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DOT OrPHYSICS
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ASTRONOMY
M.VEKSITY OF
FLORIDA
WNEWILH
FLORIDA
32601
INTRODUCTION TO THE
THEORY OF FOURIER'S
SERIES AND INTEGRALS
BY
H.
S.
CARSLAW,
COPYRIGHT
First Edition, 1906.
America
Printed and bound in the United States of
altering
the numbering of the sections or the character and aim of the book.
The use
some
of the
of the proofs
of the
uniform convergence of
earlier
tion
The
sets of
examples on
of
Mean Value
Infinite Series
simplifies
edition.
Term by term
are treated
integra-
more
fully.
The introduction
of func-
which
class of functions to
Theorem under
fairly
conse-
its
general
con-
ditions.
For
all
Fourier's Series
it is
For the
specialist
who
is
given in a
takes
and Fourier's
Integral
is,
differ from,
Integral.
and
in
what
Series.
way
In this Appendix
as possible,
to,
have
it is
subject
Riemann
VJ
So
many
list of
And
pages.
it is
doubtful
if
up
such a
to date,
list is of
much
student.
chapters and of
detailed bibliography.
having had
proofs I am fortunate
In the revision of part of the
Walker of the University of Sydney,
the assistance of Mr. George
His criticism and sugat Emmanuel College, Cambridge.
and now
to me.
gestions have been of great service
Emmanuel College,
Cambridge, 2ith September, 1929.
H.
S.
CARSLAW.
and
Fourier's Series
first
volume
Integrals
of the
and
the
new
Since 1906 so
and
Fourier's Series
much advance
it
book on
has been
cussion of
my
edition of
mathematical
dis-
a completely
first
Infinite Series
Series
and
and
Integrals.
will
be devoted to the
No
and
integrals.
is
With
these questions
is
bound up the
is
is
The theory
of series
of integrals
The treatment
Dirichlet's Integrals.
lines.
VII depends on
of a single variable,
Mean Value
will
is
Vlll
Chapter IX
of Fourier's Series.
the discussion of the convergence
Fourier s
Phenomenon, and the last chapter to
is devoted to Gibb's
Pringsheim, who has greatly
In this chapter the work of
Integrals.
which Fourier's Integral Theorem
extended the class of functions to
applies, has
Two
been used.
The
first
Analysis.
monic Analysis and Periodogram
is
given.
An
number
finite
of
monotonic.
is
finite in
in this
which /(x)
open partial
If
number.
functions.
into a
defined can be broken up
function
in each of which the
intervals,
Such
Applied Mathematician.
+ i, +
chiefly with the
of integration, associated
Fourier s
into the Theory of
name
i,
Series
These
specialising
Pure Mathematician
time chiefly interesting to the
has been
Real Variable. My purpose
the Theory of Functions of a
Applied Mathematician.
the difficulties of the
to
remove some
of
much
occupied some time and
The preparation of this book has
Calculus to
course in the Infinitesimal
of it has been given as a final
the
assistance
For
my
students.
To them
it
and
for
owes much.
many
valuable suggestions
am much
Mr. IP kk
Mr. R. J. Lyons and
indebted to Mr. E. M. Wellish,
University
the
Mathematics
Thorne of the Department of
H.
Sydney.
Emmanuel College,
Cambridge, Jan.
1921.
S.
CARSLAW.
CONTENTS
.....
Historical Introduction
CHAPTER
Rational Numbers
Numbers
3-5. Irrational
6-7.
8.
9.
10.
Dedekind's Theorem
Dedekind's Axiom
The Development
System
of the
of
of
II
AND SERIES
an Aggregate-
15.
Convergent Sequences
Divergent and Oscillatory Sequences
Monotonic Sequences
---_-._.
--....
......
of a
42
-
43
46
47
III
37
41
CHAPTER
The Idea
-34
35
17. 2-17. 4.
24.
36
16.
Theorem
14. Weierstrass's
18.
29
--.'....
17. 1.
25
27
28
Real Numbers
INFINITE SEQUENCES
Aggregates
20
21
Numbers
11. Infinite
13.
--.._.
--...._
CHAPTER
12.
SECTION
1-2.
TAGE
Function
LIMITS
AND
55
56
CONTENTS
PAGE
SECTION
58
---"'""
-
26.
27. Iim/(a0
60
the Existence of a
Sufficient Conditions for
28-29?3. Necessary and
Limit
Oscillation of a
The
29. 4.
31.
66
31. 2.
an
32. Continuity in
66
at a Point
Bounded Function
30.
61
Discontinuous Functions
34.
Monotonic Functions
35
Inverse Functions
36
71
73
Infinite Interval
33.
67
73
75
76
Merence
a Function as the
of
78
-
80
36. 2.
Variables
Functions of Several
37.
84
CHAPTER IV
THE DEFINITE INTEGRAL
89
-
Introductory
38.
91
92
94
43
Integrable Functions
44
45-47.
Some
The
".
49
"
"
97
'
"
Number
(a, b) has an Infinite
b)
any Partial Interval of (a,
of Points
Function integrate in
of Continuity in
48
95
-
The
51-56.
57-58.
100
Integral
Properties of the Definite
First
105
"
Theorem
Definite
Limit
of
Integral
Mean Value
considered as a Function
of
its
Upper
106
Value
The Second Theorem of Mean
Infinite
Integrand.
Bounded
Infinite Integrals.
50 1-50
99
2.
"
112
-
123
125
Integrand Infinite
107
-
Interval
134
-
'
CONTENTS
xi
CHAPTER V
THE THEORY OF INFINITE SERIES, WHOSE TERMS ARE
FUNCTIONS OF A SINGLE VARIABLE
SECTION
PAGE
62. Introductory
63.
The Sum
64*
Repeated Limits
of a Series of
may
Continuous Functions
be Discon-
tinuous
65-69.
]QQ
j^2
Uniform Convergence
I44.
70. 1-70. 2.
71.
72.
73.
156
-
162
Infinite Integrals
Examples on Chapter
161
CHAPTER
.*
168
172
igi
VI
PARAMETER
77.
F(x,y)dx
ja
78. Differentiation of
the Integral
189
F(x, y)dx
F(x, y)dx
191
F(x, y)dx.
Uniform Convergence
192
poo
$00
F(x, y)dx
198
F(x, y)dx
199
/QO
F(x, y)dx
The Repeated
F(x, y)dx
200
201
Preceding Theorems
Integral
dx
f
Examples on Chapter VI
f(x, y)dy
202
-
209
212
CONTENTS
CHAPTER
VII
FOURIER'S SERIES
PAGE
SECTION
21 K
-
90. Introductory
(First
Form)
(Second Form)
Fourier's Series
Proof of the Convergence of
The Cosine
97.
98.
241
"'".-"."."
Fourier's Series
Fourier's Series
99-100. Poisson's Discussion of
101. Fejer's
-----
Series
96.
227
250
Theorem
102.
Two Theorems on
103
Feier's
258
Series
265
CHAPTER
VIII
SERIES
THE NATURE OF THE CONVERGENCE OF FOURIER'S
CONSTANTS
FOURIER'S
OF
PROPERTIES
AND SOME
"'
104.
105.
106.
The Order
269
Terms
of the
Consequences
The Riemann-Lebesgue Theorem and its
-r,
in
infinite
is
Discussion of an Example in which /()
107-108.
109.
tt)
273
110. Parseval's
Theorem on
of Fourier's Series
of Fourier's Series
275
-
282
284
Fourier's Constants
CHAPTER IX
PHENOMENON
THE APPROXIMATION CURVES AND THE GIBBS
IN FOURIER'S SERIES
111-112.
113-114.
115.
x
q
o
The Trigonometrical Sum 2
116.
v
2,
289
293
-
2r^l
>
sin( 2r-l)a:
J,
2r-l
-297
3q 3
CONTENTS
x iii
SECTION
117.
1.
117. 2.
PAGE
The Gibbs Phenomenon for Fourier's Series in generalThe Gibbs Phenomenon for Fourier's Series when summed by
Fejer's Arithmetic Means
305
308
CHAPTER X
FOURIER'S INTEGRALS
118. Introductory
119. Fourier's
Integral
in its Simplest
120-121.
Theorem
Examples on Chapter
Appendix
I.
II.
Practical
the
Arbitrary
-311
Function f(x)
312
Appendix
for
Form
for f(x)
315
320
321
322
323
329
363
General Index
365
HISTORICAL INTRODUCTION
A
trigonometrical series
+ (a
is
+ (a 2
if
cos 2x
+b 2
sin 2x)
the constants a
a l3 b lt
...
satisfy
the equations
"
= 2:~\\f(x)dx,
= If'
=-f
/(#) cos
rac cfo,
~n
""
>
Series
many important
In
corresponds tof(x)
there
is
f(x) sin
is
is
rac <&c
cases the
sum
if
the function
is
which
arbitrary,
in the interval
any a
sum
to assert that
7r, 7r),
la
is
He proved
quite rigor-
This correspondence
is
sometimes denoted by
00
HISTORICAL INTRODUCTION
at that
Fourier's
Series
FIRST PERIOD
The question
[1750-1850]
expansion of an arbitrary
and cosines
of
series of sines
function of x in a trigonometrical
the eighteenth century
multiples of x arose in the middle of
of strings.
connection with the problem of the vibration
the solution of the
The theory of these vibrations reduces to
differential equation
?t*~
and the
earliest
attempts at
its
ex*'
solution were
made by d'Alembert,*
at).
The principal
by a
difference
aiona any
expressions.
might be* given by different analytical
*
Mem.
tie
tfe*. cit.,
VAcademie de Berlin, 3
4 (1748), 69.
(1747), 214.
frc
cit.,
9 (1753), 173.
Bernoulli,
on
HISTORICAL INTRODUCTION
when
form
of a trigonometrical series
y = A 1 sin x cos
at+A 2
+ ...
must
The importance
discovery was immediately recognised, and Euler pointed
out that
this
it
This he held to be
is
mode
objected to the
a satisfactory solution
number
of demonstration,
by
first
of particles stretched
on
'a
weightless string.
From
the
when the
of particles infinite.f
initial
|*1
initial velocity
by
by
way he showed
y =2
In this
is
00
ri
H
QsTVJ
oo
y] -
1^
it is
series.
It
is
true
= 0,
in order
HISTORICAL INTRODUCTION
that
conclusions
demonstration to be complete.
these series was due
The further development of the theory of
of the reciprocal
expansion
the
of
to the astronomical problem
his
of the distance
in
by
limits
and
tt.
In this
way he found
1 f
that
Functionen," Jahresber.
d.
HISTORICAL INTRODUCTION
confidence,
coefficients of expansions
by other means.
It was left to Fourier
7r,
x),
a +(a 1
where
cosx+b 1
If
= ^\
77
If
bn
sin 2x)
+ ...
77
a n = -\
f(x)dx,
A7TJ - n
series
sin z)
7TJ - n
(n^l).
J ir
Some
of the proofs he
But
One
is
is
perfectly sound,
and not
9A7TJ
f(%)dx,
-jt
n^l.
f(x) sin nx dx,
7TJ _
HISTORICAL INTRODUCTION
The
is
his
arguments and
in
1807.
^7~R^n7"trber die
ZL, GoUi^en,
JLt
Werke
eine trigone.
Darstellbarkeit einer Function durch
and Matkemalucke
Abh. Ges. Wiss., 13 (1867), 2,
que
Ouvrage, en observant cependant
la
mamere dont
Auteur parvient
HISTORICAL INTRODUCTION
the time in the
Memoir es
de
VAcademie des
Sciences.
change, the
first
1822, he incorporated in
it,
When
Fourier
publishing
practically without
made by him
when
it
was
in the dis-
of his reasoning
was admitted.
equations n'est pas exempte de difficulties, et que son analyse, pour les integrer,
laisse encore quelque chose a desirer, soit relativement a la generalite, soit meme
du cote de la rigueur."
It
is
4, p. 185,
and
5, p. 153.
work
in the writings of
modern mathematicians:
Kelvin, Coll. Works, Vol. Ill, p. 192 (Article on "Heat," Enc. Brit., 1878).
"Returning to the question of the Conduction of Heat, we have first of all to
say that the theory of it was discovered by Fourier, and given to the world through
Academy in his Theorie analytique de la Chaleur, with solutions of problems naturally arising from it, of which it is difficult to say whether their uniquely
original quality, or their transcendently intense mathematical interest, or their
perennially important instructiveness for physical science, is most to be praised."
the French
a cote des ecrits scientifiques les plus parfaits de tous les temps, se recommande
par une exposition interessante et originale des principes fondamentaux; il eclaire
de la lumiere la plus vive et la plus penetrante toutes les idees essentielles que nous
devons a Fourier et sur lesquelles doit reposer desormais la Philosophic naturelle;
"La theorie de la chaleur de Fourier est un des premiers exemples de l'application de l'analyse a la physique; en partant d'hypotheses simples qui ne sont
HISTORICAL INTRODUCTION
He
The next writer upon the Theory of Heat was Poisson.
the
of
employed an altogether different method in his discussion
by a
function
arbitrary
an
of
question of the representation
onwards, which
trigonometrical series in his papers from 1820
e
Mecanique (2 ed.,
are practically contained in his books, Traite de
He began
(1835).
Chaleur
1833) and Theorie mathematique de la
with the equation
7.2
tUl
l-2hcos(x'-x)+h
and he obtained, by
inte-
gration,
{l-h 2 )f(x')dx'
r*
].
l-2hcos{x'-x)+
n
=\
J
While
it is
f(x')dx'
+22^1"
-n
true that
f(x')cosn(x'-x)dx'.
J -7r
by proceeding
to the limit
we may deduce
l[f(x+0)+f(x-0)]
equal to
liml^M*
/(zW+-i>n f
f(x')cosn(x'-x)dx'\
l,
the value A
are not entitled to assert that this holds for
this
for
converges
series
the
that
unless we have already proved
Fourier's Series,
This is the real difficulty in the theory of
value.
lost sight of in
been
has
and this limitation on Poisson's discussion
we
methode (i.e. his method of inte"Les admirables applications qu'il fit de cette
a la fois, assez simples et assez
sont,
Heat)
of
grating the equations of Conduction
geometres de la premiere moitie de ce
generales, pour avoir servi de modele aux
d'autant plus utiles, qu'elles ont pu, avec de legeres
siecle- et elles leur ont ete
de la
etre transportees dans d'autres branches
plus,
modifications tout au
l'Hydrodynamique et dans la Theorie
Physique mathematique, notamment dans
de
l'elasticite."
HISTORICAL INTRODUCTION
some presentations
j/^lnf dx...,b>a>0,
as
increases indefinitely.
ju
sum
By
this
point between
ir
and
ir,
and J(/( -
ir
provided that f(x) has only a finite number of ordinary discontinuities and turning points, and that it does not become infinite
in
7r, 7r).
f(x)
must remain
finite is
restriction that
f(x)dx
converges absolutely.
SECOND PERIOD
The
principal
names
[1850-1905]
and
*For a
full
may
Ann.
be made to Bocher's
Math. (2), 7 (1906).
of
HISTORICAL INTRODUCTION
10
unbounded function
cover
most
of the
mathematical
physics.
Riemann.
It led to
many striking
properties of
trigonometrical series, in general, and of Fourier's Series, in parHis aim was to find a necessary and sufficient condition
ticular.
Dirichlet
question
It
is
of the
should be widened.
study of Fourier's
Cauchy
in 1823f
And
Riemann
the
Integral
we owe
to the
Series.
much
He
in elementary text-books.
by the
a=a
in the
way
it is still
treated
points
ax
...
a n _ v a n = b.
S = (a 1 -a
)f(x 1 ) +(a 2
-a 1 )f(x 2
+...
+(a n -a n _ 1 )f(x n ),
S tend
to a limit.
The
definite integral
f(x)dx he
the function
*See note on p.
f-Cf.
is
continuous in
(a, b)
c,
in
6.
and (Euvres
122-29.
HISTORICAL INTRODUCTION
the neighbourhood of which
is
taken to be the
sum
may
it
of the limits
Cc-h
hm
11
Cb
and
f(x)dx
And
cm
...
if
lim
f(x)
f(x)dx,
discontinuous at a
is
the interval
is
is
applied,
when
is
finite
To each
of these
this is possible;
and
the integral
f(x)dx, for a
'
bounded
(2x)
of the series,
(3x)
n;
however small.
fundamental theorem proved by Riemann deals with the
Fourier's Constants
f(x)
-J
nx
He showed
dx.
cit.
6.
/(*) cos nx dx
HISTORICAL INTRODUCTION
12
hood
x,
tt)
if
f(x)
bounded and
is
integ-
of that point.
also led to
Riemann was
series of the
of trigonometrical
type
a +(a x cos x
when
+6 X
+(a 2 cos 2x +6 2
sin x)
sin 2x)
+ ...
He
obtained
such
series.
sum
of a trigonometrical series in
which the
coefficients
do not
all
these
in
influence
another example of the remarkable
had upon the development
the theory of Fourier's Series has
in this place to state that
sufficient
It will be
of mathematics.
of the trigonocoefficients
the
all
Cantor showed in 1872 that
Sets
Points,
of
metrical series
(
tt, tt),
In'
with
must vanish,
if
its
sum
is
zero at
converges in (-tt,
tt)
points of
nth order.
a trigonometrical
to f(z), where f(x) is integrable the
He also settled the
Series ior f(x).
series
all
where dense
set.
Many
much
simpler examples.J
received
the convergence of Fourier's Series
by Stokes (1847) and
attention, especially after the introduction
The nature
of
d.
p. 117.
28 (1909), 402.
HISTORICAL INTRODUCTION
13
known
since Dirichlet's
conditionally convergent,
It
had been
only
- 7r,
(a, b),
at
all;
its
7r),
if
any
interval
it
if
the series
itself
did not
converge.
The
now
conditions,
classical,
and Jordan.
Lipschitz
associated
\[f(x+h) +f(x-h)]
for
is
a convergent
dt
integral.
Lipschitz.J
in 1864
by
at
to
limi[f(x+h)+f(x-h)l
A->0
when
0<t^S
when
where
C and
una
HISTORICAL INTRODUCTION
14
was
Fourier's Series
The treatment of
by the introduction
simplified
by Jordan*
of his functions of
fix) converges to
of bounded
is
variation.
Constants were
During this period the properties of Fourier's
obtained, when
results
important
also examined, and among the
to cite that
sufficient
it is
the Riemann integral was still used,
when
which,
according to
usually called Parseval's Theorem,f
f{x)
in
tt, tt),
00
7Tj
Also,
if
f(x)
-
where a n
bn,
-*
and
*
integrable,
g(x), as well as their squares, are
f( x )g( x ) dx
= 2a oo +
+ h ^n),
iox f(x)
and
g(x) respectively.
If Fourier's Series for /(a) is
not convergent,
it
may
converge
to
or other of the methods
remarkthe
discovered
divergent series is adopted. Fejer in 1904
summed by the method of
able theorem* that, when the series is
at every point
arithmetical means, its sum is J [/(*+<)) +/(*-<>)]
only condition attached to
in (-tt, tt) at which f(x0) exist, the
shall be integrable in ( - tt, tt), and,
f(x) being that, if bounded, it
of
when one
if
unbounded, that
THIRD PERIOD
The theory
"summation" applied
[1905-
up by
Dirichlet,
Riemann,
of the nineteenth
Cantor, Dini, Jordan and other mathematicians
processes
limiting
the
of
century, with a fuller understanding
*Cf.
V Analyse,
Ch. V.
Soc.
tCf. de la Vallee Poussin, Ann.
Math. Annalen, 57 (1903), 175.
+Cf.
sc.
Brux.,
17B
(1893), 18,
and Hurwitz,
HISTORICAL INTRODUCTION
15
is
associated with
the
Riemann
it)
is
indispensable.
The
first
point to notice
according to Riemann's
is
that,
la Vallee
if f(x) is
definition,
Poussin and
W. H.
is
integrable
(L),
is
when
it
it
it is
is
integrable according to
integrable (R),
when
it
is
If f(x) is integrable
integral
and conversely.
of integration apply to
both integrals,
but one of the advantages for our present purpose of the Lebesgue
integral is that a function integrable (L) need not be continuous
*Annali di Mat.
fA
J
(3),
7 (1902), 231.
revised
A full
of Functions
HISTORICAL INTRODUCTION
16
integration, as
"almost everywhere"* in the interval of
if
Also
(fi).t
integrate
fn (x) is integrate
with a function
is
lim
(L),
integrable (L).
exists, finite or infinite, this limit is
fn (x)
more important
fix)
If
the case
lim
still,
then
fn (x),
f(x)dx= lim
and
And
much more
fn (x)dx.
that Riemann s
Returning to Fourier's Series, we remark first
of a bounded
Constants
theorem, according to which the Fourier's
to infinity
tends
n
and integrable function /(z) tend to zero when
or,
more
generally, that
nz
Hm "/(*)
<fe
with the
= 0-applies
or not, integrable
Lebesgue integrable to any function, bounded
usually referred to as the Riemann-Lebesgue
This is now
Theorem or Fundamental Lemma and may
(L).
be
stated
as
follows:
If f(x) is
integrable (L) in
(a, b),
S
lim) f{x)
then
nxdx = 0.
[/(*+2a)+/(-2a)]
=;
^-
<*>
7TJ
and we
this that
from
find
ff
,.
=7T
n _>oo
lim
f*
sin
0(a)
(2n+l)a~ ,
da
K
where
lim
for
s n (s)
some positive
*A property
is
=/(x),
if
lim
f Cf
Appendix
Appendix
Unnales
0(a)
<*a
A.
+ See
>
n -^ooJO
an
interval,
if it
holds for
all
zero.
II, 10.
II, 15, 18.
Sci. de
VEcole Normale
(3),
20 (1903), 453.
HISTORICAL INTRODUCTION
17
known
conditions.*
is
of
iT
f{ x )dx = aQ (x +tt)
+2 ~( a
n sin
nx +6 n (cos
nir
- cos
series.
nx)),
where x is any point in ( - tt, tt), for any function integrable (L),
whether the Fourier's Series converges or not. And the new
series
converges uniformly to
tt).
Term by term
term by term,
it fails
cannot
tt, tt), it
00
be a Fourier's Series.
In this
way
it
^ sin nx
w^2 log
is
[/(*)N*=2V+i>B* + &A
l\'
^)_J(x)9(x)dx = 2a a
+f> a
n n
+bj n
les series
trigonometri-
ques, p. 59.
f Cf.
{This example
les series
trigonometriques, p. 100.
p. 765.
Other
HISTORICAL INTRODUCTION
18
f(x)g(x)dx
Fourier's Series
But one
may
its
of the
Theorem
known from
its
is
the
discoverers as
:*
oo
Any
+6 n 2
converges
is
made
is
integrable (L) in
to the application of
summa-
tion
investigation
of
sufficient
conditions
that
Fourier's
Series
be
summable
(C, r) at a point in
ir, it).
general condition.
is still
unsolved.
conditions
HISTORICAL INTRODUCTION
19
REFERENCES.
Burkhardt, "Entwicklungen nach
d.
Math.
Ver.,
Gibson,
"On
11 (1893).
Hilb
Enc.
d.
u.
iiber trigonometrische
et seq.
Reihen,"
(Leipzig, 1922).
le
XXV.
RlEMANN,
he.
Cit.
Zeitschrift,
25
[CH.
CHAPTER
Rational Numbers.
is
For
this reason
we
The idea
of
number
is
formed by a
series
of
generalisa-
a = by
y,
so
that
the
equations
case, a
is
and
of
b.
multiple
a
is
a
case,
second
the
in
greater than b, and,
are
numbers
negative
and
fractional
To overcome this difficulty
introduced, and the system of rational numbers placed at our
first
disposal.*
of the system.
and
c are
we
rational
*The reader who wishes an extended treatment of the system of
(Leipzig,
numbers is referred to Stolz und Gmeiner, Theoretische Arithmetik
und Funktionenlehre
1900-1902) and Pringsheim, Vorlesungen uber Zahlen(Leipzig, 1916).
20
1-3]
one and
less
any two
different rational
of rational
2.
21
numbers.*
The introduction
bers
may
of
On
matician, with
whom
equation afi = a
cannot be solved in terms of positive integers
unless a is a perfect
b power.
To make the solution possible in
But
it
will
haS a
^ "^ ^^ amt6ger
SUCh
^
SltTt^ r^
SGt
th-T^T
When we
say that
it
thingS
^ ^
finite
number
of
nUmb -
me ^bers, we mean
f
^^^V*-
re^^^^r^^:
(or
.
when
its
it
has
-*- -
>
abie)
- tne
t(.
Hobson
Proc.
London Math.
same author's
22
[<*.
which
not confined to numbers
coefficients
algebraical equations whose
arise as the roots of
of irrational
system
numbers
is
ar
.,.
is
divisibility
which the property of unlimited
Take any segment
indefinitely.
TtSght line L produced
of thi
as origin or
definite point of the line
as unit of length, a
for the positive
directions of right and left
zero point, and the"
corresponds a
To every rational number
senses.
Zl
and negative
.2
-1
FIG.
1.
on the
line.
If
the
takngTof
and
fZUable
comm
ing to rational
There are,
IS
Lm
as
points.
numbers may be called rational
points on
number
of
however, an infinite
points.
are not rational
please
we
as
nearly
the
Although we may
by choosing more and
line
approach
mo
are
we
is infinitely richer
in numbers.
thpsustem of rational numbers
all
we desire to follow arithmetically
Hence it is clear that if
rational numbers are
the straight line, the
the properties of
this system by the
extend
and it will be necessary to
tumcS.
numbers.
creation of other
3, 4]
23
we
shall
number
/?
number
greater than
ft
does so also.
The lower
(I)
class
arise
every number
upper
class all
(II)
less
The upper
class
all
class
It
is
arise
The lower
24
[oh. i
12
4-
4 5 6 7 8 9 10 11 12 13 14 15 16 ...
squares are as near
However there are rational numbers whose
instance, the numbers
these numbers as we please. For
1 2 3
...
1-4142,
1, 1-4, 1-41, 1-414,
...
2,
set
containing
one
Then every rational number belongs to
class is less than
Also every number in the lower
or the other.
lower class has no greatest
every number in the upper. The
number.
smallest
number and the upper class has no
class
greater than 2.
by
rational
numbers
of its
of its
upper
lower
class,
is
defined
described above.
by
it is
and
less
greater than
than
all
the
class.
number J2
We
this division.
sections.%
The
irrational
numbers
is
The system of irrational numbers
numbers , 4/5, etc.
a
into
numbers
divisions of the rational
e iven by all the possible
rational
every
B, such that
lower class A and an upper class
^.^^ "'
needed,
a formal proof of this statement is
Pure Mathematux (5th
translation, p. 14, or Hardy, Course of
~If
fCf.
Hardy,
loc. cU., p. 8.
ed., 1928), 6.
EngBsh
4-6]
number
is
numbers
lower class
25
of the lower
class,
class
while the
no smallest
number.
In other words, every irrational number
is defined by its section (A, B).
It may be said to "correspond" to
this section.
The system of rational numbers and
irrational numbers
together make up the system of real
numbers.
The
rational
divisions of rational
numbers.
J the
same symbol.
least
a rational number.
They
are always
different or unequal.
rati
^*T
l
the text,
26
"x.tL-
two
sections
when they are given by different
,.
by
h
r.",
ratlnal
rr,-
numbers, one
of
>
them
is
_,
< is
used in aea
If
- - -
end of
and
5.
nnmbers there
as will
(I)
is an infinite number
of real nnmbers,
system
the
similar property holds for
different rational
numbed A
now be shown:
Between any W o
sr- .-
the
sections, as explained at
7
of
:S
different real
are given
r= * -- * ';rr'."
or unequal,
sr^
[ch.
different real
numbers
of rational numbers.
rational, the property
a and a are
is
an
** number
known.
'
greater than a
than a and
and these numbers are less
the case when a <a.
to
applies
proof
P
A similar P
general
proved can be made more
The"lmlt which has just been
&er of
tkere are an infinUe
two different real numbers
(II) Between any
B' of
a';
irrational numbers.
a<a./
given numbers, and suppose
n' hP the two 8
and p", such that
numbers
Tl any two
atlna !
and
p" there
/J
^T^a^al
number.
must be an
If this
does not
< ?
<^
we
irrational
lie
between , and ,. by
^H
6-8]
27
For we can
it a suitable rational number we can make it do so.
two rational numbers m, n, such that m<i<n and (n - m) is less than
- ft). The number ft - m + i is irrational, and lies between ft and ft'
adding to
find
{ft'
8.
We
Dedekind's Theorem.
shall
now prove
very im-
way
is
and B,
that
(ii)
every
number belongs
(iii)
every
number in
to
is less
The lower
(i)
class
class
number
and
the
upp
class A, since
b,
greatest
m is
rational, since b
If b is irrational,
This
is
evident
if
b is
B' is part of B.
we can take
m and b.
and
the
number
is
the
number
a of our theorem.
(iii)
The lower
class
class
greatest
property.
number and
the
upper
this
28
[ch.
Let
m to the
number
greater than
class B.
also.
m>
m.
argument applies to the case when
a belongs to
number
separating
the
discussion
above
the
In
to the upper
belongs
it
(i);
case
in
rational,
is
and
the lower class,
similar
class,
and
is
belong to either
class, in case
(ii);
it is irrational,
and may
(iii).
Fig.
2.
off
from
on the
line lengths
corresponding segments.
Let
OA
We
first
the measure of
point.
an
the segment
is
OA
is
the irrational
and that
number
defined
by this section of
Thus to any point of the line L corresponds a
and to different points of the line correspond
numbers.
real
number,
different
real
THE SYSTEM OF REAL NUMBERS
8-10]
amounts to
To
every real
number does
29
there
we can answer
tinuum)
of the
the terms
10.
instructive to see
It is
how
They appeared
d.
30
alone.
lines
determined
ratio of
[ch.
a definite (irrational)
to
two consecutive
integers,
by
applicability of number
this question in another light, since the
Coordinate
spatial magnitude is a fundamental postulate of
to
Geometry.
were
the
were so
to quantity without
any
hesitation, and,
to
conversely, where existing numbers were found inadequate
that
ground
sole
measurement, new ones were created on the
every quantity must have a numerical measure."*
definite
infinite
continued fractions).
*Cf. Russell, Principles of
The
justification
for
regarding such an
XIX,
417.
10]
31
measurement
as those
other segments.
However
by the
which gave a
any
it
same methods of
number for
any way follow from
aid of the
definite rational
does not in
number; that
is
to say, that
we can
consider as evident
first
arithmetical
representation.
Cantor*
equivalent to
it)
32
REFERENCES.
Bromwich, Theory
Dedekin'd,
Stetigkeit
und
De la Vallee
duction,
App.
I).
Poussin, Cours
Number
(Chicago, 1901).
d? Analyse,
1.
Goursat, Cours
a"'
Hobson, Theory
Analyse,
1923), Ch.
1
I.
iiber
(2 Aufl.,
I.
Berlin,
(Leipzig,
1916), Absch.
Tannery,
Ch.
Theoretische
Arithmetik
XXXIV.
(Leipzig,
1902),
Abth.
II,
I.
And
Pringsheim,
Enc.
d.
"Irrationalzahlen
I, Tl.
u.
Konvergenz
unendlicher
Prozesse,"
I (Leipzig, 1898).
WM
CHAPTER
II
INFINITE SEQUENCES
AND SERIES
We
numbers or
sets
may
be
finite or infinite.
are
all
different.
them simply
as aggregates.
Their number
we
shall refer to
on
a line instead of
far
on.
is
may
Mengenlehre.
33
AND SERIES
INFINITE SEQUENCES
34
[ch. ii
numbers
The aggregate of
bounded on the left.
than zero is bounded on the right. The
positive numbers less than unity is bounded
is
less
aggregate of real
an
it is
bounded.
When
M which
We
can arrange
may
be,
there is a
e.
all
number
number x
and B,
will
It will
x.
be put
Since the
classes,
number
of the class B.
aggregate
By
is
Dedekind's Theorem
( 8)
number
there
is
number
greater than
number
than
less
M separating
M belongs to
M to the class B.
We
of our theorem.
number
shall now show
of
(E) greater than M.
number
In the first place, there is no
+h (h> 0). Then the
For suppose there is such a number
+\h, which is also greater than M, would belong to
number
would not separate the two classes A and B.
the class A, and
In the second place, whatever the positive number e may be, the
number M-e belongs to the class A. It follows from the way
in which the class A is defined that there is at least one number
of (E) greater
than
This number
It
may
M-e.
is
*This notation
term ensemble.
is
bound
This occurs
being the
first letter
of the
French
INFINITE SEQUENCES
11-13]
AND SERIES
35
number of terms.
But when the aggregate
number of terms, the upper bound need not
For example, consider the rational numbers whose
contains a finite
contains an infinite
belong to
it.
2.
This aggregate is bounded on
upper bound being the irrational number J2, which
does not belong to the aggregate.
On the other hand, the aggregate of real numbers whose squares are not greater than 2 is also
bounded on the right, and has the same upper bound. But
the right,
its
J2
upper bound
of the aggregate (E) does not belong to
must be an infinite number of terms of the aggregate
- e, however small the positive number e may
between
and
If the
there
it,
It
If
bounded on
is
properties:
no number of (E)
is
smaller than
m;
The number
defined in this
the aggregate
when
it
As above,
may
be,
there is a
number
way
it
is
may, or may
bound
not, belong to
m+e.
finite
number
of
terms
it
But when
must belong
it.
an Aggregate.
'
There are an
infinite
111
"<""
2'
number
3'
interval,
aggregate cluster,
More
is
any
right.
of
an
French, point
limite;
German, Hdufungspunkt.
INFINITE SEQUENCES
36
AND SERIES
[oh. ii
distance from
hypothesis.
be a limiting point, contrary to our
one limiting point. The
than
An aggregate may have more
form an aggregate with
rational numbers between zero and unity
every point of the
an infinite number of limiting points, since
that some of
noticed
It will be
a limiting point.
segment
(0, 1) is
3'"' n'"'
'
a limiting point,
The
the aggregate.
is
2'
and
Theorem.
is
An infinite aggregate,
an aggregate
bounded above
and have
Let the infinite aggregate (E) be bounded,
bounds.
for its upper and lower
We
can arrange
to
the real numbers in two classes relative
A
class
the
to
belong
to
said
be
will
number x
when an
will
all
M and m
infinite
number
of
x.
It
Since
By
Dedekind's
p-e
However small the positive number e may be,
interval
the
Thus
B.
class
the
to
e
belongs to the class A, and p +
of the aggregate.
contains an infinite number of terms
classes.
Hence
/u is
a limiting point.
numbers a^and h taken
the difference between two real
With this
of (a - b).
modulus
or
value
and to call it the absolute
""^rTr^l^note
positive,
by
notation
\x
\a
- b\,
+ y\^\x\ + \y\,
\xy\
= \x\\y\.
INFINITE SEQUENCES
13-15]
As
will be seen
AND SERIES
bounds
of 13, the
37
M and m
e.g.
length, then
15.
of
it
must have at
..
7/
is
speak of an
infinite
sequence
,.
be written down.
The sequence
is
We
Convergent Sequences.
numbers
may
u^
said to be convergent
u^
and
This property
is
to
so fundamental that
precisely, as follows:
is
A _ u n\ <
e,
provided that
n^v.
2'
'
is
3>"'
is less
employed
than
'"
e
in this connection
n greater
is
lim u n = A,
The
to infinity,
u n has
the limit
A*
positive
as
making
is being defined.
very frequently have to employ the form of words
which occurs in this definition, or words analogous to them, and
We
shall
limit
as
n tends to
infinity"
is
also used.
INFINITE SEQUENCES
38
AND SERIES
[oh.
with them by
advised to make himself familiar
following sequences are convergent
formally testing whether the
the beginner
or not
is
1,11
()1,
(6)i,
5.
2'
W
2
<<*
(C)
1+ + 2*
1 +
1+
2'
2
1.
l
'
'
-1
en.
-| 1--
- 1 '--
J
-
distinct limits
sequence cannot converge to two
and B.
If this
The
of the limit
knowledge
it.
frequently be impossible to use
when
the convergence of a sequence,
The
we
Thus
it
wil
is that
\u^-u
as
that
n becomes
positive integer v exists such
integer
p.
n^v, for every positive
small as we please
when
More exactly:
A necessary and
to the
sufficient condition
uv
sequence
u2
u3
..
7
limti
...
we
has been chosen, as small as
positive number e
such that
be a positive integer v
shall
please, there
n^v, for every positive integer p.
is that,
if
We
any
-u\<6, when
is
necessary;
i.e. it
In the words of
loc. cit.,
Enc.
d.
6,
260)-ist der
un damentalen
AND SERIES
INFINITE SEQUENCES
15]
The condition
(i)
is satisfied;
secondly that,
in other
is sufficient.
is necessary.
We know
39
that there
e,
then take
Je.
is
Therefore
\u n+p
+3,
- u n ) = (u n+v -A)+(A-u n ).
<
+\A-u n
n>
if
fc
v,
We
it
does not.
(a)
Let there be an
Then,
\
infinite
number
of terms equal to A.
if
for
^ v,
and p
some value
is
any positive
of p,
integer,
and we have
number
finite
of
another.
u n+ v ~
number
n^N,
e,
then take \
N such that
we have
\
all
positive
a positive integer
<|f, when
It follows that
Therefore
is
u n~ u N\<2 when
>
n^N.
u n+s ...
Un+i, u n+2
within the interval whose end-points are u N - Je and u +|e.
N
There must be an infinite number of distinct terms in this
sequence.
Otherwise we would have an infinite number of terms
,
lie
AND SERIES
INFINITE SEQUENCES
40
[oh.
ii
limiting point
(Cf.
aggregate
This
is
14.)
.,
were
-u n \<e, when n ^ v,
shows that
all
u2
uv
w3
...
converges to
We
as
n tends to
qo
A = (u n - u N + (u N - A).
\u n - A\^\u n -u N +\u N -A\
un -
have
Therefore
<
<
|e
ie,
when
when
6j
n^N,
n^N.
positive
is that, to the arbitrary
of the
number
e,
_ Un
<e
when
n^vjor
It
is
ea^to show
may
be replaced by the
following:
In order
U\,
uv
**3>
if
number
e,
integer p.
is satisfied
by n = v.
INFINITE SEQUENCES
15, 16]
Further,
number
to the
AND SERIES
41
if
<=
M n+?> un\
\un+P - u n+p ,\
!
But
< h e fr every
^ \un +v
< 2 + l
positive integer p.
-un +
- n
are any positive integers.
also satisfied, and the sequence con
\
\u n+p .
when p\ p"
>
is
verges.
16. Divergent
Wj,
u2
u3
In the
(i)
if
the terms
first place,
When
arise.
may have
the sequence
...
+ oo and we
diverges to
divergent,
is
and that
it
write this
lim u n = + oo
n>-oo
(ii) In the second place, the terms may
have the property that
any negative number - A is chosen, however large A may be,
.
if
there
is
oo
and we write
lim
u.
divergent,
is
and that
it
this
00
7t>OU
The terms
when n
is
- oo
A sufficient
whose general term is
to
illustration of this
is
l) n n.
After some value of n the terms must all have the same
sign,
the sequence is to diverge to + oo or to - oo the sign
being
positive in the first alternative, and negative in the second.
if
When
(lii)
to
+00
or to
oo
it
is
and
said to oscillate.
among
are placed
INFINITE SEQUENCES
42
AND SERIES
[oh. ii
An
is
oscfilates
oscillates
infinitely.
We may
quences by
i.e.
se-
and divergent
distinguish between convergent
has a finite limit,
saying that a convergent sequence
divergent sequence
a
is a definite number;
lim u n = A, where
limit, i.e.
u -
co
But
it
removed later.
remark applies to the phrases
restriction will be
similar
divergence to
to our
This
+o or
earlier use of
co
term, and
it is
these
numbers. But the creation of
nsed as the domain of the
matter
a
be
would
these points,
numbers, and the introduction of
for separate definition.
17. 1.
the sequence
Monotonic Sequences. If the terms of
u lt u 2i u 3 ...
,
relations
satisfy either of the following
or
u x ^u 2 ^u z ...
u 1 ^u 2 ^u 3 ...
be monotonic.
^u n
^u ni
,
...
...
INFINITE SEQUENCES
16-17. 2]
In the
first case,
AND SERIES
43
may
Obviously,
when we
The
till
tests for
if
such
exist,
If the sequence
is
Uv
u%t
its
WjJj ...
terms are
number B,
P such
un
that
fS
($
tk
all less
its
limit
a number
integer n.
n^v,
its limit.
If the sequence
Uv
Wgj
Wjjj ...
is
^a^A
17. 2.
Let u lf u 2 u 3
,
Let
and
and so
...
M
M
. . .
. . .
on.
*The words
words in
steadily increasing
in this connection,
added.
AND SERIES
INFINITE SEQUENCES
44
mv m
Similarly let
m3
2,
sequences.
M ^M \=M^ ...^m r
Then
Thus
ii
...
[oh.
lim
Mn exists
( 17. 1.).
n>qo
Let this limit be A.
To the
But
number
arbitrary positive
such that
A = Mn <A +
v is
^.M v when
<A+
when
e,
i?
n,
v,
when n^v.
Therefore u n
Thus u n
...
v.
v.
u v u VJrl u v + 2
,
...
(say
u A)
greater than
is
- e,
A^M '^M
Then
And
u v ,) of the
way we have the infinite
In this
UA
all
A-
greater than
u v u v +1
set
',
'
u' +2 ,
...
is
greater than
A-
e.
set
Uyrr, ...
Uy>,
e.
We have
sequence u x u 2 u z
,
<A
>A-
positive integers.
A,
x,
we have
ra 2
ra3 ,
...
we
mn
exists.
>A-
e,
for
It is clear that
AiS
A.
sequence u x u 2 u z ... is
It is clear that as u x u 2 u 3 are positive and the
is bounded
bounded above, the sequence of positive terms u x v x u 2 v 2 u zv 3 ...
,
above.
French la
German
:
tion.
e.g.
(inferior).
INFINITE SEQUENCES
17.2-17.4]
If possible, let
Take 2e=fx' -
Km
/j.,
=//> /x=!im u n
(un vn )
and
45
let
AND SERIES
is
n>oo
K~
I<^
when w ="i-
But
un =/x, there
since lim
n>x>
is
a positive integer
i'
Therefore
where
But
1/
< /a +
is
vt
we know
n-><x>
when
and
w.
such that
a,
y2.
jg
r,
v2.
that un vn
> // -
e,
for
an
infinite
number
of values of n.
ft.
it
fx.
(i)
n-*oo
We
n>oo
Let
lira
n*
If possible, let
Then
there
is
A>
n-w
I,
a positive integer
v,
such that
A^A.
But
Therefore
(ii)
n.
we must have
A=X=
l.
sequence
value.
We
lim un =
n>x>
A = A =lim un
n>oo
<A
i=
un > A - e, when n iS
v2,
INFINITE SEQUENCES
46
\u n
Hence
where
v is
the larger of
v %.
->qo
n>co
n><x>
this notation
and
positive integers v x
Km un = lim un = lim un
With
[ch. ii
the two
Thus
(iii)
AND SERIES
con.
easy to establish the general principle of
it is
But,
it is
clear that
is
. .
bounded.
exist.
upper and lower limits of indetermination therefore
unequal.
be
and
k
A
let
before,
as
notation
the same
Its
With
2=A-A.
Take
There
is
a positive integer
\u n+P
such that
-u n \<, when
n^v
and p = l,
2,
(1)
(2)
un
But
And
Let
v,
v',
v" be the
first
which
(3)
satisfy (2)
and
(3) respectively.
l3
A2 Az
,
...
be
an
(ii)
lim un exists.
each
infinite set of closed intervals,
as
n tends
to infinity.
Then
there is one,
and only
one, point
which
a+
a.
Fig.
3.
Then we have
and
^a 3 <b v
&i^6 2 = ^3 > a v
a 1 ^.a 2
...
from
AND SERIES
INFINITE SEQUENCES
17.4-19]
of end-points
a2
a lt
has a limit, say
a,
47
and a n
^a for
a3
>
(!)
( 17. 1).
Now
less
it is
than
/?,
and
bn
6 3 ...,
bv
h2
ft
(2)
clear that,
ft
( 17. 1).
cannot be
a.
-a n >f$-a = 0.
lim (b n -a n = 0.
bn
But
Therefore this
a=
It follows that
fi.
sequences
(1)
and
(2) satisfies
the inequalities
an
^.a^b n
the intervals.
all
values of
Since
we would have
be
is
y)
can satisfy a n
^ y ^ bn
for all
same time
at the
lim a n
which
(e.g.
n.
^y
and
lim b n
n>-qo
n><x>
impossible unless y = a.
19.
The Sum of an
an
infinite sequence,
^ y,
Infinite Series.
and
let
2~
sn
the successive
sums
2'
'
= u 1 +u 2 +u 3 +
...
+u n
be formed.
If the sequence
is
convergent
series
and
and has
sv
the limit
s2,
s,
u1
s3,
...
sum
of the infinite
+u 2 +u 3 + ...
if
INFINITE SEQUENCES
48
It
must be
infinite series is
limit,
AND SERIES
what we
sum
call
of
[oh.
sum
the
n terms
ii
of the
of
as
n tends to
infinity.
to
infinite series is divergent, or diverges
may
+00 or -
00
as the case
be.
- 00 then it
does not tend to a limit, or to +co or to
of these
definitions
the
to
according
oscillates finitely or infinitely
oscillates
series
the
that
say
In this case we shall
16.
,
If s n
terms in
finitely or infinitely
any positive
The series converges and has s for its sum, if,
is a positive
there
number e having been chosen, as small as we please,
integer v such that
s - s n < e, when n^v.
(i)
(ii)
the series
necessary and
is that, if any
sufficient condition
positive
number
5n+j)
<
p.^\
converges, lim
It is clear that, if the series
u n = 0.
This
is
con-
1+1+4 + is
divergent, though
If
lim u n = 0.
we denote
u n+1
or
s n+p
-s n by
,
Rr
As remarked
positive
number
positive integer p.
AND SERIES
INFINITE SEQUENCES
19, 20]
+u 2 +u z +...
u1
and has
converges
s for its
For we have
sum,
the series
sum.
its
s n+p
49
= s n + p Rn
clear that
it is
lims n+p = s.
Km p R n = s-s n
Therefore
P-+CO
Thus
if
we
write
Rn
for the
sum
of the series
we have
The
= s n +R n
convergence can
now be put
in the
form
Rn
and
is
PRn
20. Series
Let
u1
all Positive.
+u 2 +u 3 + ...
+ oo
limit, or it diverges to
all positive,
s1
= u1
s3
= u 1 +u 2 +u 3
When
order
we please
is also
c.i.
AND SERIES
INFINITE SEQUENCES
50
u1
s 2 = u 1 +u 2
s 3 = u 1 +u 2 +u 3
s1
Let
[oh. ii
(U),
5 2>
5 1>
'
sum
of the series.
bounded and its upper bound
the series obtained
for
aggregate
Let (V) be the corresponding
the understanding
on
please,
by taking the terms in any order we
is less than s.
(W)
in
we have explained above. Every number
be a number
must
s, there
In addition, if A is any number less than
a number of (W) greater than
of (U) greater than A, and a fortiori
bounded on the right, and its upper
A. The aggregate U') is thus
therefore the same as the
bound is s. The sum of the new series is
s is
is
the
sum
of the old.
ux
whose
must also
following theorems
u1
If the series
convergent and
all its
we obtain by changing
diverge.
may
is
The
+u 2 +w 8 + ...
( 19):
+u 2 +u 3 + ...
this, either
terms,
(I)
or
(2)
or
(3)
its
its
terms,
diverge
convergent,
same sign
when
the series in
converges.
which
all the
is
said to be absolutely
AND SERIES
INFINITE SEQUENCES
20-22]
51
ux
is
is
absolutely convergent
+u 2 +u z + ...
when the
convergent.
It is obvious that
an absolutely convergent series is also convergent in the ordinary sense, since the absolute values of the
partial remainders of the original series cannot be greater than
those of the second series.
- 1 +1
...
is
convergent.
+|+}
...
is
divergent.
series
The rearrangement
the
s n , as
this function
has a
of the terms
introduces a
limit,
or, if it
changed.
Let
series
the negative terms of (S), also in the order in which they appear.
If the number of terms either in (') or
(") is limited, the
theorem requires no proof, since we can change the order of the
*Cf. Osgood, Introduction to Infinite Series
(1897), 44.
INFINITE SEQUENCES
52
sum
[ch. ii
to the
sum, which includes the terms of (S) up
its
altering
number, without
of the class which is limited in
same
are of the
and we have just seen that when the terms
terms in the
last
AND SERIES
finite
sign, as in those
which
in the
follow, the alteration in the order
be the
sn
In this
sum
sum
let n'
sum.
infinite series
Let
its
n terms of (S).
terms be positive and n" negative.
of the first
= s' ~~ s"">
sn
Then
s-<ff,
s n -J-
Now,
as
n increases
VV
,
Thus, as n increases
never diminish.
a.
...
and s"
lim (s) =*'-*",
Thus
Hence
the
sum
s'
sums
the
sum by
remains
changed
and has the same sum when the order
exists
correspondence
a one-one
in any way we please, provided that
and the new.
between the terms of the old series
of its
convergent
We
series
Any
series
value to the
terms
absolutely convergent
corresponding terms of an
is
absolute
An
AND SERIES
INFINITE SEQUENCES
22, 23]
53
we suppress a
certain
number
of
its
terms.
u1
+u 2
+...
v1
+v 2
+...
+v x Jr{u 2 + v 2
(u 1 -v 1 )+(u 2 -v 2
series
(u
and
and
sums
+...
+...
their
sums
are
and V,
are equal to
the
UV
re
Let
(S)
be such a
must both be
its
terms.
series.
infinite in
converge absolutely.
in
if
one of these
series
We
make
to
we
care to name.
Let a be any positive number.
First take positive
numbers from
(S), in
sum
greater than
which they
Then take
the order in which they appear, stopping
is
a,
whenever the combined sum is less than a. Then add on -.as many
from the remaining positive terms as will make the sum exceed a,
stopping
first
exceeds
a;
way we form
In this
terms as
(S), in
INFINITE SEQUENCES
54
Now
and
terms be u v u 2 u 3
,
...
its
when n^v.
| n |<e,
AND SERIES
taken.
groups of negative terms have been
a
ElG. 4.
Then
it is
clear that
),
<
similar
when
n'
^ /.
limsV = a.
Therefore
e,
argument holds
number,
the negative
theorem:
have thus established the following
arrange
series is given, we can so
If a conditionally convergent
converge
series
new
the
sum
of
terms as to make the
We
to
to
name.
REFERENCES.
Bromwich, loc.
De la Vallee
Ch. I-IV.
cit., 1
XI,
Goursat, he.
^ngsheim,
d.
cit.,
Potjssin, he.
cit., 1
I, Tl. I
(Leipzig, 1898).
CHAPTER
III
we speak
of a function of x,
we usually mean a
some
cases,
variable x
range
is
unlimited;
is
in the last
\x\
e.g.
x2
Jx,
real expression
log x,
sin" 1^.
In
In the
first of
in the second,
x^O;
in the third
x>0; and
^1.
is
included
(i.e.
^ x ^ b)
it is
said to be closed.
are
An interval may be
a<x^b).
And when we
a^x^b,
/(#),
*In Ch.
either,
55
56
[ch.
hi
'
bound, and
The
vice versa.
difference
(M-m)
is
function
called the oscillation of the
the interval*
may
be
a function
It should be noticed that
interval.
the
in
interval, and yet not bounded
/(0)=0,
E.g. let
and /(z) =
determinate in an
when x>0.
near to zero.
name, by letting x approach sufficiently
not attain its upper and
Further a bounded function need
and need not be members of
in other words,
lower bounds;
Eg
/(0)
let
= 0,
and f(x) = l
-x when O^spSl.
interval (0,
This function, given in the
unity.
zero, but not its upper bound
25. lim f(x).
limit
when n^o
of a sequence
1),
we have
u v u 3
...
bound
In other words,
where n is a positive
we have been dealing with a function f(n),
->>
the limit of this function as
integer, and we have considered
limit
the
and
x
the function of the real variable
We
now to
when x^a.
pass
Differential
The idea is familiar enough. The
the
But for our purpose we must put
Calculus rests upon it.
what
and a definition of
on a precise arithmetical footing,
of fix)
matter
exactly
definite
is
of a function of x, as
x tends to a
'
*Hobson,
loc.
the
cit'l (3rd ed., 1927), 280, uses
term fiuctwdion.
AND CONTINUITY
LIMITS
24, 25]
57
e
the interval (a -
When
this
Mm f(x) = b,
x>a
condition
satisfied,
is
to \\mf(x)
b,
and
= b,
is
x=a
that
it
when x
is
statement
equal to
is
a.
made
The
first of
these inequalities
is
inserted
expressly to exclude x = a.
