(Undergraduate Texts in Mathematics) Murray H. Protter, Charles B. Jr. Morrey - Intermediate Calculus (1986, Springer)

Murray H.
Protter
Charles B. Morrey, Jr.
Intermediate Calculus
Second Edition
With 266 Illustrations
t Springer
Murray H. Protter Charles B. Morrey, Jr.
Department of Mathematics deceased
University of California
Berkeley, CA 94720
U.S.A.
Editorial Board
S. Axler F.W. Gehring KA Ribet
Mathematics Department Mathematics Department Mathematics Department
San Francisco State University East Hall University of California
San Francisco, CA 94132 University of Michigan at Berkeley
U.SA Ann Arbor, MI 48109 Berkeley, CA 94720
U.SA U.SA
Mathematics Subject Classification (1991): 26-01, 42-01
Library ofCongress Cataloging in Publicat ion Data

Protter, Murray H.
Intermediate ca1culus.
(Undergraduate texts in mathematics)
Rev. ed. of: Ca1culus with analytic geometry. 1971.
Inc1udes index.
1. Ca1culus. 2. Geometry, Analytic. 1. Morrey,
Charles Bradfield. II. Protter, Murray H.
Ca1culus with analytic geometry. III. Title. IV. Series.
QA303.P974 1985 515'.15 84-14118
This is the second edition of Ca/cu/us with Ana/ytic Geometry: A Second Course,
the first edition of which was pu blished by Addison-Wesley Publishing Corn pan y, lnc.,
© 1971.
©1985 Springer-Verlag Berlin Heidelberg

Originally published by Springer-Verlag Berlin Heidelberg New York in 1985
Softcover reprint ofthe hardcover2ndedition 1985
All rights reserved. No part ofthis book may be translated or reproduced in any form
without written permission from Springer-Verlag, 175 Fifth Avenue, New York, New
York 10010, U.S.A.
Typeset by Aseo Trade Typesetting, Ltd., Hong Kong.
9 8 7 6 54
ISBN 978-1-4612-7006-5 ISBN 978-1-4612-1086-3 (eBook)

DOI 10.1007/978-1-4612-1086-3
Undergraduate Texts in Mathematics
Editors
S. Axler
F. W. Gehring
K. A. Ribet
Springer-Verlag Berlin Heidelberg GmbH

Anglin: Mathematics: A Concise History Devlin: The Joy of Sets: Fundamentals

and Philosophy. of Contemporary Set Theory.
Readings in Mathematics. Second edition.
AnglinlLambek: The Heritage of Dixmier: General Topology.
Thales. Driver: Why Math?
Readings in Mathematics. EbbinghausIFlumrrhomas:
Apostol: Introduction to Analytic Mathematical Logic. Second edition.
Number Theory. Second edition. Edgar: Measure, Topology, and Fractal
Armstrong: Basic Topology. Geometry.
Armstrong: Groups and Symmetry. Elaydi: Introduction to Difference
Axler: Linear Algebra Done Right. Equations.
Second edition. Exner: An Accompaniment to Higher
Beardon: Limits: A New Approach to Mathematics.
Real Analysis. FineIRosenberger: The Fundamental
BaklNewman: Complex Analysis. Theory of Algebra.
Second edition. Fischer: Intermediate Real Analysis.
BanchoffIWermer: Linear Algebra FlaniganlKazdan: Calculus Two: Linear
Through Geometry. Second edition. and Nonlinear Functions. Second
Berberian: A First Course in Real edition.
Analysis. Fleming: Functions of Several Variables.
Bix: Conics and Cubics: A Concrete Second edition.
Introduction to Algebraic Curves. Foulds: Combinatorial Optimization for
Bremaud: An Introduction to Undergraduates.
Probabilistic Modeling. Foulds: Optimization Techniques: An
Bressoud: Factorization and Primality Introduction.
Testing. Franklin: Methods of Mathematical
Bressoud: Second Year Calculus. Economics.
Readings in Mathematics. Gordon: Discrete Probability.
Brickman: Mathematical Introduction HairerlWanner: Analysis by Its History.
to Linear Programming and Game Readings in Mathematics.
Theory. Halmos: Finite-Dimensional Vector
Browder: Mathematical Analysis: Spaces. Second edition.
An Introduction. Halmos: Naive Set Theory.
Buskeslvan Rooij: Topological Spaces: HammerlinIHoffmann: Numerical
From Distance to Neighborhood. Mathematics.
Cederberg: A Course in Modern Readings in Mathematics.
Geometries. Hijab: Introduction to Calculus and
Childs: A Concrete Introduction to Classical Analysis.
Higher Algebra. Second edition. HiltonIHoltoniPedersen: Mathematical
Chung: Elementary Probability Theory Reflections: In a Room with Many
with Stochastic Processes. Third Mirrors.
edition. IoosslJoseph: Elementary Stability
Cox/Little/O'Shea: Ideals, Varieties, and Bifurcation Theory. Second
and Algorithms. Second edition. edition.
Croom: Basic Concepts of Algebraic Isaac: The Pleasures of Probability.
Topology. Readings in Mathematics.
Curtis: Linear Algebra: An Introductory
Approach. Fourth edition. (continued after index)
Table I. Natural Trigonometric Functions
Angle Angle
De- Ra- Co- Tan- De- Ra- Co- Tan-
gree dian Sine sine gent gree dian Sine sine gent
0° 0.000 0.000 1.000 0.000
1° 0.017 0.017 1.000 0.017 46° 0.803 0.719 0.695 1.036
2° 0.035 0.035 0.999 0.035 47° 0.820 0.731 0.682 1.072
3° 0.052 0.052 0.999 0.052 48° 0.838 0.743 0.669 1.111
4° 0.070 0.070 0.998 0.070· 49° 0.855 0.755 0.656 1.150
5° 0.087 0.087 0.996 0.087 50° 0.873 0.766 0.643 1.192
6° 0.105 0.105 0.995 0.105 51° 0.890 0.777 0.629 1.235
7° 0.122 0.122 0.993 0.123 52° 0.908 0.788 0.616 1.280
8° 0.140 0.139 0.990 0.141 53° 0.925 0.799 0.602 1.327
9° 0.157 0.156 0.988 0.158 54° 0.942 0.800 0.588 1.376
10° 0.175 0.174 0.985 0.176 55° 0.960 0.819 0.574 1.428
11° 0.192 0.191 0.982 0.194 56° 0.977 0.829 0.559 1.483
12° 0.209 0.208 0.978 0.213 57° 0.995 0.839 0.545 1.540
13° 0.227 0.225 0.974 0.231 58° 1.012 0.848 0.530 1.600
14° 0.244 0.242 0.970 0.249 59° 1.030 0.857 0.515 1.664
15° 0.262 0.259 0.966 0.268 60° 1.047 0.866 0.500 1.732
16° 0.279 0.276 0.961 0.287 61° 1.065 0.875 0.485 1.804
17° 0.297 0.292 0.956 0.306 62° 1.082 0.883 0.469 1.881
18° 0.314 0.309 0.951 0.325 63° 1.100 0.891 0.454 1.963
19° 0.332 0.326 0.946 0.344 64° 1.117 0.899 0.438 2.050
20° 0.349 0.342 0.940 0.364 65° 1.134 0.906 0.423 2.145
21° 0.367 0.358 0.934 0.384 66° 1.152 0.914 0.407 2.246
22° 0.384 0.375 0.927 0.404 67" 1.169 0.921 0.391 2.356
23° 0.401 0.391 0.921 0.424 68° 1.187 0.927 0.375 2.475
24° 0.419 0.407 0.914 0.445 69° 1.204 0.934 0.358 2.605
25° 0.436 0.423 0.906 0.466 70° 1.222 0.940 0.342 2.748
26° 0.454 0.438 0.899 0.488 71 ° 1.239 0.946 0.326 2.904
27° 0.471 0.454 0.891 0.510 72° 1.257 0.951 0.309 3.078
28° 0.489 0.469 0.883 0.532 73° 1.274 0.956 0.292 3.271
29° 0.506 0.485 0.875 0.554 74° 1.292 0.961 0.276 3.487
30° 0.524 0.500 0.866 0.577 75° 1.309 0.966 0.259 3.732
31° 0.541 0.515 0.857 0.601 76° 1.326 0.970 0.212 4.011
32° 0.559 0.530 0.848 0.625 77° 1.344 0.974 0.225 4.332
33° 0.576 0.545 0.839 0.649 78° 1.361 0.978 0.208 4.705
34° 0.593 0.559 0.829 0.675 79° 1.379 0.982 0.191 5.145
35° 0.611 0.574 0.819 0.700 80° 1.396 0.985 0.174 5.671
36° 0.628 0.588 0.809 0.727 81° 1.414 0.988 0.456 6.314
37° 0.646 0.602 0.799 0.754 82° 1.431 0.990 0.139 7.115
38° 0.663 0.616 0.788 0.781 83° 1.449 0.993 0.122 8.144
39° 0.681 0.629 0.777 0.810 84° 1.466 0.995 0.105 9.514
40° 0.698 0.643 0.766 0.839 85° 1.484 0.996 0.087 11.43
41° 0.716 0.656 0.755 0.869 86° 1.501 0.998 0.070 14.30
42° 0.733 0.669 0.743 0.900 87" 1.518 0.999 0.052 19.08
43° 0.750 0.682 0.731 0.933 88° 1.536 0.999 0.035 28.64
44° 0.768 0.695 0.719 0.966 89° 1.553 1.000 0.017 57.29
45° 0.785 0707 0.707 1.000 90° 1.571 1.000 0.000
Table 2. Exponential Functions
x eX e X x eX e X
0.00 1.0000 1.0000 2.5 12.182 0.0821

0.05 1.0513 0.9512 2.6 13.464 0.0743
0.10 1.1052 0.9048 2.7 14.880 0.0672
0.15 1.1618 0.8607 2.8 16.445 0.0608
0.20 1.2214 0.8187 2.9 18.174 0.0550
0.25 1.2840 0.7788 3.0 20.086 0.0498
0.30 1.3499 0.7408 3.1 22.198 0.0450
0.35 1.4191 0.7047 3.2 24.533 0.0408
0.40 1.4918 0.6703 3.3 27.113 0.0369
0.45 1.5683 0.6376 3.4 29.964 0.0334
0.50 1.6487 0.6065 3.5 33.115 0.0302
0.55 1.7333 0.5769 3.6 36.598 0.0273
0.60 1.8221 0.5488 3.7 40.447 0.0247
0.65 1.9155 0.5220 3.8 44.701 0.0224
0.70 2.0138 0.4966 3.9 49.402 0.0202
0.75 2.1170 0.4724 4.0 54.598 0.0183
0.80 2.2255 0.4493 4.1 60.340 0.0166
0.85 2.3396 0.4274 4.2 66.686 0.0150
0.90 2.4596 0.4066 4.3 73.700 0.0136
0.95 2.5857 0.3867 4.4 81.451 0.0123
1.0 2.7183 0.3679 4.5 90.017 0.0111
1.1 3.0042 0.3329 4.6 99.484 0.0101
1.2 3.3201 0.3012 4.7 109.95 0.0091
1.3 3.6693 0.2725 4.8 121.51 0.0082
1.4 4.0552 0.2466 4.9 134.29 0.0074
1.5 4.4817 0.2231 5 148.41 0.0067
1.6 4.9530 0.2019 6 403.43 0.0025
1.7 5.4739 0.1827 7 1096.6 0.0009
1.8 6.0496 0.1653 8 2981.0 0.0003
1.9 6.6859 0.1496 9 8103.1 0.0001
2.0 7.3891 0.1353 10 22026 0.00005
2.1 8.1662 0.1225
2.2 9.0250 0.1108
2.3 9.9742 0.1003
2.4 11.023 0.0907
Preface
Analytic geometry and calculus at a college or university almost always

consists of a three-semester course. Typically, the first two semesters cover
plane analytic geometry and the calculus of functions of one variable. The
third semester usually deals with three-dimensional analytic geometry, partial
differentiation, multiple integration, and a selection of other topics which
depend on the book used. Some courses may even include a small amount of
linear algebra. Most texts for such a three-semester sequence run to an
unwieldy 1,000 pages or more.
We believe that an instructor can add a great deal of flexibility to the
calculus program by separating the text materials used in the third semester
from those used in the first year. Such a division makes for a greater choice in
the selection of topics taken up in the third semester. Moreover, at many
universities there is a fourth semester of analysis in the lower division program.
In such a case it is desirable to have one book which carries through the entire
year, as this text does.
In recent years the percentage of students who enter college after completing
a year of calculus in high school has been increasing; by now, the number is
substantial. These students, many of whom have taken the Advanced Place-
ment program, have mastered the calculus offunctions of one variable from a
variety of texts and are ready to begin the third semester of calculus with
analytic geometry with a text suited to their needs.
In the first five chapters in this book we present the material which is most
frequently taught in the third semester of calculus. We suppose that the
student has completed the usual two semesters of plane analytic geometry and
one-variable calculus from any standard text. Chapters 6 through 10 provide
additional material which can be used either to replace some ofthe traditional
third-semester course or to fill out a fourth semester of analysis. The latter
vi Preface
option would give students a thorough preparation for ajunior-level course in

real analysis.
One of the main features of our text is the flexibility which results from the
relative independence of the chapters. For example, if an instructor wishes to
teach Chapter 6 on Fourier series and if the students have already had the
standard topics on infinite series which we present in Sections I through 10 of
Chapter 3, then the instructor need only present the advanced material on
uniform convergence of series in Sections 11, 12, and 13 as preparation for
Fourier series. On the other hand, if the instructor chooses to skip Chapter 6,
there is no inconvenience in presenting the remainder of the book.
We also wish to emphasize the flexibility of our treatment of both vector
field theory and Green's and Stokes' theorems in Chapters 9 and 10. A
minimum of preparation from Chapters 2, 4, and 5 is needed for this purpose.
We first establish Green's theorem for simple domains, a result which is
adequate for most applications. Here the presentation is quite elementary.
Then we continue with a section on orientable surfaces, as we!! as proofs of
Green's and Stokes' theorems, which use a partition of unity. The serious
student will benefit greatly from these sections, since the methods we use are
straightforward, detailed, and sufficiently general so that, for example, it can be
shown that Cauchy's theorem for complex analytic functions in general
domains is a corollary of Green's theorem.
Chapter 7, on the implicit function theorem and the inverse function
theorem, provides an excellent preparation for those students who intend to
go on in mathematics. However, it may be skipped with little or no inconve-
nience by those instructors who prefer to concentrate on the last two chapters
of the text. Chapter 8, on differentiation under the integral sign and improper
integrals, treats a useful topic, especially for those planning to work in applied
mathematics or related fields oftechnology. It is worth noting that the material
in Chapter 8 is seldom presented in texts at the lower division level. As with
Chapter 7, the omission of this chapter will not affect the continuity of the
remainder of the book.
Many students are not familiar with the simple properties of matrices and
determinants. Also, they are usually not aware of Cramer's rule for solving m
linear equation in n unknowns when m and n are different integers. In an
appendix we provide an introduction to matrices and determinants sufficient
to establish Cramer's rule. The instructor may wish to use this material as
optional independent reading for those interested students who are unfamiliar
with linear algebra. We include illustrative examples and exercises in this
appendix so that a good student can easily learn the material without help.
Berkeley, California MURRAY H. PROTTER

October 1984
Contents
CHAPTER I
Analytic Geometry in Three Dimensions
I. The Number Space R 3 . Coordinates. The Distance Formula 1

2. Direction Cosines and Numbers 7
3. Equations of a Line 13
4. The Plane 17
5. Angles. Distance from a Point to a Plane 22
6. The Sphere. Cylinders 28
7. Other Coordinate Systems 32
CHAPTER 2
Vectors 36
I. Directed Line Segments and Vectors in the Plane 36
2. Operations with Vectors 39
3. Operations with Plane Vectors, Continued. The Scalar Product 45
4. Vectors in Three Dimensions 52
5. Linear Dependence and Independence 58
6. The Scalar (Inner or Dot) Product 62
7. The Vector or Cross Product 66
8. Products of Three Vectors 73
9. Vector Functions and Their Derivatives 77
10. Vector Velocity and Acceleration in the Plane 82
II. Vector Functions in Space. Space Curves. Tangents and Arc Length 85
CHAPTER 3
Infinite Series 91
1. Indeterminate Forms 91
2. Convergent and Divergent Series 98
viii Contents
3. Series of Positive Terms 104

4. Series of Positive and Negative Terms 113
5. Power Series 120
6. Taylor's Series 126
7. Taylor's Theorem with Remainder 131
8. Differentiation and Integration of Series 138
9. Validity of Taylor Expansions and Computations with Series 146
10. Algebraic Operations with Series 151
II. Uniform Convergence. Sequences of Functions 154
12. Uniform Convergence of Series 164
13. Integration and Differentiation of Power Series 169
14. Double Sequences and Series 174
15. Complex Functions. Complex Series 187
CHAPTER 4
Partial Derivatives. Applications 197
1. Limits and Continuity. Partial Derivatives 197
2. Implicit Differentiation 203
3. The Chain Rule 206
4. Applications of the Chain Rule 213
5. Directional Derivatives. Gradient 217
6. Geometric Interpretation of Partial Derivatives. Tangent Planes 224
7. The Total Differential. Approximation 231
8. Applications of the Total Differential 237
9. Second and Higher Derivatives 243
11. Maxima and Minima 256
12. Maxima and Minima by the Method of Lagrange Multipliers 266
13. Exact Differentials 274
14. Definition'of a Line Integral 282
15. Calculation of Line Integrals 285
16. Path-Independent Line Integrals 291
CHAPTER 5
Multiple Integration 295
1. Definition of the Double Integral 295

2. Properties of the Double Integral 301
3. Evaluation of Double Integrals. Iterated Integrals 303
4. Area, Density, and Mass 315
5. Evaluation of Double Integrals by Polar Coordinates 318
6. Moment of Inertia and Center of Mass 325
7. Surface Area 333
8. The Triple Integral 340
9. Mass of a Region in R 2 Triple Integrals in Cylindrical and
Spherical Coordinates 347
10. Moment of Inertia. Center of Mass 353
Contents IX
CHAPTER 6
Fourier Series 358
1. Fourier Series 358

2. Half-Range Expansions 368
3. Expansions on Other Intervals 371
4. Convergence Theorem. Differentiation and Integration of Fourier
Series 375
5. The Complex Form of Fourier Series 385
CHAPTER 7
Implicit Function Theorems. Jacobians 390
l. Implicit Function Theorems 390

2. Implicit Function Theorems for Systems 403
3. Transformations and Jacobians 412
CHAPTER 8
Differentiation under the Integral Sign. Improper Integrals.
The Gamma Function 421
l. Differentiation under the Integral Sign 421
2. Tests for Convergence of Improper Integrals. The Gamma Function 428
3. Improper Multiple Integrals 436
4. Functions Defined by Improper Integrals 445
CHAPTER 9
Vector Field Theory 454
1. Vector Functions 454
2. Vector and Scalar Fields. Directional Derivative and Gradient 460
3. The Divergence of a Vector Field 466
4. The Curl of a Vector Field 474
5. Line Integrals; Vector Formulation 480
CHAPTER 10
Green's and Stokes' Theorems 496
1. Green's Theorem 496
-2. Proof of Green's Theorem 504
3. Change of Variables in a Multiple Integral 510
4. Surface Elements. Surfaces. Parametric Representation 518
5. Area of a Surface. Surface Integrals 523
6. Orientable Surfaces 533
7. Stokes' Theorem 537
8. The Divergence Theorem 547
x Contents
APPENDIX!
Matrices and Determinants APP-!
1. Matrices APP-!
2. Matrices, Continued. Double Sums and Double Sequences APP-7
3. Determinants APP-!4
4. Properties of Determinants APP-IS
5. Cramer's Rule APP-25
6. The Rank of a Matrix. Elementary Transformations APP-2S
7. General Linear Systems APP-36
APPENDIX 2
Proofs of Theorems 6, 10, 16, and 17 of Chapter 2 APP-42
APPENDIX 3
Introduction to the Use of a Table of Integrals APP-47
A Short Table of Integrals APP-53
Answers to Odd-Numbered Problems ANS-!
Index INDEX-!
CHAPTER 1
Analytic Geometry in Three Dimensions
1. The Number Space R 3 . Coordinates.

The Distance Formula
Analytic geometry in three dimensions makes essential use of coordinate
systems. To introduce a coordinate system, we consider triples (0, b, c) of
real numbers, and we call the set of all such triples of real numbers the
three-dimensional number space. We denote this space by R 3 • Each individual
triple is a point in R 3 • The three elements in each number triple are called
its coordinates. We now show how three-dimensional number space may be
represented on a geometric or Euclidean three-dimensional space.
In three-dimensional space, consider three mutually perpendicular lines
which intersect in a point O. We designate these lines the coordinate axes
and, starting from 0, set up identical number scales on each of them. If the
positive directions of the x, y, and z axes are labeled x, y, and z, as shown in
Fig. I-I, we say the axes form a right-handed system. Figure 1-2 illustrates
the axes in a left-handed system. We shall use a right-handed coordinate
system throughout.
/
/
:0
)-'/----~x
Fig. I-I Fig. 1-2

2 1. Analytic Geometry in Three Dimensions
S(O, 0, Zo)
y
I
I y=3
}---~-----
" 0 2
Q(xo. 0, 0)
---:+-+--+-_x
x o 1 2
Fig. 1-3 Fig. 1-4
Any two intersecting lines in space determine a plane. A plane containing

two of the coordinate axes is called a coordinate plane. Clearly, there are
three such planes.
To each point P in three-dimensional space we can assign a point in R 3
in the following way. Through P construct three planes, each parallel to one
of the coordinate planes as shown in Fig. 1-3. We label the intersections of
the planes through P with the coordinate axes Q, R, and S, as shown. Then,
if Q is X o units from the origin 0, R is Yo units from 0, and Sis Zo units
from 0, we assign to P the number triple (xo,Yo, zo) and say that the point
P has Rectangular coordinates (xo,yo,zo). To each point in space there
corresponds exactly one ordered number triple and, conversely, to each
ordered number triple there is associated exactly one point in three-
dimensional space. We have just described a rectangular coordinate system.
In Section 7 we shall discuss other coordinate systems.
In studying analytic geometry in the plane, an equation such as
y=3
repesents all points lying on a line parallel to the x axis and three units
above it (Fig. 1-4).
We shall use set notation to describe sets of points. A set of points is
determined by its properties. If P is a generic element of a set described by
properties, say A and B, we write this fact in set notation:
{P: P has properties A and B}.
The symbol before the colon is a generic element in the domain under
discussion, while the properties are described after the colon. For sets in
the plane a typical point is denoted (x, y), and we write the line y = 3 in the
form
{(x,y):y=3}.
The equation y = 3 is the property that the generic point (x, y) must possess,
i.e., the set consists of all points in the plane with coordinates (x, 3).
I. The Number Space R 3 • Coordinates. The Distance Formula 3
Fig. 1-5
The equation
y=3
in the context of three-dimensional geometry represents something entirely
different. The graph of the points satisfying this equation is a plane parallel
to the xz plane (the xz plane is the coordinate plane determined by the x
axis and the z axis) and three units from it (Fig. 1-5). In set notation, we
represent this plane by writing
{(x,y,z):y=3}.
We see that set notation, by use of the symbols (x, y) or (x, y, z), indicates
clearly when we are dealing with two- or three-dimensional geometry. The
equation y = 3 by itself is ambiguous unless we know in advance the dimen-
sion of the geometry.
In three dimensions the plane represented by y = 3 is perpendicular to
the y axis and passes through the point (0, 3,0). Since there is exactly one
plane which is perpendicular to a given line and which passes through a
given point, we see that the graph of the equation y = 3 consists of one and
only one such plane. Conversely, from the very definition of a rectangular
coordinate system every point with y coordinate 3 must lie in this plane.
Equations such as x = a or y = b or z = c always represent planes parallel
to the coordinate planes.
We recall from Euclidean geometry that any two nonparallel planes inter-
sect in a straight line. Therefore, the graph of all points which simultaneously
satisfy the equations
x=a and y=b
is a line parallel to (or coincident with) the z axis. Conversely, any such line
is the graph of a pair of equations of the above form. Since the plane x = a
is parallel to the z axis, and the plane y = b is parallel to the z axis, the line
of intersection must be parallel to the z axis also. (Corresponding statements
hold with the axes interchanged.)
A plane separates three-dimensional space into two parts, each of which
4 I. Analytic Geometry in Three Dimensions
,,I
,
: I
o ~R(Xl'YI'O~Y
~.~~~ 2'
"-----~;.:-....,S(X2,Y2, 0)
Fig. 1-6
is called a half-space. The inequality

x>S
represents all points with x coordinate greater than S. In set notation, we
write
{(x,y,z): x > S}.
The set of such points comprises a half-space. Two intersecting planes
divide three-space into 4 regions which we call infinite wedges. Three inter-
secting planes divide space into 8 regions (or possibly fewer), four planes
into IS regions (or possibly fewer), and so on. The inequality
ly[s4=-4sys4
represents all points between (and on) the planes y = - 4 and y = 4. Regions
in space defined by inequalities are more difficult to visualize than those
in the plane. However, polyhedral domains-that is, those bounded by a
number of planes-are frequently simple enough to be sketched. A poly-
hedron with six faces in which opposite faces are congruent parallelograms
is called a parallelepiped. Cubes and rectangular bins are particular cases of
parallelepipeds.
Theorem 1. The distance d between the points in three dimensional space

PI(X1,YI,zd and P2 (X 2 'Y2,Z2) is
d = ~(X2 - xY + (Y2 - YI)2 + (Z2 - ZI)2.
PROOF. We make the construction shown in Fig. 1-6. By the Pythagorean

theorem we have
d2 = Ip l QI 2 + IQP2 !2.
Where the symbol IPt QI denotes the length of the line segment with end
points PI and Q, and similarly for [QP2 1.
I. The Number Space R 3 • Coordinates. The Distance Formula 5
Noting that IPI QI = IRS I, we use the formula for distance in the xy plane
to get
IPI QI = IRSI = (x 2 -
2 2
X I )2 + (Y2 _ YI)2.
Furthermore, since P2 and Q are on a line parallel to the z axis, we see that
2
!QP21 = ITI T2 2 = (Z2
1 - ZI)2.
Therefore
d 2 = (x 2 - X I )2 + (Y2 - Yl)2 + (Z2 - ZI)2.
The midpoint P of the line segment connecting the point Pt(XI'YI,ZI)

and P2(x 2' Y2, Z2) has coordinates P(x,y,z) given by the formulas
-
Y=-2-'
YI + Y2
If PI and P2 lie in the xy plane-that is, if ZI = 0 and Z2 = O-then so does

the midpoint P, and we recognize the formula as the one we learned in plane
analytic geometry. The above formula for x is proved as in the case of plane
geometry, by passing planes through PI' P, and P2 perpendicular to the x
axis. The formulas for y and z are established by analogy.
EXAMPLE I. Find the coordinates of the point Q which divides the line
segment from PI (1,4, - 2) to P2 ( - 3, 6, 7) in the proportion 3 to 1.
SOLUTION. The midpoint P of the segment PI P2 has coordinates P( - 1,5, t).

When we find the midpoint of PP2 we get Q( -2, Il, I:).
EXAMPLE 2. One endpoint of a segment PI P2 has coordinates PI ( - 1,2,5).

The midpoint P is known to lie in the xz plane, while the other endpoint is
known to lie on the intersection of the planes x = 5 and z = 8. Find the
coordinates of P and P2 .
SOLUTION. For P(x,y,z) we note that y = 0, since P is in the xz plane.

Similarly, for P2(X 2,Y2,Z2) we have X2 = 5 and Z2 = 8. From the midpoint
formula we get
-1+5 _ 5+8
x= ----::-- z=2-'
2
Therefore the points have coordinates P(2, 0, ?), P2(5, - 2, 8).
PROBLEMS
In Problems 1 through 5, find the lengths of the sides of triangle ABC and state whether
the triangle is a right triangle, an isosceles triangle, or both.
I. A(2, 1,3), B(3, -1, -2), qQ, 2, -I)
2. A (4,3, I), B(2, 1,2), C(O, 2, 4)
3. A(3,-I,-I),B(l,2,1),C(6,-1,2)
4. A(l,2. -3), B(4,3, -I), C(3, 1,2)
5. A(O,O, 0), B(4, 1,2), C( -5, -5, -I)
In Problems 6 and 7, find the midpoint of the segment joining the given points A, B.
6. A(4,-2,6),B(-2,8,1) 7. A( -2,3,5), B( -6,0,4)
In Problems 8 and 9. in each case find the coordinates of the three points which divide
the given segment AB into four equal parts.
8. A(3,4,-I),B(7,-2,5) 9. A(l, -6,0), B(6, 12,7)
In Problems 10 through 13, find the lengths of the medians of the given triangles
ABC.
10. A(2, 1,3), B(3, -1, -2), C(O, 2, -I)

II. A(4,3, I), B(2, 1,2), C(O, 2,4)
12. A(3,-I,-I),B(l,2,1),C(6,-1,2)
13. A(l,2,-3),B(4,3,-I),C(3,1,2)
14. One endpoint of a line segment is at P(4,6, - 3) and the midpont is at Q(2, 1,6).
Find the other endpoint.
15. One endpoint of a line segment is at PI ( - 2, 1,6) and the midpoint Q lies in the
plane y = 3. The other endpoint, Pz, lies on the intersection of the planes x = 4
and z = -6. Find the coordinates of Pz and Q.
In Problems 16 through 19, determine whether or not the three given points lie on a
line.
16. A(I, -1,2), B( -I, -4,3), C(3, 2, I)
17. A(2,3, I), B(4, 6, 5), C( -2, -2, -7)

18. A(l, -1,2), B(3, 3,4), C( -2, -6, -I)
19. A(-4,5,-6),B(-1,2,-I),C(3,-3,6)
20. Describe the set of points in space given by {(x, y, z) : x = 2, y = -4}.

21. Describe the set of points in space given by {(x,y, z): - 2 :5 Y :5 5}.
22. Describe the set of points in space given by {(x,y, z) : x ~ O,y ~ 0, z ~ Ol.
23. Describe the set of points in space given by {(x,y, z) : X z + yZ + Z2 < I}.
24. Derive the formula for determining the midpoint of a line segment.
25. The formula for the coordinates of a point Q(xo,yo,zo) which divides the line
segment from PI (x, 'Y1' 2 , ) to P2 (X 2,Y2, Z2) in the ratio p to q is
... y
Fig. 1-7 x
PX2 + qx, , Yo = PY2 + qYI PZ2 + qz,

Xo = 20 =---.
p+q p+q p+q
Derive this formula.
26. Find the equation of the graph of all points equidistant from the points (2, - 1,3)
and (3, I, -I). Can you describe the graph?
27. Find the equation of the graph of all points equidistant from the points (5, 1,0)
and (2, - 1,4). Can you describe the graph?
28. Find the equation of the graph of all points such that the sum of the distances from
(1,0,0) and ( - 1,0,0) is always equal to 4. Describe the graph.
29. The points A(O,O,O), B(l,O,O), c(!'·L 1/J'2.), D(O, 1,0) are th(: vertices of a four-
sided figure. Show that IABI = ISCJ = ICDI = IDAI = I. Prove that the figure is
not a rhombus.
30. Prove that the diagonals joining opposite vertices of a rectangular parallelepiped
(there are four of them which are interior to the parallelepiped) bisect each other.
2. Direction Cosines and Numbers
In three-dimensional space we consider a line passing through the origin 0

and place an arrow on it so that one of the two possible directions on the
line is distinguished (Fig. 1-7). We call such a line a directed line. If no
arrow is placed, then L is called an undirected line. We use the symbolL to
indicate a directed line while the letter L without the arrow over it indicates
an undirected line. We denote by ()(, fl, and y the angles made by the directed
line L and the positive directions of the x, Y, and z axes, respectively. We
define these angles to be the direction angles of the directed line l. The
undirected line L will have two possible sets of direction angles according to
the ordering chosen. The two sets are
()(, fl, y and 180 0 - ()(, 1800 - fl, 180 0 - y.
The term "line" without further specification shall mean undirected line.
• • Y
/(0, Yo, 0)
x Fig. 1-8
Definition. If rt., [3, 'Yare direction angles of a directed line I, then cos rt.,
cos [3, cos'}' are called the direction cosines of I.
Since cos(l80° - e) = -cose, we see that if A., /1, v are direction cosines
of a directed line I, then A., /1, v and - I" - /1, - v are the two sets of direction
cosines of the undirected line L.
We shall show that the direction cosines of any line L satisfy the relation
cos 2 rt. + cos 2 [3 + cos 2 '}' = I.
Let P(xo,Yo,zo) be a point on a line L which goes through the origin. Then
the distance d of P from the origin is
d = ~x~ + Y5 + z~,
and (see Fig. 1-8) we have
cosrt. =
Xo
d' cos [3 = Yo
d'
cosy =;.
Squaring and adding, we get the desired result.
To define the direction cosines of any line L in space, we simply consider
the line L' parallel to L which passes through the origin, and assert that
by definition L has the same direction cosines as L'. Thus all parallel lines
in space have the same direction cosines.
Definition. Two sets of number triples, a, b, c and a', b', c', neither all zero,
are said to be proportional if there is a number k such that
a' = ka, b' = kb, c' = kc.
REMARK. The number k may be positive or negative but not zero, since by
hypothesis neither of the number triples is 0, 0, O. If none of the numbers
a, b, and c is zero, we may write the proportionality relations as
a' _ k b' c'
a - , b=k, -=k
c
Fig. 1-9
or, more simply,

a' b' c'
abc
Definition. Suppose that a line L has direction cosines )" j.l, v. Then a set of
numbers a, b, c is called a set of direction numbers for L if a, b, c and A, j.l,
v are proportional.
A line L has unlimited sets of direction numbers.
A=X2- X I II = Y2 - YI Z2 - Zl
v=---
d ' t"' d' d
is a set of direction cosines of L where d is the distance from PI to P2 •
PROOF. In Fig. 1-9 we note that the angles oc, [3, and}' are equal to the direction
angles, since the lines PI A, PI B, PI C are parallel to the coordinate axes.
We read off from the figure that
cosoc = X2 - XI cos [3 = Y2 - YI 7 - z
COS)J=:~,
d d '
which is the desired result.
Corollary 1.IfPJ(x!'Yl,zJ and P2(X 2,Y2,Z2) are two points on a line L, then
Y2 - YI,
constitute a set of direction numbers for L.
Multiplying A, j.l, v of Theorem 2 by the constant d, we obtain the result

of the Corollary.
EXAMPLE I. Find direction numbers and direction cosines for the line L
passing through the points PI (1,5,2) and P2 (3, 7, -4).
:'OLUTION. From the Corollary, 2, 2, -6 form a set of direction numbers.

We compute
and so
I I 3
JII' JIT' -JIT
form a set of direction cosines. Since L is undirected, it has two such sets,
· I I 3
t he ot her bemg - /11' - r;-;-' 177'
vii vii vii
EXAMPLE 2. Do the three points P j (3, - 1,4), P 2 (1,6,8), and P3 (9, - 22, - 8)
lie on the same straight line?
SOLUTION. A set of direction numbers for the line L I through PI and P2

is -2, 7, 4. A set of direction numbers for the line L 2 through P2 and P3
is 8, -28, -16. Since the second set is proportional to the first (with k =
-4), we conclude that L] and L 2 have the same direction cosines. Therefore
the two lines are parallel. However, they have the point P2 in common and
so must coincide.
From Theorem 2 and the statements in Example 2, we easily obtain the

next result.
Corollary 2. A line L I is parallel to a line L 2 if and only if a set of direction

numbers of L) is proportional to a set of direction numbers of L 2 ·
The angle between two intersecting lines in space is defined in the same
way as the angle between two lines in the plane. It may happen that two
lines L I and L 2 in space are neither parallel nor intersecting. Such lines are
said to be skew to each other. Nevertheless, the angle between L) and L 2
can still be defined. Denote by L'I and L; the lines passing through the
origin and parallel to L I and L 2 , respectively. The angle between L I and
L 2 is dermed to be the angle between the intersecting lines L'I and L;.
Theorem 3. If L I and L 2 have direction cosines AI, fl., v) and ,1.2' fl2, V2,
respectively, and if 0 is the angle between L[ and L 2 , then
cosO = AI}'2 + fllfl2 + V]V 2 ·
PROOF. From the way we defined the angle between two lines we may con-
sider L[ and L 2 as lines passing through the origin. Let Pj(x]'YI,zl) be a
point on L I and P2 (X 2 ,Y2, Z2) a point on L 2 , neither 0 (see Fig. 1-10). Denote
by d l the distance of PI from 0, by d 2 the distance of P2 from 0; let d =
2. Direction Cosines and Numbers II
- - / - - -..
_y
Fig.I-IO x
!PIPZ !. We apply the Law of Cosines to triangle OPIPZ , getting

dZ + dZ _ dZ
d Z = d~ + di - 2dldzcosO or cosO = I z
2d l d z
and cos 0
_ xi + yi + zi + xi + yi + z~ - (x z - xl)Z - (yz - YI)2 - (zz - zy
- 2d l d z
After simplification we obtain
cosO = XIX Z + YIYZ + ZIZZ = XI. Xz + YI. Yz +:J.. Zz

didz d l dz d l dz d l dz
= AIA z + I1ll1z + Vi vz·

Corollary. Two lines L I and L z with direction numbers ai' b l , CI and a z ,
b z , c z , respectively, are perpendicular if and only if
aia Z + blb z + cIC Z = o.
EXAMPLE 3. Find the cosine of the angle between the line L I , passing through
the points P I (l,4,2) and Pz (3, -1,3), and the line L z , passing through
the points QI (3, 1,2) and Qz(2, 1,3).
SOLUTION. A set of direction numbers for L I is 2, - 5, I. A set for L z is -I,

0, I. Therefore direction cosines for the two lines are
2 -5 I. -I
J30' J30' J30' J'l'
We obtain
I I I
cosO= ---+0+--= ---.
JT5 2JT5 2JT5
We observe that two lines always have two possible supplementary angles
of intersection. If cos 0 is negative, we have obtained the obtuse angle and,
if it is positive, the acute angle of intersection.
PROBLEMS
In Problems I through 4, find a set of direction numbers and a set of direction cosines
for the line passing through the given points.
I. A(2, 1,4), B(3, 5, - 2) 2. A(4,2, - 3), B(l, 0,5)
3. A(-2, I, -4), B(O, -5, -7) 4. A(6, 7, -2), B(8, -5, I)
In each of Problems 5 through 8, a point P, and a set of direction numbers are given.
Find the coordinates of another point on the line L determined by PI and the given
direction numbers.
5. P, (I,4, -2), direction numbers 2, 1,4
6. P j (3,5, -I), direction numbers 2, 0, 4
7. PI (0, 4, - 3), direction numbers 0,0, 5

8. PI (l, 2, 0), direction numbers 4, 0, 0
In each of Problems 9 through 12, determine whether or not the three given points lie
on a line.
9. A(3, 1,0), B(2,2,2), C(0,4,6)
10. A(2, -I, I), B(4, I, -3), C(7,4, -9)
II. A (4,2, -I), B(2, 1, I), C(O, 0, 2)

12. A(5,8,6),B(-2,-3,1),C(4,2,8)
In each of Problems 13 through 15, determine whether or not the line through the
points P" P2 is parallel to the line through the points Q I ' Q 2'
13. P, (4, 8,0), P2(l,2,3); Q,(0,5,0), Q2(-3, -1,3)
14. PI (2,1,1),P2(3,2,-I); QI(0,1,4),Q2(2,3,0)
15. PI (3, 1,4), P2( -3,2,5); Q,(4,6, I), Q2(0,5,8)
In each of Problems 16 through 18, determine whether or not the line through the
points P, , P2 is perpendicular to the line through the points Q I ' Q 2'
16. PI (2, 1,3), P2(4,0,5); QI(3, 1,2), Q2(2, 1,6)
17. PI (2, -1,0), P2(3, 1,2); QI(2, 1,4), Q 2(4,0,4)
18. P,(0,-4,2),P2(5,-1,0); Q,(3,0,2),Q2(2,1,1)
In each of Problems 19 through 21, find cos e where e is the angle between the line L I
passing through P" P2 and L 2 passing through Q " Q2'
19. P I (2,1,4),P2 (-1,4,I); QI(0,5,1),Q2(3,-I,-2)
20. P,(4,0,5),P2(-I,-3,-2); Q,(2,1,4),Q2(2,-5,1)
21. P,(0,0,5), P2(4, -2,0); QI(0,0,6), Q2(3, -2, I)

I
h
P,(..",,;;,
Po(xo, Yo, '0)

.-'
Fig. I-II xL'
22. A regular tetrahedron is a 4-sided figure each side of which is an equilateral triangle.
Find 4 points in space which are the vertices of a regular tetrahedron with each
edge of length 2 units.
23. A regular pyramid is a 5-sided figure with a square base and sides consisting of 4
congruent isosceles triangles. If the base has a side of length 4 and if the height of
the pyramid is 6 units, find the area of each of the triangular faces.
24. The points P,(I,2,3), P2 (2, 1,2), P3 (3,O, I), P4 (5,2, 7) are the vertices of a plane
quadrilateral. Find the coordinates of the midpoints of the sides. What kind of
quadrilateral do these four midpoints form?
25. Prove that the four interior diagonals of a parallelepiped bisect each other.
26. Given the set S = {(x, y, z) : x 2 + y2 + Z2 = I}. Find the points of S n L where L
is the line passing through the origin and having direction numbers 2, I, 3.
27. Let A, B, C, D be the vertices of any quadrilateral in three-dimensional space.
Prove that the lines joining the midpoints of the sides form a parallelogram.
3. Equations of a Line
A line in three-dimensional space is determined by two points. If Po(x o, Yo, zo)
and PI (x I ' Y \ , Z \) are given points, we seek an analytic method of repre-
senting the line L determined by these points. The result is obtained by
solving a geometric problem. A point P(x,y, z), different from Po, is on
L if and only if the direction numbers determined by P and Po are propor-
tional to those determined by p\ and Po (Fig. I-II). Calling the propor-
tionality constant t, the proportionality conditions are
x - Xo = leX \ - Xo), y - Yo = l(y\ - Yo),
Thus we obtain the two-point form of the parametric equations of a line:
X=Xo+(X\-Xo)l,
y = Yo + (y\ - yo)l, (I)
Z=Zo+(Z\-Zo)l.
which is I of the way from Po to PI is the point P(x, y, z) whose coordinates

are given by equations (I).
EXAMPLE I. Find the parametric equations of the line through the points
A (3,2, - I) and B(4, 4, 6). Locate three additional points on the line.
SOLUTION. Substituting in (I) we obtain

x = 3+ I, y = 2 + 21, z = -I + 71.
To get an additional point on the line we let 1=2 and obtain PI (5, 6,13);
I = -I yields P 2 (2, 0, - 8) and t = 3 gives P3 (6, 8,20).
Theorem 4. The paramelric equalions of a line L Ihrough Ihe point Po(x o ,

yo,zo) wilh direclion numbers a, b, c are given by
x = X o + at, y = Yo + bl, z = Zo + cl. (2)
PROOF. The point PI (xo + a, Yo + b, Zo + c) must be on L, since the direction

numbers formed by Po and PJ are just a, b, c. Using the two-point form (I)
for the equations of a line through Po and PI' we get (2) precisely.
If cos IX, cos {3, cos yare the direction cosines of a line L passing through
the point (x o ,Yo, zo), the equations of the line are
X=XO+ICOSIX, Y=Yo+lcosf3, z = Zo + ICOSY.
EXAMPLE 2. Find the parametric equations of the line L through the point
A (3, - 2, 5) with direction numbers 4, 0, - 2. What is the relation of L to
the coordinate planes?
SOLUTION. Substituting in (2), we obtain

x = 3 + 41, y= -2, z = 5 - 2/.
Since all points on the line must satisfy all three of the above equations, L
must lie in the plane y = - 2. This plane is parallel to the xz plane. Therefore
L is parallel to the xz plane. Setting x = 0 in the first equation, we get
I = - 3/4. From the third equation, z = 5 - 2( - 3/4) = 13/2. Hence the line
L intersects the yz plane in the point (0, -2, 13/2). Similarly, setting z = 0,
we find that t = 5/2, and L intersects the xy plane in the point (13, - 2, 0).
If none of the direction numbers is zero, the parameter I may be eliminated

from the system of equations (2). We may write
x - X o Y - Yo z - Zo
--a- = --b- = - c - (3)
for the equations of a line. For any value of I in (2) the ratios in (3) are equal.
Conversely, if the ratios in (3) are all equal we may set the common value
equal to t and (2) is satisfied.
If one of the direction numbers is zero, the form (3) may slill be used if the
zero in the denominator is interpreted properly. The equations
Z - Zo
o
are understood to stand for the equations
x - Xo Y - Yo
-a-=-b- and Z = Zoo
The system
x - Xo Y - Yo Z - Zo
-O-=-b-=-O
stands for
x = Xo and Z = Zoo
We recognize these last two equations as those of planes parallel to co-

ordinate planes. In other words, a line is represented as the intersection of two
planes. This fact will be discussed further in the next section.
The two-point form for the equations of a line may be written sym-
metrically. The equations
x - Xo = Y - Yo = Z - Zo
X1-X o YI-YO ZI-ZO
are called the symmetric form for the equations of a line.
EXAMPLE 3. Find the point of intersection of the line

L={(x,y,z):x=3-t, y=2+3t, z=-1+2t}
with the plane S = {(x,y,z): Z = 5}.
SOLUTION. Denoting by P(xo,Yo, zo) the point of intersection of Land S,

we see that Zo must have the value 5. From the equation Z ,= -I + 2t, we
conclude that at the point of intersection, 5 = - I + 2/ or t = 3. Then
Xo = 3 - 3 = 0 and Yo = 2 + 3(3) = II. Hence* P = L (') S has coordinates
(0, 11,5).
EXAMPLE 4. Find the equations of the line through the point P(2, -1,3)
and parallel to the line through the points Q( 1,4, - 6) and R( - 2, - 1,5).
• The symbol" denotes inlersection; thus L" S is the intersection of the line L and the plane S.
SOLUTION. The line through Q and R has direction numbers: - 2 - I = - 3,

- I - 4 = - 5, 5 - ( - 6) = II. Therefore the parallel line through P is
given by the equations
x = 2 - 3t, y = -I - 5t, z = 3 + Ill.
PROBLEMS
In each of Problems I through 4, find the equations of the line going through the given
points.
1. A(1,3,2), B(2, - 1,4) 2. A(I,0,5),B(-2,0,1)
3. A(4,-2,0),B(3,2,-I) 4. A(5,5, -2), B(6,4, -4)
In each of Problems 5 through 9, find the equations of the line passing through the
given point with the given direction numbers.
5. PI(I,O,-i), direction numbers 2, 1,-3
6. PJ - 2, 1,3), direction numbers 3, - 1, - 2
7. P,(4,0,0), direction numbers 2, -1,-3
8. PI (I, 2, 0), direction numbers 0, 1,3
9. PI (3, -I, - 2), direction numbers 2, 0, °
In each of Problems 10 through 14, decide whether or not L, and L 2 are perpendicular.
x-2 y+1 z-I L .x-2
---- y+1
---z-I
-
10. L I : --
-3 - 2 - 3
2 -3 4 2·
x y+1 z+1 x-3 y+1 z+4

11. L,: - L 2 : --
I 2 3 0 -3 2
x+2 y-2 z+ 3 L . x +2 y-2 z+ 3
12. L,: - - 2· I
-I 2 3 2 -1
L .x+5_y-l_z+8 L2.x-4_y+7_z+4
. -- - -- - --
13. '·-4---3---5-' 3 2 1
°
y-2 z+ 8 L .x-3_y+2_z-1
14. L .x+1 2· I - 0 - 0
I· I 0
15. Find the equations of the medians of the triangle with vertices at A(4, 0,2), B(3, 1,4),
e(2, 5, 0).
16. Find the equations of any line through P, (2, 1,4) and perpendicular to any line
having direction numbers 4, 1,3.
17. Find the equations of any line through PI (2, -1,5) and perpendicular to any line
having direction numbers 2, - 3, I.
18. Find the points of intersection of the line
4. The Plane 17
L={(x,y,z):x=3+21, y=7+81, z=-2+1}

with each of the coordinate planes.
19. Find the points of intersection of the line
L = {(X,y, z): x +
-2
I = y+ =z-
3
I 7
I}
with each of the coordinate planes.
20. Show that the following lines are coincident:

x-5 y+7 z-8
L2:--=--=-~'
2 -3 4
21. Find the equations of the line through (3, 1,5) which is parallel to the line
L = {(x,y,z): x = 4 - I, Y = 2 + 31, Z = -4 + I.}

22. Find the equations of the line through (3, I, -2) which is perpendicular to and
intersects the line
L ). x +I .=
= {( x,y,z. I y +I 2 z +II}'
=
[Hinl: Let (xo, Yo, zo) be the point of intersection and determine its coordinates.]
23. A triangle has vertices at A (2, 1,6), D( - 3, 2, 4) and C(5, 8,7). Perpendiculars are
drawn from these vertices to the xz plane. Locate the points A', D', and C which
are the intersections of the perpendiculars through A, D, C and the xz plane. Find
the equations of the sides of the triangle A'D' C.
Let PI (x " y I ,Z I) and P2 (x 2' Y2, z 2) be two points and suppose P(5;, y, z) is on the
line segment joining PI to P2 · If P is h of the way from PI to P2 , tht~n the coordinates
(X, y, z) are given by
The above equations are called the point of division formula.
24. Find the point 1/5 of the way from

PI (2, -1,3) to P2 (6, 2, - 5).
25. What is the relation of the points PI' P, and P2 when h > I? when h is negative?
26. Show that the medians of any triangle in three-dimensional space intersect at a
point which divides each median in the proportion 2 : I.
4. The Plane
Any three points not on a straight line determine a plane. While this charac-
terization of a plane is quite simple, it is not convenient for beginning the
study of planes. Instead we use the fact that there is exactly one plane which
passes through a given point and is perpendicular 10 a given line.
Fig. 1-12
Let Po(xo,Yo,zo) be a given point, and suppose that a given line L goes
through the point PI (Xl ,YI, z 1) and has direction numbers A, B, C.
Theorem 5. The equation of the plane passing through Po and perpendicular to

Lis
A (x - x o) + B(y - Yo) + C(Z - zo) = o.
PROOF. We establish the result by solving a geometric problem. Let P(x,y, z)

be a point on the plane (Fig. 1-12). From Euclidean geometry we recall that
if a line L I through Po and P is perpendicular to L, then P must be in the
desired plane. A set of direction numbers for the line L I is
z - zoo
Since L has direction numbers A, B, C, we conclude that the two lines L
and L I are perpendicular if and only if their direction numbers satisfy the
relation
A (x - xo) + B(y - Yo) + C(Z - zo) = 0,
which is the equation we seek.
REMARK. Note that only the direction of L-and not the coordinates of
PI-enters the above equation. We obtain the same plane and the same
equation if any line parallel to L is used in its stead.
EXAMPLE I. Find the equation of the plane through the point Po(5, 2, - 3)
which is perpendicular to the line through the points PI (5,4,3) and
P2 ( -6,1,7).
SOLUTION. The line through the points PI and P2 has direction numbers
- II, - 3, 4. The equation of the plane is
- II (x - 5) - 3(y - 2) + 4(z + 3) = 0
-= llx + 3y - 4z - 73 = O.
All lines perpendicular to the same plane are parallel and therefore have
proportional direction numbers.
4. The Plane 19
Definition. A set of attitude numbers of a plane is any set of direction numbers

of a line perpendicular to the plane.
In Example I above, 11,3, -4 form a set of attitude numbers of the plane.
EXAMPLE 2. What are sets of attitude numbers for planes parallel to the
coordinate planes?
SOLUTION. A plane parallel to the yz plane has an equation of the form

x - c = 0, where c is a constant. A set of attitude numbers for this plane is
1,0, O. A plane parallel to the xz plane has attitude numbers 0, 1,0, and any
plane parallel to the xy plane has attitude numbers 0, 0, I.
Since lines perpendicular to the same or parallel planes are themselves

parallel, we get at once the next theorem.
Theorem 6. Two planes are parallel if and only if their attitude numbers are
proportional.
Theorem 7. If A, B, and C are not all zero, the graph ofan equation ofthe form
Ax + By + Cz + D = 0 (I)
is a plane.
PROOF. Suppose that C =I 0, for example. Then the point Po(O,O, - DIC)
is on the graph as its coordinates satisfy the above equation. Therefore we
may write
A(x - 0) + B(y - 0) + c(z + ~) = 0,
and the graph is the plane passing through Po perpendicular to any line with
direction numbers A, B, C.
An equation of the plane through three points not on a line can be found by
assuming that the plane has an equation of the form (I), substituting in turn
the coordinates of the three points, and solving simultaneously the three
resulting equations. The fact that there are four constants, A, B, C, D, and
only three equations is illusory, since we may divide through by one of them
(say D) and obtain three equations in the unknowns AID, BID, C/D. This
is equivalent to setting D (or one of the other constants) equal to some
convenient value. An example illustrates the procedure.
EXAMPLE 3. Find an equation of the plane passing through the points (2, 1,3),
(1,3,2), (-I. 2, 4).
SOLUTION. Since the three points lie in the plane, each of them satisfies
equation (I). We have
(2, 1,3): 2A + B + 3C + D = 0,
(1,3,2): A + 3B + 2C + D = 0,
(-1,2,4): -A + 2B + 4C + D = O.
Solving for A, B, C in terms of D, we obtain
A = -lsD, B= -24SD, C= -2sSD.
Setting D = - 25, we get the equation
3x + 4y + 5z - 25 = O.
PROBLEMS
In each of Problems I through 4, find the equation of the plane which passes through
the given point Po and has the given attitude numbers.
1. Po(1, 4, 2); 3, I, -4 2. Po(2, I, -5); 3, 0, 2
3. Po(4,-2,-5);0,3,-2 4. Po( -I, -2, -3); 4, 0, 0
In each of Problems 5 through 8, find the equation of the plane which passes through
the three points.
5. (I, -2, I), (2,0,3), (0, I, -I) 6. (2,2, I), (-1,2,3), (3, -5, -2)
7. (3, -1,2), (1,2, -I), (2,3, I) 8. (- 1,3, I), (2, 1,2), (4,2, -I)
In each of Problems 9 through 12, find the equation of the plane passing through PI
and perpendicular to the line L I .
9. PI (2, -1,3); L[ : x = -I + 2/, y = I + 3t, Z = -4t
10. P I (I,2, -3); L, : x = t, Y = - 2 - 2t, Z = I + 3t

II. P[(2, -I, -2); L[ : x = 2 + 3t, y = 0, Z = -1 - 2t
12. p[ ( - I, 2, - 3); L, : x = - I + 5t, Y = I + 2t, Z = -I + 3t
In each of Problems 13 through 16, find the equations of the line through PI and
perpendicular to the given plane MI'
13. PI (-2,3, I); M I : 2x + 3y + Z - 3 = 0
14. PI(I, -2, -3); MI : 3x - y - 2z+4=0
15. P I ( -1,0, -2); M[: x + 2z + 3 = 0
16. P[(2, -I, -3); M I :x=4
In each of Problems 17 through 20, find an equation of the plane through PI and
parallel to the plane 11>.
4. The Plane 21
17. p.(I, -2, -I); <1>: 3x + 2y - z + 4 = 0

18. PI ( - I, 3, 2); <1>: 2x + y - 3z + 5 = 0
19. PI (2, -1,3); <1>:x-2y-3z+6=0
20. PI (3, 0,2); <1>: x + 2y + I = 0
In each of Problems 21 through 23, find the equations of the line through PI parallel
to the given line L.
x-I y+2 z-2
21. PI (2, - 1,3); L.--=--=--
3 -2 4
22. PI(O,O, I);
x - 2 y+2 z-3
23. P,(I, -2,0); L.--=--=--
2 -I 4
In each of Problems 24 through 28, find the equation of the plane containing L 1 and
L2•
24. L . x + I_ y - 2_ z - I. x+1 y-2 z-l
L2 ·--=--=--
I' 2 - 3 - I ' I -I 2
x-I z-2 x-I y+2 z-2
25. L':-3- L2 : I
2 I o
L
2
: x +2=[ = z+ I
2 3 I
L :x - 2= y
2 2
+3 I = ~(L IlL)
-I 1 ,
28 . L I ' x -2 2 y+1 z L :x + I = L = z + 2(L IlL,)

-1 2 2 _I 3 1_
In Problems 29 and 30, find the equation of the plane through PI and the given line L.
29. P1 (3,-1,2); L={(X,y,Z):X;2=y;l= ~2}

30. PI(I, -2,3); L = {(x,y,z): x = -I + I,y= 2 + 21, z = 2 - 21}
31. Show that the plane 2x - 3y +z- 2 = 0 is parallel 10 the line

x-2 y+2 z+1
I I I
32. Show that the plane 5x - 3y - z - 6 = 0 contains the line
x= I + 21, y = -I + 31, z= 2+1.

33. A plane has attitude numbers A, B, C, and a line has direction numbers a, b, c.
What condition must be satisfied in order that the plane and line be parallel?
/
/
/
<1>\ ,," ""

"
Fig. 1-13
34. Show that the three planes 7x - 2y - 2z - 5 = 0, 3x + 2y - 3z - 10 = 0, 7x +

2y - 5z - 16 = 0 all contain a common line. Find the coordinates of two points
on this line.
*35. Find a condition that three planes A,x+B,y+C\z+D, =0, Azx+Bzy+
Czz + Dz = 0, A 3 x + B 3 y + C3 z + D3 = 0 either have a line in common or have
no point in common.
5. Angles. Distance from a Point to a Plane

The angle between two lines was defined in Section 2. We recall that if line L t
has direction cosines AI> p\, Vt and line L z has direction cosines AZ ' pz, V z ,
then
cosO = AtA Z + f.l.lf.l.Z + VIV Z ,
where e is the angle between L 1 and L z .
Definition. Let <1>\ and <l>z be two planes, and let L I and L z be two lines which
are perpendicular to <1>\ and <l>z, respectively. Then the angle between <1>1
and <l>z is, by definition, the angle between L I and L z . (See Fig. 1-13.)
Furthermore, we make the convention that we always select the acute angle
between these lines as the angle between <1>1 and <l>z.
Theorem 8. The angle 0 between the planes Alx + Bly + Clz + D\ = 0 and
Azx + Bzy + Czz + D z = 0 is given by
IAIA z + 8 1 B z + C1C Z \
cos 0 = ---r=~=~=~--7'~=='c~==~
JA; + B~ + ClzJA~ + Bi + Ci
PROOF. From the definition of attitude numbers for a plane, we know that
they are direction numbers of any line perpendicular to the plane. Convert-
ing to direction cosines, we get the above formula.
Corollary. Two planes with attitude numbers AI, B I , C I and A 2 , B 2 , C2 are

perpendicular ifand only if
A I A2 + B I B2 + C I C2 = o.
EXAMPLE I. Find case where e is the angle between the planes 3x - 2y +
z = 4 and x + 4y - 3z - 2 = O.
SOLUTION. Substituting in the formula of Theorem 8, we have
cos e = 3
1 - 8 - 31 4
J9+4+ IJI + 16+9 J9T'
Two nonparallel planes intersect in a line. Every point on the line satisfies
the equations of both planes and, conversely, every point which satisfies the
equations of both planes must be on the line. Therefore we may characterize
any line in space by finding two planes which contain il. Since every line has an
unlimited number of planes which pass through it and since any two of them
are sufficient to determine the line uniquely, we see that there is an unlimited
number of ways of writing the equations of a line. The next example shows
how to transform one representation into another.
EXAMPLE 2. The two planes

2x + 3y - 4z - 6 =0 and 3x - y + 2z + 4 = 0
intersect in a line. (That is, the points which satisfy both equations constitute
the line.) Find a set of parametric equations of the line of intersection.
SOLUTION. We solve the above equations for x and y in terms of z, getting
x = - -fr z - 6
1 1' y=:~z+f~ and x+ tl
--2-
l' _ 26
"
--16-
11 Z
-
-IT IT I
We can therefore write
x =- 6
11 - /1 I, y=f~+:?t, Z = t,
which are the desired parametric equations.
Three planes may be parallel, may pass through a common line, may have
no common points, or may have a unique point of intersection. If they have
a unique point of intersection, the intersection point may be found by solving
simultaneously the three equations of the planes. If they have no common
point, an attempt to solve simultaneously will fail. A further examination
will show whether or not two or more of the planes are parallel.
EXAMPLE 3. Determine whether or not the planes <1>1 : 3x - y + z - 2 = 0;

<1>2 : x + 2y - z + I = 0; <1>3 : 2x + 2y + z - 4 = 0 intersect. If so, find the
point of intersection.
SOLUTION. Eliminating z between <1>1 and <1>2' we have

4x +y - 1=0. (I)
Eliminating z between <1>2 and <1>3' we find
3x + 4y - 3 = O. (2)
We solve equations (I) and (2) simultaneously to get
x = /3' y = {3'
Substituting in the equation for <1>1' we obtain z = g. Therefore the single
point of intersection of the three planes is (/3' {3' iD·
EXAMPLE 4. Find the point of intersection of the plane

3x - y + 2z - 3=0
and the line
x+1 z- I
3 -2
SOLUTION. We write the equations of the line in parametric form:

x = -I + 3t, y = -I + 2t, z = 1 - 2t.
The point of intersection is given by a value of t; call it to' This point must
satisfy the equation of the plane. We have
3( -I + 3t o) - (-I + 2t o) + 2(1 - 2t o) - 3 = 0 = to = 1.
The desired point is (2, I, -I).
We now derive an important formula which tells us how to find the

perpendicular distance from a point in space to a plane.
Theorem 9. The distance dfrom the pOint PI (XI ,YI, Zl) to the plane
Ax + By + Cz + D = 0
is given by
PROOF. We write the equations of the line L through PI which is perpendicular

to the plane. They are

L: x=xl+At, Y=YI+Bt, Z=ZI+Ct.
Denote by (x o ,Yo, zo) the point of intersection of L and the plane. Then
d2 = (Xl - x o)2 + (YI - Yo)2 + (z I - ZO)2. (3)
Also (xo, Yo, zo) is on both the line and the plane. Therefore, we have for
some value to
(4)
and
Ax o + Byo + Cz o + D
= 0 = A(x l + At o) + B(YI + Bt o) + C(ZI + Ct o) + D.
Thus, from (3) and (4), we write
d = .JA 2 + B 2 + C2llol,
and now, inserting the relation
-(Ax l + BYI + CZ I + D)
lo = A2+ B2 + C 2
in the preceding expression for d, we obtain the desired formula.
EXAMPLE 5. Find the distance from the point (2, -1,5) to the plane
3x + 2y - 2z - 7 = O.
SOLUTION.
d=
/6 - 2 - 10 - 71 =13-
.J9 +4+4 JU'
PROBLEMS
In each of Problems I through 4, find cos () where () is the angle between the given
planes.
I. 2x - y + 2z - 3 = 0, 3x + 2y - 6z - II = 0
2. x + 2y - 3z + 6 = 0, x + Y + z - 4 = 0
3. 2x - y + 3z - 5 = 0, 3x - 2y + 2z - 7 = 0
4. x + 4z - 2 = 0, y + 2z - 6 = 0
26 l. Analytic Geometry in Three Dimensions
In each of Problems 5 through 8, find the equations in parametric form of the line of
intersection of the given planes.
5. 3x + 2y - z +5= 0, 2x + Y + 2z - 3=0
6. x + 2y + 2z - 4 = 0, 2x +y - 3z +5= 0
7. x + 2y - z + 4 = 0, 2x + 4y + 3z - 7 = 0
8. 2x + 3y - 4z + 7 = 0, 3x - 2y + 3z - 6 = 0
In each of Problems 9 through 12, find the point of intersection of the given line and
the given plane.
x-I y+l z-I
9. 3x - y + 2z - 5 = 0,
2 3 -2
x+3 y-l z+4
10. 2x+3y-4z+ 15=0,
2 -2 3
x+1 y z+2
11. x + 2z + 3 = 0, -1-=0=-2-
12. 2x + 3y + z - 3 = 0,
In each of Problems 13 through 16, find the distance from the given point to the given
plane.
13. (2,1,-1), x-2y+2z+5=0
14. (3,-1,2), 3x+2y-6z-9=0
15. (-1,3,2), 2x-3y+4z-5=0
16. (0,4, -3), 3y + 2z - 7=0
17. Find the equation of the plane through the line
x+1 y-l z-2
-3-=-2-=-4-
which is perpendicular to the plane
2x +y - 3z +4= O.
x-2 y-2 z-I
2 3 -2
which is parallel to the line
x+l y - l z+1
-3-=-2-=-1-

x+2=L=z+1
3 -2 2
which is parallel to the line
x-I y+1 z-I
2 3 4
20. Find the equations of any line through the point (1,4,2) which is parallel to the
plane
2x +Y + z - 4 = O.
21. Find the equation of the plane through (3,2, -I) and (I, -1,2) which is parallel
to the line
x-I y+1 z
3 2 -2
In each of Problems 22 through 26, find all the points of intersection of the three given
planes. If the three planes pass through a line, find the equations of the line in parametric
form.
22. 2x + y - 2z - I = 0, 3x + 2y + z - 10 = 0, x + 2y - 3z + 2 = 0
23. x + 2y + 3z - 4 = 0, 2x - 3y + z - 2 = 0, 3x + 2y - 2z - 5 = 0
24. 3x - y + 2z - 4 = 0, x + 2y - z - 3 = 0, 3x - 8y + 7z + I = 0
25. 2x + y - 2z - 3 = 0, x - y + z + I = 0, x + 5y - 7z - 3 == 0
26. x + 2y + 3z - 5 = 0, 2x - y - 2z - 2 = 0, x - 8y - 13z + I I = 0
In each of Problems 27 through 29, find the equations in parametric form of the line
through the given point PI which intersects and is perpendicular to the given line L.
x-I y+1 z
27. P,(3, -1,2); L. -2- = ----=1 = 3
28. Pt(-1,2,3); L:~=y-2=z+3

2 0 -3
x-I y-2 z-3
29. PI (0,2,4); L: -3- = -1- = -4-
30. If Atx + Bly + Ctz + D I = 0 and A 2 x + B 2 y + C 2 z + D 2 = I) are two intersect-

ing planes, what is the graph of all points which satisfy
Alx + Bly + Clz + D l + k(A 2 x + B 2 y + C2 z + D 2 ) = 0,

where k is a constant?
31. Find the equation of the plane passing through the point (2, I, - 3) and the intersec-
tion of the planes 3x + y - z - 2 = 0, 2x + Y + 4z - I = O. [Hint: See Problem
30.]
32. Given a regular tetrahedron with each edge 2 units in length. (See Problem 22 at
the end of Section 2.) Find the distance from a vertex to the opposite face.
Ii
/J
/1
I I
I I
"
/ I
/ / }-,
/,/
Fig. 1-14
33. Given a regular pyramid with each edge of the base 2 units in length and each
lateral edge 4 units in length. (See Problem 23 at the end of Section 2.) Find the
distance from the top of the pyramid to the base. Also find the distance from one of
the vertices of the base to a face opposite to that vertex.
34. A slice is made in a cube by cutting through a diagonal of one face and proceeding
through one of the vertices of the opposite face as shown in Fig. 1-14. Find the
angle between the planar slice and the first face which is cut.
6. The Sphere. Cylinders

A sphere is the graph of all points at a given distance from a fixed point. The
fixed point is called the center and the fixed distance is called the radius.
If the center is at the point (h, k, I), the radius is " and (x, y, z) is any point
on the sphere, then, from the formula for the distance between two points, we
obtain the relation
(I)
Equation (I) is the equation of a sphere. If it is multiplied out and the terms
collected we have the equivalent form
x 2 + y2
+ Z2 + Dx + Ey + Fz + G = 0 (2)
with ,D = -2h, E = -2k, F = -2/, G = h 2 + k 2 + /2 - ,2.
EXAMPLE I. Find the center and radius of the sphere with equation
x 2 + y2 + Z2 + 4x - 6y + 9z - 6 = O.
SOLUTION. We complete the square by first writing
x 2 +4x +y2_6y +z2+9z =6;
then, adding the appropriate quantities to both sides, we have
(x 2 + 4x + 4) + (y2 - 6y + 9) + (Z2 + 9z + 81) = 6 + 4 + 9 + 841
'¢> (x + 2)2 + (y - w + (z + ~)2 = T.
The center is at (-2,3, -t) and the radius is tJill·
Fig. 1-15
EXAMPLE 2. Find the equation of the sphere which passes through (2, 1,3),
(3,2, I), (I, -2, -3),(-1,1,2).
SOLUTION. Substituting these points in the form (2) above for the equation of
a sphere, we obtain
(2, 1,3): 2D+ E+3F+G= -14,
(3,2, I): 3D + 2E + F+G = - 14,
(I, -2, -3): D-2E-3F+G= -14,
(-1,1,2): - D + E + 2F + G = - 6.
Solving these by elimination (first G, then D, then F) we obtain, successively,
D +E- 2F=0, D + 3E+ 6F=0, 3D+ F= -8,
and
2E + 8F= 0, 3E-7F= 8; and so -38E = -64.
Therefore
F=
8
- 1 9' D = -i~, G -- -- ~
19'
The desired equation is

x2 + y2 + Z2 - i~x + i~y - 189Z - \798 = o.
A cylindrical surface is a surface which consists of a collection of parallel
lines. Each of the parallel lines is called a generator of the cylinder or cylin-
drical surface.
The customary right circular cylinder of elementary geometry is clearly a
special case of the type of cylinder we are considering. Figure 1-15 shows
some examples of cylindrical surfaces. Note that a plane is a cylindrical
surface.
Theorem 10. An equation of the form

j(x,y) =0
is a cylindrical surface with generators all parallel to the z axis. The surface
intersects the xy plane in the curve
Fig. 1-16 Fig. 1-17
f(x,y) = 0, z = O.
A similar result holds with axes interchanged.
PROOF. Suppose that x o , Yo satisfiesf(x o , Yo) = O. Then any point (xo,Yo, z)

for - 00 < Z < 00 satisfies the same equation, since z is absent. Therefore
the line parallel to the z axis through (xo,Yo, 0) is a generator.
EXAMPLE 3. Describe and sketch the graph of the equation x 2 + y2 = 9.
SOLUTION. The graph is a right circular cylinder with generators parallel to

the z axis (Theorem 10). It is sketched in Fig. 1-16.
EXAMPLE 4. Describe and sketch the graph of the equation y 2 = 4z.
SOLUTION. According to Theorem 10 the graph is a cylindrical surface with

generators parallel to the x axis. The intersection with the yz plane is a
parabola. The graph, called a parabolic cylinder, is sketched in Fig. 1-17.
PROBLEMS
In each of Problems I through 4, find the equation of the sphere with center at C and
given radius r.
I. C(l,4, -2), r =3 2. C(2,O, -3), r = 5
3. C(O, 1,4), r = 6 4. C(-2,1,-3),r= I
In each of Problems 5 through 9, determine the graph of the equation. If it is a sphere,

find its center and radius.
5. x 2 + y2 + Z2 + 2x - 4z +I= °
6. x 2 + y 2 + Z2 - 4x + 2y + 6z - 2 = 0
7. x 2 + y2 + Z2 - 2x + 4y - 2z + 7 = 0
8. x 2 + y2 + Z2 + 4x - 2y + 4z + 9 = 0
9. x 2 + y2 + Z2 - 6x + 4y + 2z + 10 = 0
10. Find the equation of the graph of all points which are twice as far from A (3, -1,2)
as from B(0,2, -1).
II. Find the equation of the graph of all points which are three times as far from
A (2, I, - 3) as from B( - 2, - 3, 5).
12. Find the equation of the graph of all points whose distances from the point (0,0,4)
are equal to their perpendicular distances from the xy plane.
In each of Problems 13 through 24, describe and sketch the graph of the given equation.
13. x=3 14. x 2 + y2 = 16 15. 2x+y=3
16. x+2z=4 17. x 2 = 4z 18. Z=2- y 2

19. 4x 2 + y2 = 16 20. 4x 2 _ y2 = 16 21. y2 + x2= 9
22. Z2 = 2 - 2x 23. x 2 + y2 _ 2x =0 24. Z2 = y2 + 4
In each of Problems 25 through 28, describe the curve of intersection, if any, of the
given surface S and the given plane <1>. That is, describe the set S n <1>.
25. S: x 2 + .l + Z2 = 25; <1>: z =3

26. S: 4x = y2 + Z2; <1>: x=4
27. s: x 2 + 2y 2 + 3z 2 = 12; <1>:y= 4
28. S:X 2 +y2=Z2; <1>:2x+z=4
29. Verify that the graph of the equation (x - 2)2 + (y - 1)2 = 0 is a straight line.
Show that every straight line parallel to one of the coordinate axes can be repre-
sented by a single equation of the second degree.
30. If
and
S2 = {(x,y,z): x 2 + y2 + Z2 + A 2x + B 2y + C2z + D 2 = O}
are two spheres, then the radical plane is obtained by subtraction of the equations
for S, and S2' It is
<1> = {(x,y, z): (A 1 - A 2)x + (B, - B 2)y + (C , - C 2)z + (DI - D 2) = OJ.

