lim hn
x :
lim hn x
for all x 0, 1 denes a continuous function. On the other hand,

1
0
hn x dx
for every n N and hence 1 2

1
0 n
1 n n1 2
lim
hn x dx
lim hn
x dx
0,
i.e., the limit of the integrals of h1 , h2 , . . . over 0, 1 is different from the integral of its limit function over 0, 1. 249
y 1 0.5 2 1 1 2 x
Fig. 71: A uniform neighbourhood of size 14 around sin2x.
Denition 2.4.2. (Uniform convergence) A sequence f1 , f2 , . . . of functions on some non-empty subset T of R is said to be uniformly convergent to some function f : T R, if for every 0 there is some N N such that fn x f x for all x T and all n N such that n N. Theorem 2.4.3. (Uniform limits of continuous functions are continuous) Let f1 , f2 , . . . be a sequence of functions on some non-empty subset T R. Further, of R which is uniformly convergent to some function f : T let all f1 , f2 , . . . be continuous at some point x0 T . Then f is continuous at x0 , too, i.e.,
n
lim lim fn x
x x0
lim
x0
lim fn
x .
Proof. For this, let a1 , a2 , . . . be some sequence in T which is convergent to x0 and 0. Then for every m, n N f an f x0
250
f an fm an fm an fm x0 fm x0 f x0 f an fm an fm an fm x0 fm x0 f x0 . (2.4.1) Since f1 , f2 , . . . is uniformly convergent to f , there is m0 fm0 x f x for all x that 3
N such that N such
T . Further, since fm
is continuous in x0 , there is N
for all n N satisfying n for all n N such that n
fm0 an fm0 x0 f an f x0 N.
3 N. Hence it follows by (2.4.1) that
Theorem 2.4.4. (A simple limit theorem for Riemann integrals) Let f1 , f2 , . . . be a sequence of almost everywhere continuous functions on a, b, where a, b R are such that a b, which is uniformly convergent to some almost everywhere continuous function f : a, b R. Then
b
a n
lim
fn x dx
b
a
lim fn
x dx
b
a
f x dx .
0. Since f1 , f2 , . . . is uniformly convergent to f , Proof. For this, let there is n N such that fn x f x for all x a, b. Hence
b fn x dx
a
b a .
b
a
f x dx
b
a
fn x f x dx
dx
a
251
Theorem 2.4.5. Let f1 , f2 , . . . be a sequence of continuous functions on a, b, where a, b R are such that a b, such that f1 x0 , f2x0, . . . is convergent for some x0 a, b. Further, let the restriction of each fn , n N , to a, b be differentiable with a derivative that can be extended to a continuous function fn on a, b. Finally, let the sequence f1 , f2 , . . . be uniformly convergent to some continuous function g : a, b R. Then f1 , f2 , . . . is uniformly convergent to a continuous function f : a, b R whose restriction to a, b is differentiable with derivative given by g a,b . Hence in particular,
n
lim fn x
lim fn
(2.4.2)
for all x a, b. Proof. By Theorem 1.5.20, it follows that fn x

x
a
fn y dy fn a
for all n N and x a, b. Further, from this follows by the convergence of f1 x0 , f2 x0 , . . . , the uniform convergence f1 , f2 , . . . to g and Theorem 2.4.4 the pointwise convergence of f1 x, f2 x, . . . to some f : a, b R and f x
x
a
g y dy lim fn a
n
for all x a, b. Further, from this follows by Theorem 1.5.18 and the continuity of g that f is continuous with its restriction to a, b being differentiable with derivative given by g a,b . Finally, from fn x f x
x
a
fn y g y dy fn a lim fn a
n
valid for every n N and x a, b, the uniform convergence of f1 , f2 , . . . to g and the convergence of f a1 , f a2 , . . . to limn fn a, 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 functions on some non-empty subset T of R for which there is a summable sequence M1 , M2 , . . . of positive real numbers such that fn x Mn
for all x T and n N . Then the series S1 , S2 , . . . dened by Sn :

n k 1
fk
for all n N is uniformly convergent to a function S : T R on T . Also is the series S1 x, S2 x, . . . absolutely convergent to S x for all x T . Proof. For this let x T . Then by Theorem 2.3.9, it follows the absolute summability of f1 x, f2 x, . . . . Hence we can dene S : T R by S x : fk x for all x T . Further for given 0, there is N N k 1 such that
n Mk k 1
for all n N satisfying n

n fk x
k 1
k 1
Mk
N. For such n, it follows that
k n 1
S x
fk x
k n 1
Mk
for all x T and hence the uniform convergence of S1 , S2 , . . . to S. Example 2.4.8. Calculate
xn
n 1
253
for all x 1, 1. Solution: For this, dene fn x : for all n N and x R. Then fn x xn , gn x : xn1 n1
Hence by Theorem 2.4.7, it follows the uniform convergence of Sf n :

n k 0
max a , b n , gnx max a , b n1 for all n N and x a, b where a, b R are such that 1 a
fk a,b , Sgn :
n k 0
1.
gk a,b
for n as well as the absolute summability of f0 x, f1 x, . . . and g0 x, g1 x, . . . for all x 1, 1. Further, it follows by Theorem 2.4.4
bk1
k 0
b
a
ak1 k1
n
b
n
lim
a
Sf n x dx
b
a
lim Sf n
x dx
xn1
n 0
1x
dx
ln
1a 1b
and hence, nally,

xn
n 1
n1
ln1 x
for all x R. Example 2.4.9. Calculate
n 1
nxn
for all x 1, 1.
254
Solution: For this dene fn x : for all n N and x R. Then fn x xn , gn x : nxn1
Hence by Theorem 2.4.7, it follows the uniform convergence of Sf n :

n k 0
max a , b n , gnx n max a , b n1 for all n N and x a, b where a, b R are such that 1 a b
fk a,b , Sgn :
n k 0
1.
gk a,b
for n as well as the absolute summability of f0 x, f1 x, . . . and g0 x, g1 x, . . . for all x 1, 1. Hence it follows by Theorem 2.4.5 that
k 0
kx
k 1
lim Sgn x
lim Sf n x
lim Sf n
1 x 1 x2
for all x a, b. Hence, nally, it follows that
n 1
nxn
1 x2
for all x 1, 1. Example 2.4.10. Show that s for all s 1 s
xs1 dx ex 1 1. According to (1.4.4) x
1. Solution: For this, let s ex 1 255
for all x 0,
and hence
xs1 ex 1 xs2
for all x 0, 1. Further, an easy calculation shows that ex 1 for all x 1 and hence that xs1 ex 1 xs1 ex2 ex2
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 : 0, R, x xs1 ex 1. Further, dene for k N fk x : xs1 ek1x R and any for every x R. Then it follows for , R R such that 0 x , R fk x Rs1 ek1 .
n k 0
Hence by Theorem 2.4.7, it follows the uniform convergence of Sf n : fk ,R
for n to f ,R as well as the absolute summability of f0 x, f1 x, . . . for all x 0, . Hence it follows by Theorem 2.4.4 that
R
xs1 dx ex 1 ks 1
R
k 0
xs1 ek1x dx s s
1
k
kR
k
y s1ey dy
256
and hence that
xs1 dx ex 1 y ey dy
s 1
s s .
On the other hand,

n 1 k 1
ks
kR
k
xs1 dx ex 1
for every n N and hence s and, nally, s s

n 1 k 1
ks
xs1 dx ex 1 xs1 dx . ex 1
Example 2.4.11. There is a fairly elementary way to show that 2 2 . 6 (2.4.3) R by
For this, we dene for every n N a corresponding Sn : R Sn x : 1 2
n k 1
coskx
for every x R. In a rst step, it follows that Sn x
for all x R2k : k Z and every n N . The proof proceeds by induction of n N . First, it follows by the addition theorem for the sine function that 2 sin
x
sin2n 1 x2 2 sinx2
S1 x
2 sin
x 1
cosx 2
257
sin
2 sin
cosx
sin
sin
sin
cosx cos
x
sinx
cosx cos
sinx
sin
3x 2
for every x R and hence the validity of the statement in the case n 1. Further, if the statement is true for some n N , then it follows by the addition theorem for the sine function that x x x Sn1 x 2 sin Sn x 2 sin cos n 1x 2 sin 2 2 2 2n 1 x sin x cos n 1x cos x sin n 1x sin 2 2 2 x x sin 2 cos n 1x cos 2 sin n 1x sin 2n 3 x 2 for every x R and hence the validity of the statement where n is replaced by n 1. Hence the statement holds for all n N . In the following let n N . Then
xSn x dx 2 4
x dx 2 k 1
n 0
x coskx dx sinkx dx
n k 1
n k 1
x sinkx k
0
n 1
2 4
1 coskx k2
k 1 2
n k 1
1k
k2
1 k2
Further, by integration by parts, it follows that xSn x dx x

0
x2 sin2n 1 x2 dx 0 sinx2 2n 2 1 cos2n 1 x2 sinx2 2 x 258
sin2n 1 x2 dx 2 sinx2
2n 1
1 lim
0
sinx2 x2 cosx2 cos2n 1 x2 dx sin2 x2 sinx2 x2 cosx2 sin2 x2
Note that in this derivation it has been used that

x
sinx
1 , lim
x 0
which follows from an application of LHospitals theorem, Theorem 1.4.36. As a consequence, the function 0, 2 R, x x2 sinx2 and its derivative have uniquely determined extensions to continuous functions on 0, 2. Further, by using the last fact, it follows that
x 2 cos x 2 sin x 2 cos 2n 2 sin x 2 0 sin x 2 x 2 cos x 2 dx sin2 x 2
0
1 x2 dx
and hence that lim
xSn x dx
0.
Hence it follows that 2 4 The last implies that 2
k 1
k 1
1k
k2
1 k2
0.
22
and hence 2.4.3.
1k 2 2 2 1 2 k2 4 2k2 4
k 1
2 4
259
y 1
Fig. 72: Graph of the auxiliary function h in Example 2.4.12.
Example 2.4.12. (A continuous nowhere differentiable function) In the R by rst step, we dene an auxiliary function h : R hx 2k : for all 1 x 1 and k x
for all x, y R. minx, y . Then
Z. This implies that hx hy xy For the proof, let x, y R and n

hv
v
n
Z such that n
g u du ,
for all v
R, where g : R
R is dened by
g y 2k :
if 1 y 0 1 if 0 y 1
260
y 0.7 1
0.5 y 1.4
0.5
0.5 y 2
0.5
0.5
0.5
R, x
0.5
0.5
Fig. 73: Graphs of R Example 2.4.12.
n k 1
34k h4k x for n
1, 2, 3 and 10. Compare
261
for all 1
1. Hence if x
y
y
x
hx hy and if y x
y g u du
x
g u du
yx
xy
hx hy
x g u du
y
x
y
g u du
xy
xy .
In the next step, we dene f : R f x : for all x R. Since
R by
n
n 0
3 4
h4n x
n
n 3 h 4n x 4
3 4
for all x R, the summability of the sequence 34, 342 , . . . and the R, x 34nh4nx for every n N, it follows by continuity of R 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 R and m N . Dene m : and mn : 4m 2 4m2 if 4m x, 4m x 12 contains no integer if 4m x 12, 4mx contains no integer h4n x m h4n x m
for every n N . When n m, 4n m 4nm 2 is an even integer which implies that mn 0. When n m, it follows that mn :
h 4n x
m h4nx
m
4n x m 4n x m
4n .
262
We conclude that
n f x m f x n 0 3 h 4n 4 m m n n 3 3 mn mn n 0 4 n 0 4 m m n 3 n 3 n 4n mn 4 n 0 4 4 n 0
x m
m
3 n
n 0 4
h4n x

m n 0
3n
1 m1 3 1 . 2
Hence the sequence
f x 1 f x f x 2 f x , , ... 1 2 lim m 0.
is unbounded and hence not convergent, but

m
Therefore, f is not differentiable in x. R be some Example 2.4.13. (A space-lling curve) Let h : 0, 2 continuous function such that ht 0 for all t 0, 13 53, 2 and ht 1 for all t 23, 43. We consider the 2-periodic continuous extension of this function to the whole of R which will also be denoted by h. Then we dene f1 , f2 : R R by f1 t :
h 32k2 t
k 1
2k
, f t : 2
h 32k1 t
k 1
2k
for all t R. By Theorem 2.4.7, it follows that both series converge pointwise 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 0, 1 0, 12 where f : R R2 is the continuous curve dened by f t : f1 t, f2 t for all t R. For this, let x, y 0, 1 and x
xk
k 1
2k
, y
yk
k 1
2k
263
0.8
0.6
0.4
0.2
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 0, 1. Then we dene t 0, 1 by tk , t 2 3k k 1 where t2k1 : n N that h3n t xk and t2k :
tk
k 1
yk for all k

N . Then it follows for every

h 2
3k n
h 2
k n 1
tk k n 3
h 2
tnk
k 1
3k
In case that tn1
0, 2
tnk
k 1
3k
1
k 2
3k
1 3 1, 1
and hence h3n t
0 2 3
tn1 and in case that tn1 2

tnk
k 1
3k 264
1
k
3k 1
and hence h3n t f1 t f2 t
tn1 . As a consequence,
h 32k2 t
k 1
t2k1
k 1
xk
k
2k 2k
2k 2k
h 32k1 t
2k 1 2k
x, y.
t2k
k 1
yk
k 1
k 1
Note in particular that f 0
0, 0 and f 1 1, 1.
Lemma 2.4.14. Let a0 , a1 , . . . be a sequence of real numbers such that the set a1 , a2 12, a3 13, . . . 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
a1x , a2x2 12, a3x3 13, . . . is unbounded and hence there exists for every N N some n N such that
an xn Nn . Hence the sequence an xn , n 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 R, a0 , a1 , . . . be a sequence of real numbers which contains innitely many non-zero members and is such that the set a1 , a2 12, a3 13, . . . is bounded from above. Finally, let N rN : sup aN
1 N
N and
, a 1N 1 ,... N 1
1
.
265
(i) Then the sequence a0 , a1 x x0 , a2 x x0 2 , . . . is absolutely summable for every x x0 rN , x0 rN , and the series of polynomials dened by Sn x :
n k 0
ak x x0 k
for every x R is uniformly convergent on x0 every r satisfying 0 r rN . (ii) The number r: lim sup aN
1 N
r , x0 r for
1
,
, a 1N 1 ,... N 1
, is called the radius of convergence of the where we set 10 : power series S0 , S1 , . . . . For any x R such that x x0 r, S0 x, S1 x, . . . is divergent.
(iii) The power series S0 , S1 , . . . and S0 , S1 , . . . have the same radius of convergence.
Proof. (i): First, it follows by the denition of rN that an 1n for all n N satisfying n an x x0 n 1n 1 rN x x0 rN
N. Further let x x0 rN , x0 rN , then an 1n x x0 1
for n N satisfying n N, and hence it follows by Theorem 2.3.28 that the sequence a0 , a1 x x0 , a2 x x0 2 , . . . is absolutely summable. Further, let r be such that 0 r rN . Then it follows for every n , x0 r that N, N 1, . . . and every x x0 r ak x x0
k
ak r k 266
k r
rN
and hence, obviously, by Theorem 2.4.7 the uniform convergence of S0 , S1 , . . . on x0 r , x0 r . (ii): First, it follows that r is well-dened since 1r1 , 1r2 , . . . 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
N
lim sup aN 1N , aN 1 1N 1 , . . .
1 . r
Hence, if x R is such that x x0 n N such that an 1n
r there is an innite number of x x0 1
and hence the sequence an x x0 n , n N, does not converge to zero and therefore is also not summable by Corollary 2.3.25. (iii): First, we note that the series S0 , S1 , . . . is convergent for some x R if only if idR x0 S0 , idR x0 S1 , . . . is convergent in x and hence that both power series have the same radius of convergence. Further for k 3, 4, . . . , it follows by (1.4.11) that ak 1k elnkk ak 1k
ak
1k
e ak 1k
and that expln33, expln44, . . . is decreasing and convergent to 1. Hence, obviously, it follows that the convergence radii of idR x0 S0 , idR x0 S1 , . . . 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 : x0 r, x0 r R dened by f x :
k 0
ak x x0 k
for all x x0 r, x0 r is innitely often differentiable with derivative f n x
k n
k n!
267
k!
ak x x0 kn
f n x0 n! for every n N and x x0 r, x0 r . Further for every a, b that a b and a, b x0 r, x0 r , an

b
a
and in particular
R such
f x dx
k 0
ak
a
x x0 k dx
.
k1 0
ak
b x0 k1 a x0 k1
Proof. The statement is a simple consequence of Theorems 2.4.15, 2.4.5 and 2.4.4. Theorem 2.4.17. (Abels theorem) Let x0 R, a0 , a1 , . . . , r be as in Theorem 2.4.15 and f : x0 r, x0 r R be dened by f x :
k 0
ak x x0 k
for all x x0 r, x0 r . Further, let a0 r 0 , a1 r 1 , . . . be summable. Then lim f x

x0 r
k 0
ak r k .
Proof. For this, let S1 , S0 , S1 , . . . be the sequence of partial sums of a0 r 0 , a1 r 1 , . . . , S1 : 0 and S: Then it follows that
n k 0
ak r k .
k 0
ak x x0 k
n k 0
ak r k
x0 k
r
268
Sk Sk1
x
x0 k
r
x
k
k 0
Sn
x0 n 1 x x0 n1 S
x0 k
r
k 0
for every x x0 r, x0 r , n N and hence by Theorem 2.3.9 f x
x x0 x x0 k Sk . r r k 0
0 is some upper bound for S1 , S2 , . . . , it follows for given Further if M such that Sn S 0, n0 N 2 for all n n0 , n0 1, . . . and x x0 r, x0 r satisfying r x0 x that f x S
1
r min r, 2n0 M S
k x x0 x x0 1 Sk S r r k 0 x x0 n0 M S 1 2 r
x x k x x0 Sk S r 0 r k 0
for all n n0 , n0 1, . . . . 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
n 0
1n1
n
ln2 .
269
y 1.1 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 ln2.
y 1 0.8 0.6 0.4 0.2 2 0.2 0.4

Fig. 76: Graphs of J0 , J1 and J2 .
10
270
Example 2.4.19. Let differential equation
0, .
Find a solution f : R 0
R of the
xf x 2 1 f x xf x
(2.4.4)
for all x R and such that f 0 1 1. Solution: We assume that f has a representation as a power series around 0 f x
k 0
ak xk
(2.4.5)
for all x r, r , 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

k 1
xf x 2 1 f x xf x k k 1 ak xk1 2 1 k k 2 ak xk1
k 0
k ak xk1
k 0
ak xk1
k 0
k 0
k 0
ak xk1
2 1 a1
k 2k 2 2 ak2 ak xk1
which is satised for all x r, r if a0 for every k 1 , a1 0 , ak2

k k 2ka 2 2
N or explicitly if 14k , a2k k! k 1

271
a2k1
for all k
N. Since
a2k1 x2k1 lim k a x2k

2k
lim
foe every x R, it follows by Theorem 2.3.26 that the convergence radius of the corresponding power series is innite and hence that f : R R dened by (2.4.5) has the required properties. In terms of f , the so called Bessel function J of the rst kind and of order is given by J x :
x
x2 4k 1k 1
f x
1k x2 k k! k 1 4 0
(2.4.6)
for all x 0, ential relation for all x 0,
. By (2.4.6), (2.4.4), it follows that J satises the differx2 J x xJ x x2 2 J x 0,
Theorem 2.4.20. (Cauchy product of series) Let a0 , a1 , . . . , b1 , b2 , . . . be absolutely summable and summable, respectively, sequences of real numbers. We dene n cn :

ak bnk
for all n N. Then c1 , c2 , . . . is summable and
k 0
k 0
ck
ak
k 0
bk
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 n : Bn B for every n N where B:
k 0
bk .
272
In a rst step, it follows by induction that Cn and hence that Cn

n k 0 n k 0
ak Bnk
ak B nk
An B
n k 0
ank k
n 0, for given 0 there is N for every n N. Since, limn such that n for all n N, N 1, . . . . Hence for such n
n ank k
k 0 N k 0
ank k
k 0
n k N 1
n k n N
ank k
ak
ak
where M 0 is such that k by Theorem 2.3.24, there is N
N such that
n
M for all k
N, N 1, . . . . Further,
k n N
ak
for all n N
N , N N 1, . . . . Hence for such n

n ank k
k 0
k 0
ak
Example 2.4.21. Dene an : bn : 273
1n n1
and cn : for all n Further, cn :
n k 0
ak bnk
N. Then a0 , a1, . . . and b1 , b2 , . . . are conditionally summable.

n k 0 n 1k 1nk 1n 1 k1 nk1 k 1n k 1 k 0 n
1n
and hence
k 0
1 2
cn
k 2
2n 1 n2 cn for all n N. As a consequence, limn is not summable.
0 and therefore c1 , c2 , . . .
Example 2.4.22. (Arithmetic series) Show that for all m, n N

n k 1
k k 1k m 1
m1
n n 1n m . (2.4.7) 1
Solution: For this, let n N. In a rst step, it follows that for all x n! 1 xn1
k
k 0
n! xk ,
k!
including the absolute summability of the series. The proof proceeds by induction over n N. For the case n 0, this follows from Example 2.3.2. If the statement is true for some n N, we conclude by Theorem 2.4.15 and Corollary 2.4.16 that
n 1! 1 xn2
k 1
k n! xk1
k! 274
k 0
n k 1 k !1! xk k 1
k
k 0
n 1! xk
k!
1, including the absolute summability of the last series, and for all x hence the validness of the statement where n is replaced by n 1. Further, it follows by Theorem 2.4.20 that
n! 1 x 1 xn1
k l k 0 l 0
xk
k
k 0
n! xk
k!
n!
l!
k 0
xk
for x
1. Since, n! 1 x 1 xn1 1
n 1! n 1 1 xn2
1
k l 0
k
k
n 1! xk n 1 k! 0
for x
k 1 l 1
1, it follows by Corollary 2.4.16 that
l l 1 l n 1
l 1 l 2 l n
k l l 0
n!
l!
n1
k n 1!
k!
k 1 k 2 k n 1 n1 for all k N and hence (2.4.7) for all m, n N . From (2.4.7), we can iteratively determine the sum of the arithmetic series
1 Sm n : for all m, n m 1, according to (2.4.7)
n k 1
km 1 to 4. For
N . We carry the procedure through for m S1 n

n k 1
k 275
1 nn 1 . 2
for all n N . For m S2 n S1 n and hence S2 n
2, according to (2.4.7)
n k 1
kk 1
1 nn 1n 2 3
1 1 nn 1n 2 nn 1 3 2 3, according to (2.4.7)
n k 1
1 nn 12n 1 6
for all n N . For m
S3 n 3S2 n 2S1 n and hence S3 n
kk 1k 2
1 nn 1n 2 4
1 1 nn 1n 2n 3 nn 12n 1 4 2 1 2 nn 1 4 nn 1n 5n 6 4n 2 4 1 2 n n 12 4 4, according to (2.4.7)

n k 1
for all n N . For m
S4 n 6S3 n 11S2 n 6S1 n 1 n n 1 n 4 5 and hence S4 n
k k 1 k 3
1 3 n n 1 n 4 n2 n 12 5 2 11 1 6 nn 12n 1 3nn 1 30 nn 1 6n 2n 3n 4 45nn 1 552n 1 90 276
1 nn 1 30 32n3 18n2 52n 48 15n2 15n 30 552n 1 1 nn 1 32n3 3n2 37n 18 552n 1 30 1 nn 1 3n2 n 182n 1 552n 1 30 1 nn 12n 13n2 3n 1 30 for all n N . As a consequence, we arrive at the following results. S1 n S3 n 1 1 nn 1 , S2 n nn 12n 1 , 2 6 1 2 1 n n 12 , S4 n nn 12n 13n2 3n 1 4 30
for all n N . Theorem 2.4.23. (Taylor expansions) Let I be a non-trivial open interval, a I and f : I R be innitely often differentiable and such there are M 0 and N N such that f n x for all n N, N Mn
1, . . . . Then
f x
f k a
k 0
x ak k!
(2.4.8)
for all x I.
Proof. By Theorem 1.4.23 for every x I and n N, N 1, . . . , there is some cx,n in the closed interval between a and x such that
f x
n 1 k 0
f k a
k!
a k
n f cx,n n!
x a n M x a n n!
277
and hence
lim f x n
n 1 k 0
f k a
k!
a k
0.
Corollary 2.4.24. Let I, a 2.4.23. Then f x for all x I and F : I
I, f
k 0
: I
R and M
0 as in Theorem
f k1 a
x ak k! x ak k!
1. Fur-
R, dened by
f k1 a
k 1
F x :
for all x I, is an anti-derivative of f . Proof. Obviously without restriction, we can assume that M, N ther, let g : f . Then g is innitely often differentiable and g n x for all n N, N that f n1 x M n1
M2
n1
2
M2
1, . . . and x I. Hence it follows by Theorem 2.4.23 f k1 a g x x ak (2.4.9)

k 0
k!
for all x I. Further, let c, d R by F : c, d F x :
I be such that c
c
d. Then we dene
f y dy
a
c
f y dy
for every x c, d. Then F is innitely often differentiable with its rst derivative given by the restriction of f to the interval c, d. Further, F a 0 and F n x f n1 x M n1 M n 278
y 6 5 4 3 2 1 0.25 0.5 0.75 1 1.25 1.5 1.75 x
Fig. 77: Graphs of the exponential function and corresponding Taylor polynomials of orders 0, 1 and 2 around 0.
for all n N, N rem 2.4.23 that
1, . . . and x c, d. Hence it follows by Theo f k1 a F x (2.4.10) x ak

k 1
k!
for all x c, d.
Example 2.4.25. By Theorem 2.4.23 it follows that ex

xk
k 0
k!
cosx sinx for all x R.
k 0
1k x ! , 2k
x 1k 2k 1!
2k 1
2k
k 0
279
y 1 0.5 x
0.5 0.5 1
2.5
Fig. 78: Graphs of the cosine function and corresponding Taylor polynomials of orders 0, 2, 4 around 0.
y 2 1.5 1 0.5 0.5 0.5

Fig. 79: Graphs of the sine function and corresponding Taylor polynomials of orders 1, 3, 5 around 0.
1.5
280
y 1 0.8 0.6 0.4 0.2 0.25 0.5 0.75 1 1.25 1.5 1.75 x
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 dened by 2 x y2 e dy erfx : 0 for all x 0. By Example 2.4.25, it follows that ey
2
k 0
1k yk!
2k
for all y R including the absolute summability of this sum and also the uniform convergence of the sequence of functions S0 , S1 , . . . dened by Sn y : for every n
n
1
k
k 0
y 2k k!
N and y
R on every closed subinterval of R. Hence it
281
follows by Theorem 2.4.4 erfx 2

x
0
2 ey dy
2 1k k 0 k! for all x 0.
0 k 0
1k yk!
2k
dy
y 2k dy
0
2 1k x2k1 k 0 2k 1 k!
Example 2.4.27. Find the rst three terms in the Taylor expansion of for all x R where a R. Solution: By Examples 2.4.20,2.4.25, it follows that the rst three terms in the Taylor expansion of f are given by c0 c1 x c2 x2 , where c0 a0 1, a1 a0 b0 , c1 a, a2 a2 2, b0 a0 b1 a1 b0 , c2 1, b1 0, b2 a2 1 2 x 2 a0 b2 a1 b1 a2 b0 , f x : eax cosx
12, and hence by
1 ax for all x R.
Example 2.4.28. (Binomial series) Let
1 x

n 0
R. Show that
n x n
for all x 1, 1 if N and all x 1, if N. The coefcients in the series are called binomial coefcients. They are dened by 0 : 1, n : 1 1 n 1 n! 282
for every n N . Note that

for all n N satisfying n 1. The series is called a binomial series. Note that in case that N, the series terminates since
1 n 1 n 1
for all k N . In this case, the series coincides with a nite sum. Solution: First, we notice that there is n0 N such that

for n N satisfying n n0 if and only if N. In this case, the power series coincides with a nite sum and its convergence radius is therefore innite. In the case that N, it follows that
xn1 n1 n x n
for all x 1, 1 and n N satisfying n . Hence it follows by the ratio test, Theorem 2.3.26, that the series is absolutely summable for every x 1, 1 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 dene I : 1, if N, I : 1, 1 if N and f :I R by f x : xn n n 0 for all x I. Then,
n x n1
n
n1 n
n!
1 1 ! 1
n x n 1
1 xf x
1 x
283
n 1
xn1 n
n n xn1 xn n n 1 n 1
n 1
n 0
n 1
n1 n1

n 0
n
1
xn n
n 0
xn
for every x I. In particular,
0 1
and
0 01 0

n 1
1 n n! 1 n 1
n1
1 n 1 n 1! 1 n

1 n n n! 1 n 1 Hence it follows that
for all x I. The last is equivalent to
1 xf x
f x
(2.4.11)
1 id I f x
for all x I. Then it follows by Theorem 1.4.7 that 1 id I f is a constant function and, since f 0 1, that f x 1 x for all x I. Example 2.4.29. Show that J x
x
1 2
cosx cos sin2 d
284
for all x 0 and 0. Solution: For this, let 0. Then it follows by use of the power series expansion of cos and Theorem 2.4.4 that
cosx cos sin d

2
k 0
1k x2k sin2 cos2k d 2k! 0

2k
1k x2k cos2k sin2 2k! 0

.
Further, it follows by change of variables and (2.2.17) that
sin cos d
2
0 0
2
0
sin cos d
2 2k
sin2 cos2k d
2 2k
2
0
sin2
2
0
k k 1
1 2
sin cos d

1 2
2
0
d cos2k 2 2
sin2 cos2k d
cos2 sin2k d
For k
0, it follows by Legendres duplication formula (2.2.15) for that

1 1 k1 2k 2 2 2 212k k 1 k 1 k 1 1 2k! 2k 2k 2 2 22k 212k k 1 2k k k 1 k! and hence that
sin2 cos2k d
0
22k
for all k
N, where, as usual, 0! :
2
1 2k! 2 k 1 k!
1. This leads to
cosx cos sin d
285
1 2
1k x 2k k! k 1 2 0
and hence to
2
k
1
2
cosx cos sin2 d J x ,
1k x 2k k! k 1 2 0
where the last equality is a consequence of (2.4.6).
Problems 1) Find the interval of convergence of the given series a) c) e) g) for real x. 2) Find the Taylor series of f around x0 and the corresponding convergence radius and interval of convergence. a) f x : 4x1 2x 3x2 , x R13, 1 ; x0 b) f x : sinx , x R ; x0 4 , c) f x : sin2 x , x R ; x0 4 , d) f x : ln1 x , x 1 ; x0 0 , e) f x : sinhx , x R ; x0 f) f x : coshx , x R ; x0 g) f x : 3 , x R ; x0
x
n 0
1n
xn
b) , , ,
xn 1 n2 0
, , ,
xn 3n n 1 0
d) f) h)
x
n
3x
n 0
2 n
5n
1 n n1 0 xn
n!
n
10n 0
xn lnn 2 0
xn lnn 2n 0
0 ,
h) f x :
x3 3x 7 , x R ; x0 0 ,
0 0
, ,
286
i) j)
2 k) f x : ex 2 , x R ; x0
f x : f x :
f x :
11 x x2 , x R ; x0 11 x ln1 x
3
, xR;
0 ,
x0 0 x0
0 , , 0 .
l)
, xR;
f x :
3) Find the MacLaurin series of 1 , 1 x2
x R, and use the result to determine the MacLaurin series of arctan. Finally, show that 4
1n . 2n 1 0
R dened by ln1 x
4) The MacLaurin series for f : 1, 1 f x : for all x too slowly.
, 1 is not useful for computation since converging R dened by
a) Find the MacLaurin series for g : 1, 1 g x :
ln
1x 1x
for all x 1, 1. Also, nd the convergence radius and interval of convergence of the series. b) Show that the error of truncating the series after n N terms is equal or smaller than
for x 1, 1. c) Compute ln2 to four decimal places by using the series obtained in a). Show the accuracy of your result by using the estimate from b.
x 2n 1 1 x2
2
2n 1
287
5) By use of the Cauchy product of series, determine the MacLaurin series of f . a) f x : b) f x : c) f x :
1 x2 , x 1 , ln1 x1 x , x 1 ln1 x2 , x 1 .
expx y
6) By use of the Cauchy product of series show that expx expy for all x, y
R.
ecosx , x R ; x0 0, k 3 ,
7) Calculate the rst k nonzero terms in the Taylor expansion of f around x0 . b) f x : cosx1 x , x c) f x : exp x , x 0, a) f x :
1 ; x0 0 , k 6 , ; x0 1 , k 3 ,
8) Use the Taylor series of the sine function around 4 to approximate its value at 47 degrees correctly to ve decimal places. 9) Evaluate
12
0
dx 1 x6
to four-decimal-place accuracy by using a suitable power series expansion. Give reasons for the validity of your calculation. 10) Calculate the leading rst four digits of
1
0
coseu du
by using a suitable power series expansion. Give reasons for the validity of your calculation. 11) Dene f : R R by f x : 0 if x exp1x if x 0 . 0
a) Show that f is innitely often differentiable.
288
0.5
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 x for any x 0. 12) By a power series expansion around x 0, nd a solution of the differential equation satisfying the given boundary conditions. Determine the convergence radius of the series. a) for all x R; b) for all x c) for all x R; d) 1; f x 2f x f x f 0 0 , f 0 1. 0 0
1 x2 f x 2f x
f 0 f 0 1. xf x 2f x xf x f 0 1.
xf x f x 3 xf x
289
for all x R; 13) Let a, b 0 and c a b.
f 0
2.
for x R. b) Show that the corresponding hypergeometric function f , which is generally denoted by the symbol F a, b; c; in the literature, satises the hypergeometric differential equation x 1 xf x c a b 1xf x abf x x r, r. c) Show that F 12, 1; 32, x2 arctanx , x 1 ln1 x , F 12, 1; 32, x2 2x 1 x ln1 x F 1, 1; 2, x , x r12 , 0 x r, respectively. 0,
a) Find the convergence radius r of the Gauss hypergeometric series c a nb n xn ab n 0 c n n!
for 0 14) Let a, b 0.
for x R. b) Show that the corresponding conuent hypergeometric function f , which is generally denoted by the symbol M a, b, in the literature, satises the conuent hypergeometric differential equation x f x b xf x af x x r, r. 0,
a) Find the radius r of convergence of the conuent hypergeometric series b a n xn a n 0 b n n!
290
y 15
10
1 5
10
Fig. 82: Graphs of Hermite polynomials H0 , H1 , H2 , H3 . c) Show that M a, a, x for all x r, r, 0 ex , M 1, 2, 2x x ex sinhx x
r, respectively. 0, nd a solution 0,
15) Let n N. By a power series expansion around x Hn : R R of Hermites differential equation f x 2xf x 2nf x x R, satisfying Hn 0 if n is even and Hn 0
1n2 nn! ! , 2
Hn 0
0 , Hn 0
2 1n12
n! n 12!
16) Let R. By a power series expansion around x of Legendres differential equation
if n is odd. Determine the convergence radius of the associated power series around x 0. 1, nd a solution 0,
1 x2 f x 2xf x 1f x
291
y 4
Fig. 83: Graphs of Legendre polynomials P0 , P1 , P2 , P3 . x 1, 3, satisfying
f 1
1.
Determine the convergence radius of the associated power series around x 1. What happens if N?
2.5 Analytical Geometry and Elementary Vector Calculus

2.5.1 Metric Spaces Denition 2.5.1. A metric space is a pair M, d consisting of a non-empty set M, whose elements we shall call points, and a (distance- or metric-) R such that for all p, q, r M function d : M M (i) dp, q ness) (ii) dp, q (iii) dp, q 0 and dp, q 0 if and only if p q, (Positive denite(Symmetry)
dq, p for all p, q
M, M
dp, r dr, q for all r
(Triangle inequality).
292
Lemma 2.5.2. Cauchy-Schwarz inequality Let n b1 , . . . , bn Rn. Then

n aj bj j 1
n
N and a1 , . . . , an,
12
12
a2 j
b2 j
(2.5.1)
j 1
j 1
In addition, if bj if and only if aj
0 for some j 1, . . . , n, then equality holds in (2.5.1) C B bj for all j 1, . . . , n where B:

n j 1
b2 j
, C:
n j 1
aj bj .
Proof. In addition, dene A: Then it follows that 0

n
n j 1
a2 . j
Baj Cbj
2
n j 1 2
B 2 a2 2BCaj bj j
C 2b2 j
AB
j 1 2
2BC C
B AB C 2
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 1, . . . , n, then equality holds in (2.5.1) if and only if aj C B bj for all j 1, . . . , n. Example 2.5.3. Let n N . Show that Rn , d where en : Rn 0, is the usual Euclidean distance function dened by e x, y :
n n
Rn
xj yj 2
j 1
293
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.
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
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.
x1, . . . , xn, y y1, . . . , yn Rn, is a metric space. Solufor all x tion: The positive deniteness and symmetry of en are obvious. Further, it follows by Lemma 2.5.2 that enx, y2
n j 1 n
xj yj 2
n
xj zj zj yj 2
n
j 1 2
j 1
xj zj 2 xj zj zj yj zj yj 2
n 2 xj j 1
j 1
en x, z2
and hence that for all x
zj zj enz, y2
en x, z en z, y
yj
j 1
en x, z2 2enx, zen z, y enz, y2 en x, y enz, y2 x1 , . . . , xn, y y1, . . . , yn Rn and z z1 , . . . , zn Rn.