Hm/(z)
is
and
x-*a0
lim f(x)
x->a+0
It is convenient to use f(a
for
limits
lim f(x).
x^a + O
The
and left-hand
=b
=
thus includes
lim f(x)
= b.
x-^-aO
+ 0) for
lim f(x)
x-+a+0
when
lim f(x)
x->a
to
this case
we say
that limf(x)
= + oo
x-^-a
Again,
it
however large
In
this case
we say
that
0<\x -a\^r\.
lim f(x) = -
oo
ZH
are obvious.
58
When
oTto -oo,
to +00
as x->a,
when
[ch.
hi
it is
It
that
in' some neighbourhood of
oscillates finitely &f(z) is bounded
a in
of
neighbourhood
oscillates infinitely if there is no
It
point.*
If lim f(x)
as small as we please.
Let the positive number e be chosen,
numbers rj v r) 2 such that
Then to \e there correspond the positive
Thus,
if
77
\f(x)-a\<ie, when
0<|x-a|^^ 1
\g(x)-P\<he, wiien
0<\x-a\^r] 2
is
rj 1
or
rj
<
<
2,
\f{x)+g(x)-a- P\^\f(x)-a\+\g(x)|e
P\,
when 0<|z-a|^,
when 0<|x-a| ^*7-
|e,
e>
Therefore
The Limit
of a Product.
If \imf(x)
=a
and \img(x)
= P,
x-^-a
x-+a
then lim[f(x)g(x)]=ap.
f(x)=a + </>(x)
Let
\im<p(x)
Then
x^a
From Theorem
wh^
and
g(x)
= P +y>(x).
]imip(x)=0.
x -+a
f(x)g(x)=ap+P<p( x ) + a
Also
*f(x)
and
^W +0(
if
a Ov( a O-
hm[</>(x)y>(x)]
= 0.
in the neighbourhood of
satisfy a certain condition
the condition is satisfied
a positive "number A such that
is^iTto"
there
"
x a
neighbourhood* meant to include the point =
denned by \x - a\ fr h.
^im'eti^the
this case it is
x-a
when
itself.
In
n-o
functions of the positive integer n, as
tThe corresponding theorem for
of
in the argument of certain seetxons
useful
is
and
way,
same
provedTthe
,
is
AND CONTINUITY
LIMITS
25, 26]
Since
<j>(x)
\p(x)
required,
it
59
But
if
e,
we have,
x
when 0<\x-a\ ^t} 2
\f( )\< Je,
if
rj
is
lim
(I),
r\
or
rj
when 0<\x-a\^r).
\<p(x)xp{x)\<,
Therefore
as in
when 0<\x-a\^rj p
\<P(x)\< Je,
Thus,
a formal proof
[(p(x)y)(x)]
= 0.
XHt
(i)
=-.
<p(x)
(ii)
The
*-*a
= <p(x) +a
+a
= p^0,
then lim
x-+a
(II)
and
x -+a
(III
[-^1=
L^(^)J
fi
(i)).
lim f [<(*)].
XHI
Let
lim
<f>(x)
= b and
x-+a
Then
We
lim/[<(z)]
XHl
=/[ lim
XHl
</>(x)].
'
number
number
such that
rf 1
Also
(1)
we
yjsuchthat
Combining
a positive
when 0<\x-a\^ v
the arbitrary positive number
\<f>(x)-b\<r]l
and (2), to
number rj such that
(1)
lim
XHl
f[<f>(x)]
=f(b) =f[lim
<(*)].
number
(2)
there corresponds
60
[ch.
hi
or
+ oo
EXAMPLES.
1.
If
is
n
a positive integer, lim x =0.
2.
If
is
a negative integer,
+a 1 xn - 1 +
lim (a x n
3.
*=+>; and
lim
lim
.> = - oo
x-^v
x-^ +
= 1.]
...+a n _ 1 x + a n )=a n
x-^0
/ an"
5.
+ a, w
-1
+-+flm-i + fl )-g
unless bw =0.
lim
:r
=a n
if
is
x-^a
6.
P(x)
If
then
= a x m + a x x m - x + ...+ a m _ x x + a rrv
\im P(x) = P(a).
x-^-a
7.
1
P(x) = a x m + a^- + ...+ a m x x + a m
- 1 ...+b _ x + b
n
n
+
x
b1
n
Q(x)=b x
n 1
__
Let
and
P(z)
,.
If
Hm
/"(*)
exists, it is the
P(a)
same
.,
lim
and
x ^
lim
/(as) =ri,
then
Let
/(a;)
+ a).
flf()
= ft
=P-
|/(a:)|=0,
10. If lim/(a;)=0, then lim
11. If lim
a-h<x<a + h,
f{x)<g{x) for
-[f
as lim f(x
x^a
9
ni
|/(a:)|
and conversely
|l|.
hold.
be denned as follows:
/(a;)=a;sinl/aj,
when
x^0\
'"
/(0)=
Then lim
all
values of
a.
x->a
when x tends
to +co (or to
meaning
of the
oc )" is also
+co
any
term
needed.
positive
if,
the limit b as x tends to
f(x) is said to have
positive
a
is
there
number e having been chosen, as small as we please,
number
such that
\f{x)-b\<e, when
x^X.
AND CONTINUITY
LIMITS
26-28]
When
we
A similar notation,
61
write
lim f(x)
= b.
lim f(x)
= b,
xy oo
used when /(a) has the limit b as x tends to - oo and the precise
term can be obtained by substituting "a negative
is
definition of the
above.
When
it is
lim f(x)
is
From
used instead of
lim
f(x).
it
follows that
f(x)=b
lim
> + 00
carries
with
/(-]= b.
lim
it
\x '
x-> +
And, conversely,
lim f(x)=b,
if
x-^+0
then
lim
Similarly
we have
f(-
lim f(x)
-> oo
The modifications
in the
/ \X
'
lim
(i)
lim
x>0
+ oo
or
oo
f(x)=+ao
or
oc
f(x)
X> + oo
and
lim
(ii)
X
will
00
be obvious, on referring to
And
25.
x tends to +
oo
or to
oo
is
treated
as before.
28.
limit to f(x) as
A
to
necessary
and
sufficient condition
f(x) as x tends to a
chosen, as small as
that \f{x")
we
is that,
when any
~f(x')\<efor
a positive number
r\
such
0<\x"-a\<\x'-a\^r}.
(i)
The condition
See
29. 2
is necessary.
= b.
footnote, p. 38.
and 29. 3.
Another treatment
of this question
is
given below in
62
hi
[oh.
please.
be a positive number, as small as we
r\ such that
number
positive
a
Then to Je there corresponds
Let
Now
let x',
Then
<
(ii)
The condition
ie
+ \f(x')-b\
+
h
is sufficient.
v e 2> e 3'
numbers such that
e
Let
be a sequence of positive
cn
+i< n
lim
w*ao
and
e*
'
V*
V2'
such that
numbers
be corresponding positive
-a\<\x' -a\^r) n \
\f(x")-f(x')\<e n when Q<\x"
(n=l, 2, 3, ...).J
Vv
Let
assume that
Then, since 6 n+1 <e, we can obviously
Now take e x and the corresponding r) v
x" = x.
In the inequalities (1) put x' = a +rj 1 and
r] n
(1)
^r) n+v
Then we have
0<|s-a|<?i. -(2)
f(a+r]l )-e i <f(x)<f(a+rjl )+e 1 when
,
when 0<\x-a\<rj 1
Ax
with
of length 2e x ,
A,
A
\
/
Now take
We
ft)
7(t)
}(a+%) -<,
Fig.
e2
7&5Z
5.
rJ2
have, as above,
when 0<|a?-a|<i ?1
^rjl
(3)
in (3)
Since !fc^ih,.thfi interval for z
is in the open interval
/(a
and
)
+^
in
*
2
(2),
the interval for
Av
AND CONTINUITY
LIMITS
28, 29.1]
63
lies
f( a
{/(+*72)-*2>
could be cut
off,
+V2)+ 2}
in virtue of (2).
A,
A-
/
f(a+-n
f(a+r, 2)-e 2
)-^
~\
,
~ ~~~
f(a+vJf(a+V,)f(a+ V ^+e 2
f(a+r,\)+e,
Fig. 6.
In this
way we
^U ^2> ^3> *
each lying entirely within the preceding, or lying within it and
having with it a common end-point; and, since the length of
>
A n ^2e n we
,
Km A n = 0,
have
we
for
n-*x)
If
en
= 0.
n-*oo
and p i9
^3
f} 2 ,
...
of these intervals by a
v a 2 a 3 ...
where P n >a n then we know from 18 that
lima n = lim f} n
,
n*x>
Denote
We
We
where
n+oo
common limit by a.
now show that a is the
this
shall
can choose
en
any given
limit of f(x) as
in the sequence e 1}
e2,
x^a.
so that 2e n <e,
e 3 , ...
number.
Then we have, as above in (2) and (3),
e is
positive
B^
an
^p n
\f(x)-a\<^ n -a n
Therefore
<2e
<
It follows that
when 0<\x-a\<r) n
e,
lini/(a?)
= a.
XHl
As a matter
of fact,
-a|<e, when
when 0<\x-a\
<r) n
r)
0<\x-a\^r1n
ln ,
we have supposed
that x tends to
64
a from both
hi
for
slight modification in the condition
be
easily
can
only
side
tends to a from one
The
sides.
convergence when
[ch.
it
made.
sufficient condition
and
Similarly, a necessary
+ 00
to
of a limit tof(x) as x tends
as
small
as
chosen,
has been
number
number
X such that
x">x'^X.
\f(x")-f(x')\<e, when
we have,
lim f(x),
In the case of
x" <x'
when
\f(x")-f(x!)\<e,
The conditions
in the
^ -X.
x tends
for the
can, of course, be deduced from those
0.
existence of a limit as x tends to +0 or to argument given in the preceding section is simpler
to +00
or to
00
Actually the
when we
+ 00
deal with
or
00 ,*
deduced
tends to zero from the right or left can be
two, by substituting
x=a
tends to
it
a,
we must
substitute
1
.
of the Bounded
The Upper and Lower Limits of ^determination
Function
in
when
*;
29. 2.
As
x=
when x^a.
f(x),
there
17. 2,
considered.
and
They
is
some advantage
to be obtained
at the point
lower limits of iwletermination of the function
in much the same way as in that section.
are defined
Take a sequence
?h>
where
>/
>
^,
>/
,;
?/ 3 ,
2,
and
...
7 /"=
n>-ao
when <\x-a\
lim
'
^ih and
be the upper bound of f(x),
and so on.
>/ 2
bound, when <\x - a\
m 2 ... be the corresponding lower bounds.
Similarly let
lf
m and this monotonic sequence
...
Let
Then
~?L
Therefore lim
~>x
its
upper
M ^M
below.
is
bounded
x,
it
by A.
1)
It is clear that
where
will give
>h>
W> Vz -
',
r/
and
',
...
^ ^=
The
LIMITS
29.1-29.3]
To the
number
arbitrary positive
such that
AND CONTINUITY
e,
65
v,
e,
Thus
f(x)
Now
take a positive
~=kM v
e,
k^M^M
Then
> Jf
>/.
rj.v
v.
And
/(#)
.v
for at least
>
This number
and we write
x^-a,
when
>A-
is
<
x-a
e.
x-+a
If
an
e is
when
A = lim f(x).
<\x - a\
'
r).
The
If
similar way,
an
is
when
of f(x),
x-+a,
is
obtained in a
f(x).
<
\x
-a\ =rj,
such that for every point of this neighbourhood f(x) > A - e; and in every neighbourhood of a, however small, there is a point (other than a) at which f(x) < A + c.
It is clear that
lim f(x)
^ lim
f(x).
X>a
also be extended to the case when we approach a from
x-+a
These definitions
may
In this
way we have
x-^-a
and
lim
f(x),
0).
zhi+0
+O
Similarly for
lim f(x)
x-^a-0
x>a
29. 3.
(i)
//lim
x-+a
(ii)
(iii)
common
=lim
/(x)=lim /(a:)=lim
Z>a
J(x).
x->a
x>a
and
is
equal to their
xrti
value.
The general
when
x->a:
66
The
29. 4.
Bounded Function
Oscillation of a
an
oscillation of a function in
a point.
Let a be a point in the interval in which f(x)
In
at a Point.
We now
interval.
hi
[oh.
24 we
define the
oscillation at
sequence, where
Mn
>
r;
>
and lim
r; 3 ...
?/
is
given,
and
rj
?/ 3?
x , ?/ 2?
= 0.
let
n>jo
be the upper and lower bounds of f(x) in the neighbourhood of
defined by \a-x\-~7)n the point a itself now being a point of the
and
x=a,
>; x
mn
neighbourhood.
Then
as in
we have
29. 2,
M
m
Also lim
Hi*
7 y2' 7
M n and lim m
n exist
?~
M ^M
2
^m
-'-_
mv
~ Mv
...^
3
.
chosen.
M and m
respectively, then
in the interval a -
?/
^x~a+
is
as y -> 0.
rj,
is
(M -m)
(i)
(ii)
x-+a
x-xi
is
is
zero,
from zero.
If the oscillation at x = a is k, then in every neighbourhood a the oscillation of f(x) is greater than or equal to k.
point
it is
different
30. Continuous
Functions.
continuous when x = x
if
The function
f(x)
is
r;
|?
^a+
to
said
7;,
be
from
either side,
positive
When f(x)
is
defined in an interval
is
of x between a
tof(a),
and
andf(b-0)
In such cases
(a<x<b), and
and is equal
convenient to
we
it
if f(a+0) exists
exists
it is
(a, b),
(a, b), if it is
and
is
equal
tof(b).
make a
slight
change in our
when
f(x)
is
con-
satisfied.
It follows
*It
may
(loc. cit. I
AND CONTINUITY
LIMITS
29.4, 31.1]
67
point,
quotient of two functions, continuous at a point, unless the denominator vanishes at that point (cf. 26). A continuous function
of a continuous function
is
(cf.
26
(IV)).
The polynomial
P(x)
is
continuous for
all
= aQx n +a 1 x n - 1 +
+ a n _ 1x+a n
...
values of x.
The functions
etc.
'etc.
is
is
x>0.
31.
1.
these proofs
we
rely only
made
on the
later.
It will
be seen that in
definition of continuity
and the
Theorem
and
Then
the interval (a, b) can always be broken up into a finite number of
partial intervals, such that \f(x') -f(x")\< when x' and x" are any
two points in% the same partial interval.
Let us suppose that this is not true. Then let c = \(a-\-b).
At least one of the intervals (a, c), (c, b) must be such that it is
impossible to break it up into a finite number of partial intervals
which satisfy the condition named in the theorem. Denote by
(a l9 6 X ) this new interval, which is half of (a, b).
Operating on
let
I.
the positive
number
e be chosen,
as small as
we
(a, 6)f,
please.
This
by Goursat,
1923), 8.
interval (a
X i.e.
is
68
same way
(a v b ) in the
as
[oh.
(a, b),
hi
and then
such
proceeding as before, we obtain an infinite set of intervals
endof
sequence
The
18.
of
points a, a lt a 2
...
named
in the theorem.
the
Let us suppose that a does not coincide with a or 6. Since
is a
there
that
know
=
we
x
a,
when
function f(x) is continuous
|e when \x-a\^r).
positive number r\ such that f{x) -f(a)
than r\. Then the
less
is
a
n)
Let us choose n so large that (b n
a+rj), for we
(a-rj,
within
interval (a n b n ) is contained entirely
|
<
know
that a n
g a < bn
Therefore,
in the interval (a n) b n ), it
and
\fix')-f{a)\<h
f
But
\f(x
-f(x")mf(x')
Thus we have
and
x'
if
\f(x")-f(a)\<\e.
f(x') -f{x")
<
e,
either
There remains the possibility that a might coincide with
argument
above
the
in
required
The slight modification
or 6.
is
obvious.
Corollary
of
(a,
b)
I.
into
Let
a,
partial
xv x2
...
intervals
x n _ v b be a
satisfying
mode
the
in every
of subdivision
conditions
Theorem I.
Then
\f(x)mf(a)\+\f(x)-f(a)\
<\f(a)\+
e,
Therefore
\f{x 1 )\<\f(a)\
In the same
way
\f(x)\^\f(x 1 )\^\f(x)-f(x 1 )\
< 1/0*1)1+
<|'/(o)|+
e>
2e,
wh.en0<(x-x 1 )^(x 2 -x 1
when0<(^-^ 1 )^(^ 2 -
a;
i)-
of
LIMITS
31.1]
AND CONTINUITY
69
Therefore
Thus we
whole interval
^ (b-x n _ t
).
(a, b)
\M\<[M\+ne,
It follows that
is
a function which
bounded in that
is
interval.
Corollary
II.
Let us suppose the interval (a, b) divided up
n partial intervals (a, xj, (x v x 2 ), ... (x n _ 1 b), such that
\f( x ') ~f( x ")\< f r an y ^ wo points in the same partial interval.
Let ?7 be a positive number smaller than the least of the numbers
into
-x-i),
(x 1 -a), (x 2
...
Now
(b-Xn^).
such that
b),
same
-x"\ ^rj.
If
x'
these
and
two
we have
partial interval,
\f(x')-f(x")\<le.
On
interval, they
must
if
lie
two consecutive
-f(%")\<\e
partial intervals.
In
+ Je = e.
please,
there is a positive
We
(a, b).
this interval,
a positive
and
number
any arbitrary
rj
such that
\f(x')-f(x)\<e,
positive
is
when \x'-x\^yj.
is
usually expressed
We
by saying that
f(x)
is
uniformly
(a, b).
is
continuous in an
70
Theoeem
hi
is continuous
Iff(a) andf(b) are unequal and f(x)
takes at least once
b), as x passes from a to b,f{x)
II.
in the interval
[oh.
{a,
First, let us
f(a)<0
e.g.
From
= 0.
we
see that
it is
negative in the
Then
positive.
a< X<b. From the definition of the lower bound f(x) is negative
But lim f{x) exists and is equal to /(A).
or zero in a^x<X.
z-A-0
Theref ore/( X)
is
f(X)= -m, m
positive number r\ such that
For
if
\f{x)-f(*)\< m wnen
\^-M=v>
>
when x=
continuous
is
X.
= 0.
therefore have /( X)
Now
of
let
if
f(x)
above that
we show
is
bounded
it is
that
it
continuous in
interval
(a, b).
we know from
(a, b),
in that interval.
Corollary I
and
the value
We
shall
Let
least
m at
show
least
= l{a+b)]
that/(^)
interval
Theorem
we
I,
=M
first
(a, c),
(c, b).
and proceed as
we obtain an infinite set
bisect
it,
Replacing
before.
(a, b)
by
this
In this way, as
of intervals (a,
6),
(a lt b ),
AND CONTINUITY
LIMITS
31. J, 31.2]
71
b 2 ),
...
bound oif(x)
common
Let X be the
in each being
M.
b,
...
We
...
and
shall
is
continuous
Now
(b n
-a n
will
be
than
less
The
rj.
different
Theorem
IV.
Iff(x)
is
its
(a, b),
least
and M,
once in this
M and m.
between
its
was defined
(cf.
24),
and since the function attains its bounds at least once in the
interval, we can state Theorem I afresh as follows:
Iff(x) is continuous in the interval (a, 6), then we can divide (a, b)
into a finite number of partial intervals
(a,
x x ),
(x v
x 2 ),
(x n _ v 6),
...
any given
positive
number*
And
property
31. 2.
set
known
made
as uniform continuity.
b),
Let an interval
regarded as interior
and b
Then a set
interval,
The
to
an
when a
b)
(a,
and an
infinite
ofa~x~bisan
end of an
the right-hand
argument
of
has
the
same
be divided
is less
up
than
k.
into
the oscillation
72
property
hi
an interior point of
same convention as to the
(a, b) is
at least one
ends a and
[oh.
b).
Let us suppose that this is not true. Then let c \{a + b).
all its
At least one of the closed intervals (a, c) and (c, 6) must be such that
intervals
of
set
finite
a
of
interval
points are not interior points of at least one
of the set A.
Denote by
(a v
this
\)
new
interval,
which
is
half of {a,
b).
as
Operating on {a v bj as we have done on (a, 6), and then proceeding
(a, b), (av b x ), (a 2 6 2 ) ...
intervals
closed
of
set
infinite
an
obtain
we
before,
sequence
such that their ends a, a v a 2 ... form a bounded monotonic ascending
b, b v b 2 ,...
ends
their
and
identical),
all
are
n
value
of
(or from and after some
value
form a bounded monotonic descending sequence (or from and after some
,
of
n are
all identical).
b n exist,
equal, since b n - a n =
(6
- a).
11>oo
b.
nyco
by
Then a is an interior point of one of the intervals of A, say (a', V). And
Then all the
taking n large enough, we can bring a n and b n inside (a', b').
intervals of A,
points of this interval {an , b n ) are interior points of one of the
contrary to our hypothesis.
similar
and
is
of points.*
The
title
Heine-Borel Theorem
is
name.
Annates Sci. de
enunciated and proved by Borel. [These, Paris, 1894
(Paris,
des
fonctions
theorie
la
sur
Lecons
51
Vticole Normale (3), 12 (1895),
of which
means
by
that
and
proof
Borel's
of
similarity
the
of
Because
1898).]
established the uniformity of the continuity of a function, given as
;
first
Heine t
Heine-Borel
continuous in a closed interval, it became customary to call it the
But it may well be the case that the theorem is contained imAnd, as
to Heine.
plicitly in similar demonstrations by authors previous
remarks, the theorem is not one of those of which the demonstration
Theorem.
Lebesgue
* Cf.
t
Hobson,
loc. cit. 1
73.
divining
AND CONTINUITY
LIMITS
31.2, 33]
not' in
its interest,
Borel's
an
32. Continuity in
some
is
He
it.
enunciating
it,
refers to it
it,
and
always as
as unsuitable.
title
Infinite Interval.
in perceiving
demonstrating
73
definite positive
exists.
X><x>
Let u=afx.
When
sponding points
^ a, we have < u
0<u^l,
inx^a, and to u =
of
t0= 1.
in
it is
bounded
in this interval,
and
interval
bounds M, m.
attains its
and m,
).
Also
as
(0, 1).
Thus we may say that /(re) is bounded in the rangef given by x ^ a and the
new "point" x = cc at which f(x) is given the value lim f(x).
,
x--*x>
Msof(x) takes at
least
its
bound
x = oo
x2
-%
continuous in
is
unitywhen
x^O,
but
it
(0, oo
It does not
).
when
as defined above.
When
denned for
\^h), and
f(x o +0)=f(xo -0)=f(xo ), then f(x) is continuous at x
On the other hand, when/(#) is denned for the neighbourhood
of x
and it may be also for x while f(x) is not continuous at
x it is natural to say that f(x) is discontinuous at x and to call xQ
33. Discontinuous
and
Functions.
neighbourhood
the
of
is
f(x)
0<\x-x
(e.g.
equal.
If
their
f(x)
= (x- x
sin Iftx
if
we
leave f(x
In a review of
undefined, x
W.
II.
and G.
if
we
-x
),
when x ~^~ x
give/(a;)
zero,
is
C.
fit
/(oo
is
(a, oo
),
and to write
"
74
II.
f(x
Then x
denned or
is
Ex.
f(x)
=l
_J
Here
/(*
+ <>)=<>
{lt
in
[ch.
is
not.
from f(x
different
is
),
if
is
f(x)
III. f(x)
side,
oo
as
x^x
on either
Take in this
or the other.
no
is
or
oscillation.
may
These
be
arranged as follows:
(i)
f(x +0)=f(x
Ex.
f(x)
(ii)/(z
+0)=+oo
Ex.
(iii)
-0)= +cq
= l/(* - x
(or
f(x)
f(x +0)
f(x -
= + oo
oo
Ex.
and f(x - 0) = -
= ll{x-x
(or
)\
or
/()
= 1 l(x
f(x)=x-x
),
oo
(or
= + oo
+ 0)
exists
when
when
a;
>
+ oo).
f(x - 0)
f(x
-x
x<x
when
),
oo )}
0) exists
-co).
(or
(or
oo
j
J
x~xj
given,
is
and/(x +0),
or/(a; -0), is
+oo or -
oo
of the
It will
tan
\ir is
) as x->x
x has an infinity at
tan
be noticed that
not denned. On the other hand,
diverges to
+ oo
(or to
oo
tan(7r-0)= +co
IV.
When/(z)
oscillates at
and
tan
(Jtt
|tt,
+0)= -
oo
but that
tz
is
said
The oscillation
to be a point of oscillatory discontinuity.
it is infinite
of x
neighbourhood
some
in
bounded
is
whenf(x)
is finite
when
(cf.
there
25).
is
no neighbourhood
of
in
which /(as)
is
bounded
LIMITS
33, 34]
Ex.
(i)
f(x)
(ii)
f(x)
AND CONTINUITY
= sin 1 ftx - x
= l,'(x - x Q sin
when x % x
),
lftx
75
-x
when x ^ x
),
is
for
one side of x
The
Monotonic Functions.
34.
oscillates
infinite discontinuity.
the interval
(a, b), is
In the
and
be points of
it is
either
(i)
f(x') ^f(x"),
or
(ii)
f(x') ^f(x"),
first case,
^ x' <x" ^ 6;
a ^ x' <x" ^ b.
when a
when
it is
creasing.*
The monotonic character of the function may fail at the endand in this case it is said to be monotonic
The properties
of
// f(x)
is
same way:
when
x^X,
x^X,
and
f(x) is less
and
is
a^+oo
->->
If f{x)
and fix)
is
is greater
and
is greater
than or equal
(a, b),
A.
f(b
- 0)
exists
*The footnote,
and
is less
than or equal
to
A.
76
[ch. hi
it is
the function
bounded.
when|<^l;
l,
^<x^\\
f(x)
= i,
/(a)
when
and, in general,
let
(n being
Also
any positive
let /(0)
Then
f(x)
is
^,
= 0.
monotonic in the interval
namely at x = ^
(n being
any
number
any
finite
jump would be
fixed positive
(0, 1).
of points of discontinuity,
positive integer).
=g
integer).
where k
number,
if
number
of points of dis-
the function
is
k,
monotonic
(a, b),
as x passes from a to
Then
value of x in
{a, b).
is
if
[31.
1 ,
Theorem
infinite.
II.]
countably
b.
number
of points
rj
discontinuity, this
AND CONTINUITY
LIMITS
34, 35]
This value of #
say
a function of y
is
<$>(y)
which
77
continually
is itself
The function
We
which
For
let
is
that
is
</>(?/)
defined.
it is
value of
<f>(y)
now show
shall
+ eliein
x.
let e
x _ Xq
clear that
\
Therefore
Thus
4>{y) is
\<f>(y)
<
<f>(yQ )\
continuous at y
>
<
wne n
e,
\y
when
\y
r]
and
17 2 ,
it is
r).
77.
and B, and
is
it is
obvious that
monotonic in the
stricter
and decreasing.
The functions sin - J:z, cos _1 a:, etc., thus arise as the inverses of the functions
sin x and cos x, where
= x ==i \k, and so on.
In the first place these appear as functions of y, namely sin -1 ?/, where
0~/~l, cos -1 */, where 0^2/= 1, etc. The symbol y is then replaced by
the usual symbol x for the independent variable.
In the same way log x appears as the inverse of the function e x
There is a simple rule for obtaining the graph of the inverse function f~\x)
when the graph of f(x) is known. f~\x) is the image off(x) in the line y=x.
The proof of this may be left to the reader.
The following theorem may be compared with that of 26 (IV):
Letf(u) be a continuous function, monotonic in the stricter sense, and let
sense
78
Then lim
cf>(x)
exists
and
is
equal to
[CH. Ill
b.
A strict proof of this result may be obtained, relying on the property proved
above, that the inverse of the function/(w) is a continuous function.
The theorem is almost intuitive, if we are permitted to use the graph oif(u).
values,
is familiar with its application in finding certain limiting
where logarithms are taken. In these cases it is shown that lim log u=log b,
and it is inferred that lim u = b.*
The reader
36. l.f Let the bounded function f(x), given in the interval {a, b), be such
that this interval can be divided up into a finite number of open partial
intervals, in each of which
monotonic;
is
f(x)
or,
in
have
number of
maxima and minima in the
a
only
finite
interval.
in
Fig.
number
is
monotonic.
x,
tinuities,
which f(x)
a,
x x x2 ,
...
xn _ x
b,
and
also at
any
( 34.)
b, and
Let us take first the case where f(x) is continuous at a,
clearer,
matters
make
To
decreasing.
and
increasing
monotonic
alternately
we shall assume that there are only three of these points of section, namely
first interval (a, xx ), decreasing
*n ^2> */(*) Dein g monotonic increasing in the
(Fig.
on
so
and
8).
x
second
(x
the
in
lt
2 ),
as closed,
It is obvious that the intervals may in this case be regarded
I.
F(x)
=x^kxx
a*i)
f(*i) -/(*)
t/l
fM-f(*%)+/&)
IM -/(*)
X 2 r^ X z= X 3
/(*)-/(?>)+/(*.)
xz
**/
Z^-- *'%
^x'=b
*Cf.
36. 2.
[a, b),
AND CONTINUITY
79
LIMITS
35, 36.1]
= F(x)
If f(x) is decreasing in
the
as before,
i.e.
we
and
G(x),
is
start with
a^x^x v
bounded
is
in (a,
b),
if,
in the
original discussion,
It
we
when
to both F(x)
(a, b).
F(x) =/(),
and proceed
- G(x) in
intervals.
such that this interval can be divided up into a finite number of partial
intervals, f(x) being alternately monotonic increasing and monotonic decreasing
(a, b), is
in these intervals,
and continuous
in the interval
II.
the
is dropped.
can obtain homf(x) a new function <f>(x), with the same monotonic
properties as f(x) in the open partial intervals (a, x x ), (x v x 2 ), ... (xn _ 1 b), but
We
The process
is
move
the second
We
9.
up
or
down
till its
first
part of
end-point (x l9 f(%!
+ 0))
^
Fig.
9.
or
down
If
to the
new
a,
f(a + 0),
we must
xx x 2
,
...
and so
and move
on.
/K + 0)
or
/K-0),
etc.,
it
up
80
function
In this way, but arithmetically,* we obtain the
[ch.
hi
defined as
<j>{x)
follows:
a tLx
In
At
<x v
x1
xx
In
<x <x 2
x2
At
And
4>(x)=f(x)+a v
4>(x)=f(x)+a x +a 2
<f>{x)=f(x)+a 1 + a 2 + a 3
=f(a + 0).
so on,
We
can
etc.
being definite numbers depending on f(x 1 0), f{x x ),
<j>{x) and
function
the
to
above
proved
theorem
the
now apply
<j>(x)=$(x)-V{x)m(a,b),
write
in this interval.
$(x) and ^(x) being positive and monotonic increasing
It follows that:
In
a^-.x<x l
At
xx
In
x,<x<x
And
2,
f(x)=$(x)-V(x).
f(x)=<S>(x)-V(x)-a v
f(x) = 4>(x)-V(x)- ai -a 2
so on.
<P(x): the
terms a v a 2 , ... are negative we put them with
finally we obtain, as before, that
Thus
V(x).
with
leave
we
terms
positive
any
If
of the
f(x)
= F(x)-G(x)m(a,
b),
in this interval.
//
the
Also it will
36. 2. Functions of
are
a*
Bounded Variation.!
of Fourier's Series.
in this section,
which
The
may
replace 36.
1.
curves
*It will be noticed that in the proof the
as illustrations.
AND CONTINUITY
LIMITS
36.1, 36.2]
Definition.
be
let
,
...
=x
81
xx x 2
,
y n _ x y n be
,
...
xn _ x , x n = b,
at these points.
Then
=V ~ n,
where
sum of
is the
and - n
the
sum of
the negative
differences.
is
denoted by
and we have
t,
= 2\y r -n-yr\=P + n.
upper bound
their
and thatf(x)
(a, b),
all possible
modes of division of
T, we say that
is
is the total
(a, b),
are
variation off(x)
is
2p = t+f(b) -f(a),
Since
2n = t-f(b)+f(a),
and
it is
clear that,
if
f(x)
is
bounded
of
variation, the
also
bounded.
If their
P and
N, we have
2P = T+f(b)-f(a),
2N = T-f(b)+f(a),
and
and the
negative varia-
Again
in (a,
where
/S)
of
if f(x) is
variation,
clear that a
it is
And that,
if its
a^a<fi = b.
value
is
bounded
These facts follow at once from the definition just given, and we proceed
to establish further properties of such functions.
now
and
(a, c)
(c, b),
where
a<c<b,
it
is
of
If
tively.
If c lies
\yr+i-yA ^
it is
clear that
But
t
^T
if
x
Tx
and
and
t
x +
T2
^T
2,
\y r+ i
-f(c)\
+ \f(c)-y r
\,.
(a, c)
and
(c, b)
2.
Therefore
is
=i
T + T2
of
bounded variation
in (a, b).
respectively,
82
II. Let c
Tt
T,
foe,
T2
and
a point between
being
its total
and f(x)
a, b
variations in {a,
T = TX + T2
Then
shows that
T^T
and
b), {a, c)
(c, b).
[ch. iti
bounded
argument of
line of the
+ T2
(i)
and
satisfy
T 1 -h<t 1 T 2 -e<t 2
T + T 2 -e<t 1 + 2
,
Thus
and
of division of (a, c)
(c,
sums
fe)
form a mode
of division of
(a, b).
t\
Therefore
T.
T 1 + T 2 -e^T
Thus
It follows
(i)
and
(ii)
that
T = T + T2
X
III. Iff(x) is
bounded in
and
(a, b),
(ii)
this interval
I,
is
of
is
mono-
bounded
variation.*
infinite number of turning points
be of bounded variation in that interval. But the
following example shows that thi3 is not the case.
It
Let f(x)
= xz
sin
when x
> 0,
x5
It is easy to
is
,((/*
where n
is
any positive
+ 1)tt) 4
(7T)
integer.
turning points is
the interval extends to the origin, the number of
in the interval
minimum
or
maximum
the
of
value
But the absolute
infinite.
If
/
h
\((rc
-\
+ l)7r)*
any
-
tt
On
is less
than
r,.
(nir)*
(nrrfj
n*
where a
2-5"
are not of
= sin l- when
X
/(0)=o
bounded variation
>
and
'
>
in
f(x)
=x
/(0)=o
such an interval.
sin
when x >
j
J
LIMITS
36. 2]
AND CONTINUITY
83
IV- Iffi x) is of bounded variation in {a, b), it is the difference of two positive,
monotonia increasing functions; and the difference of two bounded monotonic
increasing functions is a function of bounded variation.
(i)
< x < b.
by the definition of P and
interval
(a, x),
Then,
positive
for the
where a
iV,,we have
n*)-m=p{x)-N{x).
Also P(x) and N(x) are positive and monotonic increasing functions of
Thus
f(x)
Next
- [N(x) +
first
let
= F(x) - G (*),
f(x)
a=x
Then
x.
\f(a)\],
xv x 2
in {a, b).
zn _ l9 xn = b.
...
and
^[F(b)-F(a)] + [G(b)-G(a)].
Therefore f(x)
is
bounded variation
of
in (a, b) .
v Iffi(x ) andf2 (x) are two functions of bounded variation, so aref1 (x)f2 (x)
and fx (x) f2 (x).
Also, iff(x) is of bounded variation, and f(x) < some definite positive number
-
(i)Let
where
and
G2 (x)
are
positive
monotonic increasing
functions.
Then
and the sum
notation,
lyr+i
Vr\
\ttr+i\\Vr\
I*
\f(x)\>fi>0.
Thus the sum
^
T is
84
[oh. hi
are infinite in
If the discontinuities of f(x)
infinite.
For,
if
we have a sequence rj v
r) 2 , rj z ,
...
when
and
^/i>^2>^3---
li
we know that
there
is
only a
finite
m ^n =0
number
of points at
F(x + 0)-F(x-0)\>rj n
where n
which
positive integer.
any
is
'
n>*
'
c of tUt
b) and continuous at a point
of bounded variation in (a,
ate.
continuous
also
are
N(x)
and
interval, then T(x), P(x)
There is a mode of division of (a, c),
Take the arbitrary positive number
t for it satisfies
sum
say a, x lt x 2 ... xn . v c, such that the
VII. Iff(x)
is
T{c)-le<t^T{c).
Also there
is
a neighbourhood
of c
such that
outside
it,
Also
=1
2/rti
" Vt\ +
it,
if it
were
-/(*-i)
^T(c-0) + h>
since T(x)
is
T(c)-| <T(c-0) +
Thus
T(c)<T(c-0) + e.
T(c)^T(c-0).
and
It follows that
is
<fc
T(c
0).
Thus T(x)
is
continuous at
of a,
we
find in the
that y
pi
is
(a, b),
a^x^a',
let
there correspond
x and y in
this
a number
z.
is
immediate
b^y^b',
Then
z is said to be
y).
a function of
AND CONTINUITY
LIMITS
36.2, 37]
85
we
If
b^y^U
plane,
a rectangle.
(a^x^b).
in the case of
So,
boundary
it is
of the region is
and
two dimensions,
it
is
well to
closed domains.
included.
of the variables.
the same
or again,
way
for a
C"
internal boundary.
We
two
shall
now
some properties
refer briefly to
of functions of
variables.
function
defined,
if
is
domain
in
which
M and
is
f(x,
it is
z,
I as (x,
y)
y) tends to (x y ), when,
any positive number e having been chosen, as small as we
please,
there is a positive number rj such that
\f(x, y)-l\< for all value's
,
of
(x, y)
for which
|z-*ol=^ \y-Vo\^V
In other words,
\f(x, y)
number
as
(x, y)
there
1\
),
<d
0<\x-xQ l+.\y-y
\.
sufficient condition
tends to (x
shall
86
[ch.
hi
at (x
y ), whose sides
points other than (x y ) in the square, centre
length 2rj.
are parallel to the coordinate axes and of
in exactly the same
obtained
be
can
theorem
proof of this
,
The
way
when x = x and
function f(x, y) is said to be continuous
to (xQl y ).
tends
{x,
y)
y=y0i iif(x, y) has the limit f(x y ) as
Thus,/(#, y)
number
trary positive
that \f(x, y)
-f(x
x=x
continuous when
is
e,
there corresponds
y )\<efor
all
In other words,
\f(x,
y)-f(x
a positive
values of (x,
and
\x-x \^r)
and y = y
if, to
the arbi-
number
rj
such
y) for which
\y-y \^V-
)\
(x, y)
in the domain.
we can
f(x, y)
v such
that
f{x y)
y
0<J{(x-x f+(y-y
2
)
}^ri-
to this definition
a function converges at (xp, yQ ) according
former definithe
to
(based on the circle), it converges according
conversely. And the limits id
tion (based on the square); and
both cases are the same.
defined as follows:
Also continuity at (x y ) would now be
If
f(x, y) is
There
continuous at (x
), if,
number e,
with a point (x
is
defined.
fWe may
also use
a rectangle, centre at (x
),
and
AND CONTINUITY
LIMITS
37]
there corresponds
a positive number
r\
such that
\
for
-f(x
f(x, y)
)\
<
which
2
J{(x-x
Every function, which
Hy-yo) }^v-
continuous at (x
is
continuous at (x
finition, is
87
conversely.
It is important to notice that
respect to the
two
variables, as
if
denned above,
f( x> V)
2xu
T 2 wnen a t
x -t-y
1/(0, 0)=0.
>
<z
least
i3
not zero,
is
inde-
f( x > V)
= -JTZ&TtJ*
when at
V x "Try
least
is
not zero,
1/(0, 0)=0,
u = <f>(x,
Let
Let z=f(u,
Then
y), v=\js(x, y) be
v) be
continuous at (x
continuous in (m, v) at (m
z=f[<f>(x, y),
\jy{x t
),
and
let
= <f>(x
),
).
yQ ).
31,
For example:
If a function of two
it is
In
when
other words,
please, there is
(x', y')
and
positive
{x"', y")
V{(z'-xy + (y'-y")*^ 7h
88
REFERENCES.
De la Vallee
Goursat,
Poussin, he.
he. cit,
cit., 1
Hardy,
he.
cit.
I.
VI
and VII.
Funktionenlehre," Enc.
Pringsheim, "Grundlagen der allgemeinen
1899).
Wiss., Bd. II, Tl. I (Leipzig,
d.
math.
CHAPTER IV
THE DEFINITE INTEGRAL
38. In the usual elementary treatment of the Definite Integral,
considered
may
nates.
For long
is
E.g. let
and
Then f(x)
is
f(x)
= x sin -, when
/(0)
= 0.
differential coefficient
It is continuous at
and
it is
\f(*Y-A0>l =
\A*)m\*\;
when
0<\x\^ V)
when x ^ 0,
since
it is
if
v <e.
30].
x=0, because
~ sm h
and
has not a
x = 0, because
continuous
functions [cf
it
when x=0.
l/(*)-/(0)|<,
Also
x < 0,
h^O.
points
/ (z):=sin
xxx
cos -.
x^O, and
at such
90
More curious
[ch. iv
is
Weierstrass discovered a function, which
differential
a
not
has
it
value of x, while
still,
This function
is
defined
by the sum
of
<*>
2a
cos bn irx,
a positive number
a being a positive odd integer and 6
less
than
we
proceed.
it
its
It
to his pnpils
and friends.
be replaced
J^TZ
WeTeitWs
function
is
earlier
work
of
m
6 > 1
and
interestmg dtfcussion of
Derivates," Quart. J. of
"Innnito
paper,
to be found in a
An
Chisholm Young.
Math., 47 (1916), 127, by Grace
DarstdlbarkeU einer
{In his classical paper, Vber die
6.
above,
p.
See
metrische Reihe.
But the
byO<o<l,
Fusion
forgotten.
be found.
38, 39]
39.
in the interval
91
s.*
(a, b).
Suppose
this interval
(a,
M
M
To every mode
sums
be
/.
a,
>
y*
Vi,
yk -i> %i> y*> y*+i,
be the set of points thus obtained.
when
...
yi-i>
Let
M' lt m\
M' 2 m\
,
it is
The part
of
lt
...
y 2 ) and so on.
2 which comes from
in (y l9
b)
obtained from
it in this way.
Let 2, <r be the sums for the new division.
Compare, for example, the parts of S and
he interval (a, x ).
first,
x2
(a, y^),
^'ifoi - i)
(a,
xx)
is
then
{i - yjc-iY
But the numbers M\, M' 2 ... cannot exceed
v
Thus the part of 2 which we are considering is at most equal
to M^x-l - a).
,
The argument
Coura
which follows
is
pp. 171
et seq.
92
equal to
2 (x 2
- x x ), and
Adding these
Similarly
Consider
results
[ch. iv
(x v
x 2)
is
at
most
so on.
we have 2 ^ S.
we obtain
now any two modes
a-
i= s.
Denote them by
a,
and
On
a2
x lt
...
xm _ lt
with sums
b,
(1)
s,
and s'
y 2 ,...y n -i> *>, with sums S*
superposing these two, we obtain a third mode of division
a,
yv
consecutive to
both
(I)
and
S^ 2
Also, since (3)
is
(2)
(3),
(2).
(1),
and
consecutive to
But
m2
2^
Therefore
S^s'
S'
<r
s.
(2),
and
a-
^ s'.
<r.
8 and
less
^S
'^s.
and
arising
of division.
It follows at
for
which s>S.
The argument
if
40. Darboux's
Theorem.
S and
s tend respectively
multiplied indefinitely,
to J and I, when the points of division are
in such a way that all the partial intervals tend to zero.
Stated more precisely, the theorem reads as follows:
is
is chosen,
that,
for
we please, there
modes of division in which
as small as
all
all the
39, 40]
sums S and
Since the
respectively, there
it
exceeds
Let
this
mode
is
a,
a 29 ...av _ l9
with sums
6,
S x and
sx
(1)
S X <J +y.
Then
Let
93
rj
than
all
rj.
Let
a=x
be any
xv
mode
-xr _ 1 )^rj,
(xr
The mode
e.g. a,
b=x n
x 2 ,...x n __ v
with sums
2 and
s 2 , ....(2)
of division obtained
x v x 2 a v x3 a 2
,
x^,
...
xn _ lt
and (2).
we have S 1 i= S 3
with sums
6,
;
(1)
S3 and
s3
and
(2),
(3)
consecutive to (1)
is
Then, by
39,
But
S^J+fa
Therefore
S3 <J+e.
Further,
S 2 -S 3 = I [M(xr _
I
point.
From
we
of
see that
no two
of the a's
can
Lie
is
rj,
x-s
(2).
We
can rewrite
+{%-i.
*v)
k )].
94
Therefore
the
since
[ch. iv
we have
(#r
- V-i) being
S 3 <J -f |e.
seen that
number rj
So far the only restriction placed upon the positive
greater
each
are
has been that the partial intervals of (1)
than
rj.
We
so that
rj
r)<
I(^riA'
S>J +e.
With such a choice of rj,
Thus we have shown that for any mode
than
e.
Similarly for 5
and
same rj satisfy
which we are led in
41.
The
come to the
I;
this
argument.
Definite Integral of
a Bounded Function.
We now
bounded function
(a, b).
said to be
bounded function f(x), given in the interval (a, b), is
sums S
the
J
bound
lower
of
the
integrable in that interval, when
the definite
J\a
It follows
from the
f(x)dx*
f(x)dx cannot be greater
definition 4hat
Ja
sum
corresponding to any
mode
excess
and
is
integral.
and the
40-42]
We
95
'
expressions, as follows:
Let g l9 2 ... f
(a, x x ), (x v x 2 ), ...
,
any values
n be
...
x r ),
(xr _ x ,
of
(x n _ v b) respectively.
...
The sum
obviously
1 )(x 1
lies
(1)
division,
^M
partial intervals.
we have m r ^f(g r
r for each of the
when the number of points of division (x r ) increases indefinitely in such a way that all the partial intervals tend to zero,
since
But,
Cb
the sums
S and
common
have a
namely
limit,
I
#
f(x) dx.
Ja
Therefore the
sum
(1)
sum
an integrable function
that, for
/(IJ^-a) +f(h)(x 2 -x 1
+... +/()(&
Cb
f(x), the
-*n _i)
f(x)dx for
its
limit,
the
number
way
that all
when
Ja
in these partial
In particular, we
may take
42. Necessary
and
...
a,
x l9 x 2
...
xn _ l9 or x x x 2
,
...
x n _ l9 b
Any
is
integrability of the
bounded function
(a,
...
intervals .*
ft):
I.
When any
positive
mode of
such that
S s<efor
every
than or equal
We
number
a positive number
to
r\.
S - s<e,
have
S^J
But
*We may
as stated above.
and
s^I.
intermediate between
(Mt
rrij),
(M2 m2
,
),
etc.,
f(n)>
anv values
ft
v n2
...
nn
96
J - I<e.
Therefore
And
J must be equal
is sufficient.
to
I.
Further,
For,
[oh. iv
if
7]
such that
in
which
all
S-J<^
and 7-5<Je
is
a positive
every mode
for
S-s = (S-J)+(r-s),
But
number
of division
r\.
I=J.
since
S-s<e.
Therefore
When any
such that
of division,
III. Let
positive
o),
o-
S-s<e.
any pair of
be
There shall
positive numbers.
This condition
number
e,
is
sufficient.
a mode of
than o\*
take
2{M-m)
where M,
be.
and
2(b-aY
Then there
is
mode
sum
be
less
than
<r.
<
and, by
if
f(x)
is
Using
integrable in
Dr
S -s = ^(D r D r + ^LiOfdr
^ i^D
(a, b),
d r as above,
r.
42, 43]
Therefore
and
97
cr.
Iff(x)
In the
since
is
continuous in
first place,
it is
continuous in
know
Next, we
we know
tha,tf(x)
than
less
(a, b).
in the interval,
number
e,
there
in all
in
bounded
is
rj
31.1].
Now we wish to show that, given the arbitrary positive number
[cf.
there
is
number
we know that
e,
S -s<e
is less
rj
we take a mode
than
is
e/(6
e,
Starting
[42, II].
a positive
- a)
in all
of division in
rj,
S-s<(b-a)j-^ = .
'b-a
Therefore f(x)
II.
is
Iff(x)
In the
first
is
integrable in
monotonic in
place,
b),
(a, 6).
in
(a, &).*
we have
for the
mode
of division given
a,
&f(*-i) Sf(b)
by
x2
#]_,
. . .
x n _ 1}
o.
Thus we have
1
^=/K)K-)+/(^2)(^2-^i)--- +/(&)(& -s-i)>
s=f(a) (x x - a) f(x 1 )(x 2 - %)... +f(x n _ 1 )(b - x^J.I
Therefore,
if all
rj,
S-s^r][f(b)-f(a)l
since
are none of
them
Since a function
monotonic functions,
are integrable.
. . .
/(&)
-Jiz^j
negative.
of
it
98
If
it
we take
^ </(&)-/()'
S-s<.
follows that
Thusf(x)
[oh. iv
integrable in
is
(a, b).
We
number
(cf.
34).
We
is
integrable,
when
discontinuities of the
theorem:
III.
of discontinuity in
the
Let
oif(x) in a finite
number
of intervals, the
sum
which
of
is less
than
ejiA.
The part
of
S - s coming from
these intervals
is,
at most, 2
On
is
continuous in
all
the remaining
(closed) intervals.
We
number
of
up
S-s<ie[d.
(I)].
Hence f(x)
is
integrable in
The
b), is
finite
number of
Theorem
of (a, b) is
(a, b).
whole
is
bounded, they
infinite discontinuities.
*It will be shown in Appendix II, 10 that a bounded function is also integrable
according to Riemann's definition of the integral, when the points of discontinuity
can be enclosed in an infinite number of intervals, if the sum of the lengths
of these intervals can be made as small as we please, and, in particular, when its
points of discontinuity form a countably infinite set.
43, 44]
a x ), (a 1} a 2 ),
...
99
is
(a J,_ 1
b),
is
mode
there
is
for it
is less
Then
interval
than
S-s
is
where
e[p,
e is
combined mode
than e.
is
intervals,
of division of the
-s
(a, b)
it is
integrable.
clear that if a bounded function is
can be broken up into a finite number
integrable in (a,
in
is integrable
in
monotonic
then \f(x)\
(a, b),
S-s
same mode
42
not
is
than
of division.
is
b).
(a, b).
whole
it is
S-s
ar _ l3 a r ), such that
any given positive number.
for the
(a, b) is less
From
satisfied, as
the oscillation
is
obvious that
2 in any interval,
it is
however small.
44. If the
bounded function
an
infinite
Let (a, ft) be any interval contained in {a, b) such that a^a<p<b.
Then, by 42, III, there is a mode of division of (a, b) such that the sum
of the partial intervals in which the oscillation of f(x) is greater
than or equal
to Wj is less than (/? - a).
If
we remove from
at least part of
(a lt Pj)
than
io
(a, b)
(a, P).
such that
We
(^ -a x <%{p-a) and
)
(a,
/?)
must cover
new
interval
the oscillation in (a lt p )
x
less
is
x.
And
so on.
cit.,
508.
is
given in Appendix
If
r
100
Thus we
find
A Xt A
an
2,
...
[ch. iv
By
within
lies
all
the intervals.
Let
Then
and
therefore
fix) -/(c)
we have shown
<
when \x-c\^ V
e,
that /(a)
is
continuous at
c.
Some
45.
establish
some
bounded
in
I.
(a,
Iff( x )
ft)
of continuity.
of the properties of
We
shall
now
J a
(a, 6)
and
integrable.
is integrable
contained in
in
integrable in
any
interval
(a, b).
From
42, I
we know that
We
mode
of this
kind with
of division of (a,
/5)
(a, /?)
as
included
in the above.
0^2-o-^/S- s<e.
Then we have
Thus/(z)
is
integrable in
(a, p) [
42, II].
in
(a, 6),
and
its
integral is the
same as
that off{x).
intervals,
Je.
is
at
44, 45]
On
which are
101
</>(#),
left,
parts.
c/>(x) is
integrable in
Further,
<p(x)
(a, b).
dx =
41 that
P f(x) dx.
the limit of
(f>(x)dx is
Ja
<P( 1 )(x 1
when the
intervals
xx)
(a,
(x v
x 2 ),
...
(xn _ 1} b)
n are
$2> "
We may
way we
In this
which
is
obtain a
identical with
sum
of the
f(x) dx.
Ja
III. It follows
that iff(x)
is integrable
in
(a, b),
is
any
constant.
Again, if
b),
their
sum
is
also integrable.
the same
Then
s),
mode
(S', s')
and
(2,
of division for
it is clear
a-)
that
2-o-^(S-s)+(S'-s'),
and the
Also
result follows.
it is
P
Ja
Cf(x)ix = c\ f(x)dx,
Ja
b
and
+ \ f2 (x)dx.
f (x), f2 (x)
is integ-
rable.
To begin
(a, b).
102
M m
M m
[ch. iv
Let
M' r m' r
and/1 (x)/2 (a;)
T,
Then
r;
r,
clear that
it is
r)
r ).
where
M,
Multiplying this
sponding
results,
It follows that
integrable in
is
r ),
r)
corre-
we have
X-<t^M(S'-s')+M'(S-s).