Show that the radical plane is perpendicular to the line joining the centers of the
spheres S, and S2'
31. Show that the three radical planes (see Problem 30) of three spheres interest in a
common line or are parallel.
z
p(x,y,z)
(r, 8, z)
x Fig. 1-18
7. Other Coordinate Systems

In plane analytic geometry we employ a rectangular coordinate system for
certain types of problems and a polar coordinate system for others. We know
that there are circumstances in which one system is more convenient than
the other. A similar situation prevails in three-dimensional geometry, and
we now take up systems of coordinates other than the rectangular one which
we have studied exclusively so far. One such system, known as cylindrical
coordinates, is described in the following way. A point P in space with
rectangular coordinates (x, y, z) may also be located by replacing the x and y
values with the corresponding polar coordinates r, e and by allowing the z
value to remain unchanged. In other words, to each ordered number triple
of the form (r, e, z), there is associated a point in space. The transformation
from cylindrical to rectangular coordinates is given by the equations
x = rcosO, y = rsine, z = z.
The transformation from rectangular to cylindrical coordinates is given by
tan e = y(x, z = z.
If the coordinates of a point are given in one system, the above equations
show how to get the coordinates in the other. Figure 1-18 exhibits the
relation between the two systems. It is always assumed that the origins of
the systems coincide and that e = 0 corresponds to the xz plane. We see that
the graph of 0 = const consists of all points in a plane containing the z axis.
The graph of r = const consists of all points on a right circular cylinder with
the z axis as its central axis. (The term "cylindrical coordinates" comes from
this fact.) The graph of z = const consists of all points in a plane parallel to
the xy plane.
EXAMPLE I. Find cylindrical coordinates of the points whose rectangular

coordinates are P(3, 3, 5), Q(2,0, -I), R(O, 4, 4), S(O, 0,5), T(l, 213, I).
7. Other Coordinate Systems 33
O,)fI!'=------j----r-- y
Fig. 1-19 x
SOLUTION. For the point P we have r = J9+9 = 3fi, tane = I, 8 = nf4,

z = 5. Therefore one set of coordinates is (3fi, nf4, 5). For Q we have
r = 2, 8 = 0, Z = -I. The coordinates are (2,0, -I). For R we get r = 4,
e = n12, Z = 4. The result is (4,1£/2,4). For S we see at once that the coor-
dinates are (0, e, 5) for any e. For T we get r = J4+TI
= 4, tan 8 = j3,
8 = n13. The answer is (4,1£/3, I).
REMARK. Just as polar coordinates do not give a one-to-one correspondence

between ordered number pairs and points in the plane, so cylindrical co-
ordinates do not give a one-to-one correspondence between ordered number
triples and points in space.
A spherical coordinate system is defined in the following way. A point P

with rectangular coordinates (x, y, z) has spherical coordinates (p, 8, ¢) where
p is the distance of the point P from the origin, 8 is the same quantity as in
cylindrical coordinates, and ¢ is the angle that the directed line OP makes
with the positive z direction. Figure 1-19 exhibits the relation between
rectangular and spherical coordinates. The transformation from spherical to
rectangular coordinates is given by the equations
x = psin¢cos8, y = p sin ¢ sin 8, z=pcos¢.
The transformation from rectangular to spherical coordinates is given by
p2 = Xl + yl + Z2,
tan8=l'.,
x
and
z
cos ¢ = r==;;==~==:<
Jx + y2 + Z2
l
We note that the graph of p = const is a sphere with center at the origin
(from which is derived the term "spherical coordinates"). The graph of 8 =
Fig. 1-20 Fig. 1-21
const is a plane through the z axis, as in cylindrical coordinates. The graph

of ¢ = const is a cone with vertex at the origin and angle opening 2¢ if
0< ¢ < n/2. (See Fig. 1-20.) The lower nappe of the cone in Fig. 1-20
is or is not included according as negative values of p are or are not
allowed.
EXAMPLE 2. Find an equation in spherical coordinates of the sphere

x 2 + y2 + Z2 - 2z = O.
Sketch the graph.
SOLUTION. Since p2 = x 2 + y2 + Z2 and z = p cos ¢, we have

p2 _ 2pcos¢ =0 ~ pep - 2cos¢) = O.
The graph of this equation is the graph of p = 0 and p - 2 cos ¢ = O. The
graph of p = 0 is on the graph of p - 2 cos ¢ = 0 (with ¢ = n/2). Plotting
the surface
p = 2cos¢,
we get the surface shown in Fig. 1-21.
If p is constant, then the quantities (0, ¢) form a coordinate system on the

surface of a sphere. Latitude and longitude on the surface of the earth also
form a coordinate system. If we restrict 0 so that -n < 0 :::; n, then 0 is
called the longitude of the point in spherical coordinates. If ¢ is restricted
so that 0 :::; ¢ :::; n, then ¢ is called the colatitude of the point. That is, ¢ is
(n/2) - latitude, where latitude is taken in the ordinary sense-i.e., positive
north of the equator and negative south of it.
7. Other Coordinate Systems 3S
PROBLEMS
I. Find a set of cylindrical coordinates for each of the points whose rectangular
coordinates are
a) (3,3,7), b) (4,8,2), c) (-2,3,1).
2. Find the rectangular coordinates of the points whose cylindrical coordinates are
a) (2, n/3, I), b) (3, -n/4, 2), c) (7, 2n/3, -4).
3. Find a set of spherical coordinates for each of the points whose rectangular coor-
dinates are
a) (2,2,2), b) (2,-2,-2), c) (- I, ",'3, 2).
4. Find the rectangular coordinates of the points whose spherical coordinates are
a) (4, n/6, n/4), b) (6, 2n/3, nf3), c) (8, n/3, 2n/3).
5. Find a set of cylindrical coordinates for each of the points whose spherical coor-
dinates are
a) (4, n/3, n/2), b) (2, 2n/3, 5n/6), c) (7, n/2, n/6).
6. Find a set of spherical coordinates for each of the points whose cylindrical coor-
dinates are
a) (2, n/4, I), b) (3, n/2, 2), c) (I, 5n/6, - 2).
In each of Problems 7 through 16, find an equation in cylindrical coordinates of the

graph whose (x, y, z) equation is given. Sketch.
7. x 2 + y2 + Z2 = 9 8. x 2 + y2 + 2z 2 = 8
9. x + y2 = 4z
2
10. X 2 +y2_2x=O
II. x 2 + y2 = Z2 12. x 2 + .l + 2z 2 + 2z ,= 0
13. x 2 _ y2 = 4 14. xy + Z2 = 5
15. x 2
+ y2 - 4y = 0 16. x 2 + y2 + Z2 - 2x + 3y - 4z = 0
In each of Problems 17 through 22, find an equation in spherical coordinates of the

graph whose (x, y, z) equation is given. Sketch.
17. X
2 +y2+ Z 2_4z=0 18. X
2 +y2+ Z 2+2z=0
21. x 2 + y2 = 4z +4 (Solve for p in terms of 4>.)

22. x 2
+ y2 - Z2 +z - Y= 0
23. Theorem 10 on page 29 describes a surface when the equation of the surface has
one of the rectangular coordinates absent. Describe, in the form of a theorem, the
nature of a surface with equationf(r, z) = 0 where r, 0, z are cylindrical coordinates.
Do the same when the equation is of the formj(O, z) = O.
24. Same as Problem 23 for spherical coordinates when the equation is of the form
f(p, 4» = o.
CHAPTER 2
Vectors
1. Directed Line Segments and Vectors in the Plane

Let A and B be two points in a plane. The length of the line segment joining
A and B is denoted IABI.
Definition. The directed segment from A to B is defined as the line segment

AB which is ordered so that A precedes B. We use the symbol Ali to denote
such a directed segment. We call A its base and B its head.
If we select the opposite ordering of the line segment AB, then we get the
directed segment BA. In this case B precedes A and we call B the base and
A the head. To distinguish geometrically the base and head of a directed
line segment, we usually draw an arrow at the head, as shown in Fig. 2-1.
Definitions. The magnitude ~ directed line segment Ali is its length IABI.
Two directed line segments AB and CD are said to have the same magnitude
and direction if and only if either one of the following two conditions holds:
i) Ali and CD are both on the same line L, their magnitudes are equal,
L
A~i:e
segment As
Fig. 2-1 Fig. 2-2

I. Directed Line Segments and Vectors in the Plane 37
B D
\'\\
A c
Fig. 2-3
\ Fig. 2-4
and the heads Band D are pointing in the same direction, as shown in
Fig. 2-2.
ii) The points A, C, D, and B are the vertices of a parallelogram, as shown
in Fig. 2-3.
Figure 2-4 shows several line segments having the same magnitude and
direction. Whenever two directed line segments Ali and CD have the same
magnitude and direction, we say that they are equivalent and write
AB~AD.
We now prove a theorem which expresses this equivalence relationship
in terms of coordinates.
Theorem 1. Suppose that A, B, C, and D are points in a plane. Denote the

coordinates of A, B, C, and D by (XA'YA)' (XB'YB)' (xc,yd, (XD'YD)' respec-
tively. (See Fig. 2-5.)
i) If the coordinates above satisfy the equations
and YB - YA = YD _. Yc, (I)
then
Ali ~ CD.
ii) Conversely, if Ali is equivalent to CD, then the coordinates of the four
points satisfy Eqs. (I).
PROOF. First, we suppose that Eqs. (I) hold, and we wish to show that
Ali ~ CD. If ~- XA and YB - YA are positive, as shown in Fig. 2-5, then
both AB and CD are directed segments which are pointing upward and to
the right. It is a simple result from plane geometry that f).ABE is congruent
to f).CDF; hence IABI = ICDI and the line through AB is parallel to (or
coincides with) the line through CD. Therefore A, B, D, C are the vertices
of a parallelogram or the line through A B coincides with the line through
CD. In either case, Ali is equivalent to CD. The reader can easily draw the
38 2. Vectors
:::f
. I
YeT
1
;1: ;1' B'Y,y,1
:
C(Xc,Yc)
D(x f), y [))
iF
----j
i
V'T A(x,.y,) ----"
• .
I
I
1
1 r.
I
C' I
1
!
1.
I
I 1 I I
, 1 1 I I
, 1 1 I I
1 1 I 1
I I I I
I I I I I • x
Fig. 2-5
same conclusion if either X B - X A or YB - YA is negative or if both quantities

are negative. See Problem 27 at the end of Section 2.
To prove the converse, we assume that A B ~ CD. That is, we suppose
that IABI = ICDI and that the line through AB is parallel to (or coincides
with) the line through CD. If the directed line segments appear as in Fig. 2-5,
we conclude from plane geometry that liA BE is congruent to liCDF.
Consequently X B - .YA =.Y o - Xc and YB - YA = YD - Ye' The reader may
verify that the result holds generally if A B and CD are pointing in directions
other than upward and to the right.
If we are given a directed line segment A B, we see at once that there is
an unlimited number of equivalent ones. In fact, if C is any given point in
tht: plane, we can use Eqs. (I) of Theorem I to find the coordinates of the
UIlIque POlllt D such that 'CD ~ AB. Theorem I also yields various simple
properties of the relation::;::. For example, if AB ~ CD, then CD ~ AS;
also if AS::;::- CD and CD ~ EF, then Ali ~ EF.
The definition of a vector involves an abstract concept-that of a collec-
tion of directed line segments.
Definition. A vector is a collection of all directed line segments having a

given magnitude and a given direction. We shall use boldface letters to
denote vectors; thus when we write v for a vector, it stands for an entire
collection of directed line segments. A particular directed line segment in
the collection is called a representative of the vector* v. Any member of
the collection may be used as a representative.
Figure 2-4 shows five representatives of the same vector. Since any two
representative directed line segments of the same vector are equivalent,
the collection used to define a vector is called an equivalence class.
• We also say that the directed line segment determines the vector •.
(a)
B'
A'~
~C'
Fig. 2-6 (b)
The vector as we have defined it is sometimes called a free vector. There

are other ways of introducing vectors; one is to call a directed line segment
a vector. We then would make the convention that directed line segments
with the same magnitude and direction (i.e., equivalent) are equal vectors.
When there is no danger of confusion we shall identify directed line segments
and vectors.
Vectors occur with great frequency in various branches of physics and
engineering. Problems in mechanics, especially those involving forces, are
concerned with "lines of action," i.e., the lines along which forces act.
In such problems it is convenient (but not necessary) to define a vector as
the equivalence class of all directed line segments which lie along a given
straight line and which have a given magnitude.
Definition. The length of a vector is the common length of all its representative
segments. A unit vector is a vector of length one. Two vectors are said to be
orthogonal (or perpendicular) if any representative of one vector is perpen-
dicular to any representative of the other (i.e., the representatives lie along
perpendicular lines).
For convenience, we consider directed line segments of zero length;

these are simply points. The zero vector, denoted by 0, is the class of directed
line segments of zero length. We make the convention that the zero vector
is orthogonal to every vector.
2. Operations with Vectors

Vectors may be added to yield other vectors. Suppose u and \' are vectors,
i.e., each is a collection of directed line segments. To add u and v, first
select a representative of u, say AB, as shown in Fig. 2-6(a). Next take the
particular representative of v which has its base at the point D, and label it
Be. Then draw the directed line segment AC. The sum w of u and v is the
class of directed line segments of which AC is a representative. We write
U+\'= w.
40 2. Vectors
.1
--;:-v
/ "
-3v
Fig. 2-7
It is important to note that we could have started with any representative ofu,
say A'B' in Fig. 2-6(b). Then we could have selected the representative of v
with base at B'. The directed line segment A' C and AC are representatives
of the same vector, as is easily seen from Theorem I.
Vectors may be multiplied by numbers to yield new vectors. Ifv is a vector
and c is a positive real number, then cv is a vector with its representatives
having the same direction as those of v but with magnitudes c times as long
as the representatives ofv. If c is a negative number, then the representatives
of cv have the opposite direction to those of v and their magnitudes are lei
times as long as those of v. If c is zero, we get the vector O. Figure 2-7 shows
various multiples of a representative line segment AB of a vector v. We
write -v for the vector (-l)v.
Definitions. Suppose we are given a rectangular coordinate system in the

plane. We call 1 the point with coordinates (1,0) and J the point with co-
ordinates (0, I) as shown in Fig. 2-8. The unit vector i is defined as the vector
which has 01 as a representative. The unit vector j is defined as the vector
which has OJ as a representative.
Theorem 2. Suppose a vector w has AB as a representative. Denote the coordi-

nates of A and B by (XA'YA) and (XB'YB)' respectively. Then w may be expressed
in theform
PROOF. From Eqs. (I) in Theorem I, we know that w is given by OF where

P has coordinates (x B - XA'YB - YA)' (See Fig. 2-8.) Let Q(x B - xA,O) and
R(O'YB - YA) be the points on the coordinates axes as shown in Fig. 2-8.
It is clear geometrically that OQ is (x B - x A ) times as long as 01 and that
OR is (YB - YA) times as long as OJ. We denote by u the vector given by
OQand by v the vector given by OR. Using the rule for addition of vectors,
we obtain
w = u + v,
Y B(xB' YB)
P(XB -Xi'YB -/A)w

R(O'YB -YA )1---.....
J(O, I} A(xA'YA)
_~_+--"-------_X
Fig. 2-8
since OP as well as OR determines v. Since u = (x B - xA)i and v = (YB - YA)j,

the result of the theorem is established.
EXAMPLE I. A vector v is determined by AB. Given that A has coordinates

(3, -2) and B has coordinates (I, I), express v in terms of i and j. Draw a
figure.
SOLUTION. Using the formula in Theorem 2, we have (see Fig. 2-9)

v = (I - 3)i + (I + 2)j = -2i + 3j.
NOTATION. The length of a vector vwill be denoted by Ivl.
Theorem 3.lfv = ai + bj, then
/Iv l = JTtb2·1
Therefore v = 0 if and only if a = b = O.
PROOF. By means of Theorem 2, we know that v is determined by the directed
BO, I)
----1
-::-t--;---'Irl--j-I -+-__ x
o I
I
I
I
I
A(3,-2)
Fig. 2-9
42 2. Vectors
y y
S(a + C, b + d)
Pta, b)
•
--o~'----------- x
~t-"''-----------x
Fig. 2-10 Fig. 2-11
~gment OP where P has coordinates (a, b). (See Fig. 2-10.) Then IOPj =
a 2 + b 2 ; since, by definition, the length of a vector is the length of any of
its representatives, the result follows.
The next theorem is useful for problems concerned with the addition of
vectors and the multiplication of vectors by numbers.
Theorem 4. ffv = ai + bj and w = ci + dj, then
I v + w = (a + c)i + (b + d)j.
Further, if h is any number, then
I hv = (ha)i + (hb)j·1
PROOF. Let P, Q, and S have coordinates as shown in Fig. 2-11. Then OP and
OQ determine v and w, respectively. Since PS ;::;0 OQ, we use the rule for
addition of vectors to find that OS determines v + w. The point R (see Fig.
2-12) is h of the way from 0 to P. Hence OR is a representative of hv.
We conclude from the theorems above that the addition of vectors and
their multiplication by numbers satisfy the following laws:
u + (v + w) = (u + v) + w} Associative laws
c(dv) = (cd)v
u+v=v+u Commutative law
(c + d)v = cv + dv
} Distributive laws
c(u + v) = cu + cv
I·u = u, O·u = 0, (-I)u=-u
y
R(ha, hb)
[>
-w
w B
v
A
Fig. 2-12 Fig. 2-13
where -u denotes that vector such that u + (-u) = O. These laws hold for
all u, v, wand all numbers c and d. It is important to note that multiplication
and division of vectors in the ordinary sense is not (and will not be) defined.
However, subtraction is defined. If Ali is a representative of v and AC i~
one of w, then CB is a representative of v - w (see Fig. 2-13).
EXAMPLE 2. Given the vectors u = 2i - 3j, v = - 4i + j. Express the vector

2u - 3v in terms of i and j.
SOLUTION. 2u = 4i - 6j and - 3v = 12i - 3j. Adding these vectors, we get

2u - 3v = 16i - 9j.
Definition. Let v be any vector except O. The unit vector u in the direction
of v is defined by
EXAMPLE 3. Given the vector v = - 2i + 3j, find a unit vector in the direction
ofv.
SOLUTION. We have Ivl = J4+9 = JT3. The desired vector u is

I 2. 3.
u = JT3v = - JT31 + JT3 J.
EXAMPLE 4. Given the vector v = 2i - 4j. Find the directed line segment
AS of v, given that A
has coordinates (3, - 5).
SOLUTION. Denote the coordinates of B by X B , YB' Then we have (by Theorem

2)
XB - 3 =2 and YB +5= -4.
Therefore x B = 5, YB = -9.
44 2. Vectors
PROBLEMS
In Problems I through 5, express v in terms of i and j, given that the endpoints A and
B of the directed segment A.8 of v have the given coordinates. Draw a figure.
I. A(3, -2), B(I,5) 2. A( -4, I), B(2, -I)
3. A(5, -6), B(O, -2) 4. A(4,4), B(8, -3)

5. A(7,-2),B(-5,-6)
In Problems 6 through 9, in each case find a unit vector u in the direction ofv. Express
u in terms of i and j.
6. v = 4i + 3j 7. v = -5i - 12j
8. v = 2i - 2J3j 9. v= -2i+5j
In Problems 10 through 15, find the representative A.8 of the vector v from the informa-
tion given. Draw a figure.
10. v = 7i - 3j, A(2, -I) II. v = -2i + 4j, A(6,2)
12. v=3i+2j,B(-2,1) 13. v = -4i - 2j, B(0,5)
14. v = 3i + 2j, midpoint of segment AB has coordinates (3, I)
IS. v = -2i + 3j, midpoint of segment AB has coordinates (-4,2)
16. Find a representative of the vector v of unit length making an angle of 300 with the
positive x direction. Express v in terms of i and j.
17. Find the vector v (in terms of i and j) which has length 2J2 and makes an angle of
45 0 with the positive y axis (two solutions).
18. Given that u = 3i - 2j, v = 4i + 3j. Find u + v in terms of i and j. Draw a figure.
19. Given that u = - 2i + 3j, v = i - 2j. Find u + v in terms of i and j. Draw a figure.
20. Given that u =- 3i - 2j, v = 2i + j. Find 3u - 2v in terms of i and j. Draw a
figure.
21. Show that if Ali ~ CD and CD ~ IT, then Ali ~. Ei
22. Show that if Ali ~ DE and BC ~ Ei then AC ~ N. Draw a figure.
23. Show that if Ali ~ l5i, c is any real number, C is the point c of the way from A to
B, and F is the point c of the way from D to E, then AC ~ N. Draw a figure.
24. Show that the vectors v = 2i + 4j and w = lOi - 5j are orthogonal.
25. Show that the vectors v = -3i + J2j and w = 4J2i + 12j are orthogonal.
26. Let u and v be two nonzero vectors. Show that they are orthogonal if and only if
the equation
holds.
V
c
Fig. 2-14 A
27. Vectors in the plane may be divided into categories as follows: pointing upward to
the right, upward to the left, downward to the right, downward to the left; also
those pointing vertically and those horizontally. Theorem I, part (i) was established
for vectors pointing upward to the right (Fig. 2-5). Write a proof of Theorem 1(i)
for three of the remaining five possibilities. Draw a figure and devise, if you can,
a general proof.
28. The same as Problem 27 for part (ii) of Theorem I.
29. Write out a proof establishing the associative, commutative, and distributive laws
for vectors. (See page 42.)
3, Operations with Plane Vectors, Continued.

The Scalar Product
Two vectors v and ware said to be parallel or proportional when each is a

scalar multiple of the other (and neither is zero). Parallel vectors have
parallel directed line segments.
By the angle between two vectors v and w (neither = 0), we mean the
measure of the angle between two representatives of v and w having the
same base (see Fig. 2-14). Two parallel vectors make an angle either of 0
or of n, depending on whether they are pointing in the same or opposite
directions.
Suppose that i and j are the usual unit vectors pointing in the direction
of the x and y axes, respectively. Then we have the following theorem.
Theorem 5. If e is the angle between the vectors

v = ai + bj and w = ci + dj,
then
ac + bd
cose=~.
46 2. Vectors
y
Q(c,d)
P(a, b)
----~~----x
i 1
Fig. 2-15
PROOF. We draw the directed line segments ofv and w with base at the origin
of the coordinate system, as shown in Fig. 2-15. Using Theorem 2 of Section
2, we see that the coordinates of P are (a, b) and those of Q are (c, d). The
length of v is IOpl and the length of w is jOQj. We apply the law of cosines
to L:,.OPQ, obtaining
2
cosO = IOPl2 + IOQI2 -IQPI
21 0P IIOQI
Therefore
a2 + b2 + c2 + d2 - (a - C)2 - (b - d)2 ac + bd
cose= =---
21opIIOQI Ivllwl .
EXAMPLE I. Given the vectors v = 2i - 3j and w = i - 4j, compute the cosine

of the angle between v and w.
SOLUTION. We have
Ivl = )4 + 9 = )13, Iwl = Jf+T6 = jf7.

Therefore
cose = 2·1 + (-3)( -4) =~.

)17J\3 JTIf
Suppose that we have two directed line segments Ali and CD, as shown in
Fig. 2-16. The projection of AB in the direction CD is defined as the directed
length, denoted EF, of the line segment EF obtained by dropping perpen-
diculars from A and B to the line containing CD. We can find the projection
of a vector v along a vector w by first taking a representative of v and finding
its projection in the direction of a representative of w.
e
If is the angle between two vectors v and w, the quantity
Ivl cose
~
..
I I
I I
I I
.
I I
I I
~
Fig. 2-16 E FeD
e
is positive if is an acute angle and the projection of v on w is positive.
e e
If is an obtuse angle, then Ivl cos is negative, and the projection of v
on w is negative.
e
Definition. The quantity Ivl cos is called the projection of v on w. We write
Proj .. v for this quantity. If v = ai + bj and w = ci + dj, then
.
ProJ" v = vlcose
I ac + bd
= -Iw-I-'
EXAMPLE 2. Find the projection of v = 3i - 2j on w = - 2i -- 4j.
SOLUTION. We obtain the desired projection by using the formula

. -6 + 8 I
ProJ" v = J20 = .j5"
The scalar product of two nonzero vectors v and w, written v· w, is defined

by the formula
I v'w=lvllwlcose, I
e
where is the angle between v and w. If one of the vectors is 0, the scalar
product is defined to be O. The terms dot product and inner product are also
used to designate scalar product. It is evident from the definition that scalar
product satisfies the relations
v'w=w'v,
Furthermore, if v and ware orthogonal, then
v'w=O,
and conversely. If v and ware parallel, we have v· w = ± [vllwl, and con-
versely. In terms of the orthogonal unit vectors i and j, vectors v = ai + bj
and w = ci + dj have as their scalar product (see Theorem 5)
48 2. Vectors
I v' w = ac + bd. I
In addition, it can be verified that the distributive law

u . (v + w) = u· v + u' w
holds for any three vectors.
EXAMPLE 3. Given the vectors u = 3i + 2j and v = 2i + aj. Determine the

number a so that u and v are orthogonal. Determine a so that u and v are
parallel. For what value of a will u and v make an angle of n/4?
SOLUTION. If u and v are orthogonal, we have

3·2+2·a=O and a= -3.
For u and v to be parallel, we must have
U'v= ±Iullvl
or
6 + 2a = ± JT3 ..J4 + a 2 .
Solving, we obtain a = 1.
Employing the formula in Theorem 5, we find
~.J2 = cos ~ = 6 + 2a
4 .J I3 . .J4 + a2 '
so that u and v make an angle of n/4 when
a= 10, -~'
Because they are geometric quantities which are independent of the
coordinate system, vectors are well suited for establishing certain types
Fig. 2-17
Fig. 2-18 A
of theorems In plane geometry. We give two examples to exhibit the

technique.
EXAMPLE 4. Let OA be a representative of u and Qjj a representative of v.

Let C be the point on line AB which is t of the way ~m A to B (Fig. 2-17).
Express in terms of u and v the vector w which has DC as representative.
SOLUTION. Let z be the vector with AC as representative, and t the vector

with AB as representative. We have
w = u + z = u + tt.
Also we know that t = v- u, and so
w = u + t(v - u) = tu + tv.
Let Ali be a directed line segment. We introduce a convenient symbol
for the vector which has Ali as a representative.
NOTATION. The symbol v[AB] denotes the vector which has AS as a
representative.
EXAMPLE 5. Let ABDC be a parallelogram, as shown in Fig. 2-18. Suppose

that E is the midpoint of CD and F is t of the way from A to Eon AE. Show
that F is t of the way from B to C.
SOLUTION. Let AB, AC, AF, AE, BF, BC, and a

determine vectors. Then
we define v[Alh v[AC], v[AF], etc., as the vectors which determine the
directed line segments shown in brackets. By hypothesis, we have
v[AB] = v[CD] and v[a] = tv[CD].
The rule for addition of vectors gives us
v[AE] = v[~] + v[a] = v[AC] +tv[AB].
Also, since v[AF] = tV[AE], we obtain
50 2. Vectors
v[AF] = tv[~] + !v[AB].

The rule for subtraction of vectors yields
v[BF] = v[AF] - v[AS] = tV[AC] - tv[AB] = t(v[~] - v[AB]).
Since v[BC] - v[~] - v[AS], we conclude that
v[~] = tv[BC],
PROBLEMS
In Problems I through 6, given that e is the angle between vand w, find lvi, Iwl, cos e,
and the projection of v on w.
I. v = 4i - 3j, w = -4i - 3j 2. v = 2i + j, W = i - j
3. v = 3i - 4j, w = 5i + 12j 4. v = 4i + j, W = 6i - 8j
5. v = 3i + 2j, w = 2i - 3j 6. v = 6i + 5j, W = 2i + 5j
In Problems 7 through 12, find the projection of the vector AS on the vector CD. Draw
a figure in each case.
7. A(1,O), B(2,3), C(I, I),D(-I, 1)
8. A (0,0), B( 1,4), C(O, 0), D(2, 7)
9. A(3, I), B(5,2), C(-2, -I), D(-1,3)
10. A(2, 4), B(4, 7), C(6, -I), D(2, 2)
II. A(2, -I), B(I, 3), C(5, 2), D(9, 3)
12. A(1,6), B(2, 5), C(5, 2), D(9, 3)
e
In Problems 13 through 17, find cos and cos lX, given that e = LA BC and Cl = L BA C.
Use vector methods and draw figures.
13. A( -I, I), B(3, -I), C(3,4) 14. A(2,1),B(-1,2),C(1,3)
15. A(3, 4), B(5, I), C(4, I) 16. A(4,1),B(I,-I),C(3,3)
17. A(O,O), B(3, -5), C(6, -10)
In Problems 18 through 24, determine the number a (if possible) such that the given
condition for v and W is satisfied.
18. v = 2i + aj, W = i + 3j, v and worthogonal
19. v = i - 3j, w = 2ai + j, v and worthogonal
20. v = 3i - 4j, w = 2i + aj, v and w parallel
21. v = ai + 2j, W = 2i - aj, v and w parallel
22. v = ai, W = 2i - 3j, v and W parallel
23. v = 5i + l2j, W = i + aj, v and W make an angle of n/3

24. v = 4i - 3j, W = 2i + aj, v and w make an angle of nl6
25. Prove the distributive law for the scalar product, as stated on page 48.
26. Let i and j be the usual unit vectors of one coordinate system, and let i 1 and jl be
the unit orthogonal vectors corresponding to another rectangular system of
coordinates. Given that
v = ai + bj, w = ci + dj,
show that
In Problems 27 through 30, the quantity IABI denotes (as is customary) the length of the
line segment AB, the quantity IAq, the length of AC, etc.
27. Given 6.ABC, in which LA = 120°, IABI = 4, and IAq = 7. Find IBq and the
projections of Ali and AC on fiC. Draw a figure.
28. Given 6.ABC, with LA = 45°, IABI = 8, IAq = 6J2. Find IBq and the projec-
tions of Ali and AC on iiC. Draw a figure.
29. Given 6.ABC, with IABI = 10, IAq = 9, IBq = 7. Find the projections of AC
and iiC on Ali. Draw a figure.
30. Given 6.ABC, with IABI = 5, IAq = 7, IBq = 9. Find the projections of AB and
AC on Eli. Draw a figure.
31. Given the line segments AB and AC, with D on AB i of the way from A to B. Let
E be the midpoint of AC. Express v[DE] in terms of v[AB] and v[AC]. Draw a
figure.
32. Suppose that v[AD] = *v[AB] and v[BE] = tv[BC]. Find v[DE] in terms of
v[AB] and v[BC]. Draw a figure.
33. Given GABDC, a parallelogram, with E i of the way from B to D, and F as the
midpoint of segment CD. Find v[EF] in terms of v[AB] and v[AC].
*
34. Given parallelogram ABDC, with E of the way from B to C, and F
from A to D. Find v[EF] in terms ofv[AB] and v[AC].
* of the way
35. Given parallelogram ABDC, with E 1of the way from B to D, and F
from B to C. Show that F is i of the way from A to E.
* of the way
36. Suppose that on the sides of 6.ABC, v[BD] = iv[BC], v[CE] = iv[eA], and
v[AF] = tV[AB]. Draw figure and show that
v[AD] + v[BE] + v[CF] = O.
37. Show that the conclusion of Problem 36 holds when the fraction i is replaced by
any real number h.
38. Let a = v[DA], b = v[OB], and c = v[OC]. Show that the medians of 6.ABC
meet at a point P, and express v[OP] in terms of a, b, and c. Draw a figure.
52 2. Vectors
B D
A c Fig. 2-19
4. Vectors in Three Dimensions

The development of vectors in three-dimensional space is a direct extension
of the theory of vectors in the plane as given in Sections 1-3. This section,
which is completely analogous to Section I, may be read quickly. The
distinction between two- and three-dimensional vectors appears in Sections
5,6, and 7.
A directed line segment AB is defined as before, except that now the base
A and the head B may be situated anywhere in three-space. The magnitude
of a directed line segment is its length. Two directed line segments AD and
CD are saId to have the same magnitude and direction if and only if either
one of the following two conditions holds:
i) AD and CD are both on the same directed line i and their directed
lengths are equal; or
ii) the points A, C, D, and B are the vertices of a parallelogram as shown
in Fig. 2-19.
We note that the above definition is the same as that given in Section 1.
Whenever two directed line segments AB and CD have the same magnitude
and direction, we say they are equivalent and write
AB~ CD.
We shall next state a theorem which is a direct extension of Theorem I
in Section I.
Theorem 6. Suppose that A, B, C, and D are points in space. Denote the

coordinates of A, B, C, and D by (XA'YA,ZA)' (XB'YB,ZB)' and so forth. (i) If
the coordinates satisfy the equations
YB - YA = Yv - Yc,
then AD ~ CD. (ii) Conversely, if AD ~ CD, the coordinates satisfy the
equations in (I).
SKETCH OF PROOF. (i) We assume that the equations in (I) hold. Then also,
B'
~C
Fig. 2-20 A'
Yc - YA = YD - YB'
As in the proof of Theorem I in Section I, we can conclude that the lines AB
and CD are parallel because their direction numbers are equal. Similarly,
AC and BD are parallel. Therefore AB ~ CD or all the points are on a
directed line i. The proof that liB ~ CD in this latter case is given in Appen-
dix 2. (ii) To prove the converse, assume that liB ~ CD. Then either ACDB
is a parallelogram or all the points are on a directed line i. When A CDB
is a parallelogram there is a unique point E such that
YE - Yc = YB - YA'
As in the proof of Theorem I in Section I, we conclude from part (i) that
ACEB is a parallelogram and D = E; hence equations (I) hold. The proof
that equations (I) hold when the points are on a directed line i is given in
Appendix 2.
If we are given a directed line segment AB, it is clear that there is an

unlimited number of equivalent ones. In fact, if C is any given point in
three-space, we can use equations (I) of Theorem 6 to find the coordinates
of the unique point D such that CD ~ AB.
Definitions. A vector is the collection of all directed line segments having

a given magnitude and direction. We shall use boldface letters to denote
vectors. A particular directed line segment in a collection v is called a
representative of the vector* v. The length of a vector is the common length
of all its representatives. A unit vector is a vector of length one. Two vectors
are said to be orthogonal (or perpendicular) if any representative of one vector
is perpendicular to any representative of the other. The zero vector, denoted
by 0, is the class of directed line "segments" of zero length (i.e., simply
points).
As in Section 2, we can define the sum of two vectors. Given u and v,

let liB be a representative of u and let BC be that representative of v which
has its base at B. Then u + v is the vector which has representative A C as
shown in Fig. 2-20. If A'B' and B'C are other representatives of u and v,
respectively, it follows from Theorem 6 that JfC ~ AG. Therefore JfC is
• We also say that the directed line segment determines the vector v.
54 2. Veclors
0;-._-+- y
J
x Fig. 2-21
also a representative of u + v. In other words, the rule for forming the sum
of two vectors does not depend on the particular representatives we select
in making the calculation.
Vectors may be multiplied by numbers (scalars). Given a vector u and a
number c, let AS determine u and let C be the point c of the way from A
to B. Then AC also determines cu. It follows easily from Theorem 6 that if
A' B' determines u and C is c of the way from A' to B', then A'C :::::: A C and
so A'C determines cu.
Definitions. Suppose that a rectangular coordinate system is given. Figure

2-21 shows such a system with the points 1(1,0,0), J(O, 1,0), and K(O,O, I)
identified. The unit vector i is defined as the vector which has 01 as one of
its representatives. The unit vector j is defined as the vector which has OJ as
one of its representatives. The unit vector k is defined as the vector which
has OK. as one of its representatives.
We now establish a direct extension of Theorem 2 in Section 2.
Theorem 7. Suppose a vector w has AB as a representative. Denote the coordi-

nates of A and B by (XA'}A,ZA) and (xn,Yn,zn), respectively. Then w may be
expressed in the form
PROOF. From equations (I) of Theorem 6, we know that w is determined by

OP where P has coordinates (x n - XAoYn - YA,Zn - ZA)' Let
Q(x n - xA,O,O), R(O,Yn - JA'O),
S(0,0,Z8 - ZA)' T(x n - xA,J"n - }A.O)
be as shown in Fig. 2-22. Then Q is X n - XA of the way from 0 to I( 1,0,0),
~--+-----'-:R=-- y
Qr----~
T
Fig. 2-22 x
and similarly for Rand S with regard to J and K. Therefore,

v(OQ) = (x B - xA)i,
v(QT) = v(OR) = (YB - YAH,
v(TP) = v(OS) = (ZB - zA)k.
Using the rule for addition of vectors, we find

v(OP) = v(OQ) + v(QT) + v(fP),
and the proof is complete.
EXAMPLE I. A vector v has Ali as a representative. If A and B have coordinates

(3, -2,4) and (2, 1,5), respectively, express v in terms ofi, j, and k.
SOLUTION. From Theorem 7, we obtain

v(AB) = (2 - 3)i + (I + 2)j + (5 - 4)k = - i + 3j + k.
The next two theorems are direct extensions of Theorems 3 and 4 in
Section 2. The proofs are left to the reader.
The length of a vector vis denoted by Ivl·
Theorem 8. lfv = ai + bj + ck, then

56 2. Vectors
If h is any number, then
In complete analogy with vectors in the plane, we conclude from the

theorems above that the addition of vectors and their multiplication by
numbers satisfy the following laws:
u + (v + w) = (u + v) + w }
Associative laws
c(dv) = (cd)v
u+v=v+u Commutative law
(c + d)v = cv + dv
} Distributive laws
c(u + v) = cu + cv
I·u =u, O'u = 0, (-I)u = -u.
Definition. Let v be any vector except O. The unit vector u in the direction of v
is defined by
EXAMPLE 2. Given the vectors u = 3i - 2j + 4k and v = 6i - 4j - 2k, express

the vector 3u - 2v in terms of i, j, and k.
SOLUTION. 3u = 9i - 6j + 12k and -2v = -12i + 8j + 4k. Adding these

vectors, we get 3u - 2v = - 3i + 2j + 16k.
EXAMPLE 3. Given the vector v = 2i - 3j + k, find a unit vector in the

direction of v.
SOLUTION. We have Ivl = "';4 + 9 + 1 = y'T4. The desired vector u is
u= ~v = ,..;hi - ,.j~4j + ~k.

EXAMPLE 4. Given the vector v = 2i + 4j - 3k, find the representative Ali of
v if the point A has coordinates (2, I, - 5).
SOLUTION. Denote the coordinates of B by X B , YB' ZB' Then we have

XB - 2 = 2, YB - 1 = 4, ZB+ 5 =-3.
Therefore, XH = 4, YB = 5, ZB = -8.
PROBLEMS
In Problems I through 6, express v in terms of i, j, and k, given that the endpoints P

and Q of the representative PQ of v have the given coordinates. Also find another
directed line segment for the same vector v.
I. P(2, 0,3), Q(I,4, -3)
2. P(l,I,O), Q( -1,2,0)
3. P(-4,-2,1), Q(l, -3,4)
4. P(3,2, I), Q(3, 3, 3)
5. P(2, 0, 0), Q(O, 0, -3)

6. P(4, - 5, - I), Q( -2, I, -3)
In Problems 7 through 10, in each case find a unit vector u in the direction ofv. Express
u in terms of i, j, and k.
7. v = 3i + 2j - 4k
8. v = i - j +k
9. v = 2i - 4j - k
10. v = -2i + 3j + 5k
In Problems II through 17, find the directed line segment liB of the vector v from the
information given.
I I. v= 2i +j - 3k, A(I,2, -I)
12. v= -i+3j-2k, A(2, 0, 4)
13. v = 3i + 2j - 4k, B(2, 0, -4)
14. v = -2i + 4j + k, B(O, 0, -5)
15. v = i - 2j + 2k; the midpoint of the segment AB has coordinates (2, - 1,4).
16. v = 3i + 4k; the midpoint of the segment AB has coordinates (1,2, -5).
17. v = -i + j - 2k; the point three-fourths of the distance from A to Bhascoordinates
(1,0,2).
18. Find a vector u in the direction ofv = -i + j - k and having half the length ofv.
19. Given u = i + 2j - 4k, v = 3i - 7j + 5k, find u + v in terms of i, j, and k. Sketch
a figure.
20. Given that u = - 3i + 7j - 4k, v = 2i + j - 6k, find 3u - 7v in terms of i, j, and k.
21. Let a and b be any real numbers. Show that the vector k is orthogonal to ai + bj.
22. Show that the vector u = i + 2j - 3k is orthogonal to av + bw where v = 2i +
2j + 2k, w = - i + 2j + k and a, b are any real numbers. Interpret this statement
geometrically.
58 2. Vectors
23. Discuss the relationship between the direction numbers of a line and the representa-
tion of a vector v in terms of the vectors i, j, and k.
24. Suppose two representatives of u and v determine a plane. Discuss the relationship
between the attitude numbers of this plane and the representations of u and v in
terms of i, j, and k as stated in Theorem 7.
5. Linear Dependence and Independence*

Two vectors u and v, neither zero, are said to be proportional if and only if
there is a number C such that u = cv; that is, each vector is a scalar multiple
of the other. Ifv l' v2 , •.• , vk are any vectors and C I , C 2 , . . . , C k are numbers,
we call an expression of the form
CIV j + C 2 V 2 + ... + Ck Vk
a linear combination of the vectors VI' V2' . . . , Vk' If two vectors u and v
are proportional, the definition shows that a linear combination of them is
the zero vector. In fact, u - cv = O. A set of vectors {VI' V 2 , . . . , vk } is
linearly dependent if and only if there is a set of constants {c I ' C2' .•. , cd,
not all zero, such that
(I)
Ifno such set of constants exists, then the set {VI' v2 , ... , vd is said to be
linearly independent.
It is clear that any two proportional vectors are linearly dependent.
As another example, the vectors
V2 =- 2i - j + k, V3 = 2i + 7j - k
form a linearly dependent set since the selection C1 = 3, C 2 = 2, c3 =- I
shows that
C I VI + C 2 V2 + C 3 V 3 = 3(2i + 3j - k) + 2( - 2i - j + k) - (2i + 7j - k) = O.
A set {v I' V2' . . . , vk } is linearly dependent if and only if one member of the
set can be expressed as a linear combination of the remaining members.
To see this, we observe that in Eq. (I) one of the terms on the left-hand side,
say Vi' must have a nonzero coefficient and so may be transferred to the
right-hand side. Dividing by the coefficient - Cj , we express this particular
Vi as a linear combination of the remaining v's. Conversely, if some Vi is ex-
pressible in terms of the others, it follows by transposing Vi that v I' V2' ... , Vk
are linearly dependent.
• For an understanding of Sections 5, 6, and 7, we assume that the reader is acquainted with
determinants of the second and third order. For those unfamiliar with the subject a discussion
is provided in Appendix 1.
The following statement, a direct consequence of the definition of linear

dependence, is often useful in proofs of theorems. If {VI' V2 , . . . , vk } is a
linearly independent set and if
CIV I+ C2 V2 + ... + CkV k = 0,
then it follows that C I = C2 = ' .. = Ck = O.
The set {i,j, k} is linearly independent. To show this observe that the
equation
+ C2j + C3k = 0
CI i (2)
holds if and only if IC I i + c 2 j + c3kl = o. But
· . kI /~2'---"2-'-2
IC 1 I + C2J + C3 = V C I + C2 + C3 ,
and this last expression is zero if and only if C I = C2 = C3 = O. Thus no
nonzero constants satisfying (2) exist and {i,j, k} is a linearly independent
set.
The proof of the next theorem employs the tools on determinants given
in Appendix I. The details of the proof of Theorem 10 are carried out in
Appendix 2.
Theorem 10. Let

u = alii + a l 2j + al3k,
V = a 2l i + a22j + a23 k,
w = a31i + a 32 j + a33k,
and denote by D the determinant

all a l2 a l3
D = a 21 an a23
a 31 a 32 a 33
Then the set {u. V, w} is linearly independent if and only if D f· O.
EXAMPLE I. Determine whether or not the vectors

u = 2i - j + k, V = i + 2j + k, w = -i + ,j + 3k
form a linearly independent set.
SOLUTION. Expanding D by its first row, we have

2 -I 1
D=
-I
I 2I 31 =21~ ~I+I_~ ~I+I_~ ~I·
Therefore D = 2(5) +4+3= 17 #- O. The set is linearly independent.
60 2. Vectors
Theorem 11. If {u, v, w} is a linearly independent set and r is any vector, then
there are constants A I ' A 2 , and A 3 such that
(3)
PROOF. According to Theorem 7, every vector can be expressed as a linear

combination of i, j, and k. Therefore
u = alii + a l2 j + a 13 k,
v = a21i + a 22 j + a23k,
w = a 31 i + a32j + a 33 k,
r=b l i+b 2 j+b 3 k.
When we insert all these expressions in (3) and collect all terms on one side,
we get a linear combination of i, j, and k equal to zero. Since {i,j, k} is a
linearly independent set, the coefficients of i, j, and k are equal to zero
separately. Computing these coefficients, we get the equations
allA I + a 21 A 2 + a 31 A 3 = bl,
a l2 A I + a 22 A 2 + a 32 A 3 = b 2 , (4)
a 13A I + a 23 A 2 + a 33 A 3 = b 3 ·
We have here three equations in the three unknowns AI' A 2 , A 3 . The deter-
minant D' of the coefficients in (4) differs from the determinant D ofTheorem
10 in that the rows and columns are interchanged. Since {u, v, w} is an
independent set, we know that D "* 0; also Theorem 6 of Appendix I proves
that D = D', and so D' "* O. We now use Cramer's rule (Theorem II,
Appendix I) to solve for AI' A 2 , A 3 .
Note that the proof of Theorem II gives the method for finding AI' A 2 ,
A 3 . We work an example.
EXAMPLE 2. Given the vectors

u= 2i + 3j + k, v = -i + j + 2k,
w = 3i - j + 3k, r = i + 2j - 6k,
show that u, v, and ware linearly independent and express r as a linear
combination of u, v, and w.
SOLUTION. Expanding D by its first row, we obtain
D= -~ ~ ~ =21_~ ~1-31-~ ~I+I-~ _~I

3 -I 3
= 2(5) - 3( -9) + (-2) = 35.
Hence D =I- 0 and so {u, v, w} is a linearly independent set. Using equations

(4), we now obtain the equations
2A 1 - Az + 3A 3 = I,
3A I + A z - A3 = 2,
AI + 2A z + 3A 3 = - 6.
Solving these, we find that Al = I, A z = - 2, A 3 = -I. Finally,

r = u - 2v - w.
PROBLEMS
In Problems I through 5 state whether or not the given vectors are linearly independent.
I. u = 2i + j - k, v = i - 2j + 5k, w = 2i - 7j + k
2. u = i + 2j + 3k, v = 2i + j + 4k, w = 3j + 2k
3. u = 2i + 3j, v = i - 4j, w = i + 2j
4. u= -i + 2j, v = i + j + k, w= -2j + 6k
5. u = i + j, v = 2i - 6j + 3k, w= -i +j, r = 4k
In Problems 6 through II, show that u, v, and ware linearly independent and express
r in terms of u, v, and w.
6. u = 2i - j + k, V= -i + j - 2k, w = 2i - j + 2k, r = 3i - j + 2k
7. u = i - j + k, V= -i + 2j - k, w = 2i - j + k, r = 2i + 3j + 4k
8. u = 3i + j - 2k, v = 2i - k, w = -i + 2j + k, r = i + 2j - 3k
9. u = 2i - j + k, v = i + j, w=-i+j+2k, r = 2i - j - 2k
10. u = i - 2j - 3k, v = 2i - j - 2k, w= -i +j + k, r = 2i + 3j + 4k
II. u = 2i - 3k, v = i + 4j - k, w= -2i + 5j + 3k, r= -i + 20j + 3k
12. Prove Theorem 8.
14. Show that in three dimensions any set of four vectors must be linearly dependent.
15. Show that if GA, OB, and DC are directed line segments ofu, v, and w, respectively,
and if {u, v, w} is a linearly dependent set, then the three line segments lie in one
plane.
16. Find the equations of the line passing through the point P(2, 1, - 3) and parallel
to v = 3i - 2j + 7k.
17. Find the equations of the line through the point A (I, -4,0) and perpendicular to
any plane determined by v = i + 2j - k and w = 3i - j + k.
62 2. Vectors
Directed line segment of w
Fig. 2-23
6. The Scalar (Inner or Dot) Product

Two vectors are said to be parallel or proportional when each is a scalar
multiple of the other (and neither is zero). The representatives of parallel
vectors are all parallel directed line segments.
By the angle between two vectors v and w (neither = 0), we mean the
measure of the angle between any directed line segment of v and an inter-
secting directed line segment of w (Fig. 2-23). Two parallel vectors make an
angle of 0 or n, depending on whether they are pointing in the same or in
the opposite direction.
Theorem 12. II (} is the angle between the veClars

and
then
The proof is a straightforward extension of the proof of the analogous

theorem in the plane (Theorem 5 of Section 3) and will therefore be omitted.
EXAMPLE I. Given the vectors v = 2i + j - 3k and w = - i + 4j - 2k, find

the cosine of the angle between v and w.
SOLUTION. We have
Ivl = J4 + I + 9 = Jf4, Iwl = JI + 16 + 4 = JTI.
Therefore
cos (} = - 2 + 4 + 6 = _8_.
Jf4'~21 7)6
Definitions. Given the vectors u and v, the scalar (inner or dot) product u· v
is defined by the formula
I u'v=lullvlcos8, I
where 8 is the angle between the vectors. Ifeither u or v is 0, we define u . v = O.

Two vectors u and v are orthogonal if and only if u . v = o.
Thus we see that 0 is orthogonal to every vector. These definitions are

identical with those for plane vectors.
Theorem 13. The scalar product satisfies the laws

a) u'v=v'u; b) u·u=luI2.
c) !fu=a1i+bd+c,k and v=a 2i+b 2j+c 2k, then
PROOF. Parts (a) and (b) are direct consequences of the definition; part (c)
follows from Theorem 12 since
u·v = lu IIvl cos 8 = lullvl

a a
t 2
+ b I b 2 + C IC2.
lullvl
Corollary. (a) If c and d are any numbers and if u, v, ware any vectors,
then
u· (cv + dw) = c(u . v) + d(u· w).
b) We have
i·i=j·j=k·k= I, i . j = i· k = j . k = O.
EXAMPLE 2. Find the scalar product of the vectors

u = 3i + 2j - 4k and v =- 2i + j + 5k.
SOLUTION. u· v = 3( -2) + 2· 1+ (-4)(5) = -24.
EXAMPLE 3. Express 13u + 5vl2 in terms of lul 2, Iv12, and u· v.
SOLUTION. 13u + 5vl2 = (3u + 5v)' (3u + 5v)

= 9(u' u) + 15(u· v) + 15(v· u) + 25(v' v)
= 91ul2 + 30(u' v) + 251v12.
Definition. Let v and w be two vectors which make an angle 8. We denote by

Ivl cos () the projection ofv on w. We also call this quantity the component of v
along w. As before we denote this quantity by Proj"v.
64 2. Vectors
Fig. 2-24
From the formula for cos 8, we may write
Proj"v = Ivlcos8 = lv' I:",:, = I~i'
EXAMPLE 4. Find the projection of v = - i + 2j + 3k on w = 2i - j - 4k.
SOLUTION. We have v· w = (-1)(2) + (2)( -I) + (3)( -4) = -16; Iwl =

J21. Therefore, he projection ofv on w is Ivlcos8 = -161J21.
Theorem 14. Ifu and v are not 0, there is a unique number k such that v - ku
is orthogonal to u. In fact, k can be found from the formula
PROOF. (v - ku) is orthogonal to u if and only if u' (v - ku) = O. But

u' (v - ku) = u' v - klul 2 = O.
Therefore, selection of k = u· v/lul 2 yields the result.
Figure 2-24 shows geometrically how k is to be selected. We drop a

perpendicular from the head of v (point B) to the line containing u (point D).
The directed segment AD gives the proper multiple of u [A C], and the
directed segment DB represents the orthogonal vector.
EXAMPLE 5. Find a linear combination of

u = 2i + 3j - k and v= i + 2j + k
which is orthogonal to u.
SOLUTION. We select k = (2 +6- 1)/14 = t and the desired vector is

!j + tk.
PROBLEMS
In each of Problems I through 5, find cos () where () is the angle between v and w.
I. v = i + 3j - 2k, w = 2i + 4j - k
2. v = -i + 2j + 3k, w = 3i - 2j - 2k
3. v = 4i - 3j + 5k, w = 2i + j + k
4. v = 2i + 3k, w = j + 4k
5. v = -2i - 3j - 4k, w = 2i - 3j + 4k
In each of Problems 6 through 10, find the projection of the vector v on u.

6. u = 2i - 6j + 3k, v = i + 2j - 2k
7. u = 6i + 2j - 3k, v = -i + 8j + 4k
8. u = 12i + 3j + 4k, v = 4i + 8j + k
9. u = 3i + 5j - 4k, v = 4i - 3j + 5k
10. u = 2i - 5j + 3k, v = - i + 2j + 7k
In each of Problems II through 13, find a unit vector in the direction of u.

II. u = 2i - 6j + 3k 12. u = -i + 2k 13. u = 3i - 2j + 7k
In each of Problems 14 through 17, find the value of k so that v - k u is orthogonal to

u. Also, find the value h so that u - hv is orthogonal to v.
14. u = 2i - j + 2k, v = 3i + j + 2k
15. u = 2i - 3j + 6k, v = 7i + 14k
16. u = 3i + 4j - 5k, v = 9i + 12j - 5k
17. u = i + 3j - 2k, v = 6i + IOj - 3k
18. Write a detailed proof of Theorem 12.
19. Show that if u and v are any vectors ( t= 0), then u and v make equal angles with w if
w_( lv l )u+( lu l )v
- lui + Ivl lui + Ivl .
20. Show that if u and v are any vectors, the vectors Ivlu + lulv and Ivlu -Iulv are
orthogonal.
In each of Problems 21 through 23, determine the relation between g and h so that
gu + hv is orthogonal to w.
21. u=3i-2j+k, v=i+2j-3k, W= -i+j+2k
22. u = 2i + j - 2k, b = i - j + k, w = - i + 2j + 3k
23. u = i + 2j - 3k, v = 3i + j - k, w = 4i - j + 2k
66 2. Vectors
Fig. 2-25 Fig. 2-26
In each of Problems 24 through 26, determine g and h so that w - gu - hv is orthogonal

to both u and v.
24. u = 2i - j + k, v = i + j + 2k, w = 2i - j + 4k
25. u = i +j - 2k, v = -i + 2j + 3k, w = 5i + 8k
26. u = 3i - 2j, v = 2i - k, w = 4i - 2k
27. If u and v are nonzero vectors, under what conditions is it true that
lu + vi = lui + Ivl?
28. Suppose that AB, ltc, and AD are directed line segments of u, v, and u + v, respec-
tively, with lui = Ivl. Show that AD bisects the angle between Ali and AC.
29. Let P be a vertex of a cube. Draw a diagonal of the cube from P and a diagonal of
one of the faces from P. Use vectors to find the cosine of the angle between these
two diagonals.
30. Use vectors to find the cosine of the angle between two faces of a regular tetrahedron.
(See Problem 22, Chapter I, Section 2.)
7. The Vector or Cross Product

We saw in Section 6 that the scalar product of two vectors u and v associates
an ordinary number, i.e., a scalar, with each pair of vectors. The vector or
cross product, on the other hand, associates a vector with each ordered pair
of vectors. However, before defining the cross product, we shall discuss the
notion of "right-handed" and "left-handed" triples of vectors.
An ordered triple {u, v, w} of linearly independent vectors is said to be
right-handed if the vectors are situated as in Fig. 2-25. If the ordered triple
is situated as in Fig. 2-26, the vectors are said to form a left-handed triple.
The notion of left-handed and right-handed triple is not defined if the vectors
form a linearly dependent set.
Definition. Two sets of ordered triples of vectors are said to be similarly

oriented if and only if both sets are right-handed or both are left-handed.
Otherwise they are oppositely oriented.
Suppose {ul,v!,wd and {U 2,V 2,W 2} are ordered linearly independent

sets of triples. From Theorem II, it follows that we may express U2, v 2, and
w2 in terms of U!' V I' and w I by equations of the form
We denoted by D the determinant

all a l2 a l3
D = a 21 a22 a23
a 31 a 32 a 33
Although the proof will not be given, it is a fact that the two triples above
are similarly oriented if and only if D > 0; they are oppositely oriented if
and only if D < O. Note that the determinant cannot be zero, for then u 2,
v 2, and w2 would not be linearly independent. (See the proof of Theorem 10'
in Appendix 2.
It is also true that if {ul,vj,wd and {U 2 ,V 2 ,W 2} are similarly oriented
and if {U 2 ,V 2 ,W 2} and {U 3 ,V 3,W 3} are similarly oriented, then {ul,vl,wd
and {u 3, v3, w3} are similarly oriented.
The facts above lead to the following result.
Theorem 15. If {u, v, w} is a right-handed triple, then (i) {v, u, -w} is a right-
handed triple, and (ii) {C 1 U,C 2 V,C 3 W} is a right-handed triple provided that
C I C 2 C 3 >0.
To prove (i) we apply the above determinant condition on similar orienta-

tion by regarding {u, v, w} as {u 1 , VI' wd and {v, u, -w} as {u 2 , v 2 , w2}. To
establish (ii) we regard {c I U, C 2v, C3w} as {u 2 , v 2, w2}. The details are left to
the reader.
Definition. Given the vectors u and v, the vector or cross product u x v is

defined as follows:
i) if either u or v is 0, then
u x v = 0;
ii) if u is proportional to v, then
u x v = 0;
iii) otherwise,
u x V= w
68 2. Vectors
where w has the three properties: (a) it is orthogonal to both u and v; (b) it
e, e
has magnitude Iwl = lullvl sin where is the angle between u and v, and
(c) it is directed so that {u, v, w} is a right-handed triple.
REMARK. We shall always assume that any coordinate triple {i,j,k} is

right-handed. (We have assumed this up to now without pointing out this
fact specifically.)
The proofs of the next two theorems are given in Appendix 2.
Theorem 16. Suppose that u and v are any vectors, that {i,j, k} is a right-handed
triple, and that t is any number. Then
i) v x u = -(u x v),
ii) (tu) x v = t(u x v) = u x (tv),
iii) i x j = - j x i = k,
j x k = - k x j = i,
k x i = - i x k = j,
iv) i x i = j x j = k x k = O.
Theorem 17. Ifu, v, ware any vectors, then

i) u x (v + w) = (u x v) + (u x w) and
ii) (v + w) x u = (v x u) + (w xu).
With the aid of Theorems 16 and 17, the next theorem, an extremely
useful one, is easily established.
Theorem 18. If
and
then
PROOF. By using the laws in Theorems 16 and 17 we obtain (being careful

to keep the order of the factors)
u x v = a1b1(i x i)+ a 1 b 2(i x j) + a 1b 3(i x k)
+ a2b! (j x i) + a 2b 2(j x j) + a 2b 3(j x k)
+ a 3b. (k x i) + a3b2(k x j) + a 3b 3(k x k).
The result follows from Theorem 16, parts (iii) and (iv) by collecting terms.
The formula (I) above is useful in calculating the cross product. The
Fig. 2-27
~~h
A
/
B
following symbolic form is a great aid In remembering the formula. We

write
k
u x v = at a2 a3 ,
bl b2 b3
where it is understood that this "determinant" is to be expanded formally

according to its first row. The reader may easily verify that when the above
expression is expanded, it is equal to (I).
EXAMPLE I. Find u x v if u = 2i - 3j + k, v = i + j - 2k.
SOLUTION. Carrying out the formal expansion, we obtain
\-3 II II + -31
j k
2 2
2 -3 I = i- 1 j 1 k = 5i + 5j + 5k.
I -2 I -2 1 I
I I -2
REMARKS. In mechanics the cross product is used for the computation of the
vector moment of a force F applied at a point B, about a point A. There are
also applications of cross product to problems in electricity and magnetism.
However, we shall confine our attention to applications in geometry.
Theorem 19. The area of a parallelogram with adjacent sides AB and A C is

given by*
Iv(AB) x v(AC)I.
The area of f::,.ABC is then -tlv(AB) x v(AC)I·
PROOF. From Fig. 2-27, we see that the area of the parallelogram is
IABlh = IABIIAClsin8.
The result then follows from the definition of cross product.
• The notation v(AB) to indicate a vector v with representative AB was introduced in Section 3.
70 2. Vectors
EXAMPLE 2. Find the area of 6ABCwith A( - 2, 1,3), BO, -I, I), C(3, - 2,4).
SOLUTION. We have v(AB) = 3i - 2j - 2k, vCR) = 5i - 3j + k. From

Theorem 19 we obtain
v(AB) x v(4C) = -8i - 13j + k
and
tl-8i - 13j + kl = t)64 + 169 + I = }~26.
The vector product may be used to find the equation of a plane through
three points. The next example illustrates the technique.
EXAMPLE 3. Find the equation of the plane through the points A ( -I, 1,2),
BO, - 2, I), C(2, 2, 4).
SOLUTION. A vector normal to the plane will be perpendicular to both the

vectors
v(A B) = 2i - 3j - k and vcR) = 3i + j + 2k.
One such vector is the cross product
v(AB) x vCR) = - 5i - 7j + Ilk.
Therefore the numbers -5, -7, II form a set of attitude numbers (see
Chapter I, Section 4) of the desired plane. Using A(-I,I,2) as a point
on the plane, we get for the equation
-5(x+ 1)-7(y-I)+ II(z-2)=0
or
5x + 7y - lIz + 20 = O.
EXAMPLE 4. Find the perpendicular distance between the skew lines
.x-I y+1 z-2
L2 . --=T = -2- = -4-'
SOLUTION. The vector
v l =2i+3j-k
is a vector along L I ' The vector
V2 = -i + 2j + 4k
is a vector along L 2 A vector perpendicular to both
0 VI and V2 (i.e., to both
L I and L 2 ) is
VI X V 2 = 14i - 7j + 7k.
Call this common perpendicular w. The desired length may be obtained as

a projection. Select any point on L I (call it PI) and any point on L z (call it Pz).
Then the desired length is the projection of the vector v(PIPZ) on w. To get
this, we select PI ( - 2, 1, - I) on L.· and Pz (1, - 1,2) on L z ; and so
v(P I Pz) = 3i - 2j + 3k.
Therefore,
-.
Projection of v(P I Pz ) on w= v(P II wi
P)·w
3'14+(-2)(-7)+3(7) 11
7')6 ft'
PROBLEMS
[n each of Problems I through 6, find the cross product u x v.