295 en x, y
y 3
Fig. 87: Circle of radius 2 and center 1, 1.
y 2 0 2
0 z 2 4 2 0 x 2 4
Fig. 88: Sphere of radius 3 centered at the point 1, 2, 1.
296
Example 2.5.4. Let n N and a a1 , . . . , an Rn . Find an equation whose solution set is given by the sphere Srn a of radius r 0 with center a. Solution: A sphere of radius r 0 and center a contains precisely those points x x1 , . . . , xn Rn which have Euclidean distance r from a. n Hence Sr a is given by S n a
x1, . . . , xn Rn : xj aj 2
j 1
r2
In particular, Sr1 a 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) b) c) d) e) f) g)
x, y R2 : x2 y2 x 2y 0 , x, y R2 : x2 y2 2y 3x 1 0 , x, y R2 : x2 y2 3x 2y 4 0 , x, y R2 : x2 y2 6x 1 0 , x, y R2 : x2 y2 5y 4 0 , x, y R2 : x2 y2 12x 8y 43 0 x, y R2 : 4x2 4y2 2x 8y 1 0
, .
3) Find a function whose zero set is a circle with center a, a passing through the origin, where a R. 4) Find a function whose zero set is a circle passing through all three points 1, 2, 1, 0 and 3, 2.
2) Find a function whose zero set is a circle with center 3, 2 passing through 2, 1.
5) Decide whether the points 0, 3, 2, 0 and 4, 1 lie on a circle. If yes, nd its center and radius.
6) Find functions whose zero sets are circles with center 1, 2 that touch a) the x-axis, b) the y-axis.
297
7) Find the intersection S1 S1 S2
S2 where
x, y R2 : 3 3x 2x2 4y 2y2 0 , x, y R2 : 3 2x 3x2 4y 3y2 0 .
8) Which of the following sets are spheres? Where this is the case, nd center and radius. a) b) c) d) e) f) g)
x, y, z R3 : x2 y2 z 2 2x 3y z 0 , x, y, z R3 : x2 y2 z 2 4x 5 0 , x, y, z R3 : x2 y2 z 2 6x y z 1 0 , x, y, z R3 : x2 y2 z 2 x y z 1 0 , x, y, z R3 : x2 y2 z 2 3x y 2z 21 , x, y, z R3 : x2 y2 z 2 3x y 2z , x, y, z R3 : 3x2 y2 z 2 2x z 4 .
9) Find a function whose zero set is sphere with center 1, 1, 2 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 2, 3, 1 and is centered in 3, 1, 1.
11) Find functions whose zero sets are spheres with center 1, 3, 2 that touch a) the xy-plane, b) the yz-plane, c) the xz-plane.
12) Show that the spheres S1 S2
x, y, z R3 : 49x2 y2 z 2 32x 8y 26z 8 0 x, y, z R3 : 49x2 y2 z 2 20x 26y 10z 2 0
have only one point in common, and nd 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, angular momentum, torque and so forth. For the moment, we discard the last property, namely the point of attack in the denition of a vector. 298
Fig. 89: Equivalent oriented line segments. See Denition 2.5.5
. Denition 2.5.5. Let n N0, 1. Then we dene S:
All oriented line segments pq from p to q : p, q Rn .

by rs Ta q Rn is pq
Further, we dene on S the relation for p, q, r, s Rn if r for some a dened by for every x ular, that
Ta p and s
a1 , . . . , an Rn where the translation Ta : Rn

Ta x :
x1 , . . . , xn Rn. Note that such a is unique and, in partics Tq1 p1 ,...,qn pn r . 299
x1 a1, . . . , xn an
Theorem 2.5.6. Let n N0, 1. Then reexive, symmetric and transitive.
is an equivalence relation, i.e.,
Proof. is reexive: For this, let p, q Rn . Then p T0,...,0 p and q T0,...,0 q and hence pq pq. is symmetric: For this, let p, q, r, s Rn and pq rs. Then there is a a1 , . . . , an Rn such that r Hence p and rs and rs that Ta p and s Ta q . Ta1 ,...,an s
pq. is transitive: For this, let p, q, r, s, t, u Rn and pq rs n tu. Then there are a a1 , . . . , an , b b1 , . . . , bn R such r Ta p and s Tb r and u Ta q Tb s . Ta1 b1 ,...,an bn q
Ta1 ,...,an r and q
as well as such that t Hence t and pq tu. Ta1 b1 ,...,an bn p and u
Denition 2.5.7. Let n N0, 1. We dene: (i) For arbitrary p, q Rn , the equivalence class [ pq ] corresponding to pq by [ pq ] : rs : rs pq , r, s Rn . Every such equivalence class is called a vector. (ii) The set of all vectors by S/ :
[ pq ] : p, q Rn .
300
s v
r u q t p
Fig. 90: Vector addition. See Denition 2.5.7 (iii)
u q t q
Fig. 91: Scalar multiplication. See Denition 2.5.7 (iv)
. 301
(iii) For arbitrary p, q, r, s Rn , the sum [ pq ] [ rs ] of [ pq ] and [ rs ] as follows. For this, let tu [ pq ]. Then there is a unique v Rn such that uv [ rs ], and we dene [ pq ] [ rs ] : [ tv ] .
Note that every element of [ pq ] can be represented as Ta tTa u for some a Rn . Then Ta uTa v [ rs ] and Ta tTa v [ tv ] . (2.5.2)
This shows that [ pq ] [ rs ] is well-dened. (iv) For every p, q Rn and R, the scalar multiple .[ pq ] as follows. For this, let tu [ pq ]. Then .[ pq ] : [ t t1 u1 t1 , . . . , tn un tn ] .
Since every element of [ pq ] can be represented in the form of (2.5.2) for some a Rn , it follows that ta ta1 ua1 ta1 , . . . , tan uan tan Ta t Ta t1 u1 t1 , . . . , tn un tn
dened.
[ t t1 u1 t1 , . . . , tn un tn ] where ta : Ta t, ua : Ta u. This shows that .[ pq ] is well-
(v) For arbitrary p, q Rn , the length [ pq ] of [ pq ] as follows. For this, let tu [ pq ]. Then [ pq ] :
u1 t12 un tn2 ,
302
i.e., as the Euclidean distance of the points t and u. Since every element of [ pq ] can be represented as (2.5.2) for some a Rn , it follows that
where ta : [ pq ] is welldened. Vectors of length one are called unit vectors. (vi) For arbitrary p, q, r, s Rn the scalar product (or dot product) [ pq ] [ rs ] of [ pq ] and [ rs ] by [ pq ] [ rs ] : 1 2
ua1 ta1 2 uan tan2 u1 t1 2 un tn 2 Ta t, ua : Ta u. This shows that
[ pq ] [ rs ]
[ pq ]
[ rs ]
Note that according to the Law of Cosines [ pq ] [ rs ] [ pq ]
if [ pq ] 0, [ rs ] between [ pq ] and [ rs ] is dened by the angle between representatives 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 : Rn S/ by x : [ Ox ] .
[ pq ], [ rs ] , 0 and where the angle [ pq ], [ rs ] 0,

[ rs ] cos
for all x Rn where O denotes the origin dened by O : Rn . (viii) For arbitrary x, y xy : xy :
0, . . . , 0
x ,
Rn and arbitrary R, 1 x y , .x : 1 .x , x y .
303
x :
Theorem 2.5.8. Let n N0, 1. Then (i) xy and a.x for all x, y
x1 , . . . , xn y1, . . . , yn x1 y1, . . . , xn yn Rn and a R.

a . x1 , . . . , xn
a x1 , . . . , a xn
(ii) Rn , , . is a real vector space with 0 : 0, . . . , 0 as neutral element and for each x Rn with x : x1 , . . . , xn as corresponding inverse element, i.e, the following holds:
x y z x0 x x x
as well as a.x y 1.x
xy
yx
x y z
(Addition is commutative), (Addition is associative), (0 is a neutral element), (x is inverse to x)
0 a.b.x, a b.x
x, ab.x
for all x, y
Rn and a, b R. 1, . . . , 0 ,
x . . . , en :
a.x a.y
a.x b.x,
(iii) The sequence of n vectors e1 , . . . , en , dened by e1 :
0, . . . , 1 ,
is a basis of Rn , i.e., for every x Rn , we have x1 .e1 xn .en
and the coefcients x1 , . . . , xn in this representation are uniquely determined. I.e., if x x1 .e1 xn .en 304
for some x1 , . . . , xn
R, then
x1 x1 , . . . , xn xn .
The sequence e1 , . . . , en is called the canonical basis of Rn . Proof. (i): For this, let x a R. Then xy :
x1 , . . . , xn, y

y1, . . . , yn

Rn and
1 x y
1 [ Ox ] [ Oy ]
1 [ Ox ] [ Tx O Tx y ]
1 x1 y1 , . . . , xn yn and .x : 1 x1 , . . . , xn 1 .x 1 .[ Ox ]

x1 y1, . . . , xn yn
1 [ O x1 , . . . , xn ]

1 [ OTx y ]
x1 , . . . , xn .
(ii) and (iii) are trivial consequences of the denitions and the algebraic properties of the real numbers. Theorem 2.5.9. Let n N0, 1. Then (i) for every x Rn x x2 x2 . n 1
(ii) The absolute value satises the dening properties of a norm on Rn , i.e., x a.x 0 and x a
xy
0 if and only if x y
0 (Positive deniteness), (Homogeneity), (Triangle inequality)
for all x, y
Rn and a R.
305
Proof. (i): For this, let x x : x
x1, . . . , xn Rn. Then

[ Ox ] x2 x2 . n 1
(ii): The positive deniteness and homogeneity of the absolute value are straightforward consequences from the denitions. The triangle inequality follows from the corresponding property of the metric en . For this, let x x1 , . . . , xn , y y1 , . . . , yn Rn . Then xy en O, x y en O, x en x, x y x
y .
Theorem 2.5.10. Let n N0, 1. Then (i) for all x, y
Rn :
xy
n k 1
xk yk .
(ii) This product satises the dening properties of a scalar product on a real vector space, i.e,
tant Cauchy-Schwarz inequality xy
x y z x z y z (Additivity in the rst variable), a.x y ax y (Homogeneity in the rst variable), x x 0 and x x 0 if and only if x 0 (Positive deniteness) for all x, y Rn and a R. As a consequence, it satises the imporx
xy
yx
(Symmetry),
for all x, y Rn . In particular, in the case that y in (2.5.3) if and only if x xy .y . y2
y .
(2.5.3) 0, equality holds
(2.5.4)
306
Proof. (i): For this, let x Then xy : x y

2
x1 , . . . , xn and y
2 2
y 1 , . . . , y n
2 n k 1
Rn .
1 2
Ox Oy Ox Oy
2
1 xy 2
x2 y
n 1 2 xk yk 2 x2 yk k 2 k 1
xk yk .
(ii): The symmetry, additivity, homogeneity in the rst variable, and y 2 and positive deniteness of the dot product are obvious. Let a : 0, inequality (2.5.3) is trivially satised. If b : x y. For the case y y 0, then y 0 and 0
a.x b.y a.x b.y a2 x 2 2ab x y b2 y 2 y 4 x 2 2 y 2x y 2 x y 2 y 2 y 2 x 2 y 2 x y 2 ,
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 respect to the Euclidean scalar product, i.e., it satises ei ej and for all i, j ei ej 0 , if i 1 , if i j Orthogonality j Normalization (2.5.5)
1, . . . , n.
Theorem 2.5.11. Let n N0, 1. Then (i) for all orthogonal x, y xy

2
Rn .
x2 y
307
z x
Fig. 92: Orthogonal projections y , z of y and z, respectively, onto the direction of x.
(ii) For every x Rn 0 and every y Px y Rn such that y Px y
Rn , there is a unique vector
Px y is called the orthogonal projection of y onto the direction of x. In particular, it is given by yx Px y : .x , x2 y Px y is orthogonal to x and y Px y 1 x
min y .x : R .
x2 y
x y2 .
Proof. (i): Let x x1 , . . . , xn, y Then x y 0 and hence xy

2 n
y1, . . . , yn Rn be orthogonal.
n k 1 2 yk 2 n k 1
xk yk 2
yx .x x2
n k 1
x2 k
xk yk
x2 y
(ii): First, it follows for every R that
k 1
yx 308
y xx x
x2
and hence by i that y .x

y
2
yx . x x2
yx .x x2
y x x2 y
. x2
1 x yx . x x2
yx x2
2 . x
Hence for all R and y .x if and only if
y .x
y
yx . x x2
x2 y
x y2
yx . x2
Example 2.5.12. Let n N0, 1 and Opqr be a parallelogram where p, q, r are points in Rn . Show that its area A is given by A a 2 b 2 a b2
where a [ 0p ] and b [ 0r] and : 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 b denote the orthogonal projection of b onto the direction of a. The areas of the triangles Orr and pqq are identical. Hence the area of Opqr is given by A a
b sin a, b 0, . Solution: See

a
b P b a a 2 b 2 a b2 .
ab .a a2
1 a
a 2 b 2 a b2
309
bPb
O a p Pb
Fig. 93: Calculation of the area of the parallelogram Opgr. See Example 2.5.12.
Note that a 2 b 2 a b2 0 according to the Cauchy-Schwarz inequality Theorem 2.5.10. Further, since ab it follows that A a 2 b 2 1 cos2 a a
b cos , b sin .
In the following, we motivate the denition of a vector product a b for a a1 , a2 , a3 , b b1 , b2 , b3 R3 which are assumed not to be multiples of each other. Natural candidates for the denition of a b are vectors that are at the same time orthogonal to a and b. Orthogonal vectors to a are given by . a2 , a1 , 0 . 0, a3 , a2
where , R. In this, we assume in addition that a2 0 which excludes that a2 , a1 , 0 and 0, a3 , a2 are multiples of each other. The condition b . a2 , a1 , 0 . 0, a3, a2 310 0
leads to
a1b2 a2 b1 a2 b3 a3b2
a a2b3 a3 b2 ,
2
which is satised if a2
a1b2 a2 b1
R. Then . a2 , a1 , 0 . 0, a3 , a2
for some
. a2 b3 a3 b2 , a3 b1 a1 b3 , a1 b2 a2 b1 .
To restrict the nal parameter , we calculate the square of the norm of this vector for 1. In this, we drop all the additional restricting assumptions on a, b R3 made above. This gives
a2b3 a3 b2 2 a3 b1 a1 b32 a1 b2 a2b1 2 a2b2 a2 b2 2 3 3 2 2 2 2 2 2 2 2 2 2a2b2 a3 b3 a3b1 a1 b3 2a1 b1a3 b3 a1 b2 a2b1 2a1b1 a2b2 a 2 b 2 a1 b1 a2 b2 a3 b3 2 a 2 b 2 a b2
which according to Example 2.5.12 is the square of the area of the parallelogram determined by a, b if a, b R3 0. This suggests the following denition. Denition 2.5.13. For all a, b a b R3 by ab:
R3, we dene the corresponding product
a2b3 a3b2 , a3b1 a1 b3 , a1b2 a2 b1 .

a a b b a b 0
A simple calculation shows that
and by the foregoing ab a 2 b 2 a b2 a
b sin ,
where : a, b 0, , 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 R3 0. Then it follows by Example 2.5.12 that a and b are parallel if and only if ab (i) e1 e2 (ii) a b (iii) (iv) (v) (vi) (vii) e3 , e3 e1 0.
Theorem 2.5.15. Let a, b, c, d R3 and R. Then e2 , e2 e3 e1 ,
b a, . a b . a b , a b c a c b c , a b c c a b , a b c a c . b a b . c , a b c d a c b d a d b c .
312
Proof. The relations (i) to (iv) are obvious. (v): a b c a b2 c3 b3 c2 , b3 c1 b1 c3 , b1 c2 b2 c1 a1 b2 c3 a1 b3 c2 a2 b3 c1 a2 b1 c3 a3 b1 c2 a3 b2 c1 c1 a2 b3 a3 b2 c2 a3 b1 a1 b3 c3 a1 b2 a2 b1 c a b . (vi): a b c
a2 b c3 a3 b c2, a3 b c1 a1 b c3, a1 b c2 a2 b c1 a2 b1 c2 b2c1 a3 b3 c1 b1 c3, a3 b2 c3 b3 c2 a1 b1 c2 b2 c1 , a1 b3 c1 b1 c3 a2 b2 c3 b3 c2 a2 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 a1 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 a c . b a b . c .
(vii):
a b c d a2b3 a3 b2 , a3b1 a1 b3 , a1b2 a2 b1 c2d3 c3 d2, c3d1 c1 d3, c1d2 c2 d1 a2 b3 c2 d3 a3 b2 c3 d2 a2 b3 c3 d2 a3 b2 c2 d3 a3 b1 c3d1 a1b3 c1 d3 a3b1 c3 d1 a1 b3 c3d1 a1 b2 c1d2 a2b1 c2 d1 a1b2 c2 d1 a2 b1 c1d2 a2 c2 b3 d3 a3 c3 b2 d2 a3 c3 b1 d1 a1 c1 b3 d3 a1 c1 b2 d2 a2 c2 b1 d1 a2 d2b3 c3 a3 d3b2 c2 a3d1b1 c3 a1 d1b3 c3 a1 d1b2 c2 a2 d2b1 c1 a c b d a1 c1b1 d1 a2 c2b2 d2 a3c3 b3 d3
313
a2 d2b3 c3 a3 d3b2 c2 a3d1b1 c3 a1 d1b3 c3 a1 d1b2 c2 a2 d2b1 c1 a c b d a1 d1b1 c1 a2 d2b2 c2 a3d3b3 c3 a2 d2b3 c3 a3 d3b2 c2 a3d1b1 c3 a1 d1b3 c3 a1 d1b2 c2 a2 d2b1 c1 a c b d a d b c .
a x b
P c c b
Fig. 95: The volume of a parallelepiped with sides a, b and c is given by a b c .
Example 2.5.16. Show that the volume V of the parallelepiped with sides a, b, c R3 is given by the absolute value of the scalar triple product a b c V a b c
c a b
b c a
Solution: The volume is equal to the length of the orthogonal projection P c 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 a b ab
ab
c a b
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. Denition 2.5.17. (The determinant function) Let n N . (i) For every k1 , . . . , kn Zn , we dene sk1 , . . . , kn : where the signum function sgn : R sgnx :
1
n i,j 1,i j
sgnkj ki R is dened by if x if x if x 0 0 0.
0 1
In this, we use the convention that the empty product is equal to 1. Note that this denition implies that sk1 , . . . , kn 0 if the ordered sequence k1 , . . . , kn contains two equal integers. Also, note for the case of pairwise different integers k1 , . . . , kn that sk1 , . . . , kn 1 if the number of pairs i, j 1, . . . , n2 such that i j and kj ki is even, whereas sk1 , . . . , kn 1 if that number is odd. (ii) For every ordered n-tuple a1 , . . . , an of elements of Rn , we dene a corresponding determinant
deta1 , . . . , an :
a1n an1 ann

a11
315
n k1 ,...,kn 1
sk1 , . . . , kn a1k1 ankn .
Note that according to the remark in (ii), the sum in this denition has only to be taken over n-tuples k1 , . . . , kn which are permutations of 1, . . . , n. Further, note that this denition leads in the case n 1 to deta1 and in the case n 2 to deta, b a1 a2 b1 b2 a1 b2 a2 b1 a1
for every a, b such that a, b R2 . Note that in the last case
deta, b 2
A Finally, in the case n deta, b, c a1 a2 a3 b1 b2 b3 c1 c2 c3 a1 b2 b3 c2 c3
a 2 b 2 a b2 . deta, b .
Hence the area A of the parallelogram with sides a and b is given by
3, this denition leads to
a2
b1 b3 c1 c3
a3
b1 b2 c1 c2
(2.5.6)
a1 b2 c3 a1 b3 c2 a2 b3 c1 a2 b1 c3 a3 b1 c2 a3 b2 c1 a b c a1 b2 c3 a2 b3 c1 a3 b1 c2 a3 b2 c1 a1 b3 c2 a2 b1 c3 for every a, b, c such that a, b, c R3 . Note that deta, b, c a b c .
Hence the volume V of the parallelepiped with sides a, b and c is given by V deta, b, c . 316
v x0 O
Fig. 96: Line corresponding to x0 and v, see Denition 2.5.19.
Remark 2.5.18. Formally, for ease of remembrance, we can write ab e1 e2 e3 a1 a2 a3 b1 b2 b3
thereby utilizing the representation of the determinant in terms of minors given in (2.5.6). Denition 2.5.19. (Lines and Planes) Let n N0, 1 and x0 x03 , v Rn . (i) We dene a corresponding line by
x01 , x02 ,
x0 t.v Rn : t R .
(ii) In addition, let n 3 and w Rn be such that v, w are not multiples of one another. Then we dene a plane corresponding to x0 , v, w by
x0 t.v s.w Rn : t, s R .
317
v w x0 O
Fig. 97: Plane corresponding to x0 ,v and w, see Denition 2.5.19.
Note that this set is equal to
x Rn : n x x0 0 x Rn : n1x1 n2 x2 n3 x3 n1x01 n2 x02 n3 x03 0 where n n1 , n2 , n3 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 : and L2 :
4, 3, 1 t.1, 1, 2 R3 : t R 1, 0, 3 t.1, 1, 2 R3 : t R .
Solution: L1 and L2 are parallel. Therefore d is given by the distance of some point on L1 , like 4, 3, 1, from L2 , which by Theorem 2.5.11 is given by the length of (note that 4, 3, 1 1, 0, 3 3, 3, 4)
3, 3, 4 1 3, 3, 4 1, 1, 2.1, 1, 2 6
Hence d 2 33. 318
2 .1, 1, 1 . 3
Example 2.5.21. Let x0 , v, w R3 such that v, w are not multiples of one another. Finally, let E be the corresponding plane and u R3 . Show that the distance du, E of u from E is given by du, E Solution: For this, let n: vw 1 .v w , u0 : u x0 .
u x0 v w vw
Then it follows for every t, s R that
u0 n.n u0 u0 n.n t.v s.w u0 n . Also because u0 u0 n.n is normal to n, it follows that there are t, s R such that t.v s.w u0 u0 n.n. Hence du, E : min u x : x E 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 1, 1, 3 and n2 2, 2, 6 are multiples of each other these planes are parallel. Hence d is given by the distance of some point on L1 , like 0, 0, 13, from the second plane. Therefore d
1 1, 1, 3 0, 0, 13 0, 0, 112 11
u0 t.v s.w u0 n.n
5 44
11 .
Example 2.5.23. Let x01 , x02 , v, w R3 and in particular v, w be no multiples of one another. Calculate the distance d of the (skew) lines L1 :
x01 t.v R3 : t R .
319
and L2 : Solution: For all t, s R,
x02 s.w R3 : s R .
x01 x02 t.v s.w .
x01 t.v x02 s.w
Hence d is equal to the distance of the plane
x01 x02 t.v s.w R3 : t, s R

from the origin, i.e, by d
x01 x02 v w vw
Problems
1) Determine the representative, i.e., 1 [ pq ], of the vector that corresponds to the oriented line segment pq between the points p and q given by a list of their coordinates with respect to a Cartesian coordinate system. In addition, calculate the distance between p and q.
2) Calculate 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
1, 2 , q 4, 7 , b) p 1, 2 , q 3, 4 , c) p 1, 3 , q 1, 2 , d) p 2, 4 , q 3, 4 , e) p 1, 3, 2 , q 3, 4, 7 , f) p 1, 2, 2 , q 3, 1, 4 , g) p 3, 1, 2 , q 1, 5, 2 , h) p 7, 1, 4 , q 3, 9, 4 . a , 2a 3b, 3a 4b, a b, the angle between a and b,

a) p
3, 5 ,
1, 3
320
b) a c) p d) p e) p f) p g) p h) p
7, 1 , q 1, 3 , 6, 9 , q 2, 4 , 1, 5 , q 2, 6 , 2, 3, 1 , q 3, 7, 7 , 1, 3, 1 , q 4, 2, 3 , 5, 2, 2 , q 2, 6, 3 9, 2, 3 , q 5, 8, 2 .
3) Calculate deta, b, deta, b, c, respectively. a) a b) a c) a d) a e) a f) a
4, 0 , b 7, 0 , 8, 3 , b 2, 6 , 8, 9 , b 5, 2 , 4, 0, 1 , b 2, 0, 1 , c 3, 0, 9 , 3, 1, 4 , b 1, 9, 1 , c 2, 3, 1 , 4, 2, 3 , b 3, 5, 2 , c 4, 4, 1 .
L
4) Find suitable vectors x0 and v such that
x0 tv : t R ,
where a) c) e) f) L L L L
b) L d) L
x, y R2 : 3x 4y 5 , x, y R2 : 4y 3 , x, y R2 : 7x 3y 0 . x, y, z R3 : x 3y 4z 5 3x 9y 12z 1 x, y, z R3 : 3z 7 9x 2y z 0 , x, y, z R3 : 5x 6y 3 0 8y 6z 0 .
5) Find suitable vectors x0 , v and w such that P where a) P
x0 tv sw R3 : t, s R , x, y, z R3 : x 3y 2z
321
1 ,
b) P c) P
x, y, z R3 : 3x 5 , x, y, z R3 : 2x 9y z
0 .
6) Calculate the distance between the lines L1 and L2 . a) L1 L2 b) L1 L2 c) L1 L2
x, y, z R3 : 12x 3y 2z 4 x y z 0 , x, y, z R3 : 4x y z 5 9x 3x 4z 7 , x, y, z R3 : x 3y z 1 y z 0 , x, y, z R3 : 2x y 18z 4 5x 3y 1 , x, y, z R3 : 9x 7y 2z 8 x y z 0 , x, y, z R3 : 22x 4y 14z 19 28x 7z 12 5, 12, 3 , P x, y R3 : x 2y 3z 9 , 0, 0, 0 , P x, y R3 : x y z 1 , 6, 7, 2 , P x, y R3 : 18x y 9z 3
7) Calculate the distance of the point p from the plane P . a) p b) p c) p
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 R2 are linearly dependent, i.e., such that there are , R such that a b 0 and 2 2 0, if and only if deta, b 0. b) Show that vectors a, b, c R3 are linearly dependent, i.e., such that there are , , R such that a b c 0 and 2 2 2 0, if and only if deta, b, c 0.
322
Fig. 98: Parabola and corresponding directrix and focus. Compare Example 2.5.24.
14) (Cramers rule in two and three dimensions)
a) Let a, b, c R2 . Show that the of equation
0. For that case express the solution x only in terms of detc, b, deta, c and deta, b. The result is called Cramers rule in two dimensions. b) Let a, b, c, d R3 . Show that the of equation
a x, b x c has a unique solution x R2 if and only if deta, b
0. For that case express the solution x only in terms of detd, b, c, deta, d, c, deta, b, d and deta, b, c. The result is called Cramers rule in three dimensions.
a x, b x, c x d has a unique solution x R3 if and only if deta, b, c
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 innite 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 0, p 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 x, y P if and only if x2 y p2 x2 y p2 x2 4py x yp y p2
and therefore if p 0, i.e., in this case the parabola is given by y axis and y if p if p 0. Hence P 0 and P if p 0. x2 4p 0 x2 4p
x, y R2 : x x, y R
2
:y
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 c, 0 and c, 0 and constant 2a where a c 0. Solution: x, y E if and only if d1 d2 2a (2.5.7)
324
Fig. 99: Ellipse and corresponding foci. Compare Example 2.5.25.
x c2 y2 and d2 : x c2 y2 . In case that where d1 : 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 d1 d2 and d2 d2 1 2
x c2 y2 x c2 y2
d1 d2
4cx
2c x. (2.5.8) a Hence (2.5.7) is equivalent to (2.5.7), (2.5.8) and therefore to c c (2.5.9) d1 a x , d2 a x . 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 c, c 0. In case that a c, equations (2.5.9) are equivalent to x2 a2
a2 y c2
x
(2.5.10)
and the condition
Now the assumption x 0
a2 . (2.5.11) c a2 c and (2.5.10) lead to the contradiction that 1 a2 c2 325 a2 c2 y2 .
Fig. 100: Hyperbolas, corresponding foci and asymptotes (dashed). Compare Example 2.5.26.
Hence (2.5.10) implies (2.5.11), and (2.5.9) is equivalent to (2.5.10). Hence E if a if a c 0, c 0, E a and E if a 0, a
2 x, y R : x2 a 2
0, 0
x c
x, y R2 : c
a2 c2
y2
1 0.
c. Note that E is a circle of radius a if c
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 hyperbola H with foci at c, 0 and c, 0, where c 0, and constant 2a such c. Solution: x, y H if and only if that a d1 d2 326 2a (2.5.12)
where d1 : x c2 y2 and d2 : x c2 y2 . We consider two cases. In case that c a 0, equation (2.5.12) is satised by all 2 x, y R , 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 R, i.e., the hyperbola is given by the y axis. In case that c 0, a 0, it follows that 2a d1 d2 and that d2 d2 1 2
x c2 y2 x c2 y2
d1 d2
4cx
2c x. (2.5.13) a Hence (2.5.12) is equivalent to (2.5.12), (2.5.13) and therefore to d1 c x a , d2 a c xa . a (2.5.14)
Equations (2.5.14) are equivalent to c2 a2 2 x y2 a2 and the condition c2 a2 (2.5.15)
a x . (2.5.16) a c In case that a c, c, (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 2 x2 c2 y a2 1 (2.5.17) a2 and a2 x c if a 0 and a2 x c
327
if a 0, respectively. The assumption 0 x lead together with (2.5.17) to the contradiction c2 a2 y2 x2 a2
a2 c or a2 c
a2 c2 c2
0. 0 if a 0
Hence (2.5.15) and (2.5.16) are equivalent to (2.5.17) and x and (2.5.17) and x 0 if a 0. We conclude that H if c if c if c if c a 0, a 0, a 0, a 0, H 0, H R2 ,
0, y R2 : y R , x, 0 R2 : x c x, 0 R2 : x

c,
c, H
x, y R2 : x
c2 a2
y2
if c
0 and H
x, y R2 : x
c2 a2
y2
if c
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 dened as corresponding sets in three-dimensional space.
328
Problems 1) Find the vertex, focus and the directrix of the parabola. a) c) d) f)
x, y R2 : y2 3x 0 , b) x, y R2 : y2 x2 x, y R2 : y 5 2x 32 , x, y R2 : y x2 x , e) x, y R2 : y 2 x2 x, y R2 : y x2 3x 1 .
2) Find a function whose zero set coincides with P .
a) P is the parabola with focus 1, 3 and directrix x, y R2 : x 2y 1 0, b) P is the parabola with focus 4, 3 and directrix x, y R2 : x 2y 1, c) P is the parabola with focus 1, 2 and directrix x, y R2 : 2x y 3.
3) Find the location of the foci and the eccentricity of the ellipse. a) b) c) d) e) f)
x, y R2 : x2 2y2 6 , x, y R2 : 5x2 11y2 10 , x, y R2 : 2x2 4y2 5 , x, y R2 : 3x2 2y2 1 , x, y R2 : 6x2 7y2 4 , x, y R2 : y x2 3 y2 4 12
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) b) c)
x, y R2 : 3x2 2y2 3x 4y3 136 x, y R2 : x2 3y2 4x 12y 12 , x, y R2 : 4x2 2y2 8x 12y 21 0 .
5) Find a function whose zero set is an ellipse of eccentricity 2 and foci at 1, 1, 2, 2. 6) Find the location of the foci and the eccentricity of the hyperbola. a)
x, y R2 : 2x2 y2
329
5 ,
b) c) d) e) f)
x, y R2 : 7x2 9y2 9 , x, y R2 : 3x2 5y2 4 , x, y R2 : 4x2 y2 2 , x, y R2 : 7x2 4y2 1 , x, y R2 : y x2 4 y2 2 14
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) b) c)
x, y R2 : 2x2 4y2 2x3 4y 3518 x, y R2 : 3x2 y2 12x 4y 7 , x, y R2 : 2x2 3y2 4x 18y 30 .
8) Find a function whose zero set is a hyperbola of eccentricity 4 and foci at 1, 1, 2, 2. 9) Show that the given set is an ellipse a) b) where a
R :tR a cos, b sin : R ,

2
2t 1 t2 ,b a 1 t2 1 t2 0.
0 and b
10) Show that the given set is a hyperbola. a) b) c) where a 2t 1 t2 ,b R2 : 1 t 1 , a 2 1t 1 t2 a , b tan : 2, 2 , cos

a cosht, b sinht : t R
0 and b 0.
2.5.4 Polar Coordinates Example 2.5.28. (Polar coordinates) Dene g : 0,
,
330
R2 0, 0
y p
r sin
r cos O
Fig. 101: Polar coordinates r, of a point p in the plane. r is the Euclidean distance of O and p. Compare Example 2.5.28.
by for all r
0, , , . Then g is bijective with the inverse g 1 : R2 0, 0 0, ,

if y if y 0 0
g r, :
r cos , r sin
given by
x2 y2 , arccosx x2 y2 x2 y2 , arccosx x2 y2 for all x, y R2 0, 0.

g 1 x, y Example 2.5.29. Find a parametrization of the ellipse E: where a, b x2 x, y R : a2
2
y2 b2
1 R2 by
0. Solution: Dene the scale transformation f : R2 f x, y :
ax, by
E.
for all x, y
R. Then
f S 1 0 331
Employing polar coordinates for parametrization, S 1 0 is given by S1 : Hence E
cos , sin R2 : a cos , b sin R2 :
. .
Example 2.5.30. (Polar representation of parabola with focus in the origin) Let p 0. Show that Pp
r cos , r sin R2 : r r 1 cos 2p
(2.5.18)
is a parabola with focus at the origin and directrix given by the parallel through the y-axis through the point 2p, 0. 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 2p, 0. Then x, y Pp if and only if x2 y 2 The equation implies that
x 2p2
x2 y 2 x 2p x2 y 2
x 2p .
(2.5.19)
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 equivalent to x2 y 2 x 2p and Pp
x 2p
Finally, since g from Example 2.5.28 is bijective and 0, 0 Pp , we conclude (2.5.18). Note that as a consequence of the foregoing, (2.5.19) is equivalent to x2 y 2
x, y R2 :
x2 y 2 x
2p .
2p x2
332
x2 4px 4p2
and hence to y
p p x .
Example 2.5.31. (Polar representation of ellipses with focus in the ori0 and 0 1 the corresponding ellipse Ea, with gin) Dene for a center a, 0, foci at 2a, 0, 0, 0 and excentricity by Ea, : Show that Ea,
x, y R
x a2 :
a2
y2 a2 1 2
r cos , r sin R2 : r 0 r 1 cos a1 2 .

x2 a2
2
(2.5.20) c a that the
Solution: In Example 2.5.25, we showed for a 0 and 0 following equations are equivalent for x, y R2
a2 y c2
and Hence if a
x c2 y2 x c2 y2
0 and 0 1, then also the equations a2 y2 a2 1 2 1
2a .
x a2
and
x 2a2 y2 2a x2 y2 . are equivalent for x, y R2 . The last equation is equivalent to x 2a2 y2

since the equation
2a
x2 y 2
(2.5.21)
x 2a2 y2
333
x2 y 2 2a
leads by use of the triangle inequality to
x, y 2a, 0
x, y 2a
x, y 2a, 0 2a1
0 and 1. Further, (2.5.21)
and therefore has no solution in R2 since a is equivalent to x2 y 2 4ax 4a2 2 which is equivalent to x2 y 2 x
x2 y 2 4a x2 y 2 4a2 a1 2 .
As a consequence, we arrive at the representation Ea,
x, y R
x2
x
y2
a1
Finally, since g from Example 2.5.28 is bijective and 0, 0 conclude (2.5.20).
Ea, , we
Example 2.5.32. (Polar representation of hyperbola with focus in the origin) Dene for a 0 and 1 the corresponding hyperbolas Ha, with center 0, a, foci at 0, 0, 0, 2a and excentricity by Ha, : Show that Ha,
x, y R
:x
a 2 1
x a2
a2
y2 a2 2 1
r cos , r sin R2 : r 0 r 1 cos a1 2 .
(2.5.22)
0 and c Solution: In Example 2.5.26, we showed for a 2 following equations are equivalent for x, y R x2 a2
a that the
c2 y a2
334
y 3
Fig. 102: Parabola, ellipse, hyperbola and asymptotes corresponding to the parameters p 1, 12 and a1 2 1, 32 and a1 2 1, respectively. Compare Examples 2.5.30, 2.5.31 and 2.5.32.
together with the condition that x and
ac
x c2 y2 x c2 y2 x c2
a2 c2 a2 y2 1
2a .
Therefore also the equations
together with the condition that x and x2 y 2 1 2 c a2 c
x 2c2 y2
335
2a .
are equivalent. Hence if a a2
0 and
1, the equations y2 a2 2 1 1
x a2
together with the condition that x and x2 y 2 2a
a 2 1
x 2a2 y2 .
are equivalent. The last equation is equivalent to
x 2a2 y2
since the equation 2a x2 y 2
x2 y 2 2a
(2.5.23)
x 2a2 y2
x2 y 2 4a x2 y 2 4a2 a1 2 .
has no solution in R2 since a
0. Further, (2.5.23) is equivalent to
x2 y 2 4ax 4a2 2 which is equivalent to
x2 y 2 x
As a consequence, we arrive at the representation Ha,
x, y R
x2
x
y2
a1
Finally, since g from Example 2.5.28 is bijective and 0, 0 conclude (2.5.22).
Ha, , we
Problems
336
1) Sketch the image of the set under g from Example 2.5.28 on polar coordinates. a) b) c) d) e) f) g)
r, Dg : r 3 r, Dg : r 2 r, Dg : 2 r, Dg : 34 r, Dg : 34 r, Dg : 1 r r, Dg : 0 r
, , 2 ,
5 6 , 4 ,
2 1
6 3 , 3 6 .
2) Find a function whose zero set coincides with g C , where g is the transformation from Example 2.5.28 on polar coordinates. In addition, sketch g C .
3)
r, Dg : r 4 , r, Dg : 1 r 2 cos sin 0 , c) C r, Dg : r 2 cos , d) C r, Dg : r 1 2 cos , e) C r, Dg : r sin2 , f) C r, Dg : r2 sin2 1 , g) C r, Dg : r2 2 sin . Find a function whose zero set coincides with g 1 C , where g is the
a) C b) C transformation from Example 2.5.28 on polar coordinates. a) c) e) f) C C C C b) C d) C
g) C
x, y R2 : x 3 , x, y R2 : 3x 2y 7 , x, y R2 : 3x2 y2 9 , x, y R2 : y 4x2 1 0 , x, y R2 : 8x2 4y2 1 0 x, y R2 : 3xy 4 , x, y R2 : 2x2 3x y2 1
, .
4) Show that g from Example 2.5.28 on polar coordinates is bijective by verifying that g 1 g r, r,
337
Fig. 103: Example of a parabolic cylinder. Compare Example 2.5.33. for all r, Dg and
g g 1 x, y
x, y
for all x, y R2 0, 0.
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 variables. All quadrics are unique only up to rigid transformations in space. In the following, we briey 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 :
x, y, z R3 : x2 4py
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 ZE :
2 x, y, z R : x2 a 3
y2 b2
where a, b 0. The intersection of ZE with every parallel plane to the xy-plane is an ellipse. (iii) The hyperbolic cylinder ZH :
2 x, y, z R : x2 a 3
y2 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 E:

2 x, y, z R : x2 a 3
y2 b2
z2 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 R3 dened by image of S 2 0 under the scale transformation f : R3 f x, y, z : for all x, y, z R3 . Example 2.5.35. The surface EP :
ax, by, cz
x, y, z R : z c
3
x2 a2
y2 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. Example 2.5.36. The surface HP :
x, y, z R : z c
3
x2 a2
y2 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. Example 2.5.37. The surface EC :
2 x, y, z R : z2 c 3
x2 a2
y2 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. Example 2.5.38. The surface H1 :
2 x, y, z R : z2 c 3
x2 a2
y2 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. Example 2.5.39. The surface H2 :
2 x, y, z R : z2 c 3
x2 a2
y2 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) b) c) d) e)
x, y, z R3 : 2y2 3z 2 9 , x, y, z R3 : z 6x2 1 , x, y, z R3 : x 2y2 3 , x, y, z R3 : xz 12 , x, y, z R3 : 3x2 5y2 7 .
2) Find the intersections of the surface with the coordinate planes. In this way, identify the surface and sketch it. a) b) c) d) e) f) g)
x, y, z R3 : 2x2 3y2 z 2 4 , x, y, z R3 : 9x2 3y2 5z 2 12 , x, y, z R3 : x2 2y2 4z 2 3 , x, y, z R3 : y2 6x2 4z 2 , x, y, z R3 : 4x2 3z 2 2y , x, y, z R3 : 4z 2 3x2 2y 0 , x, y, z R3 : x2 4y2 3z 2 1 0 . x, y, z R3 : z 2 4 , x, y, z R3 : 2y2 3z 2 0 , x, y, z R3 : x2 4xy 4y2 2 , x, y, z R3 : x 2y2 2x z 2 x, y, z R3 : z 1 .
345
3) Identify the surfaces. a) b) c) d)
4) Find a function whose zero set consists of all points that are equidistant from 0, 0, 1 and the coordinate plane Identify the surface.
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 0, 2 and C be the circular cone dened by C: x, y, z R3 : z 2 x2 y2 . a) Find a function whose zero set coincides with the cone C resulting from a C by clockwise rotation in the yz-plane around 0, 0, 1 and about the angle . The symmetry axis of that cone is given by
0, t sin, 1 t cos : t R
and its vertex by
0, sin, 1 cos .
b) Find the intersection of C with the coordinate plane parallel to the xy-plane through 0, 0, 1. Classify those curves.
2.5.6 Cylindrical and Spherical Coordinates Example 2.5.40. (Cylindrical coordinates) Dene g : 0, by for all r, , z 0,
, R
g r, , z :
R3 0 0 R
r cos , r sin , z , R. 0, , R
Then g is bijective with inverse g 1 : R3 0 0 R 346
r q r sin r cos x
Fig. 112: Cylindrical coordinates r, , 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, the angle of the line from O to q with the x-axis. Compare Example 2.5.40.
given by
x2 y2 , arccosx x2 y2 , z x2 y2 , arccosx x2 y2 , z for all x, y R3 0 0 R.

g 1 x, y, z Example 2.5.41. Find a parametrization of the cylinder Z1
if y if y
0 0
x, y R2 : x2 y2
Solution: Employing cylindrical coordinates, Z1 is given by Z1
cos, sin, z : , , z R 0, ,
347 R3 0, 0, 0
Example 2.5.42. (Spherical coordinates) Dene g : 0,
p y r r cos O r sin q
Fig. 113: Spherical coordinates r, , of a point p in space. r is the Euclidean distance of O and p, the angle between the line from O to p and the z-axis, q the orthogonal projection of p onto the xy-plane, the angle of the line from O to q with the x-axis. Compare Example 2.5.42.
by
for all r, , 0,
g r, , :
r sin cos , r sin sin , r cos 0, , . 0, 0, ,
Then g is bijective with inverse g 1 : R3 0, 0, 0 given by
r , arccosz r , arccosx x2 y2 if y 0 r , arccosz r , arccosx x2 y2 if y 0 for all x, y, z R3 0, 0, 0. In analogy with the situation on the globe, for x, y, z R3 0, 0, 0 the second and third component of g 1x, y, z can be called the longitude, co-latitude, respectively of x, y, z . Note that for a point on the northern hemisphere 2 minus its co-latitude
g 1r 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 2. Example 2.5.43. Find a parametrization of the ellipsoid E:
2 x, y, z R : x2 a 3
y2 b2
z2 c2
where a, b, c 0. Solution: E is the image of S 2 0 under the scale transformation f : R3 R3 dened by f x, y, z :
ax, by, cz
for all x, y, z R3 . Employing spherical coordinates, a parametrization of S 2 0 is given by S 2 0 Hence E
sin cos, sin sin, cos R3 : , , 0, . a sin cos, b sin sin, c cos R3 : , , 0, .
Problems
1) Describe the image of the set under g from Example 2.5.40 on cylindrical coordinates. a) b) c) d) e) f) g)
r, , z Dg : r 3 1 z 1 , r, , z Dg : r 2 0 z 3 , r, , z Dg : 1 r 2 , r, , z Dg : 2 2 z 1 , r, , z Dg : 34 56 z 0 , r, , z Dg : 34 4 z 1 , r, , z Dg : 0 r 1 3 6
349
2) Find a function whose zero set f : U R coincides with g S , where g is the transformation from Example 2.5.40 on cylindrical coordinates. In addition, sketch g S .
3)
r, , z Dg : r 3 , r, , z Dg : z 2r , r, Dg : z 3r sin 12 , d) S r, Dg : z 2 4r2 1 , e) S r, Dg : 6z 2r2 3 0 , f) S r, Dg : z 2 3 5r2 , g) S r, Dg : r 2 cos . Find a function whose zero set coincides with g 1 S , where g is the
a) S b) S c) S transformation from Example 2.5.40 on cylindrical coordinates. a) S b) S c) S d) S e) S f) C g) C
x, y, z R2 : 2x 6y z 1 , x, y, z R2 : x2 y2 4 , x, y, z R2 : x2 y2 3z 2 2 , x, y, z R2 : 2x2 2y2 9z , x, y, z R2 : x2 y2 2z 2 5 , x, y R2 : 4x2 4y2 z 2 1 0 x, y R2 : 8x2 y2 3z 2 0 .
4) Describe the image of the set under g from Example 2.5.42 on spherical coordinates.
5)
r, , Dg : r 3 , b) r, , Dg : r 2 , c) r, , Dg : 1 r 8 , d) r, , Dg : 0 4 , e) r, , Dg : 6 4 , f) r, , Dg : r 1, 2 6, 3 6, 3 . Find a function whose zero set coincides with g S with g from Example 2.5.42 on spherical coordinates. In addition, sketch g S . a) S r, , z Dg : r 5 0 ,
a)
350
b) S c) S d) S e) S f) S g) S
r, , z Dg : 6 , r, , z Dg : 4 , r, , z Dg : r 6 cos , r, , z Dg : r sin 4 , r, , z Dg : r cos 2 , r, , z Dg : r2 cos2 sin2
1 .
6) Find a function whose zero set coincides with g 1 S , where g is the transformation from Example 2.5.42 on spherical coordinates. a) c) S S
b) S
x, y, z R2 : x2 y2 z 2 2y 0 , x, y, z R2 : x2 y2 3 , x, y, z R2 : x2 y2 2 4z 2x2 y2
g 1 g r, , z
7) Show that g from Example 2.5.40 on cylindrical coordinates is bijective by verifying that
r, , z x, y, z
for all r, , z Dg and g g 1 x, y, z for all x, y, z R3 0 0 R. 8) Show that g from Example 2.5.42 on spherical coordinates is bijective by verifying that g 1 g r, , for all r, , Dg and g g 1 x, y, z
r, , x, y, z
for all x, y, z R3 0, 0, 0.
2.5.7 Limits in Rn Denition 2.5.44. Let x1 , x2 , . . . be a sequence of elements of Rn and x Rn . We dene lim xm x
m
351
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
0 there is a corresponding m0 such that for all m xm x .
m0 :
The following theorem says that a sequence of elements in Rn is converging to some x Rn if and only if for all i 1, . . . , n 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 Rn . Then lim xm x
m
if and only if
m
lim xmj
xj
for all j
1, . . . , n.
352
Proof. First, we note that

j 1,...,n
max yj
y1
. . . yn
for all y Rn . Hence if limm m m0 xm x, 0 is given and m0 is such that for all , m0
then also for every j
1, . . . , n and every m xmj xj

m
xm x
and hence also lim xmj xj . On the other hand, if for every j
m
1, . . . , n
xj ,
lim xmj
0 is given and for every j 1, . . . , n the corresponding m0j is such that for every m m0j xmj xj , n then it follows for every m m01 m02 . . . that xm x and hence that
m
, x.
lim xm
lim
sinn n2 2 , 2 , n n 1 n 353
Solution: sinn n2 2 lim , 2 , n n n 1 n 0, 1, 0 .

sinn n2 2 , lim 2 , lim lim n n n n 1 n n
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 members 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, x, y Rn and a R. (i) If
m
lim xm
x and lim xm
m
x,
then x (ii) If
x. lim xm x and lim ym

m
y,
then
lim xm ym lim xm
xy . x, a.x .
(iii) If
m
then
m
lim a.xm
Problems
354
1) If existent, calculate the limit of the sequence xn , yn , f xn , yn , n N . Otherwise, show non-existence of the limit. Where applicable, a R. a) b) c) d) e) f) g) h) 1 a , yn : , f x, y : n n 1 a , yn : , f x, y : xn : n n 1 1 , yn : , f x, y : xn : n2 n 1 a , yn : , f x, y : xn : n n 1 a xn : , yn : , f x, y : n n 1 a xn : , yn : , f x, y : n n 1 a xn : , yn : , f x, y : n n 1 a xn : , yn : , f x, y : n n x, y R2 x, x : x R xn : 2xy 2 2 y2 , x, y R 0 2xy 2 , x, y R2 0 2 y4 x 2xy 2 , x, y R2 0 2 y4 x xy , x, y R2 0 x2 y 2 xy , x, y R2 0 x2 y 2 x2 , x, y R2 0 x2 y 2 x , x, y R2 0 x2 y 2 x2 y 2 , 3 y3 x x2 x2 y 2 , x3 y 3
i)
xn :
1 e1n , yn : , f x, y : n n x, y R2 x, x : x R
j)
xn :
1 a x3 y 3 , yn : , f x, y : , n n x2 y x, y R2 x, x2 : x R 1 e1n , yn : 2 , f x, y : n n 2 2 x, y R x, x : x R
k) xn :
x3 y 3 , x2 y
l)
xn :
1 a , yn : , f x, y : n n x, y R2 x, x : x R 1 a , yn : , f x, y : n n x, y R2 0
x3 y 3 , xy x2 y 2 , x4 y 4
m) xn :
355
n) xn :
1 a , yn : , f x, y : n n x, y R2 0 .
x2
x2 y 2 y2 ,
2) Prove Corollary 2.5.47.
2.5.8 Paths in Rn Denition 2.5.48. Let n N . (i) A path is a map u : I Rn from some non-empty subinterval I of R into Rn . The range of a path is frequently called a curve. Rn is called continuous if all corresponding coordi(ii) A path u : I nate projections ui : I R, dened by ui t :
uti
for all t I and i 1, . . . , n, are continuous. Rn is said to be differentiable in some inner point (iii) A path u : I t0 I, i.e. some point t0 I for which there is some 0 such that t0 , t0 I, if all corresponding coordinate projections ui : I R, i 1, . . . , n, are differentiable in t0 . In this case, we dene its derivative in t0 by u t0 :
u1 t0 , . . . , unt0
and its tangent vector in t0 by
ut0, u t0 R2n .
Example 2.5.49. Calculate the derivative and the tangent vector eld v of the path u : R R3 dened by ut :
cost, sint, t
356
Fig. 115: Tangent vector v at a point of a helix. Compare Example 2.5.49.
for all t R. Solution: u is differentiable since all its component functions are differentiable in the sense of Calculus I. Hence u t : v t :
sint, cost, 1
for all t R and the corresponding tangent vector eld v is given by
cost, sint, t, sint, cost, 1 N , : Rl Rm

Rn be a bilinear map,
for all t R. See Fig. 2.5.49. Theorem 2.5.50. Let l, m, n i.e., such that
.x .y, z x, .z .w
.x, z .y, z , .x, z .x, w 357
for all x, y Rl , z, w Rm and , R. Further, let I be a non-void open interval of R and u : I Rl , v : I Rm be differentiable paths. Then the path u, v : I Rn dened by
u, vt :
for all t I is differentiable, and
ut, v t
u, v t
for all t I.
u t, v t ut, v t
Proof. For this, let el , . . . , el , em , . . . , em , be the canonical basis of Rl and 1 1 m l Rm , respectively. It follows by the bi-linearity of that x, z for all x Rl , z
l m
xj zk . elj , em k
j 1k 1
Rm . Hence u, vi
l m j 1k 1 l m j 1k 1
elj , emi uj vk k
is differentiable by Theorem 1.3.8 with derivative
u, vit
elj , em i uj t vk t uj t vk t k
i
u t, vt ut, v t
for all t I and i 1, . . . , n.
Theorem 2.5.51. Let n N , I,J be non-void open intervals of R, u, v : I Rn differentiable paths, f : I R and g : J R be differentiable. Then
358
(i) u v : I
Rn , dened by
u vt :
for every t I, is differentiable and
ut v t u t v t
u v t
for all t I. (ii) f.u : I Rn , dened by
f.ut :
f t.ut
f.u t
for all t I. (iii) u v : I R, dened by
f t.ut f t.u t
u vt :
ut v t
u v t
for all t I. (iv) if n 3, then u v : I
u t v t ut v t
R3 , dened by ut v t
u vt :
u v t
for all t I.
u t v t ut v t
359
(v) if Ran g
I, then u g : J
R is differentiable and g t.u g t
u g t
for all t J.
Proof. (i)-(iv) are consequences of Theorem 2.5.50. (v): It follows by Theorem 1.3.10 that u gi ui g is differentiable with derivative
u gi t uigt g t g t.u gti for all t J, i 1, . . . , n.

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 t 0 for all t I (Newtons equation of motion without external forces), where m 0 (the mass of the particle). Then
m
v2
m r t r t
0 v v.
for all t I where v : r (the velocity eld of the particle) and v 2 : 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 nonvoid open interval I of R into R3 0 satisfying m . r t
mM3 . rt rt
(2.5.24)
for all t I (Newtons equation of motion for a point particle under the inuence of the gravitational eld of a point mass located at the origin.), 0 (the mass of particle, the mass of the gravitational where m, M, source, the gravitational constant). Show that the total energy E : I R of the system, the angular momentum L : I R3 and the Lenz vector A:I R3 dened by E t : m mM , r t r t 2 rt Lt : rt m . r t m . rt r t , t Lt mM . rt At : m . r rt
for every t I are constant. Solution: It follows by Theorem 2.5.51, (2.5.24) and Theorem 2.5.15 (vi) that E t L t for all t I and a t mM rt r t rt 3 m . r t r t m . rt r t m r t r t 0, 0
mM rt r t mM . rt . r t 3 rt rt r t rt m . r t m . r t r t . rt mM . r t rt m . r t r t . rt m . rt r t . r t r t Lt 361
m . r t r t . rt mM . r t rt
for all t I, where a : I R3 is dened by at : m1 . At
for all t I. Hence it follows by Theorem (1.4.7) that E, L and A are constant. In the following, we derive necessary consequences of these conservation 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 I by t , is the polar angle between A and rt. Then it follows by Theorem 2.5.15 (v) that A rt cost A rt m rt
mM r t L . rt rt L2 m2 M rt
m rt r t L m2 M rt m L rt r t m2 M rt and hence that rt for every t I, where : A , p: m2 M

1 cost
L2 . m2 M
In addition, it follows by Theorem 2.5.15 (v), (vii) for t I that A2 m2
mM r t L . rt rt
r t L r t L
2 L2 r t 2 L r t
rt 2mM . rt r t L 2 m2 M 2 rt 2mM . L rt r t 2 m2 M 2 rt 362
mM r t L . rt
2E m
2M rt
2ML 2 m2 M 2 rt
1

2 m2 M 2
2EL2 m
and hence that 2EL2 . 2 m3 M 2 0 0 0.
As a consequence,
1 if E 1 if E 1 if E
By its denition, L is orthogonal to r t for every t for for every t0 , t1 I satisfying t0 t1 that L rt1 rt0
t1
t0
I. Hence it follows
0.
L r t dt
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 t assumes all values in , . Then S contains the origin. This can be seen as follows. By assumption, there are t0 , t1 I such that t1 and hence L rt0 L rt1 0 , A rt0 rt0 and hence that rt0 A rt1 0 , rt0 rt1 . Therefore, we conclude, by noting that L A
, t2
0, that
rt1
0S .
1 rt1 rt0 2 363
Therefore, it follows from Examples 2.5.30, 2.5.31, 2.5.32 that Ranr 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-Civitas transformation) We continue the discussion from the previous discussion and present LeviCivitas ingenious method to transform (2.5.24) into a form whose solutions are obvious. In the rst step, we introduce a new time variable. For this, let t0 I and I0 : t0 , I. We dene a time function : I0 R by t dt t : t0 rt
for all t I0 . Then is strictly increasing, and hence according to Theorem 1.4.17, the restriction in its image on its range, given by an open interval J0 , has a differentiable inverse which will be denoted by the symbol 1 in the following. In particular, we dene : r 1 .

Then and hence

1 r
r 1
1 r 1 1
r 1
r 1
1 3 . 2
Hence it follows from (2.5.24) that M 364 0 (2.5.25)
and
m r 2
mM r
m 2 2 2
mM
(2.5.26)
For the next step, we assume that the r and hence also 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 1 where u : J R, v : J be found. Then 2 1 u 2 v 2 , 2 2uv ,
R are twice differentiable functions that are to
u2 v 2 , 2uu 2vv , 1 2uu 2vv , 2u v 2uv , 2uu 2vv 2 2u v 2uv 2 4u2 v2u 2 v 2 2uu 2vv 2u 2 2v 2 , 2 2u v 4u v 2uv .
Substitution of the ansatz into (2.5.25) leads to
u2 v22uu 2vv 2u 2 2v 2 2uu 2vv 2uu 2vv M u2 v2 2u2 v2uu vv 2u2 v2u 2 v 2 4u2u 2 v2 v 2 M u2 v2 2u2 v 2 uu vv M 2u 2 v 2 u2 v 2 0 2u2 v 2 u v 2u v uv 4uu vv u v uv 2 M uv 2u2 v 2 u v uv 4 u2 v 2 u v uu vv u v uv 2 M uv 2u2 v 2 u v uv M 2u 2 v 2 2uv 0
and hence to 2u2 v 2 uuu vv M
2u 2 v 2 uu2 v2
365
2u2 v2 vu v uv M 2u 2 v 2 2uv2 0 u2 v2 2u2 v2u M 2u 2 v 2 u 0 2u2 v 2 uu v uv M 2u 2 v 2 2u2 v 2u2 v2 vuu vv M 2u 2 v 2 vu2 v2 u2 v2 2u2 v2v M 2u 2 v 2 v 0
and hence to
2u 2 v 2 2u2 v 2 v M 2u 2 v 2
Substitution of the ansatz into (2.5.26) leads to E 2m u2 v2 u2 v 2
2u2 v 2 u M
u, v.
2uM v2 2
E v 2m 0.
which leads to the system of equations u E u 2m 0 , v
The solution of the last equations are given by Theorem 1.4.16. In the following we dene 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 denition. Denition 2.5.55. Let n N and u : I Rn be a path where I is some non-empty closed subinterval of R. We say u that is rectiable, nonrectiable if the set
1 0
utj utj 1 : P
t0 , . . . , t P
366
y 0.2 x
0.2 0.2 0.4
0.4
0.6
Fig. 116: Graph of the non-rectiable continuous path u from Example 2.5.56.
is bounded or unbounded, respectively. In case u is rectiable, we dene its length Lu by Lu sup

1 0
utj utj 1 : P
t0, . . . , t P
for all t 0, 1 and ut : 0, 0. Then u is a continuous path. For every n N , we dene a partition t0 , . . . , t2n1 of 0, 1 by t0 : for k 0 , t2k1 : 1 1 , t2k : 22k 1 1. 1 1 4k
Example 2.5.56. (A non-rectiable continuous path) Dene u : 0, 1 R2 by ut : t, 1 t cos 21 t
1, . . . , n and t2n1 : 367
Then
2n 0
utj utj 1
n k 1
ut2k1 ut2k
n 1 1 k. 2 k 1
n 1 2 2k 1 k 1
1 4k
Hence
1 0
utj utj 1 : P
t0 , . . . , t P
is unbounded, and u is non-rectiable. Theorem 2.5.57. (Uniform continuity) Let f : a, b R, where a, b R b, be continuous. Then f is uniformly continuous, i.e., are such that a for every 0 there is some 0 such that for all x, y a, b it follows from x y that f x f y . Proof. The proof is indirect. Assuming the opposite, there is some 0 for which the statement is not true. Hence for every n N , there are xn , yn a, b such that xn yn 1n and at the same time such that f xn f yn . According to the Bolzano-Weierstrass Theorem 1.2.11, there are subsequences xn1 , xn2 , . . . of x1 , x2 , . . . converging to some element x a, b and ynk1 , ynk2 , . . . of yn1 , yn2 , . . . converging to some element y a, b. Hence it follows by the continuity of the modulus function (see Example 1.2.43), the continuity of f , Theorem 1.2.4 and Theorem 1.2.6 that x y and f x f y . Theorem 2.5.58. Let n N , a, b R be such that a b, u : a, b Rn be continuous and differentiable on a, b such that its derivative on a, b can be extended to a continuous path u on a, b, such a path will be called a C1 -path in the following, then u is rectiable and Lu
b
a
u t dt .
368
Proof. For this, let by Theorem 1.5.20, ut ut1 By Theorem 2.5.2,

2
N, t0, . . . , t P and 1, . . . , 1. Then

n k 1
uk t uk t1
k 1
2 n t1 t dt . uk t
2 n n t1 t1 t1 uk t dt uk s ds uk t dt t t t k 1 k 1 2 12 n t1 t1 t dt uk u t dt . t t
k 1
Hence
k 1
2 n t1 uk t dt t
t1
t
u t dt u t dt
and
ut ut1
1 1
t1
t
as well as
ut ut1
b
a
b
a
u t dt .
Hence u is rectiable and Lu u t dt .
For the proof of the opposite inequality, let 0. Since u is continuous, it follows by application of Theorem 2.5.57 to its component functions the existence of 0 such that for all s, t a, b u s u t if s t 369 .
N, t0, . . . , t P of size , 1, . . . , 1. Then u t u t u t u t u t for all t t , t1 . Hence

Let
t1
t
u t dt
u t l t , t1
t1 t u t t dt l t , t u u 1 t t1 t1 t dt t t dt l u u u t t
t, t1
ut ut1
n l t , t1
where integration of vector-valued functions is dened component-wise. Hence

b
a
u t dt
1 1
ut ut1
b
a
Lu 1 n
and, nally,
u t dt
Lu .
Theorem 2.5.59. (Invariance of the length under reparametrizations) Let n N , a, b R be such that a b, u : a, b Rn be a C1 -path, c, d R such that c d, g : c, d a, b be continuous, increasing (not necessarily strictly) such that g c a, g d b, differentiable on c, d with its derivative on c, d being extendible to a continuous function on c, d. Then u g is a C1-path and Lu g 370 Lu .
For this reason, we dene the length LRan u of the curve Ran u by LRan u : if u is in addition injective. Proof. First, u g is continuous, differentiable on c, d with its derivative on c, d having the continuous extension g .u g . Hence u g is a C1 -path, and it follows by Theorem 2.1.1 that Lu
d
c
Lu
gd
g c
u t dt
d
c
u gs g s ds
d
c
g s.u g s ds
u g s ds
Lu g .
1 Example 2.5.60. Calculate the length of the circle Sr 0 of radius r 0 around the origin. Solution: An injective parametrization of the part of 1 Sr 0 in the upper half-plane is given by the C1 -path u : 0, R2 dened by u : r cos, r sin
for every 0, . Since Lu r

0
u d r ,
r sin, r cos d
it follows that
1 L Sr 0
2r .
Problems
371
1) Calculate the length of the path u : I b) ut : c) a) ux :
Rn .
d) ux : f) u : g) us : e) ux :
ux :
h) u : i) j) ut : ut : ut :
k) uv : l)
x, 4x 7 , x I : 0, 1 , 2t3 , 3t2 , t I : 2, 5 , x, 2x4 16x2 1 , x I : 1, 2 , x, x23 , x I : 2, 3 , x, 128x5 15 8x3 1 , x I : 1, 3 , , ln cos , I : 8, 4 , s, cosh s , s I : 1, 8 , 2, cos3, sin3 , I : 0, , t2 2, 2 t, lnt , t I : 2, 7 , t, cosh t, sinh t , t I : 0, 4 , 2v3 , cos v v sin v, v cos v sin v , v I : 0, 2 , 2et, et sin t, et cos t , t I : 3, 4 .
2) Calculate the length of the curve C. a) b) c) d) e) f) g) C: C: C: C: C: C: C:
x, y R2 : x23 y23 9 1 x 3 , x, y R2 : x 2y32 3 0 y 2 , x, y R2 : y3 4x2 0 3 x 4 , x, y R2 : 1 x4 3 xy 0 2 x 3 , x, y R2 : 8y2 9x 12 x 1 , 0 y 1 , x, y R2 : y x 3 2x 0 0 x 4 , x, y R2 : xy x4 2 24 1 x 5 .
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
4) An astroid is the trajectory of a point on a circle of radius R4 rolling on the inside of a circle of radius R 0. Calculate the length of the part of the astroid
at sin t, a1 cos t : t R between the points 0, 0 and 2a, 0, where a 0. R cos3 t, R sin3 t : t R between the points R, 0 and 0, R.
372
y 1 0.5
Fig. 117: A cycloid.
y 1
0.5
0.5
0.5
0.5
Fig. 118: An astroid.
373
1 2 x
1 2 1 2 1
3 2
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
a cos 1 cos , a sin 1 cos : 0, 2 ,

6) Consider all real-valued functions on [0,1] such that f 0 1, f 1 1 and that are continuously differentiable on the interval 0, 1 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 u0 a 0. Consider all C 1 -paths u : [0,1] a, 0, u1 b, 0 and such that ut
where a
0.
R2 such that
rt cos t , rt sin t ,
8) Let a, b, c, d R such that a2 b2 1 and c2 d2 1. Consider all C 1 -paths u : [0,1] R2 on the sphere of radius 1 around the origin
R and : [0,1] R are for every t [0,1], where r : [0,1] continuous, continuously differentiable on the interval 0, 1 with derivatives that have continuous extensions to [0,1]. Characterize the shortest paths. What is the common range of all these paths?
374
: [0,1] R are continuous, continuously differentiable on the interval 0, 1 with derivatives that have continuous extensions to [0,1]. Characterize the shortest paths. What is the common range of all these paths?
a, 0, b, u1 c, 0, d and such that sint cost , sint sint , cost , ut for every t [0,1], where r : [0,1] R, : [0,1] R and
such that u0
3 Calculus III
3.1 Vector-valued Functions of Several Variables
Denition 3.1.1. (Vector-valued functions of several variables) A vectorvalued function is a map from a non-trivial subset of Rn into Rm where n N and m N 1. A function of several variables is a map f from a non-trivial subset D of Rn into Rm for some n N 1 and m N . A vector-valued function of several variables is a vector-valued function and/or a function of several variables. In accordance with Denitions 1.1.26, 1.1.29, for such a function, we dene Denition 3.1.2. (i) The domain of f by: Df : (ii) The range of f by: Ranf : (iii) The Graph of f by: Gf : f 1 c : D.
f x : x D
x, f x : x D . x D : f x
375 c .
(iv) The level set (or contour) of f corresponding to some c Rm by:
12
12
12
12
Fig. 120: Range of 1 .
Examples are: Example 3.1.3. (i) 1 : R R2 dened by
1 t : for every t R, (ii) 2 : R R3 dened by 2 t : for every t R, (iii) f3 : R2 0 R dened by
cost, sint
cost, sint, t
f3 x : for every x R2 0, 376
1 x ,
x 0
10
z 5
0 1 0
1 y
Fig. 121: Range of 2 .
3 z 2 1 0 2 1 0 x 1 2 2 1 0 1 y 2
Fig. 122: Truncated graph of f3 .
377
2 2 1 0 x 1 2
Fig. 123: Contour map of f3 . Darker colors correspond to lower values of f3 .
(iv) f4 : R3 0
R dened by f4 x : 1 x
for every x R3 0.
Example 3.1.4. Consider the expression for x, y R2 . 36 9x2 4y 2
(i) Evaluate the value of this expression in the point x, y Solution: 36 9 16 11.
1, 2.
(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 x, y R2 for which the square root in the denition is dened. Hence it is given by those x, y R2 satisfying x22 y32 1 . 378
1 1
Fig. 124: Dg
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: Rang x, y Dg, we have: 0 and hence also 0 Therefore, Rang
0, 6. (Proof: For every

36 6.
36 9x2 4y 2 36 9x2 4y 2
0, 6. In addition for every z 0, 6,

g 1 36 z 2 , 0 3 z.
Hence it follows also that Rang 0, 6.)
0, 6 and, nally, that Rang
Analogous to the corresponding denition in Calculus I, the next denes continuity of a vector-valued function of several variables at a point by its property to commute with limits taken at that point. 379
0.5
0.5
0.5
0.5
Rm be a vector-valued function of several Denition 3.1.5. Let f : D variables and x D. We say f is continuous in x if for every sequence x1 , x2 , . . . of elements in D from
lim x
it follows that
lim f x
lim x
f x .
Otherwise, we say f is discontinuous in x. Moreover, we say f is continuous 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 f x : 380 x x R dened by
for every x R0 and and f 0 : 1 lim n n but

n
1. Then
0 and lim
1 n
0,
lim f
1 n
1 and lim f
n
1 n
1 .
Hence f is discontinuous at the point 1. See Fig. 125. Example 3.1.7. Consider the function of several variables f5 : R2 0 R dened by x2 y 2 f5 x : x2 y 2 for all x R2 0. Then f5 x, 0 1 , f5 0, y
for all x, y R0, and hence there is no extension of f5 to a continuous function dened on R2 . Note that for every real a f5 x, ax 1 a2 1 a2
for all x R0. Hence for every b 1, 1, there is a real number a such that lim f5 x, ax b .
x 0,x 0
Example 3.1.8. (Basic examples of continuous functions.) Let n N . (i) Constant vector-valued functions on Rn are continuous as a consequence of Theorem 2.5.45.
381
1 1 0.5 z 0 0.5 1 2 1 0 x 1 2 2 1 2 2 1 0 x 1 2 2 1 0 y 1 0 y
Fig. 126: Graph and contour map of f5 . In the last, darker colors correspond to lower values.
(ii) For i 1, . . . , n, dene the projection pi : Rn i-th component by pi x : xi
R of Rn onto the
for all x x1 , . . . , xn Rn. Then pi is continuous as a consequence of Theorem 2.5.45.
In the case of functions of one real variable, one main application of continuity was the fact that continuous functions dened 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 maximum value and minimum value on so called compact subsets, dened below, 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 N and x1 , x2 , . . . be a M bounded sequence in Rn , i.e., for which there is M 0 such that xk for all k 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 components x1k , x2k , . . . , k 1, . . . , n are also bounded. Therefore, as a consequence 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 numbers, which is convergent in Rn . Denition 3.1.10. (Open, closed and compact subsets of Rn ) Let n N . (i) A subset U of Rn is called open if for every x ball of some radius 0 around x U x :
U there is an open
y R n : y x
which is contained in U. In particular, , Rn , and every open ball of radius 0 around x Rn is open. Obviously, arbitrary unions of open subsets of Rn and intersections of nitely many subsets of Rn are open. (ii) A subset A of Rn is called closed if its complement Rn A is open. In particular, the so called closed ball of radius 0 around x Rn B x : S x :
y Rn : y x
and the sphere of radius centered at x
y Rn : y x
are closed. As a consequence of the last remark in (i), arbitrary intersections of closed subsets of Rn and unions of nitely many closed subsets of Rn are closed. In particular, we dene for every subset S of Rn its corresponding closure S as the intersection of all closed n subsets of R that contain S. Hence S 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 0 of some radius R 0 around the origin. Example 3.1.11. Let a, b R be such that a b. Then the interval a, b is bounded and open. The interval [a, b] is compact. Theorem 3.1.12. Let n Rn and S Rn . Then the closure S of S consists of all x Rn for which there is a sequence x1 , x2 , . . . of elements of S that is convergent to x. Proof. If x S, there are two cases. In case that x S, the constant sequence x, x, . . . is a sequence in S that is converging to x. If x 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 S U S
Rn U
S U
is a closed subset of Rn that contains S and hence that S
which implies that x S. In particular by applying the previous to U1 x , we obtain a sequence x1 , x2 , . . . of elements of S that is for every N convergent to x by construction. On the other hand, if x 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 A. Otherwise, x is contained in the open set Rn A and there is 0 such that U x Rn A. Hence if N is such that x x , it follows that x Rn A and hence that x S. As a consequence, x is also contained in S which is the intersection of all closed subsets A of Rn that contain S. Example 3.1.13. Let a, b R be such that a intervals a, b and [a, b] is given by [a, b]. b. Then the closure of the
384
Theorem 3.1.14. (Existence of maxima and minima of continuous functions on compact subsets of Rn ) Let n N , K Rn a non-empty compact subset and f : K R be continuous. Then there are (not necessarily uniquely determined) xmin K and xmax K such that f xmax for all x K. Proof. For this, in a rst step, we show that f is bounded and hence that sup f K exists. In the nal step, we show that there is c K such that f c sup f K . 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 xn n (3.1.1) f x , f xmin f x
for all n N. Hence according to Theorem 3.1.9, there is a subsequence xk1 , xk2 , . . . of x1 , x2 , . . . converging to some element c K. Note that the corresponding sequence f xk1 , f xk2 , . . . is not converging as a consequence of (3.1.1). But, since f is continuous, it follows that f c
k
lim f xnk .
Hence f is bounded. Therefore, let M : sup f K . Then for every n N there is a corresponding cn K such that f cn M 1 . n (3.1.2)
Again, according to Theorem 3.1.9, there is a subsequence ck1 , ck2 , . . . of c1 , c2 , . . . converging to some element c K. Also, as consequence of (3.1.2), the corresponding sequence f ck1 , f ck2 , . . . is converging to M. Hence it follows by the continuity of f that f c M and by the denition of M: f c M f x 385
for all x K. By applying the previous reasoning to the continuous function f , it follows the existence of a c K such that
f c f x .
Hence it follows that for all x K. f c f x
In the case of functions of one real variable, it was shown that a continuous function f : [a, b] R, where a, b R are such that a b, which is differentiable on the open interval a, b assumes its extrema either in a critical point in a, b or in the points of a or b. Similar is true for functions of several variables. For this reason, we dene the notion of inner points and of boundary points of subsets of Rn , n N . Denition 3.1.15. (Inner points and boundary points of subsets of Rn ) Let n N and S Rn . (i) We call x S an inner point of S if there is 0 such U x 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. 0 the cor(ii) We call x Rn a boundary point of S if for every responding U x contains a point from S and a point from Rn 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 S. Example 3.1.16. Let a, b R be such that a b. Then the interior of the intervals a, b and [a, b] is given by a, b. The boundary of a, b and [a, b] is given by a, b. We note that the closure of a, b, i.e., [a, b], is the union of the interior of a, b, i.e., a, b, and the boundary of a, b, i.e., a, b. The last is true for every subset of Rn , n N .
386
Theorem 3.1.17. (Decomposition of the closure of subsets of Rn ) Let n N and S Rn . Then S S S. Proof. First, we note that S S S. If x S, then for every there is x S such that x x 1. Hence
lim x
S S. If x S, then either and x S. Hence we showed that S or x S. Otherwise, there is 0 such that U x is contained in xS Rn S. In this case, there is no sequence x1 , x2 , . . . of elements of S that S is convergent to x and hence x S. Hence if follows that S S S and nally that S S. Denition 3.1.18. Let f1 : D1 Rm , f2 : D2 Rm be vector-valued functions of several variables such that D1 D2 . Moreover, let a R. We dene f1 f2 : D1 D2 Rm and a.f1 : D1 Rm by
f1 f2x :
for all x D1 for all x D1 . D2 and
f1 x f2 x a.f1 x
a.f1 x :
Theorem 3.1.19. Let f1 : D1 Rm , f2 : D2 Rm be vector-valued functions of several variables and such that D1 D2 . Moreover, let a R. Then by Corollary 2.5.47: (i) If f1 and f2 are both continuous in x continuous in x, too.
D1
D2 , then f1
f2 is
(ii) If f1 is continuous in x D1 , then a.f1 is continuous in x, too. 387
Denition 3.1.20. Let f1 : D1 R, f2 : D2 R be functions of several variables such that D1 D2 . We dene f1 f2 : D1 D2 R by
f1 f2x :
for all x D1 by for all x D1 .
f1 x f2 x R , we dene 1f1 : D1 R
D2 . If moreover Ranf1
1f1 x :
1f1 x R be functions of several
Theorem 3.1.21. Let f1 : D1 R, f2 : D2 variables such that D1 D2 . (i) If f1 and f2 are both continuous in x continuous in x, too.
D1
D2 , then f1 f2 is
(ii) If f1 is such that Ranf1 R as well as continuous in x D1 , then 1f1 is continuous in x, too. Proof. For the proof of (i), let x1 , x2 , . . . be some sequence in D1 which converges to x. Then it follows for every N that D2
f1 f2x f1 f2 x f1x f2x f1xf2 x f1 x f2 x f1 xf2 x f1 xf2 x f1 xf2 x f1 x f1 x f2 x f1 x f2 x f2 x f1 x f1 x f2 x f2 x f1x f1 x f2x f1x f2x f2x
and hence, obviously, that
lim f1 f2 x
f1 f2x .
1f1 x 1f1 x
For the proof of (ii), let x1 , x2 , . . . be some sequence in D1 which converges to x. Then it follows for every N that
1f1x 1f1x
388
f1 x f1 x f1x and hence, obviously, that
f1x
lim 1f1 x
1f1x .
Denition 3.1.22. Let f : Df Rm and g : Dg Rp be vector-valued functions of several variables and Dg be a subset of Rm . We dene g f : Dg f Rp by Dg f : and for all x Dg f .
x Df : f x Dg
g f x
g f x :
Theorem 3.1.23. Let f : Df R m , g : Dg Rp be vector-valued functions of several variables and Dg be a subset of Rm . Moreover, let x Df , f x Dg , f be continuous in x and g be continuous in f x. Then g f is continuous in x. Proof. For this, let x1 , x2 , . . . be a sequence in Dg f converging to x. Then f x1 , f x2 , . . . is a sequence in Dg . Moreover, since f is continuous in x, it follows that
lim f x
f x .
Finally, since g is continuous in f x, it follows that
lim g f x
lim g f x
g f x
g f x .
389
Example 3.1.24. In the following, we conclude that f5 is continuous. For this, we dene the projections pi : R2 0 i-th component by pi x : xi R of R2 0 onto the
for every x x1 , x2 R2 0. By Theorem 2.5.45, pi is continuous, i.e., continuous in every point of its domain R2 0. We have the following representation of f5 : f5
p1 p1 1.p2 p2 1p1 p1 p2 p2
1p1 p1 p2 p2
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
is by means of Theorems 3.1.19(i),3.1.21(i) and 3.1.23, using the continuity of the function R0 R, x 1x known from calculus in one real variable.
Problems 1) Find the maximal domain Df of f such that a) b) c) d) e) f) g) h) i)
3x 2y2 , f x, y 1x 1 1y 2 , f x, y lnx 3y , f x, y arccos2x lnxy , x2 y2 31 x2 y2 , f x, y f x, y x y 2 12 , x3 y2 z1 , f x, y, z f x, y, z arccosx arccosy arccos1 z ,