E-o- tends
to zero,
(a, b).
throughout the
the two functions are not both positive
that/^z) + c lt
so
c
and
c
2
interval, we can always add constants
If
+c 2 remain
f
The product
(x)
2
is
positive in
(/l(*) +Ci)(/2
then integrable.
But
(a, b).
It follows that/xfaO/afc)
On combining
is
C 1C 2
integrable.
integrable.
these results,
we
see that
an
/(*)-/..(*)
integrable function.*
|V(a;)efc=-fV(a;)efc.
I.
f(x)dx,
we assumed
s,
and
This restriction
is,
J a
S=
s
M (x
1
(1)
[cf
45, 46]
sum
is
obtained from
ft,
The existence
of the
common
common
and the
value.
Ca
f(x)dx= >'a
f(x)dx*
a, b
follows,
Cb
we have
41,
103
is
bounded and
integrable.
II.
and
(a, b)
integrable.
Then
Ja
J a
'
Consider a
of section.
the
sum S
is
and
for (a, c)
(c, 6),
than
f(x) dx
f(x)dx
Ja
It follows that
Jfa
we
mode of
If
f(x) dx
sum
(a, b)
s,
gives a
dx
f(x) dx.
J
sum S not
less
than
f(x)dx.
.'c
in the
f(x)dz
(*
of
Ja
It follows that
mode
Ja
consider the
division of
+\
and
>>
given by this
sum
+\
J
=s
same way we
s
f(x)dx.
c
r fix) dx
r /(x) &.
The results proved in 42-45 are also applicable, in some cases with slight
verbal alterations, to the Definite Integral thus generalised.
104
[ch. iv
on
(a, b)
47. If f(x)^g(x),
in
(a, b),
f(x)dx:^[ g(x)dx.
then
J
^(x)=f(x)-g(x)^0.
(a, b), and obviously, from the sum
Let"
Then
<f>(x) is
integrable in
dx
<p(x)
s,
^ 0.
Ja
Corollary
g(x)dx^0.
f(x)dx-\
Therefore
is integrable
Iff(x)
I.
\\
We
is
have seen in
(a, b),
then
if
\f(x)\dx.
is
f(x)
integrable in
(a, b),
so also
|/(x)|.
And
The
result follows
Corollary
Iff(x)
We
have
is
f(x)dxU\
43 that
in
is
-\f(x)W(x)^\f(x)\.
from the above theorem.
II.
continuous at c in
f(x)dx>0.
andf(c)>0, then
(a, b)
(a, b).
have seen in
44 that
if
f(x)
is
integrable in
What
is
must
assumed here
(a, b), it
and
where
b),
positive
c"),
number.
Thus, since/(z)i=0 in
(a, c'),
\
f(x)dx^0.
Ja
C&'
> k in
since/(z)^0
in
(c',c")A
(c", 6),
[
f{x)dx^
k(c"
-c')>0.
f(x)dx^0.
J c"
Adding these
results,
we have
f(x) dx
> 0.
Ja
The changes
are slight.
in the
argument when
c is
an end-point
of (a, b)
46-48]
Corollary
At a point
Let f(x)
III.
c in (a, b),
Then
f( c )>g( c )-
let
= #(#),
and
105
f(x)dx>\ g(x)dx.
Ja
Ja
by writing
<f>(x)=f(x)-g(x).
By
may
be obtained:
Iff(x) >g(x), and both are integrable in
then
(a, b),
Cb
Cb
f(x)dx>\ g(x)dx.
J
.'a
f{x) and g(x) are integrable in (a, b), we know that f{x) - g(x)
integrable and has an infinite number of points of continuity in (a, b).
For,
if
At any one
- g(x)
is
positive,
and the
result follows
is
from
Corollary II.
Also
let
M,
Then we have,
in (a,
from
m\
is
^ M,
</t(x)
\js(x),
which
is
not negative,
<p(x)\ls(x)dx^M\
Ja
\f,(x)dx,
Ja
<])(x)\]s(x)dx
= [A
Ja
[j,
is
^ <j>(x)\f,(x) ^ M\^(x).
\j,(x)dx^\
Therefore
where
(a, b).
47 that
Ja
since <p(x)\/s(x)
in (a, b).
b),
m^
It follows
^0
\J/(x)d^
Ja
m^
\jr(x)
If
fji
(j)(x) is
continuous in
some value
for
of
(a, b),
in
{a, b).
we know
x in the interval
that
it
(cf. 31).
We
<
106
being continuous
and
<p{x)\!s(x)dx
then
where
some
is
Further, if
by
\]s(x)
where
[x,
definite value of
= <p()\
a^x^b.
x in
fi
\[,(x)dx,
is
<p(x)
particular case,
<p(x)dx
when
b),
we replace <f>()
are the
m,
m^p^M, and
As a
[ch. iv
<p(x) is
Mean
Value.
continuous,
= (b-a)</>(),
where
a^^b.
It will
cases
we can
in the text
is sufficient.
its
Upper Limit.
let
F(z) = \*f(x)dx,
where x
Then
is
any point in
+h) is also
(x
if
(a, b).
in the interval,
F(x+h)-F(x) = \
X+h
f(x)dx.
F{x+h)-F(x) = {j,h,
where m^jix^M, the numbers M, m being
Thus
bounds
x+h).
of f(x) in (x,
Further,
if
f(x)
continuous in
is
F(x+h)-F(x) = hf{),
When
r
hm
Therefore
{a, b),
(a, 6),
x%%x+h.
where
is
and has a
-I
continuous in
=/(*).
F(x+h)-F(x)
v
h^o
(a, b),
f(x)dx
cit.,
is.
continuous
(a, b).
(a, b),
mi
x in
pp. 367-8.
x in
48-50.
1]
107
This
It
It also gives a
means
For iif{x)
tinuous functions.
continuous in
is
(a, b)
and
F(x)=\'f(x)dx,
we know that
we have obtained
other,
We
F(x)=f(x).
,-
a continuous function
since
-.
dX
<p(x)
such that
(F(x) - 0(ic))=O in
(a, 6).*
we
C,
at x = a.
f(x) dx = (p(x)
Thus we have
<f>(a).
Ja
50. 1.
</)(x)\js(x)dx of
We now
come
to a
Ja
will
The proof
(I),
where
I.
Let
is
<p(x) is
(p(x) be
and
be bounded and
more than a finite number of times in
(a, b)
let \ls(x)
Then
integrable,
Since
definite
some
such that
\Js(x)
definite value of
Hardy,
x in av=Lx^b.
\js(x)
(a, b),
a,
a2
we can take
...
a n _ ly a n = o,
*Cf.
loc. cit.
sign
Ja
its
^/(x)dx,
(p(x)\J/(x)dx=(/>(a)
is
(a, 6).f
Ja
where
(III).
simpler,
K,
a 2 )>
K-i,
).
50. 2.
108
Then
<f>(x)M x) dx=1,\
Ja
Now, by the
Theorem
First
of
Ca r
-i
Mean
Value,
far
cf>(x) \js(x)
Ja _
r
dx = ju r
where
0(z) ^(x) dx =
Therefore
\ls(x)
Ja _
r
dx,
</>(#r-i)
<f>(x)\j,(x)dx.
Ja
[ch. iv
^ [^(a
r)
- F(a r ^)]
"r-l
\j/(x)dx.
.'a
Thus we have
</>(x)^(x)dx=^
Ja
Since F(a) = 0,
fir
[F{a r ) - F(ar _ 1 )\
(1)
F(a)^(a), and
we
rewrite
(1)
in the form
P 0(z) i/r(x) dx =
()
(a)
fi,)
F(a)
+ j}
(^ - ^.J +
#.)
/*
#(6).
(2)
But none of these multipliers of F(a), F(a x ), ... F(b) are negative.
may, therefore, replace the right-hand side of (2) by
We
M[(4>(a)-fh)Mth-fh)+'''+(/An-l-Pn)+Pnl
where M is some definite number between the greatest and
F(a),
F{a
Since
...
x ),
F(x)=
\js(x)dx,
3)
least of
one or other.
is
continuous in
{a, b).
Ja
Therefore there
is
number
satisfying
VL=F(S) [cf.31.
It follows
from
(2)
and
(3),
a^x^b,
such that
1].
that
\ls(x)dx,
<j>(x)\fs(x)dx=(p(a)
where |
(})(x)
\]s(x)
dx.
...
II.
(a, b)
Let
;
<p(x)
and
and never
same conditions as in
(I).
negative in
50. 1]
<p(x)\j/(x)dx
where
some
is
We now
to the
III. Let
satisfy the
Then
<p(x)\js(x)dx=<j)(a)\
Ja
where
Let
is
some
\Js(x)
dx
(a, b) ;
+ <p(b)\
Ja
definite value
<j>(x) is
Then/(x)
(I)
monotonic,
and
lef\fs(x)
\p-(x)dx,
ofxina^x^b.
<p(x)
Using
\Js(x)dx,
ofxina^x^b.
definite value
come
= (p(b)
109
<p(b).
in (a, b).
\[r(x)dx,
rf(x)\f,(x)dx=f(a)
Ja
where
is
some
definite value of
^x^
x in a
b.
It follows that
<p(x)\[s(x)dx=(<p(a)-<p(b))
Thus
c/>(x)\fs(x)dx=(p(a)
Ja
where
If
use
is
<p(x)
Ja
is
\fs(x)
dx + <f>(b)
Ja
some
definite value of
\^(x)dx.
\fs(x)dx+<p(b)
Ja
Ja
\js(x)dx,
x in a =| x ^
b.
0(a),
and
(II).
The form
of the
(III) is
Other modifications
may
be mention 0d
(p(x) is
monotonic in
integral
<p(x)\Js(x)dx.
Ja
We
IV. Let
(f>(x)
bounded and
be bounded
integrable,
number of times in
(a, b).
HO
Then
where
<f>(x)\[,(x)dx=<p(a+0)\ \J,{x)dx
some
is
definite value of
x in a
[ch. iv
+^(6-0)
^(x)dx,
^xz.b*
Also it is clear that we can in the same way replace <p(a +0)
and 0(6-0), respectively, by any numbers A and B, provided
that A^<p(a+0) and B^</)(b-0) in the case of the monotonic
increasing function; and A^<f>(a+0), B^<p(b-0) in the case of
the monotonic decreasing function.
We
<p{x)
and
\fs(x)
as
before,
V.
0(a) V'C*)
dx=A\
yfr(x)
dx+B\
if <p(x)
a^x^b.
^(x) dx,
is
monotonic increasing,
monotonic decreasing,
is
The value
in (V) it will
finite
from
Let
(I).
<l>(x)
let \f/(x)
be
Then
<fi(x)f(x)dx
= <f>(a)\
Mem.
cour.
(j>(x)\J/(x)dx
and
we
please.
(II)
= <f>(a+0)
\j/{x)dx,
aZk^~b,
(I).
Acad.
roy. Bruxelles,
23 (1850),
8;
249.
* Journal filr
and
f(x)dx,
e.g.\
-a
)a
Corresponding
(a, b)
(a, b).
50.
50. 2]
1,
There
a mode of division of
is
sum 8
the
(a, b),
111
say
it
for
<
cji(x) \f(x)
<j>(x)
\}y(x)dx
+ e,
(i)
rb
$(x)ty(x)dx
andihesumsioT(f)(x)\j/(x)>
also the
sum S
for
rb
<
yj/(x)
-J
\fs(x)dx
+
?(5)'
)a
(2)
rb
6
<r
- -1>\ yfr(x)dx
s for \fr(x)
x r+i ~ x r)
n-1
= ^j>{x r )c r
J'
where
cr
n-1
=d
<f>(x
=d
[<(*)
c^(x1 )]
d n _x are negative.
None
Let d v and dQ be the smallest and largest of dQ , d v ... d n_ v
of the multipliers of d
dv
...
Then we have
" +(*r+l)] + </>(*-i))
[^ t<K*r) ~ ^r+i)l + <M*n-i)j = = Jst*)
J
I o
J
I
~ = dq
(3)
dP
is some number satisfying dptk/x dq
Thus
=/x <(a), where
<r
<**
i.e.
<t>(a)
Now
dj,
= 2c r = 2 i*{x r
sum
Therefore the
(a) for (x
And
<r
<f>(a)
/x
cr
x r+1 ~ x r )'
for
yjs(x)
for (x
a^,
...
x v+1 )
~d v ^ the
sum
for
xv ...x P+1 ).
^/{x)dx lies
Also (S -
s)
for
\j/(x)
for (z
*lf
. . .
^ +1
and
^k(S-s)
(xot
for
xv ...x n
#.
i/r(#)
for
)<~ hj(2).
)
d Pn
Therefore
>\
ylr(x)dx
YK
and
dg
similarly
by
+1
Therefore,
Xp
(3)
and
<
'
- -p^-,
\}r(x)dx
(4)
(4),
Xq
cli
<l>(a)[
+ 1 ^(x)dx 2e
+
(5)
Ja
Ja
<()
)a
for
s for
(:r
xv
...
xn)
cfy(x)\}/(x)
for (x
xx
...
x n ).
112
Therefore by
(1
[a
),
4>(x)yfr(x)dx
<
[ch. iv
e,
rb
<r-e<
and
<f>(x)ijf(x)dx<cr
+ t.
)a
Therefore by
(5),
P+1
<f>(a)\
y(x)dx-3e<<r-e<
<fi(x)\p(x)dx<(r
(/>(a)f^
M,
Let
Then
+1
xp(x)dx
+1
f(x)dx
^ m^{a)
and
+ <
+&
(6)
Xq +
cf>(a)\
f{x)dx^
M4>{a).
.'a
(6),
[b
mcj>(a)-3i<\
And
it
^(x)\f/(x)dx<Mcj)(a)
+ 3e.
follows that
b
m<f>{a)
Hence
where
^{x)f{x)dx^
%-_
\
= <f>(a)\
<f>(x)^(x)dx
is
some
definite value of x in a
M<j>{a).
\js(x)dx,
~ x ^ b.
INTEGRAND BOUNDED.
INTERVAL INFINITE.
INFINITE INTEGRALS.
f(x) dx,
and
in
Ja
integrand
is
bounded
b.
which extends
We
proceed to
(i)
(ii)
number
of infinite discontinuities.*
/00
I.
Integrals to
oo
f(x) dx.
Let f(x) be bounded and integrable in the interval {a, b), where
We define the integral
a is fixed and b is any number greater than a,
Cx
foo
f(x) dx as lim
For
f(x) dx,
.....
fit
in the integrand offers difficulty,
is
when
we may
f(t)dt
and
lim
f(t)dt.
by
50. 2, 51]
We
speak of
113
and say that
infinite integral,
it
converges.
On
when
f(x)dx diverges to
infinite integral
Ja
divergence to
f(x)dx tends to
oo
oo
as x-+cc,
oo
and there
we say
that the
a similar definition of
is
*x>
f(x)dx.
of
a
Ve-*dx = \;
Ex.1.
e~*dx=
For
'
lim
For
dx=
\e x dx = lim
lim
cte
-
=
Vx
log -
Similarly
f* cfo?
lim
Z->oo
dx = -
(e
= oo
l)
3J>QO
00
AW
2(l-
r^=oo.
x>zc
= l.
x>QC
r*fe = oo;
Ex.2.
2.
x>oo J
["*!
And
^=
oo
lim 2{y/x-\)
= tc.
X-+CC
-
oo
f(x)dx
integral
j
Ex
and
infinite
25.
sin
x dx
oscillates finitely,
x sin x dx
II.
- oo
Integrals to
oscillates infinitely.
f (x) dx.
J -00
When f(x)
b is fixed
is
and a
f(x)dx as lim
J
J -00
We
any number
is
f(x) dx,
less
when
than
we
where
X-^-QoJ X
speak of
J
f(x)dx as an
infinite integral,
oo
C'*:> LfcVJ-
or to -
oo
it
converges.
or to oscillate
114
[oh. iv
ro
Ex.
tr x dx diverges to
2.
ro
co
sinh x dx diverges to -
sin
x dx
oo
oscillates finitely.
from -
III. Integrals
oo
^ -
we say
f(x) dx
f (x) dx.
and
J a
Too
f(x)dx
to their
is
convergent
and
is
equal
sum.
Since
it
to oo
f*
a<a<x,
follows that,
if
f(x)dx
f(x)dx or
J^
f(x)dx=\ f(x)dx +
\" f(x)dx=
Similarly,
J X
and,
if
+f
f(x)dx
"
f(x)dx.
\
J a.
J a
x<a<a,
f(x)dx,
* a
f(x) dx converges,
f(x) dx or
Also
J -oo
Thus
/(a?) cfo
foo
**
+ ^f(x) dx =
/(x)d:z
is
J(x) dx + J
J*
f(x) dx,
the definition.
f t^:2 = ^
Ex.
52.
("
e-^&f=2J"e-*
ifa
of ff(x)dx.
Let
F(x) =
\
J a
f{x)dx.
shall
ft
51-53]
we
integral
27 and 29.
115
1.
infinite
The
I.
f(x) dx
integral
convergent
is
and has
the value I,
when,
Ja
any
is a
positive
positive
number
number
X such that
x^X.
that
And
II.
further:
and
necessary
sufficient condition
poo
the integral
f(x)dx
chosen, as small as
when any
is that,
we
positive
number
positive
number
has been
such that
<e
f(x)dx
\J x'
for
all values
We
of x'
have seen in
51 that
^ X.
00
if
Ja
r
Co.
f(x)dx=\ f(x)dx +
Ja
Ja
f(x)dx,
a<a.
Ja
/bo
It follows
from
(I)
that,
if
Ja
number
positive
that
f(x)dx\<, when
Also,
if
These
number
such
x^X.
results,
immediately to the
in 53-58,
can be extended
infinite integral
f(x)dx.
J -00
poo
f(x)dx.
53.
Integrand
Positive.
the
If
positive
when x>a,
it is
clear that
poo
creasing function of
diverge to
I.
x.
Thus
Ja
I f(x)dx
is
a monotonic in-
<x>
a positive number
such that
poo
is
y a
Cx
integrand f(x)
in this case
f(x)dx^A.
=
THE DEFINITE INTEGRAL
116
if there is
It will diverge to oo
[oh. iv
no such number.
of
monotonic
( 34).
Further, there
is
an important "comparison
vergence of integrals
when
bounded and
Let f{x), g(x) be two functions which are positive,
II.
Also
x^a.
Then,
f f(x)dx
if
is convergent, it
let
g(x)
^f(x) when
j(x)dx
follows that
is
Ja
Ei0O
g(x)dx^
I
f(x)dx.
Ja
For from
47
we know that
P g(x)dx^
f(x)dx,
when x>a.
Ja
Ja
Therefore
Ja
Then, from
III.
Ifg(x)
(I),
[ g(x)dx^ \f(x)dx.
Ja
Ja
^ f(x),
and
P f(x)dx
g{x)dx*
Ja
g(x)dx^J(x)dx.
One
of the
most useful
is
J^
^, wnere
a>0
=!-i- {x
P%
1-n
xn
We have
1 -*
- a 1 "*},
when n+\,
ja
and
Ja
x = log x - log a,
when n
1.
and
Since the relative behaviour of the positive integrands /(*)
in terms of limits:
only as x-*oo these conditions may be expressed
g(x) matters
if
converges,
When
When
or diverges, as
g(x)lf(x) has a limit, not zero,
f(x) dx diverges.
if
s-oo
\j(z) dx converges.
\jW dx
Merges,
53,54]
Thus, when n
> 1,
lim
x>oo J a
And, when w ^
lim
1,
a1 -"
n-1
I
]
L sy<rbj
^Lv^T)^
61868
fsin
a:
g-
o.
..
diverges.
v<ryg) < h-
converges,
sin2a;
since
^-
The
^_
1
-g,
when *=><>
when * = 2
^Vfr^IjH?
cte
Xn
rdx
t.e.
xn
X-+CD J h
a
Ex
1 -*
dx
=a =
ft L
X
rdx
Ja
117
when x ^ a > 0.
,
f(x) dx is said
integral
to
Ja
when f(x)
be absolutely convergent
is
poo
and
6),
f(x) dx is convergent.
\
Ja
Since
follows
it
f(x)dx
]Jx
from
'
\f(x)
dx, for
x"
>x'^a
(cf.
52, II
that
if
f(x)
Ja
/oo
I
J *'
I
f(x)dx.
Ja
may
An
absolutely.
Jo
of
Mean Value
50. 1)
shows that
this
integral converges.
For we have
f^sinx
I
If.sin x dx +-
dx,
,
f
I
sin
x dx,
where
But
I
sin
x dx
and
sin
a;
da;
118
te^fe*?)
sin
[ch. vi
Therefore
J
f* sin
ic
Therefore
Jo
value
^^
x
we
converges, and
cfe
31
i*
integral
^
x
Jo
To prove
^ X,
shall find in
is
any positive
f*
But
dx diverges.
|an
integer.
L -^" L<fo =
have
A dx=\
sin
a?|
^~^-
S
77
sin y
zr-^-Zy dy>
(r-l)Tr
on putting z = (r-
1)tt +?/.
Isind
J^
(r-l)T
1 f
77
r7r J0
>2
2^1
^Isinicl^
Thus
But the
88 that
this, it is
"
We
x'
is \ir.
But the
where n
when #">
e,
4
A > -
provided that
its
<
L^**
Thus
Jo
series
7T
a;
lim
Therefore
n-*<x>J
diverges to
Isind
-1
(w;
= oo
<x>
Jo
..
Therefore
hm
Jo
Msinx|-,
J
L<fe
= oo.
<
fa.
as w->a>
54, 55]
119
When infinite integrals of this type converge, but do not converge absolutely, the convergence must be due to changes of sign
in the integrand as x-^co
.
55.
The
Convergence of
f(x) dx.
J a
I.
(a, b)
x*f(x) is bounded
Here
\x>
f(x)\<A, where
is
some
definite positive
number and
x^a.
T
l/WK xi
30
f
Ja
It follows that
dx
converges.
X
\f(x)\
dx converges.
/oo
Therefore
II.
(a, b),
f(x) dx converges,
is
absolute.
^ a,
f(x) dx
then
Ja
Here we have, as
before,
< f(x).
It follows that
But
f
Ja
dx
diverges to
X
where a>0.
when ju^l.
f(x) dx diverges to oo
It follows that
(a, b),
oo
oo
f(x)dx
Ja
must have a
x^a, then
positive lower
case
bound when x ^
a.
12
But,
x^a;
if
it
also,
[ch. iv
positive
is
bounded
number X,
in
xf(x)
x^X.
Thus, from
(I) -(III),
deduced:
arbitrary interval
Letf(x) be bounded and integrable in the
(a, b),
where a>0.
If there
(00
is
f(x) dx converges.
If there
is
a number u
than or equal
less
to 1
/oo
exists
exists,
and
is true
J a
if x*f(x) diverges to
We
+cc
or to
ao
as z->oo
shall
It is
as the "//-test."
/O0
Ja
J,
of the latter.
vergence or divergence of the former from that
Ex.
1.
J^f dx
^
[ "^^
2.
converges, since
since
diverges,
Hm (* x j^f^ji) = L
Km
(x x
^-^) =
\.
integral
Jo
x
ax.
sin
/CO
I.
If
<p(x) is
f(x)dx.
Convergence of
bounded when
Ja
x^a, and
absolutely, then
4>(x)yf,(x)
dx
is absolutely convergent.
is
some
definite
positive
55, 56]
Cx"
Also
121
fx"
\<p{x)\
\is(x)\dx<A\
J x'
\\fr(x)\dx t
J x'
when x">x'>a.
/oo
we
Since
given that
are
\\fr(x)\dx
converges,
the result
Ja
follows.
-j^dx,
Ex.1.
a
-j^dx converge
when n and a
absolutely,
are
positive.
e~ ax cos bx
2.
o.
cos
mx
2
is
positive.
cte
converges absolutely.
number of times in
the interval.
Also
let
dx converge.
/OO
Then
</)(x)\^(x)dx converges.
Ja
\lf(x)dx+<j>(x")\
Jx'
where a<x'
Value, since
\ls(x)dx t
Jf
g f ^ #".
Mean
less
and
\}s(x)dx
number, as small as we
e is
please.
It follows that
If*"
I
<p(x)\js(x)dx
<e, when
x">x'^X
J x'
M
1
iX. 1.
..sinx,
f
|
2.
Ja
- e~ x )
ax converges.
any given
122
lim
[ch. iv
x^a, and
= 0.
(p(x)
Also
be
\js(x)
let
\Js(x)dx be
Ja
Then
dx
(p(x)\js(x)
is convergent.
Ja
As above,
we know that
in (II),
<t>(x)yj/(x)dx
= <t>(x')\
where a<x'
x.'
^x".
\f/(x)dx\<A
Ja
positive
\l,(x)dx+<p(x")\ \fr(x)dx,
x'
^(x)dx
is
some
definite
number.
And
\lr(x)dx
y/,(x)dx
\+
|l*'"
\Ja
Jx'
<2A.
"
Cx
Similarly
I
^{x)dx
lim<(z)
Also
<2A.
J s
= 0.
a;->co
Therefore,
there will
e is
if
\<t>(%)\<Yj,
when x ^X.
It follows that
iCx" <p(x)\)/(x)dx
<<-,
when x">x'^X,
J x'
Joo
<p(x)\l/(x)dx converges.
Ex.1
[ m
XnJ
30
3.
f
I
Jo
rfa:,
T
J
sin c
}a
1+x*
cos ax
sin x
dx converges.
- cos foe ,
dx converges.
x
please,
56-58]
The
First
Let
<f>(x)
be
Let
\j/(x)
and,
x^a,
${x)\\,(x)dx
J
m^fi^M,the
We
Then
where
123
and
\f/(x)dx converge.
= ix
\Js{x)dx,
inx^a
have
M and m.
being
when x^a,
m^<f)(x)^M,
^ 0,
if ip(x)
m^{x)^(f)(x)f(x)^M^{x).
Therefore
by
But,
when^a.
56,
I,
<f)(x)xf(x)dx
we
and
converges,
Ja
p*
given
are
that
\fr(x)dx converges.
J
inequalities
m\^{x)dx^\ 6(x)f(x)dx^M^
In other words,
<f>(x)f {x)dx=fx
Ja
58.
Lemma.
Then F(x)
it
f{x)dx,
Ja
m^/x^if.
where
\fs(x)dx.
Let
poo
f(x)dx be a convergent
continuous when
is
x^a, and
integral,
and F(x) =
bounded in
/(x)dx(x^a).
Also
).
upper and lower
its
The continuity
of F(x) follows
is
X>-x>
It follows
from
32 that F(x)
(a, oo
Let
(f)(x)
Let
\Js(x)
be
f(x)dx.
zero.
is
bounded
if
and
x^a.
A Iso
converge.
Ja
where a
as defined
M,
be bounded
Then
),
once in
^ ^ oo .*
cit.,
654.
ip(x)dx + <f>(oo)\
Jf
^{x)dx,
let
and not
\}r(x)dx
(
'"
124
[oh. iv
We
(a, b).
Then we have
b
[
Jo
where
a^^=b.
TOO
Add
B = #oo
to both sides
observing that
JO
<(oo
exists, since
<f>(x) is
Then
B=0 and
B+
f(x)dx,
<f>(x)xP(x)dx
monotonic increasing in x
^ a and
( 34).
converges
[ 56, II].
b
[
<f>(x)f{x)dx
Ja
^
f(x)dx + ^(b-0)\^ 4s(x)dx + 4>(cc)\ b xfix)dx
= <f>(a + 0)\*
+ cf>{co))
f{x)dx
ib
= <f>(a + 0)\
(1)
xP(x)dx+U + V,
where
and
F = (4>(oo - <Hb-0)}\ b
f(x)dx.
^(*)<** Abounded
(00
Let
M,
in (a, oo
).
Then
m^\~+(x)dx^M.
and
Therefore
{<f>(b
- 0) -
<f>(a
<(&
{cftoo)
Adding
these,
we
see that
{floo
Then
Ja
where //=lim
This lirniTmust
6->oo
/a.
exist,
have
limits
when
58, 59]
it
Also, since
m^ifA^kM,
follows that
m^
But
/x'rSs
125
\f/(x)dx
(a,~jx>
).
TOO
we have
f
-'a
where a
It
is
of the
==i
''
yjr{x)dx,
^ ' ^
where a
Ja
oo
finally
;=i
oo
d>(oo
)\ \blx)dx,
'
Jf
clear that we might have used the other forms (III) and (V), 50.
Second Theorem of Mean Value and obtained corresponding results.
INFINITE INTEGRALS.
INTEGRAND INFINITE.
f(x)dx.
59.
1,
00
.
Ca
f(x)dx and
&
bounded in any arbitrary
Ja
is
f(x)dx,
oo
f(x)dx,
interval,
when
however
large.
(cf.
we take
when a
the case
discontinuity in
(a, b).
and
in
integrable
is
the
arbitrary
is
interval
supposed bounded
(a
+ ,
b),
where
a<a + g<b.
On
H+Oy we
f(x)dx as lim
f(x)dx.
when the point b is the only point of infinite disconand f(x) is bounded and integrable in the arbitrary
&-), where a<b-<b, we define the infinite integral
Similarly,
rb-S
f(x)dx as lim
Ja
exists.
f->0 J a
f(x) dx as the
sum
Ja
f(x)dx and
c being
b.
exist,
as defined above,
126
This definition
b,
since
is
[ch. iv
between a and
we have
\f(x) dx
where a<c'<c
Finally,
let
51, III).
(cf.
there be
finite
a^x,<x 9
...
<x n ^b.
We
f(x)dx by
the equation
X2
Xl
P fix) dx = \
when
on
the integrals
f{x) dx
+\
f(x) dx
+\
. . .
f(x) dx,
just given.
It should
number of points
be bounded in any partial
be a
to
and f(x) is
which has not one
of infinite discontinuity,
finite
interval of
(a, b),
of these points as
Harnack to
This definition was extended by du Bois-Reymond, Dini and
of infinite
points
of
number
infinite
an
has
certain cases in which the integrand
our purpose.
discontinuity, but the case given in the text is amply sufficient for
It is convenient to
speak of the
and
one or other
and
oscillatory are
Some
before.
writers use the term proper integral for the ordinary integral
when/(a;)
is
term
employed as
when
it
interval (a,
b),
f(x)dx,
j
and improper
(a, b),
integral
reserving the
\f{x)dx,
\
J-o
)a
f(x)dx or I"
f(x)dx..
J- 00
refer to
Germans
eigentliche
ff(x)dx.
60.
Let/(:z)
in
any
have
interval,
f(x)dx.
J -co
Ja
f(x)dx.
J -co
however
large.
number
of points
59-61]
127
x2
c>x n
a^x <x
Let
Then we have,
as
above
\f(x) dx =
f(x) dx
( 59),
X2
Xl
Ja
<x n <b.
2 , ...
Ja
+\
f(x) dx
+f
J xi
f(x) dx
+\
f(x) dx,
Jc
J xn
If the integral
J
Too
f(x) dx
we
in
is
an ordinary
(c, b).
\*f(x) dx =
f(x) dx
\
Ja
Ja
It
since
is
Xt
+\
f(x) dx
. . .
Jzi
+f
f(x) dx
+ \f(x) dx.
Jc
Jx
is
c,
we have
C
f(x) dx
+f
J %n
f(x) dx = f f(x) dx
Jc
+ {"fix) dx,
Jx
c'
where x n <c<c'.
Also
we may
f(x) dx =
JJ a
\f(x) dx +
Ja
The verbal
f(x) dx
J xi
J xn
f(x)dx
J -00
/00
are obvious,
and we
define
sum
of
J -CO
Ca
the integrals
r=o
f(x) dx
and
J -oo
It is easy to
f(x) dx.
Ja
show that
this definition is
independent of the
f(x)dx.
It is clear that
we
Ja
is
128
If
x=a
f(x)dx,
from the
It follows at once,
The
I.
we have
is
f(x)dx = \im
when
[ch. iv
f(x)dx
integral
definition, that:
convergent
is
and has
the value I
when,
Ja
any
please,
positive
there is
<e, provided
f(x) dx
that
0< ^
??.
Ja+
And
II.
further:
and
necessary
the interval
f(x)dx
sufficient
is that, if
any
positive
number
if
such that
\\
Also,
r\
P f(x) dx = \
It follows
from
(I)
that,
f(x) dx
if
Ja
positive
number
e,
The
Absolute Convergence.
to be
infinite
integral
arbitrary interval (a
+ f,
b),
where
and
0<<b-a,
f(x)dx
is
said
integrable in the
and
j
\f(x)\dx
converges.
It follows
from
(II)
ordinary convergence.
converge absolutely,*
integral of this kind may converge, but not
as the following
example shows.
and
54.
61]
An example
such an integral
of
It is clear that
is
129
suggested at once by
.'o
54.
dx
reduced to
is
r*^dx
by substituting
\x for x.
ft
-.
Ja
\X
dx
r~ converges,
(l)
if
0<n<l.
For we have
"*
dx
r +t(x-a)
1-
1 ""
(6 -a)
^J a+ t(x-a) ^\-n
dx
t
r
Therefore
lim
mr.
-.
t^
n
n^l.
From
we
this
obtain
when 0<-n<l.
results
which
correspond
to
those
of 55.
III. Let f(x) be
+f
(a
where
b),
0< <b- a.
If there is
a number
ju
and
between
fb
is
a<x^b,
bounded when
then
f(x)dx
converges absolutely.
Again,
IV. Let f(x) be bounded and integrable in the arbitrary interval
(a
+ ,
where
b),
or equal to
And
to
f(x) dx diverges
to
+ <x>
in
oo
finally,
+ ,
b),
where
If there
0<<b-a.
a number
is
/i
between
and
If there
lim (x
x-*a+0
the
is
- ay
same
a number
f(x) exists
ju
and
such that
Cb
is not zero,
then
is
true if (x
- ayf(x) tends
to
+ oo
or to
- oo
as x->a
-f 0,
130
We
shall
[ch. iv
infinite integral
ff(x)dx, when x = a
is
It is
we
The
results
limit b
is
Also,
it is
VI. //
[
and
bounded
is
cp(x)
convergent.
<p(x)yjs(x)dx
then
(a,
is
and
b),
absolutely
most
The
in
integrable
would not be
of the cases
which
develop in detail
difficult to
But it
shall meet.
the results which correspond to the other tests obtained for the
we
infinite integral
convergence of the
No
discussion
special
f(x) dx.
f(x)dx,
is
when
a certain
in (a,
b),
number
or for
f(x)dx,
f(x)dx, as defined
f(x)dx, and
in 60.
referred.
Ex.
1.
Prove that
i* pr.'(,(1
(i)
d*
+ X)y/X
h)
x\
"'"*;
fW= (l+lwx
Let
hm
Then
y/x f{x)
= \.
a-->0
1
The
(ii)
/x-test
f
j
dx
iY+v)77x
fw=x(r^y
Let
limxf(x) = h
Then
x->0
2.
Prove that
"
Jo
The
integral
is
test.
dx converges, when
^|
X rn
l'
an ordinary
finite integral if
<n <
w^O.
diverges.
61]
lims*fe!) = l.
Also
131
3.
Prove that
dx
v{a
(1
<n<
when
It diverges
when n^L\.
_ a)) converges.
infinities at x0 and = 1.
have thus to examine the convergence of the two
We
dx
y/{x{l-x)}'
where a
The
is
f
J
dx
y/{x{\-X))'
infinite integrals
dx
converges,
v\^(l "-#)/
dx
converges,
yp
1 -
V VM
Show
that
ft*
= !,
i
= l,
x->l~0
#J/
4.
and
each case.
ft-test is sufficient in
Ex.
y/{x{\-x)}
and
is
equal to -
\tt log 2.
Jo
The only
from the
infinity is at
//,-test.
Further,
fin-
dx
log sin x
=2
log sin
'
2x dx
= 7r log 2 + 2
log sin x
dx + 2
Jo
= 7r log 2 + 4
log cos x dx
Jo
log sin x dx = 2
But
Jo
Therefore
From
log sin
xdx
-\tt log
2.
and
log (1
integrals
+cos x)dx
Jo
2.
(4""
Ex.
5.
Show that
is
tj.
to
- ~- when
^n
,
a positive integer.
The only
the
fA
infinity is at
test (or
from the
a?
=0 and
last example).
132
we
see that
[*"",.,
x dx = Ux
log sin
cos
[ch. iv
.'o
2nx cos x
An
+ l)x =
1+2
sm a;
3 in(2m
f** sin
j
dx
+ l)x + sin
sin
(2n.
1 )x
a;
| cos2m
x
It follows that
dx= -
From
this
we
-r-.
4w
obtain at once
cos 2wa: log cos x
dx= -
7- cos
4w
IT
and
7J-
cos
nx
log 2(1
- cos x)dx = - -,
cos
wx
log 2(1
+ cos x)dx= - n
Jo
Ex.
6.
nir.
cos
er xx n
integral
W7r.
Gamma
Function
- x dx.
-'0
Let n^-1.
(i)
< x ^ a,
bounded in
is
where a
is
arbitrary,
and we
roc
e~ xx n
dx.
-'a
The
jix-test
e x is
of x.
greater than
Since
ex
x2
= l+x + ^ + ...
ex
when x > 0,
xr
>
e- x* n_1
and
= any
(r
positive integer),
<^+i-
be,
we can choose r
whatever n
may
so that r -
n+1
>1
be,
00
e -x x r
-1
dx converges.
a
(ii)
Let0<n<l.
In this case e~ xx n
-x
shows that
The
/x-test
e -xx
n-i dx converges.
er xx n
~x
1;
rao
er xx n
Therefore
-'0
- 1 dx converges.
61]
n^O.
Let
(iii)
133
dx diverges to +
/x-test
shows that
oo
Ex.
7.
Since lim
loga;)=:0,
a;"
-1 log
x dx*
integral
an ordinary
is
integral,
z-K)
when
n> 1.
Also
we know
that
\ogxdx = x(\ogx-l)
\
L_
<x
It follows that
x^O
=lim
-'o
Again,
< n < 1,
And when
a:)
{x*
=x(l -logz)-l.
- log
+n ~ l
we can choose a
x)
log
1}
a:)
=0,
1.
if
/x
number
positive
>
//,
less
than
which
Therefore
J
Finally,
< n ^ 1.
we have
lim (a: x a:"- 1
>0
a;"- 1 log
Therefore
log
a:
= lim x n
log x
= oo
when
n.
^ 0.
a;M)
a;
dx diverges, when n
^ 0.
.'o
REFERENCES.
De
Ch.
la Vallee Poussin,
loc. cit.,
I.
la
Parte, Cap. I
and
VII.
And
Brunel, "Bestimmte
1899).
Montel-Rosenthal, "Neuere Untersuchungen iiber Funktionen reeller VerC 9 6, Integration und Differentiation," Enc. d. math. Wiss.,
anderlichen: II
Bd.
2 (Leipzig, 1923).
its
con-
134
EXAMPLES ON CHAPTER
1.
Show
l+x +
00
e -a'xf
cosh 6 dx,
l+z
a;
CX
~dx,
)qX+1
**-.
,,
oo
s in
Jo
log a?
6
i- --,2 dx.
(to,
-,
Jol-^
'
~a
f<
^& where0<c<l,
[f
---.-da,
r <fcc,
'
-l
)qX-\
~a
rr+1
sin w
cos*0 d0.
dx
re_U X
V*
Jo
cos
dX}
&a;
[
J
and
^^
m > 0),
L.95T)**
where P(z)
n th degree,
Q(x)=Q.
is
?i
< x ^ 1 as follows:
l<x^\, f(x)=-3, \<x^%,
=2,
i<x^h
f(x)=4,
and so
\<x^h
f(x)=-6,
Show
5.
+ sina;
)a(x-a)y/{b-x)'
4.
a:
loe
8
,
3.
IV.
ol+cosz + e*
2.
[ch.
and negative.
u
Using the substitution x = e- show that
'
x m l {\og x) n dx
,
And by means
and n > -
>
of a similar substitution,
1.
show that
00
a;
w-1 (log
x) n dx
<
and n > -
\^
converges
when
Show
when
fi
that
^ 0,
x>0
and that
it
diverges
unity.
Deduce that
if
there
is
a number
/x
a:) 1
+<*/()} exists,
X->00
of
then (*/()&! converges, and give a corresponding test for the divergence
this integral, f(x) being
(a, 6),
where
> a.
in
any arbitrary
interval
iv]
Show
that
J2
On
135
J"-""^ dx converges,
00
7.
fa
(x
+ sin 2 a?)
cos x log
integrating
a;
log
a;
by
da;
parts,
we obtain
j =
cos x llog x dx
sin
log x -
a;
x sin
x j
da;.
Ji
roo
Deduce that
cos x log
cos
aj
a;
log x dx converges,
and
^iin 'V
equal to -
is
dx.
Jo
-o
fx" cos x 2 dx by
.
we obtain
parts,
x'
97
1
= rr-j-.
sin
- tV1
,/
a;
2x
-.
2x
sin
a:
,
2
+^
x " sin
2)x'
a;
2
7
dx,
where x">x'^>0.
roo
cos x 2 dx.
of
.'
9.
number of points
two functions.
Prove that
g(x)
f(x)g(x)dx converges,
is
series
f(a) +f(a
+f(a + 2) +
2^ + l)-2<-i
11.
From
(i)
the relation
l(ir
show that
Jo
lim
n>oo
(ii)
By
integration
+ -L... + -l<2^-l.
sin
by
a;
sin ^
:
.'0
+ 1) and
mJ^ z=2
sin
Deduce that
. .
^i+3 ^ +
parts,
J^...
\ir.
i cos (2r-l)x,
j
dx=2 2
x
\2r -
-.
dx -^..
"
show that
w
f*
lim
w^ooJo
dx converge.
lim/(a;)=0.
x>co
all
g(x)
x^a, and
Ja
Ja
Then the
and
\f(x) dx
if
Ja
10.
except at a certain
(a, b),
sin 2na:
/ 1
1\
\sina;
xj
da;
=0.
136
-oo
ni)
12
From
(i)
sin
X _TT
sin
2nx cot x dx
Jo
vn =
and
u n =^Tr,
then
(ii)
By
integration
by
f*
and
parts,
w sin 2na;
dx,
-i da:.
v = limv n =
n->oo
Jo
(v n
- w n ) 0.
n->oo
(iii)
From
dx=~=.
A
CHAPTER V
THE THEORY OF INFINITE SERIES, WHOSE TERMS ARE
FUNCTIONS OF A SINGLE VARIABLE
62.
We
shall
now
consider
We
some
of the
properties of series
of x.
for values
of
When we
speak of the
sum
u i( x ) + u 2( x ) + u z( x )
it is
to be understood:")"
(i)
that
we
settle for
what value
of x
of the
series;
(ii)
that
we then
of the series;
(iii)
that
we then
find the
sum
s'n (x)
of the
first
n terms;
and
(iv)
that
On
we then
all
sum
as n->oo
keeping
its
sum,
*As mentioned
that
a^x^Ezb.
<
137
<
this value of
if,
WHOSE TERMS
INFINITE SERIES
138
x having been
and any
the series,
as we please, there
first inserted
number
positive
a positive integer
is
[oh.
such that
positive
number
any
a positive integer
be
is that, if
such that
\Sn+ v (x)-Sn(x)\<e,
when n =
>
A similar convention exists when we are dealing with other limiting processes.
In the definition of the differential coefficient of f(x) it is understood that we
y
first agree for what value of x we wish to know/ (z); that we then calculate
f(x) and f(x + h) for this value of x; then obtain the value of
f(x, a) dx,
before
We
we proceed
to the
h^O.
we
fix)
+ h)
-,
and
f(x
summation and
it is
understood that
is
the
sum
terms.
remainder after
As we have seen
of the series,
and we
R n (x)
sum
in 19,
is
we
call this
With
R n (x)
the
of the series
+u n+s (x)+...
shall write
p
and
the
shall call
a partial remainder.
two conditions
(i)
(ii)
|
R n (x)
e,
when n^v,
series
and not
When
s n (x),
may
there
is
a or
no ambiguity
and write s n
R n (x), pB n (x)
a<x<b
b.
it will
Rn
and P R n
in
62, 63]
l+x + x + ...
When
1, it
for its
diverges to
The Sum of a
63.
of x
may
139
Series
sum, when oo
<x<1
when x = -
1, it oscillates finitely.
be discontinuous.
by the
series
3x-
...),
difficulty
by
sums
after. {
sum
The
different errors.
increases,
first
of
is
f(x)
These
curves y = s n (x)
y = s n (x)
and
(ii)
y=f(x)
number
<?,
of the curves
(i)
and
(ii)
will
be
less
than
,e
Partie, p. 131.
when n g
v.
1 (1826), 316.
INFINITE SERIES
140
WHOSE TERMS
[CH.
not do
so,
is
continuous.
1.
z+
(z+l)(2x+l)
1
ujx)
Here
(n-l)x+l
nx+l
and
(*)
Thus, when
x>0,
= !- nx+l
limsn (aj) = l:
91-CO
when x 0,
lims(a;)=0, since
s n (0)=0.
for
The curve y=f(x), when x ^ 0, consists of the part of the line y = 1
=0.
X
at
discontinuous
is
series
x > 0, and the origin. The sum of the
Now
which
This equation
may
be written
more and
As n increases, this rectangular hyperbola (cf. Fig. 10) approaches
of the
shape
the
from
reasoned
=
we
more closely to the lines y l, x=0. If
Fig. 10.
63]
HI
As sn (x) is certainly continuous, when the terms of the series are continuous,
the approximation curves will always differ very materially from the curve
y=f(x), when the sum of the series is discontinuous.
Ex.
2.
where
...
x = 0,
nx
(n-l)x
l+n?x2
l+(n-l)W
In this case
and
lim sn (x)
n-x
=0
y=f{x)
in the
neighbourhood of the
x but we shall
from the curve
t
origin.
y=sn {x).
The curve
has a
maximum
at (1/n, )
l+n2 x2
and a minimum
at
1/rc,
- )
(cf.
Fig. 11).
The
y=sn (x), we
Ex.
3.
+ u 2 (x) + u 3 {x) +
where
= 0,
l+(n-l)W
l+n3x2
Here
and
. .
(n-l) 2x
sn (x)
lim
n2x
'
l+n3x2
sn (x) =0 for all
values of x.
INFINITE SERIES
142
The sum
(cf.
of
~W
[CH.
Fig. 12),
(-l/y'n 3
bourhood
WHOSE TERMS
series
to
whom
reference
x.
62,
of
is
in quite a different
at which
x, say x
In finding
a discontinuity occurs, they replaced x by a function of n, which
converges to x as n increases. Then they took the limit when
manner.
s n (x) in its
new form.
interval
(cf.
63, 64]
series of 63,
Ex.
143
1,
"'
z+l + (z+l)(2x+l) +
>n0,
-
'
ft=>-co
s n (pln)
and
= -^~,
1,
which
is
lim
independent of
to 1 as
and
= -P--,
s n (pln)
P ~r 1
n->3
n,
For we
increases
from
to oo
limits, for
and the
a limit,
we may
If
dinate
is
such
given by
of
the
[lim s n (x)]
(1)
we move
as
is
the or-
we proceed
along the curve y=f(x), the abscissa getting nearer and nearer
but not quite reaching x
According as x approaches x
to x
~Nowf(x
),
the
left,
sum
lim[s n (x
n>-x
and
since
we
are
tinuous functions,
now
x=x
is,
by
s n (x) is
be/(z +0) or
definition,
)],
number
of con-
Thus
(1) will
s n (xQ )
lim
x->x
s n (x)
WHOSE TERMS
INFINITE SERIES
144
Therefore
jbhe
sum
x=x
lim
[lim s n (x)]
n^<x>
x~>jcq
may
[oh.
be written
(2)
The two- expressions in (1) and (2) need not be the same.
are so only when/(x) is continuous at x
They
+
i
z+l
(x+l)(2x+ir -'
i
s n {x)
In this series
'It
"
>
><J2
Also
some
n,
=1
x>0
and
If
of x, is
positive x
only
is
taken,
number
and # (0)=0
>
e is
it is
+l)<e
for a positive
if
n> x
E.g. let
If
= j^q-
...
And when c =
j^^
and
a;
= 10"*, n must
1)
<
only
when
fl
if
l/(nar+l)<.
When
* = 10- 8 the
,
first
1-1
rl> "7"
The inequality
shows that when n
is
*A
will
less
than unity,
64, 65]
without
all less
...
than
increases
limit.
There
all less
make
145
make
will
v
v (x),
(sc),
...
in this range.
On
this condition,
definite positive
Such a value
Our
is
a positive integer
the range of x
if
is
given by x
^ a,
number.
of v
inx^a, but
uniformly
it
a.
does not
converge uniformly in x =^ 0.
We
turn
now
to the series
u x (x)
an interval as
+u 2 (x) +u
2>
(x)
follows:
+ ...
a^x^b
and
its
sum
be
It is said to
f(x).
\f(x)-s n (x)\<e,
It is true that,
(a, b)
if
when n^v.-f
when n ^ v.
is
interval.
For
this integer v
we must have
\R {x% [A+if*)T,
v
all less
than
e,
no matter where x
lies
...
in (a,
b).
*The property
< ^
a^x <
< <
WHOSE TERMS
INFINITE SERIES
146
will
than
all less
^^ i^^
make
e
for every x in
in (a, b)
is
if
[ch.
we know that
no positive integer
...
(a, b).
x
x~+l
+ (z+l)(2z+l)
a^x^b,
where
a, b
are
any
to the
number
It is this
of
property of
vergence in an
which
interval,
infinite interval
may
in a fixed
be as large as
The exponential
it
is
positive.
n
Thus,
all
if
But
it is
make
n(x)
greater than
clear that
greater
{y\e)
to
For take
for x
c greater
b.
We know
c.
Therefore
But
Therefore
of
than
x in
(0, 6).
the same
serving for
all
values
65, 66]
From
interval
147
in the interval
- b,
b),
is
fixed,
but
may
1.
series
l+x + x2 + ...
converges uniformly to
Ex.
l/( 1
2.
- x)
^x^x <
in
series
(l-x)+x(l-x)+x2 (l -x) +
converges uniformly to
Ex.
3.
in
^ x = x
...
<1
series
...
^ ^
Ex.
4.
series
A
1+x
L_ + _J_
2 + x2
^3 + x 2
5.
"'
^ 0.
series
1.2
273
3T^ +
""
interval
66.
we
please,
and that
it
x^O.
condition for Uniform Conthe sumf(x) is known, the above definition often
gives a convenient means of deciding whether the convergence is
vergence.
When
uniform or not.
be
an
necessary
infinite series,
and
any
uniform convergence of
positive
chosen, as small as
there shall be
that, for
interval,
we please,
aU values of x in the
(a, b).
|,2J n (a;)|<e,
The condition
is necessary.
WHOSE TERMS
INFINITE SERIES
148
is
[oh.
a positive
is
such that
v,
when
\f(x)-s n (x)\<ie,
the same
serving
values of x in
for all
i^,
ft
(a, b),
sum
of the series.
Let
ft",
Then
ft'
'
|
v(0 - M*)
WV
-/(*)|
'(*)
" *'(*)
/(*)
v.
<e.
We know
when
inte S eI
this condition is
satisfied.
Let
its
sum be f(x).
Then
the arbitrary positive number e be chosen.
that
there is a positive integer v such
(x)-s (x)\<i, when n^v, for every positive integer p,
\s
Again
let
n+p
the same
serving for
all
values of x in
{a, b).
Thus
Also
p>Q0
Therefore
- \e =g/(a?)
(a?)
^ s
(a?)
+ Je
+\8v {x)-'f{x)\.
But
|* B (aO-/(aON(*)-M*)l
equal to the value
It follows that, when n is greater than or
specified above,
K(x)-f(x)\<ie+ie
and this holds for all values of x in (a,
Thus the series converges uniformly
67. 1. Weierstrass's
The
M-Test
u x (x)
series
positive constants
for
+u 2 {x) +u s (x) +
(a, b),
^M
. .
if there is
M +M +M
b).
in this interval.
may
a convergent
+ ...,
have in
(a, b),
positive integer n.
n for every
series of
66-67. 2]
M +M +M
3 -f
149
. .
is
M +M
when n ^
<
n+1
n+2 + ...+M n+p
for every positive integer p.
j/,
But
|,fl(3)|^K +1 (a;)|
Thus
. i .
<e, when
n^
v,
uniformly convergent in
series is
(a, b).
series
l+2a+3a2 + ...
convergent,
is
when a
is
less
than
unity.
It follows that the series
l+2x+3x 2 + ...
uniformly convergent in the interval
is
Ex.
is
1.
Show
- a,
a).
2.
Show
x cos
+ x2
cos 20
+ x?
cos 30
+ ...
x cos
+ -=
cos 20
+ -=
cos 30
all
values of
0,
when
. .
\x\ is
any given
Uniform Convergence.
convergence
Abel's Test
is
and
In the M-Test
Abel's Test.
-\-u 2 (x)
(a, b)
v t (x),
and
is
+u 3 (x)
(1)
the sequence
v 2 (x),
v 3 (x),
(a, b)
(2)
an
interval,
positive
x in
But absolute
usually called
u x {x)
*A
tests,
Dirichlet's Test.
converge uniformly in
be
positive
than unity.