[. u = i + 3j - k, v = 2i - j + k
2. u = 4i - 2j + 3k, v = -i - 2j - k
3. u = -i + 2j, v = i + 3j - 2k
4. u = 3j + 2k, v = 2i - 3j
5. u = -2i + 4j + 5k, v = 4i + 5k
6. u = 2i - 3j + k, v= 4k
[n Problems 7 through II, find in each case the area of 6ABC and the equation of the
plane through A, B, and C. Use vector methods.
7. A(I,-2,3), B(3, 1,2), C(2,3, -I)
8. A(3,2, -2), B(4,1,2), C(l, 2, 3)
9. A(2,-1,1), B(3,2,-I), C(-1,3,2)
10. A(I,-2,3), B(2, -I, I), C(4,2,-1)
II. A( -2,3, I), B(4,2, -2), C(2,G, I)
[n Problems 12 through 14, find in each case the perpendicular distance between the
given lines.
12 x + I _ Y- 3_ z+2. x-2 z-I

. -2- - ----=3 - -4- ,
3 5
13. x - I = y +I =z- I . x+2 z+1

3 2 5' 4 -2
14 x + I_ y - I_ z+2.
. -2----=-4--3-'
72 2. Vectors
In Problems 15 through 19, use vector methods to find, in each case, the equations in
symmetric form of the line through the given point P and parallel to the two given
planes.
15. P(-1,3,2), 3x-2y+4z+2=0, 2x+y-z=0

16. P(2,3,-I), x+2y+2z-4=0, 2x+y-3z+5=0
17. P(I,-2,3), 3x+y-2z+3=0, 2x+3y+z-6=0
18. P(-1,0,-2), 2x+3y-z+4=0, 3x-2y+2z-5=0
19. P(3,0,1), x+2y=0, 3y-z=0
.In Problems 20 and 21, find in each case equations in symmetric form of the line of
intersection of the given planes. Use the method of vector products.
20. 2(x - I) + 3(y + I) - 4(z - 2) =0

3(x - I) - 4(y + I) + 2(z - 2) =0
21. 3(x + 2) - 2(y - I) + 2(z + I) = 0
(x + 2) + 2(y - I) - 3(z + I) = 0
In each of Problems 22 through 26, find an equation of the plane through the given
point or points and parallel to the given line or lines.
x+1 y-2 z+3 x-2 y+1 z+2

22. (1,3,2); --
2 -I 3 I -2 2
x-I y+2 z x y-I z-2
23. (2,-1,-3); -- -
3 2 -4 ' 2 -3 2
x+1 y-I z-2
24. (2, I, - 2); (I, -1,3); --
3 2 2
x-2 y+1 z-I
25. (I, - 2, 3); (-1,2,-1);
2 3 4
x-I y+1 z+1
26. (0,1,2); (2,0, I);
3 0 I
In Problems 27 through 29, find in each case the equation of the plane through the
line L, which also satisfies the additional condition.
x-I y+1 z-2

27. L 1 • -2-=-3-=-1- through (2, I, I)
x-2 y-2 z-I x+! y-I z+1

28. L , : parallel to - - = - - = - -
2 3 -2 3 2 I
y-I z-2
29. L I ·x+!
I , perpendicular to 2x + 3y - z+4=0
2 -2
In Problems 30 and 31, find the equation of the plane through the given points and
perpendicular to the given planes.
30. (1,2, -I); 2x-3y+5z-1 =0; 3x + 2y + 4z +6= 0
31. (- 1, 3, 2); (1,6, I); 3x - y + 4z - 7= 0
In Problems 32 and 33, find equations in symmetric form of the line through the given
point P, which is perpendicular to and intersects the given line. Use the cross product.
x y-3 z+1
32. P(3, 3, -I);
-I I I
33. P(3, - 2, 0);
34. Suppose that a is a nonzero vector. If a' x = a· y and a x x = a x y, is it true that

x = y? Justify your answer.
35. Given that u + v + w - r = 0 and u - v + w + 2r = O. Prove that r x v = 0, that

v x w = ~r x W, and that
2u x W = W x r = r x u.
8. Products of Three Vectors

Since two types of multiplication, the scalar product and the cross product,
may be performed on vectors, we can combine three vectors in several ways.
For example, we can form the product
(u x v), w
and the product

(u x v) x w.
Also, we can consider the combinations
u' (v x w) and u x (v x w).
The next theorem gives a simple rule for computing (u x v), wand also
an elegant geometric interpretation of the quantity I(u x v) . wi.
Theorem 20. Suppose that u I' u 2 , U3 , are vectors and that the points A, E, C,
D are chosen so that
Then
i) the quantity I(u, x u2 )· u 3 1 is the volume of the parallelepiped with one
vertex at A and adjacent vertices at E, C, and D. (See Fig. 2-28.) This
74 2. Vectors
Fig. 2-28
volume is zero ifand only if the four points A, B, C, D lie in a plane;

ii) if {i,j, k} is the usual right-handed coordinate triple and if
then
al bl ci
(u l X U2 )'U 3 = a2 b2 c2
a3 b3 c3
To prove (i), note that lUI x u 2 1 is the area of the parallelogram

. PROOF.
ABEC and that
I(U I x U2 )·U 3[ = lUI x u21lu31lcosOI,
where (J is the angle between the two vectors u3 and u l x U2 . The quantity
lu311cos 01 is the length of the projection of u3 on the normal to the plane of
ABEC. Clearly, (u. x u 2)· U3 = 0 ¢> u t x u 2 = 0 or U 3 = 0 or cos e = o. If
cos(J = 0, then u3 is parallel to the plane of Ul and u 2 and all four points
lie in a plane. The proof of parts (ii) and (iii) follow from Theorems 13
and 18 and are left to the reader.
Theorem 21. ffu, v, and ware any vectors, then

i) (u x v) x w = (u' w)v - (v' w)u,
ii) u x (v x w) = (u· w)v - (u' v)w.
PROOF. If u and v are proportional or if w is orthogonal to both u and v,

then both sides of (i) are zero. Otherwise, we see that (u x v) x w is ortho-
gonal to the perpendicular to the plane determined by u and v. Hence

(u x v) x w is in the plane of u and v. We choose a right-handed coordinate
triple {i, j, k} so that i is in the direction of u and j is in the plane of u and v.
Then there are numbers ai' a 2' b 2 , etc., so that
u=a1i, v=a 2 i+b 2 j, w=a 3i+b 3j+C3 k.
The reader may now compute both sides of (i) to see that they are equal.
The proof of (ii) is left to the reader.
EXAMPLE I. Given A (3, - 1,2), B( 1,2, - 2), C(2, I, - 2), and D( - 1,3,2),
find the volume of the parallelepiped having AB, AC, and AD as edges.
SOLUTION. We have
u l = v(AB) = -2i + 3j - 4k,
U2 = v(AC) = -i + 2j - 4k,
U3 = v(AD) = -4i + 4j.
We compute U2 x U 3 = 16i + 16j + 4k. Therefore
lUI' (u 2 x u 3 )1 = 1- 32 + 48 - 161 = O.
Hence the four points are in a plane. The volume is zero.
EXAMPLE 2. Find the equations of the line through the point (3, - 2, I)
perpendicular to the line L (and intersecting it) given by
{ x-2
L = (x,y, z). -2- =
y+1
---=2 = T.
z}
SOLUTION. Let Po(3, -2, I) and PI (2, -1,0),
u = 2i - 2j + k,
v=v(Pop.)= -i+j-k.
The plane containing L and Po has a normal perpendicular to u and v.
Hence this normal is proportional to u x v. The desired line is in this plane
and perpendicular to L. Therefore it has a direction w perpendicular to u
and u x v. Thus for some number c, we have
cw = u x (u x v) = (u' v)u - (u . u)v
= -5(2i - 2j + k) - 9( -i + j - k) = -i + j + 4k.
Consequently, the desired line has equations
x-3_y+2_z-1
--=T - -1- - -4-
76 2. Vectors
PROBLEMS
In Problems I through 4, find the volume of the parallelepiped having edges AB, AC,
and AD, or else show that A, B, C, and D lie on a plane or on a line. If they lie on a
plane, find its equation; if they lie on a line, find its equations.
I. A = (2, - 1,3), B = ( - I, 2, 2), C=(I,O,I), D = (4, I, -I)
2. A = (3, I, -2), B = (1,2, I), C = (2, - 1,3), D = (4,3, -7)

3. A = (1,2, - 3), B = (3, I, -2), C=(-1,3,1), D = (-3,4,3)
4. A = ( - I, - 2,2), B=(2,-I,I), C = (0, 1,3), D = (3,2,-1)
5. Prove Theorem 20, parts (ii) and (iii).

6. Complete the proof of Theorem 21.
In Problems 7 through 10, compute (u x v) x w directly and by using Theorem 21.

7. u = 2i + 3j - k, v = i - 2j + k, w= -i+j+2k
8. u = 3i - 2j + k, v = i + j + 2k, w = 2i - j + 3k
9. u = i + 2j - 3k, v= -i + j - 2k, w = 3i - j + k
10. u = 2i - j + 3k, v = i + 2j + k, w = 3i - 2j - k
II. Show that every vector v satisfies the identity
i x (v x i) + j x (v x j) + k x (v x k) = 2v.
In Problems 12 through 14, find, in each case, the equations of the line through the
given point and perpendicular to the given line and intersecting it.
x-2 y+! z-I
12. (1,3,-2), --
3 -2 4
x+1 y-2 z+1

13. (2, - 1,3), - -
2 3 -5
x-I y+2 z-I
14. (-1,2,4), --
4 -3 2
In Problems 15 and 16, express (I x u) x (v x w) in terms ofv and w.

15. 1 = i + j - 2k, U = 3i - j + 2k, v = 2i + 2j - k, w = - i + j + 2k
16. 1 = 2i - j + k, U = i + 2j - 3k, v = 3i + j + 2k, w = - i + 2j - 2k
17. Derive a formula expressing (I x u) x (v x w) in terms of v and w.
18. Given a = i - j + k, b = 2i + 3j + k,p = I. Solve theequationsa·v = p, a x v =
b for v.
19. Given that a' b = 0, a #0 0, b #0 0, find a formula for the solution v of the equations
a'v = p, a x v = b.
[Hint: Note that a, b, and a x b are mutually orthogonal.]
20. Show that for any vectors u, Y, w, we have

i) (u ± y), [(u + Y) x (u - Y)) =0
ii) (u + y). [(u x w) x (u + v)] = O.
21. If u, Y, ware any vectors show that
[u x (Y x w)] + [v x (w x u)] + [w x (u x v)] == O.

*22. Let ff be a collection of objects with A, B, C members of.ff. Let (1;> be an operation
between members of ff satisfying the relation
(A EB B) EB C = aB - {JA.
State general conditions on the numbers a and {J such that the formula
[(A EB B) EB C] + [(B EBC) EBA] + [(C EB A) EB B] = 0

should hold.
9. Vector Functions and Their Derivatives

A function of one variable is a set of ordered pairs (x, y) of real numbers in
which no two pairs have the same first element. That is, to each value of x
(the first element of the pair) there corresponds exactly one value of y (the
second element). The set of all values of x which occur is the domain of the
function, and the set of all y which occur is the range of the function.
We denote the collection of all real numbers by R 1 , and the set of all
ordered pairs of real numbers (a, b) by R 2 We call R 2 the number plane
and observe that it forms the basis for a rectangular coordinate system in
the geometric plane.
For a real-valued function of one real variable, say j; we use the notation
f: R 1 -> R 1 to indicate its domain and range.
We now extend the definition of function to the case where the range is
a vector. In this section we restrict ourselves to vectors in the plane. The
more general situation in which the range consists of vectors in three-space
is discussed in Section 10.
We consider the collection of all vectors in the plane and we denote this
set by V2 . That is, any vector in the plane is a member of V2 .
Definition. A vector function is the collection of ordered pairs (t, v) in which

t is a real number and v is a vector in V2 ; this collection of ordered pairs
must have the property that no two pairs have the same first element. The
domain consists of all possible values of t in the collection, and the range
consists of all vectors which occur.
In terms of mappings, a vector function is a mapping from a set in R 1 into

a set in V2 .
78 2. Vectors
Vector functions are more complicated than ordinary functions, since the
elements of the range, namely vectors, are themselves equivalence classes of
directed line segments. However, if we concentrate on the representation-
the directed line segments-the concept becomes more concrete. Also, many
of the properties of ordinary functions extend easily to vector functions when
suitably interpreted. We shall use boldface letters such as f, g, v, F, G to
represent vector functions. If the dependence on the independent variable
is to be indicated, we shall write f(t), g(s), F(x), and so forth for the function
values.
Definition. A vector function f is continuous at I = a if f(a) is defined and

if for each e > 0 there is a r5 > 0 such that
If(1) - f(a) 1 < e for all t such that 0< II - al < r5.
We note that the form of the definition of continuity for vector functions
is identical with that for ordinary functions. We must realize, however, that
f(t) - f(a) is a veclor, and that the symbol 1f(1) - f(a) 1 stands for the length
of a vector, whereas in the case of ordinary functions, 1/(t) - /(a) 1 is the
absolute value of a number. In words, the continuity of a vector function
asserts that as I -> a the vector f(t) approaches f(a), in bOlh length and
direction. When f is continuous at a, we also write
lim f(t)
t~a
= f(a).
If i and j are the customary unit vectors associated with a rectangular
coordinate system in the plane, a vector function f can be written in the
form
f(1) = II (I)i + j~(t)j,
where II and j~ are functions in the ordinary sense. Statements about vector
functions fmay always be interpreted as statements about a pair of functions
u; ,j~).
Theorem 22. A function f is conlinuous al I = a if and only iffl and j~ are
conlinuous at t = a.
PROOF. We have f(a) = fl (a)i + .f~(a)j and

If(t) - f(a) 1 = lUI (I) - II(a»i + U~(I) - j~(a»jl,
Also, (see Fig. 2-29)
If(t) - f(a) 1 = Jlfl(t) - II(aW + 1/2(t) - .f~(aW·
If
limfl (1) = fl (a) and limj~(I) = j~(a),
l~a l~a
((2(t) - f 2 (a))j
Fig. 2-29 (f 1 (I) - f 1 (a»i
it follows that
lim f(1) = f(a).
'-a
On the other hand, the inequalities
III (I) - Jl(a)1 s If(1) - f(a)l,
show that if
lim f(1) = f(a),
'-a
then bOlh
limI, (I) = II (a) and limf~(1) = J~(a).
'-a '-a
Suppose thatIis a function from R I to R I . We recall from elementary

calculus the definition of the derivative offat a point X o • dt:notedf(x o):
I'1m I(xo + h)
f "( X o) -- h-O
. h
- I(x o) .
The definition of the derivative of a vector function is completely analogous.
Definition. If f is a vector function, we define the derivative f as
f( ) = r f(l + h) - f(l)
1 h~~ h '
whenever the limit exists. Iffis given in terms offunctionsJl andJ2 by

f(l) = II (I)i + j~ (I)j.
then the derivative may be computed by the simple formula
l f(l) = I;(I)i + J;(l)j.! (I)
The quantitiesf;(l) andj;(I) are derivatives in the ordinary sense. Formula

80 2. Vectors
oL----j
Fig. 2-30
(I) follows directly from the definition of derivative and the theorem on the
limit of a sum.
EXAMPLE I. Find the derivative f(t) if f(t) = (t2 + 2t - l)i + (3t 3 - 2)j.
SOLUTION. f(t) = (2t + 2)i + 9t 2j.
EXAMPLE 2. Given that f(t) = (sin I)i + (3 - 2 cos I)j, find fU(I).
SOLUTION. f(t) = costi + 2sinlj. Hence nt) = -sind + 2costj.
EXAMPLE 3. Given f(t) = (31 - 2)i + (21 2 + I)j. Find the value of
f(t) . nt)·
SOLUTION. f(l) = 3i + 4tj, nt) = 4j, and

nt)· f"(t) = (3i + 4Ij)· (4j) = 16t.
The derivative of a vector function has a simple geometric interpretation
in terms of directed line segments. Draw the particular directed line segment
of f(t) which has its base at the origin of the coordinate system. Then the
head of this directed line segment will trace out a curve Cas t takes on all
possible values in its domain (Fig. 2-30). The directed line segment OF
represents f(t). Let OQ represent f(1 + h). Then f(t + h) - f(t) has PQ as
one of its directed line segments. Multiplying f(t + h) - f(l) by l/h gives a
vector in the direction of PQ, but I/h times as long. As h tends to zero, the
quantity
f(t + h) - f(t)
h
tends to a vector, with its directed line segment tangent to the curve C at the
point P. Using vector terminology instead of directed line segments, we
conclude that ret) is the vector tangent to the curve f(t).
PROBLEMS
In Problems I through 6, calculate f'(I) and f"(f).
I. f(f) = (f2 + I)i + (f3 - 3f)j 2. f(f) = C~ ~} -/: ~~ Ij
I. I.
3. f(f) = (tan 3f)i + (cos nf)j 4. f( f ) = - I - -
2 -J
I 1 + I
7. Find f(I)' f'(1) iff(f) = I: + Ii + 2fj. 8. Find ~(f(f)' f'(I» if f(f) = 2fi + _I_j.
I +2 dl I + I
9. Find ~1f(1)1 iff(f) = sin2fi + cos3tj.

df
10. Find ~lf(f)1 iff(f) = (1 2 + I)i + (3 + 2( 2 )j.

df
II. Find ~lf(1)1 iff(f) = cos.!.i + sin!j.

df f I
12. Find ~(f'(f)' f"(I» if f(f) = (31 + I)i + (2f 2 _ ( 3 )j.

df
13. Find ~(f'(I) . f"(I» if f(l) = (log f)i + ~ j.

dl f
14. Find ~(f"(1)· f"'(f» iff(f) = e 3/ i + e- 3/ j.

df
15. Given that f(f) = (2f + I)i + 31j, g(f) = 41j. Find de/df, where e 0= e(f) is the angle
between f and g.
16. Write out a proof establishing Formula (I) on page 79.
17. Prove the formula
d
-(F(f)f(f» = F(I)f'(t) + F(f)f(t).
df
18. Show that the following Chain Rule holds:

d
-{f[g(f)]} = f'[g(l)]g'(I).
df
19. Given the vector f(1) = (21 + I)i + 21j. Describe the curve traced out by the tip of
the directed line segment which has its base at the origin.
20. Given the vector g(t) = cos fi + sin Ij. Describe the curve traced out by the tip of
the directed line segment which has its base at the origin.
21. Prove that if f(f) = sin 2fi + cos 21j, then f(f)' f'(f) = O. What is the geometric
interpretation of this result?
82 2. Vectors
22. Prove that if
f(f) = g(f) f'(f) = h(f)g'(f) - g(f)h'(f)

then
h(f) , h 2 (f)
23. Show that if
d
f(f) = j; (f)i + j;(f)j, then -(f(f)' f(f» = 2f(f)' f'(f).
df
24. Show that

d
-(f(f)' g(f» = f(f)' g'(r) + f'(f)' g(r).
df
[Him: Write f(f) = j; (f)i + j;(f)j and g(f) = 91 (f)i + 92 (r)j.]
10. Vector Velocity and Acceleration in the Plane
The vector function

f(/) = x(/)i + y(t)j
is equivalent to the pair of parametric equations
x = X(/), Y = Y(/),
since the head of the directed line segment with base at the origin, which
represents f, traces out a curve which is identical with the curve given in
parametric form by these equations.
We recall from elementary calculus that the arc length of a curve in the
plane, denoted s, satisfies the relation
(I)
For f(1) = x(/)i + y(/)j, we have f'(/) = x'(/)i + y'(t)j and the length 1f'(t)1
is given by
1f'(t)1 = J(X'(/»2 + (y'(/»2.
Combining this formula with (I), we get
~~ = If'(I)I·
We consider the motion of a particle along a curve C in the plane. Suppose
that C is given by the parametric equations
C: x = x(l), y = y(/).
Letting 1 denote the time, we define the velocity vector v at the time { as
10. Vector Velocity and Acceleration in the Plane 83
vet) == df == f'(t) = x'(t)i + y'(t)j.

dt
According to the geometrical interpretation of the derivative of a vector

function given in the preceding section, the velocity vector is always tangent
to the path describing the motion. We define the speed of the particle to be
the magnitude of the velocity vector. The speed is
Ht)1 = 1f'(t)1 = J(dx/dt)2 + (dy/dt) 2,
which tells us that the speed is identical with the quantity ds/dt; in other
words, the speed measures the rate of change in arc length s with respect
to time t.
The acceleration vector aCt) is defined as the derivative of the velocity
vector, or
I aCt) = v'(t) = f"(t). I

EXAMPLE I. Suppose that a particle P moves according to the law
f(t) = (3cos2/)i + (3 sin 2/)j.
Find vet), aCt), s'(t), s"(t), la(t)I, and v(t)· aCt).
SOLUTION. We have
v(t) = ('(t) = (-6sin2t)i + (6cos2t)j,
a(/) = (-12 cos 2/)i - (12 sin 2/)j,
s'(t) = [(-6sin2/)2 + (6 cos 2t)2J'/2 = 6,
s"(t) = 0,
la(/)1 = [( -12cos2t)2 + (12sin2/n l / 2 = 12,
v(t) . a(t) = 0.
REMARK. We note that P is moving around a circle with center at 0 and

radius 3, with a constant speed but a changing velocity vector! Since
V(/) . a(t) = 0,
and since V(/) is always tangent to the circle, we conclude that the acceleration
vector is always pointing toward the center of the circle.
EXAMPLE 2. Suppose that a particle P moves according to the law

x(L) = ICOs/, y(/) = t sin I,
84 2. Vectors
or, equivalently,
r(1) = (t cos t)i + (t sin t)j.
Find vet), aCt), s'(t), s"(t), and la(t)l.
SOLUTION + cos t)i + (t cos t + sin t)j,

vet) = ( - t sin t
aCt) = (-tcost - 2sint)i + (-tsint + 2cost)j.
Therefore
s'(t) = Iv(t)[ = J1+ti,
s"(t)=W + t 2)-1/2(2t) = t ,
J1+ti
la(l)/ = )4 + t2 •
PROBLEMS
In Problems I through 8, assume that a particle P moves according to the given law, I
denoting the time. Compute V(I), Iv(t)I, a(I), la(I)I, S'(I), and S"(I).
I. f(l) = 12i - 3/j 2. f(/) = !1 2j + !1 3 j
3. f(t) = 31i + (I - I-')j 4. f(l) = (I - !1 2)i + 21'/2 j
5. f(l) = (log sec I)i + Ij 6. f(l) = (3 cos I)i + (2 sin I)j
7. x = 2e', y = 3e-' 8. x=e-'cosl,y=e-'sinl
In Problems 9 through 13, assume that a particle P moves according to the given law.
Find V(I), a(I), S'(I), and S"(I) at the given time t.
9. x = 12 - I - 1, y = 12 - 21, I = I
10. f(/) = (5 cos I)i + (4 sin I)j, I = 2rr/3
II. x = 3 sec I, Y = 2 tan I, I = rr/6

12. f(l) = 4(rrl - sin rr/)i + 4(1 - cos rrl)j, 1= i
13. x = 10g(1 + I), Y = 3/1, 1=2

14. Suppose that P moves according to the law
f(l) = (R cos wI)i + (R sin WI)j,
where R > 0 and IV are constants. Find V(I), a(I), S'(I), and S"(I). Show that
15. Let T(I) be a vector one unit long and parallel to the velocily veClor. Show that
T(/) = V(I) = X'(I)j + y'(I),.

ds/dl S'(I) S'(I)J
16. Using the formula of Problem IS, compute T(I) if the law of motion is
r(l) = (31 - l)i + (12 + 2)j.
17. Using the formula of Problem IS, compute T(I) if the law of motion is
r(I) = (4e 2 ')i + (3e- 2 /)j.
18. A formula for T(I) is given in Problem I s. Compute r(I) and show that T(I)· r(i)
= 0 [Hinl: Use the fact that X'2 + y'2 = S'2]
11. Vector Functions in Space. Space Curves.

Tangents and Arc Length
The collection of all vectors in three-space is denoted by V3 . We now extend
the definition of vector function given in Section 9 to the case where the
range is an element of V3 .
Definition. A vector function in three-space, or simply a vector function, is the

collection of ordered pairs (t, v) in which I is a real number (an element of R 1 )
and v is a vector in V3 • As usual, no two pairs have the same first element.
The definition of continuity for a vector function in three-space is identical

with that given in Section 9 for vector functions in the plane. Part (b) of the
next theorem is proved exactly as is Theorem 22 in Section 9. The proofs of
the remaining parts are left to the reader.
Theorem 23. Suppose that

f(t)= j; (t)i + j~(I)j + f3(I)k
is a veClor jimclion and that the veClOr c = cli + c 2j + c 3k is a constant.
Then
a) f(t) -+ c as t -+ a if and only if
and and
b) f is cont inuous as a ifand only iffl '/2' and j~ are.

c) f'(t) exists if and only Ijf;(t),/~(t), andf~(1) do.
d) We have the formula
f'(1) =j~(I)i + f~(t)j + f.l(t)k.
e) l/v(t) = aw(t), then v'(t) = aw'(t) where a is a constant.

o l/v(t) = c(t)w(t), then v'(t) = c(t)w'(t) + c'(t)w(t).
g) Irv(t) = w(l)/c(t), then
86 2. Vectors
v'(t) = c(t)w'(t) - c'(t)w(t)

[C(l)J2
EXAMPLE 1. Given f(t) = 3t 2 i - 2t 3j + (12 + 3)k, find f(l), f"(I), f"(I).
SOLUTION £'(t) = 61i - 61 2j + 21k,

nt) = 6i - l21j + 2k,
f"'(I) = -12j.
The next theorem shows how to differentiate functions involving scalar
and vector products. The proofs are left to the reader.
Theorem 24. If u(1) and v(l) are differenliable, then Ihe derivalive ojj(1) =
U(I) . v(1) is given by Ihe formula
f'(1) = u(t)· v'(1) + u'(t)· v(l). (I)
The derivalive ofw(t) = u(l) x V(I) is given by Ihejormula
I w'(I) = u(l) x v'(1) + u'(I) x vet). I (2)
The proofs of formulas (I) and (2) follow from the corresponding differ-
entiation formulas for ordinary functions. Note that in formula (2) it is
essential to retain the order of the factors in each vector product.
EXAMPLE 2. Find the derivative f'(I) and w'(t) of

j(l) = U(I)' V(I) and wet) = U(I) x vet)
when
U(t) = (I + 3)i + 12j + (1 3 - I)k
and
V(I) = 2ti + (14 - l)j + (21 + 3)k.
SOLUTION. By formula (I) we have
j(l) = [(I + 3)i + 12 j + (13 - l)kJ· (2i + 41 3j + 2k)
+ (i + 21j + 31 2 k)' [2ti + (1 4 - l)j + (21 + 3)k]
= (21 + 6) + 41 5 + 21 3 - 2 + 21 + 21 5 - 21 + 61 3 + 91 2
= 61 5 + 81 3 + 91 2 + 21 + 4.
According to (2), we have

w'(t) = [(I + 3)i + 12j + (13 - l)kJ x (2i + 41 3j + 2k)
+ (i + 21j + 3f 2 k) x [21i + (f4 - I)j + (2f + 3)k].
Computing the two cross products on the right, we get
w'(1) = (- 71° + 41 3 + 91 2 + 61)i + (81 3 - 41 - II)j
+ (51 4 + 121 3 - 61 2 - I)k.
Consider a rectangular coordinate system and a directed line segment from

the origin 0 to a point P in space. As in two dimensions, we denote the vector
v(OP) by r. We define an arc C in space in a way completely analogous to
that in which an arc in the plane was defined. The vector equation
r(t) = x(l}i + y(l}j + z(l}k (3)
is considered to be equivalent to the parametric equations
x = x(l}, J = y(l), z = z(l). (4)
The arc length of a curve in three-space, denoted s, satisfies a relation

similar to the one for arc length in the plane given in Section 10. When a
curve is given by (4), we have
(dS)2
dl = (dX)2 dl + (dz)2.
dl + (cj~)2 dl
The actual length of an arc is determined by integrating between two ds/dl
values of the parameter I. We find for the length / of such an arc
(5)
If the curve is given in the vector form (3), we obtain
f
ll
S'(I) = Ir'(I)I, /= Ir'(l}ldl. (6)

'0
Definitions. If r'(1} #- 0, we define the vector T(I} = r'(I)/lr'(I)1 as the unit

tangent vector to the path corresponding to the value 1. The line through
the point Po corresponding to r(lo) and parallel to T(l o) is called the tangent
line to the arc at 10 ; the line directed in the same way as T(lo) is called the
directed tangent line at 10 (Fig. 2-31).
EXAMPLE 3. The graph of the equations

x = aCOSI, y = asinl, z = bl (7)
is called a helix.
88 2. Veclors
o.....:;;.",..----~
Fig. 2-31 Fig. 2-32
i) Find 5'(1).
ii) Find the length of that part of the helix for which 0 :s; 1 :s; 2n.
iii) Show that the unit tangent vector makes a constant angle with the z axis.
SOLUTION. (See Fig. 2-32 for the graph.)

i) x'(I) = - a sin I, y'(t) = a cos I, Z'(I) = b. Therefore,
5'(1) = va2 + b 2 •
ii) I(C) = 2nJa 2
+b 2
.
... ) T( )
III 1=
+ xj + bk
- yi
~.
v +b a2 2
Letting </> be the angle between T and k, we get

cosrj> = b/Ja 2 + b2 .
REMARK. We note that the helix (7) winds around the cylinder x 2 + y2 = a2.
Definitions. If I denotes time in the parametric equations of an arc r(I), then

r'(I) is the velocity vector v(t), and r"(1) = V'(I) is called the acceleration vector.
The quantity 5'(1) (a scalar) is called the speed of a particle moving according
to the law
r(1) = x(l)i + y(l)j + z(l)k.
PROBLEMS
In each of Problems 1 through 8, find the derivatives f'(l) and f"(I).

I. f(l) = (2j + «(2 + l)j + (2 - 3l)k
2. f(t) = (2(3 + (-I)i + «(-I + I)j + (12 + (-2)k
3. f(l) = (cos 21)i + (sin 21)j + 21k

4. f(l) = e 'i 2
+ 1
2
j + e- 2t k
5. f(l) = --/- i + -z_l_ j + (1 2 + I)k

I + I +I I
6. f(l) = (log 21)i + e j + (I log I)k

3t
7. f: I -> (cosl)i + (tanl)j + (sinl)k
8. f: I -> [(1 2 + 1)(1 2 - 2)]i + (1 3 + 21- 3 )j + [log(I Z + I)]k
In Problems 9 through II, find in each case either 1'(1) or f'(I), whichever is appropriate.
9. j(l) = U(I)' V(I), where
U(I) = 31i + 21 zj + ~k,

I
10. f(l) = U(I) x V(I), where

U(I) = (cos I)i + (sin t)j + Ik, V(I) = (sin I)i + (cos I)j + 12 k.
II. J(I) = u(t)· [V(I) x W(I)], where
1
U(I) = Ii + (I + I)k, Wei) = 2"k.
i
In Problems 12 through IS, find the length of the arc C.
12. C:X=I, y = I
Z
/J2, Z = 13 /3; 0:-:;1:-:;2
13. C:X=I, y = 3I z/2, Z =

3
31 /2; 0:-:;1:-:;2
14. C:x= I, y = log (sec I + tan I), Z = 10gsecI; o:-:; I :-:; n/4
15. C: x = ICOSI, Y = Isinl, Z= I; 0:-:; i :-:; n/2
In Problems 16 through 18, the parameter I is the time in seconds. Taking s to be the
length in meters, in each case find the velocity, speed, and acceleration of a particle
moving according to the given law.
16. r(l) = 12 i + 21j + (1 3 - I)k

17. r(l) = (I sin I)i + (i cos i)j + Ik
18. r(t) = e 3t i + e- 3 'j + ie 3 'k

19. a) Given f(i) = (3cosl)i + (4cosl)j + (5 sin I)k, show that
f(l) . f'(1) = 0
for alii.
b) Let f(l) be a vector function such that If(1)1 = I for all I. Show that f(t) and f'(1)
are orthogonal for all I.
90 2. Vectors
20. Suppose that f: 1---> a(l)i + {3(1)j + y(I)k has the properties: f(l) = f'(I) for all I and
a(O) = {3(O) = (0) = 2. Find f(l).
21. Show that every differentiable vector function V(I) satisfies the identity
2v'(I) = i x (v' x i) +j x (v' x j) +k x (v' x k).
22. Write out a complete proof of Theorem 23.

23. Write out a complete proof of Theorem 24.
CHAPTER 3
Infinite Series
1. Indeterminate Forms
Suppose I and F are real-valued functions defined on some interval of R 1
containing the number a. If/(x) and F(x) both approach 0 as x tends to the
value a, the quotient
I(x)
F(x)
may approach a limit, may become infinite, or may fail to have any limit.
In the definition of derivative it is the evaluation of just such expressions
that leads to the usual differentiation formulas. We are aware that the ex-
pressIOn
I(a) 0
F(a) =0
is in itself a meaningless one, and we use the term indeterminate form for
the ratio 0/0.
If I(x) and F(x) both tend to infinity as x tends to a, the ratio I(x)/F(x)
mayor may not tend to a limit. We use the same term, indeterminate form,
for the expression 00/00, obtained by direct substitution of x = a into the
quotient I(x)/F(x).
We recall the Theorem of the Mean, which is established in elementary
calculus.
Theorem 1 (Theorem of the Mean). Suppose that I is continuous lor

a~x~b
92 3. Infinite Series
and that f'(x) exists for each x between a and b. Then there is an Xo between
a and b (that is, a < Xo < b) such that
feb) - f(a) =1"'( .Xo

- ).
b -a
REMARK. Rolle's Theorem is the special case l(a) = l(b) = O.
The evaluation of indeterminate forms requires an extension of the Theo-

rem of the Mean which we now prove.
Theorem 2 (Generalized Theorem of the Mean). Suppose that f and Fare

continuous for a ::0:; x ::0:; b, andf'(x) and F(x) exist for a < x < b with F(x) #-
o there. Then F(b) - F(a) #- 0 and there is a number ~ with
a<~<b
such that
feb) - f(a) f'W

(I)
F(b) - F(a) F(~)
PROOF. The fact that F(b) - F(a) #- 0 is obtained by applying the Theorem
of the Mean (Theorem I) to F. For then, F(b) - F(a) = F(xoHb - a) for
some Xo such that a < Xo < b. By hypothesis, the right side is different from
zero.
For the proof of the main part of the theorem, we define the function
¢(x) by the formula
¢(x) = f(x) - l(a) - feb) - f(a) [F(x) - F(a)].

F(b) - F(a)
We compute ¢(a), ¢(b), and ¢'(x), getting
¢(a) =f(a) - l(a) - feb) - l(a) [F(a) - F(a)] = 0,

F(b) - F(a)
c/>(b) =l(b) - f(a) - feb) - f(a) [F(b) - F(a)] = 0,

F(b) - F(a)
¢'(x) = f'(x) - feb) - f(a) F(x).

F(b) - F(a)
Applying the Theorem of the Mean (i.e., in the special form of Rolle's
Theorem) to c/>(x) in the interval [a, b], we find
c/>(b) - c/>(a) = 0 = c/>'(~) =f'(~) _ feb) - f(a) F(~)

b- a F(b) - F(a)
for some ~ between a and b. Dividing by F(~), we obtain formula (I).
I. Indeterminate Forms 93
The next theorem, known as I'Hopital's Rule, is useful in the evaluation

of indeterminate forms.
Theorem 3 (I'Hopital's Rule). Suppose that
lim fIx) = 0, limF(x) = 0, and lim F(x) =L

x-4a x-a x-a F(x) ,
and that the hypotheses of Theorem 2 hold in some deleted interval* about a.
Then
lim fIx) = lim f'(x) = L

x-a F(x) x-a F(x) .
PROOF. For some h we apply Theorem 2 in the interval a < x < a + h. Then
f(a + h) - j(a) _ j(a + h) _ 1'(0
F(a + h) - F(a) - F(a + h) - F(¢)' a < ~ < a + h,
where we have takenj(a) = F(a) = O. As h tends to 0, ~ tends to a, and so
lim f(a + h) = lim 1'(0 = L

h-O F(a + h) ~-a F(O .
A similar proof is valid for x in the interval a - h < x < a.
EXAMPLE I. Evaluate
SOLUTION. We setf(x) = x 3 - 2x 2 - 2x - 3 and F(x) = x 2 - 9. We see at

once that f(3) = 0 and F(3) = 0, and we have an indeterminate form. We
calculate
F(x) = 3x 2 - 4x - 2, F(x) = 2x.
By Theorem 3 (I'Hopital's Rule):
lim fIx) = lim F(x) = 3(9) - 4(3) - 2 = ~}
x-3 F(x) x-3 F(x) 2(3) 6
REMARKS. It is essential that fIx) and F(x) both tend to zero as x tends to a
before applying I'Hopital's Rule. If either or both functions tend to finite
limits #- 0, or if one tends to zero and the other does not, then the limit of
the quotient is found by the method of direct substitution.
• Let I be an interval which has a as an interior point. The interval I with a removed from
it is called a deleted interval about a.
94 3. I nfini Ie Series
It may happen that f'(x)jF(x) is an indeterminate form as x ~ a. Then

I'H6pital's Rule may be applied again, and the limit /,,(x)jF'(x) may exist
as x tends to a. In fact, for some problems I'H6pital's Rule may be required
a number of times before the limit is actually determined. Example 3 below
exhibits this point.
EXAMPLE 2. Evaluate
a> 0.
SOLUTION. We setj(x) = x P - a P , F(x) = x q - a q • Thenf(a) = 0, F(a) = 0,

We compute f'(x) = pXP-l, F(x) = qx q - 1 • Therefore
lim f(x) = lim I(x) = lim pXP-l = Lap-q.

I
x~a F(x) x~a F(x) x~a qx q - q
EXAMPLE 3. Evaluate
, x - Sin X
I1m , '
.\'~o x'
SOLUTION, We set f(x) = x - sin x, F(x) = x 3 . Since j(O) = 0, F(O) = 0, we

apply I'H6pital's Rule and get
, f(x) _ I' I - cosx
II m - - - 1m 2'
.\'~o F(x) .\'~o 3x
But we note thatj'(O) = 0, F(O) = 0, and so we apply I'H6pital's Rule again:
/,,(x) = sinx, F"(x) = 6x.
Therefore
, j(x) _ I' /,,(x)
I1m - Im " .
.\'~o F(x) x~O F (x)
Again we have an indeterminate form: /,,(0) = 0, F'(O) = 0, We continue,

to obtainf"'(x) = cosx, F"(x) = 6, Now we find that
lim f(x) = lim /,,'(x) = cosO =~.

x~O F(x) X~O F"(x) 6 6
L'H6pital's Rule can be extended to the case where both f(x) ~ 00 and
F(x) ~ 00 as x -> a. The proof of the next theorem, which we omit, is analo-
gous to the proof of Theorem 3.
Theorem 4 (I'Hopital's Rule). Suppose that
lim f(x) = 00, lim F(x) = 00, and

x-a .\' .....0
I, Indeterminate Forms 95
Then
lim f(x) = lim f'(x) = L

x-a F(x) x-a r(x) ,
REMARK, Theorems 3 and 4 hold for one-sided limits as well as for ordinary
limits, In many problems a one-sided limit is required even though this
statement is not made explicity, The next example illustrates such a situation,
EXAMPLE 4. Evaluate
, logx
I1m :-----:-:-~----,:_:_
X~O log (2e 2) X
-
SOLUTION. We first note that x must tend to zero through positive values
since otherwise the logarithm function is not defined. We set
l(x) = logx, F(x) = log (2e X
- 2).
Thenf(x) -+ - oc; and F(x) -+ - co as x -+ 0+. Therefore
. jex) I' I/x I' eX - I

I1m - - = 1m = 1m - - -
x-o+ F(x) x~o+ eX/(e X - I) .,~o+ xe X
, I - e- X
hm - - - .
x 0+ X
We still have an indeterminate form, and we take derivatives again. We

obtain
· I'1m -
e-= 1.
X
I1m logx =
x~o+ log (2e X - 2) x~o+ I
REMARK. Theorems 3 and 4 are valid when a = + co or - 00. That is, if

we have an indeterminate expression for f( co)/ F( (0), then
lim l(x) = lim f'(x)

x-+ooF(x) x~+oo r(x)'
and a similar statement holds when x -+ - co. The next example exhibits
this type of indeterminate form.
EXAMPLE 5. Evaluate
, 8x
I1m - .
x-+co eX
SOLUTION.
· -
I1m 8x= I'1m -8 = 0 .
X
x-+aoe X x-++ooe
96 3. Infini Ie Series
REMARKS. Indeterminate forms of the type a. 00 or 00 - 00 can often be

evaluated by transforming the expression into a quotient of the form 0/0
or 00/00. Limits involving exponential expressions may often be evaluated
by taking logarithms. Of course, algebraic or trigonometric reductions may
be made at any step. The next examples illustrate the procedure.
EXAMPLE 6. Evaluate
lim (secx - tan x).
x n/2
SOLUTION. We employ trigonometric reduction to change 00 - 00 into a

standard form. We have
· (sec x - tanx )
I1m - . - = a.
= I'1m I - sinx = I'1m --cosx
x-n/2 x-n/2 cos X x-n/2 - SIn X
EXAMPLE 7. Evaluate
lim [(l + X)I/x].
x-a
SOLUTION. We have I"', which is indeterminate. Set y = (I + X)I/x and take

logarithms. Then
log(l + x)
Iogy = 1og [(I + x ) 1/,]
. = .
x
By I'Hopital's Rule,
lim log(l + x) = lim _1_ = I.

x-o x x-o I + x
Therefore, lim x _ o logy = I, and we conclude that
lim y = lim(l + X)I/x = e.
x..... 0 x-o
PROBLEMS
In each of Problems I Ihrough 42, find the Iimil.
I. lim
2x 2 + 5x + 2 2. lim
x3 - x2 - X - 2
:(..... -2 x 2
- 4 x~2 x3 - 8
3. lim
x3 - 3x +2 4. lim
x4 - 3x 2 - 4
x~l x3 - x2 - X + I x-2 x3 + 2x 2 - 4x - 8
2x 3 - x 2 + 3x + I x 3 ~ 8x ' + 2x + I
5. lim 6. lim
+ 2x 2 - x - I x~4 x 4 - x 2 + 2x - 3
3
x~+", 3x
x3 - 3x + I x4 _ 2x ' - I
7. lim 8. lim
x-+",2x
4
- x +2
1
x~+",2x3 - 3x ' + 3
1. Indeterminate Forms 97
r tan3x
9. l m - - 10. rIm-- sin 7x
x-a sin x x ..... o x
e Zx - 2x - I e3x - I
II. lim 12. lim
x-a 1- cosx x-a 1 - cosx
r logx
13. Im-- 14. lim
logx
h>O
x-a eX x ..... +00 7
. 3'-2"'
15. lim log(1 + 2x) 16. hm---
x-a 3x x-o x
. 3' - 2x . 3' _2 x
17. hm--- 2
18. hm--_-
x-o x x-a Jx
19.
r1m 1-
- - sinx
-- 20 lim
fiX- 2
x ..... n/2 cosx x-zlog(x - I)
21.
r1m -logsinx
--- 22.
rI mcosx
--
.,-_/Z I - sin x x-nil sin 2 X
23. lim
x3
- 24.
rl mtanx---
x"'" +co tr x-_/Z log cos x
25. lim
sinx
-- 26. r1m--
sinx
x ..... +00 X ;x-.. 7t/2 X
x - arctan x
27. lim 28. limJXlogx
x-o x - sinx x-a
29. Iimxcotx 30. lim (x - n/2) sec x

x-o x-n/2
31. lim
x-+oo
arctan x
---
X
32. lim
0-0
(CSC{} -!)
{}
33. lim (cot Z x

x-a
-~)
x
34. limx-'
x-a
35. Iimx4x
x-a
36.
x"'"
lim
+co
( kr1+-
x
37. Iimx(X' ) 38. lim (cotxY
x-a x---+O
xP
39. lim x' l(1ogx) 40. lim - , p>O
x-a x-+oo tr
41. lim (sin x)tanx 42. rlm--

logx h is a real number
x-o+
h x-a x '
43. a) Prove that
lim x 3 e l / x = +00.
x-o+
b) Prove that for every positive integer n,

lim x"e llx = + W.

x-o+
c) Find the result if in part (b) we have x -+ O~ instead of x -+ 0+.
44. By direct methods, find the value of limx_+a:> (x sin x)/(x 2

+ I). What happens if
I'H6pital's Rule is used? Explain.
45. Prove the following form of I'H6pital's Rule:
If
lim lex)
x-+oo
= 0, lim g(x)
x-+oo
= ° and lim j'(x) = L
g'(x)
X-+a:> ,
then
lim j(x) = L.
x- +a:> g(x)
[Hint: Consider lim x_ o+ /(l/x)/g(l/x).]

46. Suppose that
lim/ex) = limj'(x) = limr(x) = limj"'(x) = 0,
x-o x.. . 0 x-o x-o
and that
2/",( )
lim~=2.
x-o rex)
47. If the second derivative /" of a function / exists at a value x o , show that
r /(x o + h) - 2/(x o) + /(x o - h) _/"( )

~E.l h2 - Xo .
48. Let P(x) and Q(x) be polynomials of degree m and n, respectively. Analyze
lim P(x)
x-+oo Q(x)
according as m > n or m = n or m < n.
2. Convergent and Divergent Series
The numbers
form a sequence of fourteen numbers. Since this set contains both a first
and last element, the sequence is termed finite. In all other circumstances
it is called infinite. The subscripts not only identify the location of each
element but also serve to associate a positive integer with each member of
the sequence. In other words, a sequence is a function with domain a portion
(or all) of the positive integers and with range in the collection of real num-
bers. If we use J to denote the collection of positive integers and R the set
of real numbers, then a sequence is a functionf: J ..... R.
If the domain is an infinite collection of positive.integers, e.g., all positive
integers, we write
the final dots indicating the never-ending character of the sequence. Simple
examples of infinite sequences are
(I)
I 2 3 n
2' 3' 4' ... , n + I' ... (2)
2, 4, 6, ... , 2n, (3)
Deimition. Given the infinite sequence

a 1 ,a2, ... ,an , ••• ,
we say that this sequence has the limit c if, for each t; > 0, there is a positive
integer N (the size of N depending on t;) such that
Ian - cl < t; for all n > N.
We also write an ..... c as n ..... 00 and, equivalently,

lim an
n-oo
= C.
In the sequence (I) above, we have
I I
a2 = 2' ... , an =-,
n
and lim n _ oo an = O. The sequence (2) has the form
n
... , an = n + I'
and Iim n _ oo an = I. The sequence (3) does not tend to a limit.

An expression such as
U1 + U2 + U 3 + ... + U 24
is called a finite series. The sum of such a series is obtained by adding the
24 terms. We now extend the notion of a finite series by considering an
expression of the form
U1 + U 2 + U 3 + ... + un + ...
which is nonterminating and which we call an infinite series. * Our first
task is to give a meaning, if possible, to such an infinite succession of addi-
tions.
Definition. Given the infinite series U 1 + U 2 + U3 + '" + Un + ... , the

quantity Sk = U I + U 2 + ... + Uk is called the kth partial sum of the series.
That is,
etc. Each partial sum is obtained by a finite number of additions.
Definition. Given the series

U 1 +U 2 +U 3 + . . . +u n + ... (4)
with the sequence of partial sums
we define the sum of the series (4) to be

(5)
whenever the limit exists.
Using the L notation for sum, we can also write

00
I
"=1
Un = lim
11-+00
sn'
If the limit (5) does not exist, then the sum (4) is not defined.
Definitions. If the limit (5) exists, the series L::'=I Un is said to converge to
that limit; otherwise the series is said to diverge.
REMARK. The expression L::'=l Un is a shorthand notation for the formal

series expression (4). However, the symbol L::'=I Un is also used as a synonym
for the numerical value of the series when it converges. There will be no
difficulty in recognizing which meaning we are employing in any particular
case. We could obtain more precision by using the (more cumbersome)
notation described in the footnote below.
• The definition given here is informal. A more formal definition is as follows: An infinite
series is an ordered pair ( {un}' {Sn}) of infinite sequences in which Sk = U 1 + ... + Uk for each
k. The infinite series ({un)' {Sn}) is denoted by U1 + U, + ... + Un + ... or ~::""' Un' When no
confusion can arise we also denote by!:::"", Un the limit of the sequence {sn} when it exists.
The sequence of terms

ar n-l , ar n , ...
forms a geometric progression. Each term (except the first) is obtained by
multiplication of the preceding term by r, the common rmio. The partial
sums of the geometric series
a + ar + ar 2 + ar 3 + . . . + ar" + ...
are
SI = a,
S2 = a + ar,
s3=a+ar+ar 2 ,
S4 = a + ar + ar 2 + ar 3,
and, in general,
s" = aO + r + r 2 + ... + r"-I).
For example, with a = 2 and r = t,
s
"
= 2(I + !2 + !4 + ... + _1_).
2"-1
The identity
o +r+r 2
+ ... +r,,-I)(I-r)= I-r",
which may be verified by straightforward multiplication, leads to the formula
I - r"
s,,=a~
for the nth partial sum. The example a = 2, r = t gives

l-r" I
s" = 2--l- - = 4 - 2,,-2'
2
In general, we may write

I - r" a a"
s =a--=-----r r *- I. (6)
" I-r I-r l-r '
The next theorem is a direct consequence of formula (6).
Theorem 5. A geometric series

a + ar + ar 2 + ... + ar" + ...
converges if - I < r < 1 and diverges if Irl ;::: I. In the convergent case we
have
~
L,ar n-l = -a- . (7)
n~l I - r
PROOF. From (6) we see that r n --> 0 if Irl < I, yielding (7); also, r n --> 00 if
Irl> I. For r = I, the partial sum Sn is na, and Sn does not tend to a limit
as n --> 00. If r = -I, the partial sum Sn is a if n is odd and 0 if n is even.
The next theorem is useful in that it exhibits a limitation on the behavior

of the terms of a convergent series.
Theorem 6. If the series
I
00
Uk = U1 + Uz + U3 + ... + Un + ... (8)

k=l
converges, then
lim Un
n-oo
= O.
PROOF. Writing
S" = U1 + Uz + ... + Un'
we have, by subtraction, Un = Sn - Sn-l' Letting c denote the sum of the

series, we see that Sn --> c as n --> oc ; also, Sn-t --> C as n --> 00. Therefore
lim Un = lim (sn - Sn-I) = lim .1'" - lim Sn-I = C - C = O.

"-00 11-00 " ..... 00 n-oo
REMARK. The converse of Theorem 6 is not necessarily true. Later we shall

show (by example) that it is possible both for Un to tend to 0 and for the
series to diverge.
The following corollary, a restatement of Theorem 6, is useful in es-

tablishing the divergence of infinite series.
Corollary. If Un does not tend to zero as n --> 00, then the series L;:"=l un is
divergent.
Convergent series may be added, subtracted, and multiplied by constants,

as the next theorem shows.
Theorem 7. If L;:"=l Un and L;:"=I Vn both converge and c is any number, then
the series
00
I
n:=:1
(CUll)'
all converge, and

00 00
I
n=1
(CUll) = C
n=1
I ulI '
00 00 00
I
n=1
(U II ± VII) = I
n:=:1
U II ±I
n=1
VII'
PROOF. For each n, we have the following equalities for the partial sums:
II II
I(cu)=cIuj ;
j=l j= 1
II II II
"L.. (U.J - + v.)J = L..

" U·J - + "L.. V"J
j=1 j=1 j=!
The results now follow from the elementary theorems on limits of sequences
which the reader will recall from a first course in calculus.
EXAMPLE. Express the repeating decimal A = 0.151515 .,. as the ratio of

two integers.
SOLUTION. We write A in the form of a geometric series:

A = 0.15(1 + 0.01 + (0.01? + (0.01)3 + . '),
in which a = 0.15 and r = 0.0 I. This series is convergent and has sum
s= 0.15 =0.15=~=A.
1 - 0.01 0.99 33
PROBLEMS
In Problems I through 8, express each repeating decimal as the ratio of two integers.
I. 0.717171 ... 2. 0.464646 ...
3. 0.013013013 . 4. 2.718718718'"
5. 0.000141414 . 6. 32.46513513513 .
7. 3.614361436143 ... 8. 42.000100010001 .
9. Find the sum of the geometric series if a = 3, r = -to
10. Find the sum of the geometric series if a = - 2, r = t.
II. The first term of a geometric series is 3 and the fifth term is 14. Find the sum of the
infinite series.
12. The fourth term of a geometric series is -I and the seventh term is k. Find the
sum of the infinite series.
13. A ball is dropped from a height of6 meters. Upon each bounce the ball rises to 1
of its previous height. Find the total distance travelled by the ball.
In Problems 14 through 18, write the first five terms of the series given. Use the corollary
to Theorem 6 to show that the series is divergent.
., n2
14. I- 15·f~
3n + 5
n=1 n + 1 n=1
16. fn 2
2
+
- 2n 3 17. f (_1)"+1~n
n=1 2n +n + I n=1
'" n2 + n + 2
18. I
n=1 log(n + I)
In Problems 19 through 22, assume that the series

'" I
I4
n=1n
all converge. In each case use Theorem 7 to show that the given series is convergent.
19
.
~ 3n + 2
'-
"=1 n
3
20. f
"=1
n ~2
n
21.
'" 3n 2
I --.-
+4 22. f 3n
2
- :n +4
"=1 n n=1 n
23. Suppose that the series L:,"=I u. converges. Show that any series obtained from this
one by deleting a finite number of terms also converges. [Hint: Since .In = L~=I u.
converges to a limit, find the value to which Sn' the partial sums of the deleted
series, must tend.]
24. Show that any number of the form
where aI' a 2, and a 3 are digits between 0 and 9, is expressible as the ratio of two
integers and therefore is a rational number.
25. Show that any repeating decimal is a rational number.
26. Let a" a 2, ... ,an' ... be a sequence of positive terms such that a n+ 1 < an for every
n. Give an example to show that L::"=I an may not converge.
3. Series of Positive Terms

Except in very special cases, it is not possible to tell if a series converges
by finding whether or not .I,,, the nth partial sum, tends to a limit. (The
geometric series, however, is one of the special cases where it is possible.)
I IIIIII1 I
Fig. 3-1
In this section, we present some indirect tests for convergence and divergence
which apply only to series with positive (or at least nonnegative) terms.
That is, we assume throughout this section that Un ~ 0 for n = I, 2, ....
Tests for series with terms which may be positive or negative will be discussed
in the following sections.
Before establishing the next theorem we introduce the Axiom of Con-
tinuity, a property of the real number system which is useful throughout
calculus and analysis.
Axiom C (Axiom of Continuity). Suppose that an infinite sequence a., a 2 ,

... , an, ... has the properties (I) an+ 1 ~ an for all n, and (2) there is a number
M such that an ::;; M for all n. Then there is a number b ::;; M such that
and
for all n.
Figure 3-1 shows the situation. The numbers an move steadily to the right,
and yet they can never get beyond M. It is reasonable to have an axiom which
assumes that there must be some number b (perhaps M itself) toward which
the an cluster. Axiom C is usually stated in the form: Every bounded, non-
decreasing sequence of numbers tends to a limit.
Theorem 8. Suppose that Un ~ 0, n = I, 2, ... and Sn = EZ=1 Uk is the nth

partial sum. Then, either (a), there is a number M such that all the Sn ::;; M,
in which case the series 1:~=1 Uk converges to a value s ::;; M, or else (b), sn-+
+ 00 and the series diverges.
PROOF. By subtraction, we have
and so the Sn form an increasing (or at least nondecreasing) sequence. If all

Sn ::;; M, then by the Axiom of Continuity, we conclude that Sn -+ S ::;; M.
Thus part (a) of the theorem is established. If there is no such M, then for
each number E, no matter how large, there must be an S'J > E; and all Sm
with m> n are greater than or equal to Sn' This is another way of saying
Sn-+ +00.
The next theorem is one of the most useful tests for deciding convergence
and divergence of series.
Theorem 9 (Comparison Test). Suppose that all Un ~ O. (a) If 1:,:/= 1an is a

convergent series and un::;; an/or all n, then 1:':/=1 Un is convergent and
00 00
I
n=1
Un::;; I
n=1
an'
(b) If "'£':;=1 an is a divergenl series of nonnegative terms and Un ~ an for all n,

then "'£::'=1 Un diverges.
PROOF. We let
be the nth partial sums. The Sn' Sn are both nondecreasing sequences. In
case (a), we let S be the limit of Sn and, since Sn ::;; Sn ::;; S for every n, we
apply Theorem 8 to conclude that Sn converges. In case (b), we have Sn-+
+ 00 and Sn ~ Sn for every n. Hence, Sn -+ + 00.
REMARKS. In order to apply the Comparison Test, the reader must show
either (a), that the terms Un of the given series are ::;; an where "'£::'=1 an is a
known convergent series or (b), that each Un ~ an where "'£::'=1 an is a known
divergent series. In all other cases, no conclusion can be drawn.
For the Comparison Test to be useful, we must have at hand as large a

number as possible of series (of positive terms) about whose convergence and
divergence we are fully informed. Then, when confronted with a new series
of positive terms, we shall have available a body of series for comparison
purposes. So far, the only series which we have shown to be convergent are
the geometric series with r < I, and the only series which we have shown to
be divergent are those in which un does not tend to zero. We now study the
convergence and divergence of a few special types of series in order to obtain
material which can be used for the Comparison Test.
Definition. If n is a positive integer, we define n! (read n factorial) = 1 .

2 ... ,n; it is convenient to define O! = I.
For example, 5! = I ·2·3·4·5 = 120, etc. We see that

(n+I)!=(n+I)'n!, n ~O.
EXAMPLE 1. Test the series

I
I-
00
n=1 n!
for convergence or divergence.
SOLUTION. Writing the first few terms, we obtain

I 1 I 1 I I I
I! T' 2! N' 3! ~' 4! 1·2·3·4
Since each factor except I and 2 in n! is larger than 2, we have the inequalities
(which may be rigorously established by mathematical induction):
I I
and -
n! <
- 2-n --1 '
The series 1:;:"=1 an with an = 1/2 n- 1 is a geometric series with r = t, and is

therefore convergent. Hence, by the Comparison Test, 1:;:"=1 lin! converges.
REMARK. Since any finite number of terms at the beginning of a series does
not affect convergence or divergence, the comparison between Un and an
in Theorem 9 is not required for all n. It is required for all n except afinite
number.
The next theorem gives us an entire collection of series useful for compari-
son purposes.
Theorem 10 (The p-series). The series
known as the p-series, is convergent ifp > I and divergent if p :s; I.
The proof of this theorem is deferred until later in the section. We note
that it is not necessary for p to be an integeI:.
'" I
I----,----------,-,-
n=1 n(n + I)
SOLUTION. For each n we have

I I
----,------,-,-<-
n(n + I) - n2 '
Since 1:;:"=1 IIn 2 is a p-series with p = 2 and so converges, we are in a position

to use the Comparison Test. Therefore, the series
'" 1
I
n~l n(n + I)
converges.

I
In -
00
n;l+ 10
SOLUTION I. Writing out a few terms, we have
and we see that the series is just like L;:"; 1 I In, except that the first ten terms
are missing. According to the Remark before Theorem 10, we may compare
the given series with the p-series for p = I. The comparison establishes
divergence.
SOLUTION 2. We have, for every n ~ I,

I I
n + 10 ~ lIn, and so ---~-.
n+ 10 lin
The series
is divergent (p-series with p = I) and, therefore, the given series diverges.
The next theorem yields another test which is used frequently in conjunc-
tion with the Comparison Test.
Theorem 11 (Integral Test). Assume that f is a continuous, nonnegative, and

nonincreasingfunction definedfor all x ~ I. That is, we suppose that
f(x) ~ 0, (nonnegative)
and
f(x) ~f(y) for x ~ y (nonincreasing).
Suppose that L:;:';1 Un is a series with
un =f(n) for each n ~ I.
y = (x)
Lht~~x
o n-lnn+l Fig. 3-2
((x)
-,0::+----'----''-''-......:..;..1.---- x -:O:+---nL.-'-:"":;;--::'....lL-;-- x
j-l
Fig_ 3-3 Fig. 3-4
Then (a) L~=l Un is convergent ilthe improper integral J';" j(x) dx is convergent
and, conversely (b), the improper integral converges il the series does.
PROOF. (See Fig_ 3-2.) (a) Suppose first that the improper integral is con-
vergent. Then, sincel(x) c.j(j) for x ~j, we see that
f-I l(x)dx c.l(j), (I)
a fact verified by noting in Fig. 3-3 thatl(j) is the shaded area and the integral
is the area under the curve. We define
aj = fj lex) dx,
j-I
and then
a1 + f l (X)dx=a 1 +a 2 +---+a n,
where we have set 01 =j(l) = U,. By hypothesis, J,;" j{x)dx is finite, and
so the series L~=I an is convergent. Since l(j) = uj , the inequality aj c. uj is
a restatement of (I), and now the comparison theorem applies to yield the
result.
b) Suppose now that L~=I Un converges_ Let
Un = 1"+1 j(x)dx ~j(n) = Un' n = 1,2, ... ,
the inequality holding since j(x) ~ l(n) for n ~ x (Fig. 3-4). Because j(x) c. 0,
we have each Un C. 0, and so L~=I Vn converges to some number S. That is,
n fn+l
k~l Vk = 1 l(x)dx ~ S
for every n. Let e be any positive number. There is an N such that

n+1
S - e<
I 1 lex) dx ~ S for all n c. N.
SinceI(x) :2: 0, we see that
S- c; <
In+1
1 I(x) dx S
Hence the improper integral converges.

JX I(x) dx s
I S if X:2:N+ I.
We shall now employ the Integral Test to establish the convergence and
divergence of the p-series.
PROOF OF THEOREM 10. We define the function I(x) = Ijx P, which satisfies
all the conditions of the integral test if p > O. We have
JI dxx (I-P I)
f
oo d x - I'1m
- - - I'1m t - for p # I.
I xP I~OO 1
P
I~OO I - P
The limit exists for p > I and fails to exist for p < I. As for the case p = I,
we have
dx
J
I
- = logt,
I x
which tends to 00 as t --> 00. Thus Theorem 10 is established.

00 I
n~l (n + I)Iog(n + I)
SOLUTION. Let
I(x) = I
(x + I) log(x + I)
and note that all conditions for the Integral Test are fulfilled. We obtain
fl+ fl+
J
I dx 1 du 1 d(log u)
l(x+l)log(x+I)= 2 ulogu= 2 ~
= log [Iog(t + I)] -log(log2).
The expression on the right diverges as t --> 00 and, therefore, the given series
is divergent.
The particular p-series with p = I, known as the harmonic series, IS

interesting, as it is on the borderline between convergence and divergence
of the various p-series. It is an example of a series in which the general
term Un tends to zero while the series diverges. (See page 102.) We can prove
divergence of the harmonic series without recourse to the Integral Test. To
do so, we write
3. Series of Positive Terms III
++ 1+ (1 + -k) + (t + i + ~ + -k) (2)

+ (~+ /0 + n + /2 + /3 + /4 + /5 + /6) + (next 16 terms) + ....
We have the obvious inequalities
t+±>±+±=1,
t + i + ~ + -k > -k + -k + -k + -k = 1,
~ + /0 + n + /2 + /3 + I~ + n + /6
> /6 + 116+ /6 + /6 + )16+ /6 + /6 + /6 = 1-,
and so forth.
In other words, each set of terms in a set of parentheses in series (2) is
larger than!. By taking a sufficient number of parentheses, we can make the
partial sum Sn of the harmonic series as large as we please. Therefore the
series diverges.
EXAMPLE 5. Show that the series

I
L -
00
n=1 3n - 2
diverges.
SOLUTION. We may use the Integral Test, or observe that

I I I I I
L-=-L-2
00 00
and -->~ for all n;::: I.
3n - 2 3 n~1 (n - 3)
n~1 n-~-n
The comparison test shows divergence. The divergence may also be shown
directly by recombination of terms, as we did for the harmonic series.
PROBLEMS
In each of Problems I through 30, test for convergence or divergence.
I.
'"
I
0=1
---=
I
n.Jn
2.
'" I
I
n=!
-
Jfz
3. f
0=1 (n +
I
l)(n + 2)
4. f nn.Jn
0=1
+_'
5. f
0=1 n
2 2n+3
+ 3n + 2
6. f _1_2
0=1 n·
0
2
+ 3n -
7.
~ n-l
L.., - 3 -
n=1 n
8. I'"
n=1
n
n
4
6
9. I
0=1 In(n
I
+ I)
10. I
0=1
_1_
2n + 3
II. I-I-
n + 100
.=1
12.
'"
I
.=1
-2-
2· +3
'" 2·
13. I'" -2-
I
14. I -
.=1 n +2 .=1 1000
15. I
,.=1
2n
11
~5 16. I
n=1
n~ I
n
17. I logn 18.