390
f x, y
f x, y
1 2x2 y 2 ,
j)
k) f x, y, z l) f x, y, z
f x, y, z
lnxyz ,
1 x2 2y 2 4z 2 , arcsinx 3y 6z
2) Find the maximal domain Dg , level sets and range of g such that a) b) c) d) e) f) g x, y g x, y g x, y g x, y g x, y x 2y , y x2 , 2x3 3y , 3x2 5y 2 7 ,
for all x, y Df or x, y, z Df .
x3 2y2 6 , g) g x, y 3x 1y 1 , h) g x, y 2 x 3y , i) g x, y x 3y 1 , j) g x, y, z x 5y 2z 3 , k) g x, y, z 6x2 2y 2 z 2 3 , l) g x, y, z x2 y 2 4z 2 9 for all x, y Dg or x, y, z Dg . In addition, for the cases a) - i), draw a contour map showing several curves and sketch G g .
R continuous and why? In particular, 3) Where is the function h : D decide whether h is continuous or discontinuous at the origin 0, 0. Give reasons. a) hx, y : h0 : b) hx, y : h0 : c) hx, y : h0 : x2 xy 2 for x, y D : x2 y 2 1, 3xy 2 for x, y D : x2 y 2 0, xy 2 for x, y D : x2 y 4 0, R2 0 , R2 0 , R2 0 ,
g x, y
4x2 2y 2 1 ,
391
d) hx, y :
e)
xy for x, y D : R2 0 , x2 y 2 h0 : 0 , xy for x, y D : R2 0 , hx, y : x2 y 2 h0 : 1 , y2
for x, y D : R2 0 , x2 y 2 h0 : 1 , y for x, y D : R2 0 , g) hx, y : x2 y 2 h0 : 0 , f) h) hx, y : h0 : i) hx, y : h0 : j) hx, y : h0 : h0 : l) hx, y : h0 : m) x2 y 2 for x, y D : x3 y 3 0, R2 x, x : x R , R2 x, x2 : x R , R2 x, x : x R , R2 0 , R2 0 , R3 0 ,
hx, y :
x3 y 3 for x, y D : x2 y 0, x3 y 3 for x, y D : xy 0, x4 0, x2 0, x2 y 2 y2 for x, y D : xy xz yz x2
k) hx, y :
x2 y 2 y4 for x, y D :
hx, y, z : h0 : 0,

y2
z2
for x, y, z D :
n) hx, y, z : o) hx, y, z : h0 : 0,
x2
xyz y2 z 2 for x, y, z D :
R3 0 , R3 0 ,
xy yz for x, y, z D : x2 y 2 z 2
392
h0 :
12 . : Rn
2
4) For every n N , show that 5) Let p, q f x, y : f 0 :
R. Further, dene f : R 0
R, x R by
is continuous.
xp yq for x, y D : x2 xy y 2 0.
R2 0 ,
Find necessary and sufcient 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 : I5 :
3, 4 , I2 : 1, 2 , I3 : 1, 3 , I4 : 1, 3 , 1, , I6 : 0, , I7 : , 3 , I8 :
I9 : I10 : I11 : I12 : I13 : I14 :
, 1 ,
b) the 2-dimensional intervals
x, y : 1 x 4 x, y : 0 x 4 x, y : 0 x 4 x, y : x 0 y x, y : x 1 y x, y : x 1 y
0 y 1 , 3 y 1 ,
3 y 1 , 3 , 4 , 2 ,
c) the sets S1 : S2 : S3 : S4 : S5 : S6 : S7 :
x, y R2 : xy 1 , x, y R2 : 9x2 4y2 36 , x, y R2 : x2 y2 1 , x, y R2 : 3x2 y2 3 , x, y R2 : x2 y2 5 , x, y R2 : 2x 12 y2 3 , x, y R2 : x y2 2 ,

393
S8 : S9 : S10 : S11 : S12 : 7) Let n N .
x, y, z R3 : x2 2y2 z 2 4 , x, y, z R3 : x2 3y2 2z 2 1 , x, y, z R3 : 4x2 y2 z 2 2 , x, y, z R3 : 9x2 3y2 4z 2 4 , x, y, z R3 : x2 4y2 z 2 9 .
a) Show that the union of any number of open subsets of Rn and the intersection of a nite 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 nite 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 N . a) Show that S is closed. b) Show that S is closed if and only if S c) Show that S Rn S . T. d) Show that S e) Show that S T S T . f) Show that S T S T .
S.
9) Let n, m N and f : Rn Rm . Show that f is continuous if and 1 U is open for every open subset U of Rn . only if f
g) Give an example that shows that in general S
T.
3.2 Derivatives of Vector-valued Functions of Several Variables

In the following, we dene derivatives of such functions as linear maps. The motivation for that denition can be taken from Taylors formula for
394
functions in one variable. For every twice continuously differentiable function f from some open interval I into R, we have f y f x f xy x 1 f z y x2 , 2
for all x, y I where z is some element in the closed interval between x and y. Hence it follows for every sequence y1 , y2, . . . in Rx which is convergent to x that lim f y f x f xy x y x 0.
In this note that the map from R to R which associates to every z value f x z is linear. Denition 3.2.1. (Linear maps) Let n, m say that is linear if x y
R the
Rm . We
N and : Rn
x
x y , x
for all x, y Rn and R. Since in that case x

n j 1
xj en j
n j 1
xj
en j
m n i 1j 1
ij xj em i
where en , . . . , en and em , . . . , em denote the canonical basis of Rn and Rm , 1 n 1 m respectively, and for every i 1, . . . , m, j 1, . . . , n, ij denotes the n m component of ej in the direction of ei , such is determined by its values on the canonical basis of Rn . On the other hand, obviously, if
ij i,j1,...m1,...n
is a given family of real numbers, then by x :
m n i 1j 1
ij xj em i
395
for all x Rn , there is dened a linear map : Rn Rm . Interpreting the n m elements of R and R as column vectors and dening the m n matrix by 11 1n :

m1
mn
the last is equivalent to
x :
m1
11
1n x1 mn xn
where the multiplication sign denotes a particular case of matrix multiplication dened by
xi :
ij xj
for every every x Rn and i 1, . . . , m. In this case, we call the representation matrix of with respect to the bases en , . . . , en and em , . . . , em . 1 n 1 m Denition 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 U if there is a linear map : Rn Rm such that for all sequences x1 , x2 , . . . in U x which are convergent to x: lim f x f x x x x
j 1
0.
Remark 3.2.3. Note that from the differentiability of f in some x also follows the continuity of f in x.
U, it
396
Example 3.2.4. Dene f6 : R2
R by: 2x2 y 2
f6 x, y :
for all x, y R. Then f6 is differentiable, in particular, at the point 1, 1. This can be seen as follows: For x, y R1, we calculate: f6 x, y 2x2 y 2 f6 1, 1 2x2 y 2 3 f6 1, 1 2x 12 2x 1 y 12 2y 1 f6 1, 1 4x 1 2y 1 2x 12 y 12 . Hence f6 x, y f6 1, 1 4x 1 2y 1 and f6 x, y f6 1, 1 4x 1 2y 1 x, y 1, 1 2 2x 1 y 12 2 x1 y1 . x 12 y 12 Hence for every sequence x1 , x2 , . . . in R2 1, 1 which is convergent to 1, 1:
2x 12 y 12
lim
f6 x f6 1, 1 4x 1 2y x 1, 1
0.
As a consequence, a linear map : R2 Denition 3.2.2 is given by x : for all x
R satisfying the conditions of
4x 2y
x, y R2. The plane (see Fig. 127) z f6 1, 1 x 1, y 1 4x 2y 3 ,

397
x, y
R, is called the tangent plane of the Graph of f6 at the point 1, 1.
y 2 10 5 z 0 5 10 15 2 1 0 1 x 2 1 0 1 2
Fig. 127: Graph of f6 together with its tangent plane at (1,1).
Denition 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 1, . . . , n, at some x U if for all j 1, . . . , m the corresponding real-valued function in one real variable fj x1 , . . . , xi1 , , xi1 , . . . , xn is differentiable at xi in the sense of the Calculus I. In that case, we dene: f x : xi
f1x1, . . . , xi1 , , xi1, . . . , xn xi, . . . , fmx1 , . . . , xi1, , xi1, . . . , xm xi .
If f is partially differentiable at x in the i-th coordinate direction at every x U, we call f partially differentiable in the i-th coordinate direction and denote by f xi the map which associates to every x U the corresponding f xix. Partial derivatives of f of higher order are dened recursively. If f xi is partially differentiable in the j-th coordinate direction, where j 1, . . . , n, we denote the partial derivative of f xi in 398
the j-th coordinate direction by f . xj xj Such is called a partial derivative of f of second order. In the case j we set 2 2 f f : . 2 xi xi xi Partial derivatives of f of higher order than 2 are dened accordingly. Example 3.2.6. Dene f7 : R2 f7 x, y : for all x, y R by x3 x2 y 3 2y 2 i,
2
R. Find
f7 2, 1 and x f7 2, 1 . y
Solution: We have f7 x, 1 for all x, y x3 x2 2 and f7 2, y 8 4y 3 2y 2
R. Hence it follows that

f7 x, 1 x 3x2 2x , 12y 2 4y ,
x R,
R, and, nally, that
f7 2, y y
f7 2, 1 x
16 and
f7 2, 1 y
8.
399
Example 3.2.7. Dene f : R3
R by x2 y 3z 3x 4y 6z 5 f x, y, z and y f x, y, z z
for all x, y, z
R. Find
f x, y, z :
f x, y, z , x
for all x, y, z R. Solution: Since in partial differentiating with respect to one variable all other variables are held constant, we conclude that f x, y, z x f x, y, z z for all x, y, z R. 2xy 3z 3 , x2 y 3 6 , f x, y, z y 3x2 y 2z 4 ,
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. Example 3.2.8. Dene f : R2 f x, y : Then R by xy x2 y 2 if x, y R2 0 0 if x, y 0 . lim
an2 a n n 1 a2 n2 1 a2 for every a R and hence f is discontinuous in the origin. On the other hand, lim f 1n, an
h
lim
0,h 0
f h, 0 f 0, 0 h f 0, 0 x
0,
lim
0,h 0
f 0, h f 0, 0 h 0.
and hence
f 0, 0 y 400
0.5 0.5 z 1 0 0.5 1 0 x 1 1 1 1 0.5 0 x 0.5 1 0 y
0.5 y
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 denition of differentiability whose uniqueness we still dont know, and the notion of partial differentiability whose usefulness has not been demonstrated yet. Both will be claried 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 : Rn Rm be some linear map such that for all sequences x1 , x2 , . . . in U x which are convergent to x:
lim
f x f x x x x ei
0.
Then f is partially differentiable at x in the i-th coordinate with f x xi
for all i 1, . . . , n. In particular, it follows that y for all y Rn . y1 f f x yn x x , x1 n
401
Proof. Let i 1, . . . , n and t1 , t2 , . . . be some null sequence in R . Then the sequence x1 , x2 , . . . , dened by x : x t .ei
for all N , converges to x. Also its members are contained in U for large enough . For such , it follows that lim f x f x x x x x f x1 , . . . , xi1 , xi t , xi1 , . . . , xn f x t .ei lim t f x1 , . . . , xi1 , xi t , xi1 , . . . , xn f x lim ei 0 t
Hence, since this is true for all null sequences t1 , t2 , . . . in R , the statements of the theorem follows. Denition 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 U, and let be as in Denition 3.2.2. According to Theorem 3.2.9, is uniquely dened by the property stated in Denition 3.2.2. (i) We dene the derivative f x of f at x by f x : .
According to Theorem 3.2.9 is given by: f xy y1 f f x yn x x , x1 n
402
for all y Rn . Note that if the elements of Rn , Rm are interpreted as column vectors, the representation matrix of f x with respect to the canonical bases of Rn and Rm is given by

f x
x f x x
f1 x1
m 1
x f x x
f1 xn
m n
where f1 , . . . , fm are the component functions of f . (ii) We call the function p1 : Rn p1 y : Rm dened by f x f xy x f f f x y1 x1 x yn xn x x x1 n 1 at x.
for all y Rn , the Taylor polynomial of f of total degree
(iii) If f is in addition real-valued, we call the graph of p1 the tangent plane of Gf 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 I. Then
f t1 f1 t, . . . , fm t
where the derivatives on the right hand side are in the sense of Calculus 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 U. Then
f xy y f x
403
for all y Rn , where
f x :
and for every y Rn .
f f x, . . . , x x x1 n y f x
y f x :
Example 3.2.12. (Basic examples of differentiable functions) Let n, m 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 Rn . An important sufcient 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 dene continuous functions on U. Then f is differentiable. Proof. For x U and y U x, it follows by the mean value theorem for functions of one real variable Theorem 1.4.6 that f y f x f y1 , y2, . . . , yn f x1 , y2 , . . . , yn f x1, y2, . . . , yn f x1 , x2, . . . , yn
f x1, x2 , . . . , xn1, yn f x1 , x2, . . . , xn

404
f c1, y2, . . . , yn y1 x1 x1 f x x1, c2 , . . . , yn y2 x2 2
f x1 , x2 , . . . , xn1 , cn yn xn xn
where for each i 1, . . . , n the corresponding ci is some element of the closed interval between xi and yi . Hence f y f x y1 x1 f f x yn xn x x x1 n f f c1, y2, . . . , yn x x y1 x1 x1 1 f f x1 , c2, . . . , yn x x y2 x2 x2 1

and
f y
f f x1 , x2, . . . , xn1, cn x x xn n
yn xn
f xn
f x y1 x1
x yn xn yx f f x1 , c2, . . . , yn x x . . . x
f x1 1 2 f x x1 , x2 , . . . , xn1 , cn n
405
f x , xn
0.5
1 z 1 0 1 1 0 x 1 1 1 1 0.5 0 x 0.5 1 0 0.5 y 0 y
Hence, obviously, by the continuity of the partial derivatives of f , it follows the differentiability of f in x and f xy y1 f f x yn x x , x1 n
for all y 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 R by that is not differentiable) Dene f : R2 f x, y :
3x2y y3x2 y2
0
if x, y R2 0 if x, y 0 .
As a consequence of Theorem 3.2.13, the restriction of f to R2 0 is differentiable. In addition, since 3x2y y 3 y
3x2 y 2
3 y x2 y 2
406
for every x, y Further,

h
R2 0, it follows that f is continuous at the origin. 0, lim

0,h
f h, 0 f 0, 0 h f 0, h f 0, 0 lim 0,h 0 h lim

0,h 0
h 1 0 h
and hence
f 0, 0 0 , f 0, 0 1 . x y We lead the assumption that f is differentiable in the origin to a contradiction. If f is differentiable in the origin, it follows by Theorem 3.2.9 that f 0h for every h h11 , h12, h2
h1
f 0 h2 f 0 x y
h2
lim
h1 , h2 R2 . Hence it follows for every sequence h1 h21 , h22, . . . in R2 0 that is convergent to 0 that f h h2 1 3h2 h2 h3 1 2 lim h
h
lim
4h2 h2 1 h 3
0. h2 : 1 for all
But in the case that h1 :
N, it follows that
lim
4h2 h2 1 h 3
2.
Hence f is not differentiable in the origin. Compare Fig. 129 which indicates that there is no tangential plane to Gf in the origin. Note that f x, y x 8xy 3 x2 y22
for x, y R2 0. Hence f x is discontinuous in the origin, and Theorem 3.2.13 is not applicable to f . 407
Denition 3.2.15. We say that a real-valued function dened on some open subset U of Rn is of class C p for some p N , if it is partially differentiable to all orders up to p, inclusively, and if all those partial derivatives dene continuous functions on U. This includes partial derivatives of the order zero, i.e., that function itself is continuous. A real-valued function dened on some open subset U of Rn is said to be C if it is of class C p for all p N . Remark 3.2.16. As a consequence of the previous denition, the Theorem 3.2.13 can be restated as saying that every real-valued function which is dened on some open subset of Rn and which is of class C 1 is also differentiable. Denition 3.2.17. (Gradient operator) Let n N . We dene for every real-valued function f which is dened as well as partially differentiable in all coordinate directions on some open subset U of Rn
f x :
f f x, . . . , x x x1 n
(3.2.1)
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. Dene f8 : R2 f8 x, y : R by x3 x2 y 3 2y 2
for x, y
R. Find the second partial derivatives of f8 . R:

f8 x, y 3x2 2xy3 , fy8 x, y 3x2 y2 4y , x 2 2 f8 x, y 6x 2y3 , yf28 x, y 6x2 y 4 , x2 2 2 f8 x, y 6xy2 , y f8 x, y 6xy2 . x y x 408
Solution: We have for all x, y
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 function on some open subset of Rn which is of class C 2 . Then f xi xj for i, j
2
f xj xi
(3.2.2)
1, . . . , n.
Proof. If i j the statement is trivially satised. For i j, x U and sufciently 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 x hj .ej hi .ei f x hi .ei f x hj .ej f x f f hi x si.ei hj .ej x x si .ei xi i 2 f hi hj x si.ei sj .ej xj xi f x hi .ei hj .ej f x hj .ej f x hi .ei f x f f hj x tj .ej hi .ei x x tj .ej xj j 2 f hi hj x ti.ei tj .ej . xi xj Since hi , hj are otherwise arbitrary, from this and the continuity of f , xi xj
2
f xj xi
follows (3.2.2) and hence, nally, the theorem.
409
1 z 2 0 1 1 2 1 0 x 1 2 2 1 0 y
Example 3.2.20. Dene f : R2 f x, y : Then f 0, y x f x, 0 y for all x, y

h
R by
xy x2 y 2 x2 y 2 if x, y R2 0 0 if x, y 0 . f h, y f 0, y 0,h 0 h f x, h f x, 0 lim 0,h 0 h h2 y 2 0,h 0 h2 y 2 x2 h2 lim x 2 0,h 0 x h2
lim
lim y
y ,
x
R. Further,
f 0, 0 x y 2 f 0, 0 y x
2 h
1 h 1 lim 0,h 0 h lim

0,h 0
f h, 0 y f 0, h x 410
f 0, 0 y f 0, 0 x
1,
y 2 1 0 x 1 2
2 2 1 0 x 1 2
Fig. 131: Contour maps of f x and f y from Example 3.2.20. Darker colors correspond to lower values.
and hence
f 0, 0 x y
2
f 0, 0 . y x
Note that
for all x, y R2 0. The function that associates the right hand side of the last equation to every x, y R2 0 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 . Denition 3.2.21. (Laplace operator, Laplace equation) Let n N . We dene for every real-valued function f which is dened on some open subset U of Rn and twice partially differentiable in every coordinate direction f :
n i 1 2
f x, y x2
3 2 3y 2 4xyxx 23 2y
f . x2 i
(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 0 1 5
0.5
0 z
0.5 5 1 0 1 x 1 1 0.5 0 x 0.5 1
function dened 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 Laplaces equation) Dene f : R2 0 R by x f x, y : 2 y2 x
2 f 2 2 y2 x2 x, y x x2 y y22x x2 y22 , f x, y x22xy 22 , x 2 y y 2 2 2 2 2 2 2 2 f x, y 2xx y x2 4xyy24 x x y 2 x 2 2 2 2xx y 2x2y 2x2 2x 3y2 x2 , x2 y23 x2 y23
for all x, y R2 0. Then
412
2 2 2 2 2 2 f x, y 2xx yx2 8xy2 x y y2 y2 2 2 2 2 y 2 2xxx y238xy 2x x 2 3y3 2 x y2
f x, y x2
for all x, y R2 0. Hence f is a solution of Laplaces 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 R. (i) Then f
g and a.f are differentiable and f g x f x g x , a.f x a.f x for all x U. (ii) If f, g are both real-valued, then f g is differentiable and f g x f x.g x gx.f x for all x U. (iii) If f is real-valued and non-vanishing, then 1f is differentiable and

1 f
for all x U.
x f 1 2 .f x x
Proof. For this, let x U and x1 , x2 , . . . be some sequence in U x which is convergent to x. Then:
f gx f gx f x g xx x x x
413
f x f x f xx x x and
x gx gx g xx x x x
a.f x a.f x a.f xx x x x f x f x f xx x a x x

and hence lim
f gx f gx f x g xx x x x a.f x a.f x a.f xx x x x

0.
and
lim
If f and g are real-valued, it follows that
f gx f gx f x.g x gx.f xx x x x xx x f x f x f gx x x f x gx gxx gxxx x f xx f x gx gx x
and hence that f gx f gx f x.g x gx.f xx lim x x 0 If f is real-valued and non-vanishing, it follows that
1 f x
2
1 f 1x f x .f xx x x x
414
f x f xx fxxx x 2 f x f x x f2x x f x
1 f x 2 and hence that lim
1 f x
1 f x
x x
1 f x
2 .f xx x
0.
Hence, since f x g x , a.f x , f x.g x g x.f x , f 1 2 .f x x are all linear maps, x1 , x2 , . . . and x the theorem follows.
U were otherwise arbitrary, nally,
Theorem 3.2.24. (Chain rule) Let f : U Rm , g : V Rl be differentiable vector-valued functions of several variables dened 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
g f
for all x Dg f .
g f x f x
Proof. For this, let x Dg f and x1 , x2 , . . . be some sequence in Dg f x which is convergent to x. Then:
g f x g f x g f x f xx x x x g f x g f x g f xf x f x x x
415
g f xf x f x f xx x x and hence, obviously, lim 0. Hence, since
g f x g f x g f x f xx x x x
g f x f x
is a linear map, x1 , x2 , . . . and x nally, the theorem follows.
Dg f were otherwise arbitrary,
Denition 3.2.25. Let n N , f : Df R, g : Dg Rn be functions of several variables such that Df Dg . We dene the product function f.g : Df Dg R by
f.gx : f x g1x, . . . , f x gnx

for all x Df functions of g. Dg , where g1 , . . . , gn : Dg R are the component
By application of Theorem 3.2.9, we get as a corollary the chain rule for partial derivatives. Rm , g : V Rl be differentiable vectorCorollary 3.2.26. Let f : U valued functions of several variables dened 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 Dg f , i 1, . . . , n:
g f x
xi
f1 g x. x f x fm x. xg f x . xi xi 1 m
416
Proof. By Theorem 3.2.24 and Theorem 3.2.9, it follows that
g f x g f xe g f x f xe i i x
i
g f xf xe
i
g f x
f1 g x. x f x xi 1 and hence the corollary.
f1 x, . . . , fm x xi xi fm x. xg f x xi m
Example 3.2.27. (Polar coordinates) Let f : R2 R be differentiable. : R2 Calculate all partial derivatives of rst order of f R dened by f r, : g r, : f r cos , r sin R2 by f g. Hence we get by for all r, R2 . Solution: We dene g : R2 for all r, R2 . Then g is differentiable and f Corollary 3.2.26 that f r, r f r, cos
r cos , r sin
f r cos , r sin sin f r cos , r sin x y r sin f r cos , r sin r cos f r cos , r sin x y
for all r, R2 . Solving the previous system for the partial derivatives of f leads to the more useful formula f r cos , r sin x f r cos , r sin y for all r f r, sin r r cos f sin r, r r cos f r, f r,
R 0 and R.
417
Problems R, and in this way 1) Calculate the partial derivatives of f : D conclude the differentiability of f . In addition, calculate f 1, 2 and the Taylor-polynomial of total degree 1 (Linearization) at 1, 2. b) f x, y : d) f x, y : e) f) g) h) i) c) a) f x, y : 4x3 2y 3 3xy for x, y D : 8x3 5x2 y 2 7y 3 for x, y D : xy for x, y D : xy yz xz for x, y, z D : R2 , R2 , R3 ,
x, y R2 : x 0 , f x, y : arccosx x2 y 2 for x, y D : R2 0 , f x, y : arctany x for x, y D : x, y R2 : x 0 f x, y : ln x x2 y 2 for x, y D : R2 0 , f x, y, z : exyz for x, y, z D : R3 , f x, y, z : xyz for x, y, z D : x, y, z R2 : x 0 .
f x, y, z :
2) Find a function whose zero set coincides with the tangent plane to the surface at the point p. a) b) c) d) e) f) g) h) i)
x, y, z R3 : x y z 3 , p 1, 1, 1 , S2 : x, y, z R3 : xyz 2 , p 1, 2, 1 , S3 : x, y, z R3 : x2 y 2 2 , p 1, 1, 1 , S4 : x, y, z R3 : x2 y 2 z 0 , p 0, 0, 0 , S5 : x, y, z R3 : x2 y 2 z 2 1 , p 1, 1, 1 , S6 : x, y, z R3 : x2 y 2 z 2 3 , p 1, 1, 1 , S7 : x, y, z R3 : x2 y 2 2z 2 1 , p 1, 1, 1 , S8 : x, y, z R3 : x2 3xy 2 4z 1 0 , p 1, 2, 3 , S9 : x, y, z R3 : sinxyz 12 , p 1, , 16 ,

S1 :
3) Use the chain rule to calculate g 2, 1 and u g 2, 1 , v
418
where
for all u, v
1 u uv , ln g u, v : f , 2 v 0 and f is a differentiable function such that f x, y x y, f x, y y x,
for all x, y
R.
4) Let f be a differentiable function with partial derivatives f x, y x x, f x, y y
for all x, y
R. Dene g , : f cos 2 cos , sin 2 cos for all , R. By using the chain rule, calculate g , for all , R.
g 1, 6 and r g 1, 6 ,
5) Use the chain rule to calculate
where
for all r, R, and f is a differentiable function such that f x, y x 3x2 y , f x, y y 3y 2 x
g r, :
f r cos , r sin
for all x, y 6) Let f : R

3
R.
R be a differentiable function satisfying x, f x, y, z y y, f x, y, z z
for all x, y, z
R. Dene the function g by g r, , : f r sin cos , r sin sin , r cos for all r, , R. By using the chain rule, calculate g 1, 4, 0 .
419
f x, y, z x
7) Let U be a non-empty subset of Rn , where n N . Further, let R be partially differentiable, I a non-empty open interval f, g : U of R such that I Ranf , h : I R differentiable and a R. Show that a) b) c) d) e) f g f g , a .f a .f , f g f .g g .f , f k k f k1 .f , k N , f g 1g .f f g 2 .g , if f 1 0 h f h f .f .
R and g : R R be twice differentiable functions. 8) Let f : R Dene ut, x : f x t g x t for all t, x R2 . Calculate all partial derivatives of u up to second order and conclude that u satises 2 2 u xu 0 . 2 2 t 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 Laplaces equation. If applicable, a, b R. a) b) f x, y : f x, y : f x, y : a ex cosy b ex siny for x, y D : x3 3xy 2 for x, y D : R2 , R2 ,
c) d) e)
f) g) h) i)
12 lnx2 y2 for x, y D : R2 0 , f x, y : x sinx y y cosx y for x, y D : R2 , xy f x, y : arctan 1 xy for x, y D : x, y R2 : xy 1 , f x, y, z : exyz for x, y, z D : R3 , f x, y, z : a e5x sin3y cos4z b e5x cos3y cos4z for x, y, z D : R3 , f x, y, z : x3 2xy 2 xz 2 for x, y, z D : R3 , f x, y, z : 1 x2 y 2 z 2 for x, y, z D : R3 0 .
R be differentiable, but otherwise arbitrary. Dene R by ut, x : 1 x
10) Let f, g : R u : R R3
f t x g t x
420
for all t R R3 0. Calculate all partial derivatives of u up to second order and verify that u satises
2
u t2
0,
(3.2.4)
equation in three space dimensions (for a function u which is to be determined).
ut, x : ut, x for all t, x R R3 . The equation (3.2.4) is called the wave
where
11) (Transformation of the Laplace operator into polar coordinates) Dene g : R2 R2 by g r, :
r cos , r sin
R be of class C 2 . Then
for all r, R2 . Further, let u : R2
ugr,
2 u r, 1 u r, r12 u r, 2 r2 r r
for all r R , R, where u :
u g.
12) (Transformation of the Laplace operator into cylindrical coordinates) Dene g : R3 R3 by g r, , z :
r cos , r sin , z
for all r, , z R3 . Further, let u : R3
ugr, , z
u r, , z 1 u r, , z r2 r r 2 2 r12 u r, , z zu r, , z 2 2 u g.
for all r R , , z R2 , where u :
13) (Transformation of the Laplace operator into spherical coordinates) Dene g : R3 R3 by g r, , :
r sin cos , r sin sin , r cos

2
for all r, , z R3 . Further, let u : R3
ugr, , z
u r, , z 2 u r, , z r2 r r
421
1 0.5 z 2 0 1 0.5 2 1 0 x 1 2 2 1 2 2 1 0 x 1 2 0 y 1 0 y
Fig. 133: Graph and contour map of f from Problem 13. 1 r2 sin2
2 u r, , z sin2 u r, , z 2 2 sin cos u r, , z 2
for all r R , 14) Dene f : R

2
R k : k Z and R, where u :
R by x2 y x4 y 2 if x, y R2 0 0 if x, y 0 .
u g.
f x, y :
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 h.u f 0 lim h 0,h 0 h exists for every u1 , u2 R2 such that u2 u2 1 2
2
1.
15) As in Example 3.2.14, dene f : R f x, y :
R by if x, y R2 0 if x, y 0 .
3x2 y y3 x2 y2
0
Show that f partially differentiable at the origin into every direction, i.e., f h.u f 0 lim h 0,h 0 h exists for every u1 , u2 R2 such that u2 u2 1 2 1.
422
0.5 1 z 1 0 1 1 0 x 1 1 1 1 0.5 0 x 0.5 1 0 y
0.5
Fig. 134: Graph and contour map of f from Problem 16. 16) Dene f : R2 R by x3 x2 y 2 if x, y R2 0 0 if x, y 0 .
f x, y :
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

Denition 3.3.1. (Directional derivatives) A function of several variables f dened on some open subset U of Rn is said to be differentiable in the direction of some unit vector u Rn at some x U if the auxiliary function h:I R, dened by ht : f x t.u
for every t I and some open interval I around 0, is differentiable at 0 in the sense of Calculus I. In this case, we dene: f x : u h 0 .
Theorem 3.3.2. Let n N , f be some differentiable function dened on some open subset U of Rn and u Rn be some unit vector. Then f is 423
differentiable in the direction of u at all points of U and f x u
f x u
cos f x
for all x U where denotes the angle between f x and u. Proof. For this, let x U and dene the auxiliary function g : I g t : x t.u Rn by
for every t I and some open interval I of R around 0 such that Rang U. According to Example 3.2.12, g is differentiable, and moreover according to Example 3.2.11 its derivative is given by
g t1
for all t I. Hence it follows by Theorem 3.2.24 that f g is differentiable and f g t f gt u f x 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 f x0 of f in x0 U is non vanishing, then (i)
f x0 1.f x0 f x0
respectively.
and
f x0 1.f x0 f x0
are the directions of steepest ascent and steepest descent of f at x0 , respectively. The rate of the ascent and descent is given by and ,
424
(ii) Moreover, f x0 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 f x0 x x0 0 and its normal line through x0 by x0 .f x0 where R. The next important step will be the derivation of Taylors formula in several variables. For this, we need the following lemma. Lemma 3.3.4. Let f be a real-valued function dened on some open subset U of Rn and of class C r for some r N . In addition, let x U, h Rn and I be some open interval of R around 0 such that x t.h U for all t I. Finally, dene g : I U by g t : x t.h for all t I. Then
f gr h r f g .
Proof. The proof proceeds by induction. For r 1, it follows by Remark 3.2.16 that f is differentiable. Moreover, obviously, g is differentiable. Hence by Example 3.2.11 and the chain rule,Theorem 3.2.24, it follows that
f g t f gt g t1 h f gt
f g th
for all t I and hence the statement for r 1. Now assume that the statement is valid for some s N such that 1 s r 1. Then it follows by Remark 3.2.16 that h s f is differentiable and by the analogous arguments applied in the rst step that
f gs1 h s1f g .
425
Theorem 3.3.5. (Taylors formula) Let f be a real-valued function dened on some open subset U of Rn and of class C r for some r N . Moreover, let x0 U and h Rn such that the x0 t.h U for all t 0, 1. Then there is 0, 1 such that f x0 h f x0 1 h f x0 . . . 1! (3.3.1)
1 1 r 1! h r1 f x0 r! h r f x0 .h . Proof. First, since x0 t.h U for all t 0, 1 and U is an open subset of Rn , there is some open interval I from R containing 0, 1 and such that x0 t.h U for all t I. Hence we can dene g : I U by g t : x0 t.h for all t 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 Taylors formula for functions of one variable, Theorem 1.4.23, that there is some 0, 1 such that 1 1 f g1 f g0 1! f g 0 r 1! f gr10 1 r! f gr .
Finally, from this follows (3.3.1) by application of Lemma 3.3.4. Theorem 3.3.6. (Estimate of the remainder in Taylors 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, dene the remainder term by 1 h r f x0 .h . Rr x0 h : r! Then there is a number C N depending only on r and n such that Rr x0 h CK r h . r! (3.3.2)
426
Proof. Obviously, h r f is of the form
h r f
i1
in
ci1 ...in hi1 1

r
hin
i1 x 1
f ...
in x n
where the numbers ci1 ...in come from a multinomial expansion. Hence
h r f
where C:
i1
CK h r ci1 ...in
r
in
depends only on n and r. Hence it follows (3.3.2). Denition 3.3.7. Let f, U, r, x0 , h and be as in Theorem 3.3.2. Then we call the function pr1 : Rn R dened by pr1 x : f x0 1 x x0 f x0 . . . 1!
1 r 1! x x0 r1 f x0 for all x Rn , the Taylor polynomial of f of total degree Rr x : r 1 at x0 and
1 x x0 r f x0 .x x0 r! x0 h. R by xy x2 f9 x, y :
its remainder term at x
Example 3.3.8. Dene f9 : R2 0
y2
for all x, y R2 0. Calculate the Taylor polynomial of f9 of total degree 2 at 1, 1, and give an estimate of its remainder term at the point 1.1, 1.2. 427
Solution: Obviously, f9 is of class C on R2 0. As a consequence of Schwarzs Theorem 3.2.19 and the symmetry of f9 under exchange of coordinates, there is only 1 independent rst order partial derivative as well as 2 independent second order and third order partial derivatives of f9 , respectively. In particular, f9 x, y x 2 f9 x, y x2 3 f9 x, y x3
for all x, y R2 0. Hence we have for x0 : 1, 1, small enough h R2 and some 0, 1: 1 1 f9 x0 h f9 x0 h f9 x0 h 2 f9 x0 1! 2! 1 3! h 3 f9x0 .h f9 f9 x0 x0 hx fy9 x0 hy x 2 2 2 f9 f9 1 2 2 x2 x0 hx 2 x y x0 hxhy yf29 x0 h2 R3x0 h y 1 1 hx hy 2 R3 x0 h , 2 4 where 3 3 f9 1 3 R3 x0 h x0 .h hx 3 x2f9y x0 .h h2 hy x 6 x3 3 3 9 3 x fy2 x0 .h hxh2 yf39 x0 .h h3 . y y
2 4 2 2 4 f9 y y 2 x2 , x, y x 2 6x yy23 y , x2 y22 x y x 3 2 2 5 3 2 4 2xyx23y yx , x2f9y x, y 2x 28xyy24 18xy 23 x2 2 2 4 4 6x 6y x 2 y 2 y , (3.3.3) x y 4
Hence the Taylor polynomial p2 of f9 of total degree 2 at 1, 1 is given by 1 1 p2 x, y 4 x 1 y 12 1 1 x y2 2 2 4 428
for all x, y R2 . Further for x, y on the line segment between x0 and x1 : it follows that
3 f9 x3 x, y 3 f9 y 3 x, y
1.1, 1.2,
y4 6 y x4 6x2 y2 y4 4 x2 y24 1.14 61.121.22 1.24 6.29645 6 1.2

4 6x2 y 2 6y x x2 y 2
3 f9 x2 y x, y 3 f9 x y 2 x, y
y4 6 x x4 6x2y2 y4 4 x2 y24 1.14 61.121.22 1.24 5.77174 6 1.1 28x3 y2 18xy4 x2 y24 21.15 281.13 1.22 18 1.11.24
5 16 3 2 2y 28y x 18yx4 x2 y 2 4 5 2x
16 4 6x2 y 2 6x x x2 y 2 16
2 x 5 28 x 3y 2 18 x y 4 x2 y24 6.12151
2 y 5 28 y 3x2 18 y x4 x2 y24 21.25 281.23 1.12 18 1.21.14 5.94662