I.
and
and
number
when
there
is
INFINITE SERIES
150
Then
uniformly convergent in
Let
r n (x)
WHOSE TERMS
[ch.
the series
Ui(x)v x (x)
is
(3)
(a, b).
R n (x)
Then
R n {x) = u n+1 (x)v n+1 (x) +u n+2 (x)v n+2 (x) + ...
+ u n+v (x)v n+p {x)
= !T n {x)v n+1 (x) + 2 rjx) -
+ [r n (x)- p- 1
= ^ n {x) [v n+1 (x) - v n+2 {x)] +
+ ...
+ ,-l^n() [+n-l(*)
Now
all
known
it is
. .
W^M + ^K+1^)"'^)
that
number
sign,
a;
values of x in
It follows
I2*n(a0l
X )I
serving for
all
(a, 6).
from
(4)
that
AW < 3
n+lO*0
_ V n+,(s) +
3JE
n+()
<l+ie
3 e_r 3<
<e, when n^v,
the same
i/
Thus the
Ex. 1
all
series (3) is
Let a + a x + a 2 +
Then
serving for
. . .
(a, b).
n
be a convergent series of constants and vn (x) = x
O^x^
a n n () converges uniformly in
1.
=
1
Ex.
Let a x + a 2 +
2.
Then
2 Vn(z)
be a convergent
converges uniformly in
series of constants
a;
and
v n (x)
^ 0.
Ex.
a2
...
a lt
Let a + a 1 + a 2 + ... be a convergent series of constants and a
series
the
Then
numbers.
positive
of
be a monotonic ascending sequence
a e- a o x + a x e,-^ + a 2 e~ a zx
,
3.
converges uniformly in x
= 0.
67. 2]
Let
= u 1 (x) + u 2 (x)+...
s n (x)
Then
u n (x).
the series
(i)
151
...
provided that
(a, b)
uniformly bounded in
(a, 6)*
and
v x (x), v 2 (x), v 3 (x),
(ii)
formly
in
to zero
is
...
(a, b).
as above,
+ [*+*() "
Sn
. .
V
+J>-l(x)} n+P (%)
at once
+j n+1 (*)|}.
< 37r
v n (x)
the same
And
serving for
v^x), v 2 (x),
all
n-
v>
are
etc.,
wtien
all of
Therefore
\
the same
serving for
R n (x)\<
all
b;
when n^v,
values of x in
oo
SU
converges uniformly in
Ex.
1.
The
series
converges uniformly
Cf. footnote
on
(a, b).
l+x 2
when x
p. 149.
n( x ) v n{%)
-^j
0.
k +
+ x2 'S^ + x i
(a, b),
and the
series
. . .
Ex.
WHOSE TERMS
INFINITE SERIES
152
The
2.
x + \ sin 2x + 1 sin
sin
series
+
+ ...
3a;
|ch.
. .
converge uniformly in
Ex.
3.
The
x - \ sin 2x + sin 3x
cos x- J cos 2x + ^ cos 3x
sin
converge uniformly in
Ex. 4.
The
when
(a, b),
series -
- a,
a),
where
sin x + sin
series
< a<
...
...
ir.
3# + ^ sin
5a;
. . .
+
cos x + \ cos 3a: + 1 cos 5x+ ...
\ cos 2x + \ cos 4a; + \ cos 6a; +
(a, 6), when
< a < 6 < it.
J sin 2x + 1 sin 4a; + $ sin
6a;
. .
. .
converge uniformly in
30
Ex. 5.
The
series
00
2 cos nx
< x < x < 2tt,
and
a w sin nx
TC
Uniform Convergence of
68.
>ao
Series
tinuous Functions of x.
when
_(a, 6),
and
+...
uniformly
we know
number
may
be, there is
to
f(x)
(a, 6).
that,
however
a positive integer
v,
such that
serving for
all
values of x in
{a, b).
|22 w (sc)|<Je,
Since s n (x)
tinuous in (a,
is
the
sum
of
x in
(a, b).
n continuous
functions,
it is
also con-
b).
when
x, x' are
\x'-x\^t].
(a, 6)
for
which
07. 2, 68]
But
where
Also
/(') -/()
Thus
!/(*')
-/(x)|^|* w
M-*WI + l*(*')l
<e, when
Therefore /(ic)
//*
II.
is
series,
continuous sum,
|a?'
continuous in
its
+|*.(*)|.
x\^rj.
(a, 6).
dis-
153
we have
just seen
vergence.
III.
Uniform convergence
continuity of the
sum
It is not
a necessary condition
series are
is
of non-uniform convergence.
series discussed in
x^ a>0,
for in
#~a>0.
wnen
\R n v(%)\<
" nx~na
>
63
both cases
values of x.
This
is
clear in
that \R n (x)\<e,
Ex.
2,
nx
where RJx) = ^
k-~, for if it is
serving for
all
asserted
values of x
the interval,
if
<fc
e,
v,
e<|.
mini
Similarly in Ex.
3,
where
R n (x)= x ~\~n3x2
if it is
asserted that
INFINITE SERIES
154
There
both
in
is,
cases,
WHOSE TERMS
[en. v
integer
positive
which
for
as x->0.
IV. If the terms of the series are continuous in the closed interval
then it must
(a, b), and the series converges uniformly in a<x<b,
convergence
the
converge for x = a and x = b, and the uniformity of
will hold for the closed interval (a, b).
a<x<b, we
is
(1)
\sjx)-s m (a)\>le,
\s n (x) - s n (a)\ < Je,
and
r\
when 0^(x-a)^^
when ^ (x - a) ^ 2
l5
r}
r\
or
r)
and
2,
let
0^(x-a)^rj.
Then
\sja)-s n (a)\
sja) - sjx) + sjx) - s n (x) +
1
when
<t,
similar
s n (x)
- s n (a)
m>w^e
(-0
(3)
m (b)-s n {b)\<e, when m>n^i>
and
a
x
for
=
converges
series
the
that
see
we
From (2)
(3)
x = b, and, combining (1), (2) and (3), we see that the condition
\s
and
for
If
are continuous in
(a, ),
(a, b),
where a < a
< p < b,
converges uniformly in
However we
x=a
the case
But
+ 2x + 3x 2 +
. .
a, a),
or x = b,
may be.
interval
for
(a, b) is satisfied.
it
Power
(a,
(>)
Series,
if it
converges
extends up to a or
b,
as
68, 69]
The
series of
continuous functions
may
155
(a,
...
fi)
within
(a, b),
and converge
x + lx3 -}2 x 2 + lx 5
+ Ix 1 - \x*+
(1)
series
x - } x2 + lx z
(2)
<x~
positive terms
is
sum
is
l\
Hence
when -
1,
and
its
log 2.
(1) is
discontinuous at #
interval of uniform
69.
Let a
series of
(a, b).
b
FIG. 13.
Then we have,
as before,
|
In particular,
and we
all
|
<
m (x) -
m (x) -
v (x)
<
e,
when ra>
v,
(t
*Cf.
shall
of breadth 2c,
whose central
line is
y=s v (x).
(Fig. 13.)
INFINITE SERIES
156
WHOSE TERMS
is
the
sum
(Cf.
of the
66
m>
v, lie
[ch.
in this strip,
within the
strip, or at
(ii).)
less
than
and
let
the value
v.
In this way,
if
we take the
set of positive
. . .
numbers
where lim
e()
= 0,
we
Any
= v = v"
<r,
</,
cr", ...
of the preceding
number increases.
one, and their breadth tends to zero as their
the boundary of
Further, the curve y=f(x) lies within, or at most reaches,
the strips.
terms
shows that the approximation curves, as the number of the
of the curve for the sum right
shape
the
to
guide
a
as
used
be
may
increase,
but
it
series of
When
the
continuous functions
is
series of integrals
l
f\(z)dc + [
J,
is
its
+\
u z (x)dx
+ ...
J.'o
if it
sum
u 2 (x)dx
J>
is
be convergent,
it
f(x)dx.
69, 70. 1]
157
approximation curves in
of the
69
series is
We
shall
now
demonstration
state the
and
let
its
...
the series
u x (x)
its
sum.
Then
pi
I
where
pi
pi
pi
f(x)dx=\ u 1 (x)dx +
u 2 (x)dx +
u 3 (x)dx + ...
a^x^x^b.
where
the same
n^
serving for
values of x in
all
j-
v,
(a, b).
are continuous
in
(a, b)
and therefore
integrable.
Thus we have
pi
f(x) dx
s n (x)
dx
R n (x) dx,
Jx
Jx
Jx
where
pi
f*h
dx -
pi
s n (x)
dx
J x
Xo
pi
R n (x) dx
^ xo
X x - XQ
b-a
<e, when n-^v.
s n (x)
dx = ^\
JX\f(x) dx ,
^
1
pi
I
Jx
u r (x)
dx.
Jx
I
v.
pi
integrals
is
convergent and
its
sum is
f(x) dx.
J Xq
Corollary
and
WHOSE TERMS
INFINITE SERIES
158
be continuous in (a, b)
Let
T.
[ok.
the series
(a, b).
Then
u 2 (x) dx +
u (x) dx +
f(x)dx in
converges uniformly to
u 3 (x) dx +
...
when a ^ x
{a, b),
<x ^ b.
Jx
Corollary
and
Let ujp),
II.
Also
Cx
fxf(x)g(x)dx=^\
X
where
a^x <x^b,
. .
(a, b).
and
g(x) be bounded
let
+ u 3 (x) +
u x (x) + u 2 (x)
the series
u 2 (x), u s {x),
u n (x)g(x)dx,
J *o
and
uniform in
Let the arbitrary positive number
(a, b).
bound
the upper
of \g(x)\ in (a,
^u
be chosen, and
let
n (x)
we may put
where
fix)
the same
values of x in
all
f(x)g(x)
dx=
s n (x)g{x)dx
J*o
where
f(x)g(x)dx-
R n (x)g(x)dx,
J *o
= x <x ^ 6.
X
I
(a, b).
we have
Jx
Thus
n ~"'
'
X
\
= s n (x) + R n (x),
serving for
Therefore
[* s (x)g(x)dx\
n
= \ R n (x)g(x)dx\
\
And
f(x)g(x)dx-^\ u r (x)g(x)dx\
<
e,
be
b).
when n ^
v,
(a, 6),
70. 1]
159
many
It is clear that
times as we wish.
Ex.
To prove that
log(l
-rrlog?/ 2 when
\y\>l.
We know that
--cosx-ycos2x-y eos3x +
y~ cosx
when
(1)
...,
-2y cos x + yl
J2/|<1.
(1)
1, 1)
(67.1).
Therefore
-2ycosx + y 2
Therefore \ log
* *
-2y
(1
less
^~-yn
when
values of
all
< 1.
\y\
< l.f
\y\
when
x,
(2)
\y\ is
some
1).
cos wa;da;,
when
|?/|
< 1.
#. In
Therefore
when
+ y2 = - f
y^ dy,
nx
cos
(2)
log(l
h\
cos x
=_
dy
a
log(l
log
- 2y cos x + y 2 )dx =
|y|
< 1.
'o
But
[log y 2
+ log
( 1
--
cos
a;
Therefore
log
^ )~J
***
> 1.
\y\
Jo
Ex.
Prove that,
2.
if
m is a positive integer,
according as
<1
or
and
4, p.
>1
+ y 2 )dx = - 7r y
y-m
or -ir -
131, that
we may
<,
>
by
:fr
2: respectively.
flf
a;
is
converges
It follows
I-
Again,
ir,
when y 1
if
when y = -
is
log 2 ( 1
- cos x)'= - 2
-rr,
when x
or 2nr.
|log2(l+cosa;)=2( -l)- 1
i
COS
710C
,
Jit follows from Ex. 5, p. 131 that these results hold also for
= 1.
(2)
converges
WHOSE TERMS
INFINITE SERIES
100
Th following extension
70. 2.
sometimes
of the
[ch.
is
useful.
and
...
let
'
n
s n (x)=^
f(x)
u r (x) and
x.
= ^u r (x).
1
Thus if(i)f(x)
f(x) in
(a, c),
bounded in
is integrable
where c
is
(a, b),
f(x)dx = ^\
J
Since the
sum s n (x)
there
(a, b),
a positive number
is
{x)\<K
n.
be chosen, and
let c
be taken so that
IEb
Then
f(z)dx-\
Ja
Ja
b
And
u n (x)dx.
such that
\sn
C<
uniformly bounded in
is
b -
\\
=[
s n (x)dx
Jc
s n (x)dx\^\
But
Therefore
f(x)
-sn (x)\dx +
\f(x)
Ja
sn (x)
sn (x)dx.
(1)
\sn (x)\dx.
(2)
Jc
b
Ja
&
(f(x)
f(x)dx-\
\)a
Ja
\f(x)\dx
\
+\
Jc
Jc
< K.
lim sn (x)
^ K\
\f(x)-s n (x)
the same v serving for
It follows
from
(2),
all
< 2{b _ a
values of x in
when n
v,
(a, c).
that
|jy^)^-|^M^)^|<2(5 !
- a )+ 2
)^
when n ^
v.
/()<fo =
a'
This
may
be extended as follows:
u x {x), u 2 (x),
finite
f&
S Ja ur (x)dx.
...
and
let
sum
the
sum
less
given number.
Also
let
sn (x)
= 2 u r (x)
b).
than any
70.2,71]
Then
71.
f(x)dx = l\ u r {x)dxj
Term by Term
If the series
converges in
(a,
and each of
b), and if the
v>i(x)
converges uniformly in
has a differential
Differentiation.
Ul (x)
(a, b)
continuous in
161
its
coefficient,
+u 2'(x) +u 3 '(x)+...
thenf(x), the
(a, b),
coefficient at every
sum
point of
(a, b),
and
f'(x)
Let
Thus we have
Xl
p(x)dx=\u 1
(x)dx
'
u 2 (x)dx +
,
u 3 (x)dx
+ ...
where
Therefore
<f>(x)
dx = [u^xj - u x (xQ )]
f(x1 )=u 1 (x 1 )
But
and
f(x
Therefore
= u x (x
+ [u^xj - u 2 (x
+u 2 (x 1 +u 3 (x 1
+ u 2 {x + u 3 (x
)
<j>(x)dx=f(x 1 ) -f(x
)]
. .
+...
+.,...
).
Jx
Now
put
=x
x = x+Ax.
and
<p()Ax=f(x+Ax)-f(x),
where x
^ ^ x + Ax.
Therefore
(f> (
>
"
The Mathematical
Term by Term
;
f(x),
is
uniformly bounded in
b
[
)a
f(x)dx = Z
i
-'a
(a, b),
u r (x)dx
then
WHOSE TERMS
INFINITE SERIES
162
But
lim
</>()
[ch.
= </>(x),
A.i-->0
since
(p(x)_ is
continuous in
(a, b).
and
f'(x)
(a, b),
= (/)(x)
= u 1 '(x)
-\-u^(x)
+ w3
(^) +
It
for
They
sufficient conditions.
We
importance.
It should also be noted that in these sections we have again
been dealing with repeated limits (cf. 64), and we have found
that in certain cases the order in which the limits are taken may
result.
and
lim s n (x)dx
Similarly in term
by term
lim
s n (x)dx.
differentiation
we have found
that,
in certain cases,
Umhhn( S ( X+h)
- S W
)}
fanTlim (
and
'<*+> -'<*)
,)
are equal.
The Power
72.
The
Series.
properties of the
are so important,
and
it offers
Power
Series
+ a 1 x + a 2 x 2 + ...
is
If the
convergent for x
\x\<\x Q
But
= xQ
it
is
+ a x x + a 2x2 +
is
. .
convergent for x = x
|
an x n
there
is
x such
a positive number
< M, when n ^ 0.
K* = KVM
n
we have
given.
\.
that
series
now be
that
M such
71, 72]
Therefore
= c < 1,
if
163
KI + \a
1 x\
\a 2 x 2
+ ...
M{l+c + c 2 + ...},
and our theorem
If the
II.
follows.
\x\> |#
|,
it
(i)
The
from
(I)
and
The
x,
any value
such that
x=0 and
no other value
of x.
converges for
series
it
E.g.
(ii)
(II)
converges for
series
if
III. It follows
x=x Q
values of x.
all
x2
l+x + ~ + ....
E.g.
(iii)
There
some
is
positive
converges, and,
x-%x2 + lx*-....
E.g.
The
Also
- p<x< p
interval
it is
is
the second,
It will
infinite.
is
first case,
is
zero, and, in
1, 1):
+J+
X2
2+-.
X2
it
the interval
l+x + x 2 +...
But
series
first of
verges at both.
We shall
but
it
denote
may do
its
so;
ends by L\ L.
and
it
The
l<hl>
2
|
ofx^O,
KIV-. KK-..
>
is
--I
1
l
<x <-.
H-
n
|
=Ac>0,
the interval
of convergence
If lim
n->oo
an
\n
=0,
of x.
is
WHOSE TERMS
INFINITE SERIES
164
[ch.
0.
value of x
are given that the series converges for some
take greater than
may
we
number
, which
positive
a
is
there
(I),
in
as
Then,
n <M, for all values of n.
unity, such that \a nx
We
Thus
\a
1
|<-^
"'
i,
is
bounded
By
17. 2,
lim \a n n exists.
\
??><
l
Now
lim
let
\<*n\
= P> -
n-*oo
tion, there is
a positive integer
such that
v,
Kl n <*r>
Xq
\anx
Therefore
\.<\,
\a nx
And
when n =
= \anx n \x^\
n
\
?a nxn converges
series
Then a|>
|
Thus
And
\a nx
the
n
|
a;
for
t^i, for
\x\
>
series
which
an
when n^v.
X
< _
Thus the
absolutely
|zj
>
infinite
w^i.
<1, when
when
\x\ <l//x.
Ijfx.
number
of values of n.
of n.
for an infinite number of values
^a nxn cannot converge when x > 1 //*.
1
*/*e
intertwZ of convergence
of the
series is
-l/jU.<X<l//A.
1.
n =0.
Finally let lim |a n
|
w->oo
is a
limit of indetermination, there
Thus
K*n l<^>
when n
=v
>
all values of x.
this case the series converges for
now show that
we
(III),
of
notation
the
to
Returning
and in
V. The series
is absolutely
-p<x<p.
72]
is absolutely
-p + 8 = x=p-8,
where 8
is
165
L'
interval
Fig. 14.
To prove (V), we have only to remark that if iVis a point x where - p<x <p,
between
and the nearer boundary of the interval of convergence, there are
values of x for which the series converges, and thus bj(I)it converges absolutely
,
x=x
for
\-
>;
1
1
11
FIG. 15.
To prove
We now
The
choose a point
series
by
(V).
But
is less
a n xo n
than the
And
the
sum
in the
closed interval.
It
remains to examine the behaviour of the series at the ends of the interval
and we shall now prove Abel's Theorem: f
of convergence,
VII. If the series converges for either of the ends of the interval of convergence,
up
sum of the
to
series, extends
point,
This follows at once from Abel's test for uniform convergence given in
Let the series converge for the end p of the interval of convergence.
Then
We
u n an pn and vn = l-\
(Cf.
Ex.
1, p.
and
the
that point.
67. 2.
150.)
a +ajX + a 2 x2 +
converges uniformly in this case in
^= x
p.
...
series is
uniformly convergent in
-p + 8^x^0,
when
is
any
positive
number
less
than
p.
When the interval of convergence extends to infinity, the series will be absolutely
convergent for every value of x, but it need not be uniformly convergent in the
infinite interval.
However, it will be uniformly convergent in any interval ( - b, b),
where b is fixed, but may be fixed as large as we please.
E.g. the exponential series converges uniformly in any fixed interval, which may
be arbitrarily great, but not in an infinite interval [cf. 65].
f
1 (1826), 311.
INFINITE SERIES
166
'
WHOSE TERMS
[ch.
-p + 8^x^p.
And
sum
of the series, is
converges at x = p,
series
2
f(x)=f(p)=a + a lP + a 2 p +
lim
...
x>p -
series,
\og{l+x)=x-^x 2 + lxz -
... ,
< <
1.
x
the interval of convergence is - 1
Further, when x = l, the series converges.
It follows
limlog(l+aO = l - + -
s->l
i.e.
(l+x) m = l+mx +
when -
<z<
is
it is
^-|
...
1.
_
And
m(m1) o
'x2
known* that
conditionally convergent
+m+
m(m1)
~-j
+
when - 1<
" "
ra>0.
lim
Hence
(1
+ z) w = l
2w
i.e.
in
both these
On
1)
+m+ m(m^,
+
ra(ra-l)
v
= l+m+-
'
2!
..-,
cases.
if
we put x = l
The uniformity
of the
+x)~\ we
get a series
l-x + x 2 -...
is
-l^x^l, where
is
1.
+ a x x + a 2x2 + a z xz + ...
2
a +2a 2 x + 3a i x + ...
and
131.
*Cf. Chrystal, Algebra, 2 (2nd ed., 1900),
tlf
1
^*
-n+1
an
both
lim |^L+i|<l,
series
when x
|
<
lim
-^-
72]
From
(IV),
it will
lim
n><x>
are the same.
since lim n n
167
This
an n
and
lim
na n n
n><x>
is
17.
3,
= l.
n><x>
Or we may proceed
We
as follows:
a
I
converges
+ a l X + a 2 x2 + '
Take x so that
1 + 2 x + 3
x
Xq\Xq
[
Xq
convergent, because the ratio of the nth term to the preceding has for
limit
I
If
xo
which
is less
its
than unity.
we multiply
a xx
[,
a2x
|,
a 3x
it is
...
\
\a 2 x\+3\a s x 2
1^1+2
is
< x < p.
Then
is
when \x\< p.
which we
+ ...
'\
We have yet to show that this last series diverges when x > p.
where \x > p, the same
But if it converges when x=\x
|
\,
would hold
and
a xx
+2
a 2x
+3
a zx*
+ ...
\a 1 x
\a 2 x
2
\
\a 3 x
s
\
...
since the terms of the latter are not greater than those of the former.
But this is impossible, since we are given that the interval of convergence of
is
- p<x<
p.
+ a x x + a 2 x 2 + a 3 x3 + ...
a x + 2a 2 x + 3a 3 x 2 + ...
and the
series
first
convergence.
differentiation
and
integration of the
Power
Series.
series
f(x)dxa
*!0
(x
-x
+2
i
(x n+1 - x^*
n-l-l
1
),
when - p < x
< x < p.
of
WHOSE TERMS
INFINITE SERIES
168
71
we
[oh. v
see that
f'(x)=a 1 + 2a 2 x + 3a 3 x + ...
the open interval -/><*</>, and these integrations
in
point
any
x
is
where
and differentiations niay be repeated any number of times.
2
We
have seen in
72 that
+ a\ + a 2 +
converges, the
Power
...
Series
a + a 1 x + a 2 x2
is
Series.
the series
if
uniformly convergent,
^ x ^k
when
1;
+ ...
and
that,
if
2
f(x) =a + a x x + a 2 x +
f(x)-a + a 1 + a 2 +...
. . .
lim
x->l-0
such that
of Abel's
is
2 an converge, and a
Then
the series
an e-"<
is
uniformly conco
vergenL when
lim /(*)
r->+o
(cf.
= 2 no
Ex.
3, p. 150).
00
II.
its
2 an
are
dealing
supposed convergent. We proceed to prove Bromwich's Theorem
shall adopt the
with series which need not converge.f In this discussion we
following notation:
=a + a 1 + a 2 + ...+a n
Sn = s + s 1 + s 2 ...+s n
sn
sum
<r n
can be shown
is
s,
of the first
n terms
of the sequence
'
Thus
It
Mean
(cf.
=-
102) that,
if
the series
n>-o
<r n
2
=s.
converges and
its
*If aQ , Oj,
...
are functions of x
a given interval,
it
and the
series
2 a n converges uniformly
to F(x) in
-)
72, 73]
of Arithmetic
The sequence
169
S a
fails to
converge.*
2 an converge to
series
Means
Bromwich's Theorem.
Also
cr.
let
un
be
a function of t with
for the
<r n
the following
proper
when
ties,
> 0:
1n A
(a)
un
< At
lim nun = 0,
((3)
n>ao
(y)lim un =
Then
\.
the series
We
~'
<-++o o
=a
$o =5 o
have
2 anun =z
and lim
# x -2^0 = 5! -s = 1}
2 - 2S 1 +S =s 2 - 5 X -a 2
S 3 -2S 2 + S 1 =s 3 -s 2 = a 3
etc.
Thus
K+
(^ 2
-2^ 1 + ^
)^ 2 + ...+(^n
-2^n_ 1 +
>S'
n_ 2 )wn .
Therefore
anu n = /S A 2 w + /Si A 2 ^ +
+ Sn
. . .
of Arithmetic
cr
and lim
converges,
o~ n
= (r.
Means
o- 3 , ...
o- 2 ,
n>-o
that there
follows
It
#n < (w + 1)C
is
a number G,
not
than
less
|<r|,
such that
Also from
(/?) it is
clear that
*If
a.n
= -
^ 0,
But
2 an is
see the
(2)
"summable (C,
V a n is not con-
>-oo
Hardy-Landau Theorem,
often said to be
it is
vergent.
series
l) n ,
(i8f
)"
1
102, II.
(C,
When
1
is
lim
<x
said to be
<r.
the
For
<x.
a discussion of this method of treating series, due to Cesaro, reference may be made
to Whittaker and Watson's Course of Modem Analysis (5th ed., 1928), p. 155.
Knopp, loc. cit., English transl., Ch. XIII.
Hobson, loc. cit., 2 (2nd ed., 1926), Ch. I.
Also see below,
fA 2 u n
//
is
101-103, 108.
written for (u n
Since
all
the terms in
the
series
are positive this condition (a) implies the convergence of this series.
WHOSE TERMS
INFINITE SERIES
170
2 (+ 1) A 2 w n
[ch. v
(a),
the series
2 w A 2 wn
|
converges,
|^%J<C(n + l)|A\|.
Also
Therefore the series
X Sn i\ 2 u n
converges absolutely.
from
It follows
and
(1)
(2)
that
iv=^A
=1
at
n = w + l
we have
3)
= a2 =
and
= 0,
= S(w + l)A
(4)
ax
(5)
Thus, from
(3)
and
(4),
iv-^o=i (-(*+
!)-)
Now
n-=<r.
lim
n
_^
M+
such that
n+
n~=
\S n -{n+l)<r\<-g(n +
Thus
Also
< 4i
7^?, when
- cr
number
Sn <(n+l)C,
\
It follows,
r.
when ra^v.
l),
and
\ta n u n -
c,
(5),
|<r|=
that
rn
\.
t<
+ l)\Ah< n
<2CX(n + l)\ 2 un \+^Z(n
^^
(6)
\
i(n + l)|AX|<2Vn|AX[
But
<2#, by
And
lim
A 2 u n = 0,
since
(a)
|A 2 "nl<o
Thus from
(6), (7)
(8),
X a n w n - <ru
we
And,
since,
finally,
from
(y),
>/
see that
Therefore
number
such that
*
,
and
(7)
lim wn = l, by (y).
lim
X n w n = o-,
lim w
= !*
< t^
>/.
8)
73]
Means for
the series
^a n
171
converge
to <r,
and
let
un
be e~ nt (or
e-"
Then
').
the series
^anun
converges,
lim *Ea n u n = o\
t-^+o o
This follows at once from Bromwich's Theorem above,
the conditions (a), (/S) and (y) of that theorem.
It is obvious that
that
(/?)
and
when
> 0, and
if
remains to establish
(a) is satisfied.
(i)
un = e-"t, t>0.
tfun = u n -2u n+1 + u n+2
Let
Then
= e-t{l-e-tf.
Therefore
A 2wn
positive.
is
n\A 2 un \=n& 2 u n
Also
Therefore
the condition
(ii)
Let u n = e-n 2
In this case
where < Q <
(a) is satisfied,
>0.
A 2 u n = e-( n + Wz(4:(n + 0) 2
-2t),
2.*
it is
/\ 2
2(n + 0)t-V(2t)<0.
Also
(ft
and
+ 0)>
n + Q)
(
<
V(2ty
V(2tf
w hen n>
"
when
v(2ty
n + 2<
^
V(2)'
Therefore b?u n cannot change sign more than three times for any positive
value of t.
But
it
is less
all
values of
t.
/j )-jy(-+*)+/()
where
(Cf.
O<0<2,
Goursat,
=r( , +>A)
1923), 21.)
WHOSE TERMS
INFINITE SERIES
172
[ch. v
Then we have
2t
,
which
differs
from
r ( e -rH-e-(r-n)H)-( s
by
at
+ l)(e-(s+W-e-(s+Wt)
most unity.
when n is a positive integer and t > 0,
<n (e-n 2 t-e-(+W) = 2n(n + d)te-("+Wt...(0<6<l)
But,
<2(n + 0)He-(n+W*
<2e~\
Therefore, for the set of terms considered,
2\nA 2 u n <4e- l + l.
\
(a) is satisfied.
00
Then
n
the series ^,anx will converge
<x < 1,
when
2 n
converge to
<r.
and
o
00
lim
x->\
first
-0
a nz n = <r.
be functions of x,
and
the sequence
of
Arithmetic
Means for
ina^x^b.
tr(x)
v
this series
Then lim
t-^+o
'
provided that
to
the
bounded function
m this %n-
a function of
of BromwicKs Theorem, when t>0.
terval,
(y)
un
converge uniformly
is
and
argument of (II).
This follows at once by making slight changes in the
the solution
The theorems proved in this section will be found useful in
equation, which
differential
the
when
Mathematics,
Applied
of problems in
The solution has to satisfy
corresponds to the problem, is solved by series.
really need is that, as
we
What
initial and boundary conditions.
certain
shall
the boundary, or as the time tends to zero, our solution
the boundaries, or at
have the given value as its limit. What happens upon
the instant * = 0, is not discussed. (See below 123.)
we approach
74. Integration
of
Series.
Infinite
Integrals.
Finite
Interval.
finite integrals.
In
the
We shall now
ordinary
70 we dealt only with
when the integrand
examine the question of term by term integration, both
integration, supposed finite,
has points of infinite discontinuity in the interval of
but the interval of
and when the integrand is bounded in any finite interval,
shall deal with the
we
section
this
In
infinity.
to
extends
itself
integration
discussion of
first
of these forms,
when
and
it
will
73, 74]
u 2 (x),
Let u x (x),
I.
uniformly tof(x) in
Also
g(x) have
let
and
173
(a, b).
an
Cb
x = b and
infinite discontinuity at
g(x)dx be absolutely
convergent*
Cb
Then
J
Cb
oo
f(x)g(x)dx = ^\
un (x)g{x)dx.
.'a
i
00
From
we know
(a, b),
its
sum
( 61,
VI).
that
f(x)
is
continuous in
(a, b),
integrable.
[b
(b
Also
f(x)g(x)dx
is
g(x)dx
so
is
Ja
Ja'
[b
\g(x)\dx=A.
Let
a
[b
But
Cb
Cb
It follows that
J
Cb
J
Thus we
all
values of x in
(a, b).
f(x)g(x)dx and
J
r,
both exist
sn (x) g( x )dx
Rn (x)g(x)dx
f{x)g{x)dx =
and that
also exists,
Cb
Cb
sn (x)g{x)dx
Rn (x)g(x)dx.
see that
n
Cb
u r (x)g(x)dx
f(x)g{x)dx-?\
a
lift
= \\ Rn (x)g(x)dx\
|
Ja
.'a
\9( x )\ dx
<j\ a
<, when
which proves that the
series
u n( x ) a x dx
2 )a
is
n^ v
its
sum
cb
f(x)g{x)dx.
is
J
Ex.
This case
1
is
illustrated
by
oo
j"l
loga;log(l+a;)efo:=2(-l) n ~ 1
i
-s>
= S-^
\\n
ri
t^>
2
fw(w+l)
'
'f^~
xn
logxdx
]
-
^Ln
xn
since
\osxdx=
s
n+ \
(n
1
,-..,
(n
1)
+ l) 2 J
"
'"!*
discontinuities in (a, 6)
f Cf.
and
g(x)dx
is
when
g(x) has
finite
absolutely convergent.
number
of infinite
WHOSE TERMS
INFINITE SERIES
174
Here the
+ x) converges uniformly
[ch.
^ x ^=
in
1,
and
log x dx
Jo
On
cases
we may
still
following theorems
is
00
II.
u x (x), u 2 (x),
Let
and
be continuous
...
Further,
let
and
positive
g(x) be positive,
n,
where a
(a, a),
the series
^Zu n (x)
< a < b.
(a, a).
[b
Then
)a
^^un (x)g(x)dx
converges.
"b
f(x)g(x)dx converges.
lim
~*
[
lim
...
are
all positive,
as well as g(x), in
(a, a),
of
b
\
J
Again, let
&
Then
(
J
f(x)
Rn (x)g{x)dx
b
"\
u r (x)g(x)dx
=u x {x) + u z (x) +
also converges,
...
2, ...).
+u n (x) + Rn {x).
for every positive integer
and
f(x)g{x)dx-t\ ur (x)g(x)dx =
Ja
Ja
= l,
(r
Rn (x)g(x)dx
(1)
f(x)g(x)dx
of
it
follows that,
when
the arbitrary
as small as
we please,
0<[Jbij f(x)g(x)dx<e.
0< _ Bn (x)g{x)dx<ie,
Afortiori,
and
The
series
S(^
g{x) in (a, b
J)
be
converges uniformly in
M.
(a, b
-f).
()
74]
such that
0<Ji-W <
the same v serving for
all
2l(M'
values of x in
Thus
"
whe
{a, b
).
j*~
results (2)
and
UX
<|e, when w
(3),
0< Un (a;)gr(a;)tfa;<e,
Then, from
(3)
we have
[b
V*)**
< 2(6oTi
a) Ja
x
Combining these
175
when n^v.
(1),
0<
n rb
[b
Ja
f/>
Jtt
Cb
f(x)g(x)dx =
Therefore
J (t
y.
1
u r (x)g(x)dx.
Show
1.
og %
that
o I
dx
= f (* xn log xdx\
o
- " 7T6"*
Show
Ex.2.
that
(;
og
;^f = 2|^J-I? = ^.
The condition imposed upon the terms u x {x), u 2 {x) ... and g(x), that they
may be removed, and the following more general theorem stated
i
are positive,
00
III. Let
u x {x), u 2 (x),
...
be continuous
and
the series
un x
(
converge uniI
00
formly in
* Cf.
Bromwich,
(1906),
f
the
where
a<a<b.
Also
let 2)
and Messenger
un ( x f) x )>
)
of Math., 36
1.
The
first
we
72, VII.
use
Theorem
and
up
into
in the second
WHOSE TERMS
INFINITE SERIES
70
Further,
g(x) be bounded
let
and
*>
that
either
la
integral
the
la
00
[b
f(x)g(x)dx^^Z\
la
provided
[b
Then
[ch.
un (x)g(x)dx,
^Jx)
g(x)
1
dx or
series
the
[b
2\
un( x )
la
9( x )
d% converges.
I
(II),
Ex.
\g\,
since that
Show
1.
i^^-dx = 2( - lA*
that
lo
L+%
side.
xn logxdx
Jo
+ l) 2
(n
12'
Ex.
Show
2.
^ iog,&=i(-i)-i;^-Mogxrfx=!;i^,
T x
>0.*
(;
when p +
that
Infinite Integrals.
u x (x), u 2 (x),
Let
I.
2 un (x)
of infinite integral
Interval Infinite.
we have
results corresponding to
74.
...be continuous
and bounded in x
Further,
= a, and
let
g(x) be
let
the series
bounded and
a<a, and
may
be chosen as
x
large as
we please
and
let
la
coj-oo
(*
f(x)g{x)dx = 2\
r
Then
la
The proof
of this
-a
un (x)g(x)dx.
'
e xdx
r^<fa=ir
x
"tli (x + n-l)(x + n)'
ex.
x(x+l)
+ (x+l)(x+2) + '"
x^
1.
converges uniformly to 1/a? in
But it is often necessary to justify term by term integration
*If
If
p>0, Theorem
0>p>
In the
72,
first
VII.
either
1,
we
when
74, 75]
177
,,;,
(00
\g{x)\dx
^u n (x)
divergent or
is
~a
Many important
spond to
II.
(II)
and
74
(III) of
u x (x), u 2 (x),
Let
...be continuous
and
positive
and
we
Also
let
X un
the series
a may
please.
x ) con ~
be taken as
please.
g(x) be positive,
f(x)g(x)dx = 'Z\
Then
(a, a).
un (x)g(x)dx,
I fi
(00
.a'
2
1
w n (z)9(%)dx
.'
converges.
f(x)g(x)dx converges.
{a
[lim
a n>co
^ur(x)]g(x)dx
exists,
00
all positive, as
well as g(x), in
x>a
of
.'a'
u r (x)g(x)dx
(r=l,
2, ...).
Again
Then
let
f(x)
Rn (x)g{x)dx
u x (x) + u % (x) +
also converges,
oo
positive
u r (x)g(x)dx =
Rn (x)g(x)dx
(1)
.'a
.'a
f(x)g(x)dx,
0<(
it
follows that,
as small as
we
f(x)g(x)dx<%e.
<
A fortiori,
and
roo
+ u n (x) + R n (x).
poo
f(x)g(x)dx-'2\
a
Rn (x)g(x)dx < e,
of g(x) in (a, a) be
M.
00
The
series
^un (x)
converges uniformly in
(a, a).
v such that
0<R n (x)<x1-r
all
values of x in
-,
when n^v,
(a, a).
WHOSE TERMS
INFINITE SERIES
178
0<
Thus
Rn {x)g{x)dx<y, whenw^v.
Jo
0<
But
[ch.
Rn (x)g(x)dx<\e,
.'a
0<
J
and from
(1),
<
Therefore
J
The other
f{x)g{x)dx-^\
f(x)g(x)dx = Z\
i
u r (x)g{x)dx.
Ja
same way.
Mn r
~
ax in
L e ax cosh bx dx =^2n\\ e- x dx
oo
Ex.
-a 2 *2 cosh bxdx = Z
2^1
be positive,
< \b < a.
if
e
J
and
...
may
g{x), that
they
00
III. Let
formly in
where a
the series
may
be taken as large as
we
please.
oo
Also
let
2,u n (x)=f(x).
i
Further,
let
g{x) be
f(x)g{x)dx = t\
I
2 .a
|
(a, a).
u n (x)g(x)dx,
Jet,
\u n (x)
This
is
u ng = {a n +\u n \}{g+\g\}-{un +
since the
Ex.
1.
Ex.
2.
Theorem
\un \}\g\
\u n \{g+ \g\}
2 2
e~ * cos bx dx =
that
]
\un
^ax^ n dx,
Show
\g\,
side.
0<|6| <a.
e~^ x^dx.
2
2n[
of 75
u 2 {x),
...be continuous in
x^a, and
(a, a),
let the
series
where a
may
2un (x)
converge
be taken as large
75, 76]
Further,
let
the integrals
u 1 (x)dx,
Ja
converge,
and
the series
Ja
[X
[x
u 1 (x)dx +
and
u 1 (x)dx +
a
,00
f(x)dx =
Also
u^dx +
}a
jet
sn (x)
u^dx+l u
u 2 (x)dx+....
(x)dx +
X
...
Ja
we know
p30
Ja
Ja
Also
u 2 (x)dx+...
Ja
f(x) dx converges.
the integral
/--O
Let
u 2 (x)dx+...
Ja
of integrals
Ja
converges,
etc.,
x^a.
converge uniformly in
the series
u 2 (x)dx,
of integrals
Ja
Then
179
un (x)dx.
)a
sn (x) exists in
^ a, and we denote
we denote
it
by
it
by F(x).
G(n).
->oo
lim F(x) and lim G(n) both exist, and that the two
n ~^ <x
x~>x
will follow
at once.
I.
exists.
X-a>
Since lim sn (x) converges uniformly to F(x) in x
n>oo
we have
F {x) - sn (x) <
when
v,
the same v serving for every x greater than or equal to
Choose some value of n in this range.
|
i e,
Then we have
lim sn (x)
a.
G{n).
x-><*>'
X so that
But
F{x")
F(x")
- sn (x") +
F{x')
|
<, when
sn {x)
- sn (x') +
|
x">x'^X>a.
limit as x-><x>
To prove lim
G(n) exists.
n*x>
sn"{x)
- sn '(x)
< y, when
inx^a,
n"
>n'^ v,
a.
sn {x')
- F{x')
|
INFINITE SERIES
180
WHOSE TERMS
[oh.
Km 8n(x)=G{n).
But
x>oo
Therefore
X X
we can choose
|
lt
(?(')
such that
Sn'(x)
when x ^ X x > a,
<K
^ X > a.
when x
Gin") - sn'{x) <
X2
X
than
less
x
not
of
value
x or
Then, taking a
|
\G(n")-G(n')\
Gin")
- sn'(x) +
|
sn'(x)
- 8n'(x) +
|
sn '{x)
- G{ri)
<fc+h+h
<
when n">n'^
c,
v.
III.
To
n*<o
2
Again
2 Jo ur{x)dx
< e,
,()*
n^ v r
when
inx^a.
Therefore
v 2 so that
we can choose
< K when n^ v 2
r(a;)cfa;
n+i
equal to a.
the same v 2 serving for every x greater than or
or
v
Choose v not less than v x
2
.
l-'x
of the integral
2 ur{x)dx < K
i
^ can
2 !<*)**
choose
when x ^ X > a.
Vk\\^)dx-F(x)
But
CO
If* V
Vx
fz
<, when
uT {x)dx
v+l
00
fx
00
x-+ao
,oo
=2
1
ur (x)dx= lim
J
G(n).
n_*x>
u 1 (x)+u 2 (x) +
...
interval
converges uniformly to f(x) in any arbitrary
Therefore
ur {x)dx
v+l3 *
x^X>a.
limjF(z)
Therefore
we
oo
ur{x)dx
2M*)^+2+ l<* ur(x)dx-2\
v+l a
^\\j:u r(x)dx
IV. But
J"
(a, a).
we have
X
\
Jr.
X so that
76]
181
= \* f{x)dx.
F{x)
Jo
poo
It follows
from I that
.'a
f{x)dx =
.a
roo
fao
I-oo
u 1 (x)dx+\ u 2 (x)dx+....
)a
REFERENCES.
Bromwich, loc. cit. (2nd
De la Vallee Poussin,
ed., 1926),
loc. cit. 1
XI.
la
loc. cit.,
loc. cit.,
Bd.
2 (1912), Ch. V.
I,
Absch. X.
And
Brunel, loc. cit, Enc. d. math. Wiss., Bd. II, Tl. I (Leipzig,
Montel-Rosenthal, loc. cit, Enc. d. math. Wiss., Bd. II, Tl.
1899).
Ill, 2 (Leipzig,
1923).
d.
math.
EXAMPLES ON CHAPTER
V.
UNIFORM CONVERGENCE.
.1.2
sin -
sin
1.
#(*) =
Let
Y~
~~T
sin2 ~ + x cos 2 -
Show
that
lim
n>oo
and
lim 0(#)=2,
any
(x)
(f) n
positive number.
2. If (f)(x) is
when x=0.
n>oo
converges uniformly to zero, when x
where x
<fr(x)
is
exists
n_>a0
0>
in that interval.
that
^x
i=s
its limit
1,
in
only
2]
^x <
if </>(!)
=0.
1,
and
3.
WHOSE TERMS
INFINITE SERIES
182
of the series
*
l)x + ll(n+2)x + iy
+
(nx+l)l(n
f
and by
its
means
continuity of a
on page
[ch.
x^O,
function of
144.)
5.
series
+ (l+z2 + (l+z2
is
convergent for
all
values of x, but
is
2
)
series
*+*&
(i)
k w (s) = ,
interval x
^x
all
(ii)
? i+^2
values of x.
v show that
2 **()
is
> 0.
where x
00
Find
for
is
if
'
/ 1 \
-J
>h
what values
of
x the
series
origin.
2 un converges where
i
xn _ --!
(Xn
+ X~ n (X^ + X-n- 1
1
~{x-\){xn + x-n
Find also whether the
(i)
(ii)
9.
(x-l)(xn+ 1 + x-i n + 1 ))
series is
+1
of the
Discuss the uniformity or non-uniformity of the convergence
series
is
i-(i+s) w
Un ~l+{l+x)n
10.
+ !
Let
be an absolutely convergent
l-q+s)"-1
~1
i+{i+-x)n
'
+ ...
and
A^frW^B,
where A,
B are constants.
r=0,
1, ...,
let
a^x^fi, and
each
v]
Show
Show
11.
183
(3.
^_
v
2
f n(l+nx
is finite
and continuous
Show
12.
is
that
a^x^b,
and
y, v
series is
+ u 1 (x) + ...
(x)
if
u n (x)
where
such values.
ail
if
series of functions
do not depend on
x,
r
I
series is
uniformly convergent
in this interval.
Apply
0<a<
where
1.
show that
s n (x)
if
k> 1
and that
^ ^
if,
A;
= I **
1, it
then
,n
(|_)
>h
^ ^
converges uniformly in
a;
71-,
when
val of x.
oo
14.
Let the
a<x<b,
,
and
open
of the
^u n {x)
series
interval.
u n (x) = l n where
,
c is
a point
00
n converges,
00
a<x<
b,
and
x-*a+0
00
Then the
series
x>b-0
00
2> n
x^a+0
= 2a,
lim f(x).
x-+b-0
for
00
16. Let the series 1,u n (x) converge uniformly to f(x) in the infinite interval
x^a,
let lim
X->oo
u n (x) = Z n
Then
2
1
n converges,
WHOSE TERMS
INFINITE SERIES
184
THE POWER
SERIES.
x
,
From
17.
the equation
sin
x=
[oh.
dx
wn- X
'
2
)
1
that the series ior sin- * is
show
From
Show
_iL
x=
dx
[
\
+x2
a;
X
\
Jo
1. 3...2n-i
^dx
and
Jo
|
Show
in the
Han" 1 a;
'
< 1.
,
and tan_1 a:
Xt
^dx
*
20. If
1
substitute the series for sin- *
-....
integrals
isin- 1
of
x
^
we may
that
when x =1.*
also valid
tan
the equation
19.
is
X*
x2
and
g,_ 1)W
x%
^ = IT2""3T4 + 5T6"--
1,
l-J-l + l+J-...=043882....
21. If |*|
< If
prove that
2
log(l
Does the
ic
**
ic
+x)dx = j-2 -273 + 3T4" ""
x- 1
]]og<i-*)=-ij o<-<i.
a:
/l+g\<fa
When 3 = 1,
Goursat,
loc.
lim
W n+1
-
= l,
*2n-1
0<z<l
series
(cf.
Bromwich,
Zoc.
ci*.,
p. 35, or
ARE FUNCTIONS OF A SINGLE VARIABLE
v]
[>(,-*) (>g(1+
185
j>g (}-f)<|:
and
as infinite series.
Show
23.
that
- 1 - f + Jf +
^ - TV - ,\ +
...
=ilog(2 + V3).
24. Prove that,
^ ^ 1,
when
#|log
re
^ e_1
a;|
Hence show
(i)
a2
that
=1
a^*^ = 2(-l) n
(ii)that
Jo
when a >
converges uniformly to
X^ ~
a'
(w
+ l)+ r
the series
1,
TX
and
1,
^ x tk
in the interval
where
a; ,
a;
<
1.
Jo
oo
da;
+x
-
=2
i \n
/
-
+x
'
a> 1.
when
n +r9
a
n+a
2(ae~ waa: -
where
and
a, /?,-y
c are positive
and
< y.
Verify that
oo
oo
$y 2
c
(cte-rcaz
fie-nfr) dx =
fy
Is
Jo
27. If it
CO
00
fy
J
fy
(ae-naz _
~nfix) dx.
(ae~nax _ fo-nfix) dx
7T
f}e
( 1
coshax=2smha7riH- 12a
a cos a;
.
1+a2
and
tt,
a cos 2a;
)
+ 2oa2 2 -. h
+a
J
,
IT
sin
a;
2 sin 2a:
3 sin
3a;
WHOSE TERMS
INFINITE SERIES
18G
28.
Show that
equal to -
29.
2z
/(^S-tAd'
+ rfx'
if
then
[ch.
{t
ri
^pjj^pj.
f or a11
values of x'
When
-1 or*
Z[^l) r
*7\iF+*' T rV
are uniformly convergent for
all
values of x
~
a r
~ 2r
+ x2
and,
if
'
their
F(x) respectively,
30.
Find
the values of
all
a;
/ (-l)
for
e x sin
converges.
Does
of x can the
series
it
ar r
which the
r ~ r>
\
series
. .
31. Let
J
[
for
any
=I
uJx)=x 2 (x*n ::1 -x*n *)sm-x
"
for
x^O,
* n (0)=0,
and
u 1 (x)=x*sm~ for
x^O,
\ %(0)=0.
Show that
2 **(*)
i
1
/(a;)=a: 2
is
sin- for
x^O
discontinuous at
and/(0)=0.
x=0;
that
2u n '(x)
is
not uni-
32.*
Show
the series
the value of this integral given by integrating
Ex.
limits
74-76.
Can the
and oo ?
term by
[v
187
u^ + u^x)^...
is
a continuous function of x in x
xK
satisfies
the M-test
term from a to
Show
34.
oo
~a>
and
( 67. 1),
the series
if
(k>1)
series
can be integrated term by term between any two positive finite limits. Can
and oo ? Show
term by term between the limits
that the function defined by the series cannot be integrated between these
limits.
35.
Show
(l+xf
can be integrated from
term integration of the
36.
to oo
and that
a?- 1
11
l+x
f--fe=i
value
its
is
series.
Prove that
f1
'+...
+ x)
(2
a+
+
l
*_...
a+2
difficulties
a >0).
By
expansion in powers of
e-X( i
Jo
a,
_e
prove that,
-ax) = log
if
< 1,
+ a),
= hr sinh-1a,
tan-1 (a sin x) -.
'sins ^
Assuming that
(bx)
= '
o
/OO
show that
Jo
e~axJQ{bx)dx=
J
.
a2 + 2 /
when a>0.
NOTE
A valuable collection of Examples in Infinite Series with Solutions, by Francis and
Iittlewood (Cambridge, 1928) will be found useful by the student
special study of Infinite Series and Integrals.
who makes a
CHAPTER VI
DEFINITE INTEGRALS CONTAINING AN ARBITRARY
PARAMETER
Finite Interval.
In the ordinary
ra'
definite integral
<p(x,
y)dx let
a,
a'
be constants.
Then the
J a
y*
found to correspond
very closely to those of infinite series whose terms are functions
Indeed this chapter will follow almost the
of a single variable.
same lines as the preceding one, in which such infinite series were
The
treated.
I.
If
a continuous function of (x y) in
<p(x, y) is
the region
b^y^b',
a^x^a',
ra'
then
c/)(x,
y)dx
is
(b, b').
Ja
Since
</>(x,
37, it is
a continuous function of
y) is
(x, y)-f,
as defined in
of y.
Thus
(p(x, y) is
x.
ra'
Let
f(y)=\
<t>(x,y)fa'
Ja
in 62, it
is
When
variables as denned in
188
189
We know
that, since
we
as
continuous function of
y) is a
(f>(x,
(x, y)
chosen as small
e,
number
such that
rj
serving for
rj
Let Ay
all
values of x in
(a,
a')*
and write
f(y+Ay)=\
f(y +Ay) -f(y) =
Then
<f>(x,y+Ay)dx.
y)] dx.
Therefore
|
f(y
+ Ay)
-f(y) =s
|
y+Ay)- cj>(x,
<p(x,
y)
dx
Ja
Thus f{y)
II.
If
is
(6, &').
a^x^ a',
<p(x, y)
b^y^b',
is
a'),
then
CO,'
<p(x, y)\fs(x)dx is
is
a continuous function of y in
Let
f(y)=\ <p(x,y)^(x)dx.
The
(b, b').
integrable.
same notation
Let
J"
as in
+ Ay) - <f>(x,
[$(x, y
(I),
y)] xf,(x)dx.
Then
f(y +Ay) -f(y)\<M(a'
Thus f(y) is continuous in (b, b').
|
when
a)e,
\Ay\
rj.
y) is
(j>{x,
<-
a continuous function
exists
and
satisfies the
same
condition.
is
equal to
^-dx.
(cf.
37, p. 87).
190
Since
to
is
a continuous function of
e,
r\
Ay
Let
serving for
all
(x, y)
d<p(x,y+Ay)
dy
the same
[OH. VI
d<t>(x,
y)
dy
values of x in
(a, a').
Then
f(y+Ay)-f(y) =
Ay
a'
#e, y+Ay)-<p(x,
[
J
y)
Ay
Ja
=r
J L
3y
J a
3y
Thus we have
f^^
_r
f(y+Ay)-f(y)
Ay
d<p(x,y+6Ay) _ d^x,
9y
9y
L
f' r
y)
00^
..