'"
I I
2
n=1 n .=1 (n + 1)[log(n + I)]
19 I
• 0=1
log(n + I)
(n + 1)3
00 11!
20.•~, I ·3·5·7 ... (2n - 1)
21. ,'" , -
n '" 1
L.. e. 22. I I 2
n=) .=1 vn + I
23. f
• =1
n
n'
+:
2
24.
'" n"
I---;;-
n=l e
25. I!!-2"
n=1
26.
to
I-
2"
n=l
112
27. f lo~n 28. I logn

n=1 11 n= I n.jfz
29.
'" n
I-
4
30. I (2n)!
n=ln! .=1 (3n)!
31. For what values of p does the series
'"
I
.=2
-I -
n(lognjP
converge?
32. For what values of q does the series
converge')
33. For what values of p and q doe, the series

(Jog njP
I--
en
q -
n=1 11
converge?
34. State and prove as general an Integral Test as you can in which f is not non-
increasing. [Hinls: The behavior off for small values of x can be disregarded.
Also, the precise behavior of f between two successive values of n may not be
crucial.]
35. Let f{x) = sin 2 7tx. Show that the integral Sf sin 2
7txdx diverges. However,
L~=1 f(n) converges. Explain.
36. Suppose that the series L::'=t a. is convergent with a. ~ 0 for all /1. Show that
L::'=, a;
is a convergent series.
37. Let a. ~ 0 for alln and consider Yn = :ya". Show that if Iim n_ oo Yn = Y < I, then
L::'=, an converges. If Y > I, the series diverges. [Hinl: show that for sufTicirntly
large /1, a comparison with a geometric series can be made.]
*38. Given the polynomials
P(x) = anxn + a._,xn-' + + a,x + ao, an> 0,

Q(x) = bmxm + bm_,x m-' + + btx + bo, bm > O.
Show that the infinite series
converges if m > n + I and Yo is a sufficiently large integer.
4. Series of Positive and Negative Terms

In this section we establish three theorems which serve as important tests
for the convergence and divergence of series whose terms are not necessarily
positive.
Theorem 12. 1/'£.':;'=, Iunl converges, then '£.':;'=1 Un converges, and
PROOF. We define numbers v" V2, . . . , vn , ... by the relations

Un if Un is nonnegative,
vn = { 0
is negative.
if Un
In other words, the series '£.':;'=, Vn consists of all the nonnegative entries in
'£.':;'=1 Un' Similarly, we define the sequence I1in by
Wn = {O if Un is nonnegative,
is negative.
-Un if Un
The Wn are all nonnegative, and we have

(I)
for each n. Since Un:O; Junl and wn:o; Iunl, and since, by hypothesis, '£.':'=1 Iunl
converges, we may apply the comparison test to conclude that the series
<Xl
~:Un'
"=1
converge. Consequently, (see Theorem 7) the series

co
I
00
I I
00
I
00
Vn - Wn = (Vn - wn) = Un
n=} n=l n~l n=1
converges. Also,
00 00 00
$ I
n=1
Vn +I
n=1
Wn = I IUnl·
"=1
REMARK. Theorem 12 shows that if the series of absolute values L::'=t Iunl is
convergent, then the series itself also converges. The converse is not neces-
sarily true. We give an example below (page 115) in which L~=t Un converges
while L~=l IUnl diverges.
Definitions. A series L::'=t Un which is such that L;:"=l IUnl converges is said
to be absolutely convergent. However, if L;:"=t Un converges and L;:"=t Iunl
diverges, then the series L;:"= 1 Un is said to be conditionally convergent.
The next theorem yields a test for series whose terms are alternately
positive and negative. Since the hypotheses are rather stringent, the test
can be used only under special circumstances.
Theorem 13 (Alternating Series Theorem). Suppose that the numbers Ut , U2,

... , Un' ... satisfy the hypotheses.-
i) the Un are alternately positive and negative,
ii) jun+tl < IUnlforeveryn, and
iii) Iim n_ oo Un = O.
Then L;:"~1 Un is convergent. Furthermore, if the sum is denoted by s, then s
lies between the partial sums Sn and Sn+1 for each n.
PROOF. Assume that U 1 is positive. (If it is not, we can consider the series
beginning with U 2 , since discarding a finite number of terms does not affect
convergence.) Therefore, all Uk with odd subscripts are positive and all Uk
with even subscripts are negative. We state this fact in the form
for each n. We now write

S2n = (u t + u 2) + (u) + u4) + (us + U6) + ... + (U 2n - 1 + U2n)'
Since IU 2k l < U 2k - t for each k, we know that each quantity in the parentheses
is positive. Hence S2n increases for all n. On the other hand,
S2n = Ut + (u 2 + u) + (U4 + us) + ... + (U 2n - 2 + U2n - 1) + U2n'
I I I
Fig. 3-5 82n .•. S 'S2nH
Each quantity in parentheses in the above expression is negative, and so is

Therefore S2" < U 1 for all n. We conclude that S2" is an increasing
U 2 ".
sequence bounded by the number U 1 . It must tend to a limit (Axiom of
Continuity).
We apply similar reasoning to S2"-I' We have
S2"-1 + U 2" = S2"
and, since U 2 " < 0, we have S2"-1 > S2" for every n. Therefore for n> I,
S2"-1 is bounded from below by S2 = U 1 + U 2 . Also,
52"+1 = S2"-1 + (u 2" + U 2"+I)'

Since the quantity in parentheses on the right is negative, 52"-1 > 52"+1 ;
in other words, the partial sums with odd subscripts form a decreasing
bounded sequence (Fig. 3-5). The limits approached by S2" and S2n-1 must
be the same, since by hypothesis (iii),
U2n = S2" - S2n-1 ---> o.
If 5 is the limit, we see that every even sum is less than or equal to 5, while
every odd sum is greater than or equal to 5.
EXAMPLE I. Test the series

I (_1)n+1
n=1 n
for convergence or divergence. If it is convergent, determine whether it is
conditionally convergent or absolutely convergent.
SOLUTION. We set Un = (_1)n+1 In and observe that the three hypotheses of

Theorem 13 hold; i.e., the terms alternate in sign, I/(n + I) < lin for each
n, and Iimn~<Xl (- I)nln = O. Therefore the given series converges. However,
the series L~~I Iunl is the harmonic series
<Xl I
I -,
"=1 n
which is divergent. Therefore the original series is conditionally convergent.
The next test is one of the most useful for determining absolute conver-
gence of series.
Theorem 14 (Ratio Test). Suppose that in the series L::'=I un every un :f. 0 and
that
n 1
I1m
· I -U + \ =p or
un
n..... oo
Then
i) if p < I, the series ~::"=1 un converges absolutely;
ii) ifp> I,oriflun+l/unl---> +oo,theseriesdiverges;
iii) if p = I, the test gives no information.
PROOF. (i) Suppose that p < I. Choose any p' such that p < p' < I. Then,
since
lim Iun + 1 1 = p,
n-too Un
there must be a sufficiently large N for which
IU~:ll < p', for all n ~ N.

Then we obtain
etc.
By substitution we find
lUNd < p'2I uNI, etc.
and, in general,
for k = 1,2, .... (2)
The series
00 00
I luNI(pf = luNI I (p')k

k=l k=l
is a geometric series with ratio less than I and hence convergent. From (2)
and the Comparison Test, we conclude that
(3)
converges. Since (3) differs from the series
n=1
in only a finite number of terms (N, to be exact), statement (i) of the theorem
is established.
ii) Suppose that p > I or lun+1/unl---> + 00. There is an N such that
for all n ~ N.
By induction Iunl > luNI for all n> N. Therefore Un does not tend to zero,
and the series diverges (corollary to Theorem 6).
To establish (iii), we exhibit two cases in which p = I, one of them
corresponding to a divergent series, the other to a convergent series. The p
series
I
I-n
00
P
n=1
has Un = l/n P. Therefore

P
j
Un + 1/ =
Un
n
(n + l)P
= 1/(1 + !)P.
n
Since for any p
lim
n-co
1/(1 + !)P
n
= I = p,
we see that if p > I the series converges (and p = I), while if p s; I, the
series diverges (and p = I).
REMARKS. A good working procedure for a reader is to try first the ratio
test for convergence or divergence. If the limit p turns out to be I, some
other test must then be tried. The integral test is one possibility. (We observe
that the integral test establishes convergence and divergence for the p series,
while the ratio test fails.) When the terms have alternating signs, the Alter-
nating Series Theorem is suggested. In addition, we may also try comparison
theorems.
In the statement of Theorem 14, it may appear at first glance that all
possible situations for p have been considered. That is not the case, since it
may happen that
IU~:II
does not tend to any limit and does not tend to + 00. In such circumstances,
more sophisticated ratio tests are available-ones which are discussed in
specialized texts on infinite series.
EXAMPLE 2. Test for absolute convergence:

00 2n
I,·
n.
n::.:1
SOLUTION. Applying the ratio test, we have

n 1 n
U _ 2+ 2 and IUn+II_~··n!n __2_
n+l-(n+I)" Un=n!' Un -(n+I)T 2 -n+I'
Therefore
n 1
lim I u + 1= 0 = p.
" ..... 00 Un
The series converges absolutely.
EXAMPLE 3. Test for absolute and conditional convergence.

(-I)"n
I- ·
00
n
n=1 2
SOLUTION. We try the ratio test:

n+1 n + I ( -I)"n
Un+1 = ( -I ) 2n + I ' U
n
=---
2"'
and therefore
Hence
lim I U
n~oo
n l
un
+ \ =!2 = p.
The series converges absolutely.
EXAMPLE 4. Test for absolute convergence:

~ (2n)!
L. 100'
n=1 n
SOLUTION. We try the ratio test:

(2n)! _ [2(n + l)]!
Un = n lOO and Un+ 1 - (n + 1)100 .
Therefore
1= (n(2n++ 2)! . (2n)! =(2n + 1)(2n + 2)(_n_)100

lOO
I
Un+1 n
Un 1)100 +n I
= (2n + 1)(2n + 2) C +II/n )'00
Hence
lim
n..... <Xl
IUUn+ 1 / =
n
+00,
and the series is divergent.

PROBLEMS
In each of Problems I through 28, test for convergence or divergence. If the series is
convergent, determine whether it is absolutely or conditionally convergent.
n1 10"
I
00 00
I.I-.:... 2. I""
"=1 10" n=1 11.
3. f (- 1)"-1 n! 4. I
00 (_1)"-110"
,
"=1 10" n=1 n.
5. In (3)"
00
-
"=1 4
(-I)" (-1)"
I I
00 00
7. --,=- 8. -p-' 0<p < I
"=. yn n=1 n
(_I)"
I-
00
9.
n=1 n.jn
l)"n'
I -2"-
00 (_
II.
n=1
( - I r ' (4/3)" (-1)"(3/2)2

I I
00 00
13. 1 14. 4
"=1 n "=1 n
( _ 5)"-1
(-2r 1 .(n+ 1)
I-- I
00
00
15. 16. -'----"--:-=--:-':--'---'-
"=1 n· n! "=1 (2n)!
17. f (-I)"-I n ! 18. f (_I)"-I(n!)2·2"

"=1 1 . 3 . 5 ... (211-1) "=1 (2n) 1
19. I00 (-lr1(n

-'---'------=-------'-
+ I) 20. f (n !)2 5"
"=1 nJIl "=1 (211)!
21. I -
00 _--,-I)_"2_·_4_.6_·_·--.:.(,---211--"-)
-,--I
"=ll· 4 ·7···(3n-2)
(-l)"-I
I -'---'-----n 24 ~ (- I )"(n - 2)
00
23. . L..
"=1 n +1 n=1 n
7/4
25. f (-1)"(6n ' J- 911 + 4) 26. I

00 (_I)n+l
-
n=1 n n=1 (11 + I) log(n + I)
27. I00 (_ 1r I
-'----'-------"'-'--~
log (11 + I)
28. L
00 (-I)"-ll ogn
1
"=l n + I "=1 n
11'
L,;
00
n
"=1
converge?
converge?
31. Given a series ~::'=I u. in which, for each II ;:: I, u4 • and U 4 .+ 1 are positive while
u 4 . ; 2 and U 4 .+ 3 are negative. After determining appropriate additional hypotheses
on the {u.}, state and prove a theorem analogous to the Alternating Series
Theorem. Generalize your result if possible.
32. Given that ~::'=1 u. is a convergent series of positive terms, show that ~::'=I u~ is
convergent for every p > 1.
33. Given that ~::'= 1 u. is a divergent series of positive terms, show that ~::'= 1 u~ diverges
for 0 < p < I.
*34. Consider the series ~::'=I (_1).-1 III and let A be any real number. Show that by
rearranging the terms of the series, the sum will be a number in the interval
(A -I,A + I).
35. Suppose that p is a number less than I and that there is a positive integer N such
that lu.+,/u.1 N. Prove that ~::'=I lu.1
converges even
though lim._ oo lu.+,lu.J
may not exist.
36. Let a, b be two numbers larger than I with a #- b. Show that if u. = (Ila n ) when II
is odd and u. = (lib·) when n is even, then the series ~::'=I u. converges, although
Ju•• ,lu.1
does not tend to a limit as --+ 00. n
37. The root test states that a series ~::'=1 a. converges if the lim._ oo exists and 1IG.l
has a value less than I. The series diverges if the limit is larger than I. Show that
the series
00 a.
I-
.=, 2 + b•
converges if 0 < a < b.
38. Let ~::'=I a. be an absolutely convergent series. Show that
I
n=l
vl:.1
n
converges for p > t. What happens if an = n- 1(10g(n + 1»-312 and p = t?
5. Power Series
A power series is a series of the form
Co + c 1(x - a) + c 2(x - a)2 + ... + c.(x - a)n + ... ,
in which a and the C i , i = 0, I, 2, ... , are constants. If a particular value is
given to x, we then obtain an infinite series of numbers of the type we have
5. Power Series 121
been considering. The special case a = 0 occurs frequently, in which case

the series becomes
Most often, we use the 1:-notation, writing

00 00
I C,,(x - a)" and I C"x".

n=O 11=0
If a power series converges for certain values of x, we may define a function

of x by setting
=I
00 00
f(x) c,,(X - a)" or g(x) = I c"x"

n=O n=O
for those values of x. We shall see that all the functions we have studied
can be represented by convergent power series (with certain exceptions for
the value a).
The Ratio Test may be used to determine when a power series converges.
We begin with several examples.
EXAMPLE I. Find the values of x for which the series
~ -x
L. I "
n=1 n
converges.
SOLUTION. We apply the Ratio Test, noting that
I " U
I
_ _-X"+I
Un = -x,
n "+I- n +1
Then
It is important to observe that x remains unaffected as n -+ co. Hence
lim IuUnn +
"-00
1
1 = lim Ixl-n-
"-00 n+ I
= Ixllim _1_ = Ixl·
I + lin "-00
That is, P = Ixl in the Ratio Test.

We conclude: (a) the series converges if Ixl < I; (b) the series diverges
if Ixl > I; (c) if Ixl = I, the Ratio Test gives no information. The last case
corresponds to x = ± I, and we may try other methods for these two series,
which are
I (-I)"
I-n I-
00 00
(if x = I) and (if x == -I).
n=1 n
n=1
The first series above is the divergent harmonic series. The second series
converges by the Alternating Series Theorem. Therefore the given series
converges for - I ~ x < I.
EXAMPLE 2. Find the values of x for which the series

00 (-I)"(x + I)"
"~I 2"n
2
converges.
SOLUTION. We apply the Ratio Test:

(-I)"(x+ I)" (_I)"+I(X+ 1)"+1
u" = 2"n 2 ' U"+1 = 2"+I(n + 1)2
Therefore
and
· IU"+11_1[
IIm----x+ III'1m ( - -
I - )2_- -IX-+-I1.
"~oo lu"1 2 "~oo I + lin 2
According to the Ratio Test: (a) the series converges if ~Ix + II < I; (b)
the series diverges if tlx + II > I; and (c) if Ix + II = 2, the test fails.
The inequality Ix + II < 2 may be written
-2<x+I<2 ~ -3<x<l,
and the series converges in this interval, while it diverges for x outside this
interval. The values x = - 3 and x = I remain for consideration. The corre-
sponding series are
(-1)"(-2)" I 00 (_ 1)"2" 00 (- I)"
2: 2: ----;;z.
00 00
2:
"=1
2"n2 2:
= "=1 n2
and
n=l
2"n2 = n=1
Both series converge by the p series test. The original series converges for
x in the interval - 3 ~ x ~ I.

00 (-l)"x"
I
"=0 n.
I
converges.

( -l)"x" (-I)"+l x "+1
Un = n.I ' U"+1 = (n + I)! '
5. Power Series 123
and
Hence p = 0, regardless of the value of Ixl. The series converges for all values
of x; that is, for - 00 < x < 00.

I (-l)nn!x n
n~O Ion
converges.

( _I)nn!x n
Un = Ion '
and
I
Un+II=lxln+l(n+I)!·~=II·n+1
Un IO n + 1 Ixlnn! x 10'
Therefore, if x i= 0, Iun+l/unj-> 00 and the series diverges. The series con-

verges only for x = o.
The convergence properties of the most general power series are illustrated
in the examples above. However, the proof of the theorem which states this
fact (given below in Theorem 16) will be proved in section 13, In all the
examples above we see that it always happened that IUn+I~Unl tended to a
limit or to + 00, The examples are deceptive, since there are cases in which
Iun+l/unl may neither tend to a limit nor tend to + 00.
Lemma. If the series :E::"~o un converges, there is a number M such that Iunl :s; M
for every n.
PROOF. By Theorem 6 we know that limn~<Xl Un = O. From the definition of

a limit, there must be a number N such that
for all n> N
(by taking [; = I in the definition of limit). We define M to be the largest
of the numbers
luol, lUll, luzl, ... , IUNI, I,
and the result is established.
Theorem 15. If the series 1:::"=0 anx n converges for some x I i' 0, then the
series converges absolutely for all x for which Ixl < Ix 11, and there is a number
M such that
for all n.
PROOF. Since the series 1:::"=0 anx7 converges, we know from the Lemma above
that there is a number M such that
lax"I <M
n I - for all n.
Then
lanxnl = lanx7;~1 = lanx71·1:lln ~ M 1:1 In.

The series
is a geometric series with ratio less than I, and so convergent. Hence, by

the Comparison Test, the series
I
ex)
n
anx
";0
converges absolutely.
REMARK. Theorem 15 may be established for series of the form
I
ex)
an(x - a)n
n=O
in a completely analogous manner.
Theorem 16. Let 1:::"=0 an(x - a)n be any given power series. Then either
i) the series converges only for x = a;
ii) the series converges for all values of x; or
iii) there is a number R > 0 such that the series converges for all x for which
Ix - al < Rand diverges for all x for which Ix - > R. al
The proof is given in section 13. The consequence (iii) in Theorem 16
states that there is an interval of convergence - R < x - a < R or a - R <
x < a + R. Nothing is stated about what happens when x = a - R or a + R.
These endpoint problems must be settled on a case-by-case basis. The al-
ternatives (i) and (ii) correspond to R = 0 and R = + 00, respectively.
5. Power Series 125
PROBLEMS
In Problems I through 27, find the values of x for which the following power series
converge. Include a discussion of the endpoints.
I""
00
I. I x" 2. (-I)"x"
11=0 11=0
I
00 00
3. (2x)" 4. I (tx)"
11=0 11=0
00
(x - I)"
5. I (-I)"(n + I)x"
00
6 , , - 2-
11=0 · "':', 3" n
"" (-I)"+l(x _ 2)n
8. I r=
"=1 nvn
9.
"" (x + 2)"
I -- 10 f: (lOx)"
"=1 Jfi · n=O n!
II. f: ~ 12. f: + 1)"

n !(x
"=0 (2n) ! ,,=0 5"
(-I)"(3/2)"x" (2n) Ix"
13.
00
I~~.'..::.!..-':":"'- 14 I-
00
-
"=0 n +I · 11=0n!
16. f: n(x + 2)"

11=1 n=1 2"
17. I
00 (_ 1)"- J (x
2
+ 4)" 18. f: n!(x - 3)"
11=1 3"· n n='1 ·3·5 ... (2n - I)
19. f: (-lr'(n!hx - 2)" 20. f: n n I(X - I)"

"=1 2"(2n)! n=,4 ·I·3·5··· (212- J)
21. f (_l)n-'n!(3/2)nx"
22. I
00 (-1)"3"+'x"
3"
"=, I ·3·5· .. (2n - I) "=0 2
23. f
11=1
(n -
n
PX" 24
00
· "'":'0
(6n 2
2"(n
+ 3n + I)x"
+ 1)3 .
25. I"" (-I)"-I X"
-~"--.:..:....-
26. f: log(n + I)3"(x - 1)"
"=1 (n + I)log(n + I) n=' n + I
00 (-Ir'(logn)2nx"
27. "~, 3"n 2
28. Prove Theorem 15 for series of the form

00
I a"(x - a)".
11=0
29. a) Find the interval of convergence of the series

1· 3 . 5 ... (2n - I)
I
00
x" .
•=,2·4·6 .. ·(2n)
b) Show that the series in (a) is identical with the series

'" (2n)! "
"~1 22"(n !)2 x .
30. Find the interval of convergence of the series
L'"
,,~l
'·3·5··· (2n - l)(x - 2)"
2"· I ·4·7· .. (3n - 2)
.
31. Find the interval of convergence of the binomial series
'" m(m - I) ... (m - n + I)
1+ L
,,~l n!
x'"
'
m fixed.
*32. Suppose that the series l::'=o a"x" has an interval of convergence ( - R, R). (a) Show
that the series L:~O a"x"+l/(n + I) has the same interval of convergence.
b) Show that the series L::'~I na"x"-l has the same interval of convergence.
33. Given the series L::'~O a"x". Suppose that lim"_,,, vIaJ = r. Show that the series
converges for
I I
-- < x <-.
r r
34. Given the two series l::'=oa"x" and l::'=ob"x". Suppose there is an N such that
lanl :::; Ibnl for all n ~ N. Show that the interval of convergence of the first series is
at least as large as the interval of convergence of the second series.
35. Suppose the series l::'=o anxn converges for - R < x < R. Show that the series
L::'~O anxkn for some fixed positive integer k converges for -;JR < x < ;JR.
6. Taylor's Series
Suppose that a power series
L an(x -
00
a)n
n=O
converges in some interval - R < x - a < R (R > 0). Then the sum of the
series has a value for each x in this interval and so defines a function of x.
We can therefore write
f(x) = ao + a1(x - a) + a 2(x - a)2 + a 3(x - a)3 +
(I)
a- R< x <a + R.
We ask the question: What is the relationship between the coefficients ai'
a2' a3, ... , an' ... and the functionf?
We shall proceed nai'vely, as if the right side of (I) were a polynomial.
Setting x = a, we find at once that
j(a) = ao.
We differentiate (I) (as if the right side were a polynomial) and get
f'(x) = a l + 2a z(x - a) + 3a3(X - a)2 + 4a4(X - a)3 + ....
For x = a, we find that
/,(a) =a •.
We continue both differentiating and setting x = a, to obtain

r(x) = 2az + 3· 2a3(X - a) + 4· 3a 4(x - a)2 + 5· 4as(x - a)3 + .. "
j "'(a) = 2a z or a2
r(a)
=21'
r'(x) = 3· 2a3 + 4·3· 2a 4(x - a) + 5·4· 3as(x - a)z
+ 6·5· 4a6(X - a)3 + .. "
f"'(a)
f"'(a) = 3· 2a3 or a 3 = -3-!-'
and so forth. The pattern is now clear. The general formula for the coeffi-
cients ao, a I ' . . . , an' ... is
j<n)(a)
an=~'
In Section 8, we will show that all of the above steps are legitimate so long
as the series is convergent in some interval. Substituting the formulas for the
coefficients an into the power series, we obtain
j(x) = I
n~O
pn)(a) (x - a)n.
n!
(2)
Definition. The right side of Eq. (2) is called the Taylor series for j about
the point a or the expansion of j into a power series about a.
For the special case a = 0, the Taylor series is
j(x) = I jln)(o) x n. (3)

n~O n!
The right side of (3) is called the Maclaurin seriesjor f
EXAMPLE I. Assuming that j(x) = sin x is given by its Maclaurin series,

expand sin x into such a series.
SOLUTION. We have
j(x) = sinx, j(O) = 0,
f'(x) = cosx, /,(0) = I,
rex) = -sinx, reO) = 0,

f(3,(x) = -cosx, P3'(0) = -I,
P4,(X) = sin x, jl4 J(0) = O.
It is clear that f(5) = I, f6 = r,

etc., so that the sequence 0, 1,0, -I,
0, I, 0, -I, ... repeats itself indefinitely. Therefore, from (3) we obtain
3 5 7 9
. x x x x
smx= x --+ ---+_ ...
3! 5! 7! 9!
(4)
l)k x 2k+1
I .
• OCJ (_
smx =
k=O (2k + I)!
REMARK. It may be verified (by the Ratio Test, for example) that the series
(4) converges for all values of x.
EXAMPLE 2. Expand the function
j{x) =!x
into a Taylor series about x = I, assuming that such an expansion is valid.
SOLUTION. We have
f(x) = X-I, j(l)=I,
I(x) = (-I)x- 2 , I(I) = -I,
3
rex) = (-1)( -2)x- , F(I)=(-1)2'2!,
jl3 l(X) = (-I)(-2)(-3)x- 4 , f(3)(I) = (_1)3. 3!,
f(n,(x) = (-1)( -2) ... (_n)x- n- 1 , pn'(I) = (-I)"' n!
Therefore from (2) with a = I, we obtain
j{x) =! =
x ,,=0
I (- I)n(x - I)". (5)
REMARK. The series (5) converges for Ix - 11 < I or 0 < x < 2, as may be
confirmed by the Ratio Test.
Examples I and 2 have meaning only if it is known that the functions are
representable by means of power series. There are examples of functions
for which it is possible to compute all the quantitiesp"'(x) at a given value a,
and yet the Taylor series about a will not represent the function. (See Problem
33 at the end of this Section.)
EXAMPLE 3. Compute the first six terms of the Maclaurin expansion of the
function.
f(x) = tanx,
assuming that such an expansion is valid.
SOLUTION. We have
f(x) = tan x, f(O) = 0,
f'(x) = sec l x, /,(0) = I,
l
I"(x) = 2sec xtanx, 1"(0) = 0,
P3)(X) = 2 sec 4
x + 4 sec 2 l
x tan x, f(3)(0) = 2,
f(4l(X) = 8 tan x sec x(2 l
+ 3 tan x), P4)(0) = 0,
l
PS)(x) = 48 tan x sec l 4

x + 8 sec 2 x(2 + 3tan l x)(sec l x + 2 tan l x),
PS)(O) = 16.
Therefore
3 s
f(x) = tan x = x + -x + -2x + ....
3 15
REMARK. Example 3 shows that the general pattern for the successive deriva-
tives may not always be readily discernible. Examples I and 2, on the other
hand, show how the general formula for the nth derivative may be arrived
at simply.
PROBLEMS
In Problems 1 through 16, find the Taylor (Maclaurin if a = 0) series for each function
fabout the given value of a.
I. j(x) = eX, a=0 2. f(x) = cosx, a= I)
3. j(x) = log (I + x), a =0 4. j(x) = log (I + x), a =I

5. j(x) = (I _X)-2, a =0 6. f(x) = (I - X)-1/2, a =0
7. f(x) = (I + X)I/2, a =0 8. f(x) = e<, a =I
9. f(x) = log x, a = 3 10. j(x) = sinx, a = 7:/4
II. f(x) = cos x, a = n/3 12. j(x) = sin x, a = 2n/3
13. f(x) = JX, a= 4 14. f(x) = sin (x + t), a = 0
15. f(x) = cos (x + t), a =0 16. j(x) = x m , a = I
In each of Problems 17 through 31, find the first few terms of the Taylor expansion
about the given value of a. Carry out the process to include the term (x - at for the
giv~n integer n.
17.l(x) = e- x ', a= 0, n=4

18. l(x) = xeX, a= 0, n=4
. I
19. j(x) = - - 2 ' a= 0, n=4
I+x
20. j(x) = arctan x, a=O, n=5
2I.l(x) = eXcosx, a=O, n=4
I
22·l(x) = - - - =2, a= 0, n=4
.J I - x
23. l(x) = arcsin x, a = 0, n=5
24. l(x) = tan x, a = n14, n=5
25.l(x) = logsecx, a=O, n=6
26. l(x) = sec x, a= 0, n=4
27. j(x) = cscx, a = n16, n=4
28. l(x) = cscx, a = n12, n=4
29. l(x) = secx, a = n13, n=3
30. l(x) = logsinx, a = nI4,. n=4
31. l(x) = tan x, a= 0, n=7 Hint: See Example 3' express jlS)(x) in
terms of sec x.]
32. a) Given the polynomial
l(x) = 3 + 2x - x 2 + 4x 3 - 2x4 , (6)
show thatlmay be written in the form

l(x) = ao + a,(x - I) + a2(x - 1)2 + a 3 (x - 1)3 + a4 (x - 1)4.
[Hint: Use the Taylor expansion (2) and (6) to get each a j . ]
*b) Given the same polynomial in two forms,
n n
f(x) = I a.(x - a)', j(x) = I b.(x - b)',
1:=0 .=0
express each b j in terms of a, b, and the aj'
*33. a) Given the function (see Fig. 3-6)
F(x) = {e-
1IX
',
x ,= 0,
0, x= 0,
use I'Hopital's Rule to show that
£'(0) = 0.
Fig. 3-6 ~
--
o
b) Show that F'n)(o) = 0 for every positive integer n.

F(x)
.x
c) What can be said about the Taylor series for F?

34, For any real number n and any positive number a show that the Maclaurin series
for (a + x)n is given by
(a + x)n = an + na"-I x + n(n - 1)an- 2x 2 + ...
2!
n(n - I) ... (n - k + I) a"-k k
+ k! X + ..
Set a = 1 and n = 1 and find the Maclaurin series for (I + X)1/2. Find the interval
of convergence. Also, find the Maclaurin expansion and the interval of conver-
gencefor(l +X)-I.
35. Find the Taylor expansion of (3 + X)-1/2 about a = I. [Hint: Write 3 + x =
4 + (x - I) and use the result in Problem 34 with a = 4 and x replaced by x - I.
7. Taylor's Theorem with Remainder

If a function I possesses only a finite number-say n-of derivatives, then
it is clear that it is not possible to represent it by a Taylor series, since the
coefficients a k = 11k)(a)/k! cannot be computed beyond an' In such cases it
is still possible to obtain a/inile version of a Taylor expansion.
Suppose that I(x) possesses n continuous derivatives in some interval
about the value a. Then it is always possible to write
I(x) = I(a) + f'(a) (x - a) + I(Z)(a) (x _ a)z + ...

I! 2!
(I)
+ I(n)~a) (x _ a)" + Rn
n.
for x in this interval. The right side consists of a polynomial in x of degree n
and a remainder R n about which, as yet, we have no knowledge. In fact,
the quantity R n is defined by the formula (I). For example, in the unusual
case that I and its n derivatives all vanish at x = a, the "remainder" R n is
just I itself. The content of Taylor's Theorem concerns useful information
about the nature of R n . This theorem is not only of great theoretical value
but may also be used in approximations and numerical computations.
Theorem 17 (Taylor's Theorem with Deriyatiye Form of Remainder). Suppose

that j; f', f(2), ... , f<n l , pn+1) are all continuous on some interval containing
a and b. Then there is a number ~ between a and b such that
feb) = f(a) + f'(a) (b _ a) + f(2)(a) (b _ a)2 + ...

I! 2!
pn)(a) n pn+1)(~)(b - a)n+1
+-,-(b-a)
n. + (n + I)f.
That is, the remainder Rn is given by the formula
pn+1)(~)(b _ a)n+1
R = "---~-"-------'----- (2)
n (n+ I)!
REMARKS. (i) We see that Rn depends on both b and a, and we write, in

general, R n = Rn(a, b), a function of two variables.
ii) If we take the special case n = 0, we obtain
feb) = f(a) + f'(~)(b - a),
which we recognize as the Theorem of the Mean. Thus this form of Taylor's
Theorem is a direct generalization of the Theorem of the Mean.
PROOF OF THEOREM 17. The proof makes use of Rolle's Theorem. We create
a function 4>(x) which is zero at a and b and so, by Rolle's Theorem, there
must be a number ~ between a and b where 4>'(0 = O. The algebra is lengthy,
and the reader should write out the details for the cases n = I, 2, 3 in order
to grasp the essence of the proof. We use the form (I) for x = b and write
1
feb) = f(a) + f'(a)(b - a) + p2 (a)(b - a)2 + ...
I! 2'
(n)(a) (b a)n
+f f - + Rn(a,b);
n.
we wish to find Rn(a, b). We define the function
4>(x) = feb) _ f(x) _ f(x)(b - x) _ f(2)(x)(b - X)2
I! 2!
f(31(X)(b - X)3 _ ... _ f1n-11(X)(b _ X)n-I
3! (n - I)!
f(n)(x)(b - x)n (b - X)"+I
- n! - Rn(a,b) (b _ a)n+I'
The function 4> was concocted in such a way that 4>(a) = 0 and 4>(b) = 0,
facts which are easily checked by straight substitution. We compute the
derivative 4>'(x) (using the formula for the derivative of a product wherever
necessary) :
1>'(x) = -f'(x) + f'(x) _ P2)(x)(b - x) + 2f(2)(x)(b - x)

I! 2!
fI3)(x)(b - X)2 31'3)(x)(b - X)2 P4)(x)(b - X)3
- 2! + 3! - 3! + ...
j l ll+l)(x)(b - X)n RII(a,b)(n + I)(b - X)"
- n! + (b-a)"+1
Amazingly, all the terms cancel except the last two, and we find
, 1'n+ I I(x)(b _ x)n (b __ x)n
1> (x) = - n! + RII(a,b)(n + I) (b _ a)"+I'
Using Rolle's Theorem, we know there must be a value ¢ between a and b

such that 1>'(¢) = O. Therefore we get
f,n+l\¢)(b _ ¢)n (b _ ~)n
0= ,
n.
+ Rn(a,b)(n + I ) ( - b.1i+T
- a}
or, upon solving for RII(a, b), the formula (2) exactly.
REMARKS. (i) If we know thatj{x) has continuous derivatives of all orders

and if Rn(a, b) --> 0 as n --> 00, then we can establish the validity of the Taylor
series. ii) In any case, R II is a measure of how much f differs from a certain
polynomial of degree n. If R n is small, then the polynomial may be used
for an approximation to f
When we use Taylor's Theorem in the computation of functions from the

approximating polynomial, errors may arise from two sources: the error
R n , made above by neglecting the powers of (b - a) beyond the nth; and the
"round-off error" made by expressing each term in decimal form. If we wish
to compute the value of some function j(b) to an accuracy of four decimal
places, it is essential to be able to say for certain thatj(b) is between some
decimal fraction with four decimals -0.00005 and the same decimal fraction
+0.00005. Time is saved by computing each term to two decimals more than
are required. Frequently R II is close to the value of the first term in the series
omitted, and this fact can be used as a guide in choosing the number of terms.
Although we do not know R n exactly, we can often show that there are two
numbers m and M with
m spn+I)(x) S M for all x between a and b.
Then we get for Rn(a,b) the inequality
m(b - a)" + 1 M(b - a)n+I
(n+I)! sRII(a,b)s (n+I)!
EXAMPLE I. Compute (1.1)1/5 to an accuracy of four decimal places.

SOLUTION. The key to the solution, using Taylor's Theorem, is the fact that
we can set
j(x)=(l +X)I/5, a =0, b = 0.1.
Then
j(x) = (I + X)I/5, f(a) = I 1.0000 00
I'(x) = i(l + X)-4/5 F (a)(b - a) = !(O

5 . I) I 0.0200 00
F(x) = -;5(1 + X)-9/5, F(a)(b - a)2 = -~(O 1)2 = -00008 00

2! 25 . .
36 ~(O 1)3
F'(x) = 125(1 + X)-14/5, I'''(a)(b - a)3 =
31 125 .
0.0000 48
For all x between 0 and 1 we have

0<(1 + X)-14/5 < I.
Therefore we can estimate R" for n = 2:
O<R =~(I+~)_14/5(b-a)3<~(0.1)3=0.0000 48.
2 125 3! 125
Adding the terms in the Taylor expansion through n = 2, we get
(1.1) 1/5 = 1.0192, approximately;
in fact, a more precise statement is
1.0192 < (1.1)1/5 < 1.0192 48.
REMARK. In Example I, we could have selected f(x) = X I /5 with a = I,

b = 1.1. The result is the same.
EXAMPLE 2. Compute 17 to an accuracy of four decimal places.

SOLUTION. Set
j(x) = x l /3, a = 8, b = 7.
Then b - a = - I and
f(x) = 13
X / , f(a) =2 2.0000 00
F(x) = ~X-2/3, F(a)(b - a) = --.!-

12
= -0.0833 33
F(a)(b - a)2 I
= -0.0034 72
21 -9.2 5
j"'(a)(b - a)3 5
P3)(X) = ~~[8j3, - 81· 28
= -0.0002 41
3!
(4)( ) _ -80 -11/3 p4)(a)(b _ a)4 5
/ X -81X , 243. 210 = -0.0000 20
4!
It would appear to be sufficient to use only the terms through (b - a)3.
However, by computing the sum of the decimal fractions given, we obtain
1.9129 54. But the next term is -0.0000 20 which, if included, would
reduce the value to 1.9129 34. If we stopped with the (b - a)3 term and
rounded off, we would obtain 1.9130 whereas, if we keep the next term and
round off, we obtain 1.9129. So the term in (b - a)4 should be retained,
and the remainder R 4 must be estimated. We have
I 3
P5)(X) = 880 X-14/3 = 880X / .
5
243 243x
I/3
Since we are concerned with the interval 7 < x < 8, we see that X < 2
and x 5 > (49)(343). Hence
/(5)(X) 1760 I
0< -5l- < (243)(49)(343)(120) < 270,000 < 0.000004.
Since (b - a)5 = - I, we conclude that

- 0.000004 < R 4 < 0
and that
.J7 = 1.9129
to the required accuracy. Actually, if we merely keep an extra decimal in
each term retained, we see that
.J7= 1.91293
to five decimals.
REMARKS. In Example I there was no round-off error, since each decimal

fraction gave the exact value of the corresponding term. This was not true
in Example 2, however. In general, the round-off error in each term may be
as much as ! in the last decimal place retained. Round-off errors may tend
to cancel each other if there is a large number of computations in a given
problem.
The remainder Rn(a, b) in Taylor's Theorem may be given in many forms.

The next theorem, stated without proof, gives the remainder in the form of
an integral.
Theorem 18 (Taylor's Theorem with Integral Form of Remainder). Suppose

that f,f' ,/(2), ... ,/(n),pn+l) are all continuous in some interval containing a
and b. Then lex) may be written in the form
fCb) = fCa) + j'Ca) Cb _ a) + f(2)Ca)(b - a)2 + ...

I! 2!
pnJCa)(b - a)"
+ n.
, + Rn
where
Rn = ~
n.
Ib j<n+l)Ct)(b - t)"dt.
a
EXAMPLE 3. Write log (I + x) as a polynomial of the third degree, and esti-

mate the remainder R n for 0 < x < 1.
SOLUTION. We select
f(x) = log (I + x), a = 0, b = x.
Then we write successive derivatives,
j'(X)=I~X' j'CO) = I,
j W( x ) I 1"CO) = -I,
= - (I + X)2'
j '(3)( x ) -_ (I +2 X)3' j<3)(0) = 2,
j<4)(X) = _ 6 .
(I + X)4
Therefore
with
6
R = -- IX - -I ( x - t) 3 dt.
n 6 0 (I + t)4
A simple estimate replaces (I + t)-4 by its smallest value I, and we find
PROBLEMS
In each of Problems I through 20, compute the given quantities to the specified number
of decimal places. Make sure of your accuracy by using Taylor's Theorem with Remain-
der. Use the fact that 2 < e < 4 wherever necessary.
I. e- O. 2 5 decimals 2. e- O. 4 4 decimals
3. ('0.2
5 decimals 4. sin (0.5), 5 decimals
5. cos (0.5), 5 decimals 6. tan (0. I), 3 decimals
7. log (1.2), 4 decimals 8. log (0.9), 5 decimals
-I
9. e , 5 decimals 10. e, 5 decimals
II. (1.08) 1f4, 5 decimals 12. (0.92)1/4, 5 decimals
13. (0.91)1/3, 5 decimals 14. (0.90)1/5, 5 decimals
15. (0)1/5, 5 decimals 16. (15)1/4, 5 decimals
17. (O.WIS, 5 decimals 18. (65)1/6, 5 decimals
19. log(0.8), 5 decimals 20. log (0.6), 3 decimals
Given that 1° = 1l/ 180 radians = 0.0174533 radians and 5° = 1l/36 radians = 0.0872655
radians, in each of Problems 21 through 23 compute to the number of decimal places
required.
21. sin 1°, 6 decimals 22. sin 5°, 5 decimals 23. cos 5°, 5 decimals
24. Find the largest interval about x = 0 in which the function j(x) = sinx may be
approximated to four decimal places by x - !x 3 , the first two terms in the Maclaurin
expansion.
25. Given the functionf: x --+ cos 2 x, find an upper and lower bound for Rn(a, b) where
a = 0, b = 1l/4, n = 4.
26. Verify the identity in x:
_1_= I-x +x2 _ ... + (_I)n-l x n-I +~)"xn.

I+x I+x
Integrate between 0 and b to obtain the formula
log(l + b) = - L (_I)k-
n b + (_I)n
k
fb x"
--dx.
k=[ k ol+x
Show that this is Taylor's formula with integral remainder. Obtain the estimate
for R n :
Ib l + 1
n
Ibl <
IRnl:;; I -Ibl for I.
27. Apply the method of Problem 26 to the function f(x) = I/O + x 2 ) and obtain
Taylor's formula for arctan x.
28. Let 1:::"=0 Un be a convergent infinite series whose terms are alternately positive and
negative and also such that IUn+[ I < Iunl for each n. It can be shown that the error
in approximating the above series by r.~=o Un is always less than IUN+II. Apply this
result to approximate cos(1l/6) by its Taylor series with remainder and thereby
find ,j3 to three decimal places.
8. Differentiation and Integration of Series

In Section 6 we developed the formula for the Taylor series of a function
and, in so doing, we ignored the validity of the manipulations which were
performed. Now we shall establish the theorems which verify the correctness
of the results already obtained.
Theorem 19 (Validity of Term-by-Term Differentiation of Power Series).

If R > 0 and the series
(I)
converges for Ixl < R, then the series obtained from (I) by term-by-term
diflerentiation converges obsolutely for Ixl < R.
PROOF. Term-by-term differentiation of (I) yields
(2)
Choose any value x such that Ixl < R and choose XI so that Ixl < Ix II < R.
According to the Lemma of Section 5 (page 123), there is a positive number
M with the property that
for all n.
We have the relation
n
xn-ll = Ina xx~- .xnl x In-I
1
Ina < nMI
n-' n I - X I X I
and now we can apply the comparison test to the series (2). The series
M
Xl n=1
f:n 1~ln-1
Xl
converges by the Ratio Test, since p = Ixlx 11 < 1; hence, so does the series
(2). Since X is any number in the interval ( - R, R), the interval of convergence
of (2) is the same as that of (I).
Corollary. Under the hypotheses of Theorem 19, the series (I) may be difler-
entiated any number of times and each of the differentiated series converges
for Ixl < R.
REMARKS. (i) The Corollary is obtained by induction, since each differ-

entiated series has the same radius of convergence as the one before. (ii) The
results of Theorem 19 and the Corollary are valid for a series of the form
which converges for Ix - al < R so long as R > O. The proof is the same.
(iii) The quantity R may be + 00, in which case the series and its derived
ones converge for all values of x.
Theorem 20. If R > 0 and f is defined by
I
<Xl
f(x) = anx" for Ixl < R,

"=0
thenfis continuous for Ixl < R.

PROOF. Let X o be any number such that - R < X o < R; we wish to show that
lis continuous at x o' In other words we must show that
f(x) -+ j(x o) as x -+ Xo'
We have
If(x) - f(xo)1 = IJo n

an(x - xo)1 s Jo lanllxn - xol·
We apply the Theorem of the Mean to the function g(x) = x"; that is, the
relation
g(x) - g(xo) = g'(¢)(x - xo), (¢ is between x and x o),
applied to the function g(x) = x n, is
x n - Xo = n¢~-t(x - x o). (¢n between x and -'"0)'
The subscript n has been put on ¢ to identify the particular exponent of the
function x n • We may also write
Thus we find
<Xl
Il(x) - j(xo)1 s I nlanll¢nln-'lx - xol·

"=0
So long as x is in the interval of convergence there is an x 1 such that I¢n I < X I

for all n. We deduce that
If(x) - f(x o) I s Ix - Xol I

<Xl
nlanlx~-t.
n=O
N ow we apply Theorem 19 to conclude that the series on the right converges;

call its sum K. Then
If(x) - f(x o) Isix - xol' K.
As x tends to Xo the quantity on the right tends to zero, and so f(x) tends to
f(x o). That is./(x) is continuous at X o'
Theorem 21 (Term-by-Term Integration of Power Series). Suppose that R > 0

and
f(x) = I'" anx n (3)

n=O
converges for Ixl < R. We define
F(x) = f f(t)dt.
Then the formula

xn+1
I
00
F(x) = an- - (4)

n=O n + I
holds for Ixl < R.
PROOF. Let x be any number such that - R < x < R. Choose XI so that
Ixl < Ix 11 < R. We note that for any n
i
x
a x n+ 1
antndt = _n__ .
o n+1
i
Therefore
n 1 X
F(x) - I
N x +- =
an- [
f(t) - I
N ant n] dt. (5)
n=O n + I 0 n=O
But now
NooN 00
jCt) - I n
ant = I n
ant - I ant
n
= I a.c",
n=O n=O n=O n=N+l
and for all t such that -Ixl < t < Ixl and Ixl < Ix.1 < R,
k Ct ) - nto antnl ~ nJ+llanllxln. (6)
Since the series (3) converges absolutely at x, the right side of (6)~being the
remainder~tends to zero as N -> 00. We conclude from (5) that
As N tends to 00, the right side above tends to zero, and the left side above
yields (4).
EXAMPLE I. Assuming that the functionf(x) = sin x is given by the series

. x3 x5
+ ~ - ... + (_I)"x + + ...
2n 1
Sill X = X - ~
3! 5! (2n+I)! '
find the Maclaurin series for cos x.
SOLUTION. Applying the Ratio Test to the series

00 (_ I)n X2n+ t
n~o (2n + I)! '
r
we see that it converges for all values of x. We define
F(x) = sintdt = -cosx + I.

Integrating the above series for sin x term by term, we obtain
(_I)n x 2n+2
I
00
= I - cosx = (2
F(x)
n=O n + 2) .,
or
I)n x 2n
Ioc. -'(_-------'
l)n x
x2 x4 x6 2n
cos X = I - -
2'
+ - - - + ... +
4! 6!
( _
(2n)!
+ ... =
n=O (2n)!
----
The next theorem relates the derivative of a function given by a series
with the term-by-term differentiation of the series.
Theorem 22. If R > 0 and
Ixl < R,
00
f(x) = I anxn for (7)

n=O
then f(x) has continuous derivatives of all orders for Ixl < R which are given
there by series obtained by successive term-by-term differentiations of(7).
PROOF. The fact that
(8)
converges for Ixl < R was shown in Theorem 19. We must show that g(x) =
n
~~=l nanx - 1 is the derivative off Theorem 20 establishes the fact that g is
r
continuous. Then, integrating the series (8) term by term we get, on the one
hand,
aO + g(t)dt
and, on the other, the series for j(x). That is,
j(x) = ao + r
The Fundamental Theorem of the Calculus then asserts that
g(t)dt.
rex) = g(x),
which is the result we wished to establish.
REMARK. The result of Theorem 22 holds equally well for functions f given
by series of the form
I
00
f(x) = an(x - a)",

n=O
which converge for Ix - al < R wilh R> O. The klh derivative offis given
by
I
00
jCk)(X) = n(n - I) ... (n - k + I)(x _ a)n-k
n=k
EXAMPLE 2. Assuming that the expansion off: x ...... (4 + x 2r l

is given by
I 00 (_I)n 2n
4 + x 2 = n~o 22n + 2 X ,
valid for Ixl < 2, obtain an expansion for 2x/(4 + X 2 )2.

SOLUTION. Differentiating term by term, we find
2x ~ (- l)n2n 2n-1
- (4 + X2)2 = n';:l 2 2n + 2 X .
We may replace n by n + I in the infinite series if we change the lower limit

from I to O. We get
2x = ~ (-I)n(2n + 2) X 2n + 1
(4 + X 2)2 n';:O 2 2n + 4 .
We now make use of the above theorems and the fact that the function
1/(1 + x) may be expanded in the simple geometric series
_I_
I +x
= I (_ I)n x
n=O
n,
Ixl < 1,
to obtain additional series expansions.
Theorem 23. For Ixl < I, we have the expansion:

I)"-lxn
+ x) = L -'----------'---
00 (
log(l
n=1 n
PROOF. Letting F(x) = log (l + x) and differentiating, we find

F(x) = f(x) = _1- =
I +x n=O
(_I)nxn, I Ixl < 1.
Now, by Theorem 21, we may integrate term by term and get
I
l)" x"+ 1
I - ,
x 00 (
F(x) = f(t)dt =
o "~O n +1
which is equivalent to the statement of the theorem.
EXAMPLE 3. Find the Maclaurin series for

I
f(x) = (I _ X)2'
SOLUTION. If we define F(x) = (I - x)-t, we see that rex) =, f(x).

Now
I
00
F(x) =
n=O
x", Ixl < 1
[which we can obtain from the expansion for (I + x)-I if we replace x by
- x]. Therefore
I I
00 00
nx"-I = (k + I)x k, Ixl < I.

"~I k~O
EXAMPLE 4. Find the Maclaurin expansion for f(x) = (I + X 2 )-I.
SOLUTION. The geometric series
_1_
1+ u
= I
"~O
(-I)"u", lui < 1
after substitution of x 2 for u, becomes

I
I
00
--2 = (-I)"x 2",
I +x "=0
valid for x 2 < I. The inequality x 2 < I is equivalent to the inequality
Ixl < I.
In the problems below, assume that the following formulas hold. They
will be proved in the next section.
I
00
(I - X)-I = x";
n=O
(-I)"X2"+1 (-I)"x2"
.
Sill X = I
00
"~O (2n + I)! '

. cos x = I -
00
"=0
--'
(2n)! '
(I + x)m = I + I
"=1
m(m - I) ... (m - n
n!
+ I) x"
.
PROBLEMS
In Problems I and 2, assume the Maclaurin series for sin x and cos x.
I. Find the Maclaurin series for
.
j(x) =
{(Sin xl/x, x'" 0,
I, x=o.
2. Find the Maclaurin series for
. {(I - cosx)/x, x'" 0,

j(x) =
0, X= o.
3. Find the Maclaurin series for e-', determine the interval of convergence, and then
find the Maclaurin series for f given by
f(x) ={
(e"< - I )/x, x'" 0,
I, x = O.
In Problems 4 through 8, use term-by-term differentiation and integration of known

series as in Examples 2, 3, and 4 to determine Taylor or Maclaurin series for the func-
tionl State the interval of convergence.
4. j(x) = (I + X)-l 5. f ·(· 1 I +x

x)=og--
I-x
6. j(x) = (I - x)--' 7. j(x) = (I + X)-3

8. f(x)=xlog(1 +x l )
9. Find the Maclaurin expansion for (I + xlr 1 and then use term-by-term integra-
tion to get a Maclaurin expansion for arctan x.
10. Find the Maclaurin expansion for (I - Xl )-1/2, and then find one for arcsinx.
I I. Find the Maclaurin expansion for cos2x and then find one for sin 2 x.
12. If j(x) = e", show that the Maclaurin series for p.l(X) is rJ! times the Maclaurin
series for l
13. Find the sum of the series*
for Ixl < I.
14. Find the sum of the series

00 x.
L---'
k(k + I)
k=l
15. Find the Maclaurin expansion for log (x + ..; I + Xl).
* That is, find an expression in closed form which is equal to the sum of the series for all x in
the interval of convergence.
16. Find the sum of the series
~ (n + 2)(n + I)x"
n=O n!
and conclude that
e= l ~ (n + 2)(n + I).
7 "=0 n!
17. Find the first five terms of the Maclaurin expansion of
F(x) = 10' e-/ dl.
Obtain an approximate value of F( I). Can you approximate the error?
18. Show that for every positive integer p, we have
(I - X)-p-l = ~ (n + P) X", Ixl < I,

"=0 P
where the symbol (";P) is an abbreviation of
(n + p)(11 + P - 1) ... (11 + I)

1·2· 3··· p
*19. Let
2 3
.
j(x) = -I + -X + -x + -x + ....
2 5 8 11
a) Show that the expansion for xj(l - x 3 ) is precisely (x 2f(x 3 »'.

b) Find an expression for j(x).
20. Use the fact that x P = ep10gx to express x P as a power series in logx:
xP = I + p(log x) + ... + p"(log -x)" + ....

I! 11'
Find the interval of convergence. For what values of p is the above expansion
valid?
21. Suppose that j(x) has a Maclaurin series with a positive radius of convergence:
f(x) = I:::'=o a"x". Show that iff is an even function of x, that is, iff( - x) = f(x)
for all x, then a" = 0 for all odd integers 11. Iff is odd, i.e., if f( -x) = - f(x) ,
show that an = 0 for all even 11.
22. Writing the identity
I -I
I-x
we get the formal expansion

I <X> I
I-x = -n~ox"+l'
For what values of x does this series converge? Under what conditions can the
series be differentiated and integrated term by term?
23. Find an expansion for arctan x in powers of I/x. [Hint: Consider the expansion
of 1/(1 + x 2 ) as in Problem 22 and then integrate.]
9. Validity of Taylor Expansions and Computations

with Series
The theorems of this section state that certain functions are truly represented
by their Taylor series.
Theorem 24. For any values of a and x, we have

<X> (x a)n
eX=euI - . (1)
n=O n! '
i.e., the Taylor series for eX about x = a converges to eX for any a and x.
PROOF. For simplicity, set a = 0, the proof being analogous when a -# O. If
we let f(x) = eX, then f(nl(x) = eX for all n. Now, using Taylor's Theorem
with Derivative Form of the Remainder, we have
where
with ~ between 0 and x. If x is positive, then e~ < eX while, if x is negative,

then e~ < eO = 1. In either case,
Ixl +n 1
(2)
R S C(n
n + I)!'
where C is the larger of I and eX but is independent oin. If the right side of
(2) is the general term of a series then, by the Ratio Test, that series is conver-
gent for all x. The general term of any convergent series must tend to zero,
and so
C
Ixl +n 1
-+0 as n -+ 00 for each x.
(n + I)!
We conclude that R n -+ 0 as n -+ 00, and so (I) is established.
Theorem 25. The following functions are given by their Maclaurin series:
I)n X 2n+ 1 (_I)n x 2n

I I
• 00 (_ 00
smx = cosx= -(2 ),-.

n=O (2n + I).
1 '
n=O n.
The proofs of these results follow the same outline as the proof of Theorem
24 and are left as exercises for the reader at the end of this section.
Theorem 26 (Binomial Theorem). For each real number m, we have

m I ~ m(m - l)(m - 2) ... (m - n + 1) n
(I +x) = +L.. , X for Ixl < 1.
n=1 n.
PROOF. To show that the series on the right converges absolutely for Ixl < 1,
we apply the Ratio Test:
Iu~:11
= Im(m - 1) ... (m - n + l)(m - n). n! . xn+11
(n + I)! m(m - 1)·· . (m - n + 1) xn
= 1m - n1 = 11 - mlnllxl.
n + 1 1xl 1 + lin
The quantity on the right tends to Ixl as n -+ 00, and so the series converges
for Ixl < 1. We define
f(x) = 1+ I
n=1
m(m - 1) .. ',(m - n
n.
+ 1) x n, (3)
and we must show that j(x) = (l + x)m if Ixl < 1. Employing Theorem 22,
we getf'(x) by term by term differentiation of the series for f We have
f'(x) =m + I
n=2
m(m - 1) ... (m, - n
(n - 1).
+ 1) x"-I. (4)
Multiplying both sides of (4) by x, we get
xf
'() ~ m(m -
x=L.n
1) ... (m - n
,
+ 1) X.n (5)
n=1 n.
We add (4) and (5) to obtain
(l + x)f'(x) = m {I + JI m(m - I) . .~/m - n + I) x n} = mf(x).
In other words, the function f satisfies the relation

(l + x)f'(x) - mf(x) = O.
We now use a trick to find f(x). We multiply this equation by (l + x)-m-l,
getting
This last equation can be written
A function whose derivative is identically zero must be constant, so that

(l + x)-"'f(x) = K,
where K is some constant. Setting x = 0 in (3), we see that f(O) = I, and this
fact yields K = I. We conclude finally that
f(x) = (l + x)m for Ixl < I.
EXAMPLE I. Write the first 5 terms of the series expansion for (1 + X)3/2.
SOLUTION. We have m = t, and therefore
(l + X)3/2 = 1 + t x + <t)(t) x 2 + <t>(t)( -t) x 3 + (t)(t)( -1)( -t) x 4
I! 2! 3! 4!
-1 ~ ~2 _ _3_3 ~4
- +2x+ 8 x 2 '3'x +24 ·4!x
3
EXAMPLE 2. Write the binomial series for (1 + X)7.

SOLUTION. We have
(l + x) 7 = 1+ I
n=1
7(6)'" (7 - n
n!
+ I) x n
.
We now observe that beginning with n = 8 all the terms have a zero in the
numerator. Therefore,
I ~ 7(6)·· . (7 - n + I)
+x) = +L,
7 n
(I , X
n=1 n.
7·6 2 7·6·5 3 7!
= I +7x+-x + - - x + ... +-x.
7
2! 3! 7!
For m a positive integer, the binomial series always terminates after a finite
number of terms.
EXAMPLE 3. Compute
rO. 5
Jo x2
e dx
to an accuracy of five decimal places.

SOLUTION. We have
un x2n
I -
00
I-
00
=
x2
e
U
for all u, and so e = for all x.
n=O n! n=O n!
By Theorem 21 we can integrate term by term to get
I° I
x 00 2n+1
e'2 dt = _x_ _
n=on!(2n+ I)'
For x = 0.5, we now compute

I
x = 0.5 = 0.50000 00,
2
x3 (O.W I
= 0.04166 6T,
1!·3 3 24
x5 (O.W I
= 0.00312 50,
2!·5 10 320
x7 (0.5)7
= 0.00018 60+,
3!'7 42 5376
~ - (0.5)9 _ _1_ _ 000000 90+

4!'9- 216 -110,592- . ,
Sum of the right-hand column = 0.54498 67.

If we wish to stop at this point we must estimate the error made by neglecting
all the remaining terms. The remainder is
2n 1 2 4
00 X + x tl ( x x x6 )
n~5 n!(2n + I) ~ 5Tl1 I + 6 + 62 + 6 3 + ...
XlI I 24 I I
<-- =-'--'--
- 1320 (I - x 2 j6) 23 1320 2048
~ 0.00000 04.
Therefore
1°
°·5 2 {0.54499 to an accuracy of 5 decimals,
eX dx =
0.544987 to an accuracy of 6 decimals.
PROBLEMS
In each of Problems I through 7, write the beginning of the binomial series for the
given expression to the required number of terms.
I. (I + xr3/2, 5 terms 4 terms
3. o+ X 2 )-2/ 3, 5 terms 4. 0 - x 2 r 1/ 2, 6 terms

5. 0+ 3
X )7, all terms 6. (5 + X)I/2, 4 terms
7. (3 + jX)-J, 5 terms
In each of Problems 8 through 17, compute the value of the definite integral to the
number of decimal places specified. Estimate the remainder.
8. fa' sin (x 2) dx, 5 decimals 9. Iel cos (x 2) dx, 5 decimals
fal e-·<2 dx, II. r5~J
r
10. 5 decimals 5 decimals
o 1+ x '
12. sinx dx, 5 decimals 13. f -

eX
·--dx
,
5 decimals
J0.5
o x ox'
15. JI/J~
dx
14. --~, 5 decimals 5 decimals
o~ o ,JI + x 2'
16.
J ,J
1/3 dx
2' 5 decimals 17. r5~ 5 decimals
o I - x ~'
o vi - x
18. Use the series for log I + x to find log 1.5 to 5 decimals of accuracy.
I-x
19. Same as Problem 18, to find log2.
20. Prove that
I)n x2n+ 1
I .
• <Xl (_
smx =
n=O (2n + I)!
21. Prove that
(_i)n X 2n
COSX = I'" .
n=O (2n)!
22. Ifj(x) = sinx show, by induction, thatj(k)(x) = sin (x + -!k1t).

23. Use the result of Problem 22 to show that for all a and x the Taylor series for sinx
is given by
1)
sin x = I
<Xl • (
sm a + ,nn (x - a)".
n=O n!
24. Ifj(x) = cosx show, by induction, thatj(k/(x) = cos(x + -!kn).
25. Use the result of Problem 24 to show that for all a and x the Taylor series for
cos x is given by
~ cos (a + -!nn)( )n
cosx = L x - a .
n=O n!
26. Use the series for logO + x)/(I - x) to obtain the formula
log(y + 1) = logy + 2 [2Y ~ I + 3(2y ~ 1)3 + 5(2y ~ 1)5 + .. -] .

[Hint: Let x = (2y + I)-I]
27. Assuming that log 2 and log 5 are known, use the expansion In Problem 26 to
estimate the error in finding log 11 when three terms of the series are used.
10. Algebraic Operations with Series

In previous sections we discussed the question of term-by-term differentia-
tion and integration of series. Now we turn to the question of multiplication
and division of power series.
Suppose we are given two power series
00
I anx n = a o + alx + a2 x 2 + + anx n +

n=O
00
I bnx n = b o + b l X + b 2 x 2 + + bnxn + ....

"=0
Without considering questions of convergence, we multiply the two series

by following the rules for multiplying two polynomials. We obtain the
successive lines, each obtained by multiplying an element of the second
series with all the terms of the first series:
bo : aob o + a l box + a 2box 2 + + anbOx" + ... ,

b,x: aob,x + a,b,x 2 + + an_,b,x" + anb,x"+1 +"',
b2x 2 : aOb2x 2 + + an- 2b2x" + an_Ib2Xn+1 + a.b;,x"+2 + "',
Adding the columns, we obtain the power series

aob o + (alb o + aobdx + (a 2 b o + alb l + a Ob 2 )x 2
+ (a 3 b o + a 2b l + a l b 2 + a Ob 3 )x 3 + .
+ (anb o + an-I b l + ... + aobn)xn + .
The technique for computing the coefficients of any term is easy to determine.
The subscripts of the a's decrease by one as the subscripts of the b's increase,
the total always remaining the same.
Definition. Given the two series

we define the Cauchy Product to be the series

Co + c 1X + C2X2 + ... + c"x" +
where
"
c" = a"b o + a"_lb, + ... + aob" = L a"-kbk'
k=O
EXAMPLE I. Given the Maclaurin series for eX and cosx, find the first seven
terms of the Cauchy Product of these two series-i.e., the terms through x 6 .
SOLUTION. We have
x x2 x3 x4 x5 x6
e' = I + x + - + - + - + - + - + .. ·
2 6 24 120 720
cosx = I
2
We multiply term by term to obtain

x2 x3 x4 x5 x6
I + x + - + - + - + - + - + ...
2 6 24 120 720
4 5
x x x 6
+-+-+-+
24 24 48
...
x 6
--+ ...
720
x3 x4 x 5
Cauchy Product = 1+x - - - - - - + O· x 6 + ....
3 6 30
Theorem 27. 1/
00 00
f(x) = L a"x", g(x) = I b"x",

11=0 11=0
both converge/or Ixl < R, then the Cauchy Product ofthe tlVO series converges
to/(x)·g(x)/or Ixl < R.
This theorem will be proved in Section 14 (page 181).
On the basis of Theorem 27, we see that, in Example I above, the Cauchy
Product is actually the Maclaurin expansion for the function eX cos x, valid
for all x.
Now we apply the process of long division to two series as if they were
polynomials. We write
Co + clx + ...
bo+btx+bzxz+"')ao+ atx+ azx z +
z
cobo + cobtx + cobzx +
+ (at - cobl)x + (az - cOb Z )x 2 +
clb o x + ctb l x +
2
+ (a z - cob z - c\bl)x Z +
Z
czb o X +
In order for the division process to proceed, we must have (assuming

b o =F 0)
a o = cobo or Co = Golb o ,
at - cob t = clbo or c t = (at - cobt)/b o ,

a z - cob z - clb l = czb o or Cz = (az - cob z -- cjbl)/b o,
etc. By induction it can be established that the Cauchy Product of the
quotient series with the divisor series yields the series which is the dividend.
Theorem 28. Under the hypotheses of Theorem 27, the quotient series converges
to f(x)/g(x) for Ixl
< T for some T> 0 so long as b o =F O.
We omit the proof.
EXAMPLE 2. By dividing the Maclaurin series for sin x by the one for cos x,
lind the terms up to x 5 in the Maclaurin series for tan x.
SOLUTION. We have
x 3 2x 5
x+-+-+
3 15
3 5
x x
+---+ ...
3 6
2x 5
-+ ...
15
PROBLEMS
In each of Problems I through 20, find the Maclaurin series to and including the term
in x".
I sinx n=5 2 sinx n=5

. I +x' . I-x'
3. cos x , n = 5 4. cosx, n= 5
I+x I-x
5.,jI+xlog(l+x), n=5 6. JI-xlog(l-x), n=5
(I + x)
7. log
jf+X' n
= 5 8. log£..=!) , n = 5
~I +x
9. li'secx, n= 5 10. e-Xtanx, n = 3
Ii'
II. - = , n=5 n=5
,jl +x 2
13. arctanx n= 5 14 ~= alln

I +x ' . I - x3 I + x + x2'
15. arcsin x , n = 5 16. secx, n=6
cosx
17. (I + x) 113(1 + x 2)"13, n= 4
2
18. sin xcosx, n=4
19. (I + x 2)3/2(1 - X 3 )-112, n =4
20. tan 2 x, II =6
21. Use series expansions to show that
22. Use series expansions to show that

sin (x + y) = sinxcosy + cosx siny.
23. Use series expansions to show that for all x, we have
sin 2 x + cos 2 X = I.
24. Writing A (x) = t(e X + e- X) and B(x) = Hex - e- X), use series expansions to show:
b) A'(x) = B(x) c) B'(x) = A(x)
11. Uniform Convergence. Sequences of Functions

In this section and in the remaining sections of this chapter we discuss more
advanced topics in infinite series.
We recall that an infinite sequence
has the limit c if and only if for each E > 0 there is a positive integer N (the
size of N depending on E) such that
for all n > N.
II. Uniform Convergence. Sequences of Functions 155
Frequently the dependence of N upon z is indicated by writing N = NCz).