16 1 0.13 6.29645 3 0.12 0.2 6.12151 6 3 0.1 0.22 5.94662 0.23 5.77174 0.03 . R3 x0 h
and hence that
Denition 3.3.9. (Local minima and maxima) Let n N and f be some real-valued function dened on some open subset U of Rn . Then we say that f has a local minimum, maximum at x0 U if there is a open ball U x0 around x0 such that f x f x0 429
for all x U x0 and
for all x U x0 , respectively.
f x
f x0
Theorem 3.3.10. (Necessary condition for the existence of a local minimum/maximum) Let n N , and let f be a differentiable real-valued function on some open subset U of Rn which has a local minimum/maximum at x0 U. Then f x0 0 , i 1, . . . , n , xi or, equivalently, x0 is a critical point for f , i.e., f x0 0.
Proof. If f has a local minimum (maximum) at x0 i 1, . . . , n and sufciently small h R that
U, it follows for
1 f x01 , . . . , x0i1 , x0i h, x0i1 , . . . , x0n h f x01 , . . . , x0i1 , x0i, x0i1 , . . . , x0n is
0 and 0, for h
0 and h f x0 xi
0, respectively. Therefore
is at the same time
0 and
0 and hence, nally, equal to 0. R by
Example 3.3.11. Dene the differentiable function f10 : R2 f10 x, y : for all x, y R2 . Then f10 x, y x 2x , f10 x, y y x2 y 2
2y
430
2 z 1 0 1 1 0.5 0 x 0.5 1 1 0.5 0 0.5 y 1
Fig. 135: Graph of f10 .
for all x, y R2 and hence 0, 0 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 hyperbolic paraboloids look similar to saddles, these are also often called saddle surfaces. Lemma 3.3.12. (Sylvesters criterion) Let n N , A Aij i,j1,...,n be a real symmetric n n matrix,i.e., such that Aij Aji for all i, j 1, . . . , n. Then A is positive denite, i.e.,
Aij hi hj
i,j 1,...,n
for all h Rn 0, if and only if all leading principal minors detAk , k 1, . . . , n, of A are 0. Here Ak :
Aij i,j1,...,k , k 1, . . . , n .
431
Proof. See the proof of Theorem 4.3.8 in the appendix.
Example 3.3.13. For the real symmetric matrix
A: it follows that detA1 detA2 detA3 and hence that for all h R
i,j 1,2,3
1 2 0 2 5 3 0 3 11
det1

1 2 2 5
0, 1522 1 0 2 0
1 2 0 2 5 3 0 3 11
1 5 11 3 3 1 11 2 2
Aij hi hj
0. Note that this can also be seen directly from Aij hi hj h1 h1 2h2 h2 2h1 5h2 3h3 h3 3h2 11h3
3
i,j 1,2,3
h2 4h1 h2 5h2 6h2 h3 11h2 1 2 3 0
h1 2h2 2 h2 3h32 2h2 3
for all h R3 0. Theorem 3.3.14. (Sufcient condition for the existence of a local minimum/maximum) Let n 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 x0 : are
f x0 xi xj
i,j
0/all leading principal minors of H x0 are 432
1,...,n
0.
Proof. First, since x0 is a critical point of f , we conclude by Taylors formula, Theorem 3.3.5, (together with Theorem 3.2.19) that for every h from some a sufciently small ball U 0, 0, around the origin f x0 h f x0 f x0 1 h 2f x0 .h 2 (3.3.4)
1 H x0 .hij hi hj 2 i,j 1,...,n
where 0, 1. Now, if all leading principal minors of H x0 are 0/all leading principal minors of H x0 are 0, and since all leading principal minors of the Hessian of f dene continuous functions on U, can be chosen such that also all leading principal minors of the Hessian of f are 0/all leading principal minors of H x0 are 0 at all points from U x0 . Hence it follows from (3.3.4) and by Lemma 3.3.12 that f x0 h f x0 f x0 h f x0 for all h U 0 and hence, nally, the theorem. Example 3.3.15. The function f9 : R2 R, see Example 3.3.8, is of class 2 C and has a critical point in 1, 1. By (3.3.3), the negative of the Hessian matrix of f9 in 1, 1 is given by
and hence Theorem 3.3.14 is not applicable. Nevertheless, f9 has even a global maximum at 1, 1 because f9 1, 1 12 and xy x2
12 . H 1, 1 12 Hence the principal sub-determinants of H 1, 1 are given by 12 and 0,

1 x2 y 2 2 x2 y 2 1 2
12 12
for every x, y R2 0. This example demonstrates that the assumptions of Theorem3.3.14 for the existence of local minimum/maximum are not necessary. 433
y2
0.5 0.45 z 0.4 0.35 0.3 0.6 0.8 1 x 1.2 1.4 0.6 1 0.8 1.4 1.2 y
Fig. 136: Graph of f9 .
The next example shows how to combine Theorem 3.1.14 and Theorem 3.3.10 to nd 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 width y 0 and height x 0 are given by: V xyz , A 2xy xz yz , 0,
respectively. Hence if applicable, we have to nd the global maximum of R dened by the function V : 0, 0, V x, y : for every x, y 0, xy xy
A 2
xy
0, 0, and V 0, 0 : 0 .
434
0 2 y 4 4 2 x
0 0
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 on 0, 0, as well as continuous on DV 0. In addition because of 1 x y 2 1 xy x y xy 2 xy 2 for every x, y DV 0, it follows the continuity of V in 0, 0 and hence, nally, the continuity of V . In addition, note that V x, y 1 4 A2 x2 y 2
(3.3.5)
for every x, y Df 0. This is obvious for xy A2 because in this case V 0, whereas for xy A2, x, y 0, 0 it follows that
A 2 V x, y
xy A4 x2y2 2 xy
2
A2 1 xy 4
435
1 0.5 z 0 0.5 1 0 0.5 1 x 1.5 2 0 0.5 2 1.5 1 y
Fig. 138: Graph of V for the case A
6.
A2 4
x2 y 2
In the next step, we determine the critical point of V on 0, The partial derivatives of V are given by V x, y x y2
A 2
0, .
x2 2xy x y2
V x, y y
for x, y 0, . Hence the critical points of V given by the solutions of the system x2 2xy A 2 0 , y 2 2xy

y2 2xy x y2 on 0, 0, are
x2
A 2
A 2
which has the unique solution x0 : y0 : 436 A . 6
In x0 , y0 the volume V assumes the value V x0 , y0 Now we dene the subset C of R2 by C: D f BR 0 , R : 27 A. 4
A 6
32
(3.3.6)
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 maximum 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 x0 , y0 . Finally again because of (3.3.5), it follows that V assumes its (global) maximum in x0 , y0 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 : x U : f x 0 . (the constraint surface) be such that
f x
R be differentiable, and assume that for every x S. Finally, let g : U the restriction g S of g to S has a minimum/maximum in p S. Then it follows for any differentiable path : I S through p, where I is some open interval around 0 and 0 p, that g has a minimum/maximum in 0 and hence by Calculus I, the Chain Rule Theorem 3.2.24 and Example 3.2.11 that
g 0 gp 0
437
0.
f p
Fig. 139: Sketch of the constraint surface S.
Hence alike f p, g p is orthogonal to the n 1dimensional tangent space of f at p, and hence there is a so called Lagrange multiplier R such that gp .f p . Example 3.3.17. For this, we consider again the situation from ExamR, ple 3.3.16. The constraint surface S is given by the zero set of f : U where U : 0, 0, 0, , dened by f x, y, z : for every x, y, z U. Note that xy xz yz A 2
f x y z, x z, x y 0 R, dened by for every x, y, z U. The function V : U V x, y, z : xyz

438
for every x, y, z U, is to be maximized on S. According to the previous analysis, there is a real such that
V x yz, xz, xy
Hence it follows that 1 and therefore that 0 and 1 y
.f x
.y z, x z, x y . 1 x 1 y
1 z
x
1 x y
1 z z

and, nally by using the constraint equation, that x y 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 N and g, f1, . . . , fm be functions of class C 1 dened on some open subset U. Finally, assume that the restriction g S of g to the constraint surface S, dened by S:
x U : f1x
fm x
0 ,
assumes a minimum/maximum value in p S. Then there are Lagrange multipliers 0 , . . . , m R that are not all 0 and such that 0 .g p 1 .f1 p . . . m .fm p 0.
Proof. First, we consider the case that g S assumes a minimum value in p. For this, let 0 0 such that the closed ball B0 p is contained in U. In addition for every M 0, we dene an auxiliary function hM : U0 p R of class C 1 by hM x : g x g p x p 2 M 439
m k 1 2 fk x
for every x U0 p. In a rst step, we conclude that for every 0 there is M 0 such that hM x 0 for all x S p. Otherwise, there is 0 M 0 such that hM x 0
0 ,
0 for which there is no
for all x S p. Hence for such and any N such that hN xN 0

m k 1
N, there is xN Sp
(3.3.7)
or, equivalently, such that

2 fk xN
1 N gxN gp 2
(3.3.8)
Therefore, as a consequence of the boundedness and closedness of S p 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 S p. By performing the limit in (3.3.8), it follows that x belongs to the constraint surface S and hence that g x g p. But, the last implies that hM x 2 for every M 0 and hence that (3.3.7) cannot be valid for every N N . Hence for the second step, let 0 0 and M 0 be such that hM x for all x S p. Then there is x m Rm1 such that 0
Up and a unit vector 0, . . . ,

m k 1
0 . g x 2.x p
k .fk x
0.
440
This can be proved as follows. By Theorem 3.1.14, the restriction of hM to B p assumes a minimum value in some point x B p. Since hM p 0, it follows that x U p and that hM x 0
gx 2.x p 2M .
m k 1
fk x .fk x
which implies the above statement. In the last step, we choose a sequence 1 , 2 , . . . in the open interval between 0 and 0 which is convergent to 0. In particular, we choose it such that the corresponding sequence
consequence of Bolzano-Weierstrass Theorem 3.1.9. Since

k
01, . . . , m1, 02, . . . , m2, . . . is convergent to a unit vector 0 , . . . , m in Rm1 . This is possible as a
lim xk x ,
we conclude that 0 .g p
m k 1
k .fk p
0.
Finally, if g S assumes a maximum value in p, then g S assumes a minimum 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 N ,akl k,l1,...,n be a family of real numbers and g : Rn R be dened by g x :
n for all x Rn . Since S1 0 n k,l 1
akl xk xl R is dened by
f 1 0, where f : Rn x
2
f x :
1 1
441
n i 1
x2 i
n for all x Rn , is compact, the restriction of f to S1 0 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 0 , 1 such that 2 2 0 0 1 and 0 g x 1 f x 0 .
Since
n k,l 1
akl xk xl f x
n k,l 1 n k,l 1
alk xl xk
n k,l 1
alk xk xl
and hence for all x R , it follows that

n
1 akl alk xk xl 2
n
gx
a1k ak1xk , . . . , ank aknxk

k 1
, f x
2x ,
k 1
it follows that x satises the following system of equations 0

n
aik akixk 21xi
0, 0 and hence
k 1
for i 1, . . . , n. Further, since x that the last system is equivalent to

n 1 k 1
0, it follows that 0
aik aki
:
xk
xi ,
for i
1, . . . , n, where
1
0
By introducing matrix notation, the last system is equivalent to
an1
a11
a1n x1 ann xn
442
x1
xn
(3.3.9)
where akl : akl alk 2 for k 1, . . . , n, l 1, . . . , n and the multiplication sign on the left hand side of the last equation denotes matrix multiplication. By Theorem 4.3.6 from the Appendix, it follows that satises a12 a1n a11 a21 a22 a2n 0 an1
an2
ann
which is leads on a polynomial equation for . After solving that equation and substitution of the calculated values for into (3.3.9), the solutions of the remaining system can be easily found.
Problems R at the point p in the direction of 1) Find the rate of change of f : D v. In addition, nd the direction of steepest ascent / steepest descent of f in p and the associated rates. a) f x, y : x2 2xy 3y 2 for all x, y D : R2 , p 1, 2, v 2, 1 , b) f x, y : y cosxy for all x, y D : R2 , p 0, 2, v cos 3, sin 3 , c) f x, y : x exp2x2 y 2 for all x, y D : R2 , p 1, 0, v 1, 3 , d) f x, y : lnx2 y 2 for all x, y D : R2 0, p 1, 1, v 3, 3 , e) f x, y, z : xy yz xz for all x, y, z D : R3 , p 1, 2, 1, v 1, 1, 1 , f) f x, y, z : 5x2 3xy xyz for all x, y, z D : R3 , p 3, 4, 5, v 1, 1, 1 , g) f x, y, z : xyz xy y z z x for all x 0, y 0, z 0, p 2, 1, 4, v 1, 1, 1 .

2) Decide whether the matrix is symmetric and in case whether it is positive denite. A1 : 1 3 3 7 , A2 : 4 2 2 6 , A3 : 5 3
3
2
443
A4 :
2 4
4 1
, A5 :
3 1 1
A6 :
4 2 2 3 5 4

5 4 , A7 : 6
1 3 1
1 1 ,
5 3 3 1
3 3 1
1 1 .
9

3) Decide which values of k R make the matrix positive denite. A1 : A4 : 6 1 9k k 1 2k
, A2 :
3 k k 2
2
, A3 : 5k 3 , 7
k 4k
4k 1
k k
, A5 :
A6 :
k 5 8
10 2 9 5k 3
8 12 4 , A7 : 4 2k
6 k 2 k 5 7k . 2 7k 14 2
R of total degree 4) Calculate the Taylor polynomial of f : D at p, and estimate the corresponding remainder term on B.
a) f x, y : sinx y for all x, y R2 , p 0, 0, B x, y R2 : x 1 y 1 , b) f x, y : exy for all x, y R2 , p 0, 0, B x, y R2 : x 1 y 1 , c) f x, y : 1xy 12 for all x, y R2 such that y 1 x, p 0, 0, B x, y R2 : x 12 y 12 , y d) f x, y : x for all x 0, y R, p 1, 1, B x, y R2 : x 1 110 y 1 110 .
5) Find the maximum and minimum values, so far existent, of f : D R and the points where they are assumed. If applicable, a, b R. a) x2 4y 5x2 y 2 for x, y D : R2 , x b) f x, y : xy 1 y for x, y D : R2 , 2 c) f x, y : 2 2x 5x2 2y 4 x 5y d) e) f x, y : for x, y D : x3 xy y 3 for x, y D : R2 , R2 , f x, y :
f x, y :
x4 y 4 2x2 4xy 2y 2
444
f) g) h)
i) j) k) l)
x, y R2 : x 0 y 0 , f x, y : x3 y 3 9xy 27 for x, y D : x, y R2 : 0 x 4 0 y 4 f x, y : x4 y 4 2x2 4xy 2y 2 for x, y D : x, y R2 : 0 x 2 0 y 2 f x, y : ex y ax2 by 2 for x, y D : R2 ,

2 2
f x, y :
for x, y D :
for x, y D :
x2 xy y 2 a3 x a3 y
R2 ,
, ,
f x, y, z :
where a, b
x3 y3 z 3 xyz for x, y, z D : x, y, z R3 : x 0 y 0 z 0 , f x, y, z : xy z y x z z x y for x, y, z D : x, y, z R3 : x 0 y 0 z 0 .
f x, y, z :
xyz 4a x y z for x, y D :
0 ,
R3 ,
6) Find the maximum and minimum values of g : D R on the set(s) S and the points where they are assumed. Give reasons for the existence of such values. a) b) c) d) e) f) g)
x, y R2 : x2 2x y2 0 , f x, y : x2 2y 2 for x, y D : R2 , on S : x, y R2 : x4 y 4 1 , f x, y : x2 y 2 for x, y D : R2 , on S : x, y R2 : 3 x2 y 2 2xy 1 f x, y : x2 xy y 2 for x, y D : R2 , on S : x, y R2 : x2 y 2 1 , f x, y : xy for x, y D : R2 , on S : x, y R2 : x2 y 2 1 , f x, y, z : xyz for x, y, z D : R3 , on S : x, y, z R3 : x2 y 2 z 2 3 , f x, y, z : x2 2y 2 3z 2 for x, y, z D : on S1 : x, y, z R3 : x2 y 2 z 2 1 ,

on S :
f x, y :
x2 2xy y 2 for x, y D :
R2 ,
R3 ,
445
h)
i)
x, y, z R3 : x 2y 3z 0 , f x, y, z : x2 y 2 z 2 for x, y, z D : R3 , on S1 : x, y, z R3 : x y z 0 , S2 : x, y, z R3 : x2 y 2 z 2 2 x2 2y 2 4z 2 , f x, y, z : sinx2 siny 2 sinz 2 for x, y, z D : x, y, z R3 : x 0 y 0 z 0 , on S : x, y, z R3 : x y z .

S2 :
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 R3 0. Determine the plane of largest distance from the origin among all planes through p. b c E: 0 and
2 x, y, z R : x2 a 3
12) Let a
y2 b2
z2 c2
Find the point of E that has largest distance from the origin.
3.4 The Riemann Integral in n-dimensions

Denition 3.4.1. (i) Let a, b R be such that a b and a, b be the corresponding closed interval in R. A partition P of a, b is an ordered sequence a0, . . . , a of elements of a, b, where is an element of N, such that a a0 a1 a b .
A partition P of a, b is called a renement of P if P is a subsequence of P . 446
(ii) Let n N . A closed interval I of Rn is the product of n closed intervals I1 , . . . , In of R: I I1 In .
We dene the volume v I of I as the product of the lengths lIi of the intervals Ii , i 1, . . . , n v I : lI1 . . . lIn . A partition P of I is a sequence P1 , . . . , Pn consisting of partitions Pi of Ii , i 1, . . . , n. P induces a division of I into (in general non-disjoint!) closed subintervals
1 1
n 1
I
j1 0
...
jn 0
1
Ij1 ...jn ,
1 n
Ij1 ...jn :
a1j , a1j 1 anj
, anjn 1 ,
j1 0, . . . , 1 ; . . . ; jn 0, . . . , n where Pi ai1, . . . , aii , i , i 1, . . . , n. The size of P is dened as the maximum of all N the lengths of these subintervals. Hence, we dene for any bounded real-valued function f on I the lower sum Lf, P and upper sum U f, P corresponding to P by Lf, P : U f, P :
1 j1 0 1 j1 0
... ...
n jn 0 n jn 0
inf f x : x Ij1 ...jn v Ij1 ...jn , supf x : x Ij1 ...jn v Ij1 ...jn .
447
Example 3.4.2. Consider the closed interval I : 0, 1 0, 1 in R2 and the continuous function f : I R dened by f x, y : x for all x, y I. P0 :
0, 1, 0, 1 ,
01 0 1 2
2
P1 :
0, 12, 1, 0, 12, 1
11
2 2
are partitions of I. Also is P1 a renement of P0 . Finally, Lf, P Lf, P U f, P and hence Lf, P Lf, P U f, P U f, P . 0 , U f, P
2
1, 1 2
1 2

1 2
1 2
1 2

1 2
0
1 2
2 2
1 2
1 , 4 3 4
1 2
1 2
1 2
Lemma 3.4.3. Let n N and I I1 In be a closed interval of Rn , Further, let P P1, . . . , Pn, P P1 , . . . , Pn be partitions of I and in particular let P be a renement of P . Then Lf, P Lf, P U f, P U f, P . (3.4.1)
Proof. The middle inequality is obvious from the denition of lower and upper sums given in Def 3.4.1(ii). Obviously for the proof of the remaining inequalities, it is sufcient (by the method of induction) to assume that there is i0 1, . . . , n such that Pi Pi for i i0 , for simplicity of notation we assume i0 1, and P1 a10 , a11, a11 , . . . , a11 , where a11 I1 is such that a10 a11 a11 . Here we again simplied for notational reasons. Then Lf, P Lf, P 448
y 1
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
Fig. 140: Sketch of P0 .
y 1
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
Fig. 141: Sketch of P1 .
449
2 j2 0
...
n jn 0
inf f x : x a10 , a11 anjn , anjn 1

n n
va10, a11 anj , anj 1 inf f x : x a11 , a11 anj va11, a11 anj , anj 1 inf f x : x a10 , a11 anj va10, a11 anj , anj 1 inf f x : x a10 , a11 anj , anj 1 va10, a11 anj , anj 1 va11, a11 anj , anj 1 va10, a11 anj , anj 1 0 .
n n n n n n n n n n n n
, anjn 1 , anjn 1
Analogously, it follows that U f, P U f, P and hence, nally, (3.4.1). Theorem 3.4.4. Let f be a bounded real-valued function on some closed interval I of Rn , n N . Then supLf, P : P 0
Proof. By Theorem 3.4.3, it follows for all P1 , P2
where P
P is some corresponding common renement, and hence that supLf, P1 : P1 P U f, P2
P that Lf, P1 Lf, P U f, P U f, P2 ,
inf U f, P : P
P .
(3.4.2)
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 renement of the trivial partition containing only the coordinates of the initial and endpoints, we can make the following denition. 450
Denition 3.4.5. (The Riemann integral, I) Let n 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 supLf, P : P P inf U f, P : P P . In that case, we dene the integral of f on I by
f dv :
I
supLf, P : P
inf U f, P : P
P .
Example 3.4.6. Let f be a constant function of value a R on some closed interval I of Rn . Then it follows induction that all lower and upper sums are equal to a v I . Hence f is Riemann-integrable and
f dv
I
a v I .
Example 3.4.7. Consider the closed interval I : function f : I R dened by f x, y : for all x, y
0, 12 of R2 and the
xy
R. For every n N , dene the partition Pn of I by

Pn : n 1 0, , . . . , n n

n 1 , 0, , . . . , n n
Calculate Lf, Pn and U f, Pn for all n N . What is the value of f dv ?

I
Solution: We have: I
j1 0 j2 0 n 1 n 1
j1 j1 1 , n n 451
j2 j2 1 , n n
and L f, Pn
n 1 n 1
jj 1 2
n2 1 4
j1 0 j2 0
1 n2 1 1 n
1 n4
2
n 1
j1
n 1
j2
j1 0
j2 0
2 1 n n 1 n4 2
n j1 1
U f, Pn 1 n n4 Hence
n 1 n 1 j1 0 j2 0
j1 1j2 1
n2 1 4
1 n2
1 n4
j1
n j2 1
j2
n 1 2
n
1 n
. lim U f, Pn 1 . 4 1 4 1 4
lim L f, Pn
As a consequence supLf, P : P and inf U f, P : P supLf, P : P
P P
and hence by Theorem 3.4.4
inf U f, P : P
1 . 4
Hence f is Riemann-integrable and f dv

I
1 . 4
Note that the product
1
0
x dx
0
y dy
gives the same value. 452
Theorem 3.4.8. Let n N and f, g be Riemann-integrable on some closed interval I of Rn and a R. Then f g and af are Riemann-integrable on I and
f g dv
f dv
g dv ,
I I
af dv
a
I
f dv .
If f is in addition positive, then f dv

I
0.
Proof. First, it is easy to see that for every subinterval J of I inf f x : x J inf g x : x J inf f g x : x J supf g x : x J supf x : x J supgx : x J and hence that Lf, P Lg, P Lf U f, P U g, P and
g, P
U f
g, P
f dv
g dv
I
Lf
g, P
U f
g, P
f dv
g dv
I
for every partition P of I. Hence supLf g, P : P g, P : P P exist and satisfy inf U f
P , inf U f
f dv
g, P : P P
g dv .
I
supLf
g, P : P P
Further for every subinterval J of I, it follows that inf af x : x J a inf f x : x J , 453
supaf x : x J and hence that Laf, P
a supf x : x J aU f, P
aLf, P , U af, P inf f x : x J
for every partition P of I as well as that 0
and hence, if f is in addition positive, that Lf, P 0
for every partition P of I. Hence, nally, the Theorem follows. Corollary 3.4.9. Let n N , f, g be Riemann-integrable on some closed interval I of Rn , and in addition let f x g x for all x I. Then

f dv
I I
g dv .
Denition 3.4.10. (Negligible sets) A subset K of Rn is said to be negligible if for every 0 there exists a nite number of closed intervals I1 , . . . , I of Rn whose union contains K and which is such that v I1 v I .
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 nite unions of negligible subsets are also negligible. Theorem 3.4.13. Let m, n N , B be a bounded subset of Rm and U an open subset of Rm containing B. Finally, let n m and f : U Rn be of class C 1 . Then f B is negligible. 454
Proof. See [33], XX, 2, Proposition 2.2. Example 3.4.14.

1 Sr 0
x, y Rn : x2 y2
f t :
r ,
0, is a negligible subset of R2 . Proof: For this, dene f : where r 2, 2 R2 by
r cost, r sint
1 for every t 2, 2 . Then f is of class C 1 and Ranf Sr 0. Hence 1 according to Theorem 3.4.13, Sr 0 is a negligible subset of R2 .
Theorem 3.4.15. (Existence of Riemann integrals) Let n 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 x g x for all x 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 : x, y R2 : x2 continuous function, where r 0. Dene f : f x, y :
y2 r R be some r, r2 R by f x, y for x, y Df 0 for x, y r, r 2 Df .
1 Then f is everywhere continuous except possibly on Sr 0 which is according to Example 3.4.14 a negligible subset of R2 . Hence according to Theorem 3.4.15, f is Riemann-integrable on r, r 2.
455
Theorem 3.4.17. (Fubinis Theorem for Riemann integrals) Let m, n N and I, J be closed intervals of Rm and Rn , respectively. Further, let f : I J R be Riemann-integrable on I J. Finally, let f x, be Riemann-integrable on J for all x I, except on a negligible subset of I. Then the function on I which associates to every x I the value
f x, y dy
is Riemann-integrable on I and
I J
f x, y dx dy
f x, y dy dx .
Proof. See [33], XX, 3, Theorem 3.1. Example 3.4.18. Let r 0. Dene f : r, r 2 f x, y : 1 R by
if x2 y 2 r and 0 otherwise. According to Example 3.4.16, f is Riemannintegrable on r, r 2, and we conclude by Theorem 3.4.15 that
r,r2
r
f x, y dx dy
r 2 x2
r r
r
2
f x, y dy dx r 2 x2 dx
r
r2
dy dx
x2
x r 2 x2 r 2 arcsinxr
r 2
which is the area of a circular disk of radius r. Note that this result can be 2 achieved only by knowledge of the values of f on Br 0. Hence it appears natural to dene

2 Br 0
dx dy :
r,r2
456
f x, y dx dy
2 since f is the unique extension of the constant function of value 1 on Br 0 2 2 2 to a function on r, r which is constant of value zero on r, r B1 0. Also it is obvious that if g is an analogous extension of the constant function 2 2 of value 1 on Br 0 to some interval I Br 0, it follows that
g x, y dx dy
r,r2
f x, y dx dy
as it should be since the symbol
2 B1 0
dx dy
does not contain any reference to an interval or an extension of the integrand. Denition 3.4.19. ( The Riemann integral, II ) Let n N , be a bounded subset of Rn whose boundary is negligible and f be a bounded function on . In addition, let I be an interval, and let f : I R dened by f x : f x if x 0 if x I .
be Riemann integrable. Then we dene
f dv :
I
f dv .
For the proof that this denition is independent of the interval I, we refer to the nal part of [33], XX, 1 on admissible sets and functions. In addition, as a particular case when f is constant of value 1, we dene the n-dimensional volume V of by
V :
dv .
457
Theorem 3.4.20. (Change of variable formula) Let n N and I be a closed interval of Rn contained in some open subset U. Moreover, let g : U Rn be continuously differentiable with a continuously differentiable inverse. Finally, let f be a Riemann-integrable function over g I . Then

g I
f dv
I
f g
det g dv ,
where det g : U
R is dened by det gi x xj
i,j 1,...,n
det g x :
for all x U.
Proof. See [33], XX, 4, Corollary 4.6. Example 3.4.21. (Polar coordinates) Dene g : 0, by g r, : r cos , r sin
R2
for all r, 0, , . Then g is continuously differentiable (with Rang R2 , 0 0) with a continuously differentiable inverse 1 : R2 , 0 0 R2 given by g g 1 x, y
x2 y 2 , arccosx x2 y 2 if y 2 y 2 , arccosx 2 y 2 if y x x R2 , 0 0. In particular,
0 0
for all x, y Rang
det g r, : cos
sin
r sin
r cos
for all r, 0,
, .
458
Example 3.4.22. (Cylindrical coordinates) Dene g : 0, R R3 by g r, , z : r cos , r sin , z for all r, , z 0,
, R.
Then g is continuously differentiable (with Rang R3 , 0 0 R) with a continuously differentiable inverse g 1 : R3 , 00 R R3 given by
x2 y2 , arccosx x2 y2 , z x2 y2 , arccosx x2 y2 , z for all x, y, z R3 , 0 0 R. In particular, cos r sin 0 det g r, , z : sin r cos 0 r
g 1 x, y, z
if y if y
0 0
for all r, , z 0,
, R. 0, r sin cos , r sin sin , r cos 0, , .
Example 3.4.23. (Spherical coordinates) Dene g : 0, , R3 by for all r, , 0, g r, , :
Then g is continuously differentiable (with Rang R3 , 0 0 R) with a continuously differentiable inverse g 1 : R3 , 00 R R3 given by
r , arccosz r , arccosx x2 y2 if y r , arccosz r , arccosx x2 y2 if y for all x, y, z R3 , 0 0 R. In particular, sin cos r cos cos r sin sin det g r, , : sin sin r cos sin r sin cos cos r sin 0
g 1r 459
0 0
r 2 sin
1 0 y
0 1 0 x 1
Fig. 142: For a 0, b 1 and f z : z for all z from Example 3.4.24 is a solid cone of height 1.
[0, 1] , the volume of revolution S
for all r, , z 0,
, R.
3.4.1 Applications of Multiple Integrals Example 3.4.24. (Volume of a solid of revolution) Let a, b R such that a b, f : [a, b] [0, be a continuous function whose restriction to a, b is continuously differentiable and S:
x, y, z R3 : 0 x2 y212
f z
a, b
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
f 2 z dz .
R by f x : 1 This can be proved as follows. For this, we dene f : S for all x S. As a constant map, f is continuous. We notice that S is 460
given by the union of A1 : A2 : A3 :
x, y, z R3 : a z x, y, a R3 : x2 y2 x, y, b R3 : x2 y2
f1 , z :
x2 y 2 f 2 z f 2 a , f 2 b .
0 ,
Further, A1 is the image of the map f1 : C 1 dened by
2, 2 a, b
R3 of class
negligible. Further, if I is some closed interval such that I that 1 if x S f x : 0 if x I S .
f z cos , f z sin , z for every , z 2, 2 a, b, A2 is a subset of the image of the map f2 : 1, 1 f a 2, 2 R3 of class C 1 dened by f2 r, : r cos , r sin , a for every r, 1, 1f a2, 2 and A3 is a subset of the image of the map f3 : 1, 1 f a 2, 2 R3 of class C 1 dened by f3 : r cos , r sin , b for every r, 1, 1 f a 2, 2 . Hence it follows that S is
S, it follows
is continuous except in points from a negligible subset of R3 . Therefore f is Riemann-integrable. Hence we can apply the Theorem of Fubini to conclude that
b b
2 Bf z
V
S
dxdydz
a
dxdy dz
f 2 z dz .
461
Example 3.4.25. (Total mass, center of mass and inertia tensor of a mass distribution) If : V 0, is the mass distribution (mass density) of a solid body occupying the region V in R3 , its total mass M, center of mass rC and inertia tensor Iij i,j 1,2,3 are dened by:
M:
V
dxdydz ,

rC
V
x dxdydz,
V
y dxdydz,
V
z dxdydz
I11 :
V
y z dxdydz ,
2 2
I22 :
V
x2 z2 dxdydz ,
I33 :
V
x2 y2 dxdydz
Iij :
and
xi xj dxdydz
V
j, if existent. In the integrands, x, y, z, x1 : if i denote the coordinate projections of R3 .
x, x2 :
y, x3 :
Example 3.4.26. (Probability theory) A function : subset of Rn such that dv 1
0, from a
can be interpreted as a joint probability distribution for the random variables x1 , . . . , xn on the sample space . The elements of are called sample points and represent the possible outcomes of experiments. The probability P x1 , . . . , xn D for the event that in an experiment x1 , . . . , xn lies in a subset D is given by P x1 , . . . , xn D 462
dv ,
D
if existent. The mean or expected value E f for the measurement of a random variable f : R in an experiment is dened by E f : if existent.
f dv ,
Problems 1) Evaluate the following iterated integrals.

2 1
a)
0 3 0
x2 2y dx
dy , dy ,
5
y2 4 2
b) c)
x 2y dx
dx ,
3 1 2
3 cos
0
x y 2
dy
d) e)
1 1 1
0 0 0
r2 sin2 dr d , dz dy dx , 1xyz

f) g)
1 1x 1xy
0 0 0 1 x2
xyz dz dy dx ,
1
0
1 x2 y 2
dz dy dx . x, y, z 2
2) Calculate
x dxdy ,
D
R2 is the compact set that is contained in the rst and where D fourth quadrant as well as is bounded by the y-axis and
x, y R2 : x y2 1
Sketch D.
0 .
463
3) By using polar coordinates, calculate
x y dxdy ,
r 1 6 . 3
where T :
r cos , r sin R2 : 0
Sketch T and g 1 T , where g is the polar coordinate transformation. 4) Calculate x dxdydz ,

E
where E: 5) Calculate
x, y, z [0, 3 : x y z 2
y dxdy , where D R2 is the area of the triangle with corners 0, 0, 12, 0 and 12, 1. Sketch D. 6) By using polar coordinates, calculate
xy dxdy ,
T
where T is the compact subset of R2 that is bounded by the coordinate axes and
x, 1 x2 12 R2 : 0
7) Calculate
Sketch T and g 1 T , where g is the polar coordinate transformation. z dxdydz ,

E
where E is the compact subset of R3 in the rst octant that is bounded by the coordinate surfaces and
x, y, z R3 : x 2y 3z
Sketch E.
1 .
464
8) Calculate
x2 dxdy ,
D
where D is the compact subset of R2 that is contained in the rst and fourth quadrant as well as is bounded by the y-axis and
x, y R2 : x y 2
Sketch D.
0 ,
x, y R2 : x y 2
0 .
9) By using polar coordinates, calculate xy dxdy ,

T
where T is the compact subset of R2 that is contained in the rst quadrant as well as is bounded by both coordinate axes and
x, y R2 : x2 y2 4 . Sketch T and g 1 T , where g is the polar coordinate transformation.

10) Calculate
z dxdydz ,
E
where E R3 is the compact set contained in the rst octant which is bounded by the coordinate surfaces and
1, y, z R3 : y R
Sketch E. 11) Calculate
R , x, y, z R3 : z 2y
2 .
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
x, y R2 : x2 y
Sketch D.
4 .
465
12) By using polar coordinates, calculate
x dxdy ,
T
where T is the compact subset of R2 that is contained in the rst quadrant as well as is bounded by both coordinate axes and
x, y R2 : x2 y2 1 , x, y R2 : x2 y2 4 . Sketch T and g 1 T , where g is the polar coordinate transformation.