And
-~
equal to
II.
that lim
Ay^o
ox at any point in
this establishes
Letf(y)=
</>(#,
y)\[s(x)dx,
Ay ^H
^-
?'
^(z)
is
where
exists
and
is
equal to
/(y+Ay)-/(y)
p0
Ay
Ja ^y
And
is
<p(x, y)
and
are as in (I),
<3y
Then f\y)
and
(6, &').
Ja
awe?
exists
\p-(x)
{a, a').
~-
\js(x)
(a, a')
be
dx.
M.
The theorems
of this section
show that
if
we have
to differ-
Ca'
is
of
the form
Ja
<p(x, y)
or
<p(x, y)
AN ARBITRARY PARAMETER
78, 79]
may
In other words, we
191
we
The
integrals.
interval of integration
is finite,
Letf(y)=
'
(p(x, y)\f/(x)dx,
where
cp(x, y) is
a continuous function
Ja
in
of
(x, y)
in
(a, a').
Then
where y
* a
Let
$(x,
y)^(x)dy,
<p(x,
J Vo
Cy
fa'
f(y)dy=\ dx
Jy
\Js(x) is
(b, b').
y)=\
y)dy.
</>(x,
Jb
it is
(x, y)
in the region
[ 49],
y)
cf>(x,
is
a continuous function of
a 2 xp?a\ b^y^b'.
Ca'
Now
let
g(y)
<fr(x,
y) \fs(x) dx.
</>(x J
y)\fr(x)dx
Ja
From
78 we
know
that
==
Ja
Also g'(y)
where y
is
J'yy
'Vo
y are any two points in
dy
Vo
(b,
).
<p(x, y) \fs(x)dx
Ja
=g(y)-g(yo)
[*(, y)
Ja
=J
\
Ja
$te y
)]
H x dx
)
<P(x,y)dy-y<f>(x,y)dyj\!,(x)dx
[J
Cy
Ca'
-1
dx
Jy
<p(x,
y) \jr{x)dy.
192
[ch. vi
F(x, y)dy,
I
80. In the preceding sections of this chapter the intervals (a, a')
and
in
(b, b')
a^x^a', b-^y^b'.
to infinite integrals.
infinite integral
foo
ye-^dx
when y -^ 0, but
when y>0, and/(0) = 0.
converges
foo
converges for
it is
simrye-^^dx
values of
all
but
y,
it is
positive
integrals
/
Co.'
and
F(x, y)dx
if
convergent when
(6, 6') ?
F(x, y)dx,
Ja
Ja
b^y^b',
sign of integration
differentiate
In the case of infinite series, we have met with the same questions
and partly answered them [cf. 68, 70, 71]. We proceed to
The discussion
discuss them for both types of infinite integral.
integrals
infinite
of
requires the definition of the form of convergence
Uniform Convergence of
infinite series.
Infinite Integrals.
We
deal
first
infinite integral
(00
F(x, y)dx,
where F(x,
number
y) is
bounded
in the region a
the
AN ARBITRARY PARAMETER
79-81]
The
I.
F{x, y)dx
integral
193
is
its
.'a
we
any
positive
x^X,
the
test
convergence
II.
15)
(b, b')
is
that, if
any
positive
shall be
<e, when
F(x, y)d3
please, there
x">x'^X,
J x'
the same
(II)
(b, b').
uniform convergence
theorems in
sufficient condition
infinite series.
/QO
Further,
it
will
be seen that
if
J a
in
to
(b, b'),
number
positive
number
there corresponds a
X such that
F(x, y)dx <e, when
x^X,
the
u x (x)
uniformly convergent in a
\R n (x)\<e, when
and
R n (x)\<e,
the same
+u 2 (x)
^x^b
+...
namely,
n^v,
when n ^
v,
(a, 6).
194
82.
Unifdrm Convergence of
We now
[oh. vi
\F(x y)dx
}
is not bounded
more complex than
^ x ^ a', b^y^b'.
This case
is
more or
distributed in
We
region.
less
and
in the
theorems which follow, to the simplest case, which is also the most
important, where the integrand F(x, y) has points of infinite
discontinuity only on certain lines
x = a1 a2
,
and
is
bounded
...
an
(a^a x <a z
...<a n ^a')
neighbourhood
of these lines.
may
may
The
be distributed
(i)
()
In the
first of
whenOS2'- 6
vra*
r xv
"1
e"xdx
when 0^y<\.
is
the line x =
first of all,
F(x,y)dx,
J
J a
is
convergence
fa'F(x, y)dx
is
said
to
converge uniformly
to
a
its
any
positive
number
having
AN ARBITRARY PARAMETER
82]
is
195
a positive number
r\
such that
|/(y)Ja
same
the
r\
(b, b').
test for
uniform con-
II.
and
necessary
sufficient condition
(b, b')
is that,
if
J a
any
number
positive
the
a positive number
shall be
rt
r\
such that
'~ r
'
J a'
Also
in
(b, b'),
positive
number
number
f
is
uniformly convergent
such that
r\
a'
Ja'-
the
instead of x = a'.
lie
on
lines
x = a lt a 2
others in which
one of the
F (x,
...
y)
limits.
when each
is
And, as before,
if
(b, b'),
discontinuity on x = a x
integral
Ja
form discussed in
The
integral
when the
is
by an
integral of the
81.
now
integrals into
which
it
(6, b')
196
The simplest
Uniform Convergence,
[ch. vi
first
a^x^a',
b^y^ b'
and
integral
(b, b'),
integrable
Then
the
if there is
Ja
a function
independent of
jj,(x),
(i)
(ii)
(x)
[jl
^ 0,
\F(x,
jbi
(x)
dx
such that
x^a;
when
x^a
when
y)\ -=il(x),
Jew
y,
and
b^y^gb'
exists.
For,
by
(i)
and
(ii),
when
x>x'^a
and b^y^b',
F(x, y)dx hi
x'
and, from
there
(iii),
is
a positive
/Li(x)dx,
J
x'
number
X such that
^ X.
x'
These conditions
x
^ a,
and
will
^ y' ^ b'
for every y in
Also
(b, b').
F(x, y)dx
is
yj,(x)dx be absolutely
let
uniformly convergent in
(b, b').
Ex.
1.
r -i^-m
x i+ y
ji
Ex.
2.
^ y > 0.
jo
dx converges uniformly in
< y ^ Y,
where
7 is
an arbitrary
Jo
positive number.
uniformly for
II.
Let
all
<j>(x,
values of y, where
y) be
bounded
n > 0.
inx^a,
(b, b').
b^y^ b'
Also
let \js{x)
and a monotonic
be bounded and
AN ARBITRARY PARAMETER
83]
more than a
and
let
finite
number of
197
\Js(x)dx exist.
Ja
Then
<p(x, y) \f/(x)dx
coywerges uniformly in
(b, b').
Ja
where
But
\^(x)dx =
satisfies
bounded
is
<p(x, y)
a<x'
\j/(x)dx
i/i(x\ y)
named
Mean
above,
\Js(x)dx,
<p(x'\ y)
x"
in
x^a
\\/{x)dx
J a
converges.
Thus
V
r
it
(J)(x,
y) \js(x)dx
Iff
0(^'
that
0(#,
It is evident that
\J,(x } y), if
\fr(x,
'
|Jf
in this
\f/(x)
\j/(x)dx
</>(x",y)\
converges uniformly in
\]s(x)dx
?/)
|-'z'
lp"
\j/{x)dx
2/)
theorem
(6, 6').
may
be replaced by
(6, b').
J a
f^
Ex.
e~ xy
J0
III. Ze
sin
oc
dx,
(/>(#,
y) be
and
let \j/(x)
be
e~ xy
cos
3?
to zero
interval*
Further,
converging as x->oo
Then
~0.
let
\f/(x)dx
be
(a, a'),
x^a,
without
(p(x, y) \j/(x)dx is
uniformly convergent in
(6, b').
Ja
This condition
Mean
is
Value,
Value, as proved in
sponding extension of
Mean
(II)
and
(III) follows.
198
as in (II).
if
bounded
y) dx is
\ls(x,
in x
[ch. vi
^ a and b^y^b'*
Ja
poo
r~-*>
e-w
Ex.1.
Ex
y^
It
^ y > 0.
Q
Jo
l
x
*/
Jo
Jo
and
x dx,
sin
Jo
-y <0.
can be
left
and prove
similar
The most
corresponding to
Bx.
1.
(I)
xv- 1 dx,
2.
84.
above.
^^ dx converges uniformly in
that
> y ^ yQ > 0.
Jo
Jo
Ex.
is
<y=y <
1.
We
F(x, y)dx.
now
shall
F(x, y)
bounded
is
in the region a
we
^ x ^ a', b^y^b',
form
arbitrary.
Later
integral in
a'
being
of infinite
of infinite discon-
tinuity.
Let
either
a continuous
is
function of
the
(x, y)
form
\{s(x) is
is
{a, a').
(b, b').
foo
F(x, y) dx
the same
*In Examples
and 2
(b, b').
of 88 illustrations of this
theorem
will
be found.
AN ARBITRARY PARAMETER
83-85]
continuous in y in
is
199
(6, b')-
Ja
Therefore, for
F(x,
I
some
number
positive
y+Ay)dx-\
Ja
rj,
when
\Ay\^rj.
00
JX F(x
y)dx +
Thus
F(x,y)dx.
foo
Jx
x
r 00
Also
F(x,y)dx.
**(a;,y+Ay)<fo;-
we have
|Jz
F(x, y) dx <ie,
I
poo
I
and
Ux
jF(jc,
Therefore, finally,
|/(y+Ay)-/(y)|<fc+'fc+i
<e, when |Ai/|^?y.
Thusj^y)
is
continuous in
(b, b').
poo
F(x, y) dx.
Cv
Then
dy
Jy
where y
f*>
Cv
J a
Jy
'
Let
84.
F(x y)dy,
F(x,y)dx=\ dx
Ja
(6, b').
f(y)=[F(x y)dx.
9
Ja
Also from
79, for
{a, x),
dx
y
F(x,
y)dy=\ dy
(6, b').
f(y)
is
(b, b').
F(x, y)dx,
where x can
200
[oh. vi
Therefore
dx
F(x,
y)dy=\im
dy
F{x, y) dx,
exists.
But
X
\
Jy
dy
[
J a
F(x, y)
dx= P dy
J
F(x, y) dx
'
-\dy\
F(x, y) dx.
J x
J y
J a
dy
lim
x^x J y
J x
and write
this as
dy lim
for
F(x, y) dx,
this inversion
would not
alter the
result.
/oo
But we
F(x, y) dx
is
uniformly convergent
Ja
in
{b,
V).
F(x, y) dx
the same
<TTZh> wnen x
=X
>
(b, b').
It follows that
if
dy
when
x^X,
JX
JVn
b &')
(
y y lie
In other words,
,
>
\im\fdy
And from
F{x,y) dx -0.
<p(
AN ARBITRARY PARAMETER
85-87]
and
Also
which
satisfies the
201
let
F(x, y) have a
same
conditions.
oy
Ja
dx converges uniformly in
coefficient at every
point in
Ja
dx
cy
is
has a differential
dF
'
dx.
dy
from
f(y)
and
(b, b'),
00
We know
(b, b'),
a continuous fvmction of y in
named above,
(b, b').
Let
g(y)=\
^dx.
a
Then, by . 85,
g(y)dy=\ dx
|
where y
Let
yQ = y
+ Ay
Jyy
and
g(y)dy=
Therefore
[F(x,
dy,
(b, b').
y x = y+Ay.
y+Ay)-
Ja
ytk~y+Ay
where
Thus
g(z )=
F(x, y)dx.
and f(y)=
J a
I
fkM=m
since g(x)
is
continuous.
and that
dx,
where y
is
any point
in
(b, b').
'
F(x, y) dx.
The
results
J a
of 84-86
integral.
The
It will
a-^x^La',
b^y^.b'.
202
[ch* vi
(V
I.
Continuity of
F(x, y) dx.
J a
Let f(y)
E{x
y) dx,
F(x, y)
where
has points
of infinite
J a
x = av a2
(e.g.,
...
a n ) between x = a
is either
F(x, y) dx
if
is
uniformly convergent in
(b, b'),
f(y) is
J a
a continuous function of y in
(b, &').
F(x, y) dx.
Then
where y
dy
F(x,y)dy,
F(x, y)dx=\ dx
(I).
(b, b').
ra'
F(x, y) dx.
where
F(x, y) dx,
F(x, y)
has points
of infinite
and x a',
and
is
x = a lf a 2
(e.g.,
...
a n ) between x = a
(x, y),
or the product
integrable
of a continuous function <p(x, y)
lines.
function \js(x), except in the neighbourhood of the said
7)F
Also let F(x, y) have a partial differential coefficient -, which
satisfies the
Further,
same
conditions.
let
formly in
J a
Ja
oy
dx
converge
uni-
(6, 6').
Thenf'(y)
exists
and
is
equal to
dx in
(b, &').
Ex.1.
To prove
|
(i)
Let
F(a)
= \\-^^dx
2
(ai=0).
*For other proofs, see Ex. 11 and Ex. 12 on pp. 135-6, and Ex. 10 on
p. 213.
AN ARBITRARY PARAMETER
87, 88]
(Cf
0,
This integral converges uniformly when a
e- aX Jx is a monotonic function of x when x > 0.
Thus, by the Second Theorem of Mean Value,
203
83, III.)
for
ex" e
-ax
e-o.x' r
x dx =
sin
)x'
'
sin x dx
)x'
e-^"
x"
sin
it
x ax,
)(
where 0<x'^i^=x".
Therefore
>
\} x
<4
sm xdx\~
sm * dx
-aX If*...
7r-
'
sin
a;
g-a*
r-
<
It follows that
provided that
f
)
since a
sinx
x"
e-o-x
rf
X > 4/c,
sin
since
x dx
'
rfx
dx
and
rc
If
84 that F(a)
is
ina^O.
continuous
t^/^v
F(0 )=
Thus
hm
i>
sina;
e-**
a
.
[
JO
(ii)
is
^dx=
X
dx,
a-^0J0
limfe dz.
X
O _*,jo
e-^smxdx
83, III.
-K( *>
-C
e-* x 8mxdx.
But
Therefore
+ l)e-*sinx.
e-*sina:to = -j
2
Jo
Thus
J"(a)=
And
^ (a) =
since lim
a>-oo
+l
1
aa +
- tan" 1 a +
>
F{a)=0*
204
from
x
It follows
Ex.
To
2.
'
^dx = -^e~ a
1+rc2
JO
Jo
- rr+ x 2
x(l
)
and
/(a)=j
integral
is
continuous for
dx
-e-)
(l
s
2V
Jo
Let
The
dx =-5
2
prove
cos
(i)
that
(i)
v
[cm. vi
(a
'
= 0).
'
y^s-^-
we can
values of a, and
all
84, f(a) is
gration (85).
(ii)Let
= \f(a)da.
(f)(a)
'o
Then 0(a)
is
0(a)
Also
sin
(iii)
lies
Again,
( 49).
ax.
)
we know
2
JO * ~T~ X
this
uniform
convergence
of
integral.
within an interval of
But
+X
Since
Jo
5 is
monotonic when x
i=
this
Also
3-).
-/3
number
a,
so that
,
M sin x ax
ea-%
("*
e-*
But
)x
:==
sin
a:
da)
= e-^o
<ie.
f-rsina;.
dx,
[fsinz-,
)xn
dx + e-**\
~ X.
And we know
that
9
I
sin
e-*
Therefore
I
^4
J*o
'
dx
p. 222).
'
so large that
:
*o
It follows that
II
Jo
I
dx
e-*?^
x
<K+i
[
ax dx,
if
a positive number
a.
independent of
is
a;
independent of
is
sin
= 0.
+ X2
we can choose x
where x
and lim
1,
Ijr
and
ax
+* 2
e(l
values of a
y^f da
<Zz
J
all
+ l*f when
a>A.
AN ARBITRARY PARAMETER
88]
205
1,
where a/^i^=a;".
It follows that
^
*'
1+a;2
sin aa;
fc-sfiri*)
**
If*"
^ j^
Therefore
Thus
t-^-:, sin az dx
C-
is
sin
8in
a*
&+ s?r*i*5 C
L-
tfa;
|
to
4a;'
^ ^j^when a ^ a
uniformly convergent
/,(a)=
8in
> 0,
2Sinaa;rfar '
"LrTa7
a
(iv)
Now
<f>(a) b=
/(a)rfa.
Jo
Therefore
</>'{a)
=/(a)
< =/'(a) =
and
j^-2
ax dx.
sin
fT,
-!^^
^HoL
1
Thus
sin
ax j
o*(l
+ *2
*-!+)
This result has been established on the understanding that a
(v)
From
(iv)
we have
(f)(a)=Ae*
But
<f)(a)
continuous in
is
a^O, and
lim#(a)=0,
Therefore
a-0
A + B + ^=0.
and
Also
<f>'{a) is
continuous in af|
0.
and
<f>
(0)=-^
A-B-^=0.
Therefore
It follows that
.4=0
and
B= - ^
Thus
And
/(a) = 0'(a)
Both these
=| e~, when
a=0
as well.
a>
0.
> 0.
and
206
Ex.
Gamma
The
3.
Function Y(n)
e~ xx n
~x
Jo
To prove T(n)
(i)
N'may
be
is
When n Ss
1,
N^n^n
n may
zero
e~ xx n
the integral
~x
n > 0, and
dx,
[ch. vi
its derivatives.
>0, however
large
be.
Jo
x = 0.
r<*>
e -xx n-l
e -x x
fa +
first
n-i dXt
Ji
Take
infinite at
e~ xx n
the integral
~x
dx.
Jo
When
<x<
z n_1
1,
-1
e~xxn
Therefore
It follows
xn<r\
if
n ^ nQ > 0.
=i e~ xxniT\
if
n^no >0.
83, 1,
e~ xx n
Again consider
-1
e~ xx n
that
~x
dx
converges uniformly
n>0.
dx,
Ji
x>l, x -1 ^?*-!,
When
11
e -x x
Therefore
It follows as
above (from
n-l^ e -x x N--l
0<n^N.
if
o<n^N
e~ xxn
83, I) that
0<n^N.
if
f
~x
Jl
we
results,
see that
e~ x x n
~ 1 dx converges uniformly
Jo
N i^ n = n > 0,
when
may
however large
may
be.
poo
To prove T
(ii)
(n)
e- x x n
~x
log
n>0.
x dx,
Jo
We know that
lim (x r log
x)
= 0, when
> 0,
x-+Q
x=0
when
0< n^L
But when
0<x<
And we have
seen [Ex.
!fra;"o l|loga;|,
7, p.
Jo
It follows as
e~ x x n
above that
When
-1
\ogxdx
is
>0.
Also for
wi^?i >0.
if
133] that
n ^
<n^l.
<
e-a;a;n-1 log
a:
cfo,
x>l,
'
e~ xx n -^
Therefore
we proceed
xn-i
as follows
<xN -\
log x ^
if
<n^N.
e x x N ~ 1 log a;
<e~ xx N
since
^- < 1
a;
But
n only
if7i^n >0.
a?*-l<a;o-l,
1,
e-&xn l|loga;|
Therefore
n>n
1.
e~ xx N dx
is
convergent.
when x >
1.
AN ARBITRARY PARAMETER
88]
~
e~ xxn 1 log x dx
Therefore
is
uniformly convergent
'
when
n may
We
we
results,
see that
207
< n rl N.
when
r e- xxn-
\ogxdx
is
uniformly
be.
'(
n)
e~ xx n
on
-1
that
86, 87,
n>
log x dx for
0.
Jo
It can be shown in the same way that the successive derivatives of T(n)
can be obtained by differentiating under the integral sign.
Ex.
4.
(i)
log(l-2y cos x + y2 ) dx
To prove
is
Jo
interval of
(e.g.
h^y^b'); and
(ii)
to
deduce that
log sin
xdx
-\i: log 2.
2
Since 1 -2y cos x + y 2 = (y -cos :r) 2 + sin ;z, this expression is positive for
m
= 0, 1, 2, etc., and
values of x, y, unless when x = nnr and y = ( - l) ,
for these values it is zero.
(i)
all
at
x=0.
bounded
in
any
As the integrand
is
x = ir
^ x ^ X, where X <
strip
1,
x=0 and
ir,
in the
for
any
the integral
log (1 - 2y cos x + y 2 ) dx
neighbourhood of y = 1.
a and a
Put y \+h, where h
to be fixed more definitely later.
in the
is
some
positive
number
less
than unity,
ex
log
Since
- 2y cos x + y 2 dx
)
Jo
h2
log(l-cosx +
it is
clear that
we need only
Jdx + xlog2(l+h),
h2
^(l-cosz+gu-^r*.
Take a value
X>
Then
Now
of a(0
<a<
a
2(1^)
1)
a2
such that h71
2(1 -a)
,
< 1.
h
S 2(T+A)
a0 *"W^*
'
a2
8 = cos -1 ^-^
r
r
2(l-a)
let
It will
^ a,
h2
< x ^ p.
*>
208
same
\lg{
But the
conditions,
h2
[ch. vi
- C08X + 2t
l
+ fy
/x-test
og
- cos x) dx
Jo
converges.
log
It follows that
And
- cos x +
^ a.
|/^|
therefore
( 1
\og{\
dx
+fe) )
Jo
-2ycosx + y 2 )dx
Jo
is
(6, b')
of y.
2
f {y) = {"10* {I -2y cos x + y )dx.
Let
Jo
We know
from
70. 1 that
when |y|<I,
f(y)=0,
f(y)=7rlogy
and
when \y\>l.
2
,
But we have
any
interval of y.
It follows,
from
87, I,
that
/(l)=lim/(y)=0
y-*l
/(-!)= Hm/(y)=0.
and
/(I)-
But
log 2(1
-cos
a:)
Jo
= 2tt log 2 + 2r
Jo
= 27r log 2 + 4
"
log sin ^
*
da;
Jo
'
Thus
log sin x dx =
Jo
From/( -
1)
log cos
xdx=
-\tv log
2,
Jo
preceding.
a result which, of course, could have been deduced from the
This
integral
in
Ex.
4, p.
131
finite
AN ARBITRARY PARAMETER
88, 89]
89.
dx
f(x, y) dy.
la
It is
209
lb
/.CO
(30
dx
f{x,
.o
rCO
y)dy=\
f(x, y)dx
dy
la
J&
lb
is satisfied.
The problem
infinite series
what
We
infinite limits.
Let f(x, y)
is
between
a continuous function of
be
of
an
some-
76.
in
(x, y)
x jg
a, ysz. 6,
and
let
the
integrals
fOO
(00
f(x, y)dx,
respectively, converge
lb
b^yTib',
let
the integral
Then
dx
(iii)
converge uniformly in y
f(x, y)dy
la
= x~a'.
ry
reo
Also
lb
b.
the integrals
and
f(x, y)dy
dx
and are
we
Since
f(x, y)dx
dy
la
lb
lb
exist
f(x, y)dy,
(ii)
.a
equal.
interval 6
= y ^ b'
we know from
dy
f(x,
y)dx=\
la
85 that
dx
la
f(x, y)dy,
when y>b.
lb
It follows that
dy
dx
y--s>la
'a
f(x, y)dy,
lb
To prove the
arbitrary positive
number
[y
dx
<
f(x, y)dy
ly
b,
we can choose
f(x, y)dy
number
X such that
dx
the same
when y"> y / ^ Y.
lb
the positive
e,
x^X,
lb
Also
is
we
f{ x ,y)dy
to
of
dx
la
in y
it is sufficient
(a, a'),
(1)
210
y)dy\<
f(x,
the same
Thus we have
y)dy =
'f(x,
dx
"f(x,
Therefore from
dx\
'f(x,
)x
lb
lb
y)dy\<
)dy\
&+& +h
f(x,
)y
'a
<
when
y"
> y' ^
Y.
[*
'6
It
(2)
we have
(2)
dx
}x
)y
and
(1)
y)dyS
}a
.V
We
>y'=Y,
y">y'~Y
y)dy\<\t, when
f(x,
y
\
y"
clear that
it is
dx
dx\
when
so that
X).
(a,
Cy"
Ij-.V
But
~ -,
3(X-a)'
[ch. vi
f(x, y)dy
dx
[
(3)
lb
|/->co.'o
.'
dx
lim
y^ x
Also,
f(x, y)dy.
.'&
I.
as small as
we
f{x,y)dy\<\e, when y
dx
\l-\
dx
la
)b
la
)b
i^
Y1
(4)
CO
f(x, y)dy,
when y^o,
a positive number
X such that
dx
a
we know
that there
x
ry
is
lb
la
Jb
la
(5)
tlie
X'^X,
dx\ f{x,y)dy-\
a
fy
r.\'
b.
^X
f(x, y)dy in
any arbitrary
interval,
)b
we know
that there
is
72
a positive number
f(x, y) dy
f(x,
y)dy\<
72
the same
a;
dx\ f(x,y)dy-\
Thus
I
Now
la
J&
take a number
Equations
(4), (5)
and
3(Z '_. g
when
*/
i=
72
in (a, X').
dx
< Je,
f(x, y) dy
)b
greater than
(6)
such that
7 and 7 2
X
when y ^ 7 2
(6)
AN ARBITRARY PARAMETER
89]
211
But
l
dx
f(x, y) dy
'
'&
Jo
rfx ('
J&
jf'
rr
<fo
/(*,
from
(4), (5)
*/)<&/
- {"dx
and
['/(*,
Ja
Jb
rx'
r*>
y)dy-\ dx\
Jb
'a
< h + h + h,
/(*,
Ja
2/)
<fy
f(x, -y) dy
Jb
(6),
This result holds for every number X' greater than or equal to X.
Thus we have shown that
Z= lim
->oo
Also,
from
(3),
rfz
J
/(, y)
.'&
%= Ja
f{x, y) dy.
da;
Jb
we have
f(x,y)dy =
<*
J
Jb
dy\ f{x,y)dx
Ja
J&
dx\ f{x,y)dy,
Ja
Jb
dy\ f(x,y)dx,
Jb
la Vallee Poussin,* to
whom
Ja
should be
made
is
due.
to the works of
valuable dis-
difficult
standpoint.
REFERENCES.
Bromwich, loc. cit., App. III.
De la Vallee Poussin, loc. cit, 2
Hobson,
Osgood,
loc.
Pierpont,
Stolz,
cit,\ (3rd ed., 1927), Ch. VI; 2 (2nd ed., 1926), Ch. V.
loc. cit, 1
loc. cit,
Brunel,
Bd.
loc. cit,
Kap. III.
XIII-XV.
(4 Aufl., 1923),
loc. cit, 1
(1905), Ch.
Absch. X.
I,
Enc.
d.
And
Montel-Rosenthal,
loc. cit,
Enc.
d.
1923).
(2), 1 (1903),
176.
212
EXAMPLES ON CHAPTER
Prove that
1.
er^dx
is
[ch.
VI.
= ao >0,
uniformly convergent in a
and that
Jn
dx
uniformly convergent in a
is
['rw^^fo
Prove that
2.
^ 0, when 6 > 0.
y^y
uniformly convergent in
is
>0, and
2/
Te- ax
that
^^
11
Jo
3.
is
Prove that
e~ ax x n
^ a > 0, when n j
4.
Prove that
> 0, when
a -^ a
5.
uniformly convergent in y
^ 0, when a > 0.
2/
1,
- x cos
^ 0,
~ x sin-x
show that
Sin
1.
is
^ 0, when
< w < 1.
uniformly convergent in
and
~Vo>^
aX
C S
da; is
^^- Ac
Jo
is
in the interval a
and
dx
in the interval a
and
e- ax x n
a:
dx
is
y=z-yo<>
Jo
6.
Show
that
(l
(i)
sin x
-*v)
<fo,
00
f
e-^v
(ii)
(cos
-
Jo
Jo
ax - cos
x
&:r)
'
dx,
= 0.
(iv)
tan" ay
Jo
1
f
(vj^v-^log
f'^Jll^.
'
log *
a,
=f=
^_
(Wz.
(iii)
^>0.
*)&:,
'o
f"
(i)
(ii)
e-a*dx =
dx
tv
r x^e~a^dx
9n
zi = ^
/ir
l^-a
1.3...(2n-l)
2an +i "
rt>
FT^ 2^
n
***=-v *>
dx
1.3...(2n-l)
_ 7r
<^TaJ^
2nn\a*n
2-
(m)
^+irf
mr,
s=
V."
T
t^-*
.C
f
-i
if**^ 0<M<1;
2 cos -g-
*"<
l0
'I'
J,
'x n
f
\ogx
7r
n7r
ttn '^
'
AN ARBITRARY PARAMETER
vi]
9.
213
Establish the right to integrate under the integral sign in the following
integrals
(i)
e~ ax dx
interval a
> 0.
Ss:
Jo
e~ax cos bx dx
(ii)
> 0,
or
any
interval of
b.
> a > 0,
or
any
interval of
6.
interval a }> a
Jo
e~ ax smbxdx
(iii)
interval a
Jo
10.
Assuming that
Jo
1.
z-fx-e-gx
fa: cte
= tan -1
(i)
....
=-=,
62
qr
sin
sin&z
(ll)
sin bx
> 0,
show that
- tan -1 , g
t
dx = tan -1
>/> 0.
-?.
= i7T, 6>0.
rfx
Jo
Show
00
Deduce that
11.
>
(iv)
CMhxdx =
__
a
f"
9
b
^*mbzdx=^,
a>0,
sign, either
xe ax cos bxdx,
with regard to a or
*2 e-a*cosW:r,
a&r^sin&ardfe.
Jo
12.
Jo
f<ll) jriz2S**!i
Jo
Let
Show
that/'(y)
sin
xy cr* dx for
all
r, ta
values of
13.
Let
e-a:
/(y)=
y,
).
cos2a:2/^.
Jo
Show
On
that /'(?/)
integrating
From
-21
by
this result,
parts,
it will
2a^
for all
values-of y.
be found that
f'(y)+2yf(y)=0.
show that f{y)=\sj^e~v\ assuming that
V^^sJtt.
are-*2 s i n
[^
x2
^^
dx =
^[
V
e -y-
dy.
b,
214
14.
n>
> 0,
where a
du
^=
d
it
u = T(n)
tt
cos nO
= I
sin nO.
K-l(n)
if
+ n2 w - nu.
# = !>)^-,
Thus
Vrn = v.
dv
= n14
d0
-.
follows that
Deduce that
where -|7r<0<|7r,
Urn = u,
rx = y,
these
6=rsin0,
a=rcos0,
From
0.
Make
V=
U^e-^x^cosbxdx,
Let
cos
r
6a; cfe,
-o
lim
F=
a->0
And deduce
nir
0"
cos x
Jo
sin
a;
ax.
Prove that
o
where
lir
[Compare Gibson,
15.
n_1 sin 6s dz
that
rl-n
00
a:
.'o
o
f
6 is
.'ft
1906), 471.]
CHAPTER
VII
FOURIER'S SERIES
90. Trigonometrical
Series
and Fourier's
We
Series.
have
x,
(1)
unbounded,
if
integral
J -
the infinite
Then
IT
and
The trigonometrical
the coefficients a
1
=^
f*
I
J IT
J IT
let
61, VI.)
a v b lt
etc.,
by
are given
when n
1,
(2)
If"'
an = -
Tf J - n
These
bn
f""
7T J
-n
Constants for the integrable function f(x)\ and the Fourier's Series
said to correspond to the function.
is
This nomenclature
is
substituted for a
av bv
etc.
215
when
FOURIER'S SERIES
216
[ch. vit
sum
Series
is
(
when
that,
- 7r,
it),
the
H/(*+o)+/(*-o)],
when x lies in this interval.
If we assume that the arbitrary function
interval (
it, it), can be expanded in a trigonometrical series of
the form (1), and that the series may be integrated term by term
after multiplying
=a
-ir^X^ir,
by
cos nx,
ir
to
Then
.cos
since
J
when m, n
mx cos nxdx=\
sin
IT
fcos
(3)
it.
mx
cos nx dx = 0,
IT
and
nxdx = 7r.
-IT
Thus we have
1 (
a n = -\
And
when n ^
similarly,
1 f"
b n =-
7Tj
ao=%- ._/(*')
<**'
(3),
the result
may
be
written
-TT^X^TT
This
If
is
(4)
x,
-*), is
an even function
~FOURIER'S SERIES
90]
if f(x)
=f( becomes the Cosine Series
in other words,
x),
217
<x<tt the
when
Fourier's Series
f""
= -\
f( x )
f{x')dx'
^h
"
+ - y^cosnx\
*r
Jo
O^X^TT
Again,
it
if
0<<7r the
i.e.
if
=-
/()
an odd function
is
y) sin woj
(5)
0^x~tt
(6)
Jo
717
The expansions in (5) and (6) could have been obtained in the
same way as the expansion in (3) by assuming a series in cosines
only, or a series in sines only, and multiplying by cos nx or sin nx,
as the case may be, integrating now from
to ir.
Further, if we take the interval (
I) instead of ( - x, it),
1,
we
find
and
(6)
the
following
expansions,
corresponding to
(4),
(5)
~[ fV)M+\%l
/(*)
n
Ax')C0B ^(x'-x)dx'
-l^x^l
/(*) =
f(x)
{/(*')
W+jX cos
x /(*') cos
= ^sm-J-xfy(x')sm~~x'dx',
(7)
f x' dx',
O^x^l
(8)
O^x^l
(9)
(i)
We
function in the
(ii)
series.
We
pansions.
(iii)
as to
FOURIER'S SERIES
218
if
such
nor does
arise,
give
it
[ch. vii
any suggestion
must be subject
if
as to the
the expansion
to hold.
y = a1
We
can
_.
sm(n-l)x.
a2
a lt
...
#-i>
of the curve
so that this curve shall pass through the points
y=f( x )>
at which the abscissae are
In this
way we
find a l9 a 2
n
,
...
a n . x as functions of n. Proceeding
values of the coefficients in
we have the
f(x)
an infinite
But this passage from a finite number of equations to
can
results
the
before
examination
number requires more complete
be accepted.
The most
satisfactory
method
a +(a 1
tt, tt),
sum,
if it
In this
way we
shall
show
that,
when f(x)
satisfies
very general
[f(x+0)+f(x-0)]
at
x= tt, when
tt
known
in
is
tt, tt), it is
-Lagrange, (Euvres,
also
known
FOURIER'S SERIES
90, 91]
219
in which f(x) is
the values of the coefficients in the corresponding
If it is
defined as
(0, 27r),
expansion would be
2*
I*
o=2^J o /(^)^
1
an = It
2ir
1 C
= -\
bn
/
,
2rr
n^
1.
need hardly be added that the function f(x) can have different
And
which
( - x, 0).
The following discussion of the possibility of the expansion
of an arbitrary function in the corresponding Fourier's Series
depends upon a modified form of the integrals by means of which
in the interval
first
series
can
shall call
Dirichlet's Integrals.
Mm
J^W
0<a<6.
When we apply
sin
Km
<**=!/( +0),
f /(,)
/* <&=<),
where
integral
we
.,
see that
p'sinz
I
Jfe'
where
b'
'sinz,
sin
o )h
ic
f*
.
,,
Mean Value
to the
0<6 <c,
dx,
dx = r
x dx
1
-,
c'
f
I
sin
x dx,
c Jj
>
~ ~ c'.
m,
Thus
sin X
J//
-,
dx
-~
/1
1\
\b
cJ
,,+
-,
* Journal fiir
152.
1 (1837),
FOURIER'S SERIES
220
[ch. vii
sin
is
Its value
convergent.
The
integrals
88 to be
tt.*
J^dx
x
and
J q
ax
^ dx
&m
Io
J a
sin
f^
sin x
J pa
dx,
f*o
ax,
respectively.
It follows that
^^^
0<a,
f^sinz,
ax ,
dx = \ir,
dx=\
X
X
b8
ba
\im\ ^dx=\im\*
x
x
fi->co J
^^oo J a
a
lim
im->oo
sin
-.
Jo
^dx =
and
'
0<a<b.
0,
fx.a
These results are special cases of the theorem that, when f(x)
given below,
lim^Axf-^^dx^tt+O),
L
X
0<a,
M^oo Jo
b
]im\ f(x)^J^dx=0,
0<a<b.
interval with
sm
It is clear that
satisfies
\!/(x)
We
I.
shall
remove some
?
J
See
a.
on
*JZta,
p. 202.
0<a<b.
upon/(z)
later.
FOURIER'S SERIES
91]
From
221
Mean Value
is
some
Since/(ic) is
x in a
definite value of
^ ^ 6.
a;
monotonic in
&,
and/(6 -
0)
exist.
And we have
hand
are zero
when
II.
nx
! dx = 0, when 0<a<6.
sin
lim
ix-^rao
/^->oo
It follows that,
f(x)
Ja
3J
sin
ax
*
f f(x)^dx,
v
0<a.
Then
<p(x) is
Also
[7(a)
As
We
The
monotonic and
&=/( + o)
shall
now show
<p(
+0)
limit /(
+0) = 0.
-i^
dx
+ f # (x>
<fa.
\ir.
To prove this, it is sufficient to show that, to the arbitrarynumber e, there corresponds a positive number v such that
positive
'*fc)Mf* < e
Let us break up the interval
where a is chosen so that
when
(0, a)
into
/u,
two
parts, (0, a)
and
(a, a),
|0(a-O)|<
We
there
can do
is
this, since
a positive
\<j>(%)\<
e/2-7r,
when 0<ic^a.
^M
since
<j>(
/2x.
Mean
Value,
w
fc=#(a _-o,j
M^
definite value of
a;
in
^z^a.
FOURIER'S SERIES
222
[oh. vii
a;
^-dx^\
Thus
Jo
Also
sin x
than
3'
sin
ax,
positive
is
sinic
dx <7r, when
It follows that
^ dx
<p(x)
and
independent of
7T
fi.
dx=O
<p(x)
number
0^p<q.
in (I) that
8mfi
lim
0<a<a.
number
Je,
there corresponds
such that
dx <e,
<p(x)
when
[i
j/.
i:
Also
\Ca
sin ax ,
sin ax
w sin wx
$(x)S-dx\^\\f tfx)f-dx\+\\f $(x)--^dx
.
Therefore
a
r/>(z)
)
Jo
sin wcc
-,
!-dx\<\e+\
<e, when
Thus
less
<J-X7T
a positive
0<p<q.
ff
this is
a# -
on the right-hand
Therefore
and
of the integrals
for
ir
( sin
have.
aaj=
}v
and each
may
dx<ir
lim
d(x)
/-t
Sm
i/.
^ dx=0.
223
FOURIER'S SERIES
91, 92]
And,
finally,
Km\*f(x) J*?dx=?f(+0).
A
x
M _+ x Jo
we may
write
= F(x)-G (x)
f( x )
positive,
36. 2].
This result can be obtained, as follows, without the use of the theorems of
36. 1
or 36. 2.
(0, a)
K,
(0, c^),
in each of
which f(x)
Then, writing a
Jo
The
first
integral in this
when
It follows that,
a 2 ),
..., {a n _ lf a),
is
//,-^qo
r = l-r-i
sum
+ 0), and
dx
=|/(
+0),
< a.
M-
The proof
that,
\im[ f(x)
[XX
dx^0,
0<a<b,
Mis
intervals
is
be seen that Ave have used the condition that the number of partial
is finite, as we have relied upon the theorem that the limit of a sum
equal to the
sum
of the limits.
The integrals still hold for certain cases where a finite number
points
of infinite discontinuity of f(x) (as defined in 33) occur
of
II.
if
f(x)
is
also hold
of
FOURIER'S SERIES
224
We
when
[ch. vii
up
into a finite
remainder of the
number of open
and monotonic*
We may
take
the case
first
when an
know
we
that
f(x)
And
this
f(x)
is
sm ^ x
But
j
J\a
s/
(I)
ux
sin
serves for
r\
m^
And, by
dx=
ry
0<= v
\<h> when
values of
all
uniform.
f( x )lT dx
we
^_ m
and
dx,
absolutely convergent,
is
is
discontinuity-
Ja
convergence
that x
smuX
J a
(a, b).
f(x) dx
and
infinite
\f(x) dx
(x)
(1)
ju.
^
X
J a
a positive
dx+
J\b~7]
f(x)
^
X
dx
(2)
above,
limp-y^e^o.
X
>~Ji
ju.
(t
6_
sin
V
f( x )^ dx
ua?
(1), (2)
and
|j|/
number
such that
(3)
*>
From
(3),
we have
fc
at once
<le+i .
|
f(x)
Ja
^dx =
sin
lim
m-^-jo
v.
ux
0<a<b.
0,
is
of
bounded variation
in the re-
225
92, 93]
FOURIER'S SERIES
similar
infinite dis-
only
continuity occurs at the lower limit a of the integral, and
there.
When
there
is
infinite discontinuity at
an
-^
fV(x)
Ja
fa= [7(a)
J a
33
a and at
b,
and only
^*
x
P/I^i,
^
<*<*.
When an
infinite
up the given
number
of partial intervals,
Further,
into
and
satisfies
discontinuity oif(x).
two
is
intervals, (0, a)
(I) of
It follows that
liml" f(xf^-^dx=Z- /( +
jn-wc
and we have
just
Jo
0),
shown that
M ->oo J
(X
\im\
^-xx)
si
f(x)
Jo
= ^f( + 0).
^^dx
X
The
results
infinite integral
FOURIER'S SERIES
226
[ch. vii
into
it is
subject to one
bounded in
finite
which f(x)
(ii)
when
defined,
is
monotonic;
of the
interval,
number of open
monotonic.
and
this
Further,
the
integral
infinite
f(x)dx
is
to
Ja
be absolutely convergent.
We may now
When
and
say that:
(a, b) respectively,
where
,u->ao
x->oo J o
and
lim
It follows
sin
I*
f(x)
then
"
^ dx =
exists,
of
0.
monotonic functions
(cf
34)
which
is
number
if
have only
bounded function
can have an infinite number
of ordinary discontinuities.
Perhaps
*But
it
fThe conditions
f(x)
is
a function of bounded
FOURIER'S SERIES
93, 94]
himself imposed
227
finite
Later he extended his results to the case in which there are a finite
number of points of infinite discontinuity in the interval, provided
Cb
f(x) dx
is
absolutely convergent.
J a
Form).
where 0<a<6<7r.
In the discussion of Fourier's Series the integrals which we shall
meet are slightly different from Dirichlet's Integrals, the properties
of which we have just established.
The second type of integral and this is the one which Dirichlet
himself used in his classical treatment of Fourier's Series is
J o
sin x
Ja
smx
where 0<a<b<7r.
We
shall
When
now prove
that
in the intervals
andf( + 0)
(0,
and
a)
b)
(a,
respectively,
where
0<a<b<7r,
exists, then
fi.-+ J
and
lim
fix)
J a
up
SllijUX
r
smx
.
dx = 0.
satisfies
the
93 as Dirichlet's Conditions
first* of
is
into a finite
f(x)
is
is
of
bounded variation
and
FOURIER'S SERIES
228
Then, by
or
36. 1
we can
36.
f(x)
[ch. vii
write
= F(x)-G(x),
.sinux
r
Thus
But
(0, a)
f(x)
J
ic/sin
or
sin x
may
F (x)
v
'
sm x
and G (x)
from
fJL
Hsin^x
^-.
-.
sm x
-i
-+y
-.
siM
It follows
G(x)
-.
sm x
when 0<a<6<7r.*
>
is
(a, b),
Therefore
r-,,
=\ F(x)
L
b),
as the
0<a<6<7r.
91 that
sm X
j[)
= ?/(+0),
Km
and
Next,
and
+0)
dx = 0, when
let /(
We
f(x)
lim [/(a)
93,
z/sin x
dx 0, when
(-
is
that
92, II,
sm ic
f(x)dx
is
0<a<6<7r.
It follows that
x
fix)
J
is
exist.
we know that
0<a<b<7r.
b).
dx
-.
sm
in (a,
a?
[ 92, II]
applies
We
when we
write f(x) -
sin x
1
in place of /(#).
at x = 0.
FOURIER'S SERIES
94]
lim
>y?
/a
we need
and
f(x)
Sill
J q
229
dx,
(a, a),
where f(x)
is
found as
is
stated.
obtain the second form of Dirichlet's Integrals for the cases
If it is desired to
may
proceed as follows
(i)
36.
or
2 the reader
36.
(0, a)
and
(a, b).
Then
is
sin x
But, by
and
so also,
(lAx)
i
i
\
=f(x)
j \ i
sm x
is
so also,
91,
\
im
ft>x>
s
' = Zf(+0).
( $( x J^dx = l<f>(+0)
2 r\
2
)
'
.'0
Therefore
lim
i,
<**=!/( +o),
V(*)lf
X
_
bill
_*.cn In
Also
b
!5_?fc = \ f(x)
Therefore
(ii)
lim
/(x)^'-i dx=0.
the function
-f(x)
is
positive,
bounded
Also
"
ri
sin
Using
(iii)
(i),
a;
sin ua:
sin fix
1
sm
sin
J
a;
/xa:
sm
a;
If f(x) is
time,
in
(ii)
decreasing function.
(iv)
When f(x)
number
(v)
And
is
of
FOURIER'S SERIES
230
[ch. vii
the expansion
f(x)
7r 7L
X~ir
are obtained.
We now
we approach
in quite
a different way.
We
sm
= o~
where a
1 C
a n =-\
7TJ
We
We
f(x')dx' and,
2x+6 2
when n^l,
6n
=1
sum
^
f
f(x
7TJ
-n
find the
_-
terms of this
of the
sin nx,
n^oo
x ) +( a 2 cos
ir
series
up
to cos
sum has
this
nx and
a limit as
shall
is
tt, tt),
where f(x)
is
continuous
and
to
i[/(*+o)+/(*-)]>
when
there
is
an ordinary
ify^^ + OHyV-O)]
f(
it
discontinuity
x=ir, when
at
at
the
point
and to
-0) and
0) exist.
Let
s n (x)
where a
=a
av bv
Then we
s n (x)
+(a 1 cos x +b
etc.,
sin x) +...
-\-b n
sin nx),
find,
without
=~ T
f(x')[l
=--f*
/(
'
difficulty,
bounded variation
that
+ 2cos(x'-x)+...+2
sm
\(x
cos n(x'-x)]dx
- x)
functions of
+(a n cos nx
is
if
made
to Dirichlet's Conditions,
desired,
by the introduction
it
will
of the
FOURIER'S SERIES
95]
sinU2n + lH X '-x)
dx
sin l(x - X)
f_/
2ir)
sin |(2n
If*
2ttjV
231
,
+ !) -a)
Thus
il^****
(-x,
of
x), f{x
(1)
+ 2a)
Dirichlet's
satisfy
\k +\x) and
(0,
s n (x)
= *[/(*-0) +/(*+<>)],
giving the value f(x) at a point where f(x)
We have
In finding the
value for x in
ml _
sum
a?
= r, we must
insert this
s n (x)
.
Thus
continuous.
is
x.
S n (7r)
4 a X-
.sin(2^+l)a
1 f" -,
= -\
f{ir- 2a)
,-
<fo,
sin
7tj o
is zero.
It follows that
n
tt)
= -1 f
vSin(2w+l)a
o
/(V-2a)
*r/
sin
7T J o
da
,
sin(2w+l)a
7T
.1 ff
sin a
= i r j/(^2a)
+
where |
is
sin
1
7T
+1)a
sina
ttJ
fV(-x+2a)
JO
and
tt.
&
(2w+l)a
a a,
sua.
FOURIER'S SERIES
232
We
satisfies Dirichlet's
/(
- 7T +0) exist.
Thus we have
Conditions in
lim
sn
[ch. vii
94 to these integrals,
x,
and the
ir),
W = K/( ~ * +) +/(*"-
if
f(x)
limits /(7r
0),
0)].
sum
at x = -tt,
U\jw
a =
dx' and,
TT J _
when n ^ 1.
6n
rfx',
= I
f(x') sin
was'
dx'
7T J -Ti-
tt
a +(a 1 cosx
converges to
i[/(*+'0)+/(*-0)]
at every point in
at
x=
7r
exist
and
converges to
it
i[/(-^+0)+/(x-0)],
when /( There
7r
+0) andf(ir -
of course,
is,
by the same
0) exist*
no reason
why
analytical expression in
the interval
[cf.
Ex. 2 below].
it
if
we
first
Find a
series of sines
- tt
e x in the interval
2 sinh
and cosines
<x<
of multiples of
-7r,
will represent
ir.
tt
x which
7r)
s nv
n( x
(V,.
)=-\
/(a?
ttJo^
'
In this form
interval
if
f(x)
is
we can apply
ir,
ir),
lR
-da + -\
,sin(2w + l)a
-2a)
\.
sin a
the result of
,Tr
^/
f(x
t.'o
(1)
by
,
o \Sin(2ra + l')a
2a)
-da.
sma
233
FOURIER'S SERIES
95]
What
is
sum
the
f{x) =-^-e*
Here
Integrating
by
x= -1
and
an
=^L f
e^ coswx(Za;
-
Therefore
we
1.
parts,
(l+w 2 )l
Also
*S
cos nx to,
f_
Similarly,
7r
-e- )cosn7r.
7r
(-l) n
n~ l +n
=h
find
= (e
2 sinh
ex
(-l) n
1+w 2
sin waj
dx
"1
.
Therefore
7T
_ +
2
2 sinh
7T
-t
When =
a:
+ 12
COS X
+ jp sinz
tt cos
~~ 2* - ^-^ sin 2x
+2
,l+2 2
. .
it.
ir, the
sum
of the series is
/( -
77
W coth
rr,
+ 0) +/(7T - 0) = TT COth
since
7T.
FIG. 1G.
In Fig.
V
y
16,
the curves
e^,
r-r:
2 sinh
7T
x + tt sin
cos ~
1+1
^H:v _ itp wo
2
'
are
drawn
- tt,
a;
+ (...) +
J-J32
cos 3 *
+ y+3 2
sin 3 *
tt).
and that more terms would have to be taken to bring the approximation curves [y=sn {x)~\ near the curve of the given function in - ir < x < tt.
slowly,
FOURIER'S SERIES
234
[ch. vii
Find a
2.
sent/^)
and cosines
series of sines
<x<
- it
in the interval
Here
f*
= iTTX,
<X<
dx =
\ttx
7T
&
f(x)
=
]
when
-7r
\ 7rx cos
nxdx=
sin
-k^x
*
nxdx= -
- cos
When z=
7r the
sum
(cos W7r
.-
An
^ sin
g-
Ex.
cos
1),
W7r.
-^
a;
sin
2x +
... ,
<x <tt.
result,
sent x
a;
7T.
tt.'o
Therefore
will repre-
lb
^7rJ
an =
which
-7r<x^0,)
/(s)=0,
f(x)
of multiples of x
when
tv,
3.
Find a
+ x2
in the interval
series of sines
Here
&_
<
+ ....
of multiples of
+ x2 )dx = -\ x2dx =
we
x which
will repre-
rr.
\[ n
(x
wa; er
=-
fw
IT
-
ir ,
x2 cos
wa; dx,
7Tj
find that
4
o
w2
COS W7T.
n
=-
(x
Tj -r
which reduces to
\[ n
2
(# + # ) cos
TT)-w
Also,
and cosines
"n
= l+ 32 +
- it < x
= o1
a =
+ x2
sin
nx dx = -
f"
1
a:
sin wa;
da;,
7rJ
2
= - l) n-1 w-.
(
Therefore
x + a; 2 =-~-+ 4
When x
- cos x +
sum
of the series is
^-2
96.
in
-4
...
ir.
tt the
result that
and
sin an
The Cosine
Series.
=1+
22
7r
2
,
+ 3"2+ "
(0, ir),
-tt~x<0 by
defined for
Define f(x)
The function thus
ir, ir)
it
the results of
95.
FOURIER'S SERIES
95, 96]
But
it is
= J"
235
= ~ f* f{x') dx',
leads to a
f(x') dx'
I"'
/.
an = -
/(x
cos
toa w =
leads
rac'da;'
ir
f{x') cos
nx'rfa;',
*"
and
bn
=1f
Thus the
= 0.
for this
function.
Also,
we have
[/(
+0 +/(-0)]=/( +0),
)
and
-H/(-^+0)+/(7r-0)]=/(7r-0),
provided the limits /( +0) and/(7r - 0) exist.
In this case the
X = 7T
sum
x=
/(7T-0).
it is
It follows that,
when f(x)
an
is
tt),
the
sum
of the Cosine
Series
Vcosra
f(x')dx'+
tt
7rJ
is
Jo
equal to
and
and, whenf(+0) andf(ir-Q)
at every point between
tt
- 0)]
exist, the
at X=7T.
Thus, when f(x) is continuous and satisfies Dirichlet's Conditions in the interval (0, tt), the Cosine Series represents it in
/(7T-0)
1.
Find a
the interval
will represent
ao = ~\ xdx = %Tr,
Here
an
and
x
Therefore
Since the
x which
(0, it).
sum
|- -
xcosnxdx=x+
j^cos
^ cos
8
*See footnote, p. 230.
-l +
32
3a;
(cos
. .
.."],
mr
-1).
%x^
tt.
52
....
x in
FOURIER'S SERIES
236
In Fig.