Consider a sequence of functions
Ii (X),f2(X), ... ,j,,(x), ... (I)
with each function in the sequence defined for x in an interval [a,b]. For
any particular value of x, sequence (I) is a sequence of numbers which may
or may not have a limit. If the limit does exist for some values of x, the
limiting values form a function of x which we may denote by f We write
lim j,,(x) = J(x)
.~oo
where it is understood thatJis defined only for those x for which the sequence
converges.
For example, the collection of functions j,,(x) = x', n = I, 2, ... , which
we may write
2 3
X,X ,X , ... ,x", ... ,
is a sequence of functions which converges if x is in the half-open interval
( - I, I] but does not converge otherwise. The student may easily verify that
the limit functionJis
for -I < x < I,
J(x) = {~ for x = I.
Among the most important limiting processes studied in the calculus are
those of differentiation and integration of elementary functions and those
concerned with the convergence of infinite sequences and series. In the
applications of mathematics to various branches of technology as well as
in the development of mathematical theory, it frequently happens that two,
three, or even more limiting processes have to be applied successively. Does
it matter in which order these limiting processes are performed? The answer
is emphatically yes! The computation of two successive limits in one order
usually yields an answer different from that obtained by computing them
in the reverse order. Therefore it is of the utmost importance to know
exactly when reversing the order in which two limits are computed does
not change the answer. Mathematical literature abounds with erroneous
results caused by the invalid interchange of two successive limiting processes.
Topics concerning sequences of functions frequently involve several
successive limiting processes. A basic tool in the study of the evaluation of
such limiting processes is the notion of the uniform convergence of a
sequence.
Definition. We say that a sequence