13) Calculate
z 2 dxdydz ,
E
where E is the compact subset of R3 that is contained in
x, y, z R3 : z
and is bounded by
0 0 .
x, y, z R3 : x2 y2 z 9
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 hemisphere
x, y, z R3 : x2 y2 z r2
r2
z 0.
for a mass distribution which is constant of value 0
16) Calculate the center of mass and the inertia tensor for of a solid cone of height h 0
x, y, z R3 : a2 x2 y2
where a 0.
z2
h ,
0, for a mass distribution which is constant of value 0
0 is thrown 17) (Buffons needle problem) A needle of length L 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 0, d2 the minimal distance of the center of the needle to the lines and by 0, the angle
466
0.8
0.8
0.6 y y 0.4
0.6
0.4
0.2
0.2
0 0 0.2 0.4 x 0.6 0.8 1
0 0 0.2 0.4 x 0.6 0.8 1
Fig. 143: Density maps of 1,1,1 , , 0.5, 1,2,1 , , 0.5. See Problem 18. between the direction of the needle and the direction of the lines. Under the assumption that x and are uniformly distributed, the joint probability distribution : 0, d20, 0, of x, is given by 2 x, d for all x, 0, d2 0, . a) Determine the set S 0, d2 0, 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
S
x, dxd .
18) A point particle of mass m 0 is conned to a cube 0, 13, but without inuence from other forces. In a quantum mechanical description, the probability distributions for the position of the particle in basic stationary states of energy E where 2 2 k2 , 2m
is the reduced Planck constant, are given by k x, y, z : 8 sin2 k1 x sin2 k2 y sin2 k3 z
for all x, y, z 0, 1, where k of so called quantum numbers.
k1 , k2 , k3 N3 is a collection
467
0.8
0.8
0.6 y y 0.4
0.6
0.4
0.2
0.2
0 0 0.2 0.4 x 0.6 0.8 1
0 0 0.2 0.4 x 0.6 0.8 1
Fig. 144: Density maps of 2,1,1 , , 0.5, 2,2,1 , , 0.5. See Problem 18. a) For every k k1 , k2 , k3 N3 , calculate the expectation values x, y , z for the components of the position of the particle
x y z
0,13
x k x, y, z dxdydz , y k x, y, z dxdydz , z k x, y, z dxdydz .
0,13 0,13
b) For every k N3 , calculate the standard deviation 1 , 2 , 3 for the expectation values from part a)
2 1 2 2 2 3
0,13 0,13 0,13
x x2 k x, y, z dxdydz , y y2 k x, y, z dxdydz , z z 2 k x, y, z dxdydz .
c) Calculate and compare the probability of nding the particle in the volume 0, a3 that includes a corner and in 1 a2, 1 a23 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
x, y, z R3 : x2 y2
468
z ,
Fig. 145: Graphical depiction of S from Problem 15 for the case R S2 S3 b) c) S1 S2 S1 S2
1.
x, y, z R3 : x4 y4 2 x2 y2 , x, y, z R3 : z 0 , x, y, z R3 : x2 y2 z 2 4 , x, y, z R3 : x2 y2 2 4 x2 y2 x, y, z R3 : x2 y2 z 2 9 , x, y, z R3 : x2 y2 3 x .
0. Dene g : 0, g r, :
20) (Generalized polar coordinates) a) Let a, b,
0, 2
R2 by
ferentiable bijection with a continuously differentiable inverse. In particular, calculate that inverse and detg . b) Calculate the area of S:
ar cos, br sin for all r, 0, 0, 2. Find the range of g. Show that the restriction of g in range to Rang is a continuously difx 12 y
x, y R2 :
469
1 2
R12
z 0
1 0 y 0 x
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, by g r, , : 0. Dene g : 0,
0, 20, 2
R3
ously differentiable bijection with a continuously differentiable inverse. In particular, calculate that inverse and detg . b) Calculate the volume of S:
ar sin cos, br sin sin, cr cos for all r, , 0, 0, 20, 2. Find the range of g. Show that the restriction of g in range to Rang is a continu-
x, y, z R3 :
x 12 y
1 2
1 2
R12
for R 0 by use of suitable generalized spherical coordinates from part a).
470
2 2 1 0 x 1 2
Fig. 147: Direction eld corresponding to Couette ow between counter-rotating concentric 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 eld assigning vectors to points in space. Example 3.5.1. Dene v : x, y, z R3 : 1 v x, y, z :
for all x, y, z R3 satisfying 1 x2 y 2 4. v is the velocity eld of a viscous incompressible ow, a so called Couette ow, between concentric cylinders of radius 1 and 2 rotating at the same rate, but in counterclockwise and clockwise direction, respectively. Example 3.5.2. Dene E : R3 0 E x, y, z : x2 R3 by 1 x, y, z y2 z2
x2 y 2 2 x2 y 2 2 y x2 y2 , x x2 y2 , 0
x2 y 2
R3 by
471
z 0
1 0 y 1 1 1 0 x 1
Fig. 148: Electrical eld created by a negative unit charge. See Example 3.5.2
for all x, y, z R3 0. E describes the electrical eld created by a negative unit charge. Example 3.5.3. (Motivation for the denition of curve integrals.) For this, let F be a continuous map from some open subset U in R3 into R3 (the force eld) 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 satises for every t I (Newtons equation of motion) where m the particle). Then
m
m r t
F rt
0 (the mass of
t m r t r t r t F rt 2 for every t I, where v : r (the velocity eld of the particle), and hence
v2
m
t1
t0
472
t1
t0
r t F rt dt .
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 R (a potential function) of class C 1 such that F V , the we conclude by the chain rule
t1
t0
r t F rt dt
t1
t0
t1
t0
r t V rt dt
V r t dt
V rt0 V rt1
and hence that the function (the total energy of the particle) m 2 v V 2 is constant (Energy conservation). Denition 3.5.4. Let n N , F be a continuous map from some open subset U of Rn into Rn , a, b R such that a b and r : I Rn be a regular C 1 -path in U, i.e., the restriction of a continuously differentiable map from some open interval I I into U. Then we dene the curve integral of F along r by
F dr :
b
a
r t F rt dt .
Remark 3.5.5. Note that we dont 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] R2 dened by rt :
t2 , 1
for every t [ 1, 1]. This path begins at the point 1, 1, moves on to 0, 1 from where it returns to 1, 1. 473
2 2 1 0 x 1 2
Fig. 149: Direction eld associated to F from Example 3.5.6 and Ranr for a
1.
Example 3.5.6. Dene F : R2 0 F x, y :
R2 by y x
for all x, y R2 0 and the parametrization of the circle of radius a around the origin by r : 0, 2 R2 by for all t R. Then
x2 y2 , x2 y2
a.cos t, sin t
rt :
F dr :
2
0 2 0
2
0
r t F rt dt
a sin t, a cos t
dt 2 .
a sin t , a cos t a2 a2
dt
Note that this result does not depend on the radius a. 474
Theorem 3.5.7. (Invariance under reparametrization) Let n N , F be a continuous map from some open subset U of Rn into Rn and r : a, b Rn be a regular C 1 -path in U. Further, let g : a, b c, d be continuously differentiable with a continuously differentiable inverse (i.e, there is an extension g : I1 I2 of g, where I1 , I2 are open intervals of R such that I1 a, b, I2 c, d and such that g is continuously differentiable with a continuously differentiable inverse) and such that g x 0 for all x a, b. Then
r
F dr
r g
F dr .
Proof. By the change of variable formula (for example, see Theorem 3.4.20) and the chain rule, it follows that
F dr :
d
c
b
a
r t F rt dt
d
c
r g s F rg s g s ds
r g s F r gs ds
r g
F dr .
Example 3.5.8. (Change of orientation/inverse path) Let n, F and r like in Denition 3.5.4. Moreover, dene the inverse path r to r by r t : ra b t for all t a, b. Then it follows by the change of variable formula (for example, see Theorem 3.4.20) and the chain rule that
F dr
b
a
b
a
r t F r t dt

Denition 3.5.9.
a
r a b t F ra b t dt
r t F rt dt
F dr .
475
(i) A piecewise regular C 1 -path r is a sequence r1 , . . . , r of regular C 1 -paths r1 , . . . , r , where N , with coinciding endpoints of ri and starting points of ri1 for each i 1, . . . , 1. Further, we say that r is closed if the endpoint of r coincides with the initial point of r1 . (ii) Further we dene the curve integral along such r of a continuous vector eld F : U Rn , where U is some open subset of Rn containing the ranges of all ri , i 1, . . . , , by
F dr :
r1
F dr
F dr .
Theorem 3.5.10. Let n 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 R be of class C 1 and such that F V . Then
F dr
V x1 V x0 .
Proof. Since r is a piecewise regular C 1 -path in U from x0 to x1 , there are U, . . . , r : a , b N along with regular C 1 -paths r1 : a1 , b1 U such that r1 a1 x0 and r b x1 . Then it follows by the chain rule that
F dr
b1 b1
1
r1
F dr
F dr
b
a
a1
r1 t V r1 t dt
b
r t V r t dt
V r1 t dt V r t dt a a V r1 b1 V r1 a1 V r b V r a V r b V r1 a1 V x1 V x0 .
476
Theorem 3.5.11. (Necessary conditions for the existence of a potential) Let n N , F F1 , . . . , Fn 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 R be of class C 2 and such that F V . Then Fi xj
Fj xi
0 , i, j
1, . . . , n ,
j.
Proof. For every i, j Theorem 3.2.19 that
1, . . . , n such that i
Fi xj V xj xi
2
j, it follows by Schwarzs Fj . xi
V xi xj
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 eld curlF of F :

F2 x
F1 y F2 , F1 z z
if n
2 3.
curl F :
F3 y
F3 , F2 x x
F1 y
if n
Example 3.5.13. Let F be as in Example 3.5.6. Then F is of class C 1 and Fx x, y y Fy x, y x y 2 x2 x2 y 2
for all x, y R . But, by Theorem 3.5.10 and the result of that Example, it follows that there is no V : UR 00 R of class C 1 such that F x, y V x, y for all x, y UR 00, where R 0. Hence the condition stated in Theorem 3.5.11 is not sufcient for the existence of a potential. Theorem 3.5.14. (Sufcient conditions for the existence of a potential, Poincare Lemma) Let n N , U be an open subset of Rn which is starshaped with respect to some x0 U, i.e., such that for all x U also the 477
line segment x0 t.x x0 : t 0, 1 is contained in U. Further, let F F1 , . . . , Fn : U Rn be of class C 1 and such that Fi xj
Fj xi
0 j. Then there is a potential V :
for every i, j 1, . . . , n such that i U R of class C 2 such that F V . Proof. Dene V : U V x : Hi x : R by

1
0 rx
F dr
n i 1
xi x0i Hix ,
Fi x0 t.x x0 dt ,
where rx t : x0 t.x x0 for all t 0, 1, for all x U. Now let x U. Since U is open there is d 0 such Ud x U. Then by Taylors formula Theorem 3.3.5, it follows for all h Ud 0 that 1 Hix h.ej Hix h for some
1
t
0
Fi x0 t.x x0 h.ej dt xj
0, 1. Now rj : 0, 1 0, d U dened by rj t, s : x0 t.x x0 s.ej , t, s 0, 1 0, d
is obviously continuous and hence its image compact, since its domain is compact, too. Since Fi :U R xj is continuous, it is in particular uniformly continuous on Ran rj . Hence for any 0 there is 0 such that
Fi x x2
j
Fi x1 xj
478
whenever x1 , x2
Ran rj and
x2 x1 . , it follows that
1
0
In particular for h R such that h

1 t Fi x0 x
0 j
t.x x0 h.ej dt
Fi x0 t.x x0 dt t xj
2 and hence also that

1 Hi x h 1
0
h.ej Hix
Fi t x0 t.x x0 dt xj
. 0 is arbitrary otherwise, it follows that Hi is partially differenSince tiable in the j-th coordinate direction with partial derivative given by Hi x xj
1
t
0
Fi x0 t.x x0 dt , x U . xj
Moreover, analogous reasoning shows that Hi xj is continuous. Hence V is of class C 1 . In particular, V x xj

n
xi x0i
1
0
t
0
i 1
Fi x0 t.x x0 dt xj
Fj x0 t.x x0 dt
1
n i 1
xi x0i
t
0
Fj x0 t.x x0 dt xi
479
1
0
Fj x0 t.x x0 dt
1
0
tFj x0 t.x x0
Fj x , j
1, . . . , n
and hence, nally, 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 S, like Rn that for all x, y S also x t.y x : t 0, 1 itself and any open ball in Rn , is star-shaped with respect to any of its elements. (ii) Dene F : R3 R3 by
F x, y, z :
y2z3 , 2xyz3, 3xy2z2 ,

curl F 0.
x, y, z
R.
F is in particular of class C 1 and
Since R3 is star-shaped with respect to the origin, there is a potential R of class C 2 such that F V which is unique up to V : R3 some constant eld. Integration of the corresponding equations gives V x, y, z xy 2 z 3 , x, y, z
R.
Problems
480
1) Calculate
F dr .
Note that the paths in d)-g) all start and end at the same points. a) Fx, y : b) Fx, y : c) d) e) f)
g)
h) i)
y, 2x , x, y R , rt : t, t2 , t 0, 1 3y, 4x , x, y R , 2 3 rt : t , t , t 0, 2 , Fx, y : x2 3xy, xy y 2 , x, y R , rt : cos t, sin t , t , , Fx, y : 2xy, x2 , x, y R , rt : 2t, t , t 0, 1 , Fx, y : 2xy, x2 , x, y R , rt : 2t, t12 , t 0, 1 , Fx, y : 2xy, x2 , x, y R , r : r1 , r2 , r1 t : 0, t , t 0, 1 , r2 s : s, 1 , s 0, 2 , Fx, y : 2xy, x2 , x, y R , r : r1 , r2 , r1 t : t, 0 , t 0, 2 , r2 s : 2, s , s 0, 1 , Fx, y, z : y z, z x, x y , x, y, z R , rt : cos t, sin t, t , t 0, 2 , Fx, y, z : y, z, x , x, y, z R , rt : R cos cos t, R cos sin t, R sin , t 0, 2 , R .
2) If possible, nd a potential function V : DF R of class C 1 for F , where DF denotes the domain of F . Otherwise, give reasons why there is no such function. a) Fx, y : b) Fx, y : c) d)
1 y, 1 x , x, y R , x, 2y , x, y R , Fx, y : 2xy y 2 2xy 2 , x2 2xy 2x2 y , Fx, y : ex cos y, ex sin y , x, y R ,

481
x, y
2 2 1 0 x 1 2
Fig. 150: Direction eld of associated to F from Problem 4 and Ranr for a e) f) g)
1.
y2 z 2 , 2xyz 2, 2xy2 z , x, y, z R , Fx, y, z : x, x z 2 y, 3x y 2 z , x, y, z R , Fx, y, z : x, y, z 3x, y, z , x, y, z R3 0
Fx, y, z :
R be continuous. Dene F : 3) Let n N 0, 1, f : Rn 0 Rn by Rn 0 F x : f x.x for all x Rn 0. Calculate
F dr ,
4) Dene F : R2 0
n where r is a regular C 1 -path whose range is part of Sr 0 for some r 0.
R2 by
F x, y : for all x, y R2 0.
x2 2 x2 2xy 2 2 , x2 yy2 2 y
482
a) Calculate
where a
0 and r : 0, 2 rt :
F dr , R2 is given by a.cos t, sin t
for all t R. Note the difference of the result to that of Example 3.5.6. b) If possible, nd a potential function V : R2 0 R of class C 1 for F . Otherwise, give reasons why such function does not exist. c) Calculate where r is any regular C 1 -path that assumes values in R2 0 and has initial point p and end point q. R2 by

r
F dr ,
5) As in Example 3.5.6, dene F : R2 0 F x, y :
x y x2 y2 , x2 y2
for all x, y R2 0. Further, let a regular C 1 -path such that r0 r1 0 on 0, and y-component of r is 0.
0, r : 0, 1 R2 0 a a, 0 and such that the 0 on 1 , 1 for some R of class C 1 for the
a) Find a potential V : R2 , 0 restriction of F to R2 , 0 R. b) Calculate

r
F dr .
3.6 Generalizations of the Fundamental Theorem of Calculus

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 dene the orientation of n-tuples of vectors in Rn . 483
O a
Fig. 151: Since 0 Example 3.6.2.
, the pair of vectors a, b in R2 is positively oriented. See
Denition 3.6.1. (The orientation of n-tuples of vectors in Rn ) Let n N , a1 , . . . , an be an n-tuple of vectors in Rn . Then we say that a1 , . . . , an is positively oriented, negatively oriented if deta1 , . . . , an and deta1 , . . . , an 0
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 dete1 , . . . , en 1 0 the n-tuple e1 , . . . , en consisting of the canonical basis e1 , . . . , en of Rn is positively oriented.
Example 3.6.2. If a a1 , a2 R2 is non-vanishing and b R2 is in the same direction as the rotation of a in counterclockwise (= mathematically positive) sense around the origin by the angle 0, , then b .a1 cos a2 sin, a1 sin a2 cos 484
a x b
Fig. 152: The triple of vectors a, b, a b in R3 is positively oriented. See Example 3.6.3.
for some
0 and a1 cos a2 sin a1 sin a2 cos 0 a1 a2
deta, b
2
a sin
and hence the pair a, b 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 R3 are vectors that are not multiples of one another, it follows by Remark 2.5.14 and Denition 2.5.17 that deta, b, a b deta b, a, b ab2 0
and hence that the triple a, b, a b in R3 is positively oriented. In applications, this is often used for the construction of positively oriented triples in R3 .
485
3.6.1 Greens Theorem We start with Greens theorem for images of rectangles under certain differentiable 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 F1 , F2 : V R2 be differentiable. Further, let g g1, g2 : Dg R2 be dened and of class C 2 on a non-empty open subset Dg of R2 and such that g Dg V . Then x
F1 g
F2 x
g1 F2 g gy2 y y F1 g det g . y
F1 g
g1 x
F2 g
g2 x
Proof. The proof proceeds by a simple calculation using the chain rule in the form of Corollary 3.2.26 and Schwarzs theorem 3.2.19. g2 y F1 g g1 F2 g g2 x y x x 2 2 F1 g xg1y F2x g gy2 F2 g xg2y x F1 g g1 F g 2g1 F2 g g2 F g 2g2 y 1 2 x y x y x y x F1 g g1 F2 g g2 F1 g g1 F2 g g2 x y x y y x y x F1 g g1 F1 g g2 gy1 x x y x F2 g g1 F2 g g2 gy2 x x y x F1 g gy1 F1 g gy2 g1 x y x F2 g gy1 F2 g gy2 g2 x y x g1 y g1 y
F1 g F1 g
F2 g
486
gI
Fig. 153: Illustration for the proof of Greens theorem, Theorem 3.6.5.
g g2 gy1 x F2 g gy1 g2 x x
F1 y
g g1 gy2 F1 g gy2 g1 x y x F2 g F1 g det g . x y

F2 x
Theorem 3.6.5. (Greens theorem for images of rectangles) Let a, b, c, d R such that a b and c d and I : a, b c, d, I0 : a, b c, d. Further, let U I be an open subset of R2 , g : U R2 be twice continuously differentiable such that the induced map from U to g U is bijective with a continuously differentiable inverse and such that detg 0. Finally, let V g I be an open subset of R2 and F F1 , F2 : V 2 R be continuously differentiable. Then
g I0
F2 x
F1 y
dxdy
r
F dr
(3.6.1)
487
for any piecewise C 1 -parametrization r of the boundary of g I0 which is of the same orientation as the piecewise C 2 -path rc , rb , r , r where a d rc x : ra y : g x, c , rb y : g a, y g b, y , rd x : g x, d ,
Proof. In a rst step, we consider the set g I0. Since g is twice continuously differentiable with a continuously differentiable inverse, g I0 is a bounded open subset in R2 . Further, the restriction of F2 x
for all x a, b and y
c, d.
F1 y
to g I0 is bounded. In addition, it follows by Theorem 3.4.13 and Theorem 3.4.15 that the extension of this function to a function, dened on a closed subinterval J of R2 containing g I0 and assuming the value zero in the points of J g I0, is Riemann-integrable. Hence by Theorem 3.4.20, it follows in a second step that
g I0
F2 x
F1 y
dxdy
I0
F2 x
F1 y
detg dxdy
and hence by the previous Lemma 3.6.4 that
g I0
I0
F2 x x
F1 y
dxdy g1 y
F1 g
y
F2 g
g1 x
g2 y g2 x
dxdy dxdy . (3.6.2)
I0
F1 g
F2 g
Further, by Fubinis Theorem 3.4.17 and the fundamental theorem of calculus Theorem 1.5.20, it follows that x
I0
F1 g
g1 y
F2 g
488
g2 y
dxdy
(3.6.3)
Fig. 154: Illustration for the proof of Greens theorem, Theorem 3.6.7.
d
c
F1 gb, y
c
and
I0
g1 b, y F2 gb, y gy2 b, y dy y F1 ga, y gy1 a, y F2 ga, y gy2 a, y dy g1 x
b
a
F1 g
F2 g
g2 x
dxdy
(3.6.4)
F1 gx, d
a
g1 x, d F2 gx, d g2 x, d dx x x F1 gx, c g1 x, c F2 gx, c g2 x, c dx . x x
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 rc , rb , r , r a d note that the region g I0 is bounded and hence that there is outward point489
ing unit normal for every point on its boundary, apart from the corner points g a, c, g b, c, g b, d and g a, d. Outward pointing vectors are given by vc x, c vb b, y vd x, d va a, y
gy1 x, c, gy2 x, c , g1 g2 b, y, x b, y , x g1 g2 x, d, y x, d , y g1 g2 x a, y, x a, y
detvd x, d, rd x
for every x a, b and y c, d. In particular, as a consequence of the assumption that detg 0 in the previous Theorem 3.6.5, it follows that detvc x, c, rc x detvb b, y , rb y detva a, y , ray 0
for all x a, b and y c, d. Hence the orientation for the piecewise C 1 parametrization r of the boundary of g I0 in Theorem 3.6.5 has to be such that the outward unit normal and the tangent vector in a point of the boundary of g I0 are positively oriented in every point of the boundary, apart from a nite number of points. This orientation is indicated in Fig. 153. Theorem 3.6.7. (Greens theorem for regions bounded by graphs) Let a, b R be such that a b, f1 : a, b R and f2 : a, b R restrictions of twice continuously differentiable functions dened on open intervals containing a, b. In addition, let f1 , f2 be such that f1 x f2 x for all x a, b.1 Further, let :
1
x, y R2 : a
f1 x
f2 x .
Note that we do not demand that f1 a f2 a or that f1 b f2 b. As a consequence, in Fig. 154, each of the line segments of the boundary of that are parallel to the y-axis can consist of one point, only.
490
In particular, let be such that there is a 0 b a2 such that the corresponding sets a, a R and b , b R are convex. Finally, let F F1 , F2 : V R2 be continuously differentiable where V is an open subset of R2 containing and its boundary. Then:

F2 x
F1 y
dxdy
r
F dr
(3.6.5)
for any piecewise C 1 -parametrization r of the boundary of which is of the same (mathematically positive, counterclockwise) orientation as the piecewise C 2 -path r1 , rb , r , r 2 a
g:U
x, f1 x , rb : b, f1 b [f2 b f1 b] , x, f2 x , ra : a, f1a [f2a f1a] for all x a, b and 0, 1. Proof. For this, dene the open subset U of R2 by U : a, b R and
U by g x, :
r1 x : r2 x :
for all x, U. In particular, g is bijective, of class C 2 with an inverse of class C 2 given by g 1 x, y for all x, y U. detg x,
x , f1x [f2 x f1 x]
y f1 x x, f2 x f1 x f2 x f1 x
for all x, U. Further,
g a, b 0, 1
(3.6.6)
and hence is an open subset of R2 . The validity of (3.6.6) can be seen as follows. First, for x, a, b 0, 1, it follows that f1 x f1 x [f2 x f1 x] f1 x f2 x f1 x f2 x
491
and hence that g x, . Second, for x, y , it follows that 0 y f1 x f2 x f1 x f2 x f1 x f2 x f1 x 1
and hence that g 1 x, y a, b 0, 1. In the following, let 0 b a2 be such that the corresponding sets a, a R and b , b R are convex. Further, let 0 , I : a , b 0, 1 and I0, : a , b 0, 1. Then U I and V g I . Hence it follows by Theorem 3.6.5 that
g I0,
F2 x
F1 y
dxdy
r
F dr
(3.6.7)
where r is the piecewise C 2 -path r1, , rb , r , r given by 2, a
proof, we show that (3.6.5) follows from (3.6.7) by performing the limit 0. For this, let f1 , f2 : a , b R twice continuously differentiable extensions of f1 and f2 , respectively, for some 0 . Then by x , f1 x [f2 x f1 x] g x, : for all x, a , b R, there is dened 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
x, f1x , b , f1b [f2b f1 b ] , x, f2x , a , f1a [f2 a f1a ] for all x a , b and 0, 1. In the following nal step of the
r1, x : rb : r2, x : ra :
F2 x
F1 y
492
to a function that is dened on a closed subinterval J of R2 containing and assuming the value zero in the points of J , is Riemann-integrable. Further, it follows that
F2 gI0, x
F1 y
dxdy
F2 x
F1 y
dxdy
2M
where M1
0 denotes the maximum of F2 x
F1 y
on some closed subset that is contained in V and at the same time contains . Hence,
lim
0 g I 0,
F2 x
F1 y
dxdy
F2 x
F1 y
dxdy .
Further,
F dr F dr r r a x dx F x, f1 x 1, f1 a 1 [f2 a f1 a ] F2 a , f1 0 1
a F x, f2 x
a
1, f x dx
2
a [f2a f1 a] d
b F x, f2 x
b
b x dx F x, f1 x 1, f1 b 1 [f2 b f1 b ] F2 b , f1 b 0 1
[f2 a f1 a] F2 a, f1 a [f2 a
f1 a ] d
1, f x dx
2
[f2b f1 b] d
f1 b ] d
[f2 b f1 b] F2 b, f1 b [f2 b 493
where r : r1 , rb , r , r and a : a , b : b . In the following, 2 a we estimate the individual terms of the last sum. First,
mum of F on some closed subset that is contained in V and at the same time contains ; M3 0 denotes the maximum of the restriction of f1 to a, b. to a, b; M4 0 denotes the maximum of the restriction of f2 Second, it follows by use of Taylors Theorem 3.3.5 that
1 [f2 a 0 1
F x, f1x 1, f1 x dx 1 I I 2 12 M2 1 M3 , F x, f2 x 1, f x dx F x, f2x 1, f2 x dx 2 I I 2 12 M2 1 M4 a, b of length . Here M2 0 denotes the maxifor every interval I
F x, f1 x
1, f x dx
f1a] F2 a, f1 a [f2 a f1a] d

1
0
[f2 a f1 a] F2 a, f1 a [f2 a
f1 a ] d
f2 a f1 a
F2a , f1 a [f2 a f1 a ]
F2a, f1 a [f2a f1 a] d f2a f2 a f1a f1 a 1 F2a, f1a [f2 a f1a] d

0
M2 M3 M4 M7 M5 M6 1 M3 M4 2 and that
1 [f2 b 0 1
1 2
f1b] F2 b, f1b [f2b f1b] d

f1 b ] d
[f2 b f1 b] F2 b, f1 b [f2 b 494
f2 b f1 b
1
0
F2b , f1 b [f2 b f1 b ]
F2b, f1 b [f2 b f1 b] d f2b f2 b f1b f1b 1 F2b, f1 b [f2 b f1 b] d

0
M2 M3 M4 M7 M5 M6 1 M3 M4
2 1 2
Here Taylor M5 0 denotes the maximum of f1 on a, b; M6 0 0 denotes the maximum denotes the maximum of f2 on a, b; M7 F2 on some closed subset that is contained in V and at the same time contains . As a consequence, it follows that
lim
0 r
F dr
F dr
and hence, nally, (3.6.5). Remark 3.6.8. Note that in the previous Theorem 3.6.7, the assumption of convexity a, a R for some 0 b a2 is redundant if f1 a f2 a, and the assumption of convexity b , b R for some 0 b a2 is redundant in the case f1 b f2 b. Remark 3.6.9. Also, note that the generalizations of Greens 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. Greens 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 x, y : a2 b2 1 U: be the interior of the ellipse with half-axes a and b around the origin. Then r : , R2 , dened by r : a cos, b sin for all 495
T A T T x
Fig. 155: Domain of integration in Example 3.6.9.
, is a parametrization of this ellipse with positive orientation. Finally, dene the vector eld F : R2 R2 by F x, y : 12.y, x for all x, y R2. Then it follows by Theorem 3.6.7

dxdy
U r
F dr
1 b sin t, a cos t a sin t, b cos t dt 2
ab . In this way the area of the inner of the ellipse can be calculated by evaluation 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 R of class C 2 that satises the wave equation 2 2 u xu V u 0 , (3.6.8) 2 t2 where V : U R is continuous, assumes only positive values, i.e., RanV 0, , and is such that V t 496 0.
In this, U is a non-empty open subset of R2 . Then the functions , j dened by : satisfy t

2 2 u 2u u t u V u u u xu V u 2 t t2 x x t t 2 2 u 2u j V u u u xu u x ut x . 2 x x t t t x
1 2
u t
u x
V u2
, j:
u u x t
Hence we conclude the conservation law j x Note for later use that
0.
(3.6.9)
for all x, t U. In physical applications, is called the energy density (corresponding to u) and j is called the energy ux density (corresponding to u). Integration of , t over an interval of R gives the energy of u that is contained in that interval at time t R. The function j describes the ow of that energy. In the following, we derive an important consequence of (3.6.9). For this, let , R 0, , and let the area enclosed by the triangle with corners , 0, , 0 and , be contained in U. We integrate (3.6.9) over the subarea enclosed by the trapezoid with corners , 0, , 0, T , T and T , T , where 0 T t. We will show that the energy content at time T in the interval T , T is equal or smaller than the energy content at time 0 in the interval ,
T
x, t
j x, t .
(3.6.10)
x, T dx 497
x, 0 dx .
(3.6.11)
Indeed, it follows that

0
A
j x
dxdt
3 i 1 Ai
j x
dxdt t
, j dr ,
where r is the piecewise C 2 -path r1 , r2 , r , r 3 4
Note that in this, A is dissected into the area A1 enclosed by the triangle with corners , 0, T , 0, T , T , the area A2 enclosed by the rectangle with corners T , 0, T , 0, T , T , T , T , the area A3 enclosed by the triangle with corners T , 0, , 0, T , T , and apply Greens 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 0

1 0
y1, 0 , r2 : T, T , y3, T , r4 : T, T for all y1 , , y3 T , T and 0, 1.
r1 y1 : r3 y3 :
x, 0 dx
x, T dx
1
0
, j r2 T, T d
, j r4 T, T d
and hence that

x, 0 dx
1
0 1 0
x, T dx
1
0
, j r2 T, T d , j r4 T, T d , j r2 T, T d , j r4 T, T d
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 R is another solution of (3.6.8) such that ux, 0 v x, 0 , u x, 0 t v x, 0 t
for all x , . Then u v is a solution of (3.6.8) such that
u vx, 0
0,
u v x, 0
t
for all x , and hence the corresponding energy density vanishes at time 0 on , . 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 T , T . Since this is true for every t 0, 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 , 0, , 0 and , . Note that this triangle is isosceles with a right angle and 4 radian angles at the corners , 0, , 0. In addition, note that
, 2, 2 .
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 R, v : U R be of class C 2 and such that
2
u t2
u x2
Vu
v t2
v x2
Vv
0,
where V : U RanV 0,
, and satises
R is continuous, assumes only positive values, i.e., V t 499
0.
Further, let u x, t0 v x, t0 t t for some t0 R and all x from some closed interval a, b of R, where a, b R are such that a b. Then ux, t v x, t for all x, t from the closed area that is enclosed by the isosceles right triangle with corners ux, t0 v x, t0 ,
a, t0 , b, t0 , a b2, t0 b a2 .
Proof. For the case t0 0, the result was proved in the previous example. If t0 0, then U0 : x, t t0 : x, t U , V0 : U0 R, x, t V x, t t0 , u0 : U0 R, x, t ux, t t0 , v0 : U0 R, x, t v x, t t0 satisfy the assumptions of the theorem for the case t0 0. Hence it follows that ux, t t0 u0 x, t v0 x, t v x, t t0 for all x, t from the closed area that is enclosed by the triangle with corners
a, 0 , b, 0 , a b2, b a2 . Hence it follows that ux, t v x, t for all x, t from the closed area
that is enclosed by the triangle with corners
a, t0 , b, t0 , a b2, t0 b a2 .
Denition 3.6.13. (Parametric surfaces) Let p N . A C p -parametric surface (in R3 ) is a pair S, r 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 S, r there is an associated normal eld given by n: r x
r . y 0, the tangent plane to S in 0.
Hence if x0 , y0 is such that nx0 , y0 rx0 , y0 S is given by
nx0 , y0 x, y, z rx0 , y0 500
Example 3.6.14. (i) Let p N and f be a function of class C p dened on some nonempty open subset U of R2 . Then Gf , rf is a C p -parametric surface where rf x, y : x, y, f x, y for all x, y U. The corresponding normal eld n is given by nx, y

f x, y, f x, y, 1 x y
x, y U, and the tangent plane at Gf in a point x0 , y0, f x0 , y0

is given by z f x0 , y0 f x0 , y0 x x0 f x0 , y0 y y0 x y
for all x, y R2 . The last is identical to the denition given in Denition 3.2.10. (ii) Denote by S 2 the sphere of radius 1 centered at the origin. Then S 2 , 0 0 R, r is a C p-parametric surface for every p N . Here
given by
sin cos , sin sin , cos for all 0, , , . The corresponding normal eld n is 0, , , .
n, sin . r, ,
r, :
(iii) Denote by Z 2 the cylinder of radius 1 with axis given by the z-axis. Then Z 2 , 0 0 R, r is a C p -parametric surface for every p N where r, z :
cos , sin , z
501
for all , , z R. The corresponding normal eld n is given by n, z cos , sin , 0 , , , z
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 0, R, 0, where R r. Then
is a C p -parametric surface for every p N where r, :
T2
, 0 0 R
S 1 R r 0 , r
cos R r cos , sin R r cos r sin for all , , . The corresponding normal eld n is given by n, R r cos .r cos cos , r sin cos , r sin R for all , , .
3.6.2 Stokes Theorem Example 3.6.15. (Motivation for the denition of the ux of a vector vx, vy , vz (length eld across a surface) Consider a constant ow v / time) of a uid with constant mass density (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 ow across R is given by vx tyz . Note that it is negative if vx 0 because of our use of the outer normal. Inow vx 0 is counted negatively, whereas outow vx 0 is counted positively. The rate of change of mass in the volume due to ow across R is given by
vx yz
R
v n dydz
r y
r z
dydz ,
(3.6.12)
502
1 z 0 1 0 2 0 x 2 2 y 2
Fig. 156: Torus corresponding to r
1 and R
2.5.
where the parametrization ry, z : 0, y, z for all y, z from the projection of R into the y, z -plane has been used. In addition, note that in the special case 1, v n
r y
r z
r y
r z
it follows from (3.6.12) that
r y
R
r dydz , z
coincides with the area of R. Denition 3.6.16. (Flux of a vector eld across a C 1 -parametric surR3 be a continuface) Let S, r be a C 1 -parametric surface and F : S ous vector eld on S. Finally, let
F r
r x
r y
503
1 z 0 0 1 v t 2 3
Fig. 157: Fluid volume own through R after time t y 2m, z 1m.
2 1 0
7sec for v
0.5, 0, 0 m/sec,
be Riemann-integrable. Then we dene the ux of F across S by
F dS :
D r
F rx, y
r r x, y y x, y dxdy . x
In particular, we dene the area A of S as the ux (if existent) corresponding to the special case that F coincides with the unit normal eld induced by r. Hence A is dened by
A: if
D r
r x x, y r x
r x, y dxdy , y
r y
is Riemann integrable. Theorem 3.6.17. (Invariance under reparametrization) Let S, r be a R3 be a continuous vector eld on S C 1 -parametric surface and F : S 504
such that
F r
r x
r y
is Riemann-integrable. Moreover, let V be an open subset of R2 , g : V Df be continuously differentiable with a continuously differentiable inverse and such that detg 0. Then S, r g is a C 1 -parametric surface and
F r g s, t
D r
F rx, y
r g s, t r g s, t dsdt
s r r x, y y x, y dxdy . x
(3.6.13)
Proof. By the chain rule for partial derivatives Corollary 3.2.26, it follows that
r g s, t
t and hence that
r g s, t
s
g1 s, t. s g1 s, t. t
r gs, t gs2 s, t. x r gs, t gt2 s, t. x
r gs, t y r gs, t y
r g s, t r g s, t
s detg s, t
t r r y gs, t x
for all s, t V where g1 , g2 are the component maps of g. Hence it follows (3.6.13) and nally the theorem follows by the change of variable formula Theorem 3.4.20. Example 3.6.18. Calculate the ux of the vector eld F x, y, z : x, y, z R3 , across the surface S:
z, x, 1,
x, y, z R3 : z
505
0, x2 y 2 z
1 .
1 z
0 0 y 0 x
Fig. 158: Sketch of S from Example 3.6.18.
Solution: Dene
x, y, 1 x2 y2 for all x, y R2 such that x2 y 2 1. Then S, r is a C 2 -parametric

surface and the corresponding ux across S is given by
rx, y :
F dS
D r
F rx, y
r r x, y y x, y dxdy x
D r
1 x2 y2, x, 1 2x, 2y, 1 dxdy
D r
2x1 x2 y 2 2xy 1 dxdy
1
0
2r 2 1 r 2 cos r 3 sin2 drd
Example 3.6.19. Let f be a function of class C 1 dened on an non-empty bounded open subset U of R2 . Then Gf , rf is a C 1 -parametric surface, 506
where
for all x, y U. The corresponding normal eld n is given by nx, y
rf x, y :
x, y, f x, y
f x, y, f x, y, 1 x y
x, y U. If n : U Gf is given by
A
R is Riemann integrable, the surface area A of
1 f x, y 2 dxdy .
Example 3.6.20. (Area of a surface of revolution) Let a, b R such that a b, f : a, b 0, be a continuous function with a nite set Nf of zeros which is the restriction of a continuously differentiable function dened on a open interval of R containing a, b and S:
x, y, z R3 : x2 y212
f z
a, b
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 N, where
x, 0, z R3 : x f z z a, b x, y, a R3 : x2 y212 f a x, y, b R3 : x2 y212 f b 0, 0, z R3 : z Nf , R3 dened by is given by r : , a, bNf r, z : f z cos , f z sin , z for all , z , a, bNf . In particular,
N: r , z
f z sin , f z cos , 0 ,
507
r , z f z cos , f z sin , 1 , z r r , z z , z f z cos , f z sin , f zf z and hence

r , z
r , z z r
f z 1 f z 2
1 2
for all , z , a, bNf . Since
r z
is Riemann integrable over , a, bNf , we dene the area of S by
A:
Dr
b
a
r , z
r , z ddz y
1 2
f z 1 f z 2
dz .
Theorem 3.6.21. (Stokes theorem) Let S, r be a C 2 -parametric surface and F be a vector eld of class C 1 dened on an open set containing S.1 In particular, let r be such that (i) Its domain is a non-empty bounded open subset of R2 for which Greens theorem is valid, i.e., there is a piecewise C 1 -path : I R2 dened on some non-empty closed interval of I R and traversing the boundary of such that Greens identity

f2 x
f1 y
dxdy
f d
(3.6.14)
R2 is valid for every continuously differentiable f f1 , f2 : V 2 dened on some open subset V of R containing and its boundary.
1
Note that we do not make any further assumptions on the normal eld.
508
1 z
x
0 0 y 0 x S
Fig. 159: Illustration for the proof of Stokes theorem, Theorem 3.6.21.
(ii) r is the restriction to of a map of class C 2 dened on an open r subset containing and its boundary. Then
curl F dS
F d , Ran which is r
where is any piecewise C 1 -parametrization of S : of the same orientation as . r
Proof. In the following, for simplicity of notation, we denote by the symr 1 bol . First, since is a piecewise C -path, it follows that
F d
i 1
Fi i d
i x 509 y
i 1
Fi
i y
Fi Fi
x
i x
dx dy .
Further, it follows for every i 1, 2, 3 that x
Fi
i y
Fi
i y
Fi y
i x
Fi x1
Fi x1
1 x
1 y
Fi x2
Fi x2
2 x
2 y
Fi x3
Fi x3
3 x 3 y
i y i x
and by using y 2 3 x y
3 2 3 1 , x y x y 1 y
1 3 1 2 , x y x y
2 1 x y
that x
F1