17,
= x 7=^ir,\
y = x,
the lines
[CH. VII
y=-x,
-7r~x^0,j
y=n
C0S ^
*
+ 02 C0S X
"*"
K2 COS
^X
7T
"" *"
" X 3=
^
7T-
are drawn.
Fig. 17.
It will be seen
yz=
in the
how
closely this
lines
whole interval.
2ir,
Fig. 18.
of
x represents the ordinates of the lines shown in Fig. 18, the part from the
ir, it) being repeated indefinitely in both directions.
(
interval
The sum
Ex.
2.
is
continuous for
Find a
all
values of
x which
where
= x = ttA
f(x)=lirx,
f{x)=lir{ir-x),
Here
x.
1 ["*"
lw<x
1 [n
iKxdx+
z\
7T
IT JO
%ir{Tr
in
IT.
-x)dx = -^TT*,
a n = - ["Ittx cos nx dx
and
7T
an -
-x) cosnxdx
\\-n-
(n
- x) cos nx dx,
Jin
<j-2 [1
\tt{tt
7T
xcosnxdx + U
)o
which gives
+-
Jo
=|
i
237
FOURIER'S SERIES
96]
odd or a multiple
of 4.
/(a;)=^-2ricos2a; + icos6a; +
...],
is
,>:';*
B8S|SSSSgS5SS55
S3
SkkUI^
: :
V:xV:
:::::::r:?::::: ::
mmm
PlKis^ifini
W7T
-j2
sin-
O^z^tt.
l:|
::::::::::::
":i:i::::::::i!h:
:::::::::::::::
hliLiyiiiiiilHi
lis m
ltl!!II:nIIIII!ilfli!!;I!l!l!!II
(1)
!i
(2)
Fig. 19.
In Fig.
19,
the lines
y = \irx,
y = lw{ir-x)
x~
ir,
Fig. 20.
terms up to and including cos 6x, approaches the given lines closely, except
at the sharp corner, right through the interval (0, 7r).
For unrestricted values of x the series represents the ordinates of the lines
shown in Fig. 20, the part from - tt to 7r being repeated indefinitely in both
directions
The sum
is
continuous for
all
values of
x.
1
FOURIER'S SERIES
238
Ex.
3.
Find a
rr),
[CH. VII
x which
will represent /( x)
where
/(*)=&,
0^*<Jir.j
f(x)=%TT,
\tV<X =
TT.)
11
!l^iy!illHi!ii!!i
(1)
M
\ III!
-hjJHj^+rtf
ggj-5
r+rf
Ss i*
5"
4#
44-44-
wtt
Kwi
muni
tefet:
Bffl)
Ittf"
tTTT
(2,
H^fjjJH^:
+tttf
::
wm
:::::::
::::!;:ii!;;is;s:9K::iUH:a::::
flffir
HI"
ii
iiiliiijf
!!"!
iSfflffi
iiiiiiiiiiiii! iiiiiiii
-.
:
mi in sis:::::: ::;:::::::::::
:::: ::
:;
:: ::
(3)
:f:i:::::!:::::::;;i
:::::!::::::: ::H::i:::
flflfltf"
:
fflti]jfr
"TmTrf
:
r|l||
IIIHLil
II
:JJJJJjHJ;J
-
[jjlllfff--
tup, in
TrliT
rrr T
HI!
f nfMii
|]||||||||||:|| !HiS!:
Fig. 21.
If*
Here
7T
Also
Thus
since,
an =
f(x)dx
If*
\w dx = \-n.
f""
\
f*
cos
nxdx= -
6a; -...],
sin Jwr.
0^a;=7r,
+ 0) +/(|tt - 0)].
FOURIER'S SERIES
96]
From
239
the values at x =
result,
In Fig. 21, the graph of the given function, and the approximation curves
y = %7T - cos
x,
j
i
y = 7r -co$x + J cos 3a;,
y=zTr- cos x +
0~x~ir
cos 3x -
cos 5x,
are drawn.
The
points
x=0 and x = ir
sum
of the series
a point of discontinuity.
The behaviour of the approximation curves at a point of discontinuity,
when n is large, will be treated fully in Chapter IX. It will be sufficient to
say now that it is proved in 117 that just before x = \rr the approximation
is
curve for a large value of n will have a minimum at a depth nearly 0-14 below
y=Q: that it will then ascend at a steep gradient, passing near the point
0-14
(!tt, \tt), and rising to a maximum just after x = \k at a height nearly
above
Ex.
\ir.
4.
Find a
f(x)=0,
lir<xrlir.
f(x)==-l7T,
^"M.
=4
Jo
f*
and
.'o
3n
sin
is
rfa;==0
.'*
efc - S
cos na; ~~
n\
= [sin
f{x)
/(r,7r)=-i7r.
/(M=7r,
Also
And
^X<lTT,
l-rr<x<^,
f{x)=l7T,
Here
x which
where
?.
n7r
-f
+ sin W7r]
even or a multiple of
J-
cos
7a;
- ,\ cos
3.
1 la;
. .
%, x
.],
<
ir.
The points a; = and a;=7r are points of continuity in the sum of the series.
The points x = \ir and x=.$ir are points of discontinuity.
Fig. 22 contains the graph of the given function, and the approximation
curves
2^3
y=-\- coax
\
>
2V3 [cos
t/
>
a;
cos
5a;
+1
cos
7a;],
0;
240
FOURIER'S SERIES
[CH. VII
Fig. 22.
(1)
FOURIER'S SERIES
96, 97]
Ex.
Find a
5.
series of cosines of
241
tv).
fw
1
= ~\
Here
77
Jo
= log 2 +
fin-
log sin x dx
=0, by Ex.
2 fw
an = -
And
= 4-
Thus
from
this
|a;)
cite
i"i ff
= -i
It follows
4, p. 131.
by Ex.
[cos
5, p. 131.
x + \ cos 2x + % cos 3x +
. .
[cos x - \
cos 1x
+\
cos
3x-
.. .],
when
70.
< # ^i
=x<
when
on
.],
ir.
tt.
[See footnote
p. 159.]
But
it is
bn
If
-
17
all
in this
~2
Cw
vanish
points.
when
It follows that,
f(x) is
an
(0, it),
the
sum
of the Sine
Series,
2 x
-
7T
is
equal
This
to
function
y^sin nx
is infinite
at x
= 0,
but
it satisfies
0)]
Dirichlet's Conditions.
FOURIER'S SERIES
242
[oh. vii
and, when x =
It will
at these points.
these points
Ex.
1.
interval
if
f(x)
is
Find a series
< x < tt.
Here
of sines of multiples of
bn
Therefore
a;
zero there.
'\
is
will represent
x in the
x&mnx dx - l) n-1 -.
{
At x = - the sum
x which
2a:
+I
sin 3a;-
...],
0~x<rr.
discontinuous.
V
Fig. 23.
line
y = %-
-tt'^x'~tt,
-tt^x~
tt,
are drawn.
The convergence of the series is so slow that this curve does not approach
between -tt and tt nearly as closely as the corresponding approximation
y-x
FOURIER'S SERIES
97]
x.
243
If
is
the curve y = s n {x) will be a wavy curve oscillating about the line y x from
- it to + it, but we would be wrong if we were to say that it descends at a steep
gradient from x = -
end
of
Fig. 24.
it, 3it,
points
Ex.
2.
it)
.
lit,
shown
At
of multiples of
these the
O^X^^lt,
f(x)=iTtx,
J
f(x)=i7t(7t-x), \-^x^_it.
2f 7r
2fi w
=
\t?x
sin
nx
dx
x)
+
l-7r(7r
sin nx dx
&
"if
= \\
which gives
Thus
/(a;)
xsm.nxdx + \\
= sin
a:
rg sin 3a;
+^
y = \itx,
y = lit{it-x),
and the approximation curves
a;,
y = sin
a:
- K2 sm
y = sin x -
-x)
sin
nx dx,
nit
y sin
(it
sin
3a;,
5a:
...
0^-a:^l7r,
it
5a;,
sum
The
is zero.
the interval
Here
from the
= x ^r-it,
^
1
I
FOURIER'S SERIES
244
It will
closely,
[CH. VII
lines
(2)
IHMttffllfifffflUllinffl lfffi
Fig. 25.
shown
from -
it
to
+ tt
directions.
The sum
is
continuous for
all
values of x.
Fig. 26.
Ex.
3.
Find a
where
f(x)=?0,
0~x<tt,
f{x)=\-K, \tt<x<tt,
/0r)=0.
x which
FOURIER'S SERIES
97]
Here
bn
nx dx
sin
2 niv
1 /
= - cos
\
I
2
3W7T
=
sin
.
when n
Therefore 6 n vanishes
And
W7T
sin -r-.
.
a multiple of
is
3a;
245
sin 5a:
-^
4.
sin
6x+
...
a;t==-7r.
curves
y sin
t/
x,
= sin
a:
-sin 2x,
3a:,
y sin x - sin
3a;
x \k and
2a:
sin
+1
sin
5a:,
x tt
series.
Ex.
4.
Find a
the interval
(0, 7r),
<ar<
f(x)=l7r,
Also
x which
where
?.7r,
f(x)=0,
lir<x<f Tt,
f{x)=-\TT,
lir<X<TT.
f(0) =f(7r)
f{ltr)
Here
= }tt
sin wa;
f(fr)
dx -
vr.
sin wa;
r.\
dx
'.'It
= q [1
8
And
/(a:)=sin 2x +
The points x = 0,
sum
a:
when w
sin 4a:
-?>7r,
+ COS
odd or a multiple
of 6.
^/17T
_ ?i7r
T Sm
= 3n COS
Therefore a n vanishes
^?l7T
-COS
is
+ ^ sin Sx
x = tt and
COS
W7r]
mr
T*
l sin 10a:
...
Q~.x1=kiv.
of the series.
curves
y=sin
2x,
y = sin 2a: + \
y sin 2a: + \
sin
4a:,
sin 4a:
y = sin 2x + \ sin
4a:
+]
+\
sin
8a:,
sin 8a:
+i
sin 10a;
FOURIER'S SERIES
246
(1)
(2)
(3)
V
:
+5i ^f T rmPff
:Hi|
ss iiSii
(4)
s
;:ffi
In
Fig. 27.
[CH. VII
217
97]
Hn
--TT
r|if
58
TTtt
hi. :
nSr
tt
"ffff
Tm
ito
'
SH;
(1)
lp
(2)
//
ji
mi
n-jrr
ffif
tfrr
iiis
I
st?i
xU^ i+tt
Hit HE
g|
Hff
in Hi |S as M SIT aj f
t^j
m 51
55
jtmjTOT
(3)
cr5
gp
fiS
TR?1
tftp
Hi
S5
g:
gr
S
ptf
g:
#5
Hf
s H^~ TH BJ
^H
5j wrr
l+f
^X
-tfrff
ffr"
Px
Ml
Sffl-
-4*
jt:
*fl
TT-
(4)
FOURIER'S SERIES
248
Forms of
98. Other
function
to
is
Fourier's
Series.*
[ch. vii
When
7r, 7r)
In this way we
already obtained
may
'
~ x)dx
~l=x
=
''
Whenjf (#)
>
-W
*>
O^x^l
Jo
0xrsJ,...(2)
f(x')dx'+j'Zoo8 ^x['f{x')cos^x'dx',
\[
l
Jo
1
Jo
x
T y) sin -fI
arbitrary
this interval
^_/(*W+|Sf_/K) cos t (x
1>
the
(3)
f>
satisfies Dirichlet's
Conditions in
I,
the
I),
sum
of
+ 0) +/(-0)]
(1) is
where f(x+0) and/(x-0) exist; and at x 1 its sum
![/( - Z +0) +/(Z - 0)], when the limits/( -1+0) and/(Z - 0) exist.
at every point in
equal to \[f(x
the series
-l<x<l
is
When
0<x<l
sum
is
its
sum
is/(Z
the
sum
of
limits exist.
Conditions in
(0,
I)
the
sum
of
the series
0<x<l
I),
(2) is
is/( +0), at x l
When
(0,
the series
(3) is
zero.
for
-7T,
7r).
^-[
where F(x)
Let
F(x')dx'
satisfies Dirichlet's
u = w+x,
s-
u'
Conditions in
it, ir)~
ir-\-x'
series ioif(u),
2,r
f(u')du'
A7TJ0
for the interval (0, 27r).
F(x')coan{x'-x)dx',
+- JCT
x^f
+1 2j\
7T
2 ""
Jo
FOURIER'S SERIES
98]
On
changing u into
we have the
x,
249
series iovf(x),
O^x^Zir
^[ y(x')dx'+~j^\Jo J(x')cosn(x'-x)dx\
^7TJo
7T
The sum
between
and x = 2-7T
(4)
sum
is
H/(+0)+/(2*-0)],
when
In
the interval
assumed that/(ic)
satisfies Dirichlet's
Conditions in
(0, 2-7r).
if
Seriesif/(z)=-/(27r-a).
If
the interval
we have
is (0, 1),
instead of
(4)
dx'
\ f(x')
+2 V) P/fc')
Jo
cos 2 *^ (
- a?')
*',
==
a;
^ 1,
....(5)
Jo
it is
Taking the
i
we
series
2U
w=a +
write
Then
+- S [*F
F(x') dx'
(b-a)x
2
in the interval
-L P /Y w '\
b-a] aJK
'
On
fa'
changing u into
and f(u) = Fn
,
V PW)
6-aVJ/
a;,
we obtain
CoS
= x = 2?r
f27r(^-a)l
^-
>
series for/(w),
_
&- U M
'
) rf
w '.
a^x^b,
namely,
^fV^^+^SjVjcosg^-,)^
The sum
in
its
is
Of course f(x)
interval
(a, b).
is
0)],
(6)
when
FOURIER'S SERIES
250
The corresponding
Cosine
[ch. vii
and Sine
Series
Series
are,
re-
spectively,
b
'
(X,) C0S
W^' - a) dx
T^T \J {x )dx '+6^ ? C S h (x ~ 0) |/
'
a^x^b,
and
-7
b-a 4^
sin -z
(x-a)
b-a
fix
sin
)a
(x
s
b-a
-a) ax
(7)
a^x^b
Ex.
1.
Show
equal to
Ex.
2.
^V
when < x <
when
equal to c
3.
Show
+v a + v
ZlZ^lZJfl
+
v
is
2c /
Ex.
4.
TV
7ra
sm
<x<a
27nc
C0S
-r
-r + -J
<x<
I.
2?wr
sin -^- sin
.
x)
vx
when - Z <
v2
when
v3
when
a;
Tivra;
,_
+ (2v a -i^-*,)
rnrx\
coa -jp*j
< - ^,
l
-o<
a;
<q'
<#<Z.
L
(7r
sin
mr n
12 1.
i2_
s in-_ \2{v z -v
Show
+s
27ra
7T.E
cos
-j-
2
represents
...
series
equal to
Ex.
I.
ca
is
(8)
is
''
- x) in the interval
99. Poisson's
3x
_+ sin
"3~ + -J
sin 2a;
~]
sma; + -2
Discussion
Fourier's
Series.
As has been
He began
-2r
cos (x
-x)
+r
'
FOURIER'S SERIES
98-100]
where
If
251
l_ r 2
2r cos (x
f{x')ds
- x) +r 2,
7r
f(x')dx'+-y,r n \
=<rT
f(x')cosn(x'-x)dx'.
/->!,
left-hand side of this equation has the limit f(x), supposing f(x)
sum
of the series
on the right-hand
when r=l.
side
Apart from
to
F (r,
we know
x)
that,
if
f(x')
dx
+-
2f ^
f(x') cos
n (x' -
x) dx',
= F(l,
lim F(r, x)
x).
r->l
But we have no
lim F(r,
x),
and we
of Fourier's Series,
shall
and
series
The
integral
r
'
)dx ''
r
I
<
'
We
shall
is
either
in the interval
frr
(
-7r,
7r),
Now we know
that
f(x)dx
_ ,2
=
^
2r cos
is
absolutely convergent.
qo
s-
+ r2
+2
>] r
n cos
nd
for
any
interval of
FOURIER'S SERIES
252
^277
1-r 2
fir
It follows that
[ch. vii
^
ST- 77-777
dx' =
_^1 - 2r cos fa;' - a;) + r 2
and that
l-r a
1 it
-2rcos(x'-a;)+r
2irl-irl
= o"
/(*') <&'
n
\
2tt) tt
k + ~-
/( a
;/
Tr
2 r
/(a;')
it'
(Cf.
70.
1,
(1)
Cor. II,
and
74, I.)
Now
sum
let
us choose a
27r]_,r l-2rcos(:r'-.r)
+ r2
Denote
lim [f{x
+/(*-')]
exists.
(f)(x
</>(x')
tv
by the equation
Then
F(r, x) - I lim
1
I f(x
fir
2tt)
-n
= ^r.
But we
+ t)+f(x-t)]
- 2r cos
r2
[f(x')
-x)+r
(x'
l-2rcos(y^) + r^
(X
'>^
1)])
dx'
t->0
<2)
1)]
exists.
\f(x
Then
number
(3)
<
t
when
>/.
The number y
fixed
upon
will
?;)
Then
1
1-r 2
[x+y,
fcr]*-,
-2r cos(z'-:r)+r 2
1
9{X )aX
"^^
= 2tt}o
* \1
+
v
o cos / + r 2 [(f>(x
- 2r
=<rP
-i
2ttJo 1
2
o
-2rcos
+ r {/(*
""^/^
t)
+ <!>(x-t)W
7
^^
FOURIER'S SERIES
100]
253
It follows that
\2Tr\ x -r
l-2rcos(x'-x)+r
2<t>{X
1-r 2
^jj*
47TJ _ w 1
Also,
Itt
_-
.!*+,, /
<
l-2r
1-r 2
- 2r cos
27r 1
1-r2
=
s
- 2r
cos
1
x> x
But
77
cos
rv
+ r2
-a;)
(a;'
dt
(4)
'
*"
+ r2
.xi, say
J
+ r2
(5)'
l
'
77
1-r 2
- 2r cos + r 2
<h
< r < 1,
when
dt
2(1 -r)
,<
.
2
...
'
(1
-r)
5
z
l-2rcos7j+r
+ 4r
.,
if0<r<l,
,
.
sin
, t
2
1-r
<
2r sin 2 ^
1-r
a
And
i
2r sin
<
2.4
77
provided that
>
l
+z si^
It follows that
1
/ fz-i
S(
..
1-r2
L J T=S^^T^+^
l>r>
if
(4)
and
,,
>
,1
|
<2
Combining
.,
*(*
(6)
+ isin!
(6),
it will
F(r,
when p^lr < 1, provided that for the value of x considered lim [f(x + t) +f(x -t)]
t^
exists.
We have thus
-it,
7r),
6e
bounded and
x in
integrable, or have an
Then for any value of
exists,
to that limit
as r-> 1
from
below.
,:
FOURIER'S SERIES
254
In
particular, at
[ch. vii
converges to
Integral-
is
continuous,
converges tof(x).
it
this
But
point.
if
it
it
follows
which Poisson's
limit to
We
Iff(x)
or has
an
is either
bounded and
integrable,
J IT
in -7r
<x<7r
at
which
lim [f(x
provided that this limit
With
It follows
-7r,
If
- it and
ir
tt
and
it
made
to apply
the Fourier's
7r),
be equal to
exists.
the interval
the constants vanish but the function only satisfies the conditions
Further,
p,
sum must
-t)-\,
to the points
If all
+ t)+f( x
if (a, b) is
points where
all
+ 1) +f(x - 1)],
an interval
in
in the interval
in (5),
and thus
(a-,
b)
e,
it is
which f(x)
may
is
we can
must be
zero.
be chosen to serve
number
all
number
the values of x
y in (3), then of
finally of p.
f(x) in
any
interval (a, b) in
which f(x)
is
continuous.*
approximate representation
of functions
by
finite
trigonometrical series.f
*It
is
Also f(x)
tt,
tt).
If bounded,
let it
be
in this that f(a - 0) =f(a) =f(a + 0) and f(b - 0) =/(&) =f(b + 0).
subject to the conditions given at the beginning of this section. Cf.
assumed
is
107.
t Cf.
e
1 (2 ed., 1905), 275; Bocher, Annals of Math., (2),
Hobson, Theory of Functions of a Real Variable, 2 (2nd ed., 1926),
7 (1906), 102;
637.
tCf.
FOURIER'S SERIES
100, 101]
integrable
unbounded,
if
ilM
(x)
/(*') c s
*) *'
++**-!
.
-tt<x<tt
in the interval
cr n
f(x)dx be
= [f(x +0)
at
+f(x-0)].
notation,
ir
=o
sum
s n the
a n (x) = *o+*i
integral
infinite
fww t~ s r
let
5n
the
Denote by
absolutely convergent.
2*
let
255
r/
27rJ_/f(v
- cos
(a?
z)
^
7
Therefore
f
;/
(x) = n
rdx
f(x)-,
nW
t~,
l-cos(x
2W7rJ_/
-x)
r
, x
ar n
-2n7r)- n+ /
if
f(x)
is
-cosw(#' -x)
[X)
/(as
(x, 7r+a;),
the
Now
range
by the equation
it, it)
of
integration
x'
x-^a
(~w+x,x)
into
in the
first,
ri
2
,sin wa
suppose that
cc
is
a point in
f**
-w,
it)
sin 2 wa
than
\tt
x'
and
= x+2a
/(# - 0) exist.
Let e be any positive number, chosen as small as
Then
and
we obtain
i,r
(1)
>
+2x) =/(*).
and substituting
in the second,
dX
sm*i(x'-x)
Dividing
'
number
we
?;
such that
and
please.
chosen
less
FOURIER'S SERIES
256
[ch. vii
Also
J^
ft*
r/c*>s=*-ir.w^-/f.s?*
n-rr.
in gi
to *
+/t"+4
(**'
n 2 na
/ (x +2a) -r-= a
n7r,
**
sin2 na
da
n-jr
= z 1 +/ 2 +/ 3 + /4>
,
fln
and
3)
Putting
we have
sa y-*
(cos2(n-l)a-cos2na)
4(T^os"2a)
(l-CQs2n a ) _ 1
1
r o+
+r
G n-i-2
6
c i + --+ r
_ cos2a -2
(1
_
Cn _ x = \
'
sin2nat
sin 2 a
r^% .2r
Thus
sin2 a
'
c0+ c 1+ ... + c_ 1 )^
= JW7T,
since all the terms
except the
first in
h = lf(* +)-
It follows that
^ -t\y
Ais
'
(x+2a) - f{x+o)
sin 2 >?a
<
2
sura
wttJo
|/ 3
da
act
(4)
^^
sin^M/Tf
f 1>,T
I^J, l^ +2a)l
<
-,
<le
Further,
>>-
sin^a
n-7rj
sin 2na
t\f(x+2a)\da
+
<,
This
is
any
positive
number
less
than
*
2
.-w
i/mi^'
on the
left
\ir.
(1)
by putting f(x) = l
in
-ir,
tt).
FOURIER'S SERIES
101]
But we
interval
the
outside
and we have
\f(x')\dx' converges,
denned f(x)
257
by
tt, it)
the
equation
f(x+2 7r)=f(x).
Let
\f(x')\dx'
= 7rJ,
say.
Then we have
|/<*l<
*>l
Om oin
2n
Also
[Z 4 1<
sm^
Combining these
1
l/(x+0)[
results, it follows
sin 2na
//
f'-'
from
(3)
that
w/
sm 2
n-TrJ
(6)
nv
+ \X*+)\}.
<h+ttttV
2w sin
2
?y
Now
let
i/
+ l/(^+0)|}<e
'^
2-{^
sin 2 ^
i'
(7)
'
Then
|
sin
"-7TJ q
a.
M-
1im ^Z
_vc 'iTTj
n
when f(x + 0)
h"
//
bill
>
exists.
Iim-J-(
n _>oo
when /( - 0)
sin 2 na
^
w/ A
/(*+2a)r-Ai = l/(aJ+0),
way we
find that
/(-2)^&
=i/(-0),
U
t
/&7TJ q
Dill
exists.
Then, returning to
(2),
we have
when f(x0)
exist.
x=
ir,
when
/(tt
0)
and
]im<r m (x)=H/(-x+0)+/(x-0)I
exist.
258
Corollary.
when the
FOURIER'S SERIES
[ch. vii
a~x^b,
continuous in
If f(x) is
number
arbitrary positive
same
chosen, the
is
will
7/
Then, from
do for
all
follows
(7), it
sumf(x) in
assumed
It is
is
continuous at x = a and x = b
(a, b)
Two Theorems on
102.
in this
i.e.
we
shall
prove two
In this connection
we adopt
the notation
sn
= u + u 2 + ...+u n
1
Th kokem
I.
(i)
we assume
tr
+ y2 + u3
nx
+s 2 + ...+s n
_'s 1
(Tn
...
converges
and
sum
its
is s,
then the
that lim
sn
?<->*>
Also
+ ---+s.vl
a \g K+*2
n
> N,
S
i-S\
1
so that
+ S2
<rn
+ ...+|gw
+S
\
1
<
n
Therefore
kv+-jl
1
i
>
when n ^
t.
\<h + l { l -n)
< when n ~ v.
e>
v.
when n ~
lim
Thus
cr
= 0.
n
(ii)
lim s n =s-Q.
Let
+ 00
to
(or to
00
),
then lim
<r
= + ac (or - 00
may
be,
).
we know that
on
But
The
(
first
i
)
Sx
S2
K, which tends to
+ ... + Sv + S.y+i + S\ f 2 + + 8n
n
when n -> 00 and the second part
,when n ->
00
is
greater than
101, 102]
FOURIER'S SERIES
Then
= 2> r
and thus
- ( 2> n - ns j, where
n V i
J
equal to (v n -
it is
259
s).
But by
means
(i)
zero.
is
Therefore limo- n = s.
Theorem
II.
ux + u2 + us +
converge
to o-
and
<K
of the series
cr n
or n(s n+1
-s n
< K,
where
K is some
positive constant.
lims n = cr.*
Then
We
K=
l,
lim
take
loss of generality,
cr
and
-s n+x
n(s n
is
oo
<
1.
because
),
if
this limit
n><x>
were +
(or
oo
oo
we would have
lim
= + oo
(or
oo
[Cf. footnote
).
on
p. 258].
(i)
lim s n = A, where
If possible, let
Then,
But
to
is
> A,
M M M
for
such that
o- n
Let
+oo
if
sn
A is
M be
<
2,
3,
....
positive integer
/x,
greater than
/x,
when n ^ fi.
c,
M M M
lt
2,
3 , ...
which
is
MA.
cit.
loc.
2
Poussin,
(4
;
tForifweput
we have
be found.
=~^,
S
- <?
n
S n = %->
n(S n
Thus
In the other
will
case,
we put
C7 2
= /<'
,
and
-S n+1 )<l,
etc "
and S n = ^ U r,
1 ^ c _ &n &
~Z^r~
jf~
if
n{s n -s n + x )<K.
Ux = ^, U 2 = ~ T[>
etc
FOURIER'S SERIES
260
Also
5 /+1>5tf
,
__
\
^ 2>Sji+1 -mT\ >Sm ~\m
\M + m+i)
M+l) >s
/ 1
and each
of these
[ch. vii
'i
~m'
3
Sjl+i
>
Hjf+p
>
> A - ~.
"+* "
But
WTp~
>^~j(A-a)-e
p\
W+p'\ A
~M)
where a = ^^\A.
Now A-a = \A
and ~ > -r
Q> -J-
__
Therefore
and
If
+
(il
since
^=a>\A.
JxL
_)>__,
, >^4j-.
we take c =
we have
Thus
(ii)
o-.,
/+v,
> e,
which
is
impossible.
lim 5n <0.
We
shall
now prove
that lim s n i= 0.
Take
=A
any positive number
Then
sn
For,
if
< ,
when n ^
the sequence
Nv N N
And
Let
|o-
be the
first of
^-^
and
integer.
< 0.
< - A.
-z
2,
3 , ...
+N2&
=-=,
De
<7>
an(i write
Then
__5< , <T__,
since
we have
Also as before
say
N N N
2,
lt
31
....
v.
such that
NrD>
v an(i
N
= 1 + b.
q
261
FOURIER'S SERIES
102]
But
Sv-i
<s
N-r
i
F^2^
vr
11
<
-q
iV
B + -- <-B + b.
cry
V^
< -|
<r.j
5 + 6)
>-^
and
-&>i5
But
Therefore
B2
* <"" 2(^+4) + C
and
If
we take
n,
m>
+ 4)
we have
lim
Thus
< - which
s n ^ 0.
o\v
4(J5
"
is
impossible.
n*
lim s n
^ 0.
n->c
lims n =0.
It follows that
Corollary
I.
ul + u2 + u3 +
converge
to
series
n for the
o\
If a positive integer n
where
<r
...
exists
such that \u n
<
-,
when n
~n
^u n
converges
and
its
sum
is cr.
This
is
Corollary
ofx, and
an
let
Let
II.
the sequence
Then,
where
n^ n
if either
K is
(a,b),
lim
n<
s n (x)=<r(x)
uniformly.
K=
Then we have
the same v serving
\,
loss of generality,
and
(r(x)=0,
\
puo
-sn+1 (x)]<
= v,
e, when n
n
values of x in (a, b).
\cr
for all
<
n[s n (x)
1.
FOURIER'S SERIES
262
If s n (x)
number
[ch. vii
\s x {x)\,
must be an
\s 2 {x)\,
1*3(3)1,....
N N N
2,
lt
3,
(a, b)
. .
that
2,
there
N N
sponding to
is,
such that
....
N N
Let
be the first of this set
... which is greater than
2
l9
such that Nt
an even positive integer, say 2p.
,
i/
and n
and
Then
+ j(Xy)
> S A (Xy) - ^,
8s+p(xs
And
We
103.
WJienf(x)
= -\
"")
bn
the
sum
is 2
that
= -\
ffj
f{x')dx\
IT
n f(x')
an =
we
is
satisfies
shall
now
use Fejer's
shall
-7r,
7r),
show that
and
"J IT
(w^l),
of the series
lfi x
exist
I.
102,
a
converges,
* Cf.
and
its
flf the
loc. cit.
(2nd
is
of
bounded variation
in
- 7r, 7r) is taken, then f(x) is the difference of two positive, bounded and
monotonic functions, and a similar argument applies.
(
FOURIER'S SERIES
102, 103]
Next,
- 7r,
number
there be a finite
let
when
sum
263
is
\[f{ -7r
+ 0) +f(ir -0)],
in
is
7r),
but,
arbitrarily small
In addition,
monotonic.
f(x')dx' be absolutely
let
convergent.
let re be a point between - -k and tv at which f(x + 0) and f(x - 0)
Then we may suppose it an internal point of an interval (a, b), where
b-a<7T, sindf(x) is bounded in (a, b) and otherwise satisfies Dirichlet's Con-
In this case,
exist.
ditions therein.
Let
ira n '
and
7r6 n
while
f(x
cos
nx dx'
f(x
sin
nx
'
fd
'
dx'
)a
'
27ra
[b
[b
i
f{x')dx'.
+ (a/ cos x +
aQ
we
^) =
+S
^-
(a 2 'cos
series
2x + b 2 'sm 2x)
101,
+Sn - 1
8in*n(x'-x)
f(
J{X)
-2n^) a
6/ sin x)
Bm*Ux -x)
([W-a)
((hix-a)^
^
fix
Jy - 2a
L
{
V
sin 2 na
wa
,
7
da +
'
**
sm 2 a
2
na ,
sm
-.*- da
f(x
Jy + 2a) -sm
2
a
[l(b-x)
f*(&-*)_
a
^
\
where |(x - a) and |(6 - a;) are each positive and less than |7r.
But it will be seen that the argument used in Fejer's Theorem with regard
to the integrals
1 fi w r,
f(x
*
mr)
applies equally well
less
than
o
2a
,
sin2 na
.
sm2 a
'
da
|-n\*
lim
<r n (x)
(a n cos
ao
+ ai
(
= [f(x + 0)+f(x-0)].
'
Theorem
cos x + bi
its
sum
is
Cf. footnote, p.
256.
II of
sin nx)
sm x + a 2
lim Sn (x).
n><*>
s
nx + b n '
X
cos % x
+ ^2' sm ?x) +
and
FOURIER'S SERIES
264
[ch. vii
But
(a
nx)
-1/
a
[
+
sin*(2n + l)(s'-s)
+ f* *\ fl^
sin^'-z)
&
sin(2n + l)a
+ l)a
1 f**
n .sin(2n
r
n
-.
.
da.
da + -\
fix + 2a)
fix -2a)
sin a
-27r\]_ 7r+a;
=-lfi"""J i(x
By
/^
..
a)
7T.1
1(6
sin a
<x>
(a
-a
')
+ 2{( n _ a n)
cos
nx + (K - K')
sin
nx)
its
sum
is zero.
+ Z(fl n
<Lq
'
nx + &' sm wa:
COS
converges,
and that
its
sum
is
hlf( x + 0)+f(x-0)}.
It follows,
that
series,
re
+ 2 ( n
cos
nx + b n
sin nx)
converges,
and that
its
sum
is
H/(*+o) +/(*-<>)]
at
When
of
f(x+2ir)=f(x).
We can then treat
x=
7r as inside an interval
(a, b),
as above.
REFERENCES.
Bocher, "Introduction to the Theory
(2),
of Fourier's Series,"
Annals of Math.,
7 (1906).
De
la Vallee Poussin,
loc. cit,
e altre
Neumann,
Tiber d.
w,
ir)
VIII.
=f(x).
Braunschweig, 1910).
1 (2 Aufl.,
loc. cit.
EXAMPLES ON CHAPTER
1
< x < =,
f(x)
-^l-x,
-<x<l,
f(x)
= x--l.
In the interval
in the interval
,
Prove that
67TZ
2tTX
21 {
=
cos -j- f 9 cos
~T
2
2.
COS
25
denned as follows
is
IOttx
f(x)
VII.
and
265
FOURIER'S SERIES
103]
~~T~
'
tt)
- \x, when
5S x %. \tt,
f(x) \ir, when \tt < x < 7r,
f(x) = %(Tr-x), when jJTr^x^Tr.
f(x)
Show
that
/W^gl
/V
7T
Expand f(x)
3.
f(x)
when
;fS x ^ a,
when |a^a:^a.
= mx,
/(a;)=ra(a-a;),
4.
OSig,.
Prove that
,-
j
S111
ao
H-*=-2
Z
2n7rx
~~p"
-
>
7T 1
when 0<a;<Z,
2wn-a;
2 jj.
M cos
and
of
(hi
- x? =y^ +
x?
when
_ I.
give
its
6.
of multiples
and
tt,
and
Show
tt
and + tt
of
hold:
sinmx =
/ sin
2 sin 2x
p-^-2^r^2
Sinm7T^
7r
ra cos
I
raa; _ 2
2+
sinhraTr~^\2^~l 2 +ra
7.
Express
a;
a;
ra cos 2a;
22
between -
for values of x
22
2a;
and
--
ra cos 3a;
+ m2 +
^ +m
ra cos 3a;
+ ra 2
tt
3a;
3^^ +
cosraz=-smra7r(^ +
cosh
3 sin
32
tt
+ ra 2
as the
sum
of a constant
V
!
is
two systems
of area
tt
2
.
/
i
^2
sin nx sin ny =
7*
y into squares
FOURIER'S SERIES
266
8.
[ch.
Prove that
V
2 c3
" 4d (
o
3 + 2, -s
=o3d
n3 7r z
sin
mrc
nrrc cos
-j
mvc\
mr
-^- cos =- x
d J
d
one
having
circle
9.
its
sides beginning at
third,
first,
/3
. . .
may
be represented,
r=a 1
TfO
sm^^ + a
.
2tt0
sin^
T?+ ...,
__ ^in^^-^cos -^
where
mr(2a +
cos^sec^
$[&
fi)
mr<h
sides.
11. If
12.
prove that
tv
sinha(7r-a: )
sinhaTr
sin
2 sin 2x
3 sin
+ l 2+ a 2 + 2 2
~~a 2
a2
'
3a;
+ 3 2+
""
in rectangular coordinates
2
3ttx
f
^fc+^eos-^cos
+ 3- co*_-.
*,
wx
h^ 4h
and
and span
x.
13. The arcs of equal parabolas cut off by the latera recta of length 4a are
arranged alternately on opposite sides of a straight line formed by placing
irx
=sin TA
64a
4a
.
3772-
+ sin3
4a
Prove that
5irx
(---.sin
3
4a
+....
4^72 =1 +
where a
15.
is
On
Is cos
40 -
:;
cos 80
,]
..
cos 120
...
the sides of a regular pentagon remote from the centre are described
FOURIER'S SERIES
vii]
segments of
circles
7rr
= 5atan
and
circle
In the interval
in the interval
C}
lie
between
by the two
and
<x<
I,
f(x)=0.
series of sines
Draw
and
also
sums
are the
by means
of a
figures
x not restricted to
What
I.
rr-1 J'
f(x)=x 2
represented
Ll-22(-ir
prove
is
0<x<
=
pentagon
of the
16.
267
x=
u,
t.
18.
curve
is
(*
W=1
is
ur *
ut
ut
27
7T
+ r) + j2 - 2T2 ^
2mr
cos
n2
See
Ex
4 a o v e.]
circles
+ l)a) 2 +y 2 =a 2
(x-(4:n
._
ra
*
of the circles
(x-(4n-l)a) 2 + y 2 = a 2
n being an integer. Prove that the equation for the complete curve obtained
by Fourier's method is
,
y =?
9
19.
T
K
=i
(
v
ir
'
2/ a
w=-2sinra:l
ff
si ( *
f(t)sinrtdt,
Jo
TT
w=-5sin(2r-l)4V(<)sin(2r-lU^,
T1"
Jo
all
values of
5
y\ - sin
l
is
tttx
I
and
instead of "^
-= sin j- sin
I
is
between
rirb
is -r
limit
of the series
rirat
;
I
at
+ b, when
<
I,
and
FOURIER'S SERIES
268
Find the sum
21.
of the series
"
u=- \
tt ~
"
sin
2n -
'
-1 )ttx
sin (2a
K
Z.
7r
2mrx
n
and hence prove that the greatest integer in the positive number x
[See Ex. 1, p. 250, and Ex. 4 above.]
sented by x + u - Sv 2
repre-
is
and
2
2
the value of z is k(cl - y ), show that for all values of x and y between
z may be expressed by a series in the form
a,
and
AP
= \ir sin
f(x)=^,
and
when
when
x,
f(x)
23. If
^=
f(x)
= \tt
sin
a;
where
~ x ^ \tt,
<x^
7r >
< 7r,
a;
+ Sx + S2 - S3
#i = j^
7r
sin 2a:
^^ sin
4a:
+ g^
sin
6a;
and
[Cf.
,
f{x)
24. If
Ex.
4
sin
3a:
x lying within
52
sin 2a:
+ J^""*--2- +
/(a;) is
of
sin 5a:
sin
x2
p. 250.]
1,
= -s
2
show that
continuous between
sin 3a:
-S
and
7r,
and that
of value
at the
/(tt
7T
point ^.
-0) = 1.
[See Ex.
Also
1, 2,
pp. 242-3.]
25.
,,
Let
" sin3(2n-l)a:
^) = t
x
when = x ^
Show that
2^1
sin (2n
2n-l
l)a:
sin &(2n
^f
1)tt sin
(2n - l)s
(2^H^
'
7r.
/(
+ 0) =/(tt - 0) = - ir,
/(iT + 0)-/ftff-0)=-iir,
/(** +0) -/(*-(=**;
/(0) =/( Jir) =/(*ir) -/(tt) =0.
the graph of f(x) in the interval (0, tt). [See Ex.
also that
Draw
above.]
1, p.
250,
and Ex. 2
CHAPTER
VIII
104.
Iff(x)
is
in the interval
ir, ir),
may
we
show that
shall
be determined
satisfies Dirichlet's
in
easily.
Conditions
is
some positive
number independent of n.
If the interval ( - ir, ir) can be broken up into a finite number of
open partial intervals (c r) c r+1 ) in which/(x) is monotonic, it follows,
from the Second Theorem of Mean Value, that
7ra n
= i;j
f( x ) cos nx dx
some
is
f{cr+1
- 0)
cos
nxdx\,
Sf
definite
number
in
(cr , c r+1 ).
<
where p
is
of
|
pM
number
the
f(x)
Therefore
where
4-
'
Thus
bound
nx dx
Cj.
v.
where r
cos
fi cr +0)
(*<V+1
C*r
=2
n
of partial intervals
an
and
it).
< Kjn,
is
the upper
270
And
[oh. viii
we obtain
similarly
\<iqn.
\b n
We may
we
of
is
bounded variation
in
-ir,
7r)
the same
III.
DirichleVs
and
iff'(x) is
satisfies Dirichlet's
Conditions
in the same interval, the coefficients in the Fourier's Series for f(x)
are less in absolute value than K/n 2 where
is some positive number
independent of
In this case
n.
we can make
Then
7ra n
it
f(x)
the values /( -
tt
?r
f(x) cos nx dx
J IT
= i r f(x)
=
But we have
J _n
sin
nx
f'( x ) sin
if"
nx dx
f'(x) sin
nx dx.
nx dx
i:
J IT
is of
It follows that
where
A
f(ir
\a n
<K/n 2
similar argument, in
- 0) =/( -
7r
+0)
is
which
it will
\K\<Kjn*.
Since the terms of this Fourier's Series are of the order 1/n 2
it
follows that
it
is
104, 105]
and otherwise
-7r<x<7r, and
continuous
interval
/W(-T+0)=fW(x-0),
and
if the
Dirichlet's
th
Conditions
DirichleVs
satisfy
271
in
the
[f=0, l,...(p-l)],
bounded and otherwise
differential coefficient is
satisfies
K/n p+1
where
105.
its
Consequences.
Let f(x) be
[b
iff(x) is unbounded,
f(x)dx
let
be absolutely
Ja
convergent.
Then
lim
f(x)
cos
n>c*Ja
nxdx = 0.
Cb
Thus
nx dx = 2
fix) sin
\f( x r)
\
*
[f( x r)
\Cx r
=2
frr
sin
I
nx dx\ +
l-aV-l
rxr
la
-
V-l
\f( x )
~/{ x r)
]sin nx\
dx
\
J
2ra^4
(a; r
of 39
2mA
<
+*
,
<
e,
4m^l
when w =
-
r&
Hence
/(x) sin
lim
>-oo
nxdx=0.
[b
And
in the
same way,
lim
f(x) cos nx
dx=0.
n>ocio
r&
(/?)
f(x)dx
If
the definition of
tinuity in
51,
an absolutely convergent
we have only
finite
infinite integral,
number
according to
(a, 6).
As we can
the case
is
treat
when a
or b
these separately,
is
it is
clear that
we need only
We
discuss
alternative.
* This theorem was proved by Riemann [Math. Werke, 1 (2 Aufl., 1892) 254] for
the functions stated in the text, and extended by Lebesgue to functions with a
sc. de,
V^cole normale
(3),
20 (1903), 471],
272
a point
is
an<
between a and
(5,
10
bounded
is
in (a,
/?)
'.'a
<
|e
when n
i\
< e + |c,
f(x) sin nx dx
a
.'
I
f{x) dx.
\\
?ix eta
J/3
'
[./3
Therefore
f(x) sin
!a"
But /(a;)
jl
such that
\f(x)\dx<l*.
r
Also
b,
[ch. viii
when n^i',
integrable in
or, if
ir, tt),
f(x)dx
absolutely
is
IT
convergent.
The Fourier
(i)
The behaviour of
(ii)
the
where
(.r
is
as
to f(x),
con-
to
we have
+ 2T, fir
95,
/fa-o-Si?
+ 2>/)
2/;,
when n^co
zero
to
f-r
s in
a neighbourhood of x
\{2n +
-x
\){x'
Thus
i^TJii;
sin(2w
^7t-t-i;u
sin
+ l)a ,
1
ll'^+^o)^
n
da
/(b-2o)
n(*o)=~
sin a
l[l(n-or
l[*i
sin(2n + l)a,
,,
/(s + 2a)
rfa + /(%+2a)
+)
^
sin a
7rJ^
By
when
the limit
(iii)
??.-
and the
+ l)a
sina
first
and second
da.
integrals vanish in
result follows.
sin (2n
TJ-rj
an
interval
as
to
S,
+ 8),
ivhere 8 is
an
n umber.
This
(iv)
is
proved as in
Iff(x)
is
(ii).
hm sn (x =-1
/
result follows
-0)].
from
v
lim
T?
("
f(x
+ o2a)
,
sin(2n+l)a
Dirichlet's Integral
-j
( 94).
da,
105, 106]
lim [f(x
If
+ h) +f(x - h)]
and 2f(x
exists,
is
273
limit,
two
The Fourier's
for
if there is a positive
number
da
such that
rj
is
convergent integral.
For,
we
see
from
lim
C { f(x,
n _MJo ^
\f(x
for
its
j/ ,
<f>(a)
<C
And
sin
is
\t\~k
a value of
//
IX^da,
sin a
...
if
^
A<
V <|tt.
C and
to f(x) has
k exist such that,
<2
fc
Ca
fc
,
oj-nf
fc
da < 7r2 C
I
'
=a^
when
*
ak
7/.
ij
~^da,
Jo
?/
small enough.
has an infinity in
da =0
"
for
,sin(2w+l)a
</>(a)
Y
fn |<f>(a)|
numbers
if positive
when
T/^e
,
This condition
II^jl/
"
sin a
si
^ + l)a
c?a=0.
sin(2w + l)a
[<-,
dal^lrr
\.
n
sum when x = x
+ t) -f(x Q
provided that
),
sin (2ra
0(a)
Condition.!
(vi) Lipschitz's
f(x
fi
lim
ll"
=f(x
n^Jo
Also
..
.,
if
i.e.
that lim s n (x
n>oo
(ii),
- tt,
tt).J
We
f(x)dx
is
absolutely convergent.
is
where - 7r
<x <
it,
the f unction/(#)
where < v < 1 and cj>(x) is monotonic to the right and left of xu while
do not both vanish.
In this case the condition for absolute convergence is satisfied.
,
<f>(x
5, p.
241.
s
0)
una
274
[oh. viii
iran
we break up
and
f{x) cos nx dx
irb n
give to a n
of
rL
cos nx dx
lim
{X-X )Y
S^OJa
limits being known to exist.
and
these
We
of
lim
nx
dx,
fioJro + a (*-*<>)
Mean
cos
it
Value.
Thus we have
3
</>(a)
where x Q +
8 tk
P
)
Xo+6
,,#.[*
-dx + 4j{ft\
,
cos
nx j
dx,
obtain
cos nx dx =
J*
{x-x y
Q
COS
But
when
nx
= ft
n(x-x )=y, we
Putting
Also
cos
cj
,,
f'
a, b
d?/
0)
C S iy
+ nX
X'~*
y
cos (y + nx
MftW
ni-
)nS
= cosna;
dy
dy-sin?ia:
dy.
are positive.
ir&cosj,
\P*jny
IJfl
l.'a
are both less than definite numbers independent of a and &, when
Thus, whatever positive integer n may be, and whatever value 8
subject to
< 8 < ft - x
<v<
may
1.
have,
IJ*
where
i' is
some
+s(z-V
positive
cos
number independent
of
n and
It follows that
lirnT
cos
nxdx
< K'\n\
ls-M)Jiro+s(-ffo)
similar
(x
-x y
cos
w#
dx.
It thus appears that the coefficient of cos nx in the Fourier's Series for the
is some
given function f(x) is less in absolute value than Kjnl-y, where
positive number independent of n ; and a corresponding result holds with
when the
it will
106, 107]
107.
The
Uniform
f(x),
when
f(x)
Convergence
all,
number
Fourier's
Series.*
We
bounded
is
Dirichlet's Conditions.
finite
of
275
cannot be Uniformly
convergent in any interval which contains a point of discontinuity
since uniform convergence, in the case of series whose terms are
;
tt,
function.^
As before the bounded function f(x), satisfying Dirichlet's Con- tt, ?r), is defined outside that interval by the equation
ditions in
is
continuous
[ 36. 1
or
36. 2].
l>etf(x) be continuous at a
we
shall
Also
Lit)
_/
sin h
(x
l(x
f(x+2a).
sin a
*See footnote,
-x)
x)
da,
where
m = 2w+l.S5
p. 230.
in
its interior
and exceeds
it
in length
JThus/(o + 0)=/(o)=/(a-0)
by an
arbitrarily small
amount.
We
276
[ch. viii
Thus
-If*
tt)
We shall now
G(x
+ 2a)^^da
discuss the
**
first
integral in (1),
,,.
ma
sin
Fix +2a) .
\n
ma
^
,
J(a+2a)
f*"
i.e.
sma
Jo
Let
/Li
da
da,
sin
sin
(1)
sin
-in
f**
F{x-2a)
sm ma
da.
sin
Jo
Then
ma,
sma
sin
v
'
^f
j7r
sin
ma
sm a
c?a
= I 1 +I 2 +I 3 ,say
We
(2)
But
(1
+2
continuous at
increasing
in
any
J
interval;
(3)
is
and
-=
sm a
0<a^j7r.
is
also
monotonic increasing in
Therefore we can apply the Second Theorem
the integral
(>
0()
Jo
0(a)
where
ma
sin
of
Mean Value
<*a,
^.
It follows that
^mx^-F^^l^^
where
0^1 = ^.
x.
cog 2m) ^^
I 1 = iirF(x)
Thus
Also
is
to
107]
277
ma
P* sin
Jf
m
f ^ sin
da
ii
\J
(91.)
sin
I t = {F(z+2p)-
Finally
da <7T.
+ 2^) - F(x)} --
\I 2 \<{F(x
Therefore
mt
(4)
ix
da
F(x)}f'^^
sin a
Jp
where /u^
But,
if
'
+ {J(x+tt )-F(x)}\
Jf
da -sm
sma
1
Je
sm ma da +- If*.
sin ma
sm 0j x
f
^
0J
r-
mi
da,
O<0<0^j7r,
f^sinma
where 6
.
sin
7r.
cfa,'
^ ^ = 0,
Inereiore
ma da
sina
P* sin
|Jj
m
<4 cosec 0.
m
<}
It follows that
|Zsl
< 4Z
^ +^
x +7r )
" *(*]
(5,
sm a
)7r.F
<{F(x
similar
+2//)
of
m, and de-
'
iK
F(x)}J^+
"sin/*
m-n-sm/u
(6)'
v
^(sc
- 2a)
it
The corresponding
f^zv
-.
sma
da,
I*
from
to
sin
ma
_.,
<\F(x-2fi)-F(x)\
2a)"*is
mono-
Jtt.
is
that
-J^+^_,
(7 )
278
some
as before being
positive
Without
From
loss of generality
and
(6)
we obtain
(7)
of \f(x)\ in
at once
2^c+2a)
7TJ-J7T
da-F(x
sma
8Z
< sm {1^+2^-^)1+1^-2^-^)1
/'
m-TT
/*
we
Similarly
G(x
Thus, from
(1),
da -
G(x)
+ \G(x - 2//) -
G(z)
+2a)
6r(ic
/<
i ff
+2fji)
G(a>)
-^
sm
*""
/*+2a)
sm ma
sin a
+\F(x-2/i) -
+|fl?(a!-2/i)
the same
we know that
/u
Choose
ju
passes from
fi
8Z
W7r
sm /i
(9)
J(sc)|
- G(*)|}
a<x<b, and
e,
/ll
Also
(10)
to \ir as
da -f(x)
\ju\
(8)
/i
7TJ -itr
when
sm /^
find that
7T J
sm
[oh. viii
also
when
less
than
Jtt)
such that
oixma^ix^b.
^ serving for all values
from unity
continuously
increases
^
cosec
to
\ir.
and put p = p
in the argu-
sin
\ir.
of (10),
all
not including
values of x in
(a, b).
it
except that
So far nothing has been said about the number m,
(2n
integer
+1).
is an odd positive
107, 108]
Let n
279
the in-
satisfies
equality
As K,
and
fj,
m (i.e. 2n +
Then
it
jli
is
We now choose
n^n
from (10) that
so that
follows
6).*
then the Fourier's Series for f(x) converges uniformly in any interval
(a', b'), provided f(x) is continuous in (a, b), including
the interior of
{a, b)
its
in
end-
points.
may
lines,
we
shall
if
now show
we take a
special case
-Trrga^O, ^
E.g. f(x)=0,
_,
/(*)
= !,
O^X^TT.
then we nave:
Interval.
-2tt< X
<
j\x)
TO
-7T
- 7T^ X^_
0<x^v
ir<
<a~x=b<
If
tt,
x^2tt
the interval
(a, b) is
<-Xr)
an interval
in
which f(x)
is
continuous.
The argument of the preceding section will then apply to the case
- tt or tt is an end-point of the interval (a, b) inside and at the ends
f(x)
t
is
continuous.
in
of
which
which
280
(cf.