j; (x),j;(x), ... ,j,,(x),
of functions converges uniformly on the interval! to the function J(x) if and
y
y
J
n=l
2
y=j(x)+,
n=2
I
I
y=j(x)-, n=3
'n=4
~~~~x
-;;o+------'---------L-- x !
2
Fig. 3-7 Fig. 3-8
only if for each e > 0 there is an integer N independent of x such that

If,,(x) - f(x) I < e for all x on 1 and all n > N. (2)
The important fact which makes uniform convergence differ from ordinary
convergence is that N does not depend on x, although naturally it depends
on B.
The geometric meaning of uniform convergence is illustrated in Fig. 3-7.

Condition (2) in the definition states that if B is any positive number, then
the graph of f,,(x) lies below the graph of f(x) + e and above the graph of
f(x) - B. The uniformity condition states that the graph off" must lie in this
band of width 2e not only for all n larger than N but also for all x in the
entire length of the interval I.
An example of uniform convergence is given by the sequence of functions
f,,(x) = x", 0 s; x s; t n = 1,2, ... (Fig. 3-8). We see that the limit function
is zero and that the largest value of f,,(x) occurs at x = t with the value 1/2".
If we are given an e> 0, we select N so that 1/2 N < B, and thenf,,(x) will be
in the desired band for all n > N and all x in the interval [0, tJ. Note that
the selection of N depended only on B and not on the various values of x in
n
the interval [0,
It is important to observe that a sequence may converge uniformly on one
interval and not on another. The same sequence, f,,(x) = x", n = I, 2, ... ,
does not converge uniformly on the interval [0, I], although it does converge
at every point of this interval. (See Problem IS.) The limit function is dis-
continuous at x = I.
It can happen that a sequence of continuous functions converges to a
limit f(x) for each x in an interval, that the limit function f is continuous,
and that the convergence is not uniform. We shall show that such is the case
for the sequence
1={x:Os;xs;I}, n = 1,2, ...

11. Uniform Convergence. Sequences of Functions 157
~--------+-_x
Fig. 3-9 0
The graphs for the first few values of n are shown in Fig. 3-9. If x -=f. 0, we
write
2xjn
/,,(x) = x2 + (ljn 2)'
and lim n_ oo /,,(x) = 0 for 0 < x ::;; I. Furthermore, /,,(0) = 0 for all n, and
we conclude that /,,(x) -+ 0 for all x on the closed interval I. The graph of
/,,(x) can be plotted accurately if we locate the maximum of this function.
Taking the derivative,
{"(x) = 2n(1 - n 2x 2)
In (I + n 2X 2)2 '
we see that j~ has a maximum at x = Ijn with the value J~(ljn) = I. Thus,
as we proceed from right to left, every function in the sequence rises to the
value I and then drops off to zero at x = O. If we select e =, t, the condition
of uniform convergence requires that
f(x) - t ::;;/,,(x) ::;;j(x) + t·
Since, in our example,f(x) = 0 for 0 ::;; x ::;; I, the above condition becomes
- t ::;; /,,(x) ::;; 1- But every function /,,(x) has the value I somewhere in the
interval, and so the sequence cannot converge uniformly.
REMARK. In calculating the limit of /,,(x), it is necessary to consider the case

x = 0 separately since, for x = 0, the limit of the denominators x 2 + (ljn 2)
is zero.
In most cases it is not possible to verify directly from the definition

whether or not a sequence converges uniformly. Therefore it is important
to develop simple criteria which guarantee that a given sequence converges
uniformly. We now derive a useful rule.
Theorem 29. Suppose that {/,,(x)}, n = I, 2, ... , and f(x) are continuous on
the closed interval 1 = {x: a ::;; x ::;; b}. Then the sequence {/,,(x)} converges
158 3, Infinite Series
uniformly to f(x) on / if and only if the maximum value Gn of [f~(x) - f(x)j

converges to zero.
PROOF, We must show (a), that if the convergence is uniform, then Gn --+ 0,
and (b), that if Gn --+ 0, the convergence is uniform. To prove (a), we let
Gn = max [fn(x) - f(x) [
for x on J. Then, since f~(x) - I(x) is continuous on J, for each n there is a
value X n such that Gn = 1J~(xn) - f(x n)!. From the definition of uniform
convergence, we know that for any G > 0 there is an N such that
If~(x) - f(x)! < G
for alln > N and all x on J. Thus, for n > N, we must have
Gn = [f~(xn) - f(x n)[ < G.
Therefore Gn --+ 0 as n --+ 00.

b) Suppose that limn~oo Gn = O. Let G > 0 be given. There is an N such that
Gn < G for n > N. But then, since Gn = max If~(x) - I(x) I, we must have
o::; 1J~(x) - I(x) I::; Gn < G
for all x on / and all n > N. The convergence is uniform.
EXAMPLE I. Given the sequence

. n2 x
fn(x) = I + n3 x 2 '
show that f~(x) --+ 0 for each x on [0, I], and determine whether or not the
convergence is uniform.
SOLUTION. Since f~(O) =0 for every n, we have f~(O) --+ 0 as n --+ 00. For
o< x ::; I, we see that
· 1.'()
I1m I' (xIn) 0 0
n~oo
n X = 1m
n~oo X
2
+ (1/ n 3 ) =x2 = '
The limit functionI(x) vanishes for 0 ::; x ::; I. Therefore
Gn = max If~(x) - I(x) I = maxfn(x).
To find Gn, we differentiatefn(x), getting
, (I +n 3 x 2 )'n 2 -n 2 x·2n 3 x n 2 (I_n 3 x 2 )
fn (x) = (l + n 3 X 2 )2 = (l + n 3 X 2 )2 .
Setting this derivative equal to zero, we obtain
= x n = n- 3/ 2 ;
, n 2 . n- 3/ 2 .IN
x G
n = InI (x)
n = I + n3 . n 3 = -2 --+ 00 as n --+ 00.
11. Uniform Convergence. Sequences of Functions 159
n=l
......,...;;;-:::::::::'n=2
n=4
-::o"~-------+-'---
n= 16x
Fig.3-1O 0 1
Since 8n does not tend to 0, the convergence is not uniform (Fig. 3-10).
Although Theorem 29 is useful in illustrating the idea of uniform conver-

gence, it cannot be applied unless an explicit expression for the limit function
f(x) is known.
The next result shows that if a sequence of continuous functions converges
uniformly on some interval, the limit function must be continuous on this
interval.
Theorem 30. Suppose that the sequence {j~}, n = 1,2, ... , converges uniformly
to f on the interval f, with each j~ continuous on f. Thenf is continuous on f.
PROOF. Suppose that / is the open interval / = {x: a < x < b}. Let Xo be any
point of / and suppose that 8 is any positive number. They, by the definition
of uniform convergence, we can select N so large that
Ifn(x) - j(x) 1 < ~ for all n > N and all x on f. (3)
Since j~+ I is continuous on f, we apply the definition of continuity to state

that for any F. > 0 there is a 6 > 0 such that
for all x in the interval Ix - xol < 6. (4)
At this point, we use a trick which expressesf(x) - j(x o) in a more compli-

cated way. We write
f(x) - j(x o) =f(x) - fN+1(X) + j~+I(X) - fN+I(X O) + j~o-I(XO) - f(x o)
and, using our knowledge of absolute values,
If(x) - f(xo) 1 ~ If(x) - j~+I(x)1 + IJ~+I(X) - j~+I(xo)1
+ If1'1+1 (x o) - f(xo)l·
From (3), the first and third terms on the right are less than s/3 while,
according to (4), the second term on the right is less than 8/3. Hence
(5)
Since (5) holds for Ix - xol < 6, we conclude that / is continuous at each
point X o on 1.
If I includes an endpoint and if eachJ,~ is continuous at this endpoint, the

proof above shows that / is continuous at the endpoint also.
Suppose that {j~} is a uniformly convergent sequence of continuous
functions on an interval I. If c is any point on I, we may form the new sequence
{F,,}, where for each n,
F,,(x) = f.r,(t)dt.
The next theorem establishes the convergence of such an integrated sequence.
Theorem 31. Suppose that the sequence {In} converges uniformly to / on the
bounded interval I, and suppose that each J~ is continuous on 1. Then the
sequence {F,,(x)} deJined by
F,,(x) = fJ~(t)dt, n=I,2, ...
converges uniformly to F(x) = S: J(t) dt on I.

PROOF. First of all, by Theorem 2Jis continuous and so F may be defined.
Let L be the length of 1. For any e > 0 it follows from the uniform conver-
gence that there is an N such that
l.r,(t) - /(t)1 < 2 for all n > N and all t on 1.
We recall from elementary calculus the basic rule for estimating the size
of an integral. If lex) is integrable on an interval a S; x S; band m and M
are numbers such that
m s;j(x) S; M for a S; x S; b,
then
m(b - a) S; f f(x)dx S; M(b - a).
It is also not difficult to show that
If f(X)dxl S; f 1/(x)ldx.
We use this last inequality to conclude that

161
r r
11. Uniform Convergence. Sequences of Functions
/F,,(x) - F(x) =I I {j~(t) - f(I)} dtl.:s; I IJ~U) -- f(I)1 dtl
- ~Ix
< L - cl <- 8 for n > N and all x on I.
Hence {F,,} converges uniformly to F.
EXAMPLE 2. Show that the sequence

log (I + n3 x 2) n = 1,2, ... ,
F,,(~= 2 '
n
converges uniformly on the interval 1 = {x : 0 .:s; x .:s; I}.
SOLUTION. The sequence
is easily shown to converge to zero uniformly. In fact, we have

lim In(x) = 0 forO.:s;x.:s; I,
n-oo
and we can calculate 8 n in order to apply Theorem 29. The result is 8n = J~(xn)
= l/Jii -> 0 as n -> 00. Therefore Cin} converges uniformly, and we now
apply Theorem 31 to conclude that {F,,} converges uniformly.
The next theorem allows us to draw conclusions about sequences which

are differentiated term by term.
Theorem 32. Suppose that {In} is a sequence oj/unctions each having a contin-
uous derivative on a bounded interval I. Suppose that In(x) converges to f(x)
on 1 and that the derived sequence {f:(x)} converges uniformly to g(x) on I.
Then g(x) = f'(x) on I.
r
PROOF. According to Theorem 30, 9 is continuous on I. Let c be any point
on I. For each n we write
J:(O dt = J~(x) - J~(c),

and we observe that the hypotheses of Theorem 31 are satisfied for this
sequence of integrals. Therefore
Jx
c
get) dt = lim
"-00
JX f:U) dl =
c
However, {In(x)} converges to f(x) for each x, and so

lim [In(x) - j;,(c)].
n-oo
y
n=4
4
-,,0+-----+------'------+--- x
r
Fig. 3-11
g(t) dt = j(x) - fCc).
The left side may be differentiated with respect to x and, applying the
Fundamental Theorem of Calculus, we find g(x) = f'(x).
It is natural to ask whether or not the various hypotheses of the above

theorems are absolutely essential. For example, suppose that {fn} is a
sequence of continuous functions which converges on an interval I to a
continuous function f Is it always true that
as n -> oo?
The answer is no! The hypothesis of uniform convergence (or some similar
hypothesis) is required. To illustrate this point, we form the sequence
I
0::;; x::;;-,
n
fn(x) = _n 2 x + 2n,
0,
The graph of fn is shown in Fig. 3-11. As n increases, the triangle becomes

narrower and taller. We see easily that
fn(x) -> f(x) == 0 for all x on [0, I].
On the other hand, Hj~(x) dx = I for every n, since the integral is exactly
the area of the triangle. This area is the same for every function. But
il. Uniform Convergence. Sequences of Functions 163
f f(x)dx = O.
f f
Hence
1= f,,(x) dx -f> f(x) dx = O.

(See also Problem 16.)
PROBLEMS
In Problems I through 14, show thatf.(x) converges to f(x) for each x on 1, and deter-
mine whether or not the convergence is uniform.
I. f.(x) = _x_, 2.1.•'( x )=sinnx

Jfz'
I +nx
f(x) =0, 1=[0,1) J(x)=O, 1=[0,1]
2
. nx nx
3. J.(x) = - - , 4. f.(x) = 2 2'
1+ nx I+nx
f(x) =x, 1= [0,1) f(x) =0, 1=[1,2]
n2 )(
5. f.(x) = 1 + n3 x2' 6. f.(x) = nxe-· x ',
f(x) =0, 1= [a, (0), a>O j(x)=O,1=[0,IJ
1.n'( ","() = sinnx

I I. I
7. f. (x)=-+-sm-, 8. ,
x n nx nx
I
f(x) = -, 1 = (0, I) f(x) = 0, 1 = (0, co)
x
9. j~(x) = (x· - x"+I), 10. J~(x) = Jfz(x· - x"+ 1),
f(x) = 0, 1 = [0, I] f(x)=O, 1=[0,1)
1- x"+1 . 1- x"+l
II. f.(x) = - - - , 12. J.(x) = - - ,
I-x I-x
I
f(x) = -I- ,
-x
1= [ -1, 1) j(x) = -I_1_,
-x
1 = (-I, I)
13. f.(x) = n 2 x"( 1 - x), 14. f.(x) = n3x(l - x)·,

f(x) = 0, 1 = [0, I] j(x) =0, 1=[0,1]
15. Show that the sequencef.(x) = x· does not converge uniformly on [0,1].
16. Given the sequence f.(x) = (n + 1)(n + 2)x"(1 - x), show that f.(x) -+ f(x) == 0
for x on [0, I]. Decide whether or not
L f.(x) dx -+ L f(x) dx.
What can you conclude about the uniformity of the convergence off.(x)?
17. Given fn(x) = 2n" x/(I + nPx 2 ) with P> IX ~ O. Find the values of IX and P for
which this sequence converges uniformly on [0, I]'
18. a) If fn(x) and g.(x) converge uniformly on I, show that fn(x) + g.(x) converges
uniformly on I.
b) If fn(x) converges uniformly on I and if c is a constant, show that g.(x) = cfn(x)
converges uniformly on I.
19. Show that the sequence
x·
fn(x) = x - -
/I
converges uniformly on [0, I]' Show that the sequence

f;(x) = I - x·- 1
does not converge uniformly on [0, I].
In each of Problems 20 through 23, a sequence fn(x) is given. Decide whether or not
J.:(x) converges uniformly. Also decide whether or not
F,,(x) = 1: fn(t) dt
converges uniformly.
x /l2 X
20. fn(x) = --2-' I = [0, I] 21. fn(x) = 3 2' 1= [0, I]
I+/lx I+/lx
2
22. fn(x) = 2 + nx , 1= [0, I] 23. fn(x) = nxe-·x ', 1= [0, I]
2+/lx
24. Show that the sequence fn(x) = (sin x) 11. converges, but not uniformly, on 1=
{x: 0 :$; X:$; n}.
25. Show that the sequence
fn(x)= ( -
sin x) II.
X
converges, but not uniformly, on I = {x: 0 < x < n}.

26. Suppose thatfn(x) and g.(x) are sequences of continuous functions which converge
uniformly on a closed, bounded interval I, to the functions I(x) and g(x), respec-
tively. Show that h.(x) = fn(x)g.(x) converges uniformly on I to hex) = I(x)g(x).
12. Uniform Convergence of Series

An infinite series
I
<Xl
ak = a 1 + az + ... + an + ... (1)

k=l
has the sequence of partial sums

SI' S2' . . . ,S", . . . (2)
defined by
The convergence of the infinite series (1) is equivalent, by definition, to the

convergence of the sequence of partial sums (2). The infinite series of
functions
converges uniformly on an interval I if and only if the sequence {sn(x)} of

partial sums converges uniformly on this interval. We observe that all the
results of Section lIon the uniform convergence of sequences translate at
once into the corresponding results for series. In this way we obtain the next
three theorems.
Theorem 30'. Suppose that the series L:'=l uk(x) converges un1formly to sex) on
the interval I. If each Uk is continuous on I, then s is continuous on I.
Theorem 31'. Suppose that the series L:'=t uk(x) converges uniformly to sex)
on I and that each Uk is continuous on I. If we define Uk(x) = J:
uk(t) dl, Sex) =
J:set) dt, then L:'=t Uk(x) converges uniformly to Sex) on I.
Theorem 32'. Suppose that L:'=t uk(x) converges to sex) on I and that
converges uniformly to t(x) on I. Ifeach u~ is continuous on I, then I(X) = s' (x).
The following theorem gives a simple and useful indireci test for uniform
convergence of series. One of its virtues is that we may apply the test without
finding the sum of the series-i.e., without obtaining the limit of the sequence
of partial sums.
Theorem 33 (Weierstrass M-test). Suppose that luk(x)\ $ M k for all x on I

where, for each k, M k is a positive conslant. If the series L~~I M k converges,
then the series L:'=l uk(x) converges uniformly on I.
PROOF. For each x on I, the series L:'=t luk(x)! converges by the Comparison
Test (Theorem 9). Therefore L:'=I uk(x) converges, and we call the limit sex).
We define
and we note that lim,,~oo (S - S,,) = O. Since s,,(x) = ~'J=1 u/x), we have
I
Is(x) - s,,(x) = IjJ+t I
ui x ) :s; j=~1 lui x ) I :s; j~~1 M j
= S - S,,--+ O.
Since the numbers S - S" are independent of x, the convergence is uniform.
REMARKS. If the interval I is closed and if each Un is continuous, then the

theorem requires that M n be either the maximum of lun(x)1 on lor some
conveniently chosen number larger than this maximum. If I is open or
half-open and un(x) tends to a limit at each endpoint, then M n must be larger
than the maximum of the function extended to the closed interval. We shall
see that the quantities M" may frequently be found by inspection. It is
important also that we remember many of the convergent series of positive
constants studied in Sections 2, 3, and 4.
EXAMPLE I. Show that the series
I cos1nx
n=1 n
converges uniformly for all x.
SOLUTION. We have
cos nx 1_ leas nxl < 1.-

I n2 - n2 - n2 '
Since ~~=1 l/n 2 is a known convergent series, the result follows.
The Weierstrass M-test may frequently be combined with the ratio test
for convergence of constants to yield results on uniform convergence. We
illustrate with an example.
EXAMPLE 2. Given the series
L (n + I)x
00
n
,
n=O
determine an interval of the form Ixl :s; h on which the series is uniformly
convergent.
SOLUTION. If Ixl :s; h, then I(n + l)xnl :s; (n + l)h n = M n . We apply the Ratio
Test to determine when ~~=1 Mil converges. We have
(n + 2)h"+1 = h I + (2In) --+ h as n --+ 00.

(n+ I)h" I + (lIn)
Accordingly, the series ~::"=l M" converges if h < I and does not converge
if h ~ I. The original series converges uniformly on any interval of the form
Ixl ~ h with h < I.
EXAMPLE 3. Discuss for uniform convergence the series
I (-I):-lx"
,,= I fI
SOLUTION. If Ixl ~ h, then

(-lt-lx"l
-'------'-'2-- ~
h"_
2 - M".
1
n n
The series I:::"= I M" converges for h ~ I. The given series converges uniformly
on any interval of the form Ixl ~ h with h ~ I.
EXAMPLE 4. Given the relation

I _ ~ 4"
---4-'-X, -1<x<l,
I - x ,,=0
show that
L: nx (,,-11,
00
4
-1<x<1.
n=l
SOLUTION. Setting u,,(x) = x 4 ", we see that the series
L: u~(x) = L: 4nx
00 00
4
,,-1
n=l n=l
converges uniformly for Ixl ~ h with h < 1. Therefore, applying Theorem

32', we find that the sum of the derived series is
~[(l - X 4 )-IJ = 4x 3 (l - X 4 )-2 = I4nx 4 "-1.

dx ,,=1
Dividing by 4x 3
, we get the desired expansion.
PROBLEMS
In each of Problems I through 14, determine h such that the given series converges
uniformly on I.
'"
I. Ix", /={x:lxl~h}
n=O
2. L -(-I)"xn
00
11=1
-2-'
n
1= {x: IXI ::s:h}
Ln x
00
3. 2 n
, 1= {x:lxl::s:h}
11=0
x"
L I'
00
4. 1 = {x: Ixl ::S: h}

n=O /1.
5.
n=O
-,-,
"" (lOx)"
L 11.
1= {x:lxl::S:h}
(_l)n3nxn
L '
00
6. 1= {x:lx/::S:h}
n=O (n + 1)2 n
I1I(X - 3)"
L '
00
7. 1={x:lx- 31::S: h }
n=1 1·3·5··· (211- I)
"" (n!)2(x + I)"

8. L
n=1 (2n)!
' 1={x:lx+II::s:h}
"" (-l)"x n
9. L
n=1 (n + 1)log(n + I)
' 1= {x: Ixl ::S:h}
10. f. (log~);nxn,
n=1 3n
1 = {x: Ixl ::S: h}
(I _ X2n) 1/2
L '
00
II. 1=fx:IXI::s:h}
n= 1 3"
12. L"" x(l- x)", 1= {x: Ixl::s: h}

11=1
00 x2
L n(4
13. n=1 + nx 2 ) '
1 = {x: Ixl ::S: h}
00 I
14. L~' 1= {x:h::S:x<:xl}
n=1 n
15. Given that L;:'=1 Ibnl converges, show that L;:'=1 bnsin nx converges uniformly for
all x.
16. Given that L;:'=I nlbnl converges and that f(x) = L;:'=1 bnsinl1x, show that f'(x) =
L;:'=I nb ncos I1X, and that both series converge uniformly for all x.
\7. Find those values of h for which L::'=1 (x log x)" converges uniformly for 0 < x ::S: h.
18. Find the values of h that L;:'=I (sin x)n converges uniformly for Ixl ::S: h.
19. Show that L::'=O (l + x)x n

converges uniformly for - I ::S: x ::S: O.
20. Given the series expansions

• 00 (_I)"l2n+l x 2n+1
A(x,'·)=L '
n=O (211 + I)!
, 00 (_1)"},2n x 2n
B(x, A) = n~ -'----'-(2-n)-'-'
use the theorems of this section to show that

a) dAldx = AB, b) dBldx = -AA,
c) d 2 Aldx 2 + A2 A = 0, d) d 2 Bldx 2 + A2 B = O.
Do not use the fact that A(x, ),) = sin Ax, B(x, A) = cos Ax.
21. Show, by successive differentiation of the series (1 - X)-l = L;:::~Ox" that
_._1_ = f: (n + I)(n + 2) ... (n + k - I) x" k <': 2

(1 - 4 n=O (k - I)! '
and that the convergence is uniform for Ixl :::; h, with h < I.
22. Let A be an n x n matrix, and consider the series
1 + ~A + ~A2 + ... + ~Ak + ...

I! 2! k!
a) Define convergence for such a series in terms of the limit of the matrices forming
the partial sums.
b) Show that the above series converges if
13. Integration and Differentiation of Power Series

We discussed the elementary properties of power series in Sections 5 through
10. In this section we shall show how the notion of uniform convergence can
be used to extend and amplify many of the earlier results.
Theorem 34. Suppose that the power series E;::'=o anx" converges for some
x I =P O. Then (a), the series converges absolutely for all x with Ixl < Ix II and
(b), it converges uniformly on any intervallxl :::;; h with h < IxII.
PROOF. We recognize part (a) as Theorem 15 (page 124). As for (b), the
proof of Theorem 15 given on page 124 shows that the convergence is
uniform (although we did not say so at the time). Referring to the proof
there, we see that the series
I
00
M I-x In < I M (h)n
00
- = I Mn • 00
n=O XI - n=O IXII n=O

The series E;::'=o M n is a convergent geometric series, and the Weierstrass
M-test may be applied to yield uniform convergence.
REMARK. Theorem 34 also holds for the series E~o an(x - cY' with Ix - cl : :; h.
Corollary. If E;::'=o a nx1 diverges, then E;::'=o anx" diverges for all x with Ixl >
Ixll·
PROOF. If ~~=Oanx2 were convergent for Ix 2 1> lXII, then we could apply
the above theorem to conclude that ~:'=o anx~ converges, a contradiction.
The next theorem shows the pattern for the convergence properties of
power series in general. The result, which we now prove was stated without
proof on page 124.
Theorem 16. Let ~~=o anx

n be any power series. Then either
i) the series converges only for x = 0; or

ii) the series converges for all x; or
iii) there is a number R such that the series converges for all x with Ixl < R
and diverges for all x with Ixl > R.
PROOF. We have already encountered examples of series where (i) and (ii)
hold. The series ~~=o n!x" converges only for x = 0, and the series
x"
I-n!
00
n=O
converges for all x. Therefore we need consider only alternative (iii). Then
there is an XI -=I- 0 where the series converges and an XI where the series
diverges. We let
and
and note that R I ~ r l > O. If R 1 = r l , we select this value for R and (iii) is
established. So we suppose that R 1 > r l . We define an increasing sequence
r l , r2, ... , r n , .•. and a decreasing sequence R I , R 2 , . . . , R", ... in the
following way. If the series converges for Hr l + R I ), we define
rl + RI
r2 = --2-- and
If the series diverges for t(r 1 + R 1)' we define

andR 2 =r l +R I .
2
We continue the process inductively. If the series converges for Hrk + R k ),
we define
and
If the series diverges for t(rk + R k ), we define

and R - rk
HI -
+2 R k
Figure 3-12 shows a typical situation for the two sequences. From the
Fig.3-12 0
manner of construction we see that

a) r k :;;; r UI < R u, :;;; R k , k = 1,2,
b) Rk-rk=(RI-rl)/2k-l, k= 1,2, ...
c) The series converges for all x with Ixl < rk and diverges for all x with
Ixl > R k , k = 1,2, ... Now, from the Axiom of Continuity, (a) and (b)
together imply that there is a number R such that R k -> Rand rk -+ R.
Part (c) shows that the series converges if Ixl < R and diverges if Ixl > R.
Definitions. The number R in Theorem 7 is called the radius of convergence

of the series. We define R = 0 when (i) holds and R = + 00 when (ii) holds.
Corollary. Ifa power series has a positive radius ofconvergence R, it converges

uniformly on any intervallxl :;;; h where h < R. Infact, the series of absolute
values L~=O lanxnl also converges uniformly.
PROOF. Given h, we select x I = !(h + R) and observe that the series

L~~oanx~converges. Now we apply Theorem 34.
Theorems 19 and 21 on term-by-term differentiation and term-by-term

integration of power series which were proved earlier may now be established
as simple consequences of the uniform convergence properties of power
series. We state the results, leaving as exercises for the reader those proofs
which use the more advanced methods. (See Exercises 12 through IS.)
Theorem 35. Suppose that R > 0 and that the power series L~=O anx n converges
for Ixl < R. Then the series obtained by differentiating it term by term also
converges for Ixi < R.
(The above theorem is proved on page 138.)
Theorem 36. Suppose that R > 0 and that
I
00
j(x) = an(x - c)"

n=O
converges/or Ix - cl < R. Thenf is continuous and has continuous derivatives

of all orders, which are given on Ix - cl < R by differentiating the series the
appropriate number of times. Moreover, if'
F(x) = r f(t) dt,
then F is given on the same interval by the series obtained by term-by-term

integration of the series for f
The fact thatfis continuous is the content of Theorem 20. However, since
u.(x) = a.(x - c)" is continuous for each n, Theorem 30' yields the continuity
offat once.
Corollary. If R > 0 and
L a.(x -
00
f(x) = c)· for Ix - cl < R,

n=O
then
The reader may verify the formula for a. by repeated differentiation of the
series for f, after which the value x = c is inserted.
REMARK. In Theorems 35 and 36 nothing has been said about convergence

at the endpoints. If a power series with radius of convergence R > 0 con-
verges uniformly for Ix - cl ~ R, then the integrated series will also converge
uniformly for Ix - cl ~ R (Theorem 30'). On the other hand, the differen-
tiated series may not converge at all at the endpoints. For example, the
series
00 x.
f(x) = .~2 n(n - I)
converges uniformly for Ixl ~ I. But the series
LX·,
00
f"(x) = Ixl < I,

n=O
does not converge at either endpoint.
Once a power-series expansion for a function is known (say by a Taylor

or Maclaurin expansion), the series expansions for related functions may
be found by differentiation and integration. Further results may be obtained
by using these in connection with the next theorem, on substitution.
Theorem 37 (Simple Substitutions). (a) If f(u) = ~::"=o a.(u - co)· for

lu - col < R, and if Co = bc + d with b i= 0, then
R
+ d) = L Ix - cl < Jbl'
00
f(bx a.b·(x - c)· for

n=O
b) Iffeu) = 1:;:'=0 anu nfor lui < R, then for any positive integer k,
00
f(x k) = I anxkn
n=O
PROOF. (a) If u = bx + d, then u - Co = b(x - c) and

an(u - co)" = anbn(x - c)n
for each n. Therefore the following inequalities are equivalent:
R
lu - col < R-=>Ibllx - cl < R-=>Ix - cl < jbj'
The proof of part (b) is similar.
EXAMPLE 1. Use simple substitution to obtain the expansion
=I
00
(I - X
8
)-1
n=O
x 8n , Ixl < 1.
SOLUTION. We have
I
00
(I - U)-l = un,
n=O
and we use Theorem IO(b) with u = x 8 to get the result. Note that since
R = I, then R l t8 = I.
EXAMPLE 2. Find the Maclaurin expansion for Arctan (x 2 ).
SOLUTION. We have the expansion
_I_ =
I + u n~O
I (_ I)n un, lui < I.
Therefore, letting u = v2 , we get
_1_2
I +v
= I
n=O
(_I)n v2n, Ivl < 1.
Now we integrate term by term, obtaining

(_I)"v2n+1
I Ivl <
00
Arctan v = 2 ' 1.
n=O n+ I
Setting v = x 2 , we conclude that
l)n X 4n + 2
I Ixl <
00 (_
Arctan (x 2 ) = ~:-"---:- I.
n=O 2n + I
PROBLEMS
In each of Problems I through 10, find the Maclaurin expansion for the function f,
using differentiation, integration, and simple substitution, whenever necessary.
. I
I. j(x) = 2 2 2. j(x) = 10g(1 + x 3 )
(I - x )
3. j(x) = e" +x') 4. j(x) = arctan (x 3 )

5. j(x) = [I + (x/wr 3
6. j(x) = arcsin (x 2 )
(' 2)
. .-,x
7. j(x) = SIn ---;- 8. 1(.1:) = arccos (.1: 3 )
(eX' _ I )/x 2 x#o

9. j(x) = { '
I , x=o
II. Write a complete proof of Theorem 34(b).
12. Use the results on uniform convergence to prove Theorem 35.
13. Use the results on uniform convergence to prove Theorem 36.
14. Write a complete proof of the Corollary to Theorem 36.
15. Prove Theorem 37(b).
16. Show that if a power series converges absolutely at an endpoint, then the series
obtained by term-by-term integration converges at the same point.
17. Let k be any positive integer. Give an example of a power series for a function I
such that all the series obtained by term-by-term differentiation k times converge
at the endpoint, while the series obtained by differentiating k + I times diverges
at the endpoint.
14. Double Sequences and Series

A double sequence is a function which has as its domain S some set of ordered
pairs (i,}) of nonnegative integers and as its range a portion of the real
number system. We may write f: S -> R 1 for such a function. A more
natural way uses double subscripts for elements of the domain and a letter
with these subscripts as an element of the range corresponding to the
subscript. We may writefin the form
aij, i,} = 0, 1,2, ....
We obtain a simple way of looking at a double sequence by writing a rectan-
gular array, as shown in Fig. 3-13. If all the rows and columns of such an
array terminate, then the sequence is called finite; if the rows and columns
continue indefinitely to the right and downward, the double sequence is
called infinite.
all Q12 Qln: al,n+1

I
aZI azz aZ n I aZ,n ~I
I
I
I
Urnl Um 2 U rnn _~~!.. ~~2__ :"':"'·__ ~~~+- Qm.n+t
am+l,t am+l,2
Fig. 3-13 Fig. 3-14
Defmition. We say that the double sequence {u mn }, m, n = I, 2, ... , tends to

a limit Las (m, n) -+ w if and only if for each /; > 0 there is a positive integer
N such that
whenever both m > Nand n > N.
It can be shown that if such a number L exists, then it must be unique.

Also, the customary theorems on limits which we established for ordinary
sequences are easily extended to double sequences. We shall use the symbols
lim U mn = L and U mn -+ L as (m,n) -+ w
(m,n)-+oo
for the double limit of a sequence.

Given a double sequence {a mn }, m, n = 1,2, ... , we define its partial sum
Smn by the formula
m n
Smn = L La
j=1 k=l
jk • (I)
Pictorially, Smn denotes the sum of all the terms in the rectangular array
indicated in Fig. 3-14.
Defmition. The sum of a double sequence {a mn }, m, n = I, 2, ... , is defined

as
lim Smn (2)
m.n-oo
where Smn is given by (I). The limit mayor may not exist. We write the
expressIOn
instead of (2) and call this the infinite double series* whose terms are amn . If
the limit in (2) exists, we say that the double series converges; otherwise we
say it diverges.
• The definition given here is informal. A more formal definition is the following: An infinite
double series is an order pair ({urn.). {sm.}) of infinite double sequences in which
sm. = f f.
j=] j=l
Uij for each m and n.
The finite double series ({ u m.}, {sm.}) is denoted by L::.•

=1 u m•. When no confusion can arise
we also denote by L::,.=
1 u m• the limit of the double sequence {sm.) when it exists.
, , ,
all GIN : al n : aim:
Q2:V : a2n : a2m:
, I '
I
I '
,I I
I
I
I
_(~·~·l __ (~~.~ _.:. ~ ~ _ !!.:.\~'- ~ fl..V71 ~ a.Vm\
, I
I I
lInl a'12 anX ann: Q nm :
--.-----;--------------------~ I
, I
ami
__ -:- llm2
: •• am'"
: Q, mn :
__ • .L.. .. a-:-mm
__ J
l
Fig. 3-15
Many of the theorems on double series are direct extensions of those for
single series. The next theorem follows immediately from the theory of
limits.
Theorem 38. Suppose that r;:;'.n=l amn and r;:;'.n=l bmn are convergent double
series and suppose that c and d are constants. Then r;:;'.n=l (ca mn + db mn ) is
convergent and
00 co co
L (ca mn + db mn ) = c L amn +d L bmn ·
m.n=l m,n=l m,n=!
The following theorem on double series with positive terms is a direct

analog of the corresponding theorem for single series. Note that part (ii) of
the theorem is a comparison test.
Theorem 39. Suppose [hal amn 2:: for all m and n. °

i) If there is a number M such that the partial sums Smn ~ M, then r~.n=l amn
°
converges 10 a number s ~ M, and each Smn ~ s.
ii) (Comparison Test). If ~ amn ~ A mn and r:;;'.n=1 A mn converges, then
r;:;'.n=1 amn does also, and r:;;'.n=l amn ~ r:;;'.n=1 A mn ·
PROOF. (i) It is clear that the special partial sums Snn are nondecreasing and
Snn ~ M for all n. By the Axiom of Continuity, we know there is a number
s ~ M such that Snn -+ sand Snn ~ s for each n. Therefore, for any E > 0,
there is an N such that
for all n > N.
Let m, n be any two numbers larger than N. For convenience, suppose that
m 2:: n. It follows that
Figure 3-15 shows the various rectangular blocks of aij which make up the
partial sums. Hence smn -+ s as (m, n) -+ 00 and each Smn ~ s. Part (ii) follows
directly from (i).
EXAMPLE 1. Show that the double series

00 I
p.q=l
L22'
P q
is convergent.
SOLUTION. We have
m.n I
p.q=l
L 22'=Smn'
p q
and it is easy to see that
smn = (f -4) (i: -4).

p=l P q=l q
Since I:);"=l Ijk = M < 00, it follows that
2
Smn < M 2
for all m, n'. Therefore
the double series is convergent.
EXAMPLE 2. Show that the series

1
L
00
m.n=l m
4
+ n4
is convergent.
SOLUTION. Since, by Example I, the double series

I 00 I 00 1
-2 L
p.q=l
22'=
P q
L
p.q=l
-2
2 2
P q
converges and since, for any numbers p and q, we have 2p2q2 ~ p4 + q4,
the comparison test may be used to yield the result.
For single series with positive and negative terms the notion of absolute
convergence plays an important part. We now establish the basic theorems
for absolute convergence of double series.
Theorem 40. Suppose that I::. n =l lamnl converges. If we define

_ { amn whenever amn ;::: 0,
bmn - 0 whenever amn < 0,
whenever amn ;::: 0,
Cmn ={ 0
-a mn whenever amn < 0,
then bmn + Cmn = lamnl, bmn - Cmn = amn , and I::.n=l bmn , I:;';;.n=l Cmn converge.
Calling Ihe sum of these last two series Band C, respectively, we have
I
<Xl <Xl
m,n=t
a mn = B - C, I lamnl = B + C.
m,n=1
Furthermore,
PROOF. Since b mn ~ 0, c mn ~ 0, and b mn + C mn = lamnl, the Comparison Test

(Theorem 39 (ii» shows that ~:::.n=t b mn and ~:::.n=1 Cmn converge. The
remaining results follow from Theorem 38 and from the fact that
IB - Ci::;; B+ C,
when Band C are any nonnegative numbers.
Definition. A series ~:::.n=l a mn is called absolutely convergent if the series

~:::.n=1 lamnl converges.
Theorem 40 states that a series which is absolulely convergent is Use If

convergenl.
The next theorem establishes the basic relation between double series,
single series, and repeated or iterated series.
Theorem 41. Suppose thal ~:::.n=l a mn is absolulely convergenl. Then

i) ~~=I a mn is absolutely convergent for each m. (Each row of the rectangular
array, considered as a single series, is absolulely convergem.)
ii) ~:::=I [~~=l a mn ] is absolUlely convergenl. (The iterated sum, laking rows
first, is absolutely convergent.)
iii) ~:::=I [~~=l a mn ] = ~:::.n=1 a mn · (The iterated sum is equal to the double
sum.) The same results hold if the roles of m and n are interchanged.
iv) ~~=2 [~m+n=pamn] converges absolutely and equals the double sum.
PROOF. Because of Theorem 40, it suffices to prove the result when amn ~ O.
Let
<Xl
S = I
m.n=l
amn ·
Then it follows that ~:= 1 a mn ::;; s for every N and every m. Thus (i) holds.
Therefore we may write
Also, since SMN ::;; s always, we see that

M
m=l
I Am = lim
N-oo
SMN ::;; s for each M.
p=2p=3p=4p=5 (p=m+n)
all a12: ala' a14~
'P2(' ~2Z: Q23/ Q24:
·q3~·"'·~3t· a33 a34:
"~4.-/a42
_-; a43
;- Q44:
•__ J
.. .. .. ..
_~_:-
Fig. 3-16
We conclude that L~=I Am is a convergent series, and so (ii) holds. Now let
e > 0 be given. There is an No such that
M
S - e< SMN :::;; I Am:::;; S if M > No and N > No.
m=l
This last statement establishes (iii).

To prove (iv), we first consider the meaning of the sum
00
I
p=2 m+n=p
I amn ·
The inner sum adds the elements of a diagonal, as shown in Fig. 3-16, and
the outer sum adds all the diagonals. For any t: > 0, there is an No such
that s - t: < SMN :::;; s whenever M> No and N> No. Suppose that P =
2No + 2. Then the triangular set (Fig. 3-16) of all (m,n) such that
m+n=p:::;;P
contains the set of all (m, n) such that m :::;; No + I and n :::;; No + 1. This
set is also contained in the set of all (m, n) such that m :::;; P and n :::;; P.
Therefore
which implies statement (iv).
Theorem 42. Suppose that L:'=I amn converges absolutely for each m and that
(3)
converges. Then the double series converges absolutely. The same result holds
with the roles of m and n interchanged.
PROOF. If s is the sum of the iterated series (3), we see immediately that
SMN = JI Ltl lamn l] :::;; JI L~I lamnl] : :; s.
The result follows from Theorems 39 and 41.
REMARK. The above theorem states that if each row of a double series is
absolutely convergent and if the iterated series of absolute values converges,

then the double series converges.
A similar statement is true for columns.
EXAMPLE 3. Show that the double series

00 I
m.~l m 2
(1 + n 3/ 2 )
converges.
SOLUTION. For fixed m, the series

00 I 00 I
n~l m 2
(l + n 3/ 2 ) < n~l n 3/ 2 '
which is a convergent p-series with p = 3/2. Denoting
00 I
A = I 312'
n=1 n
we see that
m=l
I00 [00
I 2 I 3/2::;;
n~l m (I + n )
]
I00 m=l
I
- 2 A,
m
which converges. The hypotheses of Theorem 42 are satisfied and the double
series converges.
Theorem 43. Suppose that L:=l am and L~=l bn are each absolutely con-
vergent. Then the double series L:. n=l ambn is absolutely convergent, and
(4)
PROOF. Let
m n m n
smn = I I ajbk,
j=l k=l
and Smn = I I
j=1 k~1
lajllbkl·
Then we see that Smn ::;; AB for every m and n. Hence the double series is
absolutely convergent. Also
(5)
The formula (4) results from passing to the limit in (5).

aobo --- +- aOb1x" +···+aobnxn +.

~~albox---+ a 1b1x 2 + ... + a1bnX n+ 1 + .
Fig. 3-17
In section 10, page 152, we stated without proof the following theorem
concerning the Cauchy product of two power series.
Theorem 27. Suppose that
I
00
j(x) = a",x m for Ixl < R,

m=O
00
g(x) = I bnx n for Ixl < R,

n=O
where R > O. Then
for Ixl < R.

PROOF. Since the series for j(x) and g(x) both converge absolutely for < R Ixl
then, by Theorem 43, their product L;::.n=O ambnx",+n converges absolutely
as a double series (Fig. 3-17). The convergence of the Cauchy product series
to f(x)g(x) follows from Theorem 41 (iv).
REMARK. Theorem 27 applies equally well for power series of the form
I
00
and bn(x - c)".

n=O
EXAMPLE 4. Use Theorem 27 to find the power-series expansion of all terms

up to x 5 of the function viI + x cos x.
SOLUTION. We have
4
x2
cos X = I - - + -x - ...
2! 4!
Taking the Cauchy product, we find
vii + xcosx;:::; pto [m.t=p a",bn] x

P
- I 1. _ ~ x 2 _ 2. x 3 ~ x4 ~ 5
- +2 X 8 16 +384 +768 x .
Double sequences and series in which the elements are functions are
defined in the same way as are single sequences and series of functions.
Definitions. The sequence smn(x) is said to converge uniformly to sex) for x

on some interval I if and only if for each E > 0 there is an N independent of
x such that
for all m > Nand n > N.
The uniform convergence of a double series is equivalent to the uniform
convergence of the sequence of its partial sums. The individual terms in a
sequence or series may consist of functions of several variables. We define
uniform convergence in the natural way; a sequence such as {Sm,,(X l' X2, -'"3)}
is said to converge uniformly for (x J ,-'" 2' -'" 3) in some region R of R 3 if the
index N in the definition above does not depend on the location of the
point (X 1,X 2 ,-'"3) in R.
We can now extend the Weierstrass M-test to double series.
Theorem 44. Suppose that lum,,(x,Y)1 < Mmnfor all (x,y) in some region R
of the plane. If the double series L::;'.n;O M mn converges, then L::;'.n;O umn(x, y)
converges uniformly on R.
PROOF. By Theorem 39, L::;',n;O umn(x, y) converges absolutely for each fixed
(x,y) in R. Let s(x,y) be the sum of the series and sm,,(x,y) its partial sum.
Denote co m.n
s= I M m " and Smn = I M jk ·
m,n=O j.k;O
Let E > 0 be given. Then there is an N such that

IS - Smnl < E for all (m, n) with m> N, n> N.
Therefore, for each (x,y) in R,
!s(x,y) - smn(x,y)1 ::; IS - Smnj < E, whenever m > Nand n > N.
Since N was chosen without regard to (x, y), the convergence is uniform.
Theorems on the continuity of the uniform limit of double series of con-

tinuous functions read the same as for single series. Similarly the results on
term-by-term integration and differentiation (partial differentiation for func-
tions of several variables) are all quite analogous to those obtained in Sec-
tion I. (See Problems 24, 25, and 26.) We shall restrict ourselves to the
statement of some results for double power series of the form
co
I amnxmyn.
m,n=O (6)
Theorem 45. If the double power series (6) converges absolutely for some
Xo ~ 0 and Yo ~ 0, then the series (6) and the series ofabsolute values converge
uniformlyfor Ixl:s Ixol andlyl:s IYol·
PROOF. Since lamnxmynl :s lamnxoy~1 = M mn , we may apply Theorem 39, and

the result follows.
Theorem* 46. If the double power series (6) converges absolutely for Xo ~ 0
and Yo ~ 0, then all the series obtained by differentiating term by term with
respect to x and y converge for all (x,y) in the rectangle
R = {(x,y): Ixl < Ixol, Iyl < IYol}·
The convergence is uniform on any rectangle R = {(x,y): Ixl:s h, Iyl:s k},
whereh < Ixol,k < IYol.
The proof parallels that for single power series.
Theorem* 47. If the double power series (6) converges absolutely for X o ~ 0,
and Yo ~ 0, and iff is defined by the series, so that
I
<Xl
f(x,y) = amnxmyn (7)

m,n=O
thenf is continuous and has partial derivatives of all orders which are given in
the rectangle R = {(x,y): Ixl < Ixol, Iyl < IYol} by the appropriate series
obtained by term-by-term different iation.
Corollary. Under the assumptions of Theorem 47, we have

I am+nf(O,O)
amn = m!n! axmayn . (8)
REMARK. All the results on double power series are valid for series of the
form L amn(x - c)m(y - d)", with the usual modifications; e.g., the evalua-
tion in (8) is at (c, d) instead of (0, 0).
EXAMPLE 5. Find the first six nonvanishing terms of the double power series
expansion of e XY about the point (1,0). Assume that the series is convergent
in a rectangle containing (1,0).
SOLUTION. We have f(l, 0) = I. Evaluating all partial derivatives at (1,0),

we find
• Partial derivatives are discussed in Chapter 4. Readers unfamiliar with partial differentiation
may postpone or skip Theorems 46 and 47, the Corollary, and Example 5.
af =0 af a2f a2f
ax ' -;;-=1,
oy axay = I, ay2 = I,
aa3f 3 = I.
y
Therefore
EXAMPLE 6. Using power-series expansions, estimate the error made in

computing (eO 2 - 1)2 from the terms of the series for (eX - 1)2 out to and
induding the terms in x 5 •
SOLUTION. We use the Cauchy product of the series eX - I with itself. We

write
Therefore
where, by replacing each series in parentheses by the geometric series with

the same first two terms, we obtain
XC XC x6 XC
e< + + +----
120(1 - x/6) 48(1 - xiS) 36(1 - x/4) 48(1 - x;3)
x6
+-:-=-::-:-::------:-c::-:-::-----:-c~
120(1 - x/6)(1 - x/2)
(0.2)6 (30 25 20 15 30.10)

< 12 290 + 96 + 19· 3 + 56 + 10· 29 . 9
< 11 (0.000064)(0.104 + 0.261 + 0.351 + 0.268 + 0.115)
2
< 59 x 10- 7 .
In an actual computation the rounding error would have to be added to

obtain an estimate of the total error committed. Thus
(eO. 2 - I? = 0.049013 ± 0.000006.
PROBLEMS
I. Show that the double series

., I
I- -
(m + n) !
m.n=O
is convergent. [Hint. Show that (m + n)! 2 m !n!.]

2. Show that
.,
I
m,n=1 mn
is divergent.
3. Test for convergence:
00 2m+t1
m.n=O
I m.n.
, I
4. Show that
., I
m.~1 (m 2
+ n 2 )P
converges if p > I. [Hint. Show first that m 2 + n2 22mn.]
5. Show that
.,
I -2--2
rn,n=l m +n
is divergent. Hint. Note that
6. Show that
., (m + n)5
I --,-,-
m,n=Om.n.
is convergent. [Hint. Let

(m + n)5
L --,-,-
<Xl
am =
"=0m.n.
(rn + n)5 (rn + n)5
I I
m <Xl
= - - I- , - + - - I-,-, m~O,
"=0 m.n. n=m+l m.n.
and show that
Then show that L::.'=oA m converges and use Theorem 42.]

7. Test for convergence:
<Xl
I
m,n=lm
-2--2'
-n
m*n
In each of Problems 8 through 12, use Maclaurin expansions for the separate functions,
and the formula for the Cauchy product to obtain the Maclaurin expansions for the
given functions. Carry the process out to the term ax", where n is given.
8. e2x sin 3x, n= 4 9. (I + X)-2COS X , n= 5
10. (I + X)-1/2 ex, n =4 11. eXlog(1 + x), n =5
12. (cos x) log(l + x), n = 5.
In each of Problems 13 through 18, find the terms in the double (Maclaurin) series of
the given function up to and including terms of degree three.
14. I
I - x - 2y + x2
15. 16. e-hlog(l + y)
17. cosxy 18. (l + x + y)-1/2
In each of Problems 19 through 22, estimate the error made in computing each function
from its series, as in Example 6 above.
eX cos x
19. - - x =0.2, n=4 20. x =0.2, n=4
I-x 1- x 2 '
e- X sinx
21. , x = 0.2, n=4 22. x = 0.2, n=5
I+x 1- x 2 '
24. State and prove a theorem on the limit of a uniformly convergent double series of
continuous functions of n variables.
25. State and prove a theorem on the term-by-term differentiation of a uniformly
convergent double series of functions of n variables.
26. State and prove a theorem on the term-by-term integration of a uniformly conver-
gent double series of functions of three variables.
27. Write out the proof of Theorem 46.
28. Write out the proof of Theorem 47.

29. Prove the Corollary to Theorem 47.
15. Complex Functions. Complex Series

Although functions of one or more complex variables are defined formally
in the same manner as are functions of real variables, we shall see that the
implications of the definition are quite different in the complex case. De-
noting the collection of all complex numbers a + hi bye, we define a
relation from e to e as a collection of ordered pairs (z, w) in which z is
a complex number and w is a complex number. A relation from en to e
is a set of ordered pairs [(z" Z2' . . . , Zn), w] in which (z J' Z2, . . . , Zn) is an
ordered array of n complex numbers and w is a complex number. A relation
from e to e is a function on e if and only if no two distinct pairs have the
same first element. We use the usual functional notation and write w = fez)
for a function of one variable. Functions of more than one variable are
defined similarly, and we write w =j(Z"Z2"" ,zn) for a function on en.
The domain and range of a function are defined precisely as in the case of a
real variable.
For problems concerning a function of a real variable, we found it helpful
to interpret y ='j(x) as a set of points (frequently a curve or an arc) in the
plane of analytic geometry. If w = fez) is a complex-valued function of a
complex variable z, then both the domain and the range are sets of complex
numbers. An aid to visualization is obtained by drawing two complex planes
side by side, denoting one of them the z-plane and the other the w-plane
(Fig. 3-18). The domain of a functionfis a set of points S in the z-plane, and
the range is a set of points T in the w-plane. The function f assigns a value
Q in T to each point P in S. The functions we shall consider will usually
have domains which are either a region in the z-plane or the entire z-plane.
Definition. Suppose thatfis a function on e and c and L are complex num-
z-plane 1r-plane
~
C/
Fig. 3-18 0 o
z-plane
u'-pbne
o
Fig. 3-19
Jr-------
Fig. 3-20
bers. We say that f(z) has the limit L as z tends to c if and only if for each
e> 0 there is a /5 > 0 such that
If(z) - LI < e whenever 0< Iz - cl < /5.
We also writef(z) -+ L as z -+ c and limz_cf(z) = L.
REMARKS. (i) Since absolute values are defined for complex numbers, the
above definition makes sense when the function is complex-valued as well
as when it is real-valued.
ii) The definition has a simple interpretation in terms of two complex planes.
The set of points Iz - cl < /5 consists of all the points zwhich are not farther
away from c than /5. That is, the set consists of all points in a circle of radius
/5 with center at c (Fig. 3-19). The inequality 0 < Iz - cl means that z is not
allowed to be equal to c itself. The points w = f(z) which satisfy the inequality
1 f(z) - LI < e must lie in the circle of radius e with center at L (Fig. 3-20).
iii) In order for the definition to make sense, the punctured disk 0 < Iz - cl
< /5 must lie in the domain S off If S consists of only part of this disk, then
it is automatically understood that z is restricted to be a point of S.
iv) The definition of limit for a function of several complex variables is
analogous to that for real variables. However, since a geometric interpreta-
tion is no longer readily available, we must lean more heavily on the analytic
statements.
v) The usual theorems on limits, such as those for limits of sums, products,
and quotients, have the identical statements and proofs given for real
variables and need not be repeated.
If we set z = x + iy and write w = u + iv, then a function w = f(z) may

be written
f(z) = u(x, y) + iv(x, y).
in which u and v are each a function of the two real variables x and y. In other
words, one complex-valued function of one complex variable may be con-
sidered as two real-valued functions of two real variables. If a, b, M, N are
real numbers, then we see that the statement
f(z) -+ M + iN as z -+ a + ib
is equivalent to
u(x,y) -> M, u(x,y) -> N as (x,y) -> (a, b).
Thus notions of limits and continuity for a complex function may be reduced
to the corresponding statements for pairs of functions of two real variables.
We say thatfis continuous at Zo if and only if
lim f(z) = f(zo)·
z-zo
If u and v are continuous at (xo,Yo), thenfis continuous at Zo = X o + iyo,

and conversely.
The processes of differentiation and integration for complex functions
are substantially differenl from those for real-valued functions. There is a
wealth of material in complex analysis, and the interested student will find
many books devoted entirely to this subject.
We shall be concerned here mostly with sequences and series of complex
numbers. A sequence
of complex numbers may be written in the form
where r k and lk are the real and imaginary parts of Sk' respectively. We say
that the sequence {sn} is convergent if and only if the two sequences {rnL
{I n} of real numbers are convergent. The infinite series
(1)
of complex numbers is convergent if and only if the sequence
of partial sums is convergent. Many of the theorems established for sequences

and series of real numbers carryover to complex sequences and series without
change in statement or proof. A series of complex numbers such as (I) is
said to be absolutely convergent if the real series
00
L Ibnl
n=1
is convergent. As in the case of Theorem 12, we can easily show that an

absolutely convergent series of complex numbers is convergent.
A power series with complex terms is one of the form
00
L a,.z"
"=0
z-plane
Fig. 3-21
in which the coefficients a o , ai' ... are complex numbers. The Ratio Test
(Theorem 14, page 115) is valid without change for complex numbers as
well as for real numbers. We now state the basic theorem on the convergence
of complex power series.
Theorem 48. Let L;:'=O a"z" be any power series. Then either
i) the series converges only for z = 0; or
ii) the series converges for all z; or
iii) there is a number R such that the series converges for all z with Izi < R
and diverges for all zwith Izi > R.
The statement and proof of this theorem are the same as those of Theorem
16 in Section 13. However, we now see that the interpretation of the set
Izi < R of points of convergence is a disk of radius R with center at the
origin (Fig. 3-21). We also see why the quantity R is called the radius of
convergence. For series of the form L;:'=O a"(z - c)", the circle of convergence
has radius R with its center at the number c (Fig. 3-21).
We may define the elementary functions of algebra, trigonometry, and
calculus as functions of a complex variable. A certain amount of care is
necessary, since a function such as sin w, which has a perfectly good meaning
in terms of angles when w is real, has no geometric interpretation or definition
when w is complex. We solve the problem by defining functions in terms of
their power-series expansions. We recall that eX with x real has the Taylor
expansion
x"
eX = '\' _
00
(2)
L.
n=O n."
which is convergent for all x. We define e by the series

Z
z"
e =
Z
I-
00
"=0 n!
for all complex z. (3)
It is a simple exercise (Ratio Test) to show that the series (3) is absolutely
convergent for all z. If z is real, then (3) becomes (2) and the definition is
consistent. The next theorem gives the basic properties of e when z is
Z
complex.
Tbeorem 49. (a) e Z ' e W = e Z +W for all complex z and w.

b) e + = eX (cosy + isiny)for all real x and y.
x yi
c) lff(x) = ela+bilx, x real, thenj'(x) = (a + bi)e(a+bilx.
PROOF. (a) We write
eZ'e W = 00 zm)(ooI -
I -m! w
n
)
(
m=O n=On!
and apply Theorems 43 and 41 of Section 14. We obtain
e e =
Z
'
W fL,
p=o p!
[I "
- L,
m+n=p
(m + n)! z mw
min!
nJ -_ fL,
p=o
(z + w)_P -_ e z+w .
p!
b) From (a) we find
=ex{I (_I)ky 2k +iI (_I)k y 2k+l}

k=O (2k)! k=O (2k + I)!
= eX(cosy + isiny).
To prove (c), we have
f(x) = eax(cosbx + isinbx)
and
f'(x) = e ax ( -b sin bx + ib cosbx) + aeaX(cosbx + isin bx)
= (a + ib)eax(cosbx + isinbx) = (a + ib)j(x).
The trigonometric and hyperbolic functions of a complex variable are

defined by the formulas
e iz _ e- iz e iz + e- iz
sin z = --,---- cosz = ---:-2--
2i
. eX _ e- Z eZ + e- Z
smhz = 2 ' coshz = 2 '
for all complex z. The remaining trigonometric and hyperbolic functions

are defined in the usual way. That is,
sinz I
tanz = - - , secz = - - ,
cosz cosz
and so forth.
The power series expansion for e Z and the definitions of the trigonometric
functions may be used to get the familiar expansions
(4)
valid for all complex z. Expansions for the remaining functions are obtained
similarly.
Theorem 50. (a) The addition theorems and double-angle formulas for sin z,
cos z, sinh z and cosh z hold for all complex numbers.
b) We have for all z:
cos iz = cosh z, cosh iz = cosz,
siniz = isinhz, sinh iz = i sin z,
sin (x+ iy) = sinxcoshy + icosxsinhy,
cos(x + iy) = cosxcoshy - isinxsinhy.
PROOF. (a) We show that
sin (z + w) = sin z cos w + cos z sin w.

F rom the definition of the trigonometric functions, we may write
I . .. .
sinzcosw + coszsin w = 4i [(e'Z - e-'Z)(e'W + e- rW )
_ -
- I [ e i(z+w) + e i(z-w) -e -i(z-w) -e -i(z+w)
4i
= ~i [e i1z + W
) - e- ilz + w )] = sin(z + w).
The remaining portions of the theorem are proved in a similar manner.
EXAMPLE I. Write sin (I + i) in the form a + ib.

SOLUTION. sin (I + i) = sin I . cosh I + i cos I . sinh I. Therefore
a = sin I cosh I, b = cos I sinh I.
The reader may verify the following formulas:

Z3 2z 5
tan z = z + 3 + 15 + .. " (5)
5z 61z 4 6
secz= I +-+-+--+
Z2
... (6)
2 24 720
+ -2z - ...
5
Z3
tanh Z = Z - - (7)
3 15
4
61z 6
sech z = I - -
Z2
+ -5z - - - + ... (8)
2 24 720
EXAMPLE 2. Solve for z : cos z = 2.
SOLUTION. We have
cosz = cos (x + iy) = cosxcoshy - isinxsinhy = 2.
Therefore
cosxcoshy =2 and sinxsinhy = O.
Taking sin x sinh y = 0 first, we see that sinh y = 0 if and only if y = O. But
then from the first equation coshy = I and cosx must be 2, which is impos-
sible if x is real. So y = 0 is excluded. The equation sinxsinhy = 0 can
also hold if sinx = 0, which occurs if x = ±nn. Then cos x = ± I and,
ruling out the negative values, we get x = ± 2nn and cos x = + I. The
first equation then implies that cosh y = 2 or y = argcosh 2 = log (2 + .j3).
The answer is
z = x + iy = ±2nn + ilog(2 + .j3).
REMARK. Example 2 shows that the rules about the range of the various
trigonometric functions, which we learned for the case when the domain is
real, no longer hold when the domain is complex. For example, the functions
sin z and cos z may have arbitrarily large values if z is complex.
When x is real, the function eX is the inverse of the logarithm function.

For complex exponential and logarithmic functions we must proceed quite
differently. With the observation that
e 2ni = (cos2n + isin2n) = I,
we conclude
and so e Z is a periodic function with period 2ni. In attempting to define the

logarithm as the inverse of w = e Z we are stymied, because to each value of
w there corresponds the infinite collection of values z ± 2llni, n = I, 2, ...
The inverse relation of e Z is not a function. However, we can proceed by
writing w in polar form. That is, ifw = r(cosO + isinO), then
= e = e x + iy = eX (cosy + isiny) = r(cosO + isinO).
w Z
The last equality yields r = eX and y = 0 ± 2nn. This suggests defining the
principal inverse function of e Z by
Log w = log r + iO where -n<O::;;n.

Thus we find that
eZ = w ~ z = Log w ± 2nni.
We observe that if w is real and positive, then 0 = 0 and Log w is just the
ordinary natural logarithm of w.
EXAMPLE 3. Find the value of Log ( - 3).
SOLUTION. We have -3 = 3e ni , since e ni = cosn + isinn = -I. Therefore

Log( -3) = log 3 + ni.
REMARKS. The trick in Example 3 is to write the number - 3 in the form re i8

with r ;:: 0 and with 0 always in the interval -n < 0 ::;; n. Every complex
number can be so written. Note that the myth prevalent in elementary
trigonometry courses concerning the nonexistence of logarithms of negative
numbers evaporates as we enter the complex domain.
The inverses of the trigonometric and hyperbolic functions are also
multiple-valued relations and so are not functions. The definitions of princi-
pal inverses of these functions are usually given in texts on complex function
theory.
EXAMPLE 4. Express all the solutions of sinh w = z in terms of the Log

function.
SOLUTION. From the equation sinh w = z, we have

or e2w - 2ze w - I = O.
This is a quadratic equation in e W • Therefore
eW =Z ± JZ2+l
and
w = Log(z ± .JZ2 + I) ± 2nni.
to the expression JZ2+l.

the two square roots of' are
If'
REMARK. Since z is complex, it is not clear what meaning should be attached
= pei<l>, -n < /2 and - JP e <l>/2,

i with -n < <p ::;; n.
The first of these numbers is in the right-hand portion of the z-plane (has
positive real part), while the second is in the left-hand portion. We call the
first one the positive square root of' and the second the negative square root
(except when <p = n and both square roots are on the imaginary axis).
PROBLEMS
I. Show, by the Ratio Test, that

'" z"
I-
"=0 n!
converges for all complex z.
2. Prove that sinz and cosz are given by their series expansions (4).
3. Prove that the functions sinh z and cosh z are given, respectively, by the series
<X) z2n+l 00 z2n
"~O (2n + I)!' I

"=0 (2 n.
)1'
which are valid for all z.

4. Prove that for all complex z, IV:
cos(z + IV) = coszcos IV - sin z sin IV.
sinh (z + IV) = sinh z cosh IV + cosh z sinh IV.

cosh(z + IV) = coshzcosh IV + sinhzsinhIV.

7. Derive formulas for sin 2z, cos 2z, sinh 2z, cosh 2z, z complex.
8. Prove the validity of the formulas in Theorem 50(b).
9. Verify the formula for tan z in (5).

10. Verify the formula for sec z in (6).
II. Verify the formula for tanh z in (7).
12. Verify the formula for sech z in (8).
13. Write in the form a + ib:
b) sin( ~7r +),

a) sinh (I - 0, b) tanh (2 + 30,
a) Log (-4), b) LogO + 0, c) Log ( -i)
a) e Sin (K+i)/2), c) sin (JI- i)
17. Write in the form u(x,y) + iv(x,y):
2
a) sin z, b) tan z

a) e"~, b) eO / z )

a) Log(3 + 3i),
20. Find the radius of convergence of the series
Z2 Z3 Z4 z"
Log(l +z)=Z--+---+ "'(_1)"+1_+ ...
2 3 4 n
21. Find the Maclaurin expansion for (I + x) 1/2, replace each x by z and find the
radius of convergence of the resulting complex series.
22. Repeat Problem 21 for (I _ X 2 )-1/2
23. Show that tanh II' = z if and only if

I 1+ z .
II' = -Log-- + Inn.
2 I -z-
24. Show that tan II' = z if and only if
i i +Z
II' = +nn + -Log--.
- 2 i - z
25. Show that sin II' = z if and only if
II' = ~Log(iz ±~) ± 2nn.

I
Are there any complex numbers z for which there is no solution w? Note that
Logz is defined for all z O. *
26. Show that cos II' = z if and only if
II' = ~ Log (z ± P'=!") ± 2nn.

I
Are there any complex numbers z for which there is no solution II'?
CHAPTER 4
Partial Derivatives. Applications
1. Limits and Continuity. Partial Derivatives

A function j is a mapping which takes each element of the domain D into
an element of the range S. We write f: D -> S. If the domain D consists of
ordered pairs of numbers, then we have a function on R 2 or a function of two
variables. We employ the notation
z = j(x,.1') or j: (x, .1') --> z
2
to indicate a typical function on R when the elements of the range are real
numbers (elements of R I).
We now give a precise definition of a function of two variables.
Definition. Consider a collection of ordered pairs (A, fl') where the elements
A are themselves ordered pairs of real numbers and the elements 11' are real
numbers. Ifno two members of the collection have the same item A as a first
element-i.e., ifit can never happen that there are two members (A 1,11'1) and
2
(AI' 11'2) with 11'1 #- H'2-then we call this collection a function on R or a
function of two variables. The totality of possible ordered pairs A is called the
domain of the function. The totality of possible values for w is called the
range of the function.
REMARK. The definition of ajimetion of three variables is precisely the same

as that for a function of two variables except that the elements A are ordered
triples rather than ordered pairs. A function of n variables is defined by con-
sidering the elements A to be ordered n tuples of real numbers.
A function of three variables is frequently denoted by

198 4. Partial Derivatives. Applications
x Fig. 4-1
IV = G(x,y,z) or G: (x,y, z) -+ W,
3
where (x,y, z) is an element of R and IV is an element of R 1 . We can consider
functions of four, five, or of any number of variables. If the exact number of
variables is n, we usually write
y=j(X 1,X2""'Xn)
in which (x 1 ,x 2' . . . ,xn ) is an element of R n and y is an element of R 1. The
same letters/, F, g, G, f/J, and so forth, are used for functions of any number
of variables.
We are now ready to define a limit of a function of two variables. Iff is
such a function, we may write
Z = j(x,y).
We wish to examine the behavior of f as the pair (x,y) tends to the pair
(a,b); equivalently, we consider x tending to a and y tending to b.
Definition. We say thatj(x,y) tends to the number L as (x,y) tends to (a, b),
and we write
f(x,y) -+ L as (x,y) -+ (a, b)
if and only if for each E > 0 there is a b > 0 such that
!f(x,y) - LI < E
whenever
Ix - al < b and Iy - bl < b and (x, y) "# (a, b).
A geometric interpretation of this definition is exhibited in Fig. 4-1. The

definition asserts that whenever (x, y) are in the shaded square, as shown,
I. Limits and Continuity. Partial Derivatives 199
then the function values, which we represent by z, must lie in the rectangular
box of height 21: between the values L - I: and L + 1:. This interpretation is an
extension of the one usually given for functions of one variable.
REMARK. It is not necessary that (a, b) be in the domain 01'/ That is, a limit
may exist withf(a, b) being undefined.
Definition. We say thatfis continuous at (a, b) if and only if

i) f(a, b) is defined, and
ii) j(x, y) --> f(a, b) as (x, y) --> (a, b).
Definitions of limits and continuity for functions of three, four, and more
variables are completely similar.
Functions of two or more variables do not have ordinary derivatives of
the type we studied for functions of one variable. Iff is a function of two
variables, say x and y, then for each fixed value of yJis a function of a single
variable x. The derivative with respect to x (keeping y fixed) is then called the
partial derivative with respect to x. For x fixed and y varying, we obtain a
partial derivative with respect to y.
Definitions. We define the partial derivatives of a functionf on R 2 by

j,( ) _ I" j(x + h,y) - f(x,y)
x x,y - hl~ h '
f( ) - I" f(x,y + h) - f(x,y)

y x,y - ht.IlJ h '
where y is kept fixed in the first limit and x is kept fixed in the second. We
use the symbols j, and J;, for these partial derivatives.
If F is a function on R 3 , we define the partial derivatives Fx ' Fy and F. by
F( ) _ I" F(x + h,y, z) - F(x,y,z)
(y, z fixed)
x x,y, z - ht.IlJ h '
F( )-1" F(x,y+h,z)-F(x,y,z)
y x,y, z - hl~ h ' (x, z fixed)
F( )-1" F(x,y,z+h)-F(x,y,z)
z x,y,z - ht.IlJ h ' (x,y fixed).
In other words, to find the partial derivative Fx of a function F(x, y, z) of

three variables, regard y and z as constants and find the usual derivative with
respect to x; the derivatives Fy and F. are found correspondingly. The same
procedure applies for functions of any number of variables.
EXAMPLE 1. Givenf(x,y) = x 3 + 7x 2 y + 8y 3 + 3x - 2y + 7, findfx andJ;,.

SOLUTION. Keeping y fixed and differentiating with respect to x, we find that

2
j~ = 3x + 14xy + 3.
Similarly, keeping x fixed, we get
i} = 7x 2 + 24y 2 - 2.
EXAMPLE 2. Given/(x, y, z) = x 3 + y3 + Z3 + 3xyz, findj~(x, y, z),J;,(x, y, z),

andlz(x, y, z).
SOLUTION. We have
j~(x,y,z) = 3x 2 + 3yz,i/x,y,z) = 3y 2 + 3xz,j~(x,y,z) = 3z 2 + 3xy.
REMARKS ON NOTATION. The notation presented here is classical, although it

may at times lead to confusion. A less ambiguous but less common notation
uses numerical subscripts with a comma to indicate partial differentiation.
For example, the symbols
and f2(x,y)
stand for the partial derivatives with respect to x and y, respectively. These
symbols have an advantage in that the subscript I represents the derivative
with respect to the first variable, irrespective of the letter used. That is, if
(r, s) are the independent variables withfthe same function as the one above,
then
f 1 (r, s) and f2(r, s)
have a clear meaning, while in classical notationj,: andfs might sometimes be
interpreted differently from i~ and J;,.
Another common symbol for partial differentiation is
of (read: partial of/with respect to x).

ax
This notation has the double disadvantage of using the letter x and of giving
the impression (incorrectly) that the partial derivative is a fraction with
0/ and ox having independent meanings (which they do not). If we write
z = f(x,y), still another symbol for partial derivative is the expression
oz
ox'
Because of the multiplicity of symbols for partial derivatives used in texts
on mathematics and various related branches of technology, it is important
that the reader familiarize himself with all of them. For this reason we shall
employ all the above symbols for partial derivative throughout the chapter.
EXAMPLE 3. Given/(x,y) = eXYcosxsiny, findi~(x,y) and i/x, y).

1. Limits and Continuity. Partial Derivatives 201
SOLUTION. We have
fx(x,y) = eXYsiny(-sinx) + cosxsinye XY y
= eXYsiny(ycosx - sin x),
and
/y(x,y) = eXYcosx(xsiny + cosy).
EXAMPLE 4. Given that z = x arctan (ylx), find ozlox and czloy.
SOLUTION. We have
oz _(Ylx 2 ) xy
" = x·
uX
(2 I 2)
1+ y x
+ arctan (ylx) = arctan (ylx) _. -2--2'
x +Y
and
EXAMPLE 5. Givenf(x,y) = x2 - 3xy + 2x - 3y + 5, find 1 I (2,3).

SOLUTION. We have
Il(X,y)=2x-3y+2, 11(2,3)= -3.
PROBLEMS
In each of Problems I through 12, find Ix andf".

I. f(x,y) = 2x 2 - 3xy + 4x 2. f(x,y) = X 2 y 4 + 2xy - 6
3. j(x,y) = x 3 + y3 + 3x 2 y - 3xy2 + 7 4. f: (x,y) --+ R+1 + y3
xy
5. f(x,y) = .Jx 2 + y2 6. f(x,y) = -2--2
X +y
7. f(x,y) = log(x 2
+ /) 8. f(x,y) = log~3y2
9. f: (x,y) --+ arctan (ylx) 10. f(x,y) = arcsin~

I+y
II. f(x,y) = xyex'+Y' 12. f: (x, y) --+ cos (xe Y)
In each of Problems 13 through 18, lind!, and!. 2 at the values indicated.

13. f(x,y) = x arcsin (x - y), x = I, y= 2
I4.f(u,v)=euusec(~} u=v=3
1t
15. f(x,z) = e,;nXtanxz, x=4' z= I
COS 2lU
16. f(t,u) = - 2 - - 2 ' t = 0, u = I
t +u
17. f(y,x) = x'Y, x = Y = 2 18. f(s, t) = s' + tS, S =t=3
In each of Problems 19 through 22, find fx(x,y, z),/y(x,y, z) andfz(x,y, z).
19.. f(x,y,z) = x 2y - 2x 2z + 3xyz - y2 z + 2xz 2

xyz
20. f(x,y,z) = 2 2 2 21. f(x,y,z) = e XY' sin xy cos 2xz
x +y +z
22. f(x,y,z) = x 2 + Z2 + y3 + 2x - 3y + 4z
In Problem 23 through 26 find in each case the indicated partial derivative.
23. W = log(
X
2xy+ Y 2); ow ow
ox' oy
ow ow
B;'a/
25. w = e sin (yIX);

ow OW
oy' OX
OW ow ow
26. w = (sec tu) arcsin tv;
a/'&;'B;;
27. If z = log (yjx), show that
oz oz
x ox + Yoy = O.
28. Let P(Xl,X2, ... ,x.)=alx~+a2x~+···+a.~,where aI' a 2 , ... , a. are
numbers. Show that
X I F., + X 2 P 2 + ... + x.F.. = kP.

29. Let Q(x,y,z) = r~~la.x2.-2'y'+lz'-1, where the a. are numbers and n is an
integer greater than I. Show that
xQx + yQy + zQ, = 2nQ.

30. i) Given f(x, y) = xy. Show that f is continuous at (0,0) by finding a value of b
corresponding to each given e such that Ixy - 01
< e for all (x,y) for which
Ix - < band Iy - < b.
01 01
ii) For the same function f, show that it is continuous at (a, b) by finding a value
of b corresponding to each given e such that Ixy - abl < e for all (x,y) for
which Ix - aj < band Iy - bl < b. [Hint: Write xy - ab = xy - ay + ay - ab
and
Ixy - abl ::; Ixy - ayl + lay - abl ::; Ix - al·lyl + lal·IY - bl·]
31. Consider the function
I
xy
for (x,y) #- (0,0),
x2 + y2
g(x,y) = 0
for x = y = O.
a) If x tends to zero and if we select y = x 2 , then y also tends to zero. Show that
under these conditions
g(x,y) ..... 0 as x"'" 0, y ..... 0.
b) If x tends to zero and we select y = x, show that

g(x,y) ..... ! as x and y tend to O.
Conclude that g is not continuous at (0,0).
32. Use the method of Problem 31 to show that
I
X2 - y2
for (x,y) # (0,0),
x2 + y2
h(x,y) = 0
for x =y = 0
is not continuous at (0,0).

33. Show that the function
for (x,y) # (0,0),
for x =y = 0
is continuous at (0,0). [Hint: x 2y2(X 2 + y2) ::s; x 2 .J

34. Show that the functionf(x,y) = JIXlJlYl is continuous at (0,0), but thatfx andJ;,
are not continuous at (0,0).
35. Let f(x,y) = sin (xy); g(x, y) = sin (x(y) for y # 0, g(x,O) = O. Is f continuous at
(0, OJ? Is g continuous at (O,O)'!
36. Given the function
for x = y = 0,
otherwise.
Show that gx and gy exist at x = y = O. Use the result of Problem 31 to conclude

that a function may have a partial derivative at a point and yet not be continuous
there.
2. Implicit Differentiation
An equation involving x, y, and z establishes a relation among the variables.
If we can solve for z in terms of x and y, then we may have one or more
functions determined by the relation. For example, the equation
2x 2 + y2 + Z2 - 16 =0 (I)
may be s lved for z to give
(2)
If one or more functions are determined by a relation, it is possible to
compute partial derivatives implicitly in a way that is completely similar to
the methods used for ordinary derivatives.
For example, in Equation (I) above, considering z as a function of x and y,
we can compute oz/ox directly from (I) without resorting to (2). We keep y
fixed and in (I) differentiate implicitly with respect to x, getting
OZ GZ 2x
4x + 2z ax = 0 and
ox z
Further examples exhibit the method.
EXAMPLE I. Suppose that x, y, and z are variables and that z is a function of

x and y which satisfies
Find oz/ox and oz/oy.
SOLUTION. Holding y constant and differentiating Z with respect to x im-

plicitly, we obtain
oz
3x
z
+ 3z z -;;- + 3xy -OZ + 3yz = o.
ox ox
Therefore
oZ X
Z
+ yz
ox - xy + zZ'
Holding x constant and differentiating with respect to y, we get
z OZ OZ
3y 2 + 3z oy + 3xy oy + 3xz = 0
and
oz yZ + xz
oy - xy + zZ'
The same technique works with equations relating four or more variables,
as the next example shows.
EXAMPLE 2. If r, S, t, and ware variables and if w is a function of r, S, and t

which satisfies
e" - 2se w + w( - 3w z r = 5,
find ow/or and ow/or.

SOLUTION. To find ow/or, we keep s and I fixed and differentiate implicitly

with respect to r. The result is
Ie " - 2se wOW

- ow -
+ I-~- ow
3w2 - 6rw--;;- =0
Or or or
or
aw 3w 2 - Ie"
or 1- 2se W - 6nv'
Similarly, with rand s fixed the result is
re ' I - 2se w -ow + W + 1all'- - 6nv -011' = 0

01 01 al
or
all' IV + re'l
01 2se w - 1 + 6nv
PROBLEMS
In each of Problems I through 12, assume that 1\' is a function of all other variables.
Find the partial derivatives as indicated in each case.
I. 3x 2 + 2y 2 + 61\·2 - X +J - 12 = 0; all'ow
ox' oy
ow ow
2. x 2 + )'2 + w 2 + 3x)' - 2xll' + 3yw = 36;
ox' oy
3. x 2 - 2xy + 2Xlf + 3)'2 + 11,1 = 21;

ow ow
ox' OJ
all'ow
ox' Oy
all' all'
a;' os
6. l1' _ ewsin(r/x) = I;
01\' all'
ox' oy
7. eX).wsinxycos2xll' - 4 = 0;
Ow ow
ox' oy
8. w 1- 3xw - log ( 1xy 2) = 0;

ow ow
x +y ox' oy
Ow Ow ow
9. XYZ + x 1 z + xzw - yzw + yzl - IV
3
= 3;
ox' oy' oz
ow ow all'
a;' '8;' a/
all' all'
ox' oy
all' all' all' all'
ox ' oy' oz ' iii
13. Given that Xl + y2 - Z2 = 4. Show that
oz ox. '!.I = _I.

ox oy OZ
*14. Suppose that the relationj(x,y,z) = 0 may be solved so that z is a function of x
and y. Then we may compute oz/ox. If also we may compute ox/oy and oy/oz,
show that
ez ox. '!.I = _I.

ox oy· ez
15. The transformation of rectangular coordinates to spherical coordinates is given
by
x = p sin t/> cos e, y = psint/>sine, z=pcost/>.
Find
ox ex ox oy oy oy 02 oz 02
~'~'OO'~'~'OO,~,~,~·
16. In Problem 15 assume that p, t/>, e are functions of x, y, z and find

op op op ot/> ot/> ot/> oe 00 00
ox' oy' oz' ax' oy' a;' ax' oy' oz'
in terms of x, y, and z.
17. An ajjine lransformalioll in R 3 is one which changes a rectangular (x,y, z) coor-
dinate system into a (u, v, 11') coordinate system by the equations
where all the aij are numbers. Find ov/oy and oy/ov. How are these quantities
related?
3. The Chain Rule

The Chain Rule is one of the most effective devices for calculating ordinary
derivatives. In this section we show how to extend the Chain Rule for the
computation of partial derivatives. The basis of the Rule in the case of func-
tions of one variable is the Fundamental Lemma on Differentiation, which
we now recall.
Theorem 1 (Fundamental Lemma on Differentiation in R 1). Suppose that F has

a derivative at a value u so that F(u) exists. We define the function
F (/! + h) - F(u) - F(u) ijhi'O,
G(h) = h '
I 0, ifh = O.
Then (a) G is continuous at h = 0, and (b) the formula
F(u + h) - F(u) = [F(u) + G(h)]h (I)
holds.
PROOF. From the definition of derivative, we know that
lim F(u + h) - F(u) = F(u)

h~O h
or
lim [F(U + h) - F(u) - F(U)] = o.

h~O h
Hence G(h) -+ 0 as h -+ O. Therefore G is continuous at 0, and (a) holds. To
establish (b), we observe that for h i' 0, the formula (I) is a restatement ofthe
definition of G. For h = 0, both sides of (I) are zero.
The above theorem has a natural generalization for functions of two

variables.
Theorem 2 (Fundamental Lemma on Differentiation in R 2 ). Suppose thatfis a

continuous function of tlVO variables (say x and y) and that !x and 1;, are con-
tinuous at (xo,yo). Then there are two functions, G1(h,k) and G2 (h,k) con-
tinuous at (0,0) with G 1 (0, 0) = G2 (0, 0) = 0, such that
f(x o + h,yo + k) - f(xo,yo) =!x(xo,yo)h + 1;,(xo ,yo)k
(2)
+ G1 (h, k)h + G2 (h, k)k.
PROOF. The proof depends on writing the left side of (2) in a more com-
plicated way:
f(x o + h,yo + k) - j(xo,yo) = [f(x o + h,yo + k) - f(x o + h,yo)]
(3)
+ [j(x o + h,yo) - f(xo,Yo)].
Figure 4-2 shows the points at whichfis evaluated in (3) (h and k are taken
to be positive in the figure). We apply the Theorem of the Mean to each of
the quantities in brackets in (3) above. The result for the first quantity is
f(x o + h,yo + k) - j(xo + h,yo) = r( + h , IJ ), (4)
(Yo + k) - Yo 1y Xo
, ":+h'' +'
(xo, Yo)
(~, Yo)
I
(Xo+ h,~)
(xo+h, Yo)
-----j--------.x
o Fig. 4-2
and for the second quantity,
j(xo + h,yo) - f(x o , Yo) =j'(]: ) (5)

x ""Yo,
(Xo + h) - X o
where I] is between Yo and Yo + k and ~ is between X o and X o + h. Typical
locations for ~ and I] are shown in Fig. 4-2. Substituting (4) and (5) into the
right side of (3), we find
f(x o + h,Yo + k) - f(xo,yo) = h(~,yo)h + J;,(x o + h, I])k. (6)
The quantities G1 and G2 are defined by*
G 1 =h(~,yo) - h(xo,Yo),
G2 =/y(x o + h,l]) - /y(xo,yo)·
Multiplying the expression for G 1 by h and that for G2 by k and inserting the
result in the right side of (6), we obtain the statement of the theorem. Since
~ ---+ xo as h ---+ 0 and I] ---+ Yo as k ---+ 0,
it follows (since j~ and jy are continuous) that G J and G 2 tend to zero as
hand k tend to zero. Thus G 1 and G2 are continuous at (0,0) if we define
them as being equal to zero there.
Theorem 3 (Chain Rule). Suppose that z = f(x, y) is continuous and that af/ax,
a1/ay are continuous. Assume that x = x(r, s) and y = y(r, s) are functions ofr
and s such that ax/ar, ax/as, oy/or, oy/os all exist. Then z is afunction ofr and
s and the following formulas hold:
ozor = (~f)(ax) + (Of) (a y)!

ox or ay or
(7)
az = (Of) (ax) + (0/) (oy)
as ox as oy os
PROOF. The first formula will be established; the second is proved similarly.
• Of course, if k = 0, we define G z = h(x o + h,yo) - h(xo,yo), etc.

We use the ~ notation. A change ~r in I' induces a change dx in x and a

change ~Y in y. That is,
~x = x(r + ~r, s) - x(r, s),
~y = y(r + M,s) - y(r,s).
The function z has the partial derivative
OZ = lim ~z
or M-O ~r'
where ~z, the change in z due to the change M in 1', is given by

~z =f(x + ~x,y + ~y) - f(x,y),
which latter expression we also denote by ~f The Fundamental Lemma on
Differentiation in R 2 with h = ~x and k = ~y reads
of If
~f= ox~x + ~y~y + Gjdx + G2~Y'
where we have changed notation by using of/ax in place of fx(x,y) and
of/oy for /y(x,y). Dividing by M in the above equation for ~f, we get
~z = ~f = of ~x + of ~y + G, ~x + G2 ~y.
M M ax M oy M M ~r
Letting M tend to zero and remembering that G j --+ 0, G2 --+ 0, we obtain the
first formula in (7), as desired.
REMARKS. (i) The formulas (7) may be written in various notations. Two
common expressions are
ozor = (oz) (ex) + (oz)

ax or
(OY))
oy or
OZ = (~z) (ax) + (oz) (?)

(8)
as ox as oy os
and
!r :fxxr + /YYr}. (9)

Is - fxx s + /yYs
ii) To use the comma notation we define the function g(l', s) = f[ X(I', S),
y(r, s)]. The formulas expressing the Chain Rule are then
g.l(r,s) =/1(X,y)x.1(r,s) + !2(X,y)y.l(r,S)} (10)
g.k,s) =!1(X,y)x. 2(r,s) + !2(X,y)Y.2(r,s)
iii) For functions of one variable, the Chain Rule is easily remembered as the
rule which allows us to think of derivatives as fractions. The formula
dy dy.du
dx du dx
is an example. The symbol du has a meaning of its own. To attempt to draw