F1 x2
F1 x2
2 x
F1 x2
1 y x F1 3 1 x3 x y 2 F1 3 1 y x3 y x y F1 x x x3 3
F1
,
2
2 x y x F2 1 F2 3 2 x1 x x3 x y F2 1 F2 y3 2 x1 y x3 x F2 x F2 x x1 y 3 x3
F2
2 y
F2
,
1
F3
3 y
F3
510
3 x
y1 F3 2 3 x2 y x F3 x y F3 x x1 x2 2
F3 x1 Hence by using that
F3 x1
1 x
F3 x2
2 x
3 y
.
1
curl F we arrive at
3 i 1
F3 x2
i y
F2 F1 , x3 x3
F3 F2 , x1 x1
F1 x2
F1 x2 F2 x1 F3 x1
Fi
x x x
Fi
i x
y 3 y 3 y 2 curl F x y .
F d curl F dS .
F1 x3 F2 x3 F3 x2
x x x
y 2 y 1 y 1
Hence, nally, it follows that
curl F
dx dy
511
Example 3.6.22. Let S and F be as in Example 3.6.18. A simple calculation gives that F x, y, z curl Ax, y, z for all x, y, z
R, where
Ax, y, z : for all x, y, z
2 2 y, z2 , x 2
R. Hence it follows by Theorem 3.6.21 that
F dS
A dr .
The boundary S is given by the circle of radius 1 in the x, y-plane centered at the origin. Note that r S S
where is the inclusion of R2 into R3 given by x, y : x, y, 0 for every x, y R2 . Therefore, a C 1 -parametrization of S satisfying the assumptions of Theorem 3.6.21 is given by rt : cos t, sin t, 0 for all t , . Hence
F dS
sint, 0, cos2 t2 sint, cost, 0 dt
sin t dt
1 1 cos2t dt 2
1 sin2t 4
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 Greens 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 F1 , F2 , F3 : V R3 be differentiable. Further, let g g1 , g2 , g3 : Dg R3 be dened and of class C 2 on a non-empty open subset Dg of R3 and such that g Dg V . Then x
F g
z
where
F g
g y
g x
g z
g y
F g
g z
g x
div F g detg ,
F2 y
div F :
F1 x
F3 . z
Proof. The proof proceeds by a simple calculation using the chain rule in the form of Corollary 3.2.26 and Schwarzs theorem 3.2.19. In the following, we indicate partial derivatives in the coordinate directions x, y, z by the index , x , , y and , z , respectively. In rst step, we prove that
g,y g,z ,x g,z g,x,y g,x g,y ,z

For this, we note that g,y g,z g,z g,x g,x g,y Hence
0.
g2,y g3,z g3,y g2,z , g3,y g1,z g1,y g3,z , g1,y g2,z g2,y g1,z g2,z g3,x g3,z g2,x , g3,z g1,x g1,z g3,x , g1,z g2,x g2,z g1,x g2,x g3,y g3,x g2,y , g3,x g1,y g1,x g3,y , g1,x g2,y g2,x g1,y .
g,y g,z 1,x g,z g,x1,y g,x g,y 1,z g2,y g3,z g3,y g2,z ,x g2,z g3,x g3,z g2,x,y g2,x g3,y g3,x g2,y ,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 g,y g,z 2,x g,z g,x2,y g,x g,y 2,z
513 0,
g3,y g1,z g1,y g3,z ,x g3,z g1,x g1,z g3,x,y g3,x g1,y g1,x g3,y ,z g3,yx g1,z g1,yx g3,z g3,y g1,zx g1,y g3,zx g3,zy g1,x g1,zy g3,x g3,z g1,xy g1,z g3,xy g3,xz g1,y g1,xz g3,y g3,x g1,yz g1,x g3,yz g,y g,z 3,x g,z g,x3,y g,x g,y 3,z g1,y g2,z g2,y g1,z ,x g1,z g2,x g2,z g1,x,y g1,x g2,y g2,x g1,y ,z g1,yx g2,z g2,yx g1,z g1,y g2,zx g2,y g1,zx g1,zy g2,x g2,zy g1,x g1,z g2,xy g2,z g1,xy g1,xz g2,y g2,xz g1,y g1,x g2,yz g2,x g1,yz
0. Since according to the chain rule Corollary 3.2.26 0,
F g,x F g,y F g,z
g1,x .F,x g g2,x .F,y g g3,x .F,z g , g1,y .F,x g g2,y .F,y g g3,y .F,z g , g1,z .F,x g g2,z .F,y g g3,z .F,z g ,
it follows in a second step that
F g g,y g,z ,x F g g,z g,x,y F g g,x g,y ,z F g,x g,y g,z F g,y g,z g,x F g,z g,x g,y g1,x.F,x g g2,x.F,y g g3,x.F,z g g,y g,z g1,y .F,x g g2,y .F,y g g3,y .F,z g g,z g,x g1,z .F,x g g2,z .F,y g g3,z .F,z g g,x g,y F,x g g1,x.g,y g,z g1,y .g,z g,x g1,z .g,x g,y F,y g g2,x.g,y g,z g2,y .g,z g,x g2,z .g,x g,y F,z g g3,x.g,y g,z g3,y .g,z g,x g3,z .g,x g,y .
Further, it follows that g1,x .g,y g,z g1,y .g,z g,x g1,z .g,x g,y g1,x .g2,y g3,z g3,y g2,z , g3,y g1,z g1,y g3,z , g1,y g2,z g2,y g1,z 514
g1,y .g2,z g3,x g3,z g2,x , g3,z g1,x g1,z g3,x , g1,z g2,x g2,z g1,x g1,z .g2,x g3,y g3,x g2,y , g3,x g1,y g1,x g3,y , g1,x g2,y g2,x g1,y detg , 0, 0 , g2,x .g,y g,z g2,y .g,z g,x g2,z .g,x g,y g2,x .g2,y g3,z g3,y g2,z , g3,y g1,z g1,y g3,z , g1,y g2,z g2,y g1,z g2,y .g2,z g3,x g3,z g2,x , g3,z g1,x g1,z g3,x , g1,z g2,x g2,z g1,x g2,z .g2,x g3,y g3,x g2,y , g3,x g1,y g1,x g3,y , g1,x g2,y g2,x g1,y 0, detg , 0 , g3,x .g,y g,z g3,y .g,z g,x g3,z .g,x g,y g3,x .g2,y g3,z g3,y g2,z , g3,y g1,z g1,y g3,z , g1,y g2,z g2,y g1,z g3,y .g2,z g3,x g3,z g2,x , g3,z g1,x g1,z g3,x , g1,z g2,x g2,z g1,x g3,z .g2,x g3,y g3,x g2,y , g3,x g1,y g1,x g3,y , g1,x g2,y g2,x g1,y 0, 0, detg
and hence, nally, that
F g g,y g,z ,x F g g,z g,x,y F g g,x g,y ,z divF g detg .

Theorem 3.6.24. (Gauss theorem for images of cuboids) Let a1 , b1 , a2 , b2 , a3 , b3 R be such that ai bi for i 1, 2, 3 and I : a1 , b1 a2 , b2 a3, b3 , I0 : a1, b1 a2, b2 a3 , b3. Further, let U I be an open subset of R3 , g : U R3 be twice continuously differentiable such that the induced map from U to g U is bijective with a continuously differentiable inverse and such that detg 0. Finally, let V g I be an open subset 3 3 of R and F F1 , F2 , F3 : V R be continuously differentiable. Then

g I0
divF dxdydz F dS
Sa 3 Sa 1
F dS
Sb3
Sb1
F dS
Sa 2
F dS (3.6.15)
Sb2
F dS
F dS ,
515
gI
y x
Fig. 160: g I and some outer normal vectors. Illustration for the proof of Gauss theorem, Theorem 3.6.24.
516
where Sa1 , ra1 , Sb1 , rb1 , Sa2 , ra2 , Sb2 , rb2 , Sa3 , ra3 , Sb3 , rb3 are C 2 -parametric surfaces dened by ra1 y, z : rb2 x, z : g a1, z, y , rb1 y, z : g b1 , y, z , ra2 x, z : g x, a2 , z , g z, b2 , x , ra3 x, y : g y, x, a3 , rb3 x, y : g x, y, b3
a2, b2 and z a3, b3 and Sa : Ranra , Sb : Ranra , Sa : Ranra , Sb : Ranrb , Sa : Ranra , Sb : Ranrb . Proof. In a rst step, we consider the set g I0. Since g is twice continuously differentiable with a continuously differentiable inverse, g I0 is a bounded open subset in R3 . Further, the restriction of divF to g I0 is
1 1 3 1 3 1 2 2 2 2 3 3
for all x a1 , b1 , y
bounded. In addition, it follows by Theorem 3.4.13 and Theorem 3.4.15 that the extension of divF to a function, dened on a closed subinterval J of R3 containing g I0 and assuming the value zero in the points of J g I0, is Riemann-integrable. Hence by Theorem 3.4.20, it follows in a second step that
g I0
divF dxdydz
I0
divF g detg dxdydz
and hence by the previous Lemma 3.6.23 that
g I0
I0
divF dxdydz
F g
I0
I0
F g g y z g F g x z
g y
g z
dxdydz g dxdydz x g dxdydz . y
Finally, from this follows (3.6.15) by Fubinis Theorem 3.4.17 and the fundamental theorem of calculus Theorem 1.5.20. 517
Remark 3.6.25. Since the region g I0 is bounded, there is an outward pointing unit normal for every point on its boundary, apart from the corner points g a1 , a2 , a3 , g a1 , b2 , a3 , g a1 , a2 , b3 , g a1 , b2 , b3 , g b1 , a2 , a3 , g b1 , b2 , a3 , g b1 , a2 , b3 and g b1 , b2 , b3 . Outward pointing vectors are given by va1 a1 , y, z vb1 b1 , y, z va2 x, a2 , z vb2 x, b2 , z va3 x, y, a3 vb3 x, y, b3
g1 a1, y, z, g2 a1 , y, z, g3 a1 , y, z , x x x g1 g2 g3 b1 , y, z, x b1 , y, z, x b1 , y, z , x g1 g2 g3 y x, a2 , z, y x, a2 , z, y x, a2 , z , g1 g2 g3 x, b2 , z, y x, b2 , z, y x, b2 , z , y g1 g2 g3 z x, y, a3, z x, y, a3, z x, y, a3 , g1 g2 g3 x, y, b3, z x, y, b3, z x, y, b3 , z
for every x a1 , b1 , y a2 , b2 and z a3 , b3 . Normal vectors on the boundary corresponding to the parametrizations ra1 , rb1 , ra2 , rb2 , ra3 , rb3 are given by na1 a1 , y, z : nb1 b1 , y, z : na2 x, a2 , z : nb2 x, b2 , z : na3 x, y, a3 :

g z g y g x g z g y 518
g a1 , y, z , y g b1 , y, z , z g x, a2, z , z g x, b2 , z , x g x, y, a3 , x
nb3 x, y, b3 :
g x
g y
x, y, b3
for every x a1 , b1 , y a2 , b2 and z a3 , b3 . In particular, as a consequence of (2.5.6) and the assumption in the previous Theorem 3.6.24 that detg 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 I0 in every point of the boundary, apart from nitely many points, as is indicated in Fig. 160. Remark 3.6.26. Generalizations of Gauss theorem to a larger class of regions 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 elds 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. Example 3.6.27. Calculate
F dS ,
using Gausss Theorem, where F x, y, z :
xy, y 2 exz , sinxy

2
, x, y, z
and S is the surface of the region E in the rst octant bounded by the parabolic cylinder z 1 x2 and the planes y 0, z 0 and y z 2. Solution: By Gauss and Fubinis Theorem, it follows
F dS
3y dxdydz
E
1 1x2 2z
1
519
3y dy dxdz
1 0.5 0 0.5 y 1 0.5 1 0 x 0.5 1
Fig. 161: Sketch of V .
3 2 1
1 1x2
0
2 z dz
2
dx
1 1 7 3x2 3x4 x6 dx 2 1 184 . 35
1 1 3 1 7x x3 x5 x7 2 5 7 1
Example 3.6.28. (An energy inequality for a wave equation in two space dimensions) We consider a function u : U R of class C 2 that satises the wave equation 2 u u V u 0 , (3.6.16) t2 where V : U R is continuous, assumes only positive values, i.e., RanV 0, , and is such that V t 0.
In this, U is a non-empty open subset of R3 . In addition, we dene for every partially differentiable, twice partially differentiable f : U R and 520
partially differentiable F : U
R2
dened by
f t, x, y : f t, x, y , div F : div Ft, x, y , f t, x, y : f t, x, y respectively, for all t, x, y U. Then the function and the vector eld j
: 1 2
u t
u 2 V u2
, j:
u u t
satisfy t
div
u u t
1 t2
u t
V u div
2
u 2u u t u V u u 2 t t t 2 u u u V u 0 . t t2
u u t
u u t
Hence we conclude the conservation law div j Note for later use that x, y, t jx, y, t . (3.6.18) t 0. (3.6.17)
for all x, y, t U. In physical applications, is called the energy density (corresponding to u) and j is called the energy ux density (corresponding to u). Integration of , t over subsets of R2 (if the corresponding integral exists) gives the energy of u that is contained in that subset at time t R. The vector eld j describes the ow of that energy. In the following, we derive an important consequence of (3.6.17). For this, let x, y, t R3 521
T t T t t T x t T t t t T y t
Fig. 162: Sketch of the domain of integration in Example 3.6.28.
0. Further, let T 0, t. We dene the solid backward be such that t characteristic cone SCx,y,t with apex x, y, t by
SCx,y,t :
, , R3 :
U
t x , y
Further, we assume that
SCx,y,t
0, T R2
Then
2 BtT x,y
uT, dd
2 Bt x,y
u0, dd .
(3.6.19)
This can be shown as follows. It follows from (3.6.17) by Gauss Theorem that
SCx,y,t
0,T R2
u u t
, , ddd
522
x,y,t
SC

2 BtT x,y
T, dd
0,T R2
u u t
v dS
2 Bt x,y
0, dd
Cx,y,t
0,T R2
u,
u u t
v dS
where v denotes the outer unit normal eld on the boundary surface
SCx,y,t
A parametrization of Cx,y,t is given by f : R2

for every , R2 . In particular, vf y

0, t R2
of SCx,y,t
0, t R2
R3 dened
f , :
, , t x , y
for every , R2 . In addition, it follows for such , that 2 2
1 x y 1, , x , y x , y 2
,
2
u u t
u t
u 2 V u 2
x ,2y u x , y u t 2 u u 2 2 u u V u 2 t t
0,
where : f , . Hence it follows (3.6.19). As an application of the energy inequality (3.6.19), we assume that v : U R is another solution of (3.6.8) such that ux, y, 0 v x, y, 0 , u x, y, 0 t v x, y, 0 t
523
u vx, y, 0 0 , u v x, y, 0 0 t for all x Bt x, y and hence the corresponding energy density vanishes at time 0 on Bt x, y . 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 x, y . Since this is true for every T 0, t and since u v is continuous, it follows
that u and v coincide in every point of
for all x, y Bt x, y . Then u v is a solution of (3.6.16) such that
SCx,y,t
0, t 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 x, y, t R3 be such that t 0. We dene the solid backward characteristic cone SCx,y,t with apex x, y, t by
SCx,y,t :
, , R3 :
U
t x , y
Further, let U be an open subset of R3 such that
and u, v
C 2 U, R be such that
2
SCx
2
R2 0, t
u t2
u V u
v t2
v V v ,
u x, y, 0 t v x, y, 0 t
ux, y, 0
v x, y, 0 ,
ut, x, y : ut, x, y respectively, for all t, x, y U, and V : U R is continuous, assumes only positive values, i.e., RanV 0, , and satises
Then u and v coincide on SCx,y,t
V t 0.
for all x, y Bt x, y . In this,
R2 0, t.
524
Problems 1) Decide whether the tuple of vectors is positively or negatively oriented a) c) e) f) g) h)
1, 2, 3, 4 , b) 1, 1, 0, 1 , 3, 7, 2, 1 , d) 9, 4, 10, 3 0, 4, 2, 8, 1, 3, 9, 12, 5 , 2, 2, 14, 3, 1, 1, 2, 9, 9 , 1, 1, 2, 4, 3, 1, 8, 2, 5 , 2, 7, 9, 1, 2, 4, 8, 8, 1 .
2) Let U be a non-empty open subset of R3 ; f : U R, v : U R3 3 R be partially differentiable; f1 : U R, v1 and w : U v1x , v1y , v1z : U R3 and also v2 : U R3 be of class C 2 . Show that a) rot f1 c) div f1 d) rot f.v 0 , b) div rot v1 f1 , 0 ,
g) div v w where v1 :
e) div f.v f div v f v , f) rot rot v1 div v1 v1 ,
f.rot v f v ,
3) Let a, b, c, d R be such that a c d b. Further, let f1 : a, b R and f2 : a, b R be twice differentiable and such that f1 x f2 x for all x a, b. Find a twice continuously differentiable bijective g : R a, b R a, b whose inverse is twice continuously differentiable and which is such that
v1x , v1y , v1z .
w rot v v rot w ,
4)
x, y R c, d : f1 y R dened by Calculate the area of Gf of f : U U : x, y R2 : x2 y 2 1 and f x, y : 3 3x 7y for all x, y U . x, y, z R3 : 3x2 7y z

0
g 1, 1 c, d
f2 y .
5) Let D be the open subset of R2 that is bounded by the triangle with corners 0, 0, 1, 0, 1, 1. Calculate the area of
x, y, z R3 : x, y D .
525
y 1
0.5
0.5
0.5
0.5
Fig. 163: An astroid. 6) Calculate the area of
x, y, z R3 : x2 y2 z 2
x, y, z R3 : x2 y2
x .
7) Calculate the surface areas of the tori from Example 3.6.14. 8) By calculation of a curve integral, nd the compact area that is bounded by the astroid
a cos3 t, a sin3 t R2 : t 0, 2 ,
where a 0. 9) By calculation of a curve integral, nd the compact area that is bounded by the cardioid
a cos t 1 cos t, a sin t 1 cos t R2 : t 0, 2 ,

where a 0. 10) By calculation of a curve integral, nd the compact area that is bounded by the folium of Descartes
x, y R2 : x3 y3 3axy
where a 0.
0 ,
526
1 2 x
1 2 1 2 1
3 2
Fig. 164: A cardioid.
y 2
Fig. 165: A folium of Descartes.
527
11) Use Stokes theorem to calculate the surface integral
curlA dS ,
where for all x, y, z S:
R and x, y, z R3 : x2 y2 z 4
Ax, y, z :
z, x, y
0 .
For this, assume a normal eld with positive z-component. Sketch S. 12) Use Stokes theorem to calculate the surface integral
curlA dS ,
where for all x, y, z S:
R and x, y, z R3 : x2 y2 z 2
Ax, y, z :
2yz, 0, xy ,
9 0 z 4z .
For this, assume a normal eld pointing away from the z-axis. Sketch S. 13) By using Stokes theorem, calculate
curlA dS ,
where for all x, y, z
R and S is the closed upper half surface of the sphere x, y, z R3 : x2 y2 z 2 9 .
Ax, y, z :
2y, 3x, z 2 ,
For this, assume a normal eld with positive z-component. 14) Use Gauss theorem to calculate the surface integral A dS ,
528
where
for all x, y, z R and S is the compact region in the rst octant bounded by the coordinate planes and
Ax, y, z :
x2 , xy, y2
x, y, z R3 : x 2y z
Sketch S.
1 .
15) Use Gauss theorem to calculate the surface integral A dS ,
where
Ax, y, z :
3x2 , 6xy, z 2
x, y, z R3 : x
Sketch S.
2 ,
x, y, z R3 : z y2
1 .
16) By using Gauss theorem, calculate
A dS ,
where
Ax, y, z :
2xy z, y2, x 3y
6 .
x, y, z R3 : 2x 2y z
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 satises the equation d2 2. In Example 1.1.15, we proved that this equation has no rational solution which was also known to the Greeks of that time. Still, they did not develop the concept of real numbers. In its nal form, that concept was developed only in the 19th century. In the following, we construct the real number system following an approach by Georg Cantor (1872) as completion of the rational number system. For this, in a rst step, we identify Q with a space containing equivalence classes of Cauchy sequences of rational numbers. x1 , x2 , x3 , . . . be a Denition 4.1.1. (Cauchy sequences in Q) Let x sequence of rational numbers. We say that x is a Cauchy sequence if for every rational 0 there is a corresponding n0 N such that xm xn for all m, n N such that m n0 and n n0 . Such a sequence is necessarily bounded by a some rational number since this leads in the special case 1 to xk max xl : l 1, . . . , n0 xk xn0 xn0 max xl : l 1, . . . , n0 xk xn0 xn0 1 xn0 max xl : l 1, . . . , n0
numbers by
N such that k n0 and xk max xl : l 1, . . . , n0 1 xn max xl : l 1, . . . , n0 for k N such that k n0 . We denote the set of all such sequences by the symbol C. For x, y C, we dene sequence x y an x y of rational
for k
0
x y : x1 y1 , x2 y2 , x3 y3 , . . . x y : x1 y1 , x2 y2 , x3 y3 , . . . . 530
Since
x ym x yn x ym x yn xm ym yn
xm xn ym yn xm xn ym yn xm ym xn yn xm ym yn xm xn 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 C and x y C. Finally, we dene for every x C a corresponding sequence x C by x : x1, x2 , . . . . Denition 4.1.2. We dene an equivalence relation on C as follows. We say that x, y C are equivalent and denote this by x y if for every such that rational 0 there is n0 N for all n N such that n x C and every rational xn yn n0 . Indeed, is reexive since for every 0 it follows that xn xn 0
for all n N such that n
for all n N such n 1 and hence that x x. Also, is symmetric, since for x, y C such that x y and rational 0 there is n0 N such that xn yn n0 . This implies that yn xn
for all n N such that n n0 and hence that y x. Finally, if x, y, z C are such that x y and y z and is some rational number 0, it follows the existence of n0 N such that for all n N such that n for all n N such that n xn zn xn yn 2 , yn zn 2 n0 . Hence xn yn
xn yn yn zn
yn zn z.
n0 . Therefore it follows that x 531
Lemma 4.1.3. Let x x x.
C and x be a subsequence of x.
Then x
C and
Proof. Since x is a subsequence of x, there is a strictly increasing sequence xn1 , xn2 , . . . and such that n1 , n2 , . . . of elements of N such that x . Since x C, for rational 0, there is n0 N nk k for all k N such that xm xn for all m, n that
N such that m
n0 and n xkm xkn
n0 . In particular, this implies
for all m, n N such that m n0 and n n0 since the last implies that km m n0 and kn n n0 . Hence it follows that x C. Also, it follows that xn xn xkn xn for all n N such that n n0 since the last implies that kn n n0 . Denition 4.1.4. (Cantor real numbers) For every x C, we dene the associated Cantor real number as the equivalence class [x] dened by [x] :
y : y C
x .
Also, we dene the set C of Cantor real numbers by C : For [x], [y] C , where x, y corresponding product by [x] [y]
[x] : x C . C, we dene a corresponding sum and a

[x y] .
[x y] , [x] [y]
Indeed, this is possible, since it follows for x, y and [] [y] that y [ y ] x [x y] , [ y ] x 532
C satisfying [] x
[x]
[x y] .
This can be seen as follows. First, since [] [x] and [] [y], it follows x y that x x and that y y. Hence for every rational 0 there is n0 N such that xn xn 2 , yn yn 2 for all n N such that n n0 . For such n, it follows that xn xn yn yn
x yn x yn xn xn yn yn
and therefore that
x y x y .
2 , Cx yn yn 2
Also, if Cx , Cy are rational bounds for x and y , respectively, and is some such that rational number 0, then there is n0 N Cy xn xn for all n N such that n
n0 . For such n, it follows that
x yn x yn yn xn xn
and hence that
xn yn xn yn xn yn yn
xn xn yn xn yn yn Cy xn xn Cx yn yn
x y x y .
q [q, q, . . . ]
Finally, we dene the embedding of Q into C by
Q. It is an obvious consequence of the denitions that q q q q , q q q q , for all q, q Q. Theorem 4.1.5. C , , is a eld, i.e., the following holds for all x, y, z
for all q C: 533
(i) (ii) (iii) (iv) (v) (vi) (vii) (viii)
[x] [y] [z] [x] [y] [z] , (Associativity of addition) [x] [y] [y] [x] , (Commutativity of addition) (Existence of a neutral element for addition) [x] 0 [x] , [x] [ x] 0 , (Existence of inverse elements for addition) [x] [y] [z] [x] [y] [z] , (Associativity of multiplication) (Commutativity of multiplication) [x] [y] [y] [x] , [x] 1 [x] , (Existence of a neutral element for multiplication) If [x] 0, then there is w C such that [x] [w] 1 ,
(Existence of inverse elements for multiplication) [x] [y] [x] [z] . (Distributive law)
(ix) [x] [y] [z]
for all n N such that n n0 . Therefore, there is a rational 0 and such that (4.1.1) is valid for all n N such for which there is no n0 N that n n0 . This implies the existence of a strictly increasing sequence n1 , n2 , . . . of natural numbers such that xnk for all k N . According to Lemma 4.1.3, x : xn1 , xn2 , C and x x. The last implies that [] [x]. Therefore, we can assume without x restriction that xn 534
Proof. The validity of the statements (i)-(vii) and (ix) is an obvious consequence of the analogous laws for rational numbers and the denition of the addition and multiplication on C . For the proof of (viii), let x C such that [x] 0. As a consequence, it is not true that for every rational 0 there is n0 N such that xn (4.1.1)
for all n N . We dene w : wm wn

1 x
m
1x1 , 1x2 , . . . . Then
1 xn
xm xn xm xn 2
Hence if is rational such that for all n N satisfying n for all n 1.
0 and n0
xm xn n0 , then also wm wn
N is such that
xm xn 2
N such that n
n0 . As a consequence, w
C and [x] [w]
In the next step, after preparation by a Lemma, we dene an order relation on C . Lemma 4.1.6. Let x, y n0 N such that
C be such that there is a rational xn yn
0 and
for all n N such that n n0 . Further let x, y C be such that x y y. Then, there are a rational 0 and a n0 N such that xn for all n N such that n Proof. Since x xn xn x and y xn xn n0 . y, it follows the existence of N 4 , yn yn yn yn yn
x and
for all n N such that n N. Hence it follows for n n maxn0 , N that xn yn yn xn 4 4 and hence that xn yn where : 2.
N satisfying
N such that 4
535
As a consequence of the previous lemma, it is meaningful to dene the following. Denition 4.1.7. For [x], [y] C , we say that [x] is smaller than [y] and denote this by [x] [y] if there are a rational 0 and n0 xn
N such that yn C
is equal or
for all n N such that n n0 . Further, we say that [x] smaller than [y] C and denote this by [x] [y] or if [x] if [x] absolute value [x] by [y]
[y]. Finally, we dene for every [x] if 0 [x] if [x] 0 .
C its
[x] :
[x] [x]
It is an obvious consequence of the denitions that for q1 , q2 in the case q1 q2 that q1 q2 , in the case q1 and that q2 that q1 q1 q2 q1 .
Q it follows
Theorem 4.1.8. Let [x] , [y] C . Then (i) (ii) if [x] 0 0 , then either 0 0 ; [x] or [x] 0 ;
536
(iii) if 0
[x] and 0 0
[y] , then [x] [y] , 0 [x] [y] .
Proof. (i): The proof is indirect. Assume that 0 0. Then there is a rational 0 such that 0 . (ii): For this, let [x] 0 . Further, assume that both [x] 0 and 0 [x]. Then it is not true that there is a rational 0 and n0 N such that xn
0 and every
for all n N such that n n0 . Hence for every rational n0 N , there is n N such that n n0 and xn
.
1 n
Therefore, there is a subsequence x of x such that xn
for every n N . Since x [x] according to Lemma 4.1.3, we can assume without restriction that 1 xn n . Further, since 0 [x], it is not true that there is a for every n N rational 0 and n0 N such that 0 xn 0 and every for all n N such that n n0 . Hence for every rational n0 N , there is n N such that n n0 and xn .
Therefore, there is a subsequence x of x such that xn 537 1 n
for every n N . Since x [x] according to Lemma 4.1.3, we can assume without restriction that 1 1 n xn n for every n N . Obviously, this implies that x 0, 0, . . . and hence that [x] 0. Hence it follows that either 0 [x] or [x] 0 are true or that both of these inequalities are true. The last implies that there are a rational 0 and n0 N such that 0 for all n N satisfying n m0 N such that xn 0 and
n0 and also that there are a rational xn
for all n N satisfying n m0 . (iii) For this, let 0 [x] and 0 [y] . Then, there are a rational 0 and n0 N such that for all n N satisfying n n n0 that 2 and nally that 0 [x] [y] , 0 [x] [y] . xn , yn n0 . Hence it follows for all n N satisfying xn yn , 2 xn yn
Theorem 4.1.9. Let [x], [y] be elements of C such that [x] there is q Q such that [x] q [y] . Proof. Since [x] [y], there are a rational xn yn 538 0 and n0
[y]. Then (4.1.2)
N such that
for all n N satisfying n such that m0 n0 and xm0 xn
n0 . Further, since x, y 4 , ym0 yn
C, there is m0 N
4
for all n N satisfying n m0 . We dene q : follows for all n N satisfying n m0 that q xn yn q 1 xm0 ym0 xn 2 1 yn xm0 ym0 2 xm0
xm ym 2. Then it
0 0 0 0
xn 1 ym xm 2 1 ym xm 2
0 0
yn ym0
4 . 4
Hence it follows (4.1.2). Denition 4.1.10. Let [x1 ], [x2 ], . . . be a sequence of elements of C and [x] C . (i) We call [x1 ], [x2 ], . . . a Cauchy sequence if for every [] that 0 [] there is a corresponding n0 N such that [xm ] [xn ] for all m, n N such that m (ii) We dene if for every [] C such that 0 n0 N such that for all n n0 : [xn ] [x]
n
such
[] n0 .
n0 and n [x]
lim [xn ]
[] there is a corresponding [] .
(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
n
lim xn
[x] .
(ii) (Completeness of the real number system) Every Cauchy sequence in C is convergent. Proof. (i): For this, let [] rational 0 such that
such that 0 []2
[]. Then there is a
0 xm [x]
as a consequence of Theorem 4.1.2. Further, it follows for m N that [xm x1 , xm x2 , . . . ] and, since x C, the existence of n0
N such that
xm xn
for all m, n N satisfying m n0 and n n0 . Hence it follows for such m, n that 2 xm xn 2 and therefore that
2
This implies that
xm [x]
for all m N satisfying m n0 . (ii): For this, let [x1 ], [x2 ], . . . be a Cauchy sequence in C . In addition, for every n N , let qn Q be such that [xn ] qn [xn ] 1n .
xm [x]
540
Such qn exists according to Theorem 4.1.2. In the following, we will show that lim [xn ] [q]
n
where q: q1 , q2 , . . . . 0 be rational and n0 2 n0 . For such m and n, it First, we show that q C. For this, let such that n0 4 and such that [xm ] [xn ] for all m, n follows that
N be
N satisfying m
n0 and n
qm qn qm [xm ] [xm ] [xn ] [xn ] qn qm [xm ] [xm ] [xn ] [xn ] qn 1m 1n [xm ] [xn ] and hence also that qm qn . []. Since according to (i) [q] , []2 and such that
Further, let [] C be such that 0

n
lim qn
it follows the existence of n0 N such that 1n0 for all n n0 : qn [q] []2 . This also implies that [xn ] [q] [xn ] qn qn [q] 1n []2 [] .
[xn ] qn
qn [q]
541
4.2 Lebesgues Criterion of Riemann-integrability

Apart from notational changes and additions, we follow the lucent Sect. 7.26 of [4] in the proof of Lebesgues criterion of Riemann-integrability, Theorem 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 0, for each k 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
lim
n m 0
lIkm
2k 1
The sequence of all intervals Ikl , where k, l all these intervals contains S and lim
n k 0
N, is countable; the union of

2k1 0
lIk
lim
l k
where : N
N2 is some bijection.
Denition 4.2.2. (Oscillation of a function) Let I be some non-trivial interval of R and f : I R be some bounded function. Then we dene for every non-trivial subset S of I the oscillation f S of f on S by f S : supf x f y : x S y
S .
(Note that set in the previous identity is bounded from above by supf y : y I inf f y : y I . In addition, note that f S is positive.) Further, we dene for each x I the oscillation f x of f at x by the limit f x :
lim f x , x
0
I 0 the value of
of the decreasing function that associates to every f x , x I . 542
Theorem 4.2.3. Let I be some non-trivial interval of R and f : I R be some bounded function and x I. Then f is continuous in x if and only if f x 0. Proof. First, we consider the case that f is continuous in x. Then for every n N there are xn , yn x 1n, x 1n I such that f xn f yn f x 1n, x 1n I 1 . n
Hence f x1 f y1f x1, x1 I , f x2 f y2f x12, x 12 I , . . . 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 f x 0. Finally, we consider the case that f x 0. Assume that f is not continuous in x. Hence there is some 0 along with a sequence x1 , x2 , . . . in I x which is convergent to x, but such that f xn f x Hence f x n , x n . I
for all n N , where n : 2 xn x for all n N . Since 1 , 2 , . . . is converging to 0 it follows that f x . Hence f is continuous in x. Theorem 4.2.4. Let f : a, b R be bounded, where a and b are some elements of R such that a b. Further, let f x for every x a, b and some 0. Then there is 0 such that for every closed subinterval I of a, b of length smaller than it follows f I .
Proof. First, it follows from the assumptions that for each x is some x 0 such that f x x , x x 543
a, b there
a, b
The family of sets x x 2, x x 2, where x a, b, is an open covering of a, b and hence by the compactness of a, b there are x1 , x2 , . . . , xn a, b, where n is some element of N, such that a, b is contained in the union of x1 x1 2, x1 x1 2, x2 x2 2, x2 x2 2, . . . , xn xn 2, xn xn 2. Now dene : minx1 2, x2 2, . . . , xn 2 and let I be some closed subinterval of a, b of length smaller than . Further, let k be some element of 1, 2, . . . , n such that xk xk 2, xk xk 2 I . Then, I xk xk , xk xk , since lI Theorem 4.2.5. Let f : a, b R be bounded, where a and b are some elements of R such that a b. Further, let 0. Then J : is a closed subset of a, b. , and hence f I .
x a, b : f x
Proof. Let x be some element of the complement a, bJ . Then f x and hence there is some 0 such that f x , x a, b . In particular it follows for every element y x , x a, b that f y and as a consequence that x , x a, b is contained in a, bJ. Hence is a, bJ open in a, b and therefore J a closed subset of a, b. We prove now Theorem 1.5.13: Theorem 4.2.6. (Lebesgues criterion for Riemann-integrability) Let R be bounded, where a and b are some elements of R such f : a, b 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 f x 0 for every x D. Hence D
n 1
J1n . 544
(4.2.1)
Since the union in (4.2.1) is countable, by Theorem 4.2.1 it follows the existence of some n N such that J1n is not a set of measure zero. Hence there is some 0 such that the sum of the lengths of the intervals corresponding to any covering of J1n by open intervals is . Now let P be some partition of a, b with corresponding closed intervals I0 , I1 , . . . , Ik , where k N. Further, denote by S the subset of 0, 1, . . . , k containing only those indexes j 0, 1, . . . , k for which the intersection of the inner of Ij and J1n is non-empty. Then the open intervals corresponding to Ij , j S cover J1n , except possibly for a nite set, which is a set of measure zero. Hence the sum of their lengths is . U f, P Lf, P
k j 0
supf x : x Ij inf f x : x Ij lIj supf x : x Ij inf f x : x Ij lIj

n
j S
1 lIj n 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 N such that 1n b a2. Then J1n 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 J1n by a nite number of open intervals for which the corresponding sum of lengths is smaller than 1n. Without restriction we can assume that those intervals are pairwise disjoint. Denote by An the union of those intervals. Then the complement Bn : a, bAn is the union of a nite number of closed subintervals of a, b. Let I be such subinterval. Then f x 1n for each x I and hence by Theorem 4.2.4 there is a partition of I such that f I 1n for any induced subinterval I . All those partitions induce a partition Pn of a, b. Now consider some renement P P of Pn with corresponding closed intervals I0 , I1 , . . . , Ik , where k N. Further, denote by S the subset of 0, 1, . . . , k containing only those indexes j 545
0, 1, . . . , k for which Ij
j S
J1n
. Then
supf x : x Ij inf f x : x Ij lIj

1 lIj n j S ba , n
j S
supf x : x Ij inf f x : x Ij lIj
j S
M m
where M : hence
lIj
m ,
supf x : x
a, b and m : inf f x : x a, b, and baM m U f, P Lf, P .

n
Therefore inf U f, P : P
supLf, P : P
P b a nM m .
U f, P
Lf, P
baM n
b a2, from this it Since this is true for any n N such that 1n 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 a1, . . . , an be an n-tuple of elements Rn. Then (i) deta1 , . . . , an
Sn
N and
sign a11 ann
546
where Sn denotes the set of permutations of 1, . . . , n, i.e., the set of all bijections from 1, . . . , n to 1, . . . , n and sign : s 1, . . . , n
n i,j 1,i j
sgn j i
for all Sn . Note that sign 1 if the number of pairs i, j 1, . . . , n2 such that i j and j i is even, whereas sign 1 if that number is odd. (ii) sign for all (iii) for all ,
n i,j 1,i
Sn . Sn .
sign
j i ji j
sign sign
2. Further, let be a transposition, i.e., an ele(iv) In addition, let n ment of Sn for which there are elements k, l 1, . . . , n such that k l and such that i i for all i 1, . . . , nk, l, k l and l k. Then there is Sn such that where 0 Sn is the transposition dened by 0 i i for all i 1, . . . , n1, 2, 0 1 2 and 0 2 1. Note that from this it follows by (iii) that sign sign 0 1 sign0 1 . sign sign0 sign 1 0 1
2. For every Sn , there is k (v) In addition, let n sequence 1 , . . . , k of transpositions in Sn such that 1 k . 547
N and a
(vi) For every i 1, . . . , n, dene ai :

n j 1
aji ej
where e1 , . . . , en is the canonical basis of Rn . Then
deta1 , . . . , an
a1n an1 ann

a11
an1 a1n ann

a11 .
deta1 , . . . , an
Proof. (i): The statement of (i) is a direct consequence of Denition 2.5.17 and the denitions given in (i). (ii): For this let Sn and denote by m the number of pairs i, j 1, . . . , n2 such that i j and j i. Then
n i,j 1,i j n i,j 1,i j, i
j i
j
j i 1m 1m
n i,j 1,i n
n i,j 1,i j, j
j i
1m
n i,j 1,i j
j i
j i
i,j 1,i j
where the last equality uses the bijectivity of . Hence it follows that sign
1m
j i . ji j
548
(iii): First, it follows from (ii) that sign
j i ji i,j 1,i j n n j i j i j i ji i,j 1,i j i,j 1,i j n j i sign . j i i,j 1,i j

n n i,j 1,i
j i j i j
n
i,j 1,i j, i
n i,j 1,i j, j n
j i j i j j i j i i
j i j i i,j 1,i j,i j n j i j i i,j 1,i j,i j n j i j i i,j 1,i j n j i sign ji i,j 1,i j
where the last two equalities use the bijectivity of . Hence, nally, it follows that sign sign sign . 549
(iv) For this, let k, l 1, . . . , n be such that k l and such that i i for all i 1, . . . , nk, l, k l and l k. Further, let be some element of Sn such that 1 k and 2 l. Then 0 1 k 0 1 l 0 1 0 2 2 1 l, k
and for i 1, . . . , nk, l
(v): If coincides with the identity transformation on 1, . . . , n, then for any transposition Sn . If differs from the identity transformation on 1, . . . , n, then there is i1 1, . . . , n such that i i for all i 1, . . . , i1 1, where we dene 1, . . . , 0 : , and i1 i1 . The last implies that i1 i1 . We dene the transposition 1 Sn by 1 i1 : i1 , 1 i1 : i1 and i : i for all i 1, . . . , ni1 , i1 . Then 1 : 1 satises 1 i i for all i 1, . . . , i1 . Continuing this process, we arrive after at a sequence of transpositions 1 , . . . , k in Sn , where k is some element of N , such that id1,...,n Then deta1 , . . . , an
Sn
0 1 i
1 i
i.
k . . . 1 . 1 k .
1 1 k 1
(vi): It follows by (i), (iii) that