[oh. viii
101),
and
Letf(x), bounded or not, satisfy DirichleVs Conditions in the interval ( -rr, ir),
and let it be continuous- at a and b and in {a, b), where -ir^a and b^ir* Then
the Fourier's Series
Without
to
8,
(a, b).
loss of generality
sum
we may assume
two such
of
'=
27ra
Let
-a
it, f or
a greater interval
intervals.
cb
f(x')dx',
a
and
ir
V=
}a
is
it is
also
101)
co
'
+ 2 K' cos nx + b n
sin nx)
'
But /(a:)
(a, b).
is
bounded
in (a, b)
'2
+ &n
'2
= F(x)
- G(x),
where F(x) and G(x) are bounded, positive and monotonic increasing functions
It follows that we can apply the Second Theorem of Mean Value
in (a, b).
to the integrals
*
F{x')
C0S
*nx'dx>,
an
.o
G(x')
)a
sm
nx'dx>,
2
2
and we deduce at once that (a n + b n )% < K\n,
on the upper bound
depending
number
positive
some
is
K
where
'
'
of \f{x)\
in (a, 6).
'
+ 2( n
'
cos
nx + b n
'
sin nx)
8,
(a, b).
Tra n
irb n
IT
5^1
f(x') sin nx' dx'.
- 8) lying within
108]
281
K-a
is
o)
+ 2 { (an - a n ')
cos
nx + (bn - bn ')
sin nx)
equal to
sma
irJKx-a)
- tt,
it)
sin a
'
TrJ^^-a;)-
by the equation
f(x + 27r)=f(x).
Now/(a;)
is
of infinite discontinuity in
- 7r,
it),
and
\f{x')
number
finite
of points (say
m)
dx' converges.
We
can therefore take intervals 2y 1 ,2y 2 ,...2y enclosing these points, the
m
intervals being so small that
\f{x')\dx'
<2ts\n\8
[r
=l
2,
...
m]
J2y r
ft
/(a;
sin(2w + l)a
,
' da,
sina
o
- 2a)
v
H(x-a)
x,
+ 8, b - 8).
we may meet some
to
^7r,
- 2a).
Thus
/(3:
,
...
points
y TO
is 8.
y lf y 2
or all of the
..
vl
* <E3SJJ- fa>l*'
<.
-,
/(a?
^ + l)a
da
.sin(2w
-2a)
will at
most consist
of
(m+1)
sina
Ji(x-o)
[r
= l,
2,
...
m + 1.]
In each of these integrals (Ir ) we can take f(x - 2a) as the difference of two
bounded, positive and monotonic increasing functions
F(x-2a)
and
G(x-2a).
we
see that
sin(2 m -M)
sin
= \(F - ){cosec
1
|8'- (cosec \8
- cosec
l)a da
282
where
J x = cosec
\8 j
J 2 = cosec
JSl
J {cosec |8 - cosec
1
J4 =
{cosec
}.8
- cosec
a} sin (2n
+ l)a da,
a} sin (2
+ l)a da.
[oh. viii
integrals,
But we can apply the Second Theorem of Mean Value to each of these
monotonic.
is
I)a
(2n+
sin
multiplies
since the factor in each integrand which
rr
It follows that
Ir
<^^\ cosec i S
'
where K is some
only on the values of f(x)
been removed from that interval.
positive
Thus
If*'
LW-a//(
when
(2n
+ 1) > X
Similarly
we
-^
sina
'
|.S.
is
when x
independent of
lies in
a;,
8).
find that
fin-
_.
f(x + 2a)
sin(2w + l)a
s ina
)i(b-x)
Thus the
<(2ra + l)e,
cosec
tS+^
*_2a)
when x
,
da
series
K-O+2
{(
sin nx)
8).
GO
'
+ 2 ('
cos nx
+ bn
'
sin nx)
we
see that
CO
term by term
8).
Series.
in 95-97
it is
clear that
often written
Heat
as
^j-*^*-
108, 109]
283
Here * the terms in the appropriate series are multiplied by a factor (e.g.
g-kuw/d?^ w hich may be called a convergency factor, as it increases the rapidity
of the convergence of the series, and allows term by term differentiation both
with respect to x and
t.
1=
is
sin
oj
+^
sin
sm
3x +
5a;
However
where x
+ .--),
as its
tt,
sum
is
discon-
and x = ir.
it
tt
namely
tt,
~x
tinuous at
<x<
0<x<7r
for unity in
and x,
can be integrated term by term between the limits
This can be verified at once by comparing the Cosine
namely
1
4/
cos x + n92 cos 3x +
tt),
ir
x=
7T\
1
K
_, cos
5x+ ...
oa
==
tt
was employed without any hesitation, both in the case of the Fourier's Series
and when the series considered was that obtained by multiplying the
Later it was seen tb
Fourier's Series term by term by another function.
such a step required justification. Hence the importance attached to t;
for/(x),
Bi
the theorem that follows shows that the presence or absence of uniformity of
convergence has
Fourier's Series
little
and
series, is of
secondary
interest.
and
integrable in
- tt,
tt), or,
if unbounded,
let
f(x),
+ (a x
cos x
+ bx
sin x)
rx
J
+ (a 2
+ ...
Then
-tt
F(7r)
and
(n sin
nx + b n (cosn7r -cos
nx)),
when
Let
f(x)dx=aQ(x +7r)-f2~
y = F(x)
IT
converges or not,
\
Then, whether
namely
a
f(x)dx
be absolutely convergent.
f(x) dx - a
= x=i7r.
x.
f(x)dx-a Tr=a
Tr,
since
27ra
IT
f(x)dx.
J
F(-tt) = F(it).
ed., 1921),
Ch. IV.
30.
TT
284
Also F(x)
And
it is
is
of
[ch. viii
for,
36. 2,
S Wr+i-Vr
Hence, by
^1
2
\[
xr + l
n -1
:-2
f(x)dx 1^2
(xr
I
i-\
|/(*)|<fe^
\.m\dx^
xr
which we write as
^,,
has
^(a;) for
when n
Also,
>
^4 n
=-
.F(a:)
7TJ
f*
mr)- n
("
=~ 1
raH J
...
cos nx dx
-F"(#) sin
nx dx
*
~ tto) Sin WX dX
_K
n
Bn = -
Similarly
sin 2x)
it
|/(*)|tf*
jP(a:)
sin
nx dx = -*.
GO
Therefore
jP(a;)
=^4
4-
?i:r).
But
since ^(tt)
= F{ -7r) =a
GO
7T
we nave
7r >
= ^4 + S w- ( n sm W7r ~ ^n
Hence, on subtraction,
-n
f{x)dx = a Q (x 2
-j-i
(a n sin 7ix
+ b n (cos mr -cos
<
nx)),
-tt^.x^tt.
ir,
that the Fourier's Series for F(x) converges uniformly to F(x) in this interval.
Hence term by term integration of f(x) can be repeated any number of
times.
110. Parseval's
Theorem on
Fourier's Constants.
=a + 2(r
cos rx
+ b r sm
rx )>
and a
a lt
...
bv
...
*It is assumed that the rule for integration by parts can be applied, and that
This makes the condition attached to f(x) less general than in the
F\x) =f(x) - a
statement of the theorem. For another proof, see 110, IV.
.
109, 110]
We shall
285
M*
7T
[f(x)]*dx = 2a
+ %(a n* + b n %
rr
,,
if unbounded,
tt), or,
-tt,
let
[f(x)]*dx
be convergent.
Then
2o
i r*
2
+i( + V)
TT
[f(x)fdx.
we have
[/(*)" 'J" ** = [*
I"
J" W
IT
[/(^)]
""
at once
+ 7r[2a 2 +
2K
+ V)]
It follows that
^ Jr
[/(*)
^ = - r
- *j 2
7T
TT
la*)]
^ - ^o
+ (r 2 + &r 2 )^M
n [/(*)]
7r
-.
And
2a
U)
b r 2 )i
J
7r
2a
Thus
IT
UWfdx.
+ & n2 )=^r
J.(2)
if
=a + (! cos x + b x sin x) +
f(x)
[f(x)fdx = 2a
TT J
. .
we would have
2
obtained
+ ^(a n^ + b n %
it
in this case.
We
attached to /(a;)
II.
is
that
it is
Then
TT
Since
*If the
Any
tr
sn
[/(*)]
dx = 2a
-tt,
+
1
TT
= J- (*
Air
Lebesgue Integral
,1
in
- tt,
it).
K+
2
& n2 ).
+b n2
'gonometrical series
*
for which 1 (an
This
condition
tt).
it
is
known
+ ...
Theorem.
is
286
we
have, as in
101,
%\rP\n{x' -x)
we know that
Also
ffif"*W =2ir(cf.p-256).
['
n -f(x) =
Therefore
<r
J-
[*
[/(*') -/(*)]
kn -/(*)
and
where
[ch. viii
ilf,
^-fe^1^'
das',
(3)
^Jf-m,
(4)
in
-ir,
tt)
and
a;
is
any
Now
let e
We know
finite
number
Let
is
of
- 7r,
7r)
into a
of partial intervals
is
and
mode
of division for
which the
oscillation
from the intervals of 8 at each of their ends a part, so that the sum
segments cut off is less than e.
Let 8" denote the segment cut off, and 8' the inner parts of 8 which remain.
Cut
off
of these
Then
n -f(x)fdx = {j:\+^\+'2\
we mean that
Now
8',
let
8"
-f{x)f dx,
(5)
and A.
let (a, b)
8,
and
(a',
V) the corresponding
cosec 2 A (x
8'.
interval of
Also
}[<rn
[a-
f*
be a point of
a;
Then from
(a', b').
(3),
[/ ( x
2n
-/(*)]
< -^
r dx
- x) dx
K
<,
n
where
Similarly
\2mr)b
we
[f( x
l
b').
find that
-/(*)]
J
sm291%{x'-x)r
.
dx
\
< -=2mr
cosec2 h (x -x) dx
)b
K
<,
n
where
later
it is
clear that
by any
larger
value for
it
110]
287
Finally
2^r
I
[f{X
~ f{X)]
sin^-(V-4
)a
<
dX
2^ l
**
sinHK-^)
(6),
K-ZWI^ + sf)
But the sum
Therefore in
Also
(4),
[cr
&t
2f
since the
2-rr.
we have
(5),
x\
by
{7)
sum
h --f(x)fdx^27r^K +
-f(x)7dx^e(M-m)\
[cr n
than
And
S[
A
(8)
2^-J
-/(^)]
[cr w
(9)
e.
^^e(ilf-m)2,
(10)
.'A
from
and
(5)
limf"'
n>rj
since k
we
and
[<T n
that
-f(x)fdx = 0,
(11)
it
please.
vn = a +
But
Therefore, as in
i r_
[<T
n 1/fi f\
\-j{a
cos rx
+ b r am rx).
we have
(I),
- f{x)f dx=
i i_
{x)fdx
2a 2
Y o^K
n
= {- T
%
+ -2 2
But we know from
-
f*
[/(^)]
r2
(r
+ &r2 )]}
that
[f( x )f
dx - [2a
I*
TJ
Also
(12)
we
+' 2?
(< + &r
)]
^ 0.
theorem,
-
+ ^ 2)
^-[2 2 + 2
+ &r 2
U{x)f dx = 2a 2 +
lim
(a r 2
+ 6 r 2 ).
(i^rW + VjW
288
III. Let
Then
(3
f^)9^)dx = 2a
and
On
from
_-
ir)
and an
h n the
+ y(a n a n + hj n ).
-ir
We have
-ir,
(II),
[(a
a )2
- -
+ {b n ~
Pnn
IV.
We may
put
g(x)
=0
in
x x ) and
-ir,
(x 2
ir),
where -ir
= x <x
1
^ir.
rahle in (x Xi x 2 ) where
Then from
7r
^ x <x
x
-ir,
and
ir)
hounded and
g(x) he
integ-
^1tt.
(III),
f(x)g(%)dz=a
'*!
"
\
g(x)dx+'Z(an
yx-i
*
\
g(x) cos
}x 1
nx dx + hn
*
\
g(x) sin
nx dx
)x!
).
shows that
this
same class.
The argument in
of the
(II) is
REFERENCES.
BoCHER, IOC. Cit.
De la Vallee Poussin, loc. cit. (2e ed., 1912), Ch. IV.
Hobson, loc. cit., 2 (2nd ed., 1926), Ch. VIII.
Lebesgue, Lecons sur les series trigonometriques (Paris,
d.
u.
loc. cit.
2, p.
1189
iiber trigonometrische
et seq.
Another proof
is
Reihen,"
(Leipzig, 1923).
given by de
In his proof
la Vallee
f(x)dx
Poussin
is
to be
absolutely convergent: but the integration under the sign towards the beginning
of his demonstration is not discussed.
The question of the removal of the restrictions upon the functions involved is now of less interest, as these and other theorems
concerning Fourier's Constants are discussed with Lebesgue's Integral instead of
Riemann's.
CHAPTER IX
THE APPROXIMATION CURVES AND THE GIBBS
PHENOMENON
IN FOURIER'S SERIES
We
111.
and otherwise
satisfies Dirichlet's
- 7r<x<7r
with
when n
is
As an example,
tt)
The
is
O
K + K-92 sin ox
sm x - ^2 sin 6x
is
. .
which
= sin x,
y sin x -
?/
^2
sin
2>x,
y = sinx- q2 sin 3x
+ ^ sin 5x,
are given in Fig. 29, along with y=f{x), for the interval
289
(0, tt),
290
and
the
it will tyj
sum
seen
how
[oh. ix
Fig. 29.
Again,
let /(a;)
^ X ^ - f TT,
Jtt < X <
f{x)={ir{7T+x),
TT
f(x)=l7TX,
f( X )
The Fourier's
16
7T
llf^Xti
^2 cos 2x
2
|
is
V = iV^
interval.
cos2#,
y-
IT.
i cos 2#
- TV cos
Gx,
...
Ill, 112]
GIBBS
291
are given in Fig. 30, along with y=f{x), for the interval (0, tt),
and again it will be seen how closely the second of these curves
0)
(2)
Fig. 30.
It will
of
n the slope
may
112.
When
f(x)=X,
is
x- |
sin
the case.
-7T<X<7T,
is
is
2x +J sin 3x-
...}.
The sum of this series is x for all values in the open interval
- 7r<x<Tr, and it is zero when x 71-.
This series converges uniformly in any interval ( - it +S, w-S)
contained within ( - 7r, ) (cf. 107), and in such an interval, by
taking n large enough, we can make the approximation curves
77-
oscillate
292
point
y=x
7T,
till
0) to a point
near
tt,
who
tt),
(tt, tt)
infinite series,
and then
when
is
[oh. ix
oscillated
about
And to those
meant by the sum of an
to
(ir, 0).
able difficulty.
line
y = 2 (sin x -
} sin
2x
+ }s
sin 3#
-1
are drawn, and the diagram might seem to confirm the above
y
FIG. 31.
namely,
line,
x,
7r),
GIBBS
112, 113]
PHENOMENON
IN FOURIER'S SERIES
the approximation
quite a different
sum.
He
way
falls
= s n (x),
the axis of
when
it falls
large
then
x,
x approaches
|
it,
in the
for
x, 0) at a steep gradient to a
2*^ dx below
J
oscillates
values of n,
293
ci Tl
Of*
dx
drawn
in that figure.
Fig. 32.
Though
In 1906
points of discontinuity.
To quote
Math.,
(2),
7 (1906), 81.
his
own words:*
294
[ch. ix
Iff(x) has the period 2?r and in any finite interval has no discontinuities other than a finite number of finite jumps, and if it has a
derivative which in any finite interval has no discontinuities other
than a finite number of finite discontinuities, then as n becomes
infinite the approximation curve y = s n (x) approaches uniformly the
continuous curve made
(a) the
up
of
an
infinite
points, the line in question extends between the two points whose
ordinates are
f(a-0) +
where
DP
AN
-I
BP
f(a+0)
smx
dx=
at
a* and
-0-2811.
Fig. 33.
of
Tins theorem is illustrated in Fig. 33, where the amounts
Both
positive.
and
negative
the jumps at a v a 2 are respectively
Gibbs and Bocher thought they were describing properties previits
ously unknown. However, in 1848, Wilbrahamf had noticed
*i.e.
D=f(a + 0)-f(a-0).
198.
113, 114.
1]
GIBBS
295
5^ ( _ ir-x!^
^
And
in 1874
and
_
(
irl
du Bois Reymond
cos(2r-r)x
2r -
dt,
when n->cc
sin
x+\
sin
(0, 2ir)
as follows:
2x
sin 3x
+J
+ ...
his
demonstration
is
/(0)=/(2tt) -=0,
f{x)
= \(ir-x), 0<x<2tt.
In this case
/
s n (x)
= smx+-1
sm2ic
+ ...
sin nx
1
-\
^J
The properties
of the
*
sm \a
maxima and minima
ip
'J n
In his
of
may
be named:
Weyl, Rend.
JGronwall discussed the properties of s n (x) for this series, and deduced the Gibbs
for the first wave, and some other results.
Cf. Math. Annalen, 72
Also Jackson, Rend. Circ. Mat. Palermo, 32 (1911).
(1912).
Phenomenon
296
R n (x),
[ch. ix
called attention
lie
114. 2.
However the
series
is
- 2 tt
f{x)=-lir
for
\ir
when
-tt<x<0
0<x<tt
for
/(-)=/W=/(o).=o.
and
Let
Then
= 2 2j
s n (x)
fa
and
nv
Cx sin
'
'
Thus
s nV
n (sc)'
2m;
f
da =
sina
(i)
da.
psin2na
sin x
2nt
sin
sJx)
nV
Also
cos (2r-l)x =
f*
sin
/
2na
/a
(--=
sma\3! r
o
da=\f* sm2na-.
,
nr
ft
<^
the arbitrary positive
2 **
UnW- Jo
I*
r\,
sin
a:
when 0<x^i-7r.
number
e,
there
fla|<e
when
_
O^a;^^
Thus,
if
we choose n
\2w/
is
a corre-
such that
and
\,
to \ir as x passes
H ^iilo**
Cz/n% glTl
s - (a
we take
.+... Ida.
5!
aa.
to \-k
Thus
If
a/
a3
1\
Wa
we have
<e;
(2)
PHENOMENON IN FOURIER'S SERIES
GIBBS
114.1-2,115]
/t\
that
fir
fsin a
is
297
da
nearly
\J
ir
is sufficiently large.
^
dx
X
The integral
J
Or,
when n
it
known
is
as follows
si
y=\
Let
maximum
give
ir
- 0-2811.*
da = <p(x).
when x fir
minimum
n a
a
Jo
multiples of
to be approximately
the odd
ordinates.
The maxima
when z^oo
The minima
when x-^oo
increase from
continuallv
"
da towards
\ir
da towards
\ir
2n,
we
Jo
If
2nx sin
H. ir da
and,
and
when n
'
closer to x
= 0,
the
first
come
closer
7r
a 7
If sin a ,
da
-da = -x+\\
a
a
2
2w'
|J,
J
By (2), the curve y = s n {x) in the neighbourhood of the origin
C2.nx gj-Q
a
da.
differs by the arbitrarily small e from the curve y=\
7T
-,
""
sin
"
The discussion
2j
(2r-l)#
sin
2r^-l
V
*Y*
In
>
anc*>
we shall see in 117, it can at once be deduced that the phenomenon will appear at x a in the approximation curves for the
as
cit.,
p. 124.
298
[ch. ix
sm ^
+~
+...
sin(2n- l)x)
= s n (x)
and minima
of these
approximation curves
?/
= 2V
when 0<<7r.
I.
any integer m,
Since, for
sin
it
maxima
(2m -
1)(Jtt +x')
and x ir
and when x =
\ir,
zero.
it is
We
have,
by
114.2(1)
1 C2" x
sin2na 7
da=\
2wJ
Jo sin a
Cx
,
s n(
nv x )=\
.
'
The denominator
increases
successive
may
or
the
in
sin
Q<x--lir.
*
da,
"
2n
interval
By
integration.
of
may
sin
of
not be completed,
and continually
considering the
sinacosec the
,
An
it
is
last of
which
positive.
III.
3tT
7T
2ra'
7T
x9 =
"2n'
xx
""
'
...
2ft -1
^n-i- 2n
2tt
,
are given by
#o(ra
it
n n-\ it
[maxima),
.
(minima).
GIBBS
115]
We
PHENOMENON
299
have
Psin2na-,
y=\
9
dy s'm2nx
-y-=
sina?
dx
-.
and
da,
-.
sina
The
IN FOURIER'S SERIES
IV.
As we
proceed from x =
to
x = \ir,
heights
the
of the
minima
maxima
continually
My
namely,
less
sn
(9 *)
and
sn
than or equal to \ (n -
maxima in
(2m +1 \
T?)>
2n
We
1).
0<x = \ir,
the interval
have
2m
2m- 1
IT
~2n
%n
sm-
2n
2^|
r2m7r
J (2m(2m-l)ir
sina
sin
x
The denominator
r(2m+i)^
2tott
in both integrands
-v
sin
~~
2n
2w
sma
is
positive
and
it
conalso
first is
the same.
300
(m - 1
m is
where
V. The
(m
[ch. ix
we have
to
maximum
first
height continually
of x =
to the right
x = ^~ and
is at
When n
diminishes as n increases.
its
tends to
S\l\X
dx.
y
^0
U
"^^-^
L.
/Tbcx'^-y'
J^"
>^"~~^'OC>?y
^
1-5
tu-4
Wt-t
^~ -
ttf -t
44 tul Z
**JtT vt
M-t
4U
v
5
X--
y*f
vL
JXV
f St
44 t
Vs
-L-
31
CI
V-
5 \\
-J-
M-T
&$tt7
**ttt
A|
\\1
M-Zi
t/
2, 3, 4,
yi
VI
5 and
|^
m-
6.
Fig. 35.
We
have
7T
sma
f^sin2wa
n
\2n
Thus
sma
""
.
si
sin
a cosec - da.
In
2ft J
IT
UJ
Sn+1
l-x cosec A
2n
aa = _-
2n+2
2n
x cosec -
2w+2-
from
to deal
to
ir,
it is
J_
2n
to oo
COSeC
2n
1_
2n+2
cosec
2^+2
>0.
da.
as a passes
which we have
IN FOURIER'S SERIES
PHENOMENON
GIBBS
1151
7T
Thus
Sn
But, from
\2{n+iy
positive when 0<z<7r.
infinity.
of this limit
The value
>0.
Sn+1
{2n)~
(II), s n (x) is
It follows that s n
301
[ ^^Al
'"
But
da.*
it
readily
is
/7r\(2n
/ 7r \
TT
3t
2w-l
2n
^
S i n n
T
+ (2w-l)7r
T^
2n
2w
&-1)tt
.
MZ
=1
Therefore
lims n = 2
!
\2n) *)
/ 7T \
""
sin
*"
ic
<fo-
sin
Jo
The
its
th
maximum
first
a?
dx.
wave
a special
is
to the right
tends to infinity,
2r-l
of x =
When n
* sin
Jo
dx=\f
is at
x 2r _ 1 = ^- x, ana
limit is
its
aI)* gm a;
dx,
r.
which
is greater
The
r'
than
minimum
\ir.
to the right
continually increases as
ofx =
is at
increases, r being
S
tends to infinity,
its
x 2r =^ir, and
limit is
jo
^-dx,
hep
which
its
constant.
is less
than
height
When
Jtt.
To prove
J,
(SS
0< <tt
2n
2^T2
less
2^+2)
* Annals
of Math., (2), 7 (1906), 124.
Variable, 2 (2nd ed., 1926), 494.
302
Then
F(a)
cosec
2n
in this interval.
^--2n 2n+2
cosec
[ch.
ix
>0
2n+2^
(Cf. (V).)
Further,
C0S
(2^W
=a
where
<p
2^T2
{0 cos
and
But
\jr
cosec 3
2
\Js
cos
cosec 2
x/r
\/r} }
= aj2n.
-y- (0 2 cos
=-
cosec 2 -^ -
= a/(2n+2)
C0Sec2
cosec 2 0)
<p)].
And
Therefore
It follows,
cosec 2
cos
diminishes as
increases from
to x.
and
^sinzficosec^-^cosec^y,
...
0<x<m*,
alternately
7r,
continually increase.
It follows that,
sin a f
negative
is
positive.
and,
4,
...
2(n -
1),
the integral
\j
-
cosec 2n
cosec
da
2n+2
2n+2/
1
Jo
is
m is equal to 2,
when
m?r
2w
when
m is
equal tol,
3,
...
2ft-
1,
this integral
maximum
2r-l w
2
2nl
>
2r-l
sin
P"
J
sin a
Jo
2na
|?<+i>
1)7r
sma fh
2w
cosec
sin2(^+I)a
sin a
2n
2n+2
cosec ^
- \ da.
,
2n+2J
th
115, 116]
GIBBS
th
Also for the r
minimum
C2rn
s n (x 2r )
IN FOURIER'S SERIES
PHENOMENON
W^)=J
to the right of x = 0,
( 1
* a [ Tn
a
cosec
303
we have
a
^-^fg
C S6C
-j
2rT^ **'
s n (# 2r )<s n+1 ( 2r ).
and
By an argument
hm* w
(a> )
r
.->
Jo
we have
- dx
for
It is clear that these limiting values are all greater than Jtt
minima.
the
for
than
\ir
less
and
positive
and
maxima,
the
116.
From
+1
sin 3x
+ V sin 5x +
+1
sin 3x
115
).
. .
.
all
series
+\ sin bx + ...)...,
^ x ^ x,
tt
follow immediately.
It is obvious that
we need
^ x ^tt,
x 0.
y=s n (x),
where
s n (x)
+^T^ sin
its first
~^~
2n ~
l )x
)>
rises at
maximum, which
dx
115, V).
is
The
the point
(o,p
&)
(115, VI).
It
line
continually diminishing as
115,
I).
The highest
of
(*"
th
wave
(2),
to the right of
7 (1906), 129.
304
x=
r
-
115, III)
[ch. ix
is
is
very nearly
-<Z.x(115, VI).
x
'o
as
By
we
t^x
^ ir
_
0<y^\f
A
x = 0,
71"
sin
x=
dx,
2'
0<y^\
tt,
0<x<tt,
sin
a;
dx.
Jo
Fig. 36.
We may
(i)
If e is
any
more
definitely as follows
number, as small as we
positive
please, there is
\i7r-s n (x)\<,
when n
^ v e^x^\ir.
,
denned
an
a discontinuity oif(x)
(ii)
(cf.
107).
first
maximum
to the right of x =
dx as n tends to
infinity, there is a
0<s n
C" sin
2n
Jo
dx<e, when n
^ v"
116, 117.
(iii)
1]
GIBBS
maximum
than
It follows
from
(i),
behaves as follows
It rises at
is
to the right of x = 0,
Then the
n^ v",
when
e.
positive integers v,
which
305
(ii)
v"
above
J o
its first
maximum
0<x<
0<y<\
sin x
dx+e.
Jo
many
oscilla-
e<X<7T-
Finally,
it
^7T
~<y<^7T
+.
7r-e<x<7r,
0<y<\
J o
is
OJ
dx+e,
repeated.*
an ordinary discontinuity
when x = a, which
in General.
satisfies Dirichlet's
- ir^x^ir.
Denote as usual by f(a+0) and f{a-0) the values towards
which fix) tends as x approaches a from the right or left. It
will be convenient to consider /(a +0) as greater than f(a -0) in
the description of the curve, but this restriction
is
in
no way
necessary.
1
Then
<p(x-a)=
Jtt,
<j)(x-a)= -lir,
0(+O)=
|tt,
<p(0) =
*The cosine
<p{x)
= <t>{x +2tt).
series
which represents
in the interval
way
^x <
\tt
and
\ir in
the interval
\tt
< x ^tr.
306
Now
put
yf,(x)
The following
Since
number, as small as we
X
I
If
is
r)
for
continuous at x a and
\ls(x) is
(a) is
+f(a-0)}.
continuous at
+,0)
= &.
(i)
[ch. ix
number
please, a
I'( X )\
not originally
\[s
r\
(a)
= 0, if e is a positive
less
than
we can choose
e,
this part of
r\
(ii) \js{x)
a^xrQ /?
it
Let
s n (x),
(j)
(x-a) and
\p-
being
series
contained within an
(cf.
108).
n (x)
for f(x),
of
(i),
we
as small as
that
when n^v',
the same
Also
/?.
r
IV n(*)|^IV r n()-^()|+|^(aj)|<ie+ie
in |x-a|^>/,
(iii)
=\x :g
Now
if
right of x = a
a<a-^<a<a + */</?,
if
is
even, the
7r
is
at a
and
maximum
first
if
and n
is
odd,
= Jc,
= v.
in
it is
</>
n (x-a) to
at a
+ -^w+
the
In
either case there exists a positive integer v " such that the height
of the first
n
(
sin x
Jo
(iv)
This
maximum
7
-.
dx and
dx+ iVrr
T
e
maximum
v
2{/(a+0)-/(a-0)}'
.
Jo
first
between
lies
f" sin
will
have
its
when w>/'.
abscissa between a
and
that
\f/
(x)
does so also.
it is
clear
from the
definition of <p(x-a)
117.
GIBBS
1]
307
first
equality.
a+rj^x^
In the interval
(v)
converges
s n (x)
/?,
{iv)
to f(x).
uniformly
when
\f(x)-S n (x)\<e,
the same
iv)
j/
defining
(x),
\[s
(*)
= H/(i+0) +/(a-0 +
IT
V n(x-) + ,(*).
than /,
v",
point within
e of
{/(<*
+0) +/( -
0)}
/(+0)-/(-0
+
7T
This
may
f-
sin*
Jo
&
be written
/(a+0 )./
!+'')-/(-'
f'E! fc|
115,
we have
X>S
-0-2811.
dx=
x
then
It
of the
On
from x = a+r) to
can be established.
Writing D=f(a+0)-f(a-0), the crest (or hollow) of the
wave to the left and right of x = a tends to a height
/(a-0)+ ,/(a+0)-^?,
1
7T
where
Px =
.' IT
^^
dx.
X
7T
first
308
[ch. ix
101, at
It
is,
<X<
IT.
But from
101
1 n,- 1
(*) = -
rn
sin
J*r=&]-/<*
sin2 in(x'
("
-x)
|w {x' - x)
W*W^
.
'
now concerned,
>sm*%n(x '-x)
f*
< In)-^mH(x'-x)
dX
,
'
It follows that
But we know by
By
115, II,
wholly within
the
(0,
sums
tt,
tt.
101 that
o- n (x)
converges uniformly to
\tz in
any interva
tt).
Thus the Gibbs Phenomenon does not occur when the Fourier's
2(sin x
is
summed by
}.
sin 3x
+\
sin
5x +
. .
Series
.)
Arithmetic Means.'j"
In this example, by
114.
(r 2rHi(-r
It
tt).
)-
2 (1)
sin 2rt
f'isi
2n +
sint
J o~sT
dt.
to
|tt,
maxima continually increase, and that the same holds of the minima.
\tt, has the greatest ordinate for the whole
The last maximum in
^ x^
interval,
ys
2n
2n ,
4 of a paper
'
117.2]
In
the
PHENOMENON
GIBBS
case
of
the
arithmetic
IN FOURIER'S SERIES
means
the
of Fig.
approximation
309
curves
39 by taking n large
enough.
Fig. 3:
Fig. 38.
Fig. 39.
The width
we please.
of the
may
be taken as small as
310
REFERENCES.
Bocher, "Introduction to the Theory
(2),
of Fourier's Series,"
7 (1906).
Annals of Math.
CHAPTER X
FOURIER'S INTEGRALS
118.
When
the
sum
function f(x)
arbitrary
/,
I),
we have
Dirichlet's
satisfies
seen in
98 that the
of the series
f(x')dx'
+]l'
J(x')co S
^(x'-x)dx'
(1)
jl f(x') dx'
and
2 cos
V sin
-j-
x
\
-j-
x\ f( x ') cos
-j-
dx',
'
(2)
(3)
I).
They
series
are suggested,
appear to take as
tends to infinity.
If
is
is
irjl
first
convergent.
may be made
term in the
as small as
series (1),
we
please,
assuming that
00
i
i
as
-
Aa
a
Xr
I
f( X ') C0S
J -I
~T~
f(x')cosAa(x'-x)dx'+Aa\
7T
where Aa = 7r/Z.
311
X ~ X ) d>X
'
'
cos 2Aa(x'-x)dx'
-:...
FOURIER'S INTEGRALS
312
Assuming that
this
sum has
a limit as l^oo
be regarded as in any
-
way
and
it
complete,
da\
7T,
7!"Jo
-x
[oh.
its
f(x') cos a
if
an assumption
value would be
(x'
- x)dx'
-f da\
J -
7TJ
oo
when
00
<<00
In the same
way we
and Sine
Series
/GO
.-Q0
'Jo
poo
a
= i[/(*+0)+/(*-0)],
/.x
2'
,
0<x<oo,
=*.[/(* +o)+/(*-)l
when
It
of
bility of representing
We
shall
now show
by these
integrals.
is
possible, pointing
out in our proof the limitation the discussion imposes upon the
arbitrary function.*
119. Let the arbitrary function f(x), defined for
satisfy Dirichlet's Conditions in
any finite
interval,
all
values of x,
and in addition
/OO
let
J -
CO
Then
f{x')cosa(x'-x)dx' = i[f(x+0)+f(x-0)]
-fdaf
J -oo
TTJ
at every point
exist.
Having
fixed
FOURIER'S INTEGRALS
118, 119]
and
arbitrary,
number
313
( 60).
a (x'
/(se')cos
dx'
Ja
a,
is
a con-
x)
da
Therefore
JO
Also,
<x(x'
exists.
by 85,
f(x') cos a (x'
da
- x)
dx'
=
Ja
Ja"
Jo
=
But
-x)dx'
Ja
x'
- x ^ a - x>0
And
in x'
^ a,
f{x)
*M^
dx
(1)
since
\f(x')\dx' converges.
Ja
Therefore
-^-r
Ja
sin
It follows that
ff(x')
Ja
^-^) dx
XX
q.
\]
the same
,,
'
f( x
JK
>
there corresponds a
smq(x' -x) ,
dx <|e, when A'
*t
x -x
,
'
)
'
~A>a,
(2)
the
interval
q.
94 that
lim
f /(x <)?iM(z^W
XX
q>-x> J a
sm qu
j{u+x)
= lim
q-^-xj
Ja - x
du
= 0,
since
(a
- x>
f(u+x)
A- x),
satisfies
Dirichlet's
Conditions
in
positive.
FOURIER'S INTEGRALS
314
from
(2)
= Q.
(3)
that
-x
'
\} a
(3)
smq(x>-x)
If"
when
and
Q, so that
<Je, when q
x'-x
'
\) a
It follows
q(x'-x)
sin
||* JK
[CH.
dx
<l e +i = e,
= Q.
Thus
lim
q-oo
and from
da
(1),
87,
Ca
Ca
CQ
- x)
=1
dx'
'
.'o
(4)
J a
>0
But, by
r /K)!in|(^)^ =0)
Cq
Jo
Ja:
cfo'
f(x')
^ fq
X)
dx'
sinrm,
*,.,
= P f(u+x)f-du.
u
.
.Jo
Letting g->oo
we have
f(x')cosa(x' -x)dx'
da
when f(x + 0)
Adding
= ~f(x +0)
(5)
Jx
Jo
exists.
and
(4)
(5.),
we have
,
= ^f{x+0)
(6)
exists.
Vda\
when f(x - 0)
Adding
(6)
/00
-J
for
every
exist.
(7)
exists.
and
p
(7),
we obtain
00
da\
point
f(x')coaa{x' -x)dx'
in
= $[f(x+0)+f(x-0)]
FOURIER'S INTEGRALS
119, 120]
120.
as before,
if
f(x)dx
is
For some positive number and to the right of it, f{x') is bounded and monoand lim f(x')0 and for some negative number and to the left ofit,f(x')
x'y&>
bounded and monotonia and lim f(x') =0.
tonic
is
for f (x).*
315
a,V> vo
Having fixed upon the value of x for which we wish to evaluate the integral,
we can choose a positive number a greater than x, such that /(a;') is bounded
and monotonic when x' "~ a and lim f(x') =0.
Consider the integral
By
Mean
rA"
\
- x) dx'.
Value,
cA'
)a'
cosa(x' -x)dx',
Jf
where a
Thus
M"
f(A') f(f-x)
)A'
f(A")- C*(A"-x)
cosudu+J
)a(A'-x)
tt
cos udu.
J(f-T)
Therefore
I
M"
II
f(x')cosa(x'
cos a{x'
f(x')
-x)dx'\
x) dx'
DA'
4 *
<
I
l
LI
f or
ai^q >0.
Qh
f(x')
It follows that
=0.
- x) dx'
.'a
is
tinuous function of a in a
Also,
by
a^g
^q
rq
rCO
f(x')cosa(x' -x)dx'
dx'
Jo
But
than
x'
85,
,-QO
(q da\
>0, and
-x = a-x>0
X'
- x) da
-X
X'-X
we Jiave chosen a
V
'
greater
x.
And
r /(x
JK
)a
,
}
sing(a/-*)
X'-X.
sing(x'-x)
C
'
la
X'-X
both converge.
These extensions
71 (1911), 289.
FOURIER'S INTEGRALS
316
Therefore, from
(1),
00
[a
da
-x)dx
Now
[CH.
*S3g^W - f
/(,-)
^W
sin
/{*')
*>
(2)
From
x - a:
'
Mean
Value,
X -X
\A'
(t
f(AI)
A*
where a
^ +f{A K nq.{x>-x) dx
Bing.Q'-x)
*&
'
Jo
(3)
JC
Also
~~
_ [?l(~ x
sin
da.
sin<7 (a/
Therefore
X'
A'
4"
And
similarly
i
Thus, from
-x)
<7T.
dx'
-X
91.)
(Cf.
(3),
aA'
JK
It follows that
<2tt
X'-X
'
g)
(4)
\f(A')\.
la
is
Also from
when
qn
= 0.
(2),
sinq(x' -x)
dx'.
f(x')
integral
.(6)
(6)
0.
uniformly convergent for q
Proceeding as in 119, (2) and (3),*
:
f*
follows that
fW V
x
X -X
da
f{x') cosa(x'
hra
Thus, from
it
smg(a/-z)
rt->xJ
..
(6),
dx
=0
-x)dx' =0.
(7)
.'o
of
Mean Value
FOURIER'S INTEGRALS
120, 121]
317
119 that
Thus
-[ da[
7r
when
(8)
(9)
.'
.'0
Similarly,
-[da[
J
71'
when
-x)=\f(x -0),
(10)
-co
Adding
and
(9)
(10),
our formula
is
exist.
For 'some positive number and to the right of it, and for some negative
number and to the left ofit,f(x') is of the form g(x') cos (\x' + fx), where
a(x') is bounded and monotonic in these intervals and has the limit zero
as x'->
oo
Also, (II)
^7-
^~ dx' converge.
and
dx'
We have shown in 120 that when g(x') satisfies the conditions named
above in (I), there will be a positive number a greater than x such that
K
r-ft
da
- x)dx' = 0,
-61
But,
if
any
is
number,
positive
rco
da
da
da
|1
\\
J
-A
'
da\
da\
da\
.'
-x)dx
-o
- x)dx'
- x)dx'
o,
da
JA
g{x') cos (a
- x)dx'
)a
- x)dx' + |
)a
.'o
da\
-x)dx'+
)a
-A
= |1
- x)dx' +
)a
g{x') cos (a
- \)(x' -x)dx'.
.'
Therefore
da
o
- x)dx'
'a
r*
=p
e?a
o
.a
<7(a/)
(1)
FOURIER'S INTEGRALS
318
-x)dx'
^ A > 0.
da
It follows that
Ja
kx
exists, for
120, that
[ch.
-x)dx'
Jo
> A > 0.
Also
da
J
An
- x)dx'
)C
dx'
g(x
/
)
- x)da
sin a(x'
(by
84)
JA
Jtt
Ja
00
yv
9( x
'
00
,
,.
dx' -\
'
r
aj'-a;
-a;
a;'
- x)
A 1(a/
-
cos
,,
-a;
a;'
P
x'-x
g(x')
yv
'
dx
,
,
...(2)
and
it
we know
,,
g(x)
yy
'
uniformly convergent for A
Thus
lim Cg(x')
from
cos
lim
A->oo
and
^(a:
eta
(a;'
p
x'-x
- x) j
-dx
*'
x)
dx
= ['S^l
J
^
dx' x
%
g(x
J
dx'.
~~
rX
'da/. ...(3)
Ax *^
Ja
A
-dx-=0.
,
(3),
sin
da\
gr(a;')
-X
Ja
,.
and
(
,
Ja
we
dx'
when A >0,
(2) that,
Also, as before,
cos
^ 0,
A -^0 ^a
It follows
that
is
^7
follows that
dx'
g(x') sin
-,
~~
x
dx'.
dx
....
(4)
(5)
*This can be obtained at once from the Second Theorem of Mean Value, as
proved in 58 for the Infinite Integral; but it is easy to establish the result, as
in 119, without this theorem.
FOURIER'S INTEGRALS
121]
da\
Again, since
we have
da\
sma{x -x)dx
Ja
Jo
exists,
g(x
319
-A
-x)dx' =
g{x') sinot(a;'
(6)
Ja
roo
Joo
da
x)dx\
it
follows
that
00
/-OO
(
g(x')sm.a{x' -x)dx' -\ da\ g(x') sin a(x' -x)dx'=Q.
Ja
Ja
Ja
Thus
da
g(x')sin(a
\
+ X)(x'-x)dx'-\
Ja
Jo
da\
da\
(1)
(7)
Ja
Jo
Multiply
g{x') sin
Ja
Jo
rOO
00.
by
and
(7)
by
sin (Xx
+ fx) and
subtract.
It follows that
CO
[-00
da
And
in the
+ fx)
=0
C-a'
da\
+ fi)
.(8)
g(x'),
we have
(9)
J-co
Jo
These
results, (8)
and
(9),
may
be written
[.so
da
- x)dx / = 0,
.(10)
da
when
But we know
that,
da\
jo
when
-a
Xx'
(10)
and
in (a, oo
and
oo
satisfies Dirichlet's
- a').
Conditions in
(11),
[Cf.
we
119
of a
number
still
hold
it
we replace cos
if
when
in this section.
(
Xx'
+ ll)
by an
(11)
(5).]
a n cos(A n z
It
a),
by the sum
-a',
Adding
+ ll)
when f(x)
is
+ /x n
).
also "valid
when
this
sum
is
replaced
infinite series
00
when
X n
),
to infinity with n.
*Cf. Pringsheim,
FOURIER'S INTEGRALS
320
when/(x)
is
and Sine
[ch.
Integral.
x,
In the case
of Fourier's Integral
Then
da\
~\
co
tJo
~~
f(x')cosa(x'-x)dx'
J _
7T Jq
Jo
da\ f(x')cosaxcosax'dx'.
7Tj
values
of
and
x,
when f(x)
DirichleVs
satisfies
is
interval, while
'o
da\
at every point
Also
may
it
For some
(ii)
For some
shall
II.
the
<7 \
number and
to
the right
of
it,
f{x')
positive
be of the
bounded
f
positive
be
shall
that,
and when x =
or,
exist,
and
j
dx must converge.
i
when f(x)
is
and
satisfies
f(x) dx
con-
da\
at every point
integral is zero.
f(x')smaxsinax'
where f(x+0)
dx'
= i[f(x+0)+f{x-0)],
andf(x-0)
exist,
and when x =
the
FOURIER'S INTEGRALS
122, 123]
321
it
f(x)
(cf. 62).
Sommerfeld's
Integrals.
123. Fourier's
da\ f{x')cosa{x'-x)e-^tdx',
<h(t)=-\
it
Ja
Jo
=0
is
is
not required.
of all
by Sommerfeld,*
da
lim
that,
when the
limit
on the
right-
0)],
when a<x<o,
= f(a + 0), when xa,
= 1/(6-0), when x = 6,
the result holding in the case of any integrable function given in the interval
(a, b).
The
it
case
when the
interval
was
also treated
greater detail
by Young.|
is infinite
much
when
by Sommerfeld, but
It will
be
sufficient
at infinity imposed in
interval.
However,
it
we cannot deduce
integral
- da\ f{x')
K Jo
Ja
from the above
results.
0(0
for
= 0.
We have come across the same point in the discussion of Poisson's treatment
of Fourier's Series.
[Cf. 99.]
Sommerfeld,
Diss.,
fW. H. Young,
C.I.
loc. cit.,
mathematischen
Physik,
FOURIER'S INTEGRALS
322
REFERENCES.
Fourier, Theorie analytique de la chaleur, Ch. IX.
Hobson, Theory of Functions of a Real Variable, 2 (2nd ed., 1926), Ch. IX.
Jordan, loc. cit., T. II (3e ed.), Ch. V.
Lebesgue, Lecons sur les series trigonometriques (Paris, 1906), Ch. III.
1910), 18-20.
EXAMPLES ON CHAPTER
Taking f(x) as
1.
when
< x,
X.
when
as zero
show that
00
1=-2
,
a cos ax
sin
00
ax
sin a cos
2=-]
(0<z<l)
da,
TJo
(*=1)
da,
o
0aa
2f rinaco.a
2.
By
00
in the
equal to
4.
is
a;
when
Show that
COSaZ
,=,
e_
' to
(/?
> 0),
prove that
'
expression
7T
Jo
00
2a 2
w.
is
ax
sin
7F+F*
J.
3.
'
and
ttJo
fg
a:
a/0-^3
1
< a,
"sin
{6x\dd[e
COS
V 2 COS V
cfo
> a.
g^-^ga|
^ {* + tan a
sin
the ordinate of a broken line running parallel to the axis of a;* from x=0
and from x = b to x = cc , and inclined to the axis of x at an angle a
to x = a,
between x = a and x = b.
5.
Show
Integral,
that
/(a?)
Ti"
Show that
Integral,
satisfies
the
conditions of
120
for Fourier's
6.
=p.
cos
era
Jo
f(x)
aa;
cos ax
= when
,
s/x
Jo
satisfies
s/x
a:
> 0.
JW
sin
a;
cos a (x ',
a:)
= sin x
dx'
APPENDIX
2ir.
We
have seen
Series
where a Q a v a 2
,
...
bv &2,
= x ^ 2tt.
the range of x to be
C 0S
.
nx are replaced by
If
the period
is a,
We may suppose
instead of
27r,
the terms
^ x ^ a.
And
in the plane of x, y.
2.
The
in
substi-
tuting for Fourier's Infinite Series a trigonometrical series with only a limited
number
of terms.
0, a, 2a,
...
of y
(0, 2tt)
X2
by
Xrn_ 1
by
yi, y*>
ym-v
324
Let
= a + ax
s n (x)
cos x
+ bx
+ 1 = m, we can determine
If 2ti
sn (xr
)=yr
+ a2
cos
2x+
+l
these 2n
+ bn
nx }
sin
constants so that
when r = 0,
...+a n cos nx
x + b 2 sin 2x +
sin
[APP.
1, 2, ...
of
2w.
a lf ...a n
follows:
a,
+ a + ...
cos a^
+ a v cos px x + ... +a n cos wa^
+ b l sinx 1 +...+6 P sin^ 1 + ... +bn sin nx x
+ ax
+ ax
cos x 2n
+ &!
sin
-f-
x 2n +
. . .
+ a p cos px 2n +
+ b p sin px 2n +
. . .
since
and
sin
pa + sin 2pa +
when
(2n
. . .
+ an
+ bn
= 2yr
cos
w# 2r^
sin
nx 2n
+ cos 2npa 0,
...+ sin
2npa = 0,
+ l)a=27r.
we know that
+ cos pa
cos ra
+ cos 2pa
cos 2ra
And
->
It follows that,
cos
px 2
y 2n
-
see that
(2n+l)a
Further,
=y
+ a.
etc.,
if
...
...
cos
px lf the
third
by
Similarly,
we
\ (2n
+ 1 )a v = 2 Vr
\{2n
+ l)b v =
cos
# ra
find that
In
l)
2/r
sin pra.
...
2na,
where {2n +
\)a
,
= 2ir.
a lf
...
and
b lt b 2 ,
...
reduce
to the integral forms for the coefficients, but as remarked in 90, p. 218, this
passage from a finite number of equations to an infinite number requires more
careful handling
3.
if
For purposes
the proof
is
to be
made
rigorous.
2-4]
number
an odd number.
325
points
0, a, 2a,
we have
(2n-
...
yo,Vi, V 2
In this case
where nair,
l)a,
y,
>
2/2n-l-
so that
points in
(0, 2tt).
It will
be found that
2 " _1
aQ
=- 2 y r
zn r=0
ap
^ yr
n r= o
& 2)
2T r?
cos pra,
if
i=
n
fairln.
2?(-l
an==
yrCOSr7r
S?/rSin|)ra
Runge* gave a convenient scheme for evaluating these constants in the case
This and a similar table devised by Whittaker for
the case of 24 equidistant points will be found in Whittaker and Robinson's
Calculus of Operations (1924), Ch. X.
of 12 equidistant points.
4.
we
may
This question
Suppose
sn ( x )
Let
...
(m-
+ &x
cos x
sin
where raa=27r.
by
of x, as before,
ao + a i
l)a,
+ a2
cos 2#
x + b 2 sin
2a:
+
+
+ a n cos nx
}
+ b n sin nx
ax
...
of n,
an
b lt
...
*Math.
Zeitschrift,
Also Theorie
u.
m<2n + l,
s n (x) shall
this condition
is
satisfied.
326
The Theory
[app.
of Least
regarded as a function of a
The conditions
for a
,a lt
an
...
minimum,
b lf
...
bn ,
a minimum.
{yr-s n (x r ))-=o
r=0
inI 1
p = l,
Z{y r -s n (x r ))cospx r =
2, ...n.
be found, as in
m-l
ma - 2
r=0
^ma^ =
yr
2/r
cos 2jra
-=o
lmb P =
But
if
m is
yr empra
= 1.
1,
JP
2,
... 71,
od(L
p = \m)
is
given by
m-1
ma^ m =
2 yr cos r7r
r=0
In some
The values
of a
+ ax
x, viz.
+ b x sin x.
make this expression approximate most
cos x
closely to
2/o2/i2/2
at
0,
a,
2a,
Vm-i
...
(m -
when
l)a,
raa = 27r,
ma = X
/r
-=o
!?*!
= 2
2/r
sin ra.
Tables for evaluating the coefficients in such cases have been constructed by
Turner.*
5.
known
* Tables for
Press, 1913.
4-6]
327
exactly after the lapse of the period; and the function thus denned could
be decomposed into simple undulations by the methods just described.
But when the graph of the observations is not periodic, the function may
incommenyet be represented by a sum of periodic terms whose periods are
bodies,
surable with each other. The gravitational attractions of the heavenly
not
are
periods
whose
components
of
up
made
the tides are due, are
itself
to which
commensurable.
itself
of extracting
mean
The
part of each.
principle of this
method
is
hidden periodi-
Suppose that a
a set of observations taken over a considerable time.
intervals,
equal
taken
at
are
that
they
and
observations
these
in
occurs
period T
there being n observations in the period T.
cities in
W (m-Dn>
Add
w (m-l>n+i'
n+2'
u (m-Vn+2>
u mn-l'
umn-2>
u lt
uv
Un _
...
un _ 2
un _ x
The
difference
U x U 2 ... U n _ 2 U n _ x
between the greatest and least of the numbers U
of period T,
component
the
of
amplitude
the
of
furnishes a rough indication
period is indicated by this difference
if such exists; and the presence of such a
,
being large.
Let y denote the difference between the greatest and least of the numbers
If y is plotted
C7 n _! corresponding to the trial period x.
... U _ 2
n
have peaks
will
curve
This
periods."
of
as a function of x, we obtain a "curve
When
exist.
really
which
periodicities
the
to
corresponding
x
of
values
at the
then
the presence of such periods is indicated by the curve, the statistics are
U Q U lf U 2
,
>
328
methods
of attacking
may
APPENDIX
II
1.
Introductory.
of a
proved.
interval,
interval.
of
is
to be the
of points,
two sets
two sets.
these
forms
and rather
difficult idea of
Riemann
Integral.
The
is
mediate.
Among
by de
la
He
e
fBorel, Lecons sur la theorie des fonctions (l ed., 1898).
work is both revised and enlarged.
329
last
LEBESGUE'S THEORY OF
330
[app. ii
concept was what he called the measure of the set. The principles that guided
Lebesgue in his theory of measure were those of Borel, and his definition and
earliest treatment are given in his Paris Thesis
Integrate, Longueur, Aire
published in Ann. di Matematica (3), 7, 1902). Thisjtvas followed by his book,
We now give such definitions and simple properties of bounded linear sets
Integral.
As before we denote a set by E, and we shall assume that its points lie on the
^ b. The points of (a, b), which are not points of E, form the
complementary set denoted by CE. Clearly C(CE) = E.
A set E is said to be countable (or enumerable), when there is a one-one correspondence between the points of the set and the positive integers. To every point
of E there corresponds a positive integer, and to every positive integer there
interval a tk x
corresponds a point of E.
The terms
of a countable set
can be written as
u lt
The
set
1, J, , ...
l/n,
...
is
u2
u3
...
obviously countable.
according to the
common
sum p + q, beginning
factor.