such an analogy with the Chain Rule for Partial Derivatives leads to disaster.
Formulas (7) are the ones we usually employ in the applications. The paren-
theses around the individual terms are used to indicate the inseparable nature
of each item. Actually, the forms (9) and (10) for the same formulas avoid the
danger of erroneously treating partial derivatives as fractions.
EXAMPLE 1. Suppose that z = x 3 + y3 , X = 2r + s, y = 3r - 2s. Find az/ar

and az/as.
SOLUTION. We can employ the Chain Rule and obtain

az _ 3 2 az _ 3 2
ax - x, ay - y ,
ax =2 ax = I ay =3 ay =-2
ar ' as ' ar ' as .
Therefore
:; = (3x 2)(2) + (3y 2)(3) = 6x 2 + 9y 2 = 6(2r + S)2 + 9(3r - 2S)2,
:; = (3x 2)(I) + (3y 2)( -2) = 3x 2 - 6y 2 = 3(2r + S)2 - 6(3r - 2s?
In Theorem 3 (the Chain Rule), the variables rand s are the independent
variables; we denote the variables x and y intermediate variables. The
formulas we derived extend easily to any number of independent variables
and any number of intermediate variables. For example,
if w =f(x,y,z) and if x = x(r, s), y = y(r, s), z = z(r, s),
then
~; = (~) (~~) + (~)(~) + (:)G;}

and there is a similar formula for ow/as. The case of four intermediate vari-
ables and one independent variable-that is,
w = f(x, y, u, v), x = x(t), y = y(t), u = u(t), v = v(t)
-leads to the formula
dw = af dx + of dy + af du + of dv.
dt ax dt oy dt au dt av dt
The ordinary d (rather than the round a) is used for derivatives with respect
to t, since w, x, y, u, and v are all functions of the one variable t.
REMARK. As an aid in remembering the Chain Rule, we note that there are as
many terms in the formula as there are intermediate variables.
EXAMPLE 2. If z =f(x,y) = 2x 2 + xy - y2 + 2x - 3y + 5, x = 2s - t,
Y = s + t, find ozjot.
SOLUTION. We use the Chain Rule:
at
ax = 4x + Y + 2,
af
ay = x - 2y - 3, ax =-1 ay =1
at ' at .
Therefore
az
- = (4x + y + 2)( -I) + (x - 2y - 3)(1) = - 3x - 3y - 5
ot
= -3(2s - t) -- 3(s + t) - 5
= -9s - 5.
EXAMPLE 3. Given w = f(x,y, z) = x 2 + 3y 2 - 2z 2 + 4x - y + 3z - I, x =

t 2 - 2t + I, y = 3t - 2, z = /2 + 4/ - 3, find dwjd/ when t == 2.
SOLUTION. Employing the Chain Rule, we find

af af = 6y - I of
ax = 2x + 4, ay , - = -4z+
az
3
'
dx dy =3 dz
-
d/
= 2/ - 2
' dt ' dt = 2t + 4.
Therefore
dw
dl = (2x + 4)(2t - 2) + (6y - 1)(3) + (-4z + 3)(2t + 4).
When t = 2, we have x = I, y = 4, z = 9, and so
~; = (6)(2) + (23)(3) + (- 33)(8) = -183.
PROBLEMS
In each of Problems I through 12, use the Chain Rule to obtain the indicated partial
derivatives.
oz oz
I. z=f(x,y)=X 2 +y2; x=s-21,y=2s+l;
as' at
oz oz
2. z=f(x,y)=x 2 -xy_ y 2; x=s+l,y= -S+I;
as'at
oz oz
3. z=f(x,y)=X 2 +y2; X=S2_ 12,y=2sl;
as' at
x oz oz
4. z = f(x,y) = -2--2; X = SCOSI, Y = ssinl;
x +y os' iii
x oz oz
=
5. z=f(x,y)
"x2
~;
+ y2
x=2s-l,y=s+21;
as' iii
cz oz
6. z = f(x,y) = eXcosy; x = S2 - 2
Y = 2sl;
1 ,
as' iii
7. w = f(x,y,z) = x 2 + y2 + Z2 + 3xy - 2xz + 4; x = 3s + I, Y = 2s - I,
Z = S + 21; ow/os, oW/OI
8. I\' = j(x,y,z) = x 3 + 2y 3 + Z3; X = S2 - 2
1 , Y = S2 + 2
1 , Z = 2sl; ow/os,
OW/OI
9. I\' =j(x,y,z) = x
2 - y2 + 2z 2 ; X = r 2 + I, y = r2 - 2r + l,z=r 2 -2;
dw/dr
10. z = f(x, y) = x - y x = r + 3s - I, Y = r - 2s + 31; oz/or, cz/os,

1 + x 2 + y2'
OZ/Ol
ow ow ow
II. w = j(u) = u 3 + 2u 2 - 3u + I; u = r 2 - S2 + 12 ;
&'&'81
12. I\' = j(x,y,u,~) = x 2 + y2 - u 2 - ~2 + 3x - 2y + u - ~; x = 2r + S - I ,
y = r - 2s + I, u = 3r - 2s + I, ~ = r - S - I;
ow ow ow
In Problems 13 through 20, use the Chain Rule to find the indicated derivatives at the
values given.
oz oz ~ rr
- - where r = J2 0 = -
or' 00 ' 4
dw where I = - I
dl
15. w=xy+yz+zx; x=lcosI,y=lsinl,z=l; dIV where 1 = ~

dl 4
oz oz
16. z = u3 + 2u - 3; u = S2 + 2
1 - 4; - , -wheres = I and 1 =2
os 01
oz oz . rr
17. z=~;
x +y
x=rcosO,y=rsinO; a;' 00 where r = 3, e= 6
18. f= e'Y'cosxyz; x = r2 + 1 2 , y= 1
2
+ r, z = r + I;
of of ~ where r = 2 I = - 2
ox' oy' oz' ,
19. IV= x 3 + y3 + Z3 _ u 2 _ v 2 ; X = r 2 + S2 + 2
1 , Y = r2 + S2 _ 2
1 ,
Z r2 - 52 - {2, U =,2 + {2, U =,2 _ 52;
=
aw 01\'
-,-wherer= l,s=O,I=-1
as al
20. w = x 4 - ;.4 - Z4; X = 5r + 3s - 21 + u - v,

)' = 2r - 4s + I - u2 + v2, Z = S3 - 21 2 + 3v 2 ;
ow ow
- ' " where r = I, s = -I, I = 0, U = 3, v = -2
as vV
21. Suppose that w = f(x,)', z, I) and z = g(x,)', I). Using the notation as given in (8),
we may find ow/ox by the formula
ow ow ox ow 0)' ow oz ow 01
- ---+--+--+--
ax - ox ox 0)' ox oz ax 01 ox·
Since x,)', and I are independent, we have
ox = I 0)' = 0
ox '
and ~=o
ax '
ox '
and we find
ow ow owoz 0= ow OZ
-=-+-- or
ax ox oz ox OZ ox
This formula is incorrect. (a) Verify this fact by substituting specific functions for
fand g. (b) Using formulas (10), show that
Verify the correctness of this result for the specific functions employed in part (a).
22. Suppose that z = j(x,)', z) is continuous and that oj/ox, oj/o)', oj/i}z are continuous.
Let x = x(r, s), y = y(r, s), Z = z(r, s) be functions all of whose first partial deriva-
tives exist. Derive the Chain Rule formula for iJz/os.
23. State and prove the Fundamental Lemma on Differentiation (Theorem 2) for
functionsfof three variables (say x, y, and z).
24. Let f = f(x, y, z) be a function with continuous partial derivatives and define
g(l) = f(IX, Iy, IZ). Show that g'(I) = xl, + yl2 + z13'
4. Applications of the Chain Rule

The Chain Rule may be employed profitably in many types of applications.
These are best illustrated with examples, and we shall begin with two prob-
lems in related rates.
EXAMPLE I. At a certain instant the altitude of a right circular cone is 30 em

and is increasing at the rale of2 em/sec. At the same instant, the radius of the
base is 20 em. and is increasing at the rate of I em/sec. At what rate is the
volume increasing at that instant? (See Fig. 4-3.)
SOLUTION. The volume Vis given by V = tnr 2

h, with rand h functions of the
7
b
\ B
r
h
I
Fig. 4-3 Fig. 4-4
time t. We can apply the Chain Rule to obtain

dV oVdr oVdh
di = or dt + oh dt
= ~ nrh dr +! nr2 dh .
3 dl 3 dt
At the given instant,
EXAMPLE 2. The base B of a trapezoid increases in length at the rate of 2

em/sec and the base b decreases in length at the rate of I em/sec. If the altitude
h is increasing at the rate of 3 em/sec, how rapidly is the area A changing when
B = 30 em., b = 50 em., and h = 10 em.? (See Fig. 4-4.)
SOLUTION. The area A is given by A = t(B + b)h, with B, b, and h functions

of time. We apply the Chain Rule to get
dA = oA dB + oA db + oA dh =!h dB + !h db + !(B + b)dh

dt oB dt ob dt ah dt 2 dl 2 dl 2 dt
= (5)(2) + (5)( - I) + (40)(3)
2
= 125 in /sec.
Note that since b is decreasing, db/dt is negative.
The next example shows that a clear understanding of the symbolism in

partial differentiation is required in many applications.
EXAMPLE 3. Suppose that z = f(x + at) and a is constant. Show that

oz oz
ot = a ox'
SOLUTION. We observe that/is a function of one argument (in which, however,

two variables occur in a particular combination). We let u = x + at and, if
we now write
z = feu), u=x+al,
we recognize the applicability of the Chain Rule. Therefore
oz = dz ~u =f'(U)'I,
ax du ox
oz = dz au = f' ( ).
01 du 01 u a.
We conclude that
oz oz
01 = a ox'
EXAMPLE 4. An airplane is traveling directly east at 300 km/hr and is climbing
at the rate of 600 meters/min. At a certain instant, the airplane is 12,000
meters above ground and 5 km directly west of an observer on the ground.
How fast is the distance changing between the airplane and the observer at
this instant?
SOLUTION. Referring to Fig. 4-5, with the observer at 0 and the airplane at
A, we see that x, y, and s are functions of the time I. The distance s between
the airplane and the observer is given by s = (x 2 + y2)1/2, and we wish to
find ds/dl. Using the Chain Rule, we get
ds = as dx + os dy = x dx + y dy
dl ox dl oy dl Jx 2 + y2 dl .,Jx 2 + y2 dl
From the given data we see that, at the instant in question,
y = 12,000, x = 5,000, ~~ = -83.3 m/sec. and ~ = + IO m/sec.

Therefore
ds = 5,000 (_ 83.3) + 12,000 (10)
dl 13,000 13,000
= - 22.8 m/sec.
The negative sign indicates that the airplane is approaching the observer.
PROBLEMS
I. Find the rate at which the lateral area of the cone in Example is increasing at
the given instant.
2. At a certain instant a right circular cylinder has radius of base 10 cm. and altitude
15 cm. At this instant the radius is decreasing at the rate of 5 cm/sec and the altitude
is increasing at the rate of 4 cm/sec. How rapidly is the volume changing at this
moment?
3. A gas obeys the law pv = RT(R = const). At a certain instant while the gas is being
compressed, v = 15 m 3 , p = 25 kg/cm 2 , v is decreasing at the rate of 3 m 3 /min,
and p is increasing at the rate of 6~ kg/cm 2 /min. Find dT/dl. (Answer in terms of
R.)
4. (a) In Problem 2, find how rapidly the lateral surface area of the cylinder is changing
at the same instant. (b) What would the result be for the area A consisting of the
top and bottom of the cylinder as well as the lateral surface?
5. At a certain instant of time, the angle A of a triangle ABC is 60° and increasing
at the rate of 5°/sec, the side AB is 10 cm. and increasing at the rate of I cm/sec,
and side A Cis 16 cm. and decreasing at the rate of! em/sec. Find the rate of change
of side Be.
6. A point moves along the surface z = x 2 + 2y 2 - 3x + y in such a way that dx/dl = 3
and dy/dl = 2. Find how z changes with time when x = 1, y = 4.
7. Water is leaking out of a conical tank at the rate of 0.5 m 3 /min. The tank is also
stretching in such a way that, while it remains conical, the distance across the top
at the water surface is increasing at the rate of 0.2 m/min. How fast is the height II
of water changing at the instant when h = 10 and the volume of water is 75 cu.
meters?
8. A rectangular bin is changing in size in such a way that its length is increasing at
the rate of 3 cm/sec, its width is decreasing at the rate of 2 cm/sec, and its height is
increasing at the rate of I cm/sec. (a) How fast is the volume changing at the instant
when the length is 15, the width is 10, and the height is 8? (b) How fast is the total
surface area changing at the same instant?
9. a) Given z = j(y/x). Find oz/ox and ozjoy in terms of f'(y/x) and x and y. [Hin/'
Let u = y/x.] (b) Show that x(oz/ox) + y(oz/oy) = o.
10. a) Given that w = j{y - x - I, z - Y + I). By letting u =y - x- I, v=z- y + I,
find ow/ax, ow/oy, ow/oz, OW/OI in terms of/! and/ 2 .
b) Show that
ow + 2 ow + ow + ow = o.
ox oy OZ 01
II. Suppose that z = f(x,y) and x = rcos e, y = rsin e. (a) Express oz/or and oz/oe
in terms of oz/ox and oz/oy. (b) Show that
(i!!-)2 + ~2 (OZ)2 = (OZ)2 + (az)2

or r oe ax oy
12. Suppose that z =f(x,y), x = e'cosl,y = e'sinl. Show that
13. Suppose that u = j(x + al,y + bl), with a and b constants. Show that
OU = aOu + bOU
01 ox oy'
14. Given that
j .x,y
()
=
x+y
xy + Y
2 2'
X -
show that
xf, + yf2 = -f
15. Given thatf(x,y) = x 2 - y2 + xylog(y/x), show that xfl + yf2 = 2f
16. If in Example 4 a second observer is situated at a point 0', 12 km west of the one
at 0, find the rate of change of the distance between A and 0' at the same instant.
17. If in Example 2 one of the acute angles is held constant at 60", find the rate of
change of the perimeter of the trapezoid at the instant in question.
18. A rectangular bin (without a top) is changing in size in such a way that its total
surface area always maintains the value of 100 sq. em. The length and width are
each increasing at the rate of I em/sec. Find how fast the height and the volume are
changing when the length and width are each 2 em.
i 9. The number A of bacteria at time I (in hours) of a certain type follows a growth law
given by
oA = xoA + 2yoA
01 ox oy'
where x and yare two types of liquid (in cc) in which the culture is grown. Show
that A(x,y, I) = c(x 2 + y)e 2/ , where c is a constant, is a possible law of growth. If
there are 4 cc of x-type liquid and 10 cc of y-type and if there are 1000 bacteria at
time I = 0, find the number of bacteria after four hours.
5. Directional Derivatives. Gradient

The partial derivative of a function with respect to x may be considered as
the derivative in the x direction; the partial derivative with wspect to y is the
derivative in the y direction. We now show how we may define the derivative
in any direction. To see this, we consider a functionf(x,y) and a point P(x,y)
in the xy plane. A particular direction is singled out by specifying the angle
8 which a line through P makes with the positive x axis (Fig. 4-6). We may
also prescribe the direction by drawing the directed line segment P P' of unit
/I
pI
(0,1)
~Sin9=p.
P(x,y) cos8=>'
-0"""----"(1-,-0)--'" x
Fig. 4-6
length, as shown, and defining the vector a by the relation

a = ),i + Ilj,
with A = cos 0, Il = sin 0, and i and j the customary unit vectors. We note
that a is a vector of unit length. The vector a determines the same direction
as the angle O.
Definition. Let I be a function of two variables. We define the directional

derivative D.f ofI in the direction of a by
D f(
a x,y;~
) =.. I(x + Ah,y + jJ.h) -
h
I(x,y)
REMARK. We note that, when 0 = 0, then A = I, Il = 0, and the direction is

the positive x direction. The directional derivative is exactly oj10x. Similarly,
if 0 = n/2, we have A = 0, J.l = I, and the directional derivative is oj10y.
The working formula for directional derivatives is established in the next

theorem.
Theorem 4. Ifl(x,y) and its partial derivatives are continuous and

a = (cos O)i + (sin O)j,
then
D.f(x, y) = fx(x,y) cos 0 + J;,(x, y) sin e.
PROOF. The proof uses the following artificial device. We define the function
g(s) by
g(s) =/(x + scosO,y + ssinO),
in which we keep x, y, and 0 fixed and allow s to vary. The Chain Rule now
yields
g'(s) =fx(x + scosO,y + ssinO)cosO + J;,(x + scosO,y + ssinO)sinO,
and we see that

g'(O) = j~(x,y)cos 8 + j~(x,y) sin 8.
By definition we know that
g(s) - g(O) I' f(x + scos e,y + s sin 8) - j(x,y)
g
'(0)
= I's-o
1m
S
= s.....o
1m
S
,
and hence g' (0) is precisely D.J(x, y). The result is established.
EXAMPLE I. Givenf(x, y) = x 2 + 2y 2 - 3x + 2y, find the directional deriva-

tive off in the direction 8 = 71:/6. What is the value of this derivative at the
point (2, -I)?
SOLUTION. We compute
of/ox = 2x - 3, of/oy = 4y + 2.
Therefore
D.J= (2x - 3)'iJ3 + (4y + 2)·i·
In particular, when x = 2 and y = -I, we obtain
D.J= iJ3 - I.
An alternate notation for directional derivative for functions of two
variables is the symbol
dof(x,y),
in which 8 is the angle the direction makes with the positive x axis. For a
fixed value of x and y, the directional derivative is a function of 8. It is an
ordinary problem in maxima and minima to find the value of 8 which makes
the directional derivative at a given point the largest or the smallest. The
next example shows the method.
EXAMPLE 2. Givenf(x,y) = x 2 - xy - y2, find dof(x,y) at the point (2, -3).

For what value of 8 does do(2, -3) take on its maximum value?
SOLUTION. We have
f.(x,y) = 2x - y, f2(X,y) = -x - 2y.
Therefore for x = 2, y = - 3,
dof(2, -3) = 7cos8 + 4sin8.
To find the maximum of this function of 8 we differentiate the function
k(8) = 7 cos 8 + 4 sin 8
and set the derivative equal to zero. We get
k'(8)=-7sin8+4cos8=0 or tan8=i.
The result is cos 8 = ±7/165, sin e = ±4/165, and
fl __ { 29°45' approximately,
tan 0 = i, u
209°45' approximately.
It is clear by substitution that the first choice for 8 makes k(8) a maximum,
while the second makes it a minimum.
The definition of directional derivative for functions of two variables has

a natural extension to functions of three variables. In three dimensions, a
direction is determined by a set of direction cosines }" f.l, v or, equivalently,
by a vector
a = Ai + j.tj + vk.
2 2
We recall that A + j.t2 + v = I, and so a is a unit vector.
Definition. We define the directional derivative DJ of j(x, y, z) in the direc-

tion of a by
D f( ) - j" f(x + Ah,y + f.lh,z + vh) - f(x,y,z)
a x,y,z - hl~ h
The proof of the next theorem is entirely analogous to (and employs the
same device as) the proof of Theorem 4.
Theorem 5. Ijj(x,y, z) and its partial derivatives are continuous and

a = Ai + f.lj + vk
is a unit vector, then
DJ(x,y,z) = AjAx,y,z) + f.lj;,(x,y,z) + vJz(x,y,z).
EXAMPLE 3. Find the directional derivative of

f(x,y,z) = x 2 + y2 + Z2 - 3xy + 2xz - yz
at the point (1,2, - I).
SOLUTION. We have
fx(x,y,z) = 2x - 3y + 2z; /y(x,y,z) = 2y - 3x - z;
Jz(x,y,z) = 2z + 2x - y.
Denoting the direction by a = Ai + f.lj + vk, we get
DJ(l, 2, - I) =- 6A + 2j.t - 2v.
EXAMPLE 4. Given the function

f(x,y, z) = xe YZ + ye XZ + ze xy ,
find the directional derivative at P( 1,0,2) in the direction going from P to
P'(5, 3,3).
SOLUTION. A set of direction numbers for the line through P and P' is 4, 3, I.
The corresponding direction cosines are 4/J26, 3/J26, 1/J'i6, which we
denote by)" /I, v. The direction a is given by
4. 3. I k
a = J26 1 + )26 J + J26 .
We find that
of
Of'
ux
(x, y, z) = e}'Z + yze XZ + zye XY and 0.1.'(1,0,2) = I,
of
~ (x, y. z) = xze YZ + eX: + xze X)' and oy(l,O,2) = 4 + e2 ,
~(x,y, z) = xye + xye X: + eXY

F
and OJ'
8z(I,0,2) = I.
Therefore
.
Daj(l, 0,2) =
4
r;</
3
+ (4 + e 2 ) --= + I
ffi
17 + 3e 2
= ---,===---.
V26 ~26 v 26 ,/26
As the next definition shows, the gradienl of a function is a vector contain-

ing the partial derivatives of the function.
Definitions. (i) If j(x,y) has partial derivatives, we define the gradient

vector
gradf(x,y) =fx(x,y)i + j;(x,y)j.
ii) If g(x.y, z) has partial derivatives, we define
grad g(x,y, z) = gAx,y, z)i + gy(x,y, z)j + gz(x,y, z)k.
The symbol V, an inverted delta, is called "del" and is a common one used
to denote the gradient. We will frequently write Vffor grad!
If band c are two vectors, we recall that the scalar product b· c of b =
b, i + b 2 j + b 3 k and C = C I i + c 2 j + c 3 k is given by
b·c = blc, + b2C2 + b 3 c 3 .

For two-dimensional vectors the result is the same, with b 3 = C 3 = O.
We recognize that if a is a unil vector so that a = Ai + .uj + vk, then we
have the formula
D,f= i,f~ + /If; + vj~ = a' Vf
Looked at another way, the scalar product of a and Vf is given by

a·Vf= /al/Vflcos¢ = Daf;
where ¢ is the angle between the vectors a and Vf
From the above formula we can conclude that Dafis a maximum when ¢
is zero-i.e., when a is in the direction ofgradf
EXAMPLE 5. Given the function

f(x, y, z) = x 3 + 2y 3 + Z3 - 4xyz,
find the maximum value of DJ at the point P = ( - I, 1,2).
SOLUTION. We have
af/ax = 3x 2 - 4yz; aflaz = 3z 2 - 4xy.
Therefore
Vf(-I,I,2)= -5i+ 14j+ 16k,
and a unit vector a in the direction ofVfis
a= -3~i+ 3~j+ 3~k.

The maximum value of D.fis given by
DJ= -5 ( ----=
-5) + 14 (14m ) + 16 (16m ) = 3y r;-;;
53.
3~53 3y 53 3y 53
PROBLEMS
In Problems I through 6, find in each case dof(x,y) at the given point.

I. f(x,y) = x 2 + y2; (3,4)
2. f(x, y) = x 3 + y3 - 3x 2Y - 3xy2; (I, - 2)
3. j(x, y) = arctan (y/x); (4,3) 4. j(x,y) = sin (xy); (2, re/4)
5. j(x,y) = eXcosy; (0, re/3) 6. l(x,y) = (sin x)""'; (re/2,O)
In each of Problems 7 through 10 find the value of dof(x,y) at the given point. Also,
e
find the value of which makes d.fa maximum at this point. Express your answer in
e
terms of sin and cos e.
7. l(x,y) = x 2 + y2 - 2x + 3y; (2, -I)
8. lex, y) = arctan (x/y); (3,4)

9. f(x,y) = eXsiny; (0,re/6)
10. f(x,y) = (siny)""; (0,re/2)
In each of Problems II through 14, find DJat the given point.

II. f(x,)',z) = x 2 + xy - xz + y2 - Z2; (2, I, -2)
12. f(x,)', z) = x 2)' + xze Y - x)'e= ; (- 2,3,0)
13. f(x,)',z) = cosxy + sinxz; (0,2, -I)

14. f(x,y,z) = log (x +)' + z) - xyz; (-1,2, I)
In Problems 15 through 18, in each case find DJat the given point P when a is the
given unit vector.
15. f(x,)',z) = x 2 + 2x)' _),2 + xz + Z2; P(2, I, I); a =!i -1j + 1k

16. f(x,)',z) = x 2y + xyeZ - 2xze"; P(l,2,0); a = ~i - ~j + ~k
17. j(x,)',z) = sinxz +cosxy; P(0,-1,2); a=--ki- ~j+ 2~k
y6 "\/6 .J6
18. f(x,)',z) = tanxyz + sinxy - cosxz; P(O, I, I);
I. 3. 4 k
a = J261 + .j26J + J26
19. The temperature at any point of a rectangular plate in the xy plane is given by
the formula T= 50(x 2 - y2) (in degrees Celsius). Find doT(4, 3), and find tanf)
when do T(4, 3) = 0. Find also the slope of the curve T = const which passes
through that point.
In each of Problems 20 through 23, find Vfat the given point.

20. f(x,)') = x3 - 2x 2Y + xy2 - y3; P(3, - 2)
21. j(x,y) = log(x 2

+ y2 + I) + e 2xy ; P(O, -2)
22. j(x, y, z) = sin xy + sin xz + sin)'z; PO, 2, -I)
23. f(x,)', z) = xze xy + yze XZ + xye'Z; P( - 1,2, I)
In each of Problems 24 through 27, find D. f at the given point P where a is a unit
vector in the direction PP'. Also, find at P the value of D.Jwhere ll" is a unit vector
such that D..fis a maximum.
24·f(x,)',z)=x 2 +3xy+y2+ Z2; P(l,0,2); r(-1,3,4)

25. f(x,)', z) = eX cos)' + e'sin z; P(2, 1,0); r( -1,2,2)
26. f(x,y, z) = 10g(x + y2) + e'; P(O, 1,0); P'( -4,2,3)

2
27. f(x,y,z) = xcosy + )'COSZ + zcosx; P(2,1,0); P'(l, 4, 2)

29. Given g(x,)', z) = 2x 2 + )'2 - Z2 + 2xy - 3x + 2)' + z, find the points, if any,
such that IVgl = 0.
30. Given g(x,y,z) = x 3 - 2y 2 + Z2 - 2xz + 4y 2z , find the points, if any, such that
IVgl =0.
31. Suppose thatf(x,y,z) and g(x,y,z) are given functions and that a and b are con-
stants. Prove the formulas:
V(af+bg)=aVf+bVg,
V(fg)=fVg+gVf
32. Suppose that the domain of F = F(u) contains the range of g = g(x,y, z). Prove
that
V(F(g») = F'(u) V g.
33. Suppose that F(x,y, z) = f; (x,y, z)i + j,(x,y, z)j + h(x,y, z)k is a vector function.
We define the vector V by the symbolic formula
0. C. ok
V =-1
ox
+ -J
oy +-
OZ
and the cross product V x F is given by
V x F -_ (Of3
- - ofi).
- 1+ (Of;
- - Oj3).
iJy OZ
--- k
- J+ (ofi
OZ ox ox
of..)
OJ .
If g(x, y, z) is a scalar function show that
V x (gF) = gV x F + (Vg) x F.
34. Refer to Problem 33 for definitions and show that

V' (F x G) = G· V x F - F· V x G.
3 1
35. Suppose thatf: R --+ R has the property that Vf=. O. Show thatfis a constant.
36. Let F = x j + y3 j + z k. Show that V x F == 0; conclude that V x F = 0 does not
3 3
imply F = const. (See Problem 35.) [Hill!: See the proof of Theorem 2.]
6. Geometric Interpretation of Partial Derivatives.

Tangent Planes
From the geometric point of view, a function of one variable represents a
curve in the plane. The derivative at a point on the curve is the slope of the
line tangent to the curve at this point. A function of two variables z = I(x,y)
represents a surface in three-dimensional space. If (xo,Yo) are the coordi-
nates of a point in the xy plane, then P(Xo,Yo,20), with 20 =.f(xo, Yo), is a
point on the surface. Consider the vertical plane Y = Yo, as shown in Fig.
4-7. This plane cuts the surface 2 = I(x, y) in a curve C 1 which contains the
point P. From the definition of partial derivative we see that
is the slope of the line tangent to the curve C 1 at the point P. This line is
labeled L 1 in Fig. 4-7 and, of course, is in the plane Y = Yo' In a completely
analogous manner we construct a plane x = X o intersecting the surface with
equation z = f(x, y) in a curve C 2 . The partial derivative

J;,(xo,yo)
is the slope of the line tangent to C 2 at the point P. The line is denoted L 2
in Fig. 4-8, and its slope is the tangent of the angle [3, as shown.
The directional derivative dof(xo,Yo) has a similar interpretation. We
construct the vertical plane through (xo,Yo,O) which makes an angle (J with
the positive x direction. Such a plane is shown in Fig. 4-9. The curve C3 is
the intersection of this plane with the surface, and the line L 3 is the line
tangent to C3 at P. Then dof(xo, Yo) is the slope of L 3 •
According to Theorem 2, we may write the formula
f(x,y) - f(xo,yo) = j~(xo,yo)(x - x o) + J;,(x o ,Yo)(Y - Yo)
+ G 1 . (x - xo) + G2 . (y - Yo),
in which we take
x- Xo = h and y - Yo = k.
Fig. 4-9
z~f(x,'y) Fig. 4-10
Since G 1 and G2 tend to zero as (x,y) --> (xo,Yo), the next definition has an
intuitive geometric meaning.
Definition. The plane whose equation is

z - Zo = m 1 (x - x o) + m 2 (y - Yo)
where
Zo = j{xo,yo), m, = j~(xo,yo), m2 = /~(xo,Yo)
is called the tangent plane to the surface z = f(x,y) at (x o , Yo).
REMARKS. (i) According to the geometric interpretation of partial deriva-

tive which we gave, it is easy to verify that the tangent plane contains the
lines L 1 and L 2 , tangents to C 1 and C2 , respectively. (See Fig. 4-10.) (ii) From
the definition of tangent plane we observe at once that
-I
is a set of attitude numbers for the plane. (Attitude numbers were defined on
page 19.) The equation of the tangent plane is conveniently expressed in

vector notation. Define
n = mti + m 2j - k where m l =fx(xo,Yo), m 2 =J;,(xo,Yo)'
Also, let v = xi + yj + zk and Vo = xoi + yoj + zok. Then the definition of
the tangent plane takes the form
In. (v - Yo) = o. I
Geometrically, the plane is traced by the heads of the directed line segments
having base at the origin which are representatives of the vector v. The
geometric importance of the vector n is given in the next definition.
Definition. The line with equations
2 - 20
----=-1'
with 20 = f(xo,Yo), m j = fx(xo,Yo), m 2 = J;,(xo,Yo), is called the normal line

to the surface at the point P(xo,Yo,zo)' Clearly, the normal line is perpen-
dicular to the tangent plane. (See Fig. 4-10.)
REMARK. In addition to fx(xo,Yo) we shall use the symbols
/'1 (x o ,Yo), af(~: Yo) and ;~ I;~~;~

for m I ' and analogous notations for m 2 •
EXAMPLE 1. Find the equation of the tangent plane and the equations of the
normal line to the surface
z = x 2 + xy _ y2
at the point where x = 2, y = -1.
SOLUTION. We have Zo = f(2, -I) = 1;/.1 (x,y) = 2x + y,/'2(X,y) = X - 2y.

Therefore m l = 3, m 2 = 4, and the desired equation for the tangent plane is
z - 1 = 3(x - 2) + 4(y + 1).
The equations of the normal line are
x-2 y+l z-1
3 4 -1
If the equation of the surface is given in implicit form it is possible to use

the methods of Section 2 to find oz/ox and oz/oy at the desired point. The
next example shows how we obtain the equations of the tangent plane and
normal line under such circumstances.
EXAMPLE 2. Find the equation of the tangent plane and the equations of
the normal line at (3, - 1,2) to the graph of
xy + yz + xz - I = O.
SOLUTION. Holding y constant and differentiating with respect to x, we get
OZ OZ oz y +z I
y + Y ox + z + x ox = 0 and ox = - y + x = -2' = mI'
Similarly, holding x constant, we obtain
OZ OZ oz x +Z 5
x + Y oy + Z + x oy = 0, oy = - x + y = -2' = m 2 ·
The equation of the tangent plane is
Z - 2 = -t(x - 3) - i(y + I) x + 5y + 2z - 2 = O.
The normal line has equations
x-3 y+1 z-2 x-3 z-2
-1/2 -5/2 -I I 2
The methods of the calculus of functions of several variables enable us

to establish purely geometric facts, as the next example shows.
EXAMPLE 3. Show that any line normal to the sphere

x2 + y2 + Z2 = a 2
always passes through the center of the sphere.
SOLUTION. Since the sphere has center at (0,0,0), we must show that the
equations of every normal line are satisfied for x = y = z = O. Let (xo,Yo, zo)
be a point on the sphere. Differentiating implicitly, we find
OZ x az_l:'
ax z iJy z
The normal line to the sphere at (x o , Yo, zo) has equations
x-X o y-Yo Z-Zo (I)
-xo/z o - yo/zo - I
Letting x = y = z = 0, we get an identity for (1); hence the line passes
through the origin.
Fig. 4-11
Let the equations

z =f(x,y) and z = g(x,y)
represent surfaces which intersect in a curve C. The tangent line to the
intersection at a point P on C is by definition the line of intersection of the
tangent planes to f and 9 at P (Fig. 4-11).
We can use vector algebra in the following way to find the equations of
this tangent line. If P has coordinates (xo,Yo,zo), then
u = /~(xo,Yo)i + j;.(xo,YoH + (-l)k
is the vector perpendicular to the plane tangent to fat P. Similarly,
v = gx(xo,Yo)i + gy(xo,YoH + (-I)k
is the vector perpendicular to the plane tangent to 9 at P. The line of inter-
section of these tangent planes is perpendicular to both u and v. We recall
from the study of vectors that, if u and v are nonparallel vectors, the vector
u x v is perpendicular to both u and v. Defining the vector w = ai + bj + ck
by the relation
w = u x v,
we see that the equations of the line of intersection of the two tangent planes
are
x - X o _ Y - Yo _ z - Zo
--a- - - b - - - c -
The next example shows how the method works.
EXAMPLE 4. Find the equations of the line tangent to the intersection of the
surfaces
z =j(x,Y) = x 2 + 2y 2 , z = g(x,y) = 2x 2 - 3y 2 +I
at the point (2, I, 6).
SOLUTION. We have
Therefore
u = 4i + 4j - k; v = 8i - 6j - k;
u x v = - 10i - 4j - 56k.
The desired equations are

x-2 y-1 z-6
10 4 56
PROBLEMS
In Problems I through 14, find in each case the equation of the tangent plane and the
equations of the normal line to the given surface at the given point.
I. z = x 2 + 2y 2; (2, - I, 6) 2. z=3x 2 - y 2_2; (-1,2,-3)

2
3. z=xy; (2,-1,-2) 4. Z=X y 2; (-2,2,16)
5. z = eX siny; (I, nf2, e) 6. z = e 2Xcos3y; (l,nf3, _e 2)
7. z=logy'x 2 +y2; (-3, 4, logS)
8. x 2 + 2y 2 + 3z 2 = 6; (I, I, -I)
9. x 2 + 2y 2 - 3z 2 = 3; (2, I, -I)
10. x 2 + 3y 2 _ Z2 = 0; (2, -2,4)

II. x 2 +z 2 =25; (4,-2,-3)
12. xy + yz + xz = I; (2,3, -I)
13. X '/2+ y[/2 + ZI/2 = 6; (4, J, 9)
14. y1 2 + Z'/2 = 7;
/ (3,16,9)
15. Show that the equation of the plane tangent at (x"y"z,) to the surface (an
ellipsoid unless A = B = C in which case it is a sphere)
is
16. Show that every plane tangent to the surface (a cone)

x2 + y2 = Z2
passes through the origin.

17. Show that every line normal to the cone
Z2 = 3x 2 + 3y 2
intersects the z axis.
18. Show that the sum of the squares of the intercepts of any plane tangent to the
surface
is constant.
In Problems 19 through 22, find the equations of the line tangent to the intersection
of the two surfaces at the given point.
19. Z=X 2 +y2, z=2x+4y+20; (4,-2,20)
20. z=JX 2 +y2, z=2x-3y-l3; (3,-4,5)
21. z=x 2, z=25- y 2; (4,-3,16)
22. z=J25-9x 2, z=("'Y+3; (1,0,4)
23. Find the point or points on the surface
z = x 2 - 2y 2 + 3y - 6
where the tangent plane is parallel to the plane 2x + 3y + z = 5.
*24. Consider the surface (called a hyperboloid) x 2 + y2 - Z2 = I. Show that at each
point parts of this surface lie on both sides of the tangent plane.
25. Given the surface
x"+y"+i'=a"
where (X (#- I) and a are positive constants. Let x, y, z be the intercepts of any
tangent plane to the surface with the coordinate axes. Show that
X"IO-,) + riO-a) + ZOIO-') = const.
Find the value of the constant

26. Find the point or points (if any) on the surface
z = x 2 + 2xy - y2 + 3x - 2y - 4
where the tangent plane is parallel to the xy-plane.

27. Find the point or points (if any) on the surface
x 2 + 2xy - y2 + 3z 2 - 2x + 2y - 6z - 2 = °
where the tangent plane is parallel to the yz-plane.
7. The Total Differential. Approximation

The differential of a function of one variable is a function of two variables
selected in a special way. If y = f(x), then the quantity df, called the differen-
tial off, is defined by the relation
df = f'(x)h,
where h and x are independent variables.
Let f be a function of several variables; the next definition is the ap-

propriate one for generalizing the notion of differential to such functions.
Defmitions. The total differential off(x,y) is the function dfoffour variables

x, y, h, k given by the formula
df(x,y,h,k) =j~(x,y)h + h(x,y)k.
If F is a function of three variables-say x, y, and z-we define the total
differential as the function of six variables x, y, z, h, k, 1 given by
dF(x,y,z,h,k,1) = Fx(x,y,z)h + F"y(x,y,z)k + Fz(x,y,z)/.
A quantity associated with the total differential is the difference of the
values of a function at two nearby points. As is customary, we use il notation
and, for functions of two variables, we define the quantity iljby the formula
ill: ilf(x,y,h,k) =.f(x + h,y + k) - j(x,y).
Here iljis a function of four variables, as is df Iffis a function of x, y, and
z, then ilfis a function of six variables defined by
ill: ilj(x,y,z,h,k,/) =f(x + h,y + k,z + I) - .f(x,y,z).
EXAMPLE I. Given the function

I(x,y) = x 2 + xy - 2y 2 - 3x + 2y + 4,
find dl(a,b,h,k) and il.f(a,b,h,k) with a = 3, b = I.
SOLUTION. We have
/(3,1)=7; fJx,y) = 2x +y - 3; f2(x,y) = x - 4y + 2;
f,(3,1)=4; /2(3,1)=1.
Also
1(3 + h, 1 + k) = (3+ h)2 + (3 + h)(1 + k) - 2(1 + k)2 - 3(3 + h)
+ 2(1 + k) + 4 = h 2 + hk - 2k 2 + 4h + k + 7.
Therefore
dj(3, I,h,k) = 4h + k; il.f(3, I,h,k) = 4h + k + h 2 + hk - 2k 2.
The close relationship between dj and ill is exhibited in Theorem 2 on

page 207. Equation (I) of that theorem may be written
Llj(xo,yo,h,k) = df(xo,yo,h,k) + G1(h,k)h + G2(h,k)k.
The conclusion of the theorem implies that
as h, k -+ 0,
since both Gland G2 tend to zero with hand k. In many problems !:J.f is
difficult to calculate, while dfis easy. If hand k are both "small," we can use
djas an approximation to j),f The next example shows the technique.
EXAMPLE 2. Find, approximately, the value of J(5.98)2 + (8.01)2.

SOLUTION. We consider the function
z=f(x,y)=JX 2 +y2,
and we wish to findj(5.98, 8.01). We see at once thatf(6, 8) = 10; hence we
may write
f(5.98,8.01) =f(6,8) + 11f,
where I1jis defined as above with X o = 6, Yo = 8, h = -0.02, k = 0.01. The
approximation consists of replacing I1fby df We have
and so
dj(6,8, -0.02,0.01) = fo( -0.02) + t80(0.01) = -0.004.
We conclude that J(5.98)2 + (8.01)2 = 10 - 0.004 = 9.996, approximately.
As in the case of functions of one variable, the symbolism for the total
differential may be used as an aid in differentiation. We let z = j(x,y) and
employ the symbols
dz for df, dx for h, and dy for k.
As in the case of one variable, there is a certain ambiguity, since dz has
a precise definition as the total differential, while dx and dy are used as
independent variables. The next theorem shows how the Chain Rule
comes to our rescue and removes all difficulties when dx and dy are in turn
functions of other variables (i.e., dx and dy are what we call intermediate
variables).
Theorem 6. Suppose that z = j(x,y), and x and yare functions of some other
variables. Then*
oz oz
dz = ox dx + oy dy.
The result for w = F(x,y, z) is similar. That is, the formula
• Of course, oz/ox = h(x,Y); ow/ox = Fx(x,y, z), etc.

ow
dw =-dx +-dy+-dz
ow OW
OX oy oz
holds when x, y, and z are either independent or intermediate variables.
PROOF. We establish the result for z = f(x, y) with x and y functions of two
variables, say rand s. The proof in all other cases is analogous. We write
x = x(r,s), y = y(r, s),
and then
z =f(x,y) =f[x(r,s),y(r,s)] == g(r,s).
The definition of total differential yields
dz = g,(r, s)h + gs(r, s)k,
dx = x,(r, s)h + xs(r, s)k,
dy = y,(r, s)h + ys(r, s)k.
According to the Chain Rule, we have
w~
g,(r, s) = ox or
W~
+ oy or = fx(x,y)x,(r, s) + h(x, y)y,(r, s),.
( )
gsr,s of ox of oy
=~-a +",,=Jxx,yxsr,s
uX s uy uS
.( ) ( ) + j'y(x,yys(r,s).
)
Substituting the above expressions for g, and gs into that for dz, we obtain
of of
dz = ox [x,(r,s)h + xs(r,s)k] + oy[y,(r,s)h + ys(r,s)k]
or
dz = of dx + of dy.
ox oy
We recognize this last formula as the statement of the theorem.
EXAMPLE 3. Given
y = 2rt,
find dz(r, t, h, k) in two ways and verify that the results coincide.
SOLUTION. We have, by one method,
dz = ;:dx + ~;dY = (eXcosy + eYcosx)dx + (-eXsiny + eYsinx)dy;

dx = 2rh - 2tk;
dy = 2th + 2rk.
Therefore
dz = (eX cosy + eYcosx)(2rh - 2tk) + (-eXsiny + eYsinx)(2th + 2rk)
= 2[(eXcosy + eYcosx)r + (eYsinx - eXsiny)t]h (I)
+ 2[( -eYcosx - eXcosy)t + (eYsinx - eXsiny)r]k.
On the other hand, the second method gives
oz oz
dz = or h + 0/' (2)
and using the Chain Rule, we find

OZ = oz ox + oz oy az az ax
-=--+--.
oz ay
ar ox Or oy ar' ot ax at ayat
We compute the various quantities in the two formulas above and find that
~; = (eX cosy + eYcos x) (2r) + (eYsinx - eXsiny)(2t),
~~ = (eX cosy + eYcos x)( - 2t) + (e Ysin x - eX siny)(2r).
Substituting these expressions in (2), we get (I) precisely.
PROBLEMS
In each of Problems I through 6, find df(x, y, h, k) and !:J.f(x,y, h, k) for the given values
of x, y, h, and k.
I. f(x,y) = x 2 - xy + 2y 2; X = 2, y = -I, h = -0.01, k = 0.02

2·f(x,y)=2x 2 +3xy_ y 2; x=l, y=2, h=0.02, k=-O.OI
3. j(x,y) = sinxy + cos (x + y); x = 1[/6, y = 0, h = 21[, k ,= 31[
4. j(x,y) = eXYsin (x + y); x = 1[/4, y = 0, h = -1[/2, k = 41[
5. f(x,y) = x 3 - 3xy + y3; X = -2, y = I, h = -0.03, k =. -0.02
2
6. f(x,y) = x !" - 2xy 2 + 3x; x = I, Y = I, h = 0.02, k = 0.01
In each of Problems 7 through 10, find df(x,y, z, h, k, I) and !:J.f(x,y, z, h, k,l) for the
given values of x, y, z, h, k, and I.
7. f(x,y,z) = x 2 - 2y 2 + Z2 - xz; (x,y, z) = (2, -1,3);
(h,k,/) = (0.01, -0.02,0.03)
8. f(x,y,z) = xy - xz + yz + 2x - 3y + I; (x,y,z) = (2,0, -3);

(h,k,1) = (0.1, -0.2,0.1)
9. f(x,y,z) = x 2 y - xyz + Z3; (x,y,z) = (1,2, -I);

(h, k, I) = (-0.02,0.01,0.02)
10. f(x,y,z) = sin (x + y) - cos (x - z) + sin(y + 2z);

(x, y, z) = (n/3, n/6, 0); (h, k, l) = (n/4, n/2, 2n)
II. We define the approximate percentage error of a functionfby the formula
Approximate percentage error = 100 (J}

Find the approximate percentage error if j(x,y, z) = 3x 3 y7 Z4.
12. Find the approximate percentage error (see Problem II) if f = cx"'y·zp (c =
const).
13. A ·box has square ends, 11.98 em. on each side, and has a length of 30.03 em.
Find its approximate volume, using differentials.
14. Use differentials to find the approximate value of
y'(5.02)2 + (11.97)2.
15. The legs of a right triangle are measured and found to be 6.0 and 8.0 em., with a
possible error of 0.1 em. Find approximately the maximum possible value of the
error in computing the hypotenuse. What is the maximum approximate percentage
error? (See Problem 11.)
16. Find in degrees the maximum possible approximate error in the computed value
of the smaller acute angle in the triangle of Problem 15.
17. The diameter and height of a right circular cylinder are found by measurement to
be 8.0 and 12.5 em., respectively, with possible errors of 0.05 em. in each measure-
ment. Find the maximum possible approximate error in the computed volume.
18. A right circular cone is measured, and the radius of the base is 12.0 em. with the
height 16.0 em. If the possible error in each measurement is 0.06, find the max-
imum possible error in the computed volume. What is the maximum possible
approximate error in the lateral surface area?
19. By measurement, a triangle is found to have two sides of length 50 em. and 70
em.; the angle between them is 30°. If there are possible errors of t%in the measure-
ments of the sides and t degree in that of the angle, find the maximum approximate
percentage error jn the measurement of the area. (See Problem II.)
y'(3.02)2 + (1.9W + (5.97)2

In each of Problems 22 through 26, find dz in two ways (as in Example 3,) in terms of
the independent variables.
22. z = x 2 + xy - y2 ; X = r 2 + 2s 2, Y = rs + 2
23. z = 2x 2 + 3xy + y2; X = {3 + 2/ - I, y = /2 +/- 3
24. z = x 3 + y3 - x 2y; X= r + 2s - /, Y = r - 3s + 2/
25. z = u2 + 2v 2 - x 2 + 3y 2; U = r2 - S2, V = r2 + S2, X = 2rs, y = 2r/s

26. z = u3 + v3 + w 3 ; U = r 2 + S2 + /2, V = r 2 _ S2 + /2, W = r2 + S2 _ /2
27. Using the formulas in the proof of Theorem 2, find explicit expressions for the
functions G, and G2 if
z = x2 + 2y 2 + 6xy.
Conclude that (.iz - dz)/(Ih! + Ik!) tends to zero as h, k ..... O.
28. Same as Problem 27 for z = 3x 3 + 2y 3 + lxy.
*29. Let z = f(x I ' x 2 , ••• ,xn) be a function of n variables. Define the total differential
dfby the formula
where h" h2 , . . . , hn are independent variables. Assume each Xi is a function of

the m variables Y" Y2' ... , Ym' State and prove the analog of Theorem 6.
30. Use the formula in Problem 29 to find approximately the value of
[(3.01)2 + (2.97)2 + (5.02)2 + (3.9W + (7.01)2 + (6.02)2]'/2.
31. The period Tof a simple pendulum is given by T = 2n(l/g)'/2 where I is the length
and 9 is the gravitational constant. If I is measured to be 20 crn with an error of
0.2, if 9 is 980 with an error of 7, and if n is computed as 3.14 with an error of
0.002, use differentials to find an approximate value of T.
8. Applications of the Total Differential

Once we clearly understand the concept of function we are able to use the
notation of the total differential to obtain a number of useful differentiation
formulas.
One of the simplest formulas, which we now develop, uses the fact that
the total differential ofa constant is zero. Suppose that x and'y are related by
some equation such as
f(x,y) = o.
If it turns out that y is a function of x, we can compute the derivative dy(dx
by implicit methods in the usual way. However, we may also use an alter-
nate procedure. Since f = 0, the differential df also vanishes. Therefore we
can write
or
dy of/ox
(I)
dx =- of/oy
EXAMPLE I. Use the methods of partial differentiation to compute dy/dx if

x 4 + 3x 2y2 _ y4 + 2x - 3y = 5.
SOLUTION. Setting
f(x,y) = x 4 + 3X 2y 2 - y4 + 2x - 3y - 5 = 0,
we find
Ix = 4x 3 + 6xy2 + 2,
Therefore, using (I) above,
dy 4x 3 + 6xy2 + 2
dx = 6x 2Y - 4y 3 - 3 .
Of course, the same result is obtained by the customary process of implicit
differentiation.
The above method for ordinary differentiation may be extended to yield
partial derivatives. Suppose x, y, and z are connected by a relation of the
form
F(x,y,z) = 0,
and we imagine that z is a function of x and y. That is, we make the assump-
tion that it is possible to solve for z in terms of x and y even though we have
no intention of doing so; in fact, we may find it exceptionally difficult (if not
downright impossible) to perform the necessary steps. If z is a function of x
and y, then we have the formula for the total differential:
oz oz
dz = -dx + -dy. (2)
ox oy
On the other hand, since F = 0, the differential dF is also. Therefore
dF= Fxdx + Fydy + F.dz = O.
Solving this last equation for dz, we get
dz = (- i)dX + (- ~)dY, (3)
assuming that F. oF O. Comparing Eqs. (2) and (3), it is possible to prove

(although we shall not do so) that
and (4)
We exhibit the utility of formulas (4) in the next example.

EXAMPLE 2. Use formulas (4) to find azjox and azjoy if
SOLUTION. We set
and compute
Fx = ye xy cos z - ze- XZ siny - e Yz sin x,
F;, = xe xy cos z + e- xz cos y + ze Yz cos x,
F, = -exzsinz - xe-XZsiny + yeYzcosx.
Therefore
oz ye XY cos z - ze- XZ sin y - eYZ sin x
ex -exYsinz - xe XZsiny + yeYzcosx'
az xe XY cos z + e- XZ cos y + ze)'Z cos x
8y -exYsinz-xe XZsiny+yeYzcosx
REMARKS. (i) Note that we also could have found the derivatives by the
implicit methods described in Section 2. (ii) Formulas similar to (4) may be
established for a single relation with any number of variables. For example,
if we are given G(x,y, u, v, w) = 0 and we assume w is a function of the
remaining variables with GwoF 0, then
aw
ax
A more complicated application of differentials is exhibited in the deriva-

tion of the next set of formulas. Suppose, for example, that x, y, U, v are
related by two equations, so that
F(x,y, u, v) = 0 and G(x,y, u, v) = O.
If we could solve one of them for, say u, and substitute in the other, we would
get a single equation for x, y, v. Then, solving for v, we would find that v is a
function of x and y. Similarly, we might find U as a function of x and y. Of
course, all this work is purely fictitious, since we have no intention of
carrying out such a process. In fact, it may be impossible. The main point is
that we know that under appropriate circumstances the process is theo-
relicallyfeasible. (This fact is discussed in Chapter 9.) Therefore whenever
u = u(x,y) and v = v(x,y) it makes sense to write the symbols
au ou av au
(5)
ox' ay' ex' oy'
Furthermore, the selection of U and v in terms of x and y is arbitrary. We
could equally well attempt to solve for v and x in terms of u and y or for any
two of the variables in terms of the remaining two variables.
The problem we pose is one of determining the quantities in (5) without
actually finding the functions u(x, y) and v(x,y). We use the total differential.
Since F = 0 and G = 0, so are dF and dG. We have
dF= F<dx + F"dy + F"du + F"dv = 0,
dG = Gxdx + Gydy + Gudu + G,dv = O.
We write these equations,
and consider du and dv as unknowns with everything else known. Solving

two equations in two unknowns is easy. We obtain
(6)
(7)
(We suppose, of course, that F"G" - F"G u i= 0.) On the other hand, we know
that if u(x,y), v = v(x,y), then
ou ou
du = -;:;-dx + ~dy, (8)
ox uy
ov ov
du = ox dx + oydy . (9)
Therefore, comparing (6) with (8) and (7) with (9), we find
au _ G<F" - G"F< (10)
ox - F"G" - F,.Gu '
and similar formulas for ou/oy, ov/ox, and ov/oy. If F and G are specific
functions, the right side of (10) is computable.
EXAMPLE 3. Given the relations for x, y, tI, v:

u 2 _ uv - u2 + x 2 + y2 - xy = 0,
tlV - x 2 + y2 = 0,
and assuming that u = u(x,y), v = v(x,y), find ou/ox, ou/ay, av/ox, and
ov/oy.
SOLUTION. We could find Ex, Fy , ••• , Gu , G" and then substitute for the
coefficients in (6) and (7) to obtain the result. Instead we make use of the
fact that we can treat differentials both as independent variables and as
total differentials, with no fear of difficulty (because of the Chain Rule).
Taking such differentials in each of the given equations, we get

2udu - udv - vdu - 2vdv + 2xdx + 2ydy - xdy - ydx = 0,
vdu + udv - 2xdx + 2ydy = O.
Solving the two equations simultaneously for du and dv in terms of dx and
dy, we obtain
uy + 4xv d ux - 4y(u + v) d
dU= x+ Y
2(u 2 + v2 ) 2(u 2 + v2 ) ,
.- 4xu-yvd 4y(v-u)-xv
dv -
2(u + v )
2 2 X + 2(u + v )
2 2 dy.
From these equations and equations (8) and (9), we read off the results.
For example,
ou ux - 4y(u + v)
oy 2(u 2 + v2 )
and there are corresponding expressions for ou/ox, ov/ox, ov/oy.
PROBLEMS
In each of Problems I through 7, find the derivative dy(dx by the methods of partial
differentiation.
I. x 2 + 3xy - 4y 2 + 2x - 6y +7=0
2. x 3 + 3x 2Y - 4xy2 + y3 - x 2 + 2y - I = 0
3. log(l + x 2 + y2) + eXY = 5

4. x 4 _ 3x 2y2 + y4 _ x 2y + 2 xy 2 = 3
5. e + sin xy + I = 0
XY
6. xe" + ye + sin (x + y) - 2 = 0
X
7. arctan (y(x) + (x 2 + y2)3 /2 = 2
In each of Problems 8 through 12, assume that w is a function of the remaining variables.
Find the partial derivatives as indicated by the method of Example 2.
8. x 2 + y2 + w2 - 3xyw - 4 = 0;
ow
oy
ow
ox
10. e XY +e YW
e XW + xyw = 4; ow
oy
-
II. sin (xyw) + x 2 + y2 + w 2 = 3;

ow
ox
ow
oy
In Problems 13 and 14, use the methods of this section to find the partial derivatives
as indicated.
13. x 2 + y2 - Z2 - w 2 + 3xy - 2xz + 4xw - 3zw + 2x - 3y = 0;

ow
oy
ow
oz
If F(x,y, z) = 0 and G(x,y, z) = 0, then we may consider z and y as functions of the

single variable x; that is, z = z(x), y = y(x). Using differentials, we obtain
G,dx + Gydy + G,dz = 0,

and so we can get the ordinary derivatives dz/dx and dy/dx. Use this method in Problems
15 through 18 to obtain these derivatives.
y2 = 4x + 2z
16. x 2 - y2 + Z2 = 7, 2x + 3y + 4z = 15
17.2x 2 +3y 2+4z 2 =12, x=yz
18. xyz = 5,
In each of Problems 19 through 23, find ou/ox, ou/oy, ov/ox, and ov/oy by the method
of differentials.
20. x = u + v, y = uv
21. u + v - x 2 = 0, u2 - v2 - Y =0
22. u 3 + xv 2 - xy = 0, u 2Y + v3 + x 2 _ y2 = 0
24. Given that F(x,y, z, u) = 0, show that if each of the partial derivatives in the
expressions below actually exists, then the two formulas are valid:
ox oy ~ au = I.
oy OZ ou ox
25. Given that x = feu, v), y = g(u, v), find ou/ox, ou/oy, ov/ox, ov/oy in terms of
u and v and the derivatives off and g.
26. Given that F(u, v, x,y, z) = 0 and G(u, v, x,y, z) = 0, assume that u = u(x,y, z) and
v = v(x,y, z) and find formulas for ou/ox, ov/ox, ... , ovjoz in terms of the deriva-
tives of F and G.
27. Given F(X"X2'''' ,xn ,U U2) = 0 and G(X 1 ,X2,'" ,X.,U"U2) = O. Find for-
mulas for "
OU I OU 2
i = 1,2, ... , n,
ax;' ax;'
assuming that uland U2 are functions of Xl' X 2, ... , xn •
28. Given the equations F;(x l , x 2 '
Assuming that Ui = u;(x I' X 2' ,X n)
°
,xn , U l , U 2 , . . . ,uk) = where i = I, 2, ... , k.
where i = 1, 2, ... , k, find formulas for
au;
i= 1,2, ... ,k, j= 1,2, ... ,n.
ex; ,
29. Given F(x,y,z, u, v, w) = 0, G(x,y, z, u, v, w) = 0, and H(x,y,z,u., v, w) = 0. Use the

total differentials dF, dG, and dH to derive formulas for
au au ow
ax' oy' ... , a;
similar to formula (10) in the case of two functions.
Answer: Let
F" F;. F.. F, F; F..

D= ·GII G,. G.. and D 1 = Gx G,. Gw
Hu H,. H u' H, H,. Hu·
Then au/ax = -(Dl/D) if the determinant D is not zero. Similar formulas hold
for the remaining pahial derivatives.
30. Given
x 2 _ y2 + Z2 + 2u _ 1'2 + w2 - 3 = 0,
x 2 _ Z2 + 2u 2 - w J - I = 0,
y2 + 2z 2 _ u 2 + 21' - 3w J
- 4 = 0.
Use the results in Problem 29 to find ov/oy.
9. Second and Higher Derivatives

If I is a function of two variables-say x and y-then fx and;;' are also
functions of the same two variables. When we differentiate J~ and Jy , we
obtain second partial derivatives. The second partial derivatives of I are
f, ( )- r fx(x + h,y) - fx(x,y)

xx x,y - hl~ h '
f, ( )- r JAx,y + k) - j~(x,y)
xy x,y - kl~ k .
The first derivatives of;;' are defined by similar expressions. We observe that
iflis a function of two variables, there are four second partial derivatives.
There is a multiplicity of notations for partial derivatives which at times

may lead to confusion. For example, if we write z = f(x,y), then the fol-
lowing five symbols all have the same meaning:
02 Z 02f.
/xx; ox2 ' ox2' f. 1.1 ; Z xx'
For other partial derivatives we have the variety of expressions:

_ _ 0 (Oz) _ 02 Z _ 02f _
fx y -fl.2 - oy ox - ayox - oyox - Zxy,
2
a (Oz) 0 Z o2f
h x =f2.1=OX oy =oxoy=oxoy=Zyx'
a (0 2
Z ) 03 Z
fxyx= ox oyox = oxayox= oxoyoX=J,t.2.1 =zxyx,
o3f .
and so forth. Note that, in the subscript notation, symbols such asfxyy or
Z,yy mean that the order of partial differentiation is taken from left to right-
that is, first with respect to x and then twice with respect to y. On the other
hand, the symbol
03 Z
ox oy oy
asserts that we first take two derivatives with respect to y and then one with
respect to x. The denominator symbol and the subscript symbol are the
reverse of each other.
EXAMPLE I. Given Z = x 3 + 3x 2Y - 2x 2y2 - y4 + 3xy, find

OZ OZ 02 Z 02 Z 02 Z 02 Z
oX' oy' ox 2 ' oxoy' oyox' oy2'
SOLUTION. We have
~: = 3x 2 + 6xy - 4 xy 2 + 3y;
02 Z
ox 2 = 6x + 6y - 4y 2 ;
02 Z
Oyox=6x-8xy +3;
In the example above, it is not accidental that 02z/oy ox = 0 2 z/ox oy, as

the next theorem shows.
Theorem 7. Assume that f(x, y),fx'h'fx y, andhx are all continuous at (x o ,Yo)'
Then
j~/xo,yo) =j~)xo,yo)·
In comma notation, the formula reads

!1,2(xo,Yo) =!2.I(XO,YO)·
(The order of partial differentiation may be reversed without affecting the
result.)
PROOF. The result is obtained by use of a quantity we call the double dif-
ference, denoted by 11 2 f, and defined by the formula
I1d = [j'(x o + h,Yo + h) - f(x o + h,Yo)] - [j'(xo,Yo + Ii) - f(xo,Yo)].
(I)
We shall show that, as h tends to zero, the quantity 11 2 j/h 2 tends toj~y(xo, Yo).
On the other hand, we shall also show that the same quantity tends to
j~.,(xo, Yo)· The principal tool is the repeated application of the Theorem of
the Mean. (See Chapter 3, page 91.) We may write 11 2 fin a more transparent
way by defining
cj>(s) = j(x o + s,Yo + h) - f(x o + s,Yo), (2)
Ij;(t) = j(x o + h,yo + t) - f(xo,Yo + t). (3)
(The quantities x o, Yo, h are considered fixed in the definition of cj> and Ij;.)
Then straight substitution in (I) shows that
I1d = cj>(h) - cj>(0) (4)
and
I1d = Ij;(h) - 1j;(0). (5)
We apply the Theorem of the Mean in (4) and (5), getting two expressions
for 11 2 / They are
I1d= cj>'(sl)·h with 0< Sl < h,
I1d= Ij;'(tl)·h with O<t l <h.
The derivatives cj>'(SI) and Ij;'(tl) are easily computed from (2) and (3). We
obtain
cj>'(SI) = jAx o + SI ,Yo + h) - fx(x o + Sl ,Yo),
1j;'(tJ =J;,(xo + h,Yo + tl) - J;,(xo,yo + t l ),
and the two expressions for 11 2 fyield
1
h l1d = [fx(xo + S. ,Yo.+ h) - fx(xo + SI ,Yo)], (6)
1
hl1d= [J;,(x o + h,yo + (1 ) - J;,(xo,Yo + t l )]. (7)
We may apply the Theorem of the Mean to the expression on the right in (6)
with respect to Yo + h and Yo. We get
~f1d=j~/xo + s.,yo + (2)h with O<t 2 <h. (8)
Similarly, the Theorem of the Mean may be applied in (7) to the expression
on the right with respect to Xo + hand X o . The result is
~f1d= j~x(xo + S2,YO + tl)h with 0< S2 < h. (9)
Dividing by h in (8) and (9), we find that
~2 f12f=.I~/xo + .1'1 ,Yo + (2) = j~X<xo + S2,YO + t I)'

Letting h tend to zero and noticing that s 1 , S 2' t 1 , and t 2 all tend to zero with
h, we obtain the result. The argument is similar if his negative.
Corollary 1. Suppose that f is a function of any number of variables and sand

t are any two of them. Then under appropriate hypotheses on the continuity of
the partial derivatives (as in Theorem 7), we have
fs,=L
For example, if the function is j(x,y, S, t, u, v), then
1x, = j;x, etc.
The proof of the corollary is identical with the proof of the theorem.
Corollary 2. For derivatives of the thirdJourth, or any order, it does not matter
in what order the differentiations with respect to the various variables are per-
formed. For instance, assuming that all fourth-order partial derivatives are
continuous, we have
84 z 04 Z 04 Z
ox ox oyoy ox oyox oy ox oy oy ox
04 Z 04 Z 04 Z
oyoxoxoy oyoxoyox oyoy ax ax
REMARKS. (i) It is true that there are functions for whichj~y is not equal to
/Yx' Of course, the hypotheses of Theorem 7 are violated for such functions.
(ii) All the functions we have considered thus far and all the functions we
shall consider from now on will always satisfy the hypotheses of Theorem 7.
Therefore the order of differentiation will be reversible throughout. (See,
however, Problem 33 at the end of this Section.)
EXAMPLE 2. Given u = eX cos y + e Ysin z, find all first partial derivatives and
verify that
a2 u a2 u
axaz = az ax'
SOLUTION. We have
-au = eXcosy' au
-::;- = -e
X •
SIOY + eYslOz; • au
-az = eYcosz .
ax ' oy
Therefore
EXAMPLE 3. Suppose that u = F(x,y, z) and z = j{x, y). Obtain a formula for
a2 u/ax 2 in terms of the derivatives of F (that is, Fx' Fy , ~, Fw etc.) and the
derivatives of f (or, equivalently, z). That is, in the expression for F we
consider x, y, z intermediaLe variables, while in the expression for f we
consider x and y independent variables.
SOLUTION. We apply the Chain Rule to F to obtain au/ax with x and y as

independent variables. We get
au ax ay az
ax + F;,-ax + ~~.
-ax = F'x- ox
Since x and yare independent, ay/ox = 0; also, ax/ax = I. Therefore
au az
ax = Fx + ~ax'
In order to differentiate a second time, we must recognize that F, and ~ are
again functions of all three intermediate variables. We find that
02 U oX ay oz oz (ax ay az) a2 z
ox + FxY -ax
ox = Fxx~
~ + F'xz~
ox + ~
ox ~xa- + FzY -
x ax + ~z-ax + ~~.
ox
The result is
PROBLEMS
In each of Problems I through 10, verify thatj~,. = j,,,

I. j(x,y) = x 3 + ?x 2 y _ 2xy 2 + )'2
2. f(x,y) = x 4 + 4x 2y2 - 2)'4 + 4x 2)' _ 3X)'2

3. f(x,y) = x 5 + 2y 4 - 3X 3 )'2 + X2)'3 _ X)'3 + 2x
4. f(x,y,z) = x 2 + 2xyz + y2 + Z2 + 3xz - 2xy
5. f: (x,y) -> eX,· sin x + eX"cosy
6. fer, s) = e'f' cos (rs) + e' sin s
7. f: (x, y) -> arctan (--.:2:..-)

x+y
8. f(x,y,z) = log I + x _ eX":

I+y
9. f: (x,y, z) --> (x 2 + y2 _ Z2)1 12
10. f: (x,y, Z, I) --> x 3 - 2)'3 + Z3 + 21 3 - 3xyZl
In each of Problems II through 15, verify that u,,. = u,.x and u,,: = U: r
II. U = logJx +)'2 + Z2
2
12. U = log (x + Jy 2 + Z2)
13. U = x 3 + y3 + Z3 - 3xyz
15. U = e"Y/.Jx + Z2 2
16. Given that u = I /J x 2 + y2 + Z2, verify that

au2
jYu iJ2 u
-+-+-=0
ox 2 0)'2 OZ2 .
17. Given that u = xe"cosy, verify that
04 U 2 a4u 04 U 0
-
cx+4 -
ox - + -cy4= .
2 oy2
In each of Problems 18 through 21, rand s are independent variables. Find 0 2z/or 2 by
(a) the Chain Rule and by (b) finding z in terms of rand s first.
18. Z = x 2 - xy _ y2, x = r + s, y=s-r
19. Z=X 2 _ y 2, x = rcoss, y = rsins
20. Z=X 3 _ y 3, x = 2r - s, y=s+2r
y = 2rs
22. Given that u = F(x,y, z) and z = j(x,y), find c2 U/oy ax with all variables satisfying
the conditions in Example 3.
23. Given that u = F(x, y, z) and z = f(x, y), find 02 U/ oy 2 with all variables satisfying
the conditions in Example 3.
24. If u = F(x,y), y = f(x), find d 2 u/dx 2 .
25. Given that u = f(x + 2y) + g(x - 2y), show that
26. Given that u = F(x, y), x = r cos 0, y = r sin 0, find 0 2 u/or 2 , rand 0 being indepen-
dent variables.
27. Given u = F(x, y), x = f(r, s), y = g(r, s), find 0 2 u/or os, rand S being independent
variables.
28. If F(x, y) = 0, find d 2 y/dx 2 in terms of partial derivatives of F.
29. Given that u = F(x,y), x = e' cos I, Y = e' sin I, use the Chain Rule to show that
02 U + 02 U = e 2' (02 U + 02 U\
OS2 01 2 ox 2 oy2) .
where S and I are independent variables and x and yare intermediate variables.
30. Given V = F(x,y), x = !r(e' + e-'), y = !r(e' - e-'), show that
I I
Vxx - Vyy = V"+-V'-2 V,,,
r r
*31. If u = f(x - UI), show that u, + UU x = 0.

32. Assume that f(x,y) has all continuous partial derivatives to the nth order. Use
mathematical induction to prove that every nth partial derivative is independent
of the order in which it is taken.
*33. Consider the function
X2 - y2
xY-y---+2'
x Y
f(x,y) =
10, x =Y= 0.
°
a) Show that 1x(0, 0) = and J;,(O, 0) = 0.
b) Show, by appealing to the definition of derivative, that
Ix/o, 0) = limlx(O,k) =
.-0 - 1x(0,0)
k
-1,
J;,Ao,O) = lim J;,(h, 0) - J;,(O, 0) = I.

"....0 h
c) Show that the result of (b) follows because lx, and J;,x are not continuous at
x=y= O.
34. a) Show that f(X 1 ,X 2 , . . . ,xn ) = [x~ + x~ + ... + x;]C2-n l/2 for n> 2 is a
solution of the equation
except when XI = X2 = = Xn = O.
b) Show that g(X 1 ,X 2, ,x.) = [xi + ... + X;_I - xn(2-' l/2 for n> 2 is a
solution of the equation
2
0 /+ ... + 0-2/- - -0=
-
2/
0
oxi OX;_l ox;
except when (Xl"" ,X.) is on the cone xi + X~ + ... + X;_I = x;.
35. Suppose that u = F(x,y), X = j(s, I), Y = g(s, I). Show that
2
~=F oxox+ F (OXOY+OXOY)+F oyoy+ F 0 x +F 02y
OSOI xx os 01 xy os 01 01 oS YY oS 01 x OSOI Y OSOI'
Also find an expression for 0 2ujOS2.
10. Taylor's Theorem with Remainder

Taylors' theorem for functions of one variable was established in Chapter 3
on page 132. There we found that if F(x) has n + I derivatives in an interval
containing a value xo, then we can obtain the expansion
F(x) = F(xo) + P(xo)(x - x o) + ... + F(n)(xo)(~ - x o)· + R., (I)

n.
where the remainder R. is given by the formula

F(·+l)(~)(X - XO)"+l
Rn = (n+ I)! '
with ~ some number between X o and x.

Taylor's theorem in several variables is a generalization of the expansion
(I). We carry out the procedure for a function of two variablesf(x,y), the
process for functions of more variables being completely analogous. Con-
sider the function
¢(t) =f(x + AI,y + pI),
in which the quantities x, y, )" and p are temporarily kept constant. Then
¢ is a function of the single variableI, and we may compute its derivative.
Using the Chain Rule, we obtain
¢'(I) =Ix(x + AI,y + pl)A + J;,(x + XI,y + pt)p.
We will simplify matters further by omitting the arguments in! We write
¢'(I) = IxA + J;,p.
It is important to compute second, third, fourth, etc., derivatives of ¢J. We do

so by applying the Chain Rule repeatedly. The results are
¢J(2 l (t) = }..2fxx + 2}..J-lfxy + J-l2fyy,

¢J(3l(t) = }..3fxxx + 3}..2J-lfxxy + 3AJ-l 2fxyy + J-l3fyyy.
¢J(4l(t) = }..4fxxxx + 4}..3J-lfxxxy + 6}..2J-l 2fxxyy + 4}..J-l 3fxyyy + J-l4J;,yyy.
Examining the pattern in each of the above derivatives, we see that the
coefficients in rjJ(2) are formed by the symbolic expression
(A:X +J-l:yYf,
provided that the numerical exponent applied to a partial derivative is

interpreted as repeated differentiation instead of multiplication. Using this
new symbolism we can easily write any derivative of rjJ. The kth derivative
is
cjy!kl(t) = ( A-0 O)kf

+ J-l- (2)
ax oy
For instance, with k = 7 we obtain
A,(7l( )
'I' t = 171'
/c Jxxxxxxx + 7A6.1' 7· 6'5 2j'
J-lJxxxxxXY + f:2A J-l xxxxxyy + ... + J-l Jyyyyyyy'
71'
Of course all derivatives are evaluated at (x + At,y + J-lt). The formula (2)
may be established by mathematical induction.
Before stating Taylor's theorem for functions of two variables, we intro-
duce still more symbols. The quantity
1 :5r+sSp
means that the sum of the terms in parentheses is taken over all possible
combinations of rand s which add up to a number between I and p. Neither
r nor s is allowed to be negative. For example, ifp = 3 the combinations are
(r = 0, s = I), (r = 0, s = 2), (r = 0, s = 3),
(r = I, s = 0), (r= I,s= I), (r = I, s = 2),
(r = 2, s = 0), (r = 2, s = I),
(r = 3, s = 0).
The terms in the sum are shown schematically in Fig. 4-12 as the circled
lattice points.
The symbol
L: (
r+s=p
s
4 t
4
3
1«r+s«3 3
2 (j) r+s=3
2 @
1 @ Ii
@
-1 0 1 2 3 4
-1 0 2 3 4
Fig. 4-12 Fig. 4-13
means that the sum is taken over all possible nonnegative combinations of
rand s which add up to p exactly. For instance, if p = 3, then the combina-
tions are
(r=0,s=3), (r = I,s = 2), (r = 2,s = I), (r = 3, s = 0).
The terms in this sum are indicated schematically in Fig. 4-13.
Theorem 8 (Taylor's Theorem). Suppose that f is a function of two variables

and that f and all of its partial derivatives %rder up to p + I are continuous
in a neighborhood of the point (a, b). Then we have the expansion
iX+'[(a, h) (x - a)' . (y - by R
f(x,y) =f(a,b) + I
19+5:5p
0 '0
X Y
s - - I-
r.
,
s.
+ p' (3)
where the remainder R p is given by the formula

o'+j(~, YJ) (x - a)' (y - bY
Rp = I
,+s=p+l
0'
X
0Y s r., s."
with the value (~, YJ) situated on the line segment joining the points (a, b) and
(x,y). (See Fig. 4-14.)
PROOF. We let d = J(x - a)2 + (y - b)2 and define
A=x-a y-b
d ' J1 =-d-'
The function
cjJ(t) = /(a + At, b + /1t), Os,ts,d
may be differentiated according to the rules described at the beginning of the
section. Taylor's theorem for cjJ(t) (a function of one variable) taken about
I = 0 and evaluated at d yields
d2 A,(Pl(O)d P A,(P+l)(r)d p +1
rj>(d) = rj>(0) + rj>'(O)d + rj>"(0)- + ... + 'I' + 'I' (4)
2! p! (p + I)!
./(X,y)
~(~,~)
(a, b)
Fig. 4-14 0:+--------- x
The kth derivative of 4> evaluated at 0 is given symbolically by
4>(k)(O) = (i,:X + J1~Yf(a,b).

We now recall the binomial formula:
= I ---'
k k'
-Ak-qBq.
q=oq!(k-q)!
Applying the binomial formula to the symbolic expression for 4>lk)(O), we
obtain
4>(k)(O) = ± k! oY(a, b) ).k-qf./q.
q=O q! (k - q)! ox k- q oyq
(5)
Noting that 4>(d) = f(a + i..d, b + f./d) = f(x, y) and that (/>(0) = f(a, b), we
find, upon substitution of (5) into (4):
/(x,y) =f(a,b) + of~a/)(x - a) + Oj~b)(y - b)
+ o2f(a; b) (x - a? + o2f(~, b) (x _ a)(y _ b)

ax- 2! axoy
o2f(a, b) (y - W
+ ~ 2
oy
2'
.
+ ... ,
which is precisely the formula in the statement of the theorem. The remainder
term shows that when 0 < T < d, then
): = a + (x - a) T ,., = b + (y - b) T
., d' d '
which places (~,,.,) on the line segment joining (a, b) and (x, y).
REMARKS. (i) Taylor's formula [as (3) is usually called] is also often written
in the form
f(x,y) = f(a, b) + f. J.- [t (q - qlr)! r! oxa'lf'(a,

q= I q! ,=0
q roy'b) (x - a)q-r(y - bY] + R
P
.
ii) For some functions/, if we let p tend to infinity we may find that Rp - . O.
We thereby obtain a representation offas an infinite series in x and y. Such
a series is called a double series, and we say thatfis expanded about the point
(a, b). For functions of three variables we obtain a triple sum, the Taylor
formula in this case being
j(x,y, z)
ar+s+'f(a, b, c) (x - a)' (y - b)S (z - cy
=f(a,b,c) + I
t,;r+S+ISp
arasa' - - , -
x Y z
,
r.
--,-+Rp ,
s. I.
with
R = I ap+lf(~, 1], 0 (x - any - b)S (z - cy
p '+s+r~p+1 GXraySoz' r! s! I'
where (~,I],() is on the line segment joining (a, b, c) and (x,y,z).
EXAMPLE I. Expand x 2y about the point (l, - 2) out to and including the
terms of the second degree. Find R z .
SOLUTION. Settingf(x,y) = x 2 y, we obtain

Ix = 2xy, j~x = 2y, fxy = 2x, j~y = 0,
/xxx = 0, fxxy = 2,
Noting thatf(l, -2) = -2, we find
x 2 y= -2-4(x-l)+(y+2)
I
+ 2![ -4(x - 1)2 + 4(x - IHy + 2)] + R 2 ,
with
EXAMPLE 2. Givenf(x,y,z) = eXcosy + eYcosz + eZcosx. Define

4>(t) =f(x + ),I,y + /l1,Z + VI).
Find 4>'(0) and 4>(Z)(O) in terms of x, y, z, J.., /l, v.
SOLUTION. We have
4>'(0) =1x(x,y,z)J.. + /y(x,y,z)/l + j~(x,y,z)v.
Computing the derivatives, we obtain
4>'(0) = (eX cos y - e sin x),1
Z
+ (e Ycos z - eX sin y)/l + (e Zcos x - e Ysin z)v.
The formula for 4>(2)(0) is
¢(2l(O) = (A~
ox + /.I~
oy + v~)2f
oz
= A2(e" cos y - e Zcos x) + /.I2(e Ycos Z - eX cos y)
+ v2(e z cos x - eY cos z) + 2),/.I( _eX siny)
+ 2AV( _e sin x) + 2J.lv( - eY sin z).
Z
PROBLEMS
I. Expand x 3 + xy2 about the point (2, I).

2. Expand x + x y2 - y4 about the point (I, I) out to terms of the second degree.
4 2
Find the form of R 2 .

3. Find the expansion of sin (x + y) about (0,0) out to and including the terms of
the third degree in (x,y). Compare the result with that which you get by writing
sinu ~ u - iu 3 and setting u = x + y.
4. Find the expansion of cos (x + y) about (0,0) out to and including terms of the
fourth degree in (x,y). Compare the result with that which you get by writing
cos u ~ I - tu 2 + f4u 4 and setting u = x + y.
5. Find the expansion of eX + Y about (0,0) out to and including the terms of the third
degree in (x,y). Compare the result with that which you get by setting e" ~ I +
u + tu 2 + iu 3 , and then selling u = x + y. Next compare the result with that
obtained by multiplying the series for eX by that for e" and keeping terms up to
and including the third degree.
6. Find the expansion of sin x siny about (0,0) out to and including the terms of the
fourth degree in (x,y). Compare the result with that which you get by multiplying
the series for sin x and siny.
7. Do the same as Problem 6 for cosxcosy.
8. Expand e"arctany about (I, I) out to and including the terms of the second
degree in (x - I) and (y - I).
9. Expand x 2 + 2xy + yz + Z2 about (1,1,0).
10. Expand x 3
+ x 2Y - yz2 + Z3 about (1,0, I) out to and including the terms of the
second degree in (x - I), y, and (z - I).
II. If f(x, y) = x 2 + 4xy + y2 - 6x and </>(t) = f(x + ),t, Y + Ilt), find </>(2)(0) when
x = - I and y = 2. Is </>(2)(0) > 0 when (x, y) = (- 1,2) if ).and 11 are related so that
12. If f(x,y) = x 3 + 3xy2 - 3x 2 - 3y 2 + 4 and </>(t) =f(x + ),t,y + Ilt), find </>(2)(0)
for (x,y) = (2,0). Show that </>(2)(0) > 0 for all), and 11 such that ),2 + 11 2 = I.
* 13. a) Write the appropriate expansion formula using binomial coefficients for
(A + B + C)"
with k a positive integer. (b) If j(x,y,z) and </>(t) =j(x + }J,y + Ilt,Z + vt) are
sufficiently differentiable, show the relationship between the symbolic expression
a a a).
()'ox + J.l"§y + v8z J(x + AI,y + J.l1,Z + vI) and
14. Write Taylor's formula for a function j(x,y, u, v) of four variables expanded
about the point a, b, c, d. How many second-derivative terms are there? Third-
derivative terms?
*15. Use mathematical induction to establish formula (2) on page 251.
16. Referring to the symbol L, "+'+I~p' find the number of terms when p = 3; when
p = 4. Exhibit the corresponding lattices with three-dimensional diagrams.
17. Write Taylor's formula for a functionj(x"x z ,'" ,x.) of k variables. Give an
expression for R p , the remainder.
18. Write out a proof of Taylor's Theorem (Theorem 8) for a function j(x, y, z) of
three variables.
* 19. a) Given the positive integer p, how many solutions are there of the equation
'1 + '2 + ... + '. = p,
where '., '2' ... , '. are positive integers? (b) Same problem with '" '2' ... , '.
nonnegative integers. (c) How many different partial derivatives of order pare
there for a function/(x 1 ,x2"" ,x.)?
20, Expand the functionJ(x,y) = sinxcosy about the values x = n/6 and y = n/3 to
terms of order 2 and write an approximate formula for sin 29° cos 61 0. Estimate the
remainder term. Evaluate the third derivatives at the point (n/6, n/3).
21. Let/(x,y,z) be a polynomial in (x,y,z). That is,
f(x,y,z)= L a;jkxiyjzk
i+j+k~l
Show that if all partial derivatives ofJup to and including order n vanish at some
point (x o,Yo, zo), then f == const.
11. Maxima and Minima

One of the principal applications of differentiation of functions of one
variable occurs in the study of maxima and minima, In the calculus of func-
tions of one variable we learn various tests using first and second derivatives
which enable us to determine relative maxima and minima of functions of a
single variable. These tests are useful for graphing functions, for solving
problems involving related rates, and for attacking a variety of geometrical
and physical problems.
The study of maxima and minima for functions of two, three, or more
variables has its basis in the Extreme Value theorem, which we state without
proof.
II. Maxima and Minima 257
I
I
1
I
f :
1 1
1 1 I '
I''I-~: I:
I_-I-I---T--I--I-I- y
oII I
I
I
1 I
I I -I ,
I
1 I 1 1--- :
1 I 1
I 1
I R 1
1 1
Fig. 4-15 x
Theorem 9 (Extreme Value Theorem). Let R be a region in the xy plane with

the boundary curve of R considered as part of R also (Fig. 4-15). Iff is a
function of two variables defined and continuous on R, then there is (at least)
one point in R where f takes on a maximum value and there is (at least) one
point in R where f takes on a minimum value.
REMARKS. (i) Analogous theorems may be stated for functions of three,

four, or more variables. (ii) The maximum and minimum may occur on
the boundary of R. Thus the region R must contain its boundary in order to
guarantee the validity of the result.
Definition. A functionf(x,y) is said to have a relative maximum at (xo,Yo)

if there is some region containing (x o ,Yo) in its interior such that
f(x,y) ..s,j(xo,yo)
for all (x, y) in this region. (See Fig. 4-16.) More precisely, there must be some
positive number b (which may be "small") such that the above inequality
,,
{Xo, Yo, l(xo, Yo))
1'.
Relat:ive maximum
Fig.4-16 x
i(xu' Yo, f(xo, Yo})

i
I
I
Or-_ _Y~o~. 17"..- --..... Y
I .~.•..~
........................._J"../
Relative minimum Fig. 4-17
x
holds for all (x, y) in the square

Ix - xol < 6, ly-yol<6.
A similar definition holds for relative minimum when the inequality

f(x,y) 2.j(x o ,yo) is satisfied in a square about (xo,Yo). (See Fig. 4-17.)
The above definitions are easily extended to functions of three, four, or
more variables.
Theorem 10. Suppose that f(x,y) is dejined in a region R containing (xo,Yo)

in its interior. Suppose that jAx o , Yo) andjy(xo,Yo) are defined and that
j(x,y) <£j(xo,yo)
jar all (x,y) in R; that is,.f(xo,yo) is a relative maximum. Then
jJx o ,Yo) = j~(xo, Yo) = O.
PROOF. We show that jAxo,yo) = 0, the proof for 1;, being analogous. By
definition,
By hypothesis,
f(x o + h,yo) - f(xo,Yo) :5: O.
for all h sufficiently small so that (x o + h, Yo) is in R. If h is positive, then
f(xo + h,yo) - j(xo,yo) < 0
h - ,
and as h -> 0 we conclude that!.! must be nonpositive. On the other hand,

if h < 0, then
Fig. 4-18
since division of both sides of an inequality by a negative aumber reverses

its direction. Letting h -> 0, we conclude that J.~ is nonnegative. A quantity
which is both nonnegative and nonpositive vanishes.
Corollary. The conclusion of Theorem 10 holds at a relative minimum.
Definition. A value (xo,Yo) at w;lich both/x and/y vanish is called a critical

point off
DISCUSSION. The conditions that J~ and Jy vanish at a paint are necessary

conditions for a relative maximum or a relative minimum. It is easy to find
a function for which J.~ and J;. vanish at a point, with the function having
neither a relative maximum nor a relative minimum at that point. A critical
point at which f is neither a maximum nor a mi;limum is a "sa'hUe point."
A simple example of a function which has such a point is given by
f(x, y) = x 2 _ )'2.
We see that I = 2x, J~ = - 2y, and (0,0) is a critical point. However, as

Fig. 4-18 shows, the function is "saddle-shaped" in a neighl:lorhood of (0,0).
While we shall develop a test which, under certain conditions, guarantees
that a function has a maximum or minimum at a c~itical point, it is sometimes
possible to make this decision from the nature 0: the problem itself. We
exhibit such an example.
EXAMPLE I. In three-dimensional space find the point on the plane

S = {(x,y,z): 2x + 3y - z = l}
which is closest to the origin.
SOLUTION. The function d = Jx 2 + y2 + Z2 represents a distance function

which is defined at each point on the plane S. The minimum of the function
f(x,y,z) = x 2 + y2 + Z2
occurs at the same point as the minimum of d, and f is simpler to handle.
We substitute for z from the equation of the plane, and so we must minimize
f(x,y) = x 2 + y2 + (I - 2x - 3y)2
=5x 2 + IOy2+ l2xy-4x-6y+ I.

A critical point must be a solution of the equations
f~ = lOx + 12y - 4 = 0, f~=20y+ 12x-6=0.
Solving these equations simultaneously, we find
y = 3
t 4'
From the geometric character of the problem we know that (t, t34) corre-
sponds to a minimum. The point on S corresponding to x = t, y = 134 is
found by substitution in the equation for S. The answer is (t, /4' - /4)'
The basic criterion for finding maxima and minima for functions of two
variables is the so-called Second Derivative Test, which we now establish.
Theorem 11 (Second Derivative Test). Suppose that fand its partial derivat ives
up to and including those ofthe third order are continuous near the point (a, b),
and suppose that
fx(a,b) =f/a,b) = 0;
that is, (a, b) is a critical point. Then we have
i) a local minimum if
fxx(a,b)f~/a,b) - fx~(a,b) >0 and f~X<a,b) > 0;
ii) a local maximum if
fxx(a, b)f~y(a, b) - f~;,(a, b) > 0 and fu(a,b) < 0;
iii) a saddle poinl if
fxx(a,b)J;,/a,b) - f~~(a,b) < 0;
iv) no information if
f~X<a, b)J;,y(a, b) - f~~(a, b) = O.
PROOF. For convenience, we define

A = f~x(a, b), B =fx/a,b),
From the Taylor expansion (Theorem 8, page 252) of f(x, y) about the point
(a, b), we find
j(x,y) =j(a,b) + t[A(x - a)2 + 2B(x - a)(y - b) + C(y - b)2] + R 2· (I)

The first derivative terms are absent because (a,b) is a critical point. The
term R 2 is given by
R =! [03f(~,3 17) (x _ a)3 + 3 03f(~,

2
17) (x _ a)2(y - b)
2 6 ox ox oy
+ 3 03j(¢, 17\)( _ a)(y _ W + 03f(¢, 17) (y -- b)3J.

ox oy2 cy3
We define r = -!(x - a)2 + (y - b)2 and the quantities.le, jl by theformulas
A_ x - a
,.,..-
1/---
y-b
.
'--r-' r
Note that for any x, y, a, b the relation ),2 + jl2 = I prevails. The Taylor
expansion (I) now becomes
(2)
where
I (03f 3 03f 2 03f 2 03f 3)
P = -3 -03.1e + 3~0 .Ie jl + 3c;--02),jl + 0~J1 .
x ox ,y ox y y x=c
y=it
The quantity p is bounded since, by hypothesis, f has continuous third
derivatives. The behavior of j(x,y) - j(a,b) is determined completely by
the size of rp and the size of the quadratic expression
(3)
with";'2 + jl2 = I. If
B2 - AC < 0 and A >0,
then there are no real roots to (3) and it has a positive minimum value.
(Call it m.) Now, selecting r so small that rp is negligible compared with m,
we deduce that the right side of (2) is always positive if (x, y) is sufficiently
close to (a, b). Hence
f(x, y) - f(a, b) > 0
and lis a minimum at (a, b). We have just established part (i) of the theorem.
By the same argument, if
B2 - AC < 0 and A < 0,
then (3) is always negative and
l(x,y) -l(a,b) < 0
for (x, y) near (a, b). Thus the statement of (ii) follows. Part (iii) results when
B 2 - A C > 0, in which case the expression (3) (and therefore (2)) is some-
times positive and sometimes negative. Then/can have neither a maximum
nor a minimum at (a,b) and the surface z =j(x,Y) can be shown to be
saddle-shaped near (a, b). Part (iv) is provided for completeness.
EXAMPLE 2. Test for relative maxima and minima the function/defined by

j(x,Y) = x 3 + 3xy 2 - 3x 1 - 3y 2 + 4.
SOLUTION. We have
and
j;. = 6xy - 6y.
We set these equations equal to zero and solve simultaneously. Writing
x2 +/ - 2x = 0, y(x - I) = 0,
°
we see that the second equation vanishes only when y = or x = I. If y
the first equation gives x = or 2; if x = I, the first equation gives y =
° = 0,
± I.
The critical points are
(0,0), (2,0), (I, I), (I, - I).
To apply the Second Derivative Test, we compute
A = 1.", = 6x - 6, B = 1.q = 6y, C = j;y = 6x - 6.
At (0,0):
At (2,0):
At (I, I):
AC-B 2 >0
AC - B 2 >
AC - B 2 < 0,
° and
and
A<O, a maximum.
A > 0, a mllllmum.
saddle point.
At(I,-I): AC-B1<0, saddle point.
EXAMPLE 3. Find the dimensions of the rectangular box, open at the top,
which has maximum volume if the surface area is 12.
SOLUTION. Let V be the volume of the box; let (x,y) be the horizontal direc-
tions and z the height. Then V = xyz, and the surface area is given by
xy + 2xz + 2yz = 12. (4)
Solving this equation for z and substituting its value in the expression for V,
we get
V = xy(l2 - xy) = 12xy - X

2
y2
2(x+ y) 2(x+ y)
The domains for x, y, z are restricted by the inequalities