Sn
sign a1 1 1 a1 n n sign 1 a1 1 1 a1 n n a sign 11 ann
Sn
sign a11 ann
Sn
deta1 , . . . , an .
sign a1 1 a1 n
Sn
550
Theorem 4.3.2. (Properties of the determinant) Let n N , e1 , . . . , en the canonical basis of Rn , a1 , . . . , an an n-tuple of elements of Rn , i 1, . . . , n, ai Rn, R and j 1, . . . , n such that j i. Then (i) (ii) deta1 , . . . , ai ai , . . . , an deta1 , . . . , ai , . . . , an (iii) if n 2, then deta1 , . . . , ai , . . . , an deta1 , . . . , ai , . . . , an , deta1 , . . . , an , dete1 , . . . , en 1,
deta1 , . . . , ai , . . . , aj , . . . , an (iv) if n 2 and ai aj , then
deta1 , . . . , aj , . . . , ai, . . . , an ,
0.
deta1 , . . . , ai , . . . , aj , . . . , an Proof. (i): dete1 , . . . , en s1, . . . , n (ii): deta1 , . . . , ai ai , . . . , an

n n k1 ,...,kn 1 n i,j 1,i j
sk1 , . . . , kn e1k1 enkn sgnj i 1.
sk1 , . . . , kn a1k1 . . . aiki
aik . . . ank
i
k1 ,...,kn 1
551
n k1 ,...,kn 1 n
sk1 , . . . , kn a1k1 . . . aiki . . . ankn
sk1 , . . . , kn a1k1 aiki . . . ankn
deta1 , . . . , ai , . . . , an deta1 , . . . , ai , . . . , an , deta1 , . . . , ai , . . . , an

n
k1 ,...,kn 1
sk1 , . . . , kn a1k1 . . . aiki . . . ankn sk1 , . . . , kn a1k1 . . . aiki . . . ankn
k1 ,...,kn 1 n k1 ,...,kn 1
deta1 , . . . , ai , . . . , an . (iii): For this, we dene the n-tuple b1 , . . . , bn of elements of Rn by bk : ak if k 1, . . . , ni, j , bi : aj and bj : ai . Then it follows by Lemma 4.3.1 (iv) that deta1 , . . . , ai , . . . , aj , . . . , an
n
sk1 , . . . , ki , . . . , kj , . . . , kn a1k1 . . . aiki . . . ajkj . . . ankn sk1 , . . . , ki , . . . , kj , . . . , kn b1k1 . . . bjki . . . bikj . . . bnkn sk1 , . . . , kj , . . . , ki , . . . , kn b1k1 . . . bjkj . . . biki . . . bnkn sk1 , . . . , ki, . . . , kj , . . . , kn b1k1 . . . biki . . . bjkj . . . bnkn
k1 ,...,kn 1 n k1 ,...,kn 1 n k1 ,...,kn 1 n
deta1 , . . . , aj , . . . , ai, . . . , an .
(iv): The statement of (iv) is simple consequence of (iii). 552
k1 ,...,kn 1
Theorem 4.3.3. (Uniqueness of the determinant) Let n 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 e1 , . . . , en 1, (ii) for every n-tuple a1 , . . . , an of elements of Rn , i 1, . . . , n, ai Rn and R w a1 , . . . , ai ai , . . . , an w a1 , . . . , ai , . . . , an w a1 , . . . , ai , . . . , an , w a1 , . . . , an ,
w a1 , . . . , ai , . . . , an
(iii) if n 2, for every n-tuple a1 , . . . , an of elements of Rn , i 1, . . . , n, ai Rn and j 1, . . . , n such that j i w a1 , . . . , ai , . . . , aj , . . . , an det.
wa1, . . . , aj , . . . , ai, . . . , an .
Then w
Proof. For this, let a1 , . . . , an be an n-tuple a1 , . . . , an of elements of Rn . Then it follows by (ii),(iii) that w a1 , . . . , an
Sn n k1 ,...,kn 0
a1k1 . . . ankn w ek1 , . . . , ekn
a11 . . . ann w e1 , . . . , en .
Further, it follows by Theorem 4.3.1 (v), (iii) and (i) that w e1 , . . . , en and therefore, nally, that w a1 , . . . , an deta1 , . . . , an . dete1 , . . . , en
553
Theorem 4.3.4. (Bases of Rn ) Let n N .
(i) Let r N and v1 , . . . , vr be basis of Rn , i.e., a sequence of vectors in Rn which is such that for every w Rn , there is a unique r-tuple 1, . . . , r of real numbers such that w Then r n.
r k 1
k vk .
(ii) In addition, let r N and v1 , . . . , vr Rn be no basis Rn , but be linearly independent, i.e., such that the equation
r k 1
k vk
for some real 1 , . . . , r implies that 1
0.
Then there are m N and vectors w1 , . . . , wm in Rn such that v1 , . . . , vr , w1 , . . . , wm is a basis of Rn . (iii) Let v1 , . . . , vn a basis of Rn .
Rn be linearly independent. Then v1, . . . , vn Rn is
Proof. (i): Since v1 , . . . , vr and the canonical basis e1 , . . . , en of Rn are both bases, there are real numbers ik , i 1, . . . , r , k 1, . . . , n and jl , j 1, . . . , n, l 1, . . . , r such that vi
n k 1
ik ek , ej
r l 1
jl vl
for every i 1, . . . , r and j vi

n k 1
1, . . . , n. For such i, j, it follows that

r l 1
ik ek
n r k 1l 1
ik kl vl , ej 554
jl vl
n r k 1l 1
jl lk ek
and hence that

n k 1
ik ki
1,
r l 1
jl lj
1.
This implies that r

n r i 1k 1
ik ki
n r j 1l 1
jl lj
n.
(ii): Since the canonical basis e1 , . . . , en of Rn of Rn is a bases, it follows that every element of Rn can represented as a linear combination of the vectors v1 , . . . , vr , e1 , . . . , en . In a rst 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 remaining 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 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). Denition 4.3.5. (The determinant of a linear map) Let n A : Rn Rn be linear, i.e. such that Ax y Ax Ay , Ax Ax
N and
satisfying the conditions (ii) and (iii) in Theorem 4.3.3. Hence according 555
Rn and R. Then, obviously, by w a1 , . . . , an : detAa1 , . . . , Aan for every n-tuple a1 , . . . , an of elements of Rn , there is given a map w
for all x, y
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 detA. By denition, it follows that detAa1 , . . . , Aan detA detA deta1 , . . . , an
for every n-tuple a1 , . . . , an of elements of Rn and hence that detAe1 , . . . , Aen
where e1 , . . . , en is the canonical basis of Rn . Theorem 4.3.6. Let n Then (i) detA B
N and A : Rn
Rn , B : Rn
Rn be linear.
detA detB , 0.
(ii) A is bijective if and only if detA
Proof. For this, let e1 , . . . , en be the canonical basis of Rn . (i): From Denition 4.3.5, it follows that detA B
A B e1 , .. . , A B en det AB e1 , . . . , AB en detA det B e1 , . . . , B en detA detB .

det detA1 A detidRn dete1 , . . . , en 1
(ii): If A is bijective, then detA1 detA and hence detA
0. On the other hand, if detA detAe1 , . . . , Aen 0
and 1 , . . . , n are real numbers such that

n k 1
k Aek 556
0,
then 1 such that
0. Otherwise, there is i Aei
1, . . . , n and i
n k 1,k
k Aek i i 0.
and hence
Hence the vectors Ae1 , . . . , Aen are linearly independent and constitute a basis of Rn . Therefore, for every v Rn , there are real 1 , . . . , n such that v
n
detA
detAe1 , . . . , Aen
k Aek
k 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 Rn such that Av Aw. Then 0 Av w
vk wk ek
vk wk Aek .
wk
k 1
k 1
Since Ae1 , . . . , Aen are linearly independent, this implies that vk for every k 1, . . . , n and hence that v w. Denition 4.3.7. (Linear maps) Let n, m N and A : Rn (i) We say that A is linear if Ax y for all x, y Ax Ay , Ax Ax Rm .
Rn and R.
(ii) If A is linear, Ax A
n j 1
xj en j
n j 1
xj A
en j
m n i 1j 1
Aij xj em i
557
where en , . . . , en and em , . . . , em denote the canonical basis of Rn 1 n 1 m and Rm , respectively, and for every i 1, . . . , m, j 1, . . . , n, Aij denotes the component of Aen in the direction of em , such A is j i determined by its values on the canonical basis of Rn . On the other hand, obviously, if
Aij i,j1,...m1,...n
is a given family of real numbers, then by Ax :
m n i 1j 1
Aij xj em i
for all x Rn , there is dened a linear map A : Rn Rm . Interpretn m ing the elements of R and R as column vectors and dening the m n matrix MA by

A11
MA :
Am1 the last is equivalent to

n j 1
A1n
Amn
A11
Ax :
MA x
Am1
A1n
Amn

xn
x1
where the multiplication sign denotes a particular case of matrix multiplication dened below
MA xi :
558
Aij xj
for every x Rn and every i 1, . . . , m. In this case, we call MA the representation matrix of A with respect to the bases en , . . . , en 1 n and em , . . . , em . 1 m (iii) If A is linear with representation matrix MA , l N and B : Rm Rl is linear with representation matrix MB , it follows that
B Ax
l m i 1k 1
B Ax
n j 1
l m
Bik Axk el i
m k 1
Bik
Akj xj el i
i 1k 1 n l i 1j 1
Bik Akj xj el i
for every x Rn and hence that the representation matrix MBA of B A is given by

m k 1 B1k Ak1
MBA
m k 1 Blk Ak1
m k 1
B1k Akn
m k 1
Blk Akn
For this reason, we dene the matrix product MB MA of MB and MA such that MB MA MBA . Hence

m k 1 B1k Ak1
MB MA :
m k 1
Blk Ak1
m k 1
B1k Akn
m k 1 Blk Akn
(iv) If A is linear with representation matrix MA and m the determinant detMA of MA by detMA : 559 detA .
n, we dene
In this case, it follows by Theorem 4.3.1 (vi) that detMA
n i 1
detAen , . . . , Aen 1 n
n i 1
det
Ai1 en , . . . , i
Ain en i
A1n An1 Ann

A11
An1 A1n Ann

A11
If in addition B : Rn Rn is linear with representation matrix MB , it follows by Theorem 4.3.6 (i) that detMB MA detMB detMA .
Lemma 4.3.8. (Sylvesters criterion) Let n N , A Aij i,j1,...,n be a real symmetric n n matrix,i.e., such that Aij Aji for all i, j 1, . . . , n. Then A is positive denite, i.e.,
Aij hi hj
i,j 1,...,n
for all h Rn 0, if and only if all leading principal minors detAk , k 1, . . . , n, of A are 0. Here Ak :
Aij i,j1,...,k , k 1, . . . , n .
Proof. First, we derive an auxiliary result. For this let n 2, detAn1 0 and let 1 , . . . , n1 be some real numbers. We dene a linear map T : Rn Rn by T h : h hn .1 , . . . , n1 , 0 560
for every h Rn . In particular, T is bijective with inverse T 1 h h hn .1 , . . . , n1 , 0 T 1 h. Then

n 1 i,j 1
for every h Rn . Further, let h Rn and h :

n i,j 1
Aij hi hj
n 1 i 1
Ann h2 n
n 1 i 1
Ain hi hn
n 1 i,j 1
Aij hi hj hnj
Ann h2 2 n
Ain hi hn i hn
Aij hi hn i hj h2 n
n 1 i,j 1
Ann 2
n 1 i 1
n 1 i 1
Ain i
n 1 j 1
n 1 i,j 1
Aij i j
Aij hi hj
2hn
hi
j Aij
Ain
Since detAn1 0, the column vectors of An1 are linearly independent, and hence there is a unique n 1-tuple 1 , . . . , n1 of real numbers such that
n 1 j 1
j Aij
Ain
for all i 1, . . . , n 1. Therefore by choosing these 1 , . . . , n1 it follows that

n i,j 1
R,
Aij hi hj
bnn h2 n
n 1 i,j 1
Aij hi hj
(4.3.1)
where bnn : Ann 2
n 1 i 1
Ain i
n 1 i,j 1
Aij i j .
561
As a consequence, A is positive denite if and only if

A1 n1
A11
A:
An1 1
An1 n1 0 bnn
is positive denite, Note that by Leibnizs formula Theorem 4.3.1 (i), it follows that detA bnn detAn1 . Further, if M denotes the representation matrix of T , then
n i,j 1 n i,j,k,l 1 n i,j 1 n i,j 1 n i,j 1 n i,j,k,l 1
Aij hi hj
Aij hi hj
Aij T hi T hj Mki Akl Mlj hi hj
Aij Mik Mjl hk hl
M tAM ij hi hj ,
where Mt :
Mjii,j1,...,n ,
A M t AM
and hence, since M t AM is symmetric,
Therefore, we conclude that detA bnn detAn1 [ detM ]2 detA . (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 1. In the following, we assume that it is true for some n N case n 562
and consider the case where n is increased by 1. If A is positive denite, it follows, in particular, that
i,j 1,...,n
Aij hi hj
for all h Rn 0 and therefore also that An is positive denite. As a consequence, according to the inductive assumption, the leading principal minors detAk , k 1, . . . , n are 0. Further, it follows by (4.3.1) that bnn 0 and hence by (4.3.2) that detA 0. On the other hand, if all leading principal minors of A are 0, it follows by the inductive assumption that An is positive denite and by (4.3.2) that bnn 0. Therefore, it follows by (4.3.1) that A is positive denite.
4.4 The Inverse Mapping Theorem

Theorem 4.4.1. (Banach xed point theorem for closed subsets of Rn ) B be Let n N , B be a non-empty closed subset of Rn , and let f : B a contraction, i.e., let there exist 0, 1 such that f x f y for all x, y that Further, xy (4.4.1)
B. Then f has a unique xed point, i.e., a unique x B such

f x x x x . x f x 1 x idB (4.4.2)
and
for every x B where f for and f k1 : f f k , for k N.
lim f x
N is inductively dened by f 0 :
563
Proof. Note that (4.4.1) implies that f is continuous. Further, dene F : B R by F x : x f x for all x E. Now let x B. Then it follows that f x f x 1
1
f x f k x
k 1
k F x
F x
for all , , N such that . Hence the components of f x N 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 B. Further, it follows by the continuity of f that x is a xed point of f . In addition, if x B is some xed point of f , then x x f x f x x x
and hence x x since the assumption x x leads to the contradiction that 1 . Finally, let y be some element of B. Then it follows that y x y f x y f y f y f x y f y f y f x F y y x and hence (4.4.2). Lemma 4.4.2. Let n N , U be a non-empty open subset of Rn and f : U Rn be of class C 1 such that f 0 0, f 0 idRn . Finally, let r 0 be such that Br 0 U and 0 1 such that
n fi max x x i1,...,n j 1 j
fi y xj
for all x, y Br 0. Then for every y x Br 0 such that f x y. 564
Br1 0, there is a unique
Proof. For this, let y sponding gy x by
Br1 0. We dene for every x Br 0 a corregy x : x f x y .
By Taylors formula Theorem 3.3.5, it follows for every x 1, . . . , n and some 0 1 that
Br 0, i
fix xi fi x fi 0 x (fi )0 x (fi ) x x (fi )0 x (fi ) x (fi )0

n fi x x x j 1 j
fi 0 xj f x x
r n
and hence that The last implies that gy x
r . r r 1
x f x
for all x Br 0 and hence that gy : Br 0 Br 0. Furthermore, it follows for all x1 , x2 Br 0, i 1, . . . , n and some 0 1 that gyix1 gyi x2 fix1 x1 (fi )0 fi x2 x2 (fi )0 fix1 fi x2 x1 x2 (fi )0 x1 x2 (fi )x1 x2 x1 x1 x2 (fi )0 x1 x2 (fi )x1 x2 x1 (fi )0 x1 x2 n and hence that gy x1 gy x2 x1 x2 .
Since 1, this implies that gy is a contraction and therefore has unique xed point x Br 0 according to Theorem 4.4.1. Obviously, x satises f x y. 565
Theorem 4.4.3. (Inverse mapping theorem) Let n N , U be a nonempty open subset of Rn , f : U Rn be a C 1 map and x0 U such that f x0 is bijective. Then there are open subsets of Ux0 U, Vf x0 Rn containing x0 and f x0 , respectively, and such that f Ux0 denes a bijection onto Vf x0 whose inverse is a C 1 map.
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[21] Goldrei D 1996, Classic set theory, Chapman & Hall, London. [22] Goursat E 1904, 1916, 1917, A course in mathematical analysis, Vols. I, II, III, Ginn, Boston. [23] Guenter N M, Kusmin R O 1971, Aufgabensammlung zur hoeheren Mathematik, Vols. I, II, DVW, Berlin. [24] Haaser N B, Sullivan J A 1971, Real analysis, Van Nostrand, New York. [25] Halmos P R 1958, Finite-dimensional vector spaces, Van Nostrand, New York. [26] Hamilton N, Landin J 1961, Set theory and the struture of arithmetic, Allyn and Bacon, Boston. [27] Hille E 1964, 1966, Analysis, Vols. I, II, Blaisdell, New York. [28] Margaris A 1990, First order mathematical logic, Dover Publications, New York. [29] McShane E J 1973, The Lagrange multplier rule, Amer. Math. Month., 80, 922-925. [30] Mendelson E 1988, 3000 solved problems in calulus, McGraw-Hill, New York. [31] Messiah A 1999, Quantum mechanics, Dover Publications, New York. [32] Landau L D, Lifschitz E M 1979, Lehrbuch der theoretischen Physik, Band III, 9. Au., Quantenmechanik, Akademie-Verlag, Berlin. [33] Lang S 1997, Undergraduate analysis, 2nd ed., Springer, New York. [34] Lebedev N N, Skalskaya I P, Uyand Ya S 1966, Problems in mathematical physics, Pergamon, Oxford. [35] Lipschutz S 1998, Set theory and related topics, 2nd ed., McGraw-Hill, New York. [36] Lipschutz S, Lipson M L 2001, Linear algebra, 3rd ed., McGraw-Hill, New York. [37] Loomis L 1974, Calculus, Addison-Wesley, Reading, Mass.
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568
Index of Notation
, not, 6 , and, 6 , or, 6 , if . . . then, 6 , . . . if and only if . . . , 6 , belongs to, 15 , does not belong to, 15 , empty set, 15 N , 0, 1, 2, . . . , 15 N , 1, 2, . . . , 15 Z , . . . , 2, 1, 0, 1, 2, . . . , 15 Z , . . . , 2, 1, 1, 2, . . . , 15 : , such that, 16 Q , rational numbers, 16 Q , non-zero rational numbers, 16 R , real numbers, 16 R , non-zero real numbers, 16 , subset, 16 : , per denition, 16 a, b , closed interval, 17 a, b , open interval, 17 a, b , half-open interval, 17 a, b , half-open interval, 17 c, , unbounded closed interval, 17 c, , unbounded open interval, 17 , d , unbounded closed interval, 17 , d , unbounded open interval, 17 , union, 17 , intersection, 17 , relative complement, 17 , Cartesian product, 17 R2 , R R, 19 R3 , R R R, 19 Df , domain of f , 23 f x , value of f at x, 23 f x , image of x under f , 23 f A , image of A under f , 23 f 1 B , inverse image of B under f , 23 f A , restriction of f to A , 24
Gf , graph of f , 25 f 1 , inverse map, 27 , composition, 31 idC , identity map on C, 32 limn , limit, 36 sup , supremum, 48 inf , inmum, 48 exp , exponential function, 52 ex , exponential function, 52 limx a , limit, 58 , limit, 58 limx limx , limit, 58 f1 f2 , sum of functions, 66 af1 , multiple of a function, 66 f1 f2 , product of functions, 66 1f1 , quotient of functions, 66 f x , derivative of f in x, 80 f , derivative of f , 81 f k , k-th derivative of f , 81 f , 2nd order derivative of f , 81 f , 3rd order derivative of f , 81 sinh , hyperbolic sine, 103 cosh , hyperbolic cosine, 103 tanh , hyperbolic tangent, 103 n m to n, 111 k m , Sum from k n! n factorial, 111 , n k , binomial coefcient, 139 b a f x dx , integral of f over a, b, 144 , product symbol, 181 k 1 xk , sum of a sequence, 224 n , binomial coefcient, 282 pq , oriented line segment between p and q, 297 n Sr a , sphere of radius r around a in Rn , 297 pq , oriented line segment between p and q, 298 [ pq ] , vector associated to pq, 300 [ pq ] [ rs ] , sum of vectors, 302
569
.[ pq ] , scalar multiple of a vector, 302 [ pq ] , length of a vector, 302 [ pq ] [ rs ] , scalar product of vectors, 303 a b , vector product of vectors in R3 , 311 sgn , signum function, 315 U x , open ball of radius centered at x, 383 B x , closed ball of radius centered at x, 383 S x , sphere of radius centered at x, 383 f1 f2 , sum of functions, 387 a.f1 , multiple of a function, 387 f1 f2 , product of functions, 387 1f1 , quotient of functions, 387 g f , composition of functions, 389 f xi , partial derivative, 398 f x , derivative of f in x, 402 , gradient operator, 402 C p , continuously partially differentiable up to order p, 408 C , C p for all p N , 408 , gradient operator, 408 , Laplace operator, 411 f.g , product of functions, 416 f dv , integral of f on I, 451 I r F dr , curve integral of F along r, 473 F dS , ux of F across S, 504 S Sn , permutation group, 547 sign , signum function, 547
570
Index of Terminology
Rn addition, 300, 304 bases, 554 canonical basis, 304 Cauchy-Schwarz inequality, 292, 306 length, 300, 305 linear independent vectors, 554 orthogonal projection, 307 Pythagorean theorem, 307 scalar multiplication, 300, 304 scalar product, 300, 306 subset boundary, 386 boundary point, 386 bounded, 383 closed, 383 closure, 383, 384 compact, 383 convex, 480 curve, 356 inner point, 386 interior, 386 negligible, 454 open, 383 simply-connected, 480 star-shaped, 477 volume/area, 457 triangle inequality, 305 Analytical geometry area of a parallelogram, 309 conic sections, 323, 346 ellipse, 324, 331 hyperbola, 326 parabola, 323 coordinates, 330 cylindrical, 346, 421, 458 generalized polar, 469 generalized spherical, 470 polar, 330, 417, 421, 458 spherical, 347, 421, 459 Cramers rule, 322 distance of a point from a plane, 319 distance of two lines, 318, 319 distance of two planes, 319 ellipse, 333 hyperbola, 334 lines, 317 metric space, 292 parabola, 332 planes, 317 quadrics, 338 cylinder, 338 ellipsoid, 340, 349 elliptic cone, 342 elliptic cylinder, 340, 347 elliptic paraboloid, 341 hyperbolic cylinder, 340 hyperbolic paraboloid, 342 hyperboloid of one sheet, 343 hyperboloid of two sheets, 343 parabolic cylinder, 338 saddle surface, 341 triangle centroid, 322 circumcenter, 322 orthocenter, 322 triangle inequality, 292 vector spaces, 298 norms, 305 vectors, 298, 300 addition, 300 length, 300 linear independence, 322 orientation , 483 orthogonality, 300 scalar multiplication, 300 scalar product, 300
571
scalar triple product, 314 unit vector, 300 vector product, 311 volume of a parallelepiped, 314 Applications n-dimensional volume, 457 area of a parallelogram, 309, 316 area of a parametric surface, 503 area of a surface of revolution, 507 area under a graph, 144 arithmetic series, 274 astroid, 372, 526 average speed, 80 Babylonian method, 129 Bessel functions, 149, 184, 269, 284 Beta function, 211 cardioid, 372, 526 Cartesian leaf, 202 center of mass, 461, 466 circular arch, 138 conchoid of Nicomedes, 92 conuent hypergeometric functions, 290 conservation law, 497, 521 constant of motion, 360 Couette ow, 471 cycloid, 92, 372 differential equation, 93, 101, 102, 157, 168, 173, 193 electric eld of a point charge, 472 energy conservation, 99, 473 energy inequality, 101, 497, 522 error function, 281 Euler constant, 229 Fermats principle, 137 oor function, 155 folium of Descartes, 526 force eld, 99, 472 conservative, 99, 473 potential function, 99, 473 total energy of a point particle, 99, 473
Fourier coefcients, 161 free fall, 55, 136 with low viscous friction, 163 with viscous friction, 136 gamma function, 205, 211, 213, 216, 217, 230 Gaussian integrals, 207, 209 ground state energy, 135 Hermite polynomials, 291 hypergeometric functions, 290 ideal gas law, 55 inertia tensor, 461, 466 instantaneous speed, 80 Kepler problem, 360 angular momentum, 360 energy, 360 Lenz vector, 360 Levi-Civitas transformation, 364 kinetic energy, 360, 473 Laplace equation, 411, 420 Laplace operator, 411 cylindrical form, 421 polar form, 421 spherical form, 421 largest viewing angle, 136 latitude, 348 Legendre functions, 291 length of a curve, 370 longitude, 348 Mathematica 5.1 error, 173, 193 Newtons equation of motion, 93, 99, 162, 163, 360, 472 partial differential equation, 93, 420 particle paths, 360 period of a pendulum, 202, 223 probability theory, 462 Buffons needle problem, 466 quantum theory conned particle, 467 harmonic oscillator, 220 hydrogen atom, 220
572
Riemanns zeta function, 227, 235, 255, proof by cases, 10 257 proposition, 5 Schwarzschild black hole, 108 rule of inference, 10 Snells law, 137 statement, 5 Stirlings 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 eld 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 denition, 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 denition, 211 cycloid, 92, 372 F a, b; c; , 290 ellipse, 324, 333 Hn , 291 folium of Descartes, 526 Jn , 184 helix, 356 integral representation, 149 hyperbola, 326, 334 J length, 370 integral representation, 284 parabola, 323, 332 power series, 269 parallelogram, 309 M a, b, , 290 space-lling, 263 P , 291 straight lines, 317 strophoid, 173 12, 211 connection to , 255 Elementary logic denition, 205 compound, 6 duplication formula, 217 connectives, 6 Gauss formula, 216 contraposition, 10 limit of beta function, 213 contrapositive, 6 reection formula, 216 indirect proof, 8, 11, 79, 98 Stirlings formula, 178 logical law, 10 Weierstrass formula, 230 negation, 6
573
arccos, 69, 108 arcsin, 69, 108 arctan, 69, 108 cos, 69, 89 innite product, 181 power series, 279 cosh, 103, 139 exp, 69, 100 convexity, 116 denition, 50 derivative, 82 power series, 279 ln, 69, 100, 108 sin, 69, 84 innite product, 181 power series, 279 sinh, 103, 137, 138 tan, 69, 89 tanh, 103 erf denition, 281 power series, 281 2, 257 denition, 227 extension to 0, 1, 235 integral representation, 255 antisymmetric, 172 bisection method, 63 concave, 115, 117 continuous, 55 contraction, 128 convex, 115, 117 critical point, 94 denition, 23 derivative, 80 of higher order, 80 determinant, 315, 546, 555 Leibniz formula, 546 differentiable, 80 chain rule, 88
concave, 115, 117 convex, 115, 117 inverse functions, 107 linear approximation, 112 linearization, 112 product rule, 86 quotient rule, 86 sum rule, 86 Taylors formula, 112 differential equation, 269 discontinuous, 55 everywhere, 57 xed point, 79, 128 oor, 155 implicit differentiation, 92 increasing, 99 integral representation, 149 limits at innity, 74 maximum, 58, 94, 121 minimum, 58, 94, 121 not differentiable, 84, 85 nowhere differentiable, 259 periodic, 172 polynomial, 67, 88 powers, 82, 110 rational, 77 removable singularity, 72 Riemann integral, 144 additivity, 152 Cauchy-Schwartz inequality, 162 change of variables, 163 improper, 202 integration by parts, 173 Lebesgue criterion, 149 linearity, 147 Midpoint rule, 196 partial fractions, 186 positivity, 147 simple limit theorem, 251 Simpsons rule, 186, 200 Trapezoid rule, 186, 198
574
signum, 315, 546 symmetric, 172 Taylor expansion, 277 uniformly continuous, 368 zero set, 23 Functions of several variables, 375 C , 408 composition, 389 continuous, 379, 381 contours, 375 critical point, 430 derivative, 402 differentiable, 396, 404 chain rule, 415 product rule, 413 quotient rule, 413 sum rule, 413 Taylors formula, 425 directional derivative, 423 discontinuous, 379, 380 domain, 375 gradient, 424 graph, 375 level set, 375 maximum, 384, 429, 432 minimum, 384, 429, 432 not differentiable, 406 of class C p , 408 partially derivative, 89, 398 of higher order, 89, 398 partially differentiable, 89, 398, 404 product, 387, 416 quotient, 387 range, 375 Riemann integral, 450 change of variables, 457 existence, 455 Fubinis theorem, 456 negligible sets, 454 scalar multiple, 387 sum, 387
tangent plane, 402 Taylor expansion, 425 Taylor polynomial, 402 zero set, 23 Innite products , 216, 230 cos, 181 sin, 181 Wallis product, 176 Maps bijective, 27 bilinear, 357 composition, 31 denition, 23 domain, 23 graph, 25 identity map, 32 image, 23 injective, 27 inverse image, 23 Laplace operator, 411 linear, 395, 555, 557 representation matrix, 395, 557 Nabla operator, 408 one-to-one, 27 one-to-one and onto, 27 onto, 27 paths, 356 continuous, 356 differentiable, 356 helix, 356 length, 366, 368 non-rectiable, 367 rectiable, 366 tangent vector, 356 permutation, 546 permutation group, 546 transposition, 546 quadratic form, 441 restriction, 23
575
surjective, 27 Matrices denition, 395, 557 multiplication, 395, 557 symmetric, 431, 560 positive denite, 431, 560 Real numbers Babylonian method, 129 completeness, 539 construction, 529 density of rational numbers, 57, 539 intervals, 17 length, 142 partition, 142 subset bounded from above, 48 bounded from below, 48 inmum, 48 measure zero, 148 supremum, 48 Sequences bounded, 36 bounded from above, 46 bounded from below, 47 Cauchy, 43 convergent, 36, 351 decreasing, 47 divergent, 36 increasing, 46 limit laws, 41, 354 limits preserve inequalities, 43 subsequence, 45 Series, 223 -type, 232 Abels test, 236 absolutely summable, 237 alternating harmonic, 235, 269 arithmetic, 277 Binomial series, 282 Cauchy product, 272
comparison test, 229 conditionally summable, 237 convergent, 223 Dirichlet test, 234 divergent, 223 geometric, 224 harmonic, 225, 229 harmonic type, 228, 232 integral test, 226 not summable, 223 of functions, 248 power series, 265 uniform convergence, 250 Weierstrass test, 253 ratio test, 239 rearrangement, 242 root test, 240 summable, 223 summation by parts, 233 Surfaces area, 503, 506, 507 cylinder, 338 ellipsoid, 340 elliptic cone, 342 elliptic paraboloid, 341 hyperbolic paraboloid, 342 hyperboloid of one sheet, 343 hyperboloid of two sheets, 343 parallelepiped, 314 planes, 317 quadrics, 338 saddle surface, 341 sphere, 297 Theorems Abel, 268 Binomial, 139 Bolzano-Weierstrass, 45, 382 change of variables, 163, 457 contraction mapping lemma, 128 extended mean value, 123
576
Fubini, 456 fundamental theorem of calculus, 153 Gauss, 515 Green, 487, 490 intermediate value, 61 LHospitals 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 ux across a surface, 502, 503 Gauss theorem, 515 Greens theorem, 487, 490 inverse path, 475 parametrized surfaces, 500 normal eld, 500 tangent space, 500 piecewise regular C 1 -path, 475 Poincare lemma, 477 potential, 476 regular C 1 -path, 473 Stokes theorem, 508 vector eld, 471 Vector-valued functions, 375 Vector-valued functions of several variables, 375
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Calculus: A modern, rigorous approach

is true and therefore has truth value T, whereas the statement 26

B C A C (Transitivity) , B A C B C C (Proof by cases) , A  A B (Contraposition) . (1.1.3)

4) By use of truth tables, prove that

for arbitrary statements A, B and C. 5) Assume that abc

for all real numbers a, b such that b

Example 1.1.22. For instance,

a, b : x R : a x b , a, b : x R : a x b a, b : x R : a x b , a, b : x R : a x b c, : x R : x c , c, : x R : x c , d : x R : x d , , d : x R : x d for all a, b R such that a b and c, d R.

(ii) and their intersection A A If A B B:

, we say that A and B are disjoint.

(iii) the relative complement of B in A, AB, read: A without B or A minus B, by AB : x : x A x B . 17

Fig. 1: Two subsets A and B of the plane.

Fig. 3: The relative complement of B in A.

x, y, z : x A y B z C where ordered pairs x1 , y1, z1 , x2 , y2 , z2 are dened equal, x1 , y1, z1 x2 , y2, z2 ,

1, 2, 3, 5, 8, 13 1, 3, 4, 7, 11, 18 1, 2, 3, 4, 5, 7, 8, 11, 13, 18 1, 2, 3, 5, 8, 13 1, 3, 4, 7, 11, 18 1, 3 1, 2, 3, 5, 8, 131, 2, 3, 5 8, 13 , 1, 2, 3, 5, 11 2, 3, 5 , 1, 2 1, 3, 4 1, 1, 1, 3, 1, 4, 2, 1, 2, 3, 2, 4 .

5) Give an example of sets A, B, C such that A A C. 6) Sketch the following sets

x, y R2 : x y 1 0 , B : x, y R2 : 2x 3y 5 0 , C : x, y R2 : x2 y 2 1, D : 0, 1 , E : 1, 1, F : 0, 1, G : 1, 0, H : 2, 3 , I : 4, 1, J : x R : 4 x 2, K : 0, L : 1 into a xy-diagram and calculate A B, A C, A B C, A B C , B J L, C J K , AB, B A, B E, C F G.

A, we call f x the value of f at x or the image of x

has to be satised in order that the square root is dened. Hence

x R : x 2 R is dened by f x : x 2 for all x Df . In case (b)

x R : x 0 x 1 R is dened by g x : 1x2 x for all x Dg .

and hence that

y : y 4 gDg . Finally, for any real y such that y 0 y 4, it follows that

and hence that g x y : y

1 x 1 xx 1 2 4 4. Hence it follows that 0

g and hence that g Dg

Fig. 5: Gf from Example 1.1.28.

4 2 1 0.5 2 4 6 8 10 0.5 1.5 2 x

Fig. 6: Gg from Example 1.1.28.

Fig. 7: Gf from Example 1.1.28 and parallels to the x-axis.

2 1 0.5 0.5 1.5 2 x

Fig. 8: Gg from Example 1.1.28 and parallels to the x-axis.

Note in particular that h f

where for every set C the corresponding map idC : C idC x :

for all x C. Further, if f is bijective, f A f

Fig. 9: Gf , Gf 1 from Example 1.1.28 and the reection axis.

2) Dene f : R R and g : R1 R by f x : and g x : x 12 x 1 for x R1. Is f

for every x R. Calculate

14) Express the surface area of a sphere of radius r its volume.

1.2 Limits and Continuous Functions

0, there is a corresponding n0 such that for all n xn x ,

As a consequence, only nitely many members have distance

2 1.75 1.5 1.25 1 0.75 0.5 0.25 10 20 30 40 50 n

Fig. 11: n, n 1n for n

sequence x1 , x2 , . . . is convergent to x. Note that in this case for xn xn x x xn x

Example 1.2.3. Investigate whether the following limits exist. (i)

2 1.5 1 0.5 10 0.5 1 1.5 2 20 30 40 50 n

Fig. 12: n, 1n n 1n for n

Fig. 13: n, n2 1n for n

Then there is some n0

and for any odd n N such that n x1 1 4

and hence we arrive at the contradiction that 2 x 1 x 1 x1

x. lim xn x and lim yn

Hence it follows the contradiction that x xn xn x

for all n N. Further, let Then

Proof. Let that for all n

0. Since y1 , y2 , . . . is convergent to 0, there is n0 xn yn yn

n0 . Hence it follows that x1 , x2 , . . . is convergent to 0.

and hence the contradiction xy Hence x y. x y yn xn xy .

for all m, n N satisfying m

Fig. 14: (n, xn ) from Example 1.2.8 for n

Example 1.2.8. Dene x1 :

N is such that 21n

, then it In0 and

B C A C (Transitivity) , B A C B C C (Proof by cases) , A A B (Contraposition) . (1.1.3)