We
pjq,
where p and q
numerator.
A
1 h
set
is
i s
said
n t
to be
and
a closed
closed, but,
so on.
set if it
if
u 2 and u 3
contains
the origin
is
its
limiting points;
included in the
set, it
e.g.
the set
becomes a
closed set.
point
P of abscissa x
to be an interior point of the set, if a neighbourof whose points are jioints of the set.
A point P is said to be an exterior point of the set E, if it is an interior point
of CE: in other words, there must be a neighbourhood of P none of whose
hood of P,
a<x< p,
is
said
exists all
set
Open
sets
To prove this, take any point P of the set, and let its abscissa be x
We
can divide all the positive numbers into two classes A and B as follows: a
number h is put in the lower class A, if all the points x given by x rr: x < x + h
belong to the set; and it is put in the upper class B, if this is not the case.
There are numbers of both classes, and every number in the class A is less than
every number in the class B. If fi is the number separating the two classes,
.
1-3]
x + /a
is
Similarly
XQ -
A.
Let
Now
interval corresponds.
They
331
of
all
intervals.
such open
}, c 2 , ...
ex
We can arrange these in order from left
Again there can only be a finite number of those that remain, each
These we now arrange in order after the first group; and so on.
of length = e 2
If the end-points a and 6 are points of the open set, they are to be the lefthand end-point, and right-hand end-point, respectively, of intervals (a, a),
(/?, 6), open at the ends a and /?.
b is a
The complement of an open set E with respect to the closed interval a 7=i x
to right.
closed set.
For
let
Then
P cannot be a point of
any point
of
And
P is
this is impossible,
E, other-
if
inside
otherwise
it;
P without
and
of E,
therefore a point of E.
Two
E and E
Ex = E2
sets
and we
write
Ex
set
and some
is
said
to
and we
that
...
En
one of these
same points,
when
sets,
it is
write
if
E1
E2
E 2 >E V
The
Operations on Sets.
E lf E 2
a set E 2
E > E2
be greater than
other points,
set
composed
said to be the
is
sum
of the sets
which belong to at
of the points
least
and we write
E = E1 + E2 +
+ E n = XE r
...
The
set
the points of
we
...
2,
write
E = Ei E 2 .... En = II Er
.
plementary
sets,
it will
be seen that
CE X + CE 2 = C(E X E 2 E 1 E 2 = C(CE 1 + CE 2
= E X CE 2
C(E 1 + E 2 = CE 1 .CE 2 C(E 1 -E 2 = CE + E 2 E x \,
),
EX + E2 = E2 + E
E + E 2 + E 3 = E + (E 2 + E 3
X
),
E X E 2 = E2 E
E X E 2 E 3 = E (E E 3
X,
X,
of
).
LEBESGUE'S THEORY OF
332
Law
applies;
E3 = E E + E E3
(E 2 +
Since in general (E x -
l)
mentary
is
is
no
must be
care
2,
In practice there
difficulty, for
The commutative,
sets.
subtraction
E = E E + E E 3 + E E i + E Ei
E + E 2 f E but is actually E + E
)(E 3 +
[app. ii
associative
be employed.
The operations above referred to are finite; that is to say, carried out on a
number of sets. But addition and multiplication can be extended to an
infinite number of sets.
The set
finite
E=E +E +
X
...
=2E
to
is
composed
The
which belong to at
of the points
E E
of sets
2,
infinite
...
to
oo
least
one of the
infinite
number
product
E = E E2
X
...
to
oo
=11
Er
is
made up
The
of the points
all
the sets
E E
lf
...
2,
to
oo
distributive law
(E 2 +
which themselves
and
may
E3 +
C(E 1
and
finite or infinite
E2 E3
sum
to
...
to
of a finite
oo
of factors,
sums.
oo)=CE1 .CE 2 CE 3
to
oo
number
it
be
C(E 1 + E 2 + E 3 + ...
Further
= E E 2 + E E 3 + ...
to ao)
...
=CE
number
...to oo
+ CE 2 + CE 3 +
of countable sets
...
is
to
oo
a countable set,
for we can take all the first points of the sets in order, and then place after
them all the second points of the sets in their order, and so on.
But it is important to notice that the sum of a count ably infinite number of
countable sets
To prove
is also
a countable
set.
E =a n +0 12 + a 13 + a u + ...,
E 2 = a{[ +a 22 + P23 + E^ 31 +. ^3*2 + a 33 +
1
'
'
^4=4'l'+ a 42
and
+ a 43 +
---
so on.
Then
where the points
^E
= n +a 2l +a l2 + a 3l +a 22 + a l3 +
in the
sum
...
3, 4]
From
we can deduce
this result
333
of points can
set
up
For we have seen (2) that a bounded open linear set is composed
or countably infinite set of not-overlapping open intervals.
into a countably infinite
be broken
Let (a,
Divide
set
of a finite
/?)
as intervals
A n A 12
,
In this
vals
A n A 12 A 21 A 22 A 31 A 32
,
....
open
inter-
we
follows.
4.
I.
Let
points of
in (a,
Set of Points.
E be a set of points all lying on the interval a 5= x S= b, and let all the
E be enclosed as interior points in a set of intervals o\, 8 2 ... lying
,
b).
A lf A 2 A 3
,
o\
and
call it
in 8 V
If
<5
A r Then take
2 lies
82
altogether outside 8 lt
we take
parts,
if
any, of S 2 which
A 2 and also if 8 2
we take for A 2 the part
it
as
lie
abuts
of 5 2
but does not overlap it. If it overlaps,
If 8 1 lies wholly
o\, and we have in addition their common end-point.
within 8 2 we replace 8 2 by the two open intervals outside o\ and the two end-
on
81
outside
points of 8 V
In this process, at any stage when we take in the interval 8 n we add to our
A 2 ... which replaces 6\, 8 2 ... a finite
',
number
common
end-points of
adjacent intervals.
Now
let
A lt A 2
...
a and
the
sum of the
common
set
of not- overlapping
an
is
sets
Ax A2
,
...
of intervals
Let
2A
denote
is
called
the
exterior
measure of
used.
(open or closed)
may
be said to abut.
LEBESGUE'S THEORY OF
334
[app. ii
The
interior
of points of
m (E)^m
To prove
II.
{E).
From
a lf a 2
m (E)^2a<m
e
and similarly a
set
/? x
for
...
/? 2 ,
m (CE)-^2p<m
e
(E)
+ e,
(CE)
+ ,
The combined
set
a i Pl>
can be replaced as in
by a
(i)
among
the
02*
common
y Xt y 2
...
with
y's.
This countable set y x y 2 ... of not-overlapping intervals is such that all the
points of a ^= x
b are either interior points of these intervals, or common end,
*y r = b -
It follows that
a.
when n
For,
any
is
<(b -a).
Thus
\im
)l
Form
new
be
>oo
set of intervals
^y r t^b -a.
1
-a - 2e'.
y l9 y 2
...
by adding -^^
to
yr (r = l,2,
at each end.
yx
y2
Hence
which
is
...
of
<(&-a-2e') + ',
impossible.
00
But
of the
this is
it is
00
00
2y r = 2)a + 2A-
clear that
Thus we have
-a<m
and
(E)
+ m e (CE) + e,
m (E)^m
^ m (E
i
(E).
m (E
If possible let m E < m E
Then there must be a set of intervals A A
for E
as in the definition of the exterior measure, such that the sum of their
lengths is greater than m (E
and less than m (E
But as E contains E this set of intervals A A
will also serve for
E and the sum of their lengths cannot be less than m (E
III.
If
E 2 > Ex
then
x ).
x.
lf
2,
x,
1 ).
2,
lt
...
1 ).
2,
4]
E 2 > Ev
IV. Further if
m,(# 2
then
^ m^EJ.
CE >CE 2
For
and
Therefore
^ (b -a)-m
mi E ^ m E
+ E )^m E + m E
e (E 1
Let a lf a 2 ... be a
such that
,
2)
To prove
V.
{b-a)-me {GE 2
Thus
335
{CE x ).
x ).
2.
Ex
as in the definition
of (I),
me (E 1 )^^a<m e (E 1 + ^,
)
and
fi
v p2
...
E2
a set for
m
e
such that
(E 2 )^l^ r
<^e(E 2 + b,
)
As
before,
from the
set
a lt
a2
Pi,
P2
...
we form a not- overlapping set y x y 2 y z ... all in (a, 6), such that every point
oi(E + E 2 ) is either an interior point of one of the y's or the common end-point
,
of
two adjacent
y's.
Also
2>/ r
=2 a
and
Thus
(E x +
E 2 )^.fyr
{E 1 + E 2
=s
measurable
set,
and
It is clear that
The measure
measure
is
if
its
E/
1)
E; 2 )
+ .
{E x )+m e {E 2 ).
If
+ me
(E)
=mi(E), then
is
said to be a
of a finite
number
zero.
Let
(^ 1 + J57 2 )<w e
Therefore
+ 2r>
positive
x 2 in an interval of length
2,
of points
set
...
is
of measure zero.
and enclose x x
in
an interval
of length -
and so on.
~
1
m {E)<^-<e.
Thus
is zero,
of the set
also zero.
measure is (P~a).
If E is an interval (a, p) in (a, b), it is measurable and its
For we must have m e (E)^p-a, since the interval (a, P) is itself a possible
interval for the exterior measure with the definition given above.
And the Heine- Borel Theorem, as in (II), shows at once that the sign of
inequality
is
impossible.
LEBESGUE'S THEORY OF
336
Again
it is
[app.
ii
clear that
m (CE)^(b-a)-(P-a).
e
of inequality
-a<
(b
- a) - m e (CE)
would give
t
m {E)<m {E).
i
it
< m (E),
countably
is the
infinite, set of
measurable sets
is
are measurable.
Thus
measurable.
we
starting with
open sets
complement of a measurable set is measurable,
measurable. All sets which can be obtained by additions,
And
see that
as the
measurable.
It is only for
still
if
so, in
what
studied.
is
sense, sets
It is
measurable do exist.*
5. A Necessary and Sufficient Condition that a Set E be Measurable.!
A necessary and sufficient condition that a linear set E ina7=x=b be measurable
is that to the
number of
arbitrary positive
intervals
and two
sets e! ,
set
I consisting of a finite
<
c,
such that
E = I + e' -e".
(i)
To prove that
this condition
is
necessary,
we note that
to the arbitrary
...
for
...
for
and
mE + mCE = b-a.
and
ia r + ft.<(&-a)+.
Thus
But, as in
we
4, I,
from the
set
1>
ft,
a 2> 02*
a n, .fti
.V
such that
ii
ii
e
*Cf. Lebesgue, Legons sur V integration (2 ed., 1928), footnote, p. 114.
mE
of
instead
tin this and the following sections, we shall, when convenient, write
m{E) for the measure of E, when E is measurable, and similarly m e E for m e (E),
m,E
for nii{E).
It will
is
measurable,
mE = m E = miE.
e
4-6]
337
common
As n tends
to
oo
so does
to an a
and
Thus the sum of the lengths of the finite or countably infinite set of notoverlapping intervals blotted out as above is less than e.
Now
Sn and
to
Rn
by
oo
of
If
the condition
all
...
a n by
0's.
E is measurable.
E = I + e'-e",
is satisfied,
have
where / consists of a finite set of intervals and e', e" are two
measure < e, which we suppose have no common points.
E<I + e
Thus
m E^=m
and
(I
e
sets of exterior
/
,
+ e')<mI + e.
E>I-e".
CE<C(I-e") = CI + e".
m e CE ^m {CI + e") < mCI + e.
me E + me CE < ml + mCI + 2e = (6 - a) + 2e
m E <m E + 2z.
m E ^i rrtiE.
me E ^ rriiE.
m E = miE.
Also
Thus
Therefore
Jt follows that
And
Thus
But
Hence
6. I.
We
a lt a 2
Rn E < Rn
Thus
(ii)
Then
Also
We
Sa r <,
n+1
we have
E l = I 1 + e '-e 1 ",
E 2 -I z + e 2 -e 2 ",
1
where I lt I 2 are
sets of a finite
Thus
where e"
number
E1 + E2 = Ix +
is
contained in
Also
fi
and
me <
e
<
e.
') - e",
2 + (e/ + e z
ex"
+ e 2 ".
me (e x + e 2
m e" ^ m
and
of intervals
{e x
^ m e + m\e <
+m
+ ") ^ m
e
'
ee x
ea
E x + E 2 is measurable.
// E x and E 2 are measurable,
e,
e2"
Thus
so is E x - E 2
II.
C{E -E 2 )= CE X + E 2
We know that
Thus C(E - E 2 is measurable, and E x - E also.
III. If E x and E 2 are measurable, so is E E 2
We know that C(E X E 2 )=CE X + CE 2 and the result
.
follows.
%e, etc.
5.
LEBESGUE'S THEORY OF
338
7.
e1
If
I.
*and
E2
are measurable
m(E 1 + E 2 )=mE x + mE 2
With
the.
same notation
[app. ii
points, then
we have
as in 6,
E2 = I2 + e 2
- e a ",
E + E <I + I 2 + e +e 2
Tims
m(E 1 + E 2 = m e (E x + E 2 <m{I x +
and
E + E > I x + I 2 -e",
Also
where
+ e.
2)
<
e"
"+e
",
C^ + ^aKC^ + ^-e"^^/^/^".
and
?C'(^ +
Therefore
and
Thus
But
^ 2 )-m(/ + /
|m( E 1 +
,
)|<.
m(I x +
x
since
as before
Thus
Similarly
Again
Ix
m(I x I 2
^m
+ ex
xe 2
"+e
",
\m(E x + E 2 - mE x - mE 2
)
If
For
let
E E
II.
x,
(I)
+ m(I x +
\
-mE
2)
ml
ml 2
.
\
|<3c.
m{ E + E + mE x E = mE + mE
E = E E 2 + e and E 2 = E E 2 + e 2
E X E 2 are measurable and without common
E + E2 = e + e + EX E2
mE x = mE E +me
2)
and
points,
x,
mE =mE E +me
2
2.
But by
e.
ex , e 2
+ me e 2 " <
ml 2 - mE 2
m(E + E 2 )=mE + mE 2
Then
|^-
\m(E x + E 2 )-mE x
It follows that
is
ex"
+ ml x - mE x
This theorem
^| m(E x + E 2 - m(I x + I 2
Thus
^m
+ e 2 ")
+ e 2 ".
(E 2 + e 2
//
E E 2 = 0.
since
(e x "
<E
I2
ex
<e
Therefore
Ix
It follows that
But
we have
E <I + e
mE < ml + e.
E x > I - e x ",
CE <C(I x -e ") = CI 1 + e 1 ",
mE x > ml x - |t.
mE - ml x < \e.
mE - ml 2 < |e.'
Also since
And
= ml x + ml 2 - ml x l 2
2)
2,
m(E x + E 2 =m(e x +e 2 + E X E 2 = me x + me 2 + mE x E 2
)
and
7,8]
m(E1 + E 2 + mE x E 2 =mE 1 + mE 2
Therefore
If E x and
III.
are measurable
and
E > E2
x
then
m(E x - E 2 = mE 1 - mE 2
(E x - E 2 + E 2 = E X
We have
and (E x - E 2 ), E 2 have no common
Thus from (I) the result follows.
339
point.
00
If
8. I.
ly
2,
. . .
are measurable
E = ^Er
we
have, for
00
is
measurable, and
mE = ^mE r
Since
any
E + E 2 + ...+ En
is
(a, b),
7),
m{f E r = f mE T <(b-a).
)
2 Er ^ (b - a).
Thus
there
e,
mEn+1 + mEn +
Now
for
En+r
there
2 +
.',
.
is
<
when
e,
n i=
v.
is
a n+r>2
...
such that
1,2,....
-~-,
*=i
2a
s=l
(mEn+r + ~
<f
r=l\
l
< + .
Now
Rn = ^E r
Sn = '2Er and
let
m E=m
Then
(Sn
+ Rn )'^m e Sn + m e Rn
E>Sn
But
Thus
m E ^ mSn
m E <m E + 2z.
mE = m,E.
Therefore
Again
when n ^
v.
ti^mE-mSn <2e,
Thus
and
II.
when n^v,
7/
the
measurable.
measurable
sets
Ex E
,
2,
...
have
common
points, then
E = %Er
1
is
LEBESGUE'S THEORY OF
340
For any integer
we have
n,
E x + E + + En
= E 1 + (E 2 -E 1 + (E 3 -E 1 -E 2 +
. . .
and the
different sets
^i = E x
and 2^r
is
...
+ (E n -E 1 -E 2
...
- E^),
E1 + E2 +
Thus
where
[app. ii
=6 1 + 6' 2 + ...
,
to
...
oo
to go,
r^2,
measurable.
Let E,
9. I.
E E2
lf
E -E x -E 2
Then
be all measurable.
...
...
is
measur-
able.
If in addition
and
E E2
lt
6, II.
. . .
If E lf
III.
...
7,
and
III
8, I.
E = E1 E2 E3
.
is also
...
measur-
able.
C{E 1 .E 2 )= CE 1 + CE 2
C(E 1 .E 2 .E 3 = GE X + CE 2 + CE 3f and so on.
C(E 1 .E 2 .E 3 ...) = CE 1 + CE 2 + CE 3 + ...
We know that
Thus
and the
IV. //
E E2
lt
...
...
then
...
is measurable,
and
(mE n
mE =lim
In this case
).
>x>
E = E 1 + (E 2 -E 1 + (E 3 -E 2 + ...,
)
mE = lim m(E r - Er ^)
and
n *-x>
by
8,
7,
III
=lim (mE n ).
n*-oo
V. If
E E2
lt
...
and
E E\ E 2 E 3
.
is
measurable and
mE = lim {mEn
n
We have as in
...
then
...
).
>x>
(III),
And
10.
necessary
and
sufficient
=lim (m# n ).
Riemann's
8-10]
Gk
34]
positive
e,
< ^tt
and k
r.
=k
Then the measure of this set is zero since it is a part of a set of measure zero
and it is a closed set.f
Thus the points of Gk can be enclosed as interior points in a finite set of notoverlapping intervals, the
and
The complement
sum
in (a,
finite
number
of closed not-
Each
where
r,
6)4
up into a
number
finite
<
k.
of partial intervals,
< k.
(Cf. 31. 1,
footnote, p. 71.)
$-s<k'(b-a) +
and f(x)
is
integrable in
which
2^
M _ m) x(M-m)<e,
(a, b),
oscillation^ k r
Since f(x)
is
a=x
such that
jS
-s<
a point of Gr
in (xs_ lt xs )
kr
If
If it
which the
#!
is
...
mode
of division of (a, b)
#n_i> xn = b$
e.
is
common
oscillation in at least
fFor
let
P{x
oscillation at
is
<
impossible.
is a closed set of measure zero and CG is thus an open set of measure (6 - a)
k
can therefore be broken up- into a countably infinite set of not-overlapping
\G k
CG k
closed intervals
\, A 2
positive integer
(6
Gk
The
points of
left,
when A v A 2
and
...
-a
2A r = (6-a).
so that
-! A ^ < 2(sbrr
LEBESGUE'S THEORY OF
342
[app.
ii
i= \k r multiplied
mode
of division,
S-s^lkr C>,
which is impossible.
and mGr = 0.
O=
Thus
But the points of discontinuity are given by the sum
E=G +G +
2
and
Therefore (by
9,
11.
. .
to
qo
...
IV),
Let
^G ^G
Measurable Functions.
E be a bounded measurable
set
j- oo
x.
The function
>
denote the set of points of E for which f(x) > A by E[f(x) > A], and
A.
similarly E[f(x) i= A] denotes the set of points of E for which f(x)
We shall now show that if f(x) is measurable in E as defined above, the sets
We
E[f(x)^A],
E[f(x)<Al
E[f(x)^A]
Then
its
> A] is measurable.
complement with respect to E is also measurable, that
is
E[f(x)^A]
is
measurable.
Again
is
if
En is the set of points of E for which f(x) >A~ n >we know that E n
measurable.
And
E[f(x)^.A^.E 1 .E 2
is
measurable
Therefore
...
( 9, III).
E[f(x)=A]
measurable.
is
E[A<f(x)<B],
E[A^f(x)<B],
E[A<f(x)^B]
ElA^f(x)^B]
and
are all measurable.
on Measurable Functions.
measurable, so are a +f(x), af{x) and \f(x)\, where a
12. Operations
I.
Iff(x)
is
We know that
E[f(x)
Thus E[f(x)+a>A]
>A
is
- a]
is
measurable.
measurable.
is
a constant.
10-12]
fact that
E[f(x)> A /a]
is
343
measurable, and that
Elf(x)>A-\ + Eif(x)<-A}
is
measurable.
II.
able.
E[fi( x ) >fi( x )^
the
is
sets
E[Ux)>r].E[f2 (x)<rl
where
r is
any
number.
rational
III. If x (x) and f%(x) are finite and measurable, their sum, difference and
product are measurable.
We know
if f(x) is
E[f(x)
Thus
('fjfx)
difference
measurable, so
to
and the
are measurable,
result
follows.
w>0
able.
>A]
nmo
this sum is measurable
is
the
sum
of
...
...
and
( 8).
V. Let fx (x),
z (x),
...
Then
<M*)
Also
...
lim
this is measurable
VI. Let
fx (x), fz(x),
Then
by
...
on.
= <M*) = 4>3(*)--.
nmo
and
and so
fn(x)
lim
nmo
<$>
n (x),
(IV).
be
an
infinite sequence
(finite or infinite).
this limit is
a measurable function.
lim
nmo
nmo
nmo
We note that every monotonic function is measurable in an interval; and, in
particular, that f(x)
constant and f(x) =x are so. Applying the above results
we see that every polynomial is measurable: and, as a continuous function,
by a theorem due to Weierstrass,* is the limit of a sequence of polynomials,
*Cf.
LEBESGUE'S THEORY OF
[app. ii
Then discontinuous
344
we
functions,
13.
The Lebesgue
Integral.
measurable set
for the
contained in
(a, 6).*
Let
and
(h,h),...{l n -i,B).
(A,h),
Denoting
by
and
by
A=l lt
E for which
of E for which n _
l
Let
er
and e n the
Then e lf
Form
...l n _ lt
set of points
e2
...
en
the sums
_ x ^f(x) < lr
=f(x) ^k l n
lr
= 1, 2
...
(n
1 ),
common
points.
where
s,
S = ^l r m(er
and
= ^l r_ x m(e r
),
er .
S^Am(E)
Then
..
S and
n = B.
s^Bm(E).
and
Thus the sums S and s for all possible modes of division of (A, B) have a
lower bound J and an upper bound /, respectively; and for the same mode of
division
We
shall
s.
now show
Let some or
smaller intervals,
I^kJ.
that
the intervals
all of
_ lf
(lr
lr )
in
Q,
... l n
_x
be divided into
and
A l> A 2>
^0
A A-1>
^1 '
B) thus obtained.
(Z
).
From 2 we have
A 1 m(e 11 + A 2 m(e 12
)
where
e 12 , ... e lk
...
+l 1 m(e lk ),
^f(x)
<
for
which
< h)-
e1
',
(1)
(2)
*In this section, so far as possible, the notation corresponds to that of 39-41,
and the argument proceeds on exactly the same lines.
pp. 91-4,
12, 13]
On superposing
345
to both (1)
Let
its
8^2
Then
But
and
cr^'s'.
2^cr.
S^s',
Thus
and the sum 8
mode
since /
Now
in
s,
there
must be
J I, and
of division giving
impossible as a
is
sum 8
less
let e
Take a
of division
^8-s=
Therefore
way
S, there
This
I and
sums
of the
must be a mode
s to
cannot be
mode
Since
of division giving a
is
sum
= J.
(Z x
- lQ )m{e x + (l 2 - Z 1 )m(e 2 +
)
the
sums
8, s tend to the
< em(E).
common
to infinity
value of
in such a
This number I
is called the
set
f{x)dx.
If f(x) = C in E, where
If E consists of all
C is a constant, we define]
f(x)dx as Cm(E).
we use
the
ordinary notation
[b
\
f(x)dx,
and
the integral is
now
Ja
a and b.
Sometimes it
limits
convenient to
is
make
In such
f(x)dx.
)a
Again,
if
is
b),
integrable (L)
and,
if it is
integrable
(R).
(R).
LEBESGUE'S THEORY OF
3*6
Jb f{x)dx for a
a
> 6,
\b
by the equation
of-
it
f{x)dx = -
f(x)dx.
'a
14. Properties
[app.
'b
Function.
[.
II.
Since
is
for
any sum S
Thus
A,
it is clear that, if
^ Cm (E).
f(x)dx
then
j
S ^ Cm{E).
S ^ Cm{E).
iorf(x),
A similar
a constant.
is
E andf(x) ^ C,
measurable in
we have
the definition.
C.
are the lower
of f(x) in E,
then
Am{E) ^
f(x)dx
Then
\
J
^ Bm{E).
let
E1 + E 2 = E
f(x)dx = \ f(x)dx+\
A B
'
E1
where
and
E2
are
in
E2
f(x)dx.
Ai
in E, a lt
pt
in
lt
and a 2
fi 2
and
/? 2 .
respectively.
Then
is
is
the larger of
/? x
Consider any
A=l
(1)
= B.
,l lf ...*_!, ln
division
^1
J
Therefore
f(x)dx +
sum
f(x)dx^\ f(x)dx + \
IV.
sets
The theorem
with no
of (III)
common
f(x)dx.
JEl
JEi
s,
JE
)E
Hence
f{x)dx.
f{x)dx^\ f(x)dx +
E%
J A'a
A",
Ja'
for
f(x)dx.
JE2
points,
sum of n measurable
two by two.
We now prove that it holds also for a countably infinite number of measurable sets.
*It
is
is
measurable in E,
it is
measurable in
Et
and
Ev
for
13, 14]
Letf(x) be measurable in
E and
/fr'
= f# r
where
E E
lt
347
are all measurable
...
2,
Then
)e
f{x)dx = $\
f(x)dx.
JEr
E = ?,Er + Rn
Then we know that f(x) is measurable in Rn and that m(Rn )^0 as n->oo ( 8).
Let
But
JE
Thus
f(x)dx-% f(x)dx\^Mm(Rn ), by
|[
when If
|
is
(II),
Therefore
f(x)dx=i \
f(x)dx.
)E
\)Er
E andf(x) ^ g(x),
f(x)dx^[
then
g(x)dx.
Je
jjs
E and A =l
Z
t ... n
_ 1} ln = B any mode
Let
e lf 6 2 ,
points of
...
E for which
^ g{x) <
^n
_x
which ln _ x :sS gr(#)
of points for
Then
lr
IB
since g(x) i^ J,^ in e r
Thus
lr ,
f(x)dx
is
the set
,._!
f(x)dx^\
g{x)dx,
Je
(i)
and e n
Je
1),
ji-
lt follows that
Je
the set of
i.e. e r is
{n
...
f{x)dx^hr-Mer)
Je r
2,
/()<& = if
1
13 for g(x)
when r = 1,
Then
(f(x)+g(x))dx = \ f(x)dx +
Je
let
A,
g(x)dx.
je
as in 13.
Let A
=Z
= B be a mode of division of {A
ioTf(x).
On
of. division
and
s'
4 + C, B + G for its
bounds and
+ C,
+ C,
are the
sums
for f(x)
of division,
we have
)x
(f{x)
n+C
... l
of the interval.
+ C)dx = [
J
C dx.
n
is
LEBESGUE'S THEORY OF
348
(ii)
A=l
be a
mode
h-i =/(*)
as in
l
n_ lt
... l
=B
<
when r = 1,
Then
2,
...
= if
(/(a) +(*))**
i^S
(Jr-i'+0(*))<*
(/()+ y(*))cfa
.'<,.
ii
)i
= Z^r-i m e
(
r)
g{x)dx
.!>
i'
=*+ 2
5 are
.-
+2
where $,
ii
(i)
[app.
g(x)dx,
mode
of division.
It follows that
f
JE
Again
f
(f(x)+g(x))dx^\
JJE
and from
this
we
(l r
+g(x))dx,
Je r
see that
'
(f(x)+g(x))dx^\ f{x)dx +
JE
g{x)dx.
JE
Thus we have
(f(x)+g(x))dx=\ f(x)dx +
It is clear that
we
g(x)dx.
)e
)e
JJE
also have
{f{ x )-g{x))dx
f(x)dx-\ g(x)dx.
JE
)E
Then
\^f{x)dx\^\^f{x)\dx.
This follows at once from (V), since
-1/(^)1^/(^)^1/(^)1.
VIII. Letf(x) be measurable in
points of
E other
Then
\
Since g(x)
is
and
g(x) be
Ex
E whose
f(x)dx=\ g{x)dx.
E
JE
also measurable in E,
f(x)dx-\ g(x)dx =
J
f(x)
- g (x))dx
(f(^)-g(x))dx
0,
by
(II), since
to
measure
m(E 1 )=0.
f(x) at all
is zero.
14, 15]
The theorem
15.
349
Letfx {x),f^x),
...
and
not negative.
fn (x) = 0,
X of E.
Then
Ex
positive
lim
n>-oo
fn (x)dx=0.
E for which
be the points of
1 (x),/2
(x)
...
are
r^y
all<2
E3
and so on.
Then i^,
common
J 2 ,
by
9, III,
and no two
them have
of
points.
Everv point
of
^Er is a point of E
"
and, since
of
->*>
is
< ^j^y
all
...
a point of 2-^rt'
i
Now we
is
it is
not
negative.
such that
Therefore there is a positive number
serving for every x in E, and every positive integer n.
E = ?,Er
But
m{E) = Y.m{E r ).
and
m(E r )<~-
J
But when n
^ N, fn{x) <
Thus
/J*)** ^
2^p) ?
E E2
,
...
EN
m( ^ r)
II, p. 149.
there
is
a positive integer
such that
Then
is
which
will
supposed taken.
this point
a;
is
a point of
Ev
in
LEBESGUE'S THEORY OF
350
And
r=A +lJEr
w
m(E T
fn (x)dx^K A+l
< Je,
But
\f
n (x)dx=i
E
r=l
).
for every n.
Er
fn {x)dx.
Therefore
Thus
>
lim
f
n.>x>
fn (x)dx=0.
fn (x)
let
xofE*
...
Then
be
lim
u-^oo'e
fn (x)dx = Je f(x)dx.
\fn (x)\<K>
Since
the
Also
Tapp. ii
same constant
and
\f(x)\^K
Fn (x) = \f(x)-fn(x)\.
Let
Then
(x),
F 2 (x),
...
are uniformly
in E,
and not
negative.
limi^n (a;)=0.
Also
n>qo
Therefore,
by
(I),
It follows that
Thus
lim ( \f(x)
h^-ooJe
-fn (x)\dx=0.
lim 1 (f(x)
n-+ao*E
-fn {x))dx=0.
lim
fn (x)dx =
f(x)dx.
The theorem just proved makes the question of the possibility of term by term
much simpler to answer when Lebesgue Integrals
(a, b),
00
If
u x (x), u 2 (x),
...
able.
If,
in addition,
we
is
establishes that
Cb
f(x)dx = \im
We know
integrable in E.
12,
(7>
n > oo a
'a
sn (x)dx,
is possible.
is
sum
16
is
T: S
Ten
Md
if
of
noint
P
Integral,
we have
to
be integrable.*
of the series
Iffix)
Riemann
of the
In the case
tlie
351
15.17]
its
set of points in
Memann's definition
acecrding to
(a, b)
* A*
same as
is the
it
any constant
an rntenor
is continnons there,
and/(x)
is one of these points
the ends x=a and x-b.
with the usual convention as to
measure.
is a point of a set of zero
it
point,
this
at
discontinuous
if /(.x) is
Thus
consists of
an open
and a
set
measurable
sets.
and its
in (a, 6)
Now
a=x x *
let
...
The sum
a,
with
the notation of
s = m {x
^ m r in {xr_
x
Also /()
-x
Riemann's Integral,
+ m 2 (x 2 - xj +
..
is
given by
+ ro(:rn - xn_ x ).
xr ).
it
(L) f'
Therefore
where
*n=& be a mode
*n-x,
/(*>**
~W
' (aV
interval.
the Lebesgue Integral for this
is
Hence
s^(L)\
Similarly
8^{L)\Ax)dx.
"it
it
Riemann
Integral
integrals
tend to their
common
value, the
eTy 'to
fc
8 and
f(x)dx.
rational value.
Then
its
f{x)dx = l.
Lebesgue Integral
'o
But
(R).
this function is not integrable
17
of the
Lebesgue Integral
is
now
modified, so that
it
bounded functions.
define an auxiliary function
Take first the case when f(x)^0 in E, and
.
/.(*) as follows:
=/(
^ ^ ^ ^^ ^ where/( ,
=ra, at
*Cf. footnote
on
p. 161.
of
all
-g
}
> n.
LEBESGUE'S THEORY OF
352
The number n
is
Also
fn (x)dx
Thus
fn {x)dx
When
and
exists,
and
Whenf(x)
f(x)dx
is defined
is defined
and
as
in E.
f(x)dx
.'
is
[app.
as
oo
by this limit.
f(x) \dx, when
is finite.
Again when f(x) does not keep the same sign in E, write
= \f(x)\ +/(*),
= |/(*)| -/(*),
at all points of # where f(x) ^ 0, and it vanishes at all other
2/i(*)
2/.(*)
so that/^aj) =/(*),
points of E.
= -f(x), at
other points of E.
Similarly f2 (x)
all
When
j
fx {x)dx
and\
all
f2 (x)dx
points of
E where f(x) ^ 0,
exist
and
it
vanishes at
f(x)dx = \
)
{x)dx-\
f2 (x)dx.
such that
is
JE
number, f(x)
is
said
to be
summable
measurable function
necessarily so,
When
f(x)
the integral
if it is
is
f(x)dx
18. Properties
is always summable in E,
unbounded.
summable
of
is
in E,
it is
called the
in E.
if it is
and
f(x)dx,
j
when
f(x)
is
not
bounded.
It is
I.
'
g(x)
^0
in
able
Letf(x) be summable in
and f(x)
f(x)dx i=
II.
E and
let
is
summable, then
g(x) is also
g(x)dx.
E = j?Er
where
E E
lf
2 , ...
are measur-
Then
\
.'E
It is only necessary to
f(x)dx = ?\
1
f(x)dx.
)e,.
in E.
'
17j 18j
Define fn (x) as in
and
17,
Then
let
number
Ev E
of sets
/(*)<**=(
be
2 , ...
finite,
say
k.
/(*)**
we have
f(x)dx=i\
Again,
the
353
of sets
Ex E2
infinite,
... is
f(x)dx.
that
we know from
14,
IV
.
(
\
fn(x)dx.
fn (x)dx^
fn (x)dx=?\
'-=l
JE
f
*V
Thus, letting
And
- oo
letting s -> oo
)E
-"r
we have
we have
/n (a#r^[
since
/(i)fe,
r\'
F. r
Fr
fn {x)dx^\
'
Thus
f(x)dx^l\
f(x)dx.
Therefore
f{x)dx =
/(*)**
III. Letf(x)
and
g(x) be
Then
I [^
f{x)dx.
r
summable in E.
(f(x)g(x))dx =
f(x)dx
g(x)dx.
functions.
It will be sufficient to take the sum of the two
before:
Let F(x)=f(x)+g(x) and define n (x),fn (x), gn (x) as
rc,
e.g.
(i)
But,
when
/(a;)
and
->
oo
we have
F(x)dx =
(
}
(ii)
And
easy to verify
FJx) and
it is
that
Letting
both not-negative in E,
g{x) are
f(x)dx
\
'
g{x)dx.
g(x) are
or negative in E.
(iii)
Now
let f{x)
^ 0,
and
g{x)
0,
F(x)
Then
(
f(x)dx =
r)
+ g(x)
in #.
+ \g(x)\=Ax),
^ yfryb + ^
fif()
4b =
^ F(x)dx - ^ g(x)dx.
both zero
354
LEBESGUE'S THEORY OF
|app.
But when f(x) and g(x) do not each keep the same sign in E, we can
break up E into a certain number of measurable sets without
common points
two by two, to which we can apply the results just found.
(iv)
F(x)
^ 0]
will
E[F(x)-^0].
E[f(x)>0].
E[g(x) >0],
E[F(x)^0].
E[f(x)>0].
E[g(x)<0l
E[F(x)^0\.
E[f(x)<0].
E[g(x)>0],
E[F(x)^0].
E[f(x)=0].
E[g(x)>0],
E[F(x)^0].
Elf(x)=0).
E[g(x)=0],
E[F(x)^0].
E[f(x)>0].
E[g(x)=0],
Th u
F(x)dx=$[. F(x)dx,
r=
A'
Kr
'
= S([^
=
IV.
It follows
from
of 17,
+\
g(x)dx)
g(x)dx.
we have
f{x)dx
f{x)dx
\f{x)\dx=\
Thus
< 0].
summable, \f(x)\
is also
summable, and
f (x)dx+\ f2 (x)dx.
1
of an unbounded function
is
an
absolutely con-
vergent integral.
when f(x) is summable in ( - it, it), and in doing so we require the following
approximation theorem
Iff{x) is summable in the interval {a, b) and e is an arbitrary positive number,
there is a continuous function cfi(x), such that
:
!/(*)\
*Cf., for
#*)|<.
(3rd ed
18, 19]
355
is
Let
(i)
f(x)
=0,
/?),
a<a< @<b
where
b).
fi
x = b respectively,
y = \, and x^, y=\ respectively.
Then
if </>(#)
=0 va.a<x<a-*.' and
/?
ma-t'^x<p +
satisfying
"
(ii)
Also
fj(x)
let
in
and f(x)
<f>
\f(x)
-#r) dx<e.
|
elsewhere in
r {x)
Ax A2
,
A,
(a, b).
b),
(i)
we have
Take
<f>{x)=2<j>r (x).
Then we have
b
\f{x)-^x)\dx^?
la
(iii)
la
in
(a,
b)
in
(a, h).
Then a
A l5 A 2
...
all
in (a,
m( E) =S
f W A r < m( #) + Je.
(
Also there
is
N such that
a positive integer
m(E)
2 m( A r < |
and
Let/A (x) = 1
in
Then by
we can
(ii)
A A2
lf
A A and
\*
Er
be the points of
Hobson,
zero elsewhere in
in
loc. ciL, 1
<f>(x)
lM*)~<K*)\<fr'
A r (r = l,
2, ...).
E = f,Er
Then
*Cf.
la
Let
b),
exists such
(a, 6).
such that
two
LEBESGUE'S THEORY OF
356
b
Also
\f(x)
-Mx)
dx = |[
f(x)
[app.
-fA{x) dx
|
=2 JA \Ax)-M*)\dx+2
iV+lJA
1
But
And
f(x)
^ 2 m(
dx
r ),
ii
),
when
since
= l,
2,
/A (x) =
|/(x)-/^)|^x.
r
...
in
iV.
2Ar
It follows that
f
Ja
|/()
= r^(A
Li
-A() *
I
ra(#)
since
- m( JB)1
r)
_l
jv f i
2 m( A r < e.
2 m( Jr = 2 m{E r )^TV+l
)
A'+l
Thus we have
\f(x)-<Mx)\dx<e.
l*
J
(iv)
Let
common
E E2
lt
En
...
be measurable sets in
(a, 6),
no two
of
them having
points.
n
Let fr {x) =
in
.Ey,
in (a,
b),
and /(x)
= 2 cr /r (#), where
i
c lf c 2 ,
We
...
cn
are constants.
"a
*>
"
^'
{x) as in
<$> r
(iii),
such that
<
** <
|e 1
|c. |...
|-
Take
</>(z)
= 2cr
(/>
r ( a0
Then
(v)
\
Ja
Now
\f(x)-<f>(x)\dx^I
let/(x) be
mode
\c r \\
Ja
of division
,
Also
in (a, b).
of 13, ^4,
A=l h-.
is
e r is
its partial
**-*,"}*=*
intervals being
rj.
A function
F(x)
is
defined for
a^x^b
(r = l,2,
er
...n).
Ja
\F(x)-cf>(x)\dx<y.
6),
and
19, 20]
Then
\f(x)-<j>(x)\dx^[
Ja
- F(x) dx +
\f(x)
F(x) -
Ja
Ja
^S
\f(x)-F(x)\dx +
357
<f>(x)
dx
\F(x)-<f>(x)\dx
<rj(b-a) + li
when
<,
t)-
2(6 -a)
Let
f(x)dx =
\
la
\
Ja
lf
Ux)dx-^\
Ja
n (x)
= n
and
similarly for
/a
f2(x)dx.
n (:r).
Choose N, so that
b
fx (x)dx - Ja
\
\
Ja
/,,
A (z)<fc
< i,
and
[*
Ja
<j> x
[*
/a(s)L - Ja
/,,
and
{x)dx
<f> 2
< \t.
x (x),
such that
Ja
and
Aa
(x)
<f> x
{x)
dx < %,
and
Ja
let
<f>(x)
<f> x
{x)
<f>
/a,
A (s)
<f>
t(x)
\dx<le,
2 (x).
But
f
Ja
|/(*)-#r) |d*^(
\fx (x)-fu
ja
+f
J
l/^)-/uWI^ + fa
(*
Therefore
\f(x)
<f>(x)
\dx
< 6.
Ja
20.
Iff( x )
summable in
Defining/(x) outside
7r, 7r)
- tt,
tt)
8m
<Aen lim I
/(a:)
ii
cos
n->ooJ-7r
Thus
and
Let
2f
2|j*
(a, /?)
/(z)sinru;<fc: =
/(a:) sin
~\
/(^ainnarcfal^j'
be an interval enclosing
- tt,
2ir)
dx=0.
=f(x),
nx dx
f\ x *'~) sm nx ^x
(/(a;)
'
!/(*+*)
7r).
we have
-/(*) \dx.
LEBESGUE'S THEORY OF
358
f
when
continuous in
(j>(x) is
|ft|
Take
such that
(f>{x),
\f(x)-<j>(x)\dx<&,
(a, (5),
\<j>{x
when
is
Since
[app.
the same
77,
>/
Then
there
?/
and
?r
+ J
>/
such that
in (a,
a:
<
an
is
+ h)-cfi (x)\<~
<
v so large that
given
/?).
/?
j'_
+r
i</^+|)-^)i^+r
< e, when
lim
Therefore
?i
x) -/(*)i*e
v.
/(a;) sin
n>-oo J
nx dx = 0,
ir
-77
applies equally to
J
IT
-7r,
as
is
summable
7r).
Corollary.
Iff(x)
summable in any
is
lim
nxdxQ.
fix)
cos
n_>oo] a
If (a, 6) lies in
proved, for
ir, tt),
we may put/(x) =0
extends beyond
If (a, b)
intervals ((m
1)tt,
(m+ 1)tt)
-tt,
in
tt),
we
which
it lies,
21. We now apply these theorems to the discussion of the Fourier's Series
corresponding to the arbitrary function f(x). We replace the conditions
attached tof{x) in 105 by the condition that f(x) shall be summable (cf. 17
above) in
As
-ir,
tt).
sum
up to the terms
in sin
The second
in the interval
integral vanishes,
- ir,
tt),
we have
it
follows that
I.
The behaviour of
20, 21]
in the neighbourhood
And
ofx
a point x
359
depends only on
<a<6<
where -re
(a, b),
off(x)
similarly
an
interval
depends
II.
the values
as
7r,
to
f(x) in
an
arbitrarily
small
exists.
+ 8), where
is
positive number.
Now let
x be a point in
for
tt, tv)
sn (x
where
M*
-/(*,)*-]
(a)
sin(2rc
#()
+ l)a d
7
sina
*>
).
Therefore
,sin(2n+l)a
a
If*" j/
n(ab)-/(ab)=
<()
ir J
<*
Jsin(2*i + l)a^a.
+-( ^Ta)/'-^
rv
'
ttJo
The second
Theorem, as
integral
<h(a)
7 v
And
the
summable
first
is
summable
in (0,
J7r).
that
(f>{a)}a is
for the convergence of the Fourier's Series correfunction f(x), summable in ( - it, tt), to f(x ) at a point x in
where %hm[f(x + h)+f(x -h)] exists and is equal to f(x ) is that
sufficient condition
sponding
(-7r,
a)
in (0, \tt).
vanishes
Vsma
'
a)
\sina
to the
7r),
h-*0
xQ
\ is
summable in some
interval (0,
?/).
is satisfied
satisfies Lipschitz's
such that
\f(x
when
\t\
We
+ t)-f(x )\<C\t\K
IV. Whenf(x)
is
summable in
neighbourhood of a point x
-ir,
it),
and
is
+ 2r)).
Then
* ,,
0(a)
sin(2w + l)a ,
-da
a
To the second
integral
<!>(<>)
9*** da + (*"
si
c/,(a)
"( 2 " +
>
da.
LEBESGUE'S THEORY OF
360
the
first
<f>(a)
is
of
app.
ii
(Cf. 16 above.)
(cf. 92),
result follows.
To show
22.
the
Fourier's Series
it
We
have only touched upon these properties in the case of the integrals
f(x)dx and
is
dealt with at
all.
found.
1'x
f(x)dx
is
.a
interval (a,
6),
(a, b).
(a,
b),
and
And, further,
a function which has at every point of (a, 6) a differbounded in that interval, then f'(x) is integrable (L)
in the interval (a, x) and its integral differs from/(x) by a constant only.
In the case of the Riemann Integral this last theorem is subject also to the
condition that f\x) shall be integrable (R).
if f(x) is
REFERENCES.
The
literature dealing
Integral
reeller
entitled
Veranderlichen " in
found
useful.
Article
II
integrals is extensive.
'
Neuere
the Enc.
d.
Untersuchungen
iiber
Funktionen
2, will be
II
C9
C9
a,
And the article II C 10 in the same volume " Neuere Untersuchungen iiber
trigonometrische Reihen " by Hilb and Riesz covers the work in. trigonometrical series up to about 1922.
up
21, 22]
361
subject, or contain
et les
Lecons sur
De la Vallee
Poussin, Cours
$ Analyse,
Integrates
Kamke, Das
I'integration
Lecons sur
et
les series
1908).
Schonflies
Erste Hdlfte
Punktmengen
tj.
Hahn, Entwicklung
der Mengenlehre
series of
refer to pages.
Du
Bois-Reymond,
295.
Arzela, 161.
Baker, 137.
Euler, 2-5.
Bernouilli, 2, 4.
9, 254, 264, 288, 293-295, 297,
301, 303, 307, 310.
Bocher,
Fatou, 17.
Fejer, 12, 14, 15, 18, 254, 280, 308
Bonnet, 110.
Boussinesq,
Francis, 187.
Bromwich,
8.
Frechet, 360.
Gibb, 328.
Brown, 298.
Brunei, 133, 181, 211.
Burkhardt,
4, 19.
Gmeiner
Byerly, 218.
Gmeiner).
Gronwall, 295.
Caratheodory, 361.
Carslaw, 161, 173, 283, 295, 298.
Cauchy,
(see Stolz u.
Hahn, 361.
Hardy, 15,
24,
54,
88,
90,
107,
145,
169, 259.
Chrystal, 166.
Harnack, 126.
Clairaut, 4-6.
Cooke, 295.
D'Alembert, 2-4.
Hobson,
Darboux, 6, 7, 92.
Dedekind, 23, 24, 27-32.
Delambre, 7.
De
Hurwitz,
1,
14, 288.
288/329,
361.
Jackson, 295.
JollifEe,
259.
Descartes, 30.
Kamke,
Kelvin, Lord,
226, 227.
Donkin, 139.
360, 361.
7.
364
Lagrange,
3, 4, 6,
218.
Runge, 325.
Laplace,
6.
Legendre,
6.
Schlesinger, 361.
Leibnitz, 30.
Schonflies, 361.
Schuster, 328.
Sommerfeld, 321.
Neumann,
Newton,
264, 322.
30.
Tannery, 32.
Turner, 326.
Parseval, 14, 17, 18, 284.
Watson
Picard, 254.
Weyl, 295.
Perron, 17.
Plancherel, 19,
Poincare,
Poisson,
7.
8, 9,
265, 288.
Pringsheim,
20, 29,
181, 315, 319, 361.
32,
38,
54,
88,
Wilton, 295.
Raabe, 184.
Riemann,
Wilbraham, 294.
Young, L. C, 361.
Young, W. H., 15,
Robinson
(see Whittaker
and Robinson).
361.
Zoretti, 360.
GENERAL INDEX
The numbers
refer to pages.
Abel's
Absolute Convergence, of
165; extensions
Series,
series,
50
of, 168.
bounded
Aggregate, general notion of, 33 ; bounded above (or on the right), 33
below (or on the left), 34 : bounded, 34 ; upper and lower bounds of, 34 ;
Weierstrass's Theorem on limiting points of, 36.
limiting points of, 35
;
of
Cesaro's
convergent
in a conditionally
series, 53.
of, 51.
of
Continuity, of functions, 66 ; of the sum .of a uniformly convergent series
continuous functions, 152 ; of the power series (Abel's Theorem)* 165 ; of
86
of ordinary integrals
integrable, 106
bounded and
is
integrability of, 97
of
two
single
variables,
non-differentiable, 90.
Continuum, arithmetical, 29
linear, 29.
Countably Infinite,definition
Axiom
of Continuity, 28.
365
GENERAL INDEX
366
Uniform Convergence,
151.
Divergence, of sequences, 41
Enumerable.
of series,
48
of, 73.
of functions, 57
of,
215.
Fourier's Integrals (Chapter X); simple treatment of, 312, more general conditions for, 315
cosine and sine integrals, 320 ; Sommerf eld's discussion
of, 321.
;
Fourier's Series, definition of, 215 ; Lagrange's treatment of, 218 ; proof of convergence of, under certain conditions, 230 ; for even functions (the cosire
series), 234
for odd functions (the sine series), 241 ; for intervals other than
Poisson's discussion of, 250 ; Fejer's Theorem, 254, 262, 280
( -7T, it), 248
order of the terms in, 269
uniform convergence of, 275 ; differentiation and
integration of, 282
more general theory of, 271, 358.
;
of, 126.
See Aggregate.
Infinite Discontinuity.
for, 123.
367
GENERAL INDEX
Infinity of
of, 74.
a Function, definition
Integrate Functions, 97
283
other, 55
overlapping
See Numbers.
Numbers.
function, 344
Lebesgue Definite Integral, of a bounded and measurable
summable
of a
function, 352.
of functions of
two
variables, 85
repeated, 142.
of a
bounded function,
64.
Lower
123
integrals),
(infinite integrals), 123.
105
(infinite
first
integrals),
theorem (ordinary
of, 97.
75.
Sections.
Open
domain,
an
Interval, 56
of, 74.
of a function of
two variables
85.
Oscillatory, Sequences, 41
series,
48
functions, 58
Remainder p R n ),
(
definition of, 48
[#(*)], definition
of, 138.
in a
GENERAL INDEX
368
Periodogram Analysis, 326.
Power Series,
Abel's
of, 126.
138.
Sections.
Series
Sets
set be measurable,
336
of, 74.
of,
169.
for,
for,
of Integrals, 192.
Upper
Weierstrass's
of a
Bounded Aggregate,
36.
PRINTED IN CiREAT BRITAIN BY ROBERT MACLEHOSK AND CO. LTD. THE UNIVERSITY PRESS, GLASGOW.
INFINITE
SEQUENCES AND
SERIES
by Konrad Knopp
modern mathematics, Dr.
topics that are of partwo
upon
Konrad Knopp here concentrates
One
ticular
interest
theory of
to
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20th
in
the field of
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its
He develops the
beginnings to a point
begins with
the
of
construction
the
system
of
real
and complex
and functions of real and complex variables. In his treathe covers arbitrary and null
ment of Sequences and Series Chapter 2
sequences; sequences and sets of of numbers; convergence, divergence;
Cauchy's limit theorem; main tests for sequences; and infinite series.
of numbers,
) ,
Chapter 3 deals with main tests for infinite series, and operating
with convergent series. Chapters 4 and 5 explain power series and
the development of the theory of convergence, respectively. Chapter
6 treats expansion of the elementary functions; and Chapter 7 concludes with numerical and closed evaluation of series.
Translated
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REINFELD ON THE END GAME IN CHESS, Fred Reinfeld. Analyzes 62 end games by Alekhine,
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THE FOUNDATIONS OF EUCLIDEAN GEOMETRY, H. G. Forder. First connected, rigorous acrecourse to empiricism,
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FOURIER THEORY
Provides complete, readily
FIVE VOLUME "THEORY OF FUNCTIONS" SET BY KONRAD KNOPP.
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plex numbers and Gaussian plane of numbers, Riemann
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Mathematical Journal. 140pp. 53/8 x 8.
functions,
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CATALOGUE OF
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Lovers b:umform mapping, overconvergence and gap theorems, Taylor series
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tions; trigonometrical series;
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SYMBOLIC LOGIC
ELEMENTS OF MATHEMATICAL LOGIC, Paul Rosenbloom. First publication in any language. For mathematically mature readers with no training in symbolic logic. Development
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CATALOGUE OF
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tion, xvi + 289pp. 53/s x 8.
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