x> 0, y> 0, xy < 12.
11. Maxima and Minima 263
x
Fig. 4-19
In other words, x and y must lie in the shaded region shown in Fig. 4-19.
To find the critical points, we compute
2 = x 2 (12 -
v, = y2(12 - x - 2xy) , v y2 - 2xy)
. 2(X+y)2 y 2(x + y)2
and set these expressions equal to zero. We obtain (excluding x = y = 0)
x 2 + 2xy = 12, y2 + 2xy = 12.
Subtracting, we find that x = ±y. If x = y, then the positive solution is
x = y = 2. We reject x = - y, since both quantities must be positive. From
formula (4) for surface area we conclude that z = I when x = y = 2. From
geometrical considerations, we conclude that these are the dimensions which
give a maximum volume.
REMARKS. (i) The determination of maxima and minima hinges on our

ability to solve the two simultaneous equations in two unknowns resulting
when we setf~ = 0 andjy = O. In Example I these equations are linear and
so quite easy to solve. In Examples 2 and 3, however, the equations are non-
linear, and there are no routine methods for solving nonlinear simultaneous
equations. Elementary courses in algebra usually avoid such topics, and the
reader is left to his own devices. The only general rule we can state is: try to
solve one of the equations for one of the unknowns in terms of the other.
Substitute this value in the second equation and try to find all solutions of
the second equation. Otherwise use trickery and guesswork. In actual prac-
tice, systems of nonlinear equations may be solved by a variety of numerical
techniques. The use of a computer is particularly valuable in such problems.
(ii) Definitions of critical point, relative maximum and minimum, etc., for
functions of three, four, and more variables are simple extensions of the
two-variable case. If j(x,y, z) has first derivatives, then a point where
f~ = 0, j;= 0, j~ =0
is a critical point. We obtain such points by solving simultaneously three
equations in three unknowns. To obtain the critical points for functions of

/1 variables, we set all/1 first derivatives equal to zero and solve simultaneously
the 11 equations in /1 unknowns. (iii) Extensions of the Second-Derivative
Test (Theorem II) for functions of three or more variables may be developed
in a similar manner.
PROBLEMS
In each of Problems 1 through 13, test the functions/for relative maxima and minima.
I. j(x,y) = x 2 + 2)'2 - 4x + 4)' - 3
2. j(x.)') = Xl - )'2 + 2x - 4)' - 2
3. j(x,)') = x
2
+ 2xy + 3.1'2 + 2x + lOy + 9
2
4. /(x, .1') =x + .1'2 + I3x - 12)' +
- 3xy 13
j(x.y) = .1'3 + x - 6x)' + 3x + 6.1' - 7

2
5.
j(x.y) =x + .1'2 + 2xy + 4x - 3.1'- 5

3
6.
7. j(x.y) = 3.\2)' + x 2 - 6x - 3.1' - 2
8. j(x,y) = xy + 4/x + 2/.1'

9. j(x.y) = sinx + siny + sin(x + y)
10. j(x,y) = x 3 - 6xy + )'3
II. j(x,y) = 82/3 _ x213 _ )'2/3
12. j(x,y) = eX cos)'

13. j(x,)') = e- X sin 2 y
In each of Problems 14 through 17, find the critical points.

14. j(x,)',z) = x 2 + 2y 2 + Z2 - 6x + 3y - 2z - 5
15. j(x,y, z) =x 2
+ y2 - 2z 2 + 3x +y - z - 2
16. j(x,y,z) = x 2 + y2 + Z2 + 2x)' - 3xz + 2yz - x + 3y - 2z - 5
17. j(x,y,z, I) = x + y2 + Z1
2 2
- 1 - 2xy + 4xz + 3xI - 2yl + 4x - 5y - 3
18. In three-dimensional space find the minimum distance from the origin to the
plane
s = {(x,y,z): 3x + 4y + 2z = 6}.
19. In the plane find the minimum distance from the point ( - I, - 3) to the line
1= {(x, y) : x + 3y = 7}.
20. In three-dimensional space find the minimum distance from the point ( - 1,3,2)
to the plane
s = {(x,y,z): x + 3y - 2z = 8}.
Fig. 4-20 Fig. 4-21
21. In three-dimensional space find the minimum distance from the origin to the
surface (a cone)
C = {(x,y,z): Z2 = (x - 1)2 + (y - 2)2}.
22. For a package to go by parcel post, the sum of the length and girth (perimeter of
cross-section) must not exceed 100 cm. Find the dimensions of the package of
largest volume which can be sent; assume the package has the shape of a rectan-
gular box.
23. Find the dimensions of the rectangular parallelepiped of maximum volume with
edges parallel to the axes which can be inscribed in the surface (an ellipsoid)
X2 y2 Z2 }
E= {(x,y,z):9+4+16= I .
24. Find the shape of the closed rectangular box of largest volume with a surface
area of 16 sq. cm.
25. The base of an open rectangular box costs half as much per square cm as the
sides. Find the dimensions of the box of largest volume which can be made for
Ddollars.
*26. The cross-section ofa trough is an isosceles trapezoid (see Fig. 4-20). If the trough
is made by bending up the sides of a strip of metal 18 cm wide, what should the
dimensions be in order for the area of the cross-section to be a maximum? Choose
h and I as independent variables.
*27. A pentagon is composed of a rectangle surmounted by an isosceles triangle (see
Fig. 4-21). If the pentagon has a given perimeter P, find the dimensions for
maximum area. Choose variables as indicated in Fig. 4-21.
28. A curve C in three-space is given by
C={(x,y,z):x 2 -xv+y2- z 2=1 and X2 +y2=1}.
Find the point or points on C closest to the origin.

29. a) Find a functionf(x,y) withj;xj~y - j~; = 0 at a point (a, b) and such thatfhas
a maximum at (a, b).
b) Same as part (a) except thatjhas a minimum at (a, b).
c) Same as part (a) except thatjhas neither a maximum nor a minimum at (a,b).
266 4. Putial Derivatives. Applications
*30 State and prove a St:cond-Derivative Test such as Theorem II for functions
f(x,y, z) of three variables.
*31. Let j(X W "2"" ,xn ) be a function with the property that j~i = 0 at a point
P(a I' a 2 , ••• ,an) for i = I, 2, ... ,11. Show that if at the point P we have j~iXj = 0,
i # j, i,j = 1,2, ... ,11 andj;, < 0, i = 1,2, ... ,11, thenfhas a relative maximum
at P. ,.,
32. Show that of all triangles having a given perimeter L, the equilateral triangle has
the largest area. [Him: Use two sides and the included angle as variables.]
33. Suppose that a rectangular parallelepiped is inscribed in a sphere of radius R.

That is, all eigtt vertices lie on the sphere. Show that the inscribed parallelepiped
of largest vclume is a cube.
12. Maxim~ and Minima by the Method of

Lagrange Multipliers
In Ex~mple 2 of Section II (page 262), we solved the problem of finding the
relative maxima and minima of the function
(I)
In Ex~mple I of the same section (page 259), we solved the problem of
finding the minimum of the function
f(x,y,z) = x 2 + y2 + Z2, (2)
subject 10 Ihe condilion tha. (x,y, z) is on the plane
S = {(x,y,z): 2x + 3y - z - I = O}. (3)
The problem of finding the critical points of (I) is quite different from
that of finding ~hose of(2) because, in the latter case, the additional condition
(3) is attached. This distinction leads to the following definitions.
Definitions. The problem of finding maxima and minima of a function of

several variables [s:.lch as (I) above] without added conditions is called a
problem in free maxima and minima.. When a condition such as (3) is imposed
on a function stich as (2) abcve, the problem of determining the maximum
and minimum of that function is called a problem in constrained maxima
and minima. The added condition (3) is called a side condition.
ProbleP1s in maxima and minima may have one or more side conditions.
When side conditions occur, they are crucial. For example, the minimum
of the functionfgiven by (2) without a side condition is clearly zero.
While the problem of minimizing (2) with the side condition (3) has already
been solved, we shall do it again by a different and important method. This
method, due to Lagrange, changes a problem in constrainted maxima and

minima to a problem in free maxima and minima.
We first introduce a new variable, traditionally denoted by}" and form
the function
F(x,y,z,).) = (x 2 + y2 + Z2) + i,(2x + 3y - z - I).
The problem of finding the critical points of (2) with side condition (3) can
be shown to be equivalent (under rather general circumstances) to that of
finding the critical points of F considered as a function of the jour variables
x, y, z, A. (See Theorem 12 at the end of this section.) We proceed by comput-
ing Fx , Fy , ~, and F;. and setting each of these expressions equal to zero.
We obtain
Fx = + 2), = 0,
2x
Fy = 2y + 3), = 0,
~ = 2z -). = 0,
F; = 2x + 3y - z - I = O.
Note that the equation FA = 0 is precisely the side
condition (3). That is,
any solution to the problem will automatically satisfy the side condition.
We solve these equations simultaneously by writing
x= -2, Y = -2 1.,
3 .
z= 1).,
2( -A) + 3( -~).) - (1).) - I = 0,
and we get A = --+, x = -+, y = Z = --14' The solution satisfies FA = 0

3
1 4'
and so is on the plane (2).
The general method, known as the method of Lagrange multipliers, may be
stated as follows: In order to find the critical points of a function
j(x,y,z)
subject to the side condition
¢(x,y, z) = 0,
form the function
F(x,y, z,)..) = j(x,y, z) + )..¢(x,y, z)
and find the critical points of F considered as a function of the four variables
x,y, z, A.
The method is quite general in that several "multipliers" may be introduced
if there are several side conditions. To find the critical points of
j(x,y,z),
subject to the conditions
¢l(X,y,Z) = 0 and (4)
form the function

F(X,y,Z,A I ')'2) =j(X,y,Z) + )'I<PI(X,y,Z) + )'2<P2(X,y,Z)
and find the critical points of F as a function of the five variables x, y, Z,
AI, and }'2.
We exhibit the method by working three examples.
EXAMPLE I. Find the minimum of the function

f(x,y) = x 2 + 2y 2 + 2xy + 2x + 3y,
subject to the condition that x and y satisfy the equation
x2 - y = I.
SOLUTION. We form the function

F(x,y, i.) = (x 2 + 2y 2 + 2xy + 2x + 3y) + A(x 2 - Y - I).
Then
Fx = 2x + 2y + 2 + 2x), = 0,
Fy = 4y + 2x + 3 - A = 0,
F1 = x 2 - Y - I = O.
Substituting y = x 2
- I in the first two equations, we get
x +x 2
- I + I + Ax = 0, 4x 2 - 4 + 2x + 3 = I,.
Solving,. we obtain
x=O, y= -I, )~ = -1,
or
x= -t, y = 7
- 1 6' ,1= -to
Evaluatingfat these points, we find that a lower value occurs when x = -t
y = - 176. From geometrical considerations we conclude thatfis a minimum
at this value.
REMARKS. We could have solved this problem as a simple maximum and

minimum problem by substituting y = x 2 - I in the equation for f and
finding the critical points of the resulting function of the single variable x.
However, in some problems the side condition may be so complicated that
we cannot easily solve for one of the variables in terms of the others, although
it may be possible to do so theoretically. It is in such cases that the power
of the method of Lagrange multipliers becomes apparent. The system of
equations obtained by setting the first derivatives equal to zero may be
solvable even though the side condition alone may not be. The next example
ill ustrates this point.
EXAMPLE 2. Find the critical values of

j(x,y) = x 2 + y2, (5)
subject to the condition that
x 3 + y3 - 6xy = O. (6)
SOLUTION. We form the function

F(x,y, A) = x 2 + y2 + A(X 3 + y3 - 6xy)
and obtain the derivatives
F" = 2x + 3x 2), - 6y), = 0,
~. = 2y + 3y 2A -
6XA = 0,
F). = x + y3 - 6xy = O.
3
Solving simultaneously, we find from the first two equations that

-2x
;. = 3x 2 - 6y' and X(3y 2 - 6x) = y(3x 2 - 6y).
The equations
x 2y _ xy2 + 2x 2 - 2y 2 = 0,
may be solved simultaneoulsy by a trick. Factoring the first equation, we
see that
(x - y)(2x + 2y + xy) = 0
and x = y is a solution. When x = y, the second equation yields
2x 3 - 6x 2 = 0, X = 0, 3.
We discard the complex valued solutions obtained by setting 2x + 2y + xy
= O. The values x = 0, y = 0 clearly yield a minimum, while from geometric
considerations (Fig. 4-22), the point x = 3, y = 3 corresponds to a relative
----"~f-~-----x
Fig. 4-22
maximum. There is no true maximum of j; since x 2 + )/ (the square of the

distance from the origin to the curve) grows without bound if either x or y
does.
Note that it is not easy to solve Eq. (6) for either x or y and substitute
in (5) to get a function of one variable. Therefore the methods of one-
dimensional calculus are not readily usable in this problem.
The next example illustrates the technique of Lagrange multipliers when
there are two side conditions.
EXAMPLE 3. Find the minimum of the function

f(x,y, z, t) = x 2 + 2y 2 + Z2 + /2,
x + 3y - z + / = 2, (7)
2x - y + z + 2/ = 4. (8)
SOLUTION. We form tbe function
F(x, y, z, t, i'l' )'2) = (x 2 + 2)'2 + Z2 + (2) + i'l (x + 3y - z +t- 2)
+ ;'2(2x - y + z + 2/ - 4).
We have
F;. = 4y + 3A 1 - )'2 = 0, F";., = x + 3y - z + / - 2 = 0,

F, = 2z - )'1 + )'2 = 0, FI. 2 = 2x - y + z + 2/ - 4 = O.
Solving these six linear equations in six unknowns is tedious but routine.
We obtain
z = ~~, / = ~~.
The corresponding values of ), 1 and )'2 are: 1. 1 = - 26/69, )'2 = - 54/69.
The validity of the method of Lagrange multipliers hinges on the ability

to solve an equation for a side condition such as
¢(x,y,z) = 0 (9)
for one of the unknowns in terms of the other two. Theorems which state
when such a process can be performed (theoretically, that is, not actually)
are called implici/ Junc/ion /heorems and are established in Chapter 9.
We now show that the method of Lagrange multipliers is valid.
Theorem 12 (Lagrange Multiplier Method). Suppose that j(x, y, z) subjec/ 10

/he side condition
</>(x,y,z) =0 (10)
has a critical point at (xo,yo,zo). If </>z(xo,yo,zo) =f:. 0 so that (10) can be
solved for z in terms of x and y, then (x o ,Yo, zo) is a critical point of
F(x,y,z,A.) =f(x,y,z) + A.</>(x,y,z).
PROOF. We solve (10) for z in terms of x and y and write the function z =
g(x,y). Next, we set
H(x,y) =JIx,y,g(x,y)],
and we note that H has a critical point at (xo,Yo). Therefore
H x = j~ + j;gx = 0, Hy = j~ + j;gy = o. (II)
But, by differentiating (11) implicitly, we obtain
oz </>x oz </>y
ax = gx = - </>z' oy = gy = - </>z' (12)
[since </>z =f:. 0 near (x o,Yo, zo)]. Substituting (12) into (II), we find
and
We add to these equations the obvious identity
Iz -
j; -
</>z </>z - 0,
and then we set A. o = - j;(x o ,Yo, zo)/</>z(x o ,Yo, zo). In this way we obtain
at (x o ,Yo, zo) the equations
Ix + AO</>x = 0, /y + Ao</>y = 0, j; + Ao</>z = 0, </> = 0,
which are just the equations satisfied at a critical point of F = f + ),</>.
The proof when there are more side conditions is similar but somewhat
more complicated.
PROBLEMS
Solve the following problems by the method of Lagrange multipliers.

1. Find the minimum of j{x, y, z) = x 2 + y2 + Z2 subject to the condition that
x + 3y - 2z = 4.
2. Find the minimum of f(x,y, z) = 3x
2 + 2y 2 + 4z 2 subject to the condition that
2x + 4y - 6z + 5 = O.
3. Find the minimum of j(x,y, z) = x
2 + y2 + Z2 subject to the condition that
ax + by + cz = d.
4. Find the minimum of f(x,y, z) = ax 2 + by 2 + cz 2 subject to the condition that

dx + ey + gz + h = 0 (a, b, c positive).
Fig. 4-23
5. Find the minimum of f(x,y,;;) = x 2 + y2 + ;;2 if(x,y,;;) is on the line of intersec-

tion of the planes
x + 2y + z - I = 0, 2x - y - 3;; - 4 = O.
6. Find the minimum of f(x,y,z) = 2x 2 +)'2 + 3;;2 if (x,y,;;) is on the line of

intersection of the planes
2x +J - 3;; = 4, x - y + 2;; = 6.
7. Find the points on the curve x 2
+ 2xy + 2y 2 = 100 which are closest to the origin.
8. Find the relative maxima and minima of the function
f(x,y,z) = x 3 + y3 + Z3
where (x, J, z) is on the plane x + y + ;; = 4.
9. Find the dimensions of the rectangular box, open at the top, which has maximum
volume if the surface area is 12. (Compare with Example 3, page 262.)
10. A tent is made in the form of a cylinder surmounted by a cone (Fig. 4-23). If the
cylinder has radius 5 and the total surface area is 100, find the height H of the
cylinder and the height II of the cone which make the volume a maximum.
II. A container is made of a right circular cylinder with radius 5 and with a conical
cap at each end. If the volume is given, find the height H of the cylinder and the
height II of each of the conical caps which together make the total surface area as
small as possible.
12. Find the minimum of the function

f(x,)',;;, t) = x2+ y2 +;;2 + {2
subject to the condition 3x + 2y - 4z + (= 2.

f(x,y,;;,t) = x2+ y2 +;;2 + (2
x +y - ;; + 2{ = 2, 2x - Y + ;: + 3/ = 3.
f(x,y, z, I) = 2x 2 + y2 + Z2 + 2{2

x + y + z + 2t = I, 2x +y - z + 4/ = 2,
x - y + z - t = 4.
15. Find the points on the curve x 4 + y4 + 3xy = 2 which are closest to the origin;
find those which are farthest from the origin.
16. Find three critical points of the function x 4 + y4 + Z4 + 3xyz subject to the
condition that (x,y, z) is on the plane x + y + z = 3. Can you identify these
points?
17. Work Exercise 22 of Section II by the method of Lagrange multipliers.
18. Find the dimensions of the rectangular parallelepiped of maximum volume with
edges parallel to the axes which can be inscribed in the ellipsoid
X2 y2 Z2 }
E= { (x,y,Z):2+2+2= I .
abc
19. If the base of an open rectangular box costs three times as much per square cm
as the sides, find the dimensions of the box of largest volume which can be made
for D dollars.
20. Find and identify the critical points of the function
j(x,y, z) = 2x 2 + y2 + Z2
subject to the condition that (x, y, z) is on the surface x 2yz = I.
21. Find the critical points of the function J(x, y, z) = x" yb z' if
x + y+ z = A,
where a, b, c, A are given positive numbers.
22. Let b I ' b 2, ... , bk be k positive numbers. Find the maximum of

J(X 1 ,X 2,··· ,xk) = b1x 1 + b 2x 2 + ... + bkxb
subject to the condition
xi + x~ + ... + xf = I.
23. Find the maximum of the function
j(x l' X2' ... , x k) = xi . X~ . . . . . xf
subject to the condition
xi + x~ + ... + xf = I.
*24. If aI' a2, ... , a k are positive numbers, prove that
(a'a · ... ·a)'/k<a l +a 2 +···+ak

12k - k .
[Hint.' Define XI' x 2, ... , Xk by the relations x; = rxa j , i = I, 2, ... , k where

rx = I/Ef=l a j • Then (*) is equivalent to the inequality
(x~ . xi· .... xD1/k :$ Ilk,

with the side condition
k
I xf = I.
i;::1
Now use Lagrange multipliers (see Problem 23).J

25. State and prove a theorem on the validity of the Lagrange multiplier method for
obtaining the critical points of the function
l(x"x 2 , · · · ,xk )
subject to the side condition rj>(x" X 2, . . . ,xk ) = O.
26. Given the quadratic function
j(x"x 2 , · · · ,x.) =
.
I GijXiXj
i,j=l
where aij' i,j = 1,2, ... , n are numbers such that G ij = aji. Write the n equations
which must be satisfied by a maximum ofIon the unit sphere in R· : x~ + xi +
.. + x~ = I. The n values of I, obtained when these equations are solved are
called eigenvalues. If n = 2 and I(x I ' x 2 ) = 2x~ + 3x, X 2 + 4xi, find the two
eigenvalues.
27. A manufacturer makes three types of automobile tires labeled A, B, and C. Let x,
y, and z be the number of tires made each day of types A, B, and C, respectively.
The profit on each tire of type A is $2, on type B it is S3, and on type C it is $5.
The total number of tires which can be produced each day is subject to the con-
straint 2x 2 + y2 + 3z 2 = 500. Find how many tires of each type should be
produced in order to maximize profit.
13. Exact Differentials

In Section 7 we saw that the total differential of a functionf(x, y) is given by
df= Of
ux
dx + Of dy.
uy
(I)
The quantity df is a function of four variables, since oj/ax and of/oy are
functions of x and y and dx and dy are additional independent variables.
Expressions of the form
P(x,y)dx+ Q(x,y)dy
occur frequently in problems in engineering and physics. It is natural to
ask when such an expression is the total differential of a function f For
example, if we are given
(3x 2 + 2y) dx + (2x - 3y 2) dy,
we may guess (correctly) that the function f(x, y) = x 3 + 2xy - y3 has the
above expression as its total differential, df On the other hand, if we are

given
(2x 2 - 3y)dx + (2x - y3)dy, (2)
then it can be shown that there is no functionfwhose total differential is the
expression (2).
Definition. If there is a function f(x, y) such that

df= P(x,y)dx + Q(x,y)dy
for all (x,y) in some region and for all values of dx and dy, we say that
P(x,y)dx+ Q(x,y)dy
is an exact differential. If there is a function F(x, y, z) such that
dF= P(x,y,z)dx + Q(x,y,z)dy + R(x,y,z)dz
for all (x,y, z) in some region and for all values of dx, dy, and dz, we say that
P dx + Q dy + R dz is an exact differential. For functions with any number
of variables the extension is immediate.
The next theorem gives a precise criterion for determining when a differ-
ential expression is an exact differential.
Theorem 13. Suppose that P(x,y), Q(x,y), oP/oy, oQ/ox are continuous in
a rectangle S. Then the expression
P(x,y)dx+ Q(x,y)dy (3)
is an exact differential for (x, y) in the region S if and only if
for all (x,y) in S. (4)
PROOF. The theorem has two parts: we must show (a), that if (3) is an exact
differential, then (4) holds; and (b), that if (4) holds, then the expression (3)
is an exact differential.
To establish (a) we start with the assumption that there is a function f
such that
df= Pdx + Qdy,
and so of/ox = P(x,y) and of/oy = Q(x,y). We differentiate and obtain
o2f oP o2f oQ
- and -
oyox - oy oxoy - ox'
Now Theorem 7, page 244, which states that the order of differentiation is
immaterial, may be invoked to conclude that (4) holds.
(a, y) (x, y)
[]
(a, b) (l', b)
-;;0+---------- x
Fig. 4-24
To prove (b) we assume that (4) holds, and we must construct a function
f such that df is equal to the differential expression (3). That is, we must
find a functionfsuch that
of of
ox = P(x,y) and oy = Q(x,y). (5)
Let (a, b) be a point of S; suppose we try to solve these two partial differ-
ential equations for the function f We integrate the first with respect to x,
r
getting
f(x,y) = C(y) + P(~,y)d~

where, instead of a "constant" of integration, we get a function of the
remaining variable. Letting x = a, we find thatf(a,y) = C(y), and we can
r
write
f(x,y) =f(a,y) + P(~,y)d~. (6)
Setting x = a in the second equation of (5) and integrating with respect
r
to y, we obtain
f(a,y) = Ct + Q(a,'1)d'l;
letting y = b, we see that C 1 = f(a, b) and we conclude that
j(a,y) =f(a,b) + f Q(a,'1)dl].
Substitution of this expression for f(a,y) into the equation (6) yields (Fig.
r
4-24)
f(x,y) = f(a,b) + f: Q(a, '1)d'l + P(~,y)df,. (7)
We may repeat the entire process by integrating with respect to y first and
with respect to x second. The three equations are
f(x,y) = j{x,b) + J: Q(x,lJ)dlJ,
j{x,b) =f(a,b) + f P(~,b)d~,

and
j{x,y) =f(a,b) + f P(~,b)d~ + J: Q(x,lJ)dlJ· (8)
The two expressions for f given by (7) and (8) will be identical if and only
if (after subtraction) the equation
f [P(~,y) - P(~,b)]d~ = J: [Q(x,lJ) - Q(a,IJ)]dlJ (9)
holds. To establish (9), we start with the observation that
P(~,y) _ P(~,b) = r oP(~,

y
Jb oy
IJ) dlJ = r oQ(~,IJ)
y
Jb ox
dlJ,
where, for the first time, we have used the hypothesis that oP/oy = oQ/ox.
Therefore, upon integration,
f [P(~,y) - P(~,b)]d~ = f[J: oQ~~'IJ) dIJJd~.

It will be shown in Chapter 5, Section 3, that the order of integrations in
r[1"
the term on the right may be interchanged, so that
f [P(~,y) P(~,b)]d~ = oQ~~'IJ) d~J dlJ

r
-
= [Q(x,lJ) - Q(a,IJ)]dlJ.
But this equality is (9) precisely; the theorem is established when we observe
that as a result of (7) or (8), the relations
of =P and
ox
hold.
The proof ofTheorem 13 contains in it the method for finding the function
fwhen it exists. Examples illustrate the technique.
EXAMPLE I. Show that

(3x 2 + 6y) dx + (3y 2 + 6x) dy
is an exact differential, and find the function f of which it is the total
differential.
SOLUTION. Setting P = 3x 2 + 6y, Q = 3y 2 + 6x, we obtain
so that P dx + Q dy is an exact differential. We write (as in the proof of the

theorem)
j~ = 3x
2
+ 6y
and integrate to get
f= x 3 + 6xy + C(y).
We differentiate with respect to y. We find
1;, = 6x + C(y),
and this expression must be equal to Q. Therefore
6x + C(y) = 3y 2 + 6x or
Thus
f(x,y) = x 3 + 6xy + y3 + C!.
A constant of integration will always appear in the integration of exact
differentials.
EXAMPLE 2. Show that

(eX cosy - eYsinx)dx + (eYcosx - eXsiny)dy
is an exact differential, and find the functionfofwhich it is the differential.
SOLUTION. Setting P = eXcosy - e}'sinx, Q = eYcosx - eXsiny, we have
ap x . Y . aQ
- = - e Sill y - e Sill x = - ,
ay ax
and the differential is exact. Integratingfx = P, we get
f(x,y) = eXcosy + eYcosx + C(y). (10)
Differentiating (10) with respect to y, we find

1;, = -eXsiny + eYcosx + C(y) = Q = eYcosx - eXsiny.
Therefore, C(y) = 0 and C is a constant. The functionfis given by

f(x,y) = eXcosy + eYcosx + C.
The next theorem is an extension of Theorem 13 to functions of three
variables.
13. Exact DifTerentials 279
Theorem 14. Suppose /hat P(x,y,z), Q(x,y,z), R(x,y,z) are eOnlinuous on

some ree/angular parallelepiped S. Then
P(x,y,z)dx + Q(x,y,z)dy + R(x,y,z)dz
is an exae/ differen/ial on S if'and only if'
ap aQ aR ap aQ aR
ay ax' ax az' az ay'
1/ is assumed /hat all/he abo/;e par/ial derivatives are eon/inuousfune/ions of

(x,y,z) on S.
The proof of this theorem follows the lines (and uses the proof) ofTheorem
13.
The next example shows how to integrate an exact differential in three
variables.
EXAMPLE 3. Determine whether or not

(3x 2 - 4xy + Z2 + yz - 2)dx + (xz - 6y 2 - 2x 2 )dy
+ (9z 2 + 2xz + xy + 6z)dz
is an exact differential and, if so, find the functionf of which it is the total
differential.
SOLUTION. Setting P, Q, R equal to the coefficients of dx, dy, and dz, respec-
tively, we obtain
P,. = -4x +z= Qx,
= 2z + Y =
Pz Rx '
Qz = x = R y •
Therefore P dx + Q dy + R dz is an exact differential, and we proceed to
find! Writingj, = P, we integrate to get
lex, y, z) = x3 - 2x 2 y + xz 2 + xyz - 2x + C(y, z).
We differentiate with respect to y:
j;.(x,y, z) =- 2x 2 + xz + Cy(y, z) = Q = xz - 6y 2 - 2x 2 .
Hence
C/y, z) = - 6y 2
and, upon integration with respect to y,
C(y, z) = - 2y 3 + C, (z).
We may write
j(x,y,Z) = X 3 - 2x 2 y + XZ 2 + xyz - 2x - 2y 3 + C\(z),

and we wish to find C\(z). We differentiatejwith respect to z:
j~ = 2xz + xy + C;(z) = R = 9z 2 + 2xz + xy + 6z.
We obtain
C;(z) = 9z 2 + 6z and
Therefore
j(x,y, z) = x 3 - 2y 3 + 3z 3 - 2x 2 y + xz 2 + xyz + 3z 2 - 2x + C2 •
PROBLEMS
In each of Problems I through 18, determine which of the differentials are exact. In
case a differential is exact, find the functions of which it is the total differential.
I. (x 3 + 3x 2y) dx + (x 3 + y3) dy 2. (2x + 3y)dx + (3x + 2y)dy
3. (2Y- DdX + (2X + ~)dY
7. 2xe X'sinydx + eX'cosydy

8. (ye Y + 3x 2)dx + (xe xy - cosy)dy
xdy-ydx 0
9. 2 2' X >
X +Y
2
x
10. (2x logy) dx + -dy, y> 0
Y
II. (x + cosxtany)dx + (y + tan x cos y) dy
12. !e 2X!Ydx - ~e2XIY(y + 2x)dy
y y3
2
3x
13. (3x 2 1ogy - x 3)dx + -dy
y
14. xdx
.J x 2 + y2
+(.J y
x 2 + y2
-2)dY
15. (2x - y + 3z)dx + (3y + 2z - x)dy + (2x + 3y - z)dz

16. (2xy + z2)dx + (2yz + x 2)dy + (2xz + y2)dz
17. (eXsinycosz)dx + (eXcosycosz)dy - (eXsinysinz)dz
*19. a) Given the differential expression

Pdx + Qdy + Rdz + Sdl,
where P, Q, R, S are functions of x, y, Z, I, state a theorem which is a plausible
generalization of Theorem 13 in order to decide when the above expression is
exact. (b) Use the result of part (a) to show that the following expression is exact.
Find the functionfof which it is the total differential.
(3x 2 + 2z + 3)dx + (2y - 1 - 2)dy + (3z 2 + 2x)dz
+ (4 - 31 2 - y)dl.
*20. Prove Theorem 14.
*21. Ifw = P(x,y,z)dx + Q(x,y,z)dy + R(x,y,z)dz, define

dw = (ap _ aQ ) dxdy + (ap _ ~R) dxdz + (a Q _ aR) dydz.
ay ox \aZ ox az oy
Verify that if w is an exact differential so that w = df, then Theorem 14 states that
d(df) = o. Now by analogy state a formula for dw if w = L~=l P,(x l' x 2 , ••• ,
xk)dx j • Under what conditions is dw = O?
r [r
22. Let f(x) , g(y) be arbitrary integrable functions. Show that
~f(X) + g(ry) d~ dx + f(O d~ + Xg(y~ dy

is an exact differential. If f(x), g(y), h(z) are integrable, generalize the above
result to functions of three variables.
It may happen that the expression P(x,y) dx + Q(x,y) dy is not exact but that a function
l(x,y) can be found so that l(x, y) [P(x,y) dx + Q(x,y) dyJ is an exact differential. The
function 1 is called an integrating factor. In each of Problems 23 through 25, show that
the function I is an integrating factor. Then find the function f which yields the total
differential.
23. (xy+x 2 + l)dx+x 2 dy, 1= I(x
~4. xdy - ydx - 2x logydy, 1 = l(x 2

2
25. (2 - xy)ydx + (2 + xy)x dy, 1 = l(x 2 y2
In the left side of the differential equation of the form P(x, y) dx + Q(x,y) dy = 0 is an
exact differential and if f(x,y) is the function which yields the total differential, then
f(x,y) = c where c is any constant is the general solution of the equation. In each of
Problems 26 through 28, solve the differential equation by first finding an integrating
factor and then determining the function!
26. ye- x / y dx - (xe- x / y + y3) dy = 0
27. xdx + ydy + (x + y2)(ydx -

2
xdy) = 0
28. xdy - (y +x 3
e )dx = 0
2X
r
B(e, d)
c
A(a, b)
nt------------. x Fig. 4-25
14. Definition of a Line Integral

Let C be an arc in the plane extending from the point A(a, b) to the point
B(c,d), as shown in Fig. 4-25. Suppose thatf(x,y) is a continuous function
defined in a region which contains the arc C in its interior. We make a
decomposition of the arc C by introducing n - I points between A and B
along C. We label these points PI' P2 , . . . , Pn - 2 , Pn - I , and set A = Po,
B = Pn . Denote the coordinates of the point Pi by (xj,y;), i = 0, 1,2, ... , n.
(See Fig. 4-26.) Between each two successive points of the subdivision we
select a point on the curve. Call these points QI' Q2, ... , Qn' and denote
the coordinates of Qi by (~j, '1), i = 1,2, ... , n. This selection may be made
in any manner whatsoever so long as Qj is on the part of C between Pi - I
and Pi (Fig. 4-27).
We form the sum
or, written more compactly,

n n
I
j=1
j(~i' 1J;}(X i - Xi-I) == I
;=1
f(~i' '1) ~iX, (I)
We define the norm of the subdivision Po, PI' P2 , . . . , Pn of the curve C

to be the maximum distance between any two successive points of the
subdivision. We denote the norm by II~II.
Definition. Suppose there is a number L with the following property: for

each /; > 0 there is a 11 > 0 such that
P n - [(Xn-I, Yn-I) ---..

Pn(Xn,Yn)=B
P n-2(Xn-2, Yn-2)
Fig. 4-26
14. Definilion of a Line Inlegral 283
Fig. 4-27
Ii~ fR, 1]i)(Xi - Xi-I) - LI < e

for every subdivision with 11L111 < {) and for any choices of the (~i' 11;) as
described above. Then we say that the line integral of f with respect to x
al~ng the curve C exists and its value is L. There are various symbols for
r
this line integral such as
f/(X,Y)dX and (C) f(.v:,y)dx. (2)
Note that the value of the integral will depend, in general, not only onjand
the points A and B but also on the particular arc C selected. The number L
is unique if it exists at all.
The expression (I) is one of several types of sums which are commonly
formed in line integrations. We also introduce the sum
n
I
;=1
j(C 1J;)(Yi - Yi-l)
in which the points (~i' '1;) are selected as before. The limit, if it exists (as
r
II L111 --+ 0), is the line integral
(C) j(x, y) dy, (3)
and will generally have a value different from (2).

If the arc C happens to be a segment of the X axis, then the line integral
Ie
r
j(x, y) dx reduces to an ordinary integral. To see this we note that in the
approximating sums all the lJi = O. Therefore we have
(C) j(x,y) dx = f j(x, 0) dx.
On the other hand, when C is a segment of the x axis, the integral lex, y) dy Ie
always vanishes, since in each approximating sum Yi - Yi-l = 0 for every i.
Simple properties of line integrals, analogous to those for ordinary
integrals, may be derived directly from the definition. For example, if the
arc C is traversed in the opposite direction, the line integral changes sign.
That is,
(C) r f(x,y)dx = -(C) r f(x,y)dx.
If C, is an arc extending from A 1 to A z and C z is an arc extending from

A z to A 3 , then
2 3 3
(C 1 ) fA f(x,y)dx + (C z) fA f(x,y)dx = (C l U C z) fA f(x,y)dx, (4)
Al Az AI
where the symbol C l U C z has the obvious meaning. As in the case of ordinary
integrals, line integrals satisfy the additive property:
LU(X,y) + g(x,y)]dx = Lf(X,y)dX+ Ig(X,y)dx.
Statements similar to those above hold for integrals of the type f(x,y) dy. Ie
There is one more type of line integral which we can define. If the arc C
and the functionf are as before and if s denotes arc length along C measured
from the point A to the point B, we can define the line integral with respect
r
to the arc length s. We use the symbol
(C) f(x,y)ds
for this line integral. If C is given in the form y = g(x), we use the relation
ds = [I + (g'(x»Z] liZ dx to define:
(C) f8 f(x,y)ds = (C) f8 f[x,g(xnJI + (g'(x)fdx,
A A
r r
in which the right-hand side has already been defined. If the curve C is in
the form x = h(y), we may write
(C) f(x,y)ds = (C) flh(y),y]JI + (h'(y»Zdy.

If C is in neither the form y = g(x) nor the form x = h(y), it may be broken
up into a sum of arcs, each one of which does have the appropriate functional
behavior. Then the integrals over each piece may be calculated and the
results added.
For ordinary integrals there is a simple theorem to the effect that if a
function f is continuous on an interval [a, b], then it is integrable there. It
can be shown that iff(x,y) is continuous and if the arc C is rectifiable (has
finite length), then the line integrals exist. We shall consider throughout only
functions and arcs which are sufficiently smooth so that the line integrals
always exist. It is worth remarking that if C consists of a collection of smooth
arcs joined together (Fig. 4-28), then because of (4) the line integral along C
exists as the sum of the line integrals taken along each of the pieces.
Line integrals in three dimensions may be defined similarly to the way
they were defined in the plane. An arc C joining the points A and B in
three-space may be given either parametrically by three equations,
Fig. 4-28
x = x(t), y = y(t), z = z(t),

or, in some cases, nonparametrically by two equations,
z = g2(X).
If f(x, y, z) is a function defined along C, then a subdivision of the arc C
leads to a sum of the form
n
I f(~i' "Ii' O(X

i=1
j - Xi-I)
which, in turn, is an approximation to the line integral
{f(X,y,Z)dX.
Line integrals such as Scf(x,y,z)dy, Scf(x,y,z)dz and Scf(x,y,z)ds are

defined similarly.
15. Calculation of Line Integrals

In the study of integration of functions of one variable, the definition of
integral is fairly worthless as a tool for finding the value of any specific
integral. The methods actually employed for performing integration use
the properties of integrals, special formulas for antiderivatives, and other
devices.
The situation with line integrals is similar. In the last section we defined
various types of line integrals, and now we shall exhibit methods for calcu-
lating the value of these integrals when the curve C and the function fare
given specifically. It is an interesting fact that all such integrals may be
reduced to ordinary integrations of the type we have already studied. Once
the reduction is made, the problem becomes routine and all the formulas
we learned for evaluation of integrals and tables of integrals may be used.
The next theorem, stated without proof, establishes the rule for reducing
a line integration to an ordinary integration of a function of a single variable.
Theorem 15. Let C be a (directed) rectifiable arc given in the form

C = {(x,y): X = x(t), y = y(t), to ~ Y ~ td, (I)
so that the point A(a, b) corresponds to to, and B(c, d) corresponds to t 1 .
Suppose f(x, y) is a continuous function along C, and x'(t), y'(t) are
continuous. Then
8(0,4)
.1(-1,2)
I
-=t+-t- x
Fig. 4-29
(C)
f
8
A
j(x,y)dx = f"
'0
fIX(/),y(t)JX'(/)dl,
(C)
f
8
A
f(x,y)dy = f" j[X(t),Y(I)Jy'(t)dl,
to
ft, f[X(t),y(t)JJ<!'(I»2 + (Y'(/»2dl.
f
8
(C) f(x,y)ds=
A '0
A similar theorem is valid for line integrals in three-space.
Corollary. If Ihe arc C is in Ihe form y = g(x), Ihen
(C) ff(X,y)dx = ffIX,9(X)]dx.
For, if y = g(x), then x may be used as a parameter in place of 1 in (1) and

the corollary is a restatement of the theorem. Similar statements may be
made if C is given by an equation of the type x = h(y).
EXAMPLE I. Evaluate the integrals
L 2
(x - y2)dx - Ie 2xydy
where C is the arc (Fig. 4-29):
C={(x,y):x=12-1, y=/ 2 +1+2, 0;5;1;5; I}.
SOLUTION. According to Theorem 15, we compute

X'(/) = 2/, y'(t) = 21 +I
and make the appropriate substitutions. We get
Ie (x 2 - y2)dx = f [(t2 - 1)2 - (/ 2 + I + 2)2J. 21dl,
-L 2xydy = -2 f(/ 2 - 1)(/ 2 + 1+ 2)(21 + I)dl.
Multiplying out the integrands, we find

Ie (X 2 - y2)dx = 2 r (-2t 3 - 7t 2 - 4t - 3)tdt,
-21 xydy = -2 f (t
4
+ t3 + t 2 - t - 2)(2t + l)dt.
The integration is now routine, and the final result is
Ie [(x 2 - y2)dx - 2xydy] = -2 f (2t 5 + 5t 4 + lOt 3 + 3t 2 - 2t - 2)dt
11
-3'
EXAMPLE 2. Evaluate the integral
1 (x 2 - 3xy + y3)dx
where C is the arc
C={(x,y):y=2x 2, 0:::; x:::; 2}.
r
SOLUTION. We have
Ie (x 2 - 3xy + y3) dx = 2
[x 2 - 3x(2x 2) + (2X )3] dx
= [x ~X4 + ~X7J 2= 2624.

3
_
3 2 7 0 21
EXAMPLE 3. Evaluate
where C is the arc

C={(x,y):y=JX, 0:::;x:::;6}.
SOLUTION. We have
-
d s- JI + (d- y )2 d x--
dx
- --
4x d x
2
If¥+ x '
and therefore
r ds = 21 Jof6 JX -j-
J/ ~ I f6
xx- dx = 8 Jo y'I + 4xd(l + 4x)
r;-:-;-
= [l. ~(l +
8 3
4X)3/2]6
0
=~.
3
Fig. 4-30
The next example shows how we evaluate integrals when the arc C consists
of several pieces.
EXAMPLE 4. Evaluate
L [(x + 2y)dx + (x 2 - y2)dy],
where C is the line segment C 1 from (0,0) to (1,0) followed by the line
segment C 2 from (1,0) to (I, I) (Fig. 4-30).
SOLUTION. Along C 1 we have x = x, y = 0, 0 ~ x ~ I, so dy = 0, and

r
JC
[(x + 2y)dx + (x 2 _ y2)dy] = r
Jo
1
xdx =~.
1
Along C 2 we have x = I, Y = y, and so dx = O. We obtain

r
JC
[(x + 2y)dx + (x 2 _ y2)dy] = r
Jo
1
(l - y2)dy =~.
2
Therefore
Jcr [(x + 2y)dx + (x 2 - y2)dy] =

127
2" +"3 = 6'
EXAMPLE 5. Evaluate the integral of Example 4 where the arc C is now the
line segment C3 from (0,0) to (I, I). (See Fig. 4-30.)
SOLUTION. Along C3 we have y = x, and so dy = dx. Therefore
r
JG
[ex + 2y)dx + (x 2 - y2)dy] =
1
r1
3xdx =~.
The next example illustrates the method for evaluation of line integrals
in three space.
EXAMPLE 6. Evaluate the integral

1 [(x 2 + y2 - z2)dx + yzdy + (x - y)dz]
where C is the arc

C={(x,y,z):x=t 2 +2, y=2t-l, z=2t 2 -t, O:s:t:s:l}. (2)
SOLUTION. We substitute for x, y, z from (2) and insert the values dx = 2t dt,
= 2dt, dz = (4t - l)dl, to obtain
f
dy
{[(t 2 + 2)2 + (2t - 1)2 - (2t 2 - t)2]2tdt + (2t - 1)(2t 2 - t)2dl

+ (t 2 - 21 + 3)(4t - l)dt}.
Upon multiplying out all the terms and performing the resulting routine
integration we get the value 263/30.
PROBLEMS
In each of Problems I through 10, evaluate Ie (P dx + Q dy) and draw a sketch of the
arc C.
1. Ie [(x + y) dx + (x - y) dy] where C is the iine segment from (0,0) to (2, i).
2. Ie [(x + y) dx + (x - y) dy] where C consists of the line segment from (0,0) to

(2,0) followed by that from (2,0) to (2, I).
3. Ie [(x 2
- 2y) dx + (2x + y2) dy] where C is the arc of y2 = 4x - 1 going from
(t, -I) to (i, 2).
4. Ie [(x 2 - 2y) dx + (2x + y2) dy] where C is the line segment going from (!, - I) to
(i,2).
5. Ie [y dx + (x 2 + y2) dy] where C is the arc of the circle y = .,J 4 - x 2 from ( - 2, 0)

to (0,2).
6. Ie [y dx + (x 2 + y2) dy] where C consists of the line segment from ( - 2, 0) to (0,0)
followed by that from (0,0) to (0,2).
7.f(e .J~dX+~dY)
+
x 2 - y2 4x y
where C is the arc y = t x from (0,0) to (2,2).

2
Jcr(.J x 2x -
2
8.
y2
dx +~dY)
4x + y
where C consists of the iine segment from (0,0) to (2,0), followed by the line
segment from (2,0) to (2,2).
9. f( -
e x.,J x 2 _ y2
Y dx + 1
,j x 2 _ y2
dY)
where C is the arc of x 2 - y2 = 9 from (3,0) to (5,4).

! 0. Same integral as in Problem 9, where C consists of the line segment from (3,0) to
(5,0), followed by the line segment from (5,0) to (5,4).
II. Calculate Se.J x + (3y)5/3 ds where C is the arc y = tx 3 going from (0,0) to (3,9).
12. Calculate Ie.J x + 3y ds where C is the straight line segment going from (0,0) to
0,9).
13. Calculate Se y2 sin 3 x,J I + cos 2 Xds where C is the arc y = sin x going from (0,0)
to (n/2, I).
14. Calculate Se(2x 2 + 3y 2 - xy)ds where C is the arc
x = 3COSI}
y = 3sin 1 '
15. Calculate Sex2ds where C is the arcx = 2y3/ 2 going from (2, I) to (16,4).
16. Calculate Se [(x 2 + y2) dx + (x 2 - y2) dy] where C is the arc
C={(x,y):x=1 2 +3, y=I-I, 1:'£1:'£2}.
17. Calculate Se [sin x dy + cos y dx] where C is the arc

C={(x,y):x=1 2 +3, y=21 2 _1, 0:'£1:'£2}.
18. Calculate Se [(x - y) dx + (y - z) dy + (z - x) dz] where C is the line segment

extending from (I, - 1,2) to (2, 3, I).
19. Calculate Se [(x 2 - y2) dx + 2xz dy + (xy - yz) dz] where C is the line segment
C={(x,y,z):x=21-1, y=I+I, z=I-2, 0:'£ 1:,£ 3}.

20. Calculate Se[(x-y+z)dx+(y+z-x)dy+(z+x-y)dz] where C consists
of straight line segments connecting the points (I, - 1,2), (2, - 1,2), (2,3, 2), and
(2,3, I), in that order.
21. Calculate
where C is the arc x = 21, Y = 21

f e
x dx + y dy + z dz
+
x 2 + y2 + z2
I, z = 12 + I, joining the points (0, 1,0) and

(2,3,2).
22. Same as Problem 21, where C is the straight line segment joining (0,1,0) and
(2,3,2).
23. Evaluate
where C is the closed curve

f ydx + xdy
e ,Jx 2 + y2
C={(X,y):X=COSI, y=sinl, -n:'£l:'£n).

24. Evaluate
+ xdy
J
-ydx
e ,Jx 2 + y2
where C is the same curve as in Problem 23.
(C) r
25. Write out a proof of the formula
(f + g)dx = (C) r r fdx + (C) gdx.
r
26. Suppose If(x,y)1 ~ M for all points (x,y) on an arcC. If C is of length L, establish
the inequality
I(C) f(x,y)dsl $ ML.
27. Suppose a closed curve C consists of the segme:lt L = {(x,y): a ~ x ~ b,y = O}

and the arc K = {(x, y) : y = f(x), a ~ x ~ b} where the endpoints of K are at
(a,O) and (b,O) and where f(x) ~ O. Show that the area enclosed by C is given by
J
(C) x dy where the integral is taken counterclockwise. Extend ,he result to a
general closed curve C.
28. Letf(x,y) have continuous first derivatives in a region containing a smooth arcC
r
with endpoints A(xo,yo), B(x, ,y,). Show that
(C) [fxdx + f"dy] =f(x"y,) - f(xo,yo)·
[Hint: Assume C is given parametrically by C = {(x,y): x = X(/), Y = y(l),

Then define t/J(/) = f[x(l),y(l)] and use the Chain Rule.]
10 ~ I ~ I,}.
29. Suppose that f is a vector function in the plane. That is, f(x, y) = P(x,y)i + Q(x,y)j.
Define the vector differential dv = (dx)i + (dy)j. Then it is natural to define
(C) If. dv = (C) Il Pdx + Qdy].

If g(x,y) is a scalar function which has two derivatives, show that
(C) fVg.dV = 0
if (C) is a smooth closed curve. [Hint: Recall the theorem on exact differentials or
use the result in Problem 28.]
16. Path-Independent Line Integrals

In general, the value of a line integral depends on the integrand, on the two
endpoints, and on the arc connecting these endpoints. However, there are
special circumstances when the value of a line integral depends solely on the
integrand and endpoints but not on the arc on which the integration is
performed. When such conditions hold, we say that the integral is independent
of the path. The next theorem establishes the connection between path-
independent integrals and exact differentials. (See Section 13.)
Theorem 16. Suppose that P(x,y)dx + Q(x, y) dy is an exact differential.

That is, there is afunctionf(x,y) with
df= Pdx + Qdy.

Let C be an arc given parametrically by
x = x(t), y = yet), to ~ t ~ II
where x'(t), y'(t) are continuous. Then
Ie (Pdx + Qdy) =f[X(ll)' y(tl)] - fIx(t o), y(t o)].

That is, the integral depends only on the endpoints and not on the arc C joining
them.
PROOF. We define the function F(t) by

F(t) = f[ x(t), y(t)],
We use the Chain Rule to calculate the derivative:
F(t) = fxx'(t) + /yy'(t)
so that
F(t) = P[x(t), y(t)]x'(t) +Q[x(t), y(t}]y'(t). (I)
Integrating both sides of (I) with respect to t and employing Theorem 15,
we conclude that
F(t I) - F(t o) = I (P dx + Q dy).

The result follows when we note that
and
Corollary. If P dx + Q dy + R dz is an exact differential, then
Ie (Pdx + Qdy + R dz) = JIX(ll)' y(ll), z(t 1)] - f[x(to), y(t o), z(to)]
where df = P dx + Q dy + R dz and the curve C is given by

C={(x,y,z):x=x(t), y=y(t), z=z(t), to~t~tl}'
I. Show that the integrand of
1
EXAMPLE
[(2x + 3y)dx + (3x - 2y)dy]
is an exact differential and find the value of the integral over any arc C going
from the point (1,3) to the point (- 2,5).
SOLUTION. Setting P = 2x + 3y, Q = 3x - 2y, we have

oP = 3 = oQ.
oy ox
By Theorem 13, the integrand is an exact differential. Using the methods of
Section 13 for integrating exact differentials, we find that
f(x,y) = x 2 + 3xy - y2 + Ct.
Therefore
Ie [(2x + 3y)dx + (3x - 2y)dy] = f( -2,5) - f(l, 3) = -52.
Notice that in the evaluation process the constant C t disappears.
EXAMPLE 2. Show that the integrand of
Ie [(3x 2 + 6xy)dx + (3x 2 - 3y 2)dy]
is an exact differential, and find the value of the integral over any arc C
going from the point (I, I) to the point (2, 3).
SOLUTION. Setting P = 3x 2 + 6xy, Q = 3x 2 - 3y 2, we have
oP _ 6 _ oQ
oy - x -a;'
Instead of finding the function f with the property that df = P dx + Q dy,
we may pick any simple path joining (I, I) and (2,3) and evaluate the integral
along that path. We select the horizontal path C 1 from (I, I) to (2, I), followed
by the vertical path from (2, I) to (2,3). The result is
r
Jc,
(3x 2 + 6x)dx + r (12 -
J~
3y 2)dy = [x 3 + 3x 2]i + [12y - y3]f = 14.
PROBLEMS
In each of Problems I through I I, show that the integrand is an exact differential and
evaluate the integral.
I. )e [(x 2 + 2y) dx + (2y + 2x) dy] where C is any arc from (2, I) to (4,2).
2. Ie [(3x + 4xy -
2
2y 2) dx + (2x 2 - 4xy - 3y 2) dyJ where C is any arc from (I, I)
to (3,2).
3. )e (eX cosy dx - eXsinydy) where C is any arc from (1,0) to (0, I).
4. Ie [V7~2 + 3) dx + (2ylog(l + x 2)- 2)dY]

where C is any arc from (0,2) to (5, I).
5. Ie [(X2 ~':.2)3/2 dx - (X2 :~.2)3;2 d]

where C is any arc from (4,3) to (- 3, 4) which does not pass through the origin.
6·1LJI +:2 + y2
dx
+ )1 + ~2 + y2 d;]
where C is any arc from (-2, - 2) to (4, I).
7. Se {[yeXY(cosxy - sin xy) + cosx] dx + [xeXY(cosxy - sin xy) + siny] dy}
where C is any arc from (0,0) to (3, -2).
8. Se[(2x-2y+z+2)dx+(2y-2x-l)dr+(-2z+x)dz]
where C is any arc from (1,0,2) to (3, - 1,4).
9. Se[(2x+y-z)dx+(-2y+x+2z+3)dy+(4z-x+2y-2)dz]
where C is any arc from (0, 2, - I) to (I, - 2, 4).
10. Se[(3x 2 - 3yz 3xz + z2)dy + (3z 2 - 3xy
+ 2xz)dx + (3y 2 - + x 2 + 2yz)dz]
where C is any are from ( -1,2,3) to (3,2, - I).
II. Se [(yzex'"' cosx - eXY ' sin x + ycosxy + z sin xz)dx
+ (xze XY ' cos x + xcosxy)dy + (xye X,", cos x + xsinxz)dz]
where C is any arc from (0,0,0) to ( - I, - 2, - 3).
12. Find the value of the integral in Problem 5 where C is a circle to which the origin
is exterior. Show that the result is independent of the size of the circle selected.
13. Let (X;, fli' i = I, 2, ... , k be constants, and suppose that Pi dx + Qi dy, i = I, 2,
... , k are exact differentials. Show that
k
L [«(X;l~)dx + (fliQ,)y]
i=l
is exact if (Xi = fli' i = 1,2, ... , k. Is the condition (Xi = fli necessary?
14. Suppose that P;dx + Qidy, i = 1,2 are exact differentials. Prove that P,P2dx +
Q, Q2 dy is exact if
Is this condition necessary? Extend the result to the product of two exact differen-
tials in three variables.
*15. Let P,(x"X 2,X 3,X 4 ), P2(X"X2,X),X 4 ), ... , P4 (X"x 2,X],X4 ) be four functions
of four variables such that
aPi a~
i, j = I, 2, 3, 4.
ax; ax;'
State and prove a theorem similar to Theorem 15. Note that it is first necessary
to define a line integral in R 4
CHAPTER 5
Multiple Integration
1. Definition of the Double Integral

Let F be a region of area A situated in the xy plane. We shall always assume
that a region includes its boundary curve. Such regions are sometimes called
closed regions in analogy with closed intervals on the real line-that is, ones
which include their endpoints. We subdivide the xy plane into rectangles
by drawing lines parallel to the coordinate axes. These lines mayor may not
be equally spaced (Fig. 5-1). Starting in some convenient place (such as
the upper left-hand corner of F), we systematically number all the rectangles
lying entirely within F. Suppose there are n such and we label them r l ,
/ -...,
rl r2 T3
\
\
T, '5 ---- ...- .....
\\ F
/
v
/
"'"
'''_1 r"
i'...
Fig. 5-1 0 --- ~

x
296 5. Multiple Integration
Ti
•
• (€i, ~i) €i, I, ~i+ I)
Fig. 5-2
r 2 , ... ,rn. We use the symbols A (r I), A (r 2), ... , A (rn) for the areas of these
rectangles. The collection of n rectangles {r l' r 2' . . . ,rn } is called a sub-
division 1'1 of F. The norm of the subdivision, denoted by 111'111, is the length of
the diagonal of the largest rectangle in the subdivision 1'1.
Suppose that /(x,y) is a function defined for all (x,y) in the region F.
The definition of the double integral all over the region F is similar to the
definition of the integral for functions of one variable. Select arbitrarily a
point in each of the rectangles of the subdivision 1'1, denoting the coordinates
of the point in the rectangle ri by (~i> f/J (See Fig. 5-2.) Now form the sum
j(~1,f/1)A(rl) + /(~2,f/2)A(r2) + ... + f(~n,f/n)A(rn)
or, more compactly,
n
I f(~i,'1JA(rJ (I)
i=l
This sum is an approximation to the double integral we shall define. Sums

such as (I) may be formed for subdivisions with any positive norm and with
the ith point (~i> '1J chosen in any way whatsoever in the rectangle rio
Definition. We say that a number L is the limit of sums of type (I) and write
n
lim
11t.II-O
I
i=1
f(C '1JA(rJ = L
if the number L has the property: for each f: > 0 there is a (j > 0 such that
lit/(~i>'1JA(rJ - LI < f:
for every subdivision 1'1 with 111111 < (j and for all possible choices of the points
in the rectangles rio
(~i' '1;)
It can be shown that if the number L exists, then it must be unique.
Definition. If f is defined on a region F and the number L defined above

exists, we say that f is integrable over F and write
I. Definition of the Double Integral 297
L = fff(X,Y)dA.
F
We also call the expression above the double integral of/over F.
The double integral has a geometric interpretation in terms of the volume

of a region in three-space. The definition of volume depends on (i), the defini-
tion of the volume of a cube-namely, length times width times height, and
(ii), a limiting process.
Let S be a region in three-space. We divide all of space into cubes by con-
structing planes parallel to the coordinate planes at a distance apart of 1/2n
units, with n some positive integer. In such a network, the cubes are of three
kinds: type (1), those cubes entirely within S; type (2), those cubes partly
in S and partly outside S; and type (3), those cubes entirely outside S (Fig.
5-3). We define
n-
V (S) = ;n times the number of cubes of type (I),
Vn+(S) = Vn-(S) + ;n times the number of cubes of type (2).

Intuitively we expect that, however the volume of S is defined, the number
V n- (S) would be smaller than the volume, while the number V n+ (S) would
be larger. It can be shown that, as n increases, Vn- (S) gets larger or at least
does not decrease, while Vn+(S) gets smaller or at least is nonincreasing.
Clearly,
always. Since bounded increasing sequences and bounded decreasing

sequences tend to limits, the following definitions are appropriate.
Definitions. The inner volume ofa region S, denoted V-(S), is Iimn~oo Vn-(S).
The outer volume, denoted V+(S), is Iimn~oo Vn+(S). A set of points S in
three-space has a volume whenever
V-(S) = V+(S).
This common value is denoted by V(S) and is called the volume of S.
Type (3)
@
Fig. 5-3
,,
,,
,,I
I
,. }-o.,----++-4-l-------- Y
'
: I
,
/ I:
I : 1 , :
#~..L--..L-·..L. __ l
... ~J. I
F '\
x
Fig. 5-4 Fig. 5-5
REMARK. It is not difficult to construct point sets for which V- (5) f:. V+ (5).
For example, take 5 to be all points (x, y, z) such that x, y, and z are rational
and
o:::;x:::; I, O:::;y:::; I, O:::;z:::; I.
The reader can verify that V,; (5) = 0 for every n, while Vn+(5) = I for
every n.
If 51 and 52 are two regions with no points in common, it can be shown, as
expected, that V(5 1 u 52) = V(5 1) + V(5 2 ). Also, the subdivision of all of
space into cubes is not vital. Rectangular parallelepipeds would do equally
well, with the formula for the volume of a rectangular parallelepiped taken
as length times width times height.
The volume of a region is intimately connected with the double integral in
the same way that the area of a region is connected with the single integral.
We now exhibit this connection.
Suppose thatI(x,y) is a positive function defined for (x,y) in some region
F (Fig. 5-4). An item in the sum (I) approximating the double integral is
I(CIJ;)A(rJ.
which we recognize as the volume of the rectangular column of height
!(¢i,I'/,) and area of base A (rJ (Fig. 5-4). The sum of the volumes of such
columns is an approximation to the volume of the cylindrical region bounded
by the surface z = I(x,y), the plane figure F, and lines parallel to the z axis
through the boundary of F (Fig. 5-5). It can be shown that, with appropriate
hypotheses on the function!; the double integral
ff!(X,y)dA
F
I. Definition of the Double Integral 299
1.0 __ + -+
I I
~--
I
I
I
_
I I I I
I I I
0.7 --+----~-- +--+-
: : : r6 :
0.5 --+--- -----t---t--
I I I I
: i r4 : r5 :
I I I I
0.2 - ----+-----t---r-
: rj : r2 : r3 :
-:i"''-----+---+----!I---+--o- x
Fig. 5-6 0.2 0.5 0.8 1.0
measures the "volume under the surface" in the same way that a single
integral of a positive functionf
ff(X)dX
measures the area under the curve.

The precise result is given in the next theorem which we state without
proof.
Theorem 1. Iff(x,y) is continuous for (x,y) in a closed region F, then f is

integrable over F. Furthermore, iff(x, y) > 0 for (x, y) in F, then
V(S) = fff(X,y)dA,
F
where V(S) is the volume of the region defined by

S = {(x,y,z): (x,y) in FandO:S; Z :S;j(x,y)}.
We discuss methods for evaluating double integrals in Section 3.
EXAMPLE. Given f(x,y) = 1 + xy and the region F bounded by the lines

y = 0, y = x, and x = I (Fig. 5-6), let ~ be the subdivision formed by the
lines x = 0, 0.2, 0.5, 0.8, I and y = 0,0.2,0.5,0.7, 1. Find the value of the
approximating sum
L" f(~i' IJ;)A(rJ

j:::q
to the double integral
fff(x,y)dA
F
if the points ( ~i' IJJ are selected at the centers of the rectangles.
SOLUTION. Referring to Fig. 5-6, we see that there are 6 rectangles in the
subdivision which we label '1' '2' ... , '6' as shown. We compute:
A('l) = 0.06, f(0.35, 0.1) = 1.035

A('2) = 0.06, f(0.65, 0.1) = 1.065
A(r3) = 0.04, f(0.9, 0.1)= 1.090
A(r4 ) = 0.09, f(0.65, 0.35) = 1.2275
A (r5)= 0.06, j(0.9, 0.35) = 1.315
A('6) = 0.04, f(0.9, 0.6) = 1.540
Multiplying and adding, we find that

6
I jK, IJ;)A('i) = 0.420575 (Answer).
i=1
PROBLEMS
In each of Problems I through 10, calculate the sum L7=J(~i' ,.,,)A(ri) for the sub-
division t. of the region F formed by the given lines and with the points (~" fI,) selected
as directed in each case.
I. f(x,y) = x 2 + 2y 2; F is the rectangle 0 :::; x :::; 1,0:::; Y :::; I. The subdivision t. is:
x = 0, OA, 0.8, I; Y = 0, 0.3, 0.7, I. For each i the point (~i' fI,) is taken at the
center of the rectangle rio
2. Same as Problem I, with (~i' fI,) taken at the point of ri which is closest to the
origin.
3. f(x, y) = I + x 2 - y2 ; F is the triangular region formed by the lines y = 0, y = x,
x = 2. The subdivision t. is: x = 0, 0.5, I, 1.6,2; Y = 0, 0.6, I, 1.5,2. For each i,
the point (~i' 1/,) is taken at the center of the rectangle rio
4. Same as Problem 3, with (~i' fI,) taken at the point of ri which is closest to the
origin.
5. Same as Problem 3, with (~i'''',) selected on the lower edge of ri , midway between
the vertical subdivision lines.
6. j(x, y) = x 2 - 2xy + 3x - 2y; Fis the trapezoid bounded by the lines x = 0, x = 2,
y = 0, y = x + 1. The subdivision t. is: x = 0, OA, I, 1.5, 2; Y = 0,0.6, I, lA, 1.8,
2, 3. For each i the point (~i' fI,) is taken at the center of the rectangle r,.
7. Same as Problem 6, with (~"fI,) taken at the point of r, farthest from the origin.
8. Same as Problem 6, with (~" fli) taken at the point of r, closest to the origin.
9. Let
f(x,y) = x - y ;
I+x+y
2. Properties of the Double Integral 301
F is the region bounded by the line y = 0 and the curve y = 2x - x 2 . The sub-
division ~ is: x = 0, 0.5, 1.0, 1.5,2; y = 0,0.2,0.4,0.6,0.8, I. For each i, the point
(~i' 1/,) is taken at the center of the rectangle 'i'
10. Same as Problem 9 with the point (~i' 1/) taken at the point of'i closest to the
origin.
2, Properties of the Double Integral

In analogy with the properties of the definite integral of functions of one
variable, we state several basic properties of the double integral. The simplest
properties are given in the two following theorems.
Theorem 2. If c is any number and f is integrable over a closed region F, then

cf is integrable and
II cf(x,y)dA = c IIf(X,y)dA.
F F
Theorem 3. If] and g are integrable over a closed region F, then
II [f(x,y) + g(x,y)]dA = fIf(X,y)dA + II g(x,y)dA.

F F F
The result holds for the sum of any finite number of integrable functions.
The proofs of Theorems 2 and 3 are obtained directly from the definition.
Theorem 4. Suppose that f is integrable over a closed region F and

m 5of(x,y) 50 M for all (x,y) in F.
Then, if A (F) denotes the area of F, we have
mA(F):s; IIf(X,y)dA 50 MA(F).

F
The proof of Theorem 4 follows exactly the same pattern as does the proof
in the one-variable case. First it must be shown that the above inequalities
hold for the sums
n
mA(F) 50 I f(~i,1JJA(rJ 50 MA(F).
;=1
Hence the inequalities hold in the limit.

Theorem 5. Iff and g are integrable over F and f(x, y) :::; g(x, y) for all (x,y)
in F, then
ff}(X,y)dA:::; If g(x,y)dA.
F F
The proof is established by the same argument used in the one-variable
case. According to Theorem 4
ff [g(x,y) - f(x,y)]dA ~ m(b - a) ~0

F
since g(x,y) - f(x,y) ~ O. Then Theorem 3 yields the result.
Theorem 6. If the closed region F is decomposed into (non-overlapping) regions

F 1 and F2 and iff is continuous over F, then
ff}(X,y)dA = ff }{x,y)dA
F F,
+ II
F,
f(x,y)dA.
The proof depends on the definition of double integral and on the basic
theorems on limits.
PROBLEMS
In Problems I through 7, use Theorem 4 to lind in each case estimates for the largest
and smallest values the given double integrals can possibly have.
I. Hxy dA where F is the region bounded by the lines x = 0, y = 0, x = 2,

F
Y= X + 3.
2. H (x 2 + y2) dA where F is the region bounded by the lines x =- 2, x = 3,
F
Y = X + 2, y = - 2.
3. Sf (I + 2x 2 + y2) dA where is the region bounded by the lines x = - 3, x = 3,

F
Y = 4, y = -4.
4. Sf y4 dA
F
where F is the region bounded by the line y °
= and the curve y = 2x - x 2.
5. Sf (x - y) dA where F is the region enclosed in the circle x 2 + y2 = 9.

F
6. Sf [1/( I + x 2 + /)) dA where Fis the region enclosed in the ellipse 4x 2 + 9y 2 = 36.
F
7. Sf 1 + x 2 + y2 dA where F is the region bounded by the curves y = 3x - x 2 and

F
y = x2 - 3x.
8. Write out a proof of Theorem 3. 9. Write out a proof of Theorem 4.
10. Write out a proof of Theorem 5. II. Write out a proof of Theorem 6.
12. Let F 1 , F 2 , .•• , F;, be n nonoverlapping regions. State and prove a generalization
of Theorem 6.
13. Letj(x,y) be continuous on a closed region F.
a) Show that H/(x,y)dA ::; Hlj(x,Y)ldA.

F F
b) If g(x,y) is also continuous on F, show that
IYU(X,y) + g(X'Y)]dAI::; tJ[lj(x,y)1 + Ig(x,y)l]dA.
14. Use the definition of double integral to show that the volume of a right circular
cylinder with the height h and radius of base r is nr 2 h.
3. Evaluation of Double Integrals. Iterated Integrals

The definition of the double integral is useless as a tool for evaluation in any
particular case. Of cours!>, it may happen that the function f(x, y) and the
region F are particularly simple, so that the limit of the sum
n
L I(C /],)A (r,)
j=1
can be found directly. However, such limits cannot generally be found. As

in the case of ordinary integrals and line integrals, it is important to develop
simple and routine methods for determining the value of a given double
integral. In this section we show how the evaluation of a double integral
may be performed by successive evaluations of single integrals. In other
words, we reduce the problem to one we have already studied extensively.
The reader will recall that in Chapter 4 the evaluation of line integrals was
reduced to known techniques for single integrals in a similar way.
Let F be the rectangle with sides x = G, X = b, y = c, y = d, as shown in
Fig. 5-7. Suppose that f(x,y) is continuous for (x,y) in F. We form the
ordinary integral with respect to x,
fI(X,y)dX,
in which we keep y fixed when performing the integration. Of course, the
y =d .-+---~~
Fig. 5-7
y= c ---1f-----I
x=a
F
I
-
r=b
value of the above integral will depend on the value of y used, and so we
write
A(y) = fJ(X,y)dX.
The function A (y) is defined for c :5: y :5: d and, in fact, it can be shown that
if f(x, y) is continuous on F, then A (y) is continuous on [c, d]. The integral
r r
of A(y) may be computed, and we write
A(y)dy = [fJ(X,y)dX]dY. (I)
We could start the other way around by fixing x and forming the integral
B(x) = f f(x, y) dy.
Then
f B(x) dx = f[f J(x, y) dY] dx. (2)
Note that the integrals are computed successively; in (I) we first integrate
with respect to x (keeping y constant) and then with respect to y; in (2) we
first integrate with respect to y (keeping x constant) and then with respect
to x.
r
Definition. The integrals
[f/(x,Y)dY] dx
are called the iterated integrals off The terms repeated integrals and succes-
sive integrals are also used.
r
NOTATION. The brackets in iterated integrals are unwieldy, and we will write
ff(x,Y)dXdY to mean f[fJ(X,Y)dX]dY ,
f ff(x,Y)dYdX to mean f[ff(X,y)dYJdX.
Iterated integrals are computed in the usual way, as the next example shows.
EXAMPLE I. Evaluate
I,
- q(x)
-V-::
. - - p(x)
,
x x=b
0 x=a x x=b p(x)
Fig. 5-8 Fig. 5-9
n
SOLUTION. Keeping y fixed, we have
fz Z
(X - 2xy z + y3)dx = x3 - XZyz + y3 XJ~z
= 9 - 9y 2 + 3y 3 _ ( -~ _ 4y z _ 2y3)
= 335 - 5y 2 + 5y 3.
Therefore
rf2 Z
(x - 2xy z + y3)dxdy = rC:- 5y z + 5y3 )dY
= [35 y _ ~ y3 + ~ y4J4 = 995.

3 3 4 1 4
Iterated integrals may be defined over regions F which have curved
boundaries. This situation is more complicated than the one we just dis-
cussed. Consider a region F such as that shown in Fig. 5-8, in which the
boundary consists of the lines x = a, x = b, and the graphs of the functions
p(x) and q(x) with p(x) ::;; q(x) for a ::;; x ::;; b. We may define
r rq(X)!(x,y)dydx,
b
Ja Jp(X)
in which we first integrate (for fixed x) from the lower curve to the upper
curve, i.e., along a typical line as shown in Fig. 5-8; then we integrate with
respect to x over all such typical segments from a to b.
More generally, iterated integrals may be defined over a region F such as
the one shown in Fig. 5-9. Integrating first with respect to y, we have
r rq(X)!(x,y)dydx.
b
1 Jp(X)
y=2x
(2,4)
~_---L_---"' __ X
p(x) = 0 (2,0)
Fig. 5-10 Fig. 5-11
On the other hand, the integral taken first with respect to x requires that we
represent F as shown in Fig. 5-10. Then we have
i
dfSIY)
f(x, y) dx dy.
e r(y)
EXAMPLE 2. Given the function f(x,y) = xy and the triangular region F

bounded by the lines y = 0, y = 2x, x = 2 (Fig. 5-11), find the value of both
iterated integrals.
SOLUTION. Referring to Fig. 5-11, we see that for

biq(X)
i a pIx)
we have p(x) = 0, q(x) = 2x, a = 0, b = 2. Therefore

xydydx,
Jof2f2X xydydx = Jof2[12 Xy2J2X dx

r
0 0
=
3
2x dx = U X4]: = 8.
Integrating with respect to x first (Fig. 5-12), we have
f
dfSIYl I
xydxdy with r(y)=2 Y' s(y)=2, c=O, d=4.
c r(y)
Therefore
y
y=2.r
-------. ;to
Fig. 5-12 (2,0)
It is not accidental that the two integrals in Example 2 have the same
value. The next theorem describes the general situation.
Theorem 7. Suppose that F is a region given by

F= {(x,y): a ~ x ~ b, p(x) ~ y ~ q(x)},
where p and q are continuous and p(x) ~ q(x) for a ~ x ~ b. Suppose that
f(x,y) is continuous on F. Then
ff
F
f(x,y)dA = Jb rq(X)!(x,y)dydx.
a Jp(X)
The corresponding result holds if the closed region F has the representation
F= {(x,y): c ~ y s d, r(y) ~ x ~ s(y)}
where r(y) ~ s(y)for c ~ y ~ d. In such a case,
ff
F
f(X,Y)dA = fdfS(Y)f(x,y)dXdY .
c r(y)
In other words, both iterated integrals, when computable, are equal to the
double integral and therefore equal 10 each other.
PARTIAL PROOF. We shall discuss the first result, the second being similar.
Suppose first thatf(x,y) is positive. A plane x = const intersects the surface
z = f(x, y) in a curve (Fig. 5-13). The area under this curve in the x = const
plane is shown as a shaded region. Denoting the area of this region by A (x),
we have the formula
i
q(X)
A (x) = f(x, y) dy.
pIx)
It can be shown that A(x) is continuous. Furthermore, it can also be shown

that if A (x) is integrated between x = a and x = b, the volume V under the
surfacef(x,y) is swept out. The double integral yields the volume under the
z = f(x,y)
I
I
I
I
Plane x = const. y
x=b
x
Fig. 5-13
surface, and so we write
v= fff(x,y)dA.
F
On the other hand, we obtain the volume by integrating A (x); that is,
V= fb
a
A (x) dx = fb
u
rq(X)
J
p(x)
j(x, y) dy dx.
If f(x,y) is not positive but is bounded from below by the plane z = c,

then subtraction of the volume of the cylinder of height c and cross-section
F leads to the same result.
REMARKS. We have considered two ways of expressing a region F in the xy

plane. They are
F= {(x,y): a::O; x::o; b, p(x)::o; y::o; q(x)} (3)
and
F={(x,y):c::o;y::o;d, r(y)::O;x::o;s(y)}. (4)
It frequently happens that a region Fis expressible more simply in one of the
above forms than in the other. In doubtful cases, a sketch of F may show
which is simpler and, therefore, which of the iterated integrals is evaluated
more easily.
A region F may not be expressible in either the form (3) or the form (4).
In such cases, Fmay sometimes be subdivided into a number of regions, each
having one of the two forms. The integrations are then performed for each
subregion and the results added. Figure 5-14 gives examples of how the
subdivision process might take place.
EXAMPLE 3. Evaluate Hx 2 y2 dA where F is the figure bounded by the lines

F
y = I, y = 2, x = 0, and x = y (Fig. 5-15).
Fig. 5-14
-::-l''---------x
Fig. 5-15
SOLUTION. The region F is the set

F={(x,y):I::;;y::;;2,0::;;x::;;y}.
ff
F
2 2
x y dA = rJ:
We use Theorem 7 and evaluate the iterated integral, to find
2 2
x y dxdy = r[~X3y2J: dy
=:3
I f2 y
I
5
dy
7
= 2'
Note that in the above example the iterated integral in the other order is
a little more difficult, since the curves p(x), q(x) are
I for 0 ::;; x ::;; I}
p(x) ={ , q(x) = 2, 0::;; x ::;; 2.
x for I ::;; x::;; 2
The evaluation would have to take place in two parts, so that
ff
F
2
x y2 dA = f1 2
2
x y2 dy dx + r1 2
2
x y2 dy dx.
EXAMPLE 4. Evaluate
f f:2/ 2
-Jr'I=+=;=<2;=+=y=:;'2 dy dx.
->~=----,----L-_x
o 2 ~"""====-----"--_L----_x
Fig. 5-16 Fig. 5-17
SOLUTION. Carrying out the integration first with respect to y is possible but
difficult and leads to a complicated integral for x. Therefore we shall try to
express the integral as an iterated integral in the opposite order and use
Theorem 7. We construct the region F as shown in Fig. 5-16. The region is
expressed by
F={(x,y):O:S;x:s;2 and O:s;y:s;tx 2].
However, it is also expressed by
F={(x,y):O:s;y:s;2 and .J2Y:s;x:S;2}.
Therefore, integrating with respect to x first, we have
2
1.<2/ ----;===xc:===~ dy dx
Jo
2
JI + x 2 + y2
1f
0
If
2
x dA = 2 X dx dy
.J I + x 2 + y2 0 J'2")' J \ + x 2 + y2
F
2 2 +y2]~dy= J2 [V~
=
J [J\ +x
0 0 5 +y2 -(I +y)]dy
= [~log(y + J y 2 +-5) + tyJy 2 + 5 - y - ty2]~

= 110g 5 + 3 - 4 -1Iog.j5 = - \ + i log 5.
The next example shows how the volume of a region in R 3 may be found
by iterated integration.
EXAMPLE 5. Let S be the region bounded by the surface z = xy, the cylinders
y = x 2 and y2 = x, and the plane z = O. Find the volume V(S).
SOLUTION. The region S is shown in Fig. 5-17. It consists of all points "under"
the surface z = xy, bounded by the cylinders, and "above" the xy plane.
/
/
Fig. 5-18 Fig. 5-19
The region F in the xy plane is bounded by the curves y = x 2, y2 = x and

is shown in Fig. 5-18. Therefore
V(S) = II xydA = Ll~ xydydx = f [X~2J: dx
=- If
2
F
0
2
(x - xS)dx I
= 12'
If a region S is bounded by two surfaces of the form z = /(x,y) and

z = g(x,y) with/(x,y) :::::; g(x,y), then the volume between the surfaces may
be found as a double integral, and that integral in turn may be evaluated by
iterated integrals. The region F over which the integration is performed is
found by the projection onto the xy plane of the curve of intersection of the
two surfaces. To find this projection we merely set
j(x,y) = g(x,y)
and trace this curve in the xy plane. The next example shows the method.
EXAMPLE 6. Find the volume bounded by the surfaces
and
SOLUTION. A portion of the region S (the part corresponding to y :::::; 0) is

shown in Fig. 5-19. We set
--\---/-t----;;+----+-+-+-x
-2 2
Fig. 5-20
and find that the region F in the xy plane is the elliptical disk (Fig. 5-20)
_ { .x2 y2 }
F - (x,y). 2 +"4 S; 1 .
Note that the surface z = 4 - x 2 - y2 == g(x,y) is above the surface z =

x 2 == f(x, y) for (x, y) inside the above ellipse. Therefore
V(S) = ff(4- y2 _X
2 _x 2)dA
F
2 f+J4-y2/.J2
= (4 - y2 - 2x 2)dxdy
f -2 -J4-y 2j.J2
= f2 2J2 (4 _ y2)3/ 2 dy = 4J212 (4 - y2)3/ 2 dy

-2 3 3 0
64J21n/2 16 J2 fn/2
= -3- 0
4
cos 8 d8 = -3- 0 (l + 2 cos 28 + cos 2 28) d8
8nJ2
J2
=-~+ --sin28
[16 ]n/2 +8J21n12
- (I + cos 48) d8 = 4nJ2.
3 3 0 3 0
PROBLEMS
In Problems I through 10, evaluate the iterated integrals as indicated. Sketch the
region Fin the xy plane over which the integration is taken.
1. L4 L' (x 2 - y2 + xy - 3) dx dy
2. J 2J 2(x 3 + 2x 2y - y3 + xy)dydx
o
2 -3
3. J4JX (x 2 + 2xy - 3y 2)dydx

1 rx
f
'fX2 2
4. 0 x' (x - xy)dydx
f+~ ydydx
5.
f f+JI8-2)'2+
1
3f./Y (x 2y
1 +}'
xy2) dx dy 6. f2
-2 -~
f'S-x2 xy3 dydx

f f
3
3
7. xdxdy 8.
-3 -JIS-Z y 2 -3 xl
2f2X2 2f4X'I
9. xcosydydx 10. -dydx
fo x2 f 1 x' y
In Problems II through 17, evaluate the double integrals as indicated. Sketch the
region F.
II. ffC\,2+ y 2)dA; F={(X,y):y2:S;X:S;4, O:s;y:S;2}
ff
F
12. xcosydA; F={(x,y):O:s;x:s;J1!72, 0:s;y:s;x 2}

F
13. ff~dA; F={(x,y): I :s;x:s;.J3, O:s;y:s;x}

x +Y
F
14. fflOgYdA; F={(x,y):2:s;x:s; 3, I :s;y:s;x-I}

F
15. If JI~y2dA; F={(x,y):O:s;x:s;·!. x:s;y:s;!}

F
I6·ff~dA;
x2 + y2
F={(x,y):I:s;x:s;2, l:S;y:s;x}
F
In each of Problems 18 through 22, (a) sketch the domain F over which the integration
is performed; (b) write the equivalent iterated integral in the reverse order; (c) evaluate
the integral obtained in (b). Describe Fusing set notation (in both orders).
18. J2 fX x: dydx
J 2 J+~
f r.fI+?
19. -2 _~ xydydx
II
1 1 Y
J 2 2
20. a -x (0 2 - y2)3/2 dydx 21. dxdy
22. r f J"l+Y3
1 I dy dx
Jo .IX
In each of Problems 23 through 32, find the volume V(S) of the region S described.
Sketch the domain F of integration and describe it using set notation.
23. S is bounded by the surfaces z = 0, Z = x, and y2 = 2 - x.

24. Sisboundedbytheplanesz=O, y=O, y=x, x+y=2,andx+y+z=3.
25. S is bounded by the surfaces x = 0, z = 0, y2 = 4 - x, and z = y + 2.

26. S is bounded by the surfaces x + Z2 2
= 4, Y = 0, and x +y +z = 3.
27. S is bounded by the surfaces y2 = Z, Y = Z3, Z = x, and y2 = 2 - x.
28. S is bounded by the coordinate planes and the surface x l12 + yl12 + Z112 = a l/2.
29. S is bounded by the surfaces y = x 2 and Z2 = 4 - y.
30. S is bounded by the surfaces y2 = x, X + Y = 2, x + z = 0, and z = x + 1.
31. S is bounded by the surfaces x = y 2
+ z, Y = 0, Z = 0, and x = 2.
32. S is bounded by the surfaces y2 + Z2 = 2x and y = x -l
*33. Let F= {(x,y): 0:5: x:5: I, O:5:y:5: I}. We define
if y is rational,
f(x,y) = {~
otherwise.
Show that Hf(x,y)dA does not exist.
F
*34. Let F= {(x,y): 0:5: x ~ I, 0:5: Y ~ I}. We define

o ifx=l/n, n = 1,2,3, ..
f(x,y) = .
{ I otherWIse.
Show that Hf(x, y) dA exists and has the value I.
F
35. Let F = {(x, y) : a :5: x :5: b, c :5: Y :5: d} and suppose f(x,y) = g(x)· h(y). Show
that
Hf(X,y)dA =
F
(f g(X)dx)(f h(y)dY).
*36. Suppose thatf(x,y) is continuous on a closed, bounded region F. Assume that
Hf(X,y)l/>(x,y)dA = 0
°
F
for all functions I/> (x, y) which are continuous on F. Show that f(x,y) == on F.
[Hint: Assume there is a point in F where f is positive, choose I/> carefully, and
°
then use Theorem 4 with m > thereby reaching a contradiction.]
37. Find the volume of the ellipsoid
F = {(X, y, z) : :: + ~ + ~ - I = o}.
1 1
C'l,l)
j --+---x
y=4-3x z
Fig.5-2J Fig. 5-22
4. Area, Density, and Mass

The double integral of a nonnegative function z = j(x, y) taken over a region
F may be intepreted as a volume. The value of such an integral is the volume
of the cylinder having generators parallel to the z axis and situated between
the surface z = f(x,y) and the region Fin the xy plane.
Ifwe select for the surfacefthe particularly simple function z = I, then the
volume V is given by the formula
V= ffldA.
F
On the other hand, the volume of a right cylinder of cross section F and
height I is
V = A(F)·1.
(See Fig. 5-21.) Therefore
A(F) = ff dA.
F
We see that the double integral of the function 1 taken over F is precisely the
area of F. By Theorem 7, we conclude that the iterated integral of the func-
tion 1 also yields the area of F.
EXAMPLE 1. Use iterated integration to find the area of the region F given by
F= {(x,y): -I :s; x:s; I, x 4 :s; y:s; 4 - 3x 2 }.
SOLUTION. The region F is shown in Fig. 5-22. One of the iterated integrals
for the area is
J
I r4-3X2
A(F) = -114 dydx,
and its evaluation gives
A(F) = fl [yJ;4-
3X2
dx = fl 2 4
(4 - 3x - x )dx
= [4x-x
3
-i I xs
I
~8.
Note that the iterated integral in the other direction is more difficult to
evaluate.
If a flat object is made of an extremely thin uniform material, then the
mass of the object is just a multiple of the area of the plane region on which
the object rests. (The multiple depends on the units used.) If a thin object
(resting on the xy plane) is made of a nonuniform material, then the mass of
the object may be expressed in terms of the density p(x,y) of the material
at any point. We assume that the material is uniform in the z direction.
Letting F denote the region occupied by the object, we decompose F into
rectangles r I' r 2' . . . , r n in the usual way. Then an approximation to the
mass of the ith rectangle is given by
where A(rJ is the area of rj and (~i,lJj) is a point in rj. The total mass of F
is approximated by
n
I p(CIJJA(rJ,
i=1
and when we proceed to the limit in the customary manner, the mass M (F) is
M(F) = ff p(x,y)dA
F
In other words, the double integral is a useful device for finding the mass of
a thin object with variable density.
EXAMPLE 2. A thin object occupies the region

F= {(x,y) :y2:;:; x:;:; 4 - y2, -J2:;:;y:;:; J2}.
The density is given by p(x,y) = 1 + 2x + y. Find the total mass.
SOLUTION. We have
M(F) = ff(l + 2x + y)dA.
F
Sketching the region F (Fig. 5-23), we obtain for M(F) the iterated integral
y2=X
--:::11----------t,..,-:--x
Fig. 5-23
/2f
i./
4 y2
M(F) = -
(l + 2x + y)dxdy
_/2 y2
i-/2
2 y2
= [x + X2 + XY];2- dy
= 1./ 2
(20 + 4y - IOy2 - 2y 3) dy
-/2
= 20y + 2y 2 - -10 y3 - -1 y4J/2 = -J2.
80
[ 3 2 _/2 3
PROBLEMS
In each of Problems I through 5 use iterated integration to find the area of the given
region F. Subdivide F and do each part separately whenever necessary.
J. F= {(x,y): 0:5 x:5 I, x 3 :5 y:5 .[X}.

2. F= {(x,y): i y 2 :5 x:5 y, 1:5 y:5 4}.
3. Fis determined by the inequalities
xy:5 4, y:5 x,
4. F consists of all (x,y) which satisfy the inequalities

y:5 x - 2.
5. F consists of all (x,y) which satisfy the inequalities

y:5 x + 3, x + y:5 O.
In each of Problems 6 through 14, find the mass of the given region F. Draw a sketch
of F.
6. F= {(x,y): x 2 + y2:5 64}; P = x 2 + y2
7. F={(x,y):0:5X:51, x 2 :5Y:5.[XL p=3y.

8. F={(x,y):-I:o;x:o;2, x 2 :o;y:o;x+2}; p=x 2y.
9.F={(x,y):O:o;x:o;l, x3:o;y:o;VX}; p=2x.
10. F={(x,y):I:O;X:O;4, ~:o;y:O;5-X}; p=4y.
II. F={(x,Y):.l:o;x:o;y+2, -I:o;y:O;2}; p=X 2y 2
12. F is the interior of the triangle with vertices at (0,0), (a, 0), (b, c), a > b > 0,
c>O; p=2x.
13. F={(x,y):-a:o;x:o;a, O:o;y:o;Ja 2 -x 2 }; p=3y.
14. F is the interior of the rectangle with vertices at (0,0), (a, 0), (a, b), (0, b);
p = 3x((l + x 2y2).
15. Suppose the density p(x,y) of a region F satisfies the inequalities m, :0; p(x,y) :0;
m 2. Show that M(F), the mass of F, is between the limits m,A :0; M(F):o; m 2A,
where A is the area of F.
* 16. Suppose that p(x, y), the density, is continuous on a region F which has positive
area. Show that if Sf p(x,y)dA = 0, then p(x,y) = 0 on F.
F
*17. Suppose that the density p(x,y) ofa region Fin the xy plane is of the form p(x,y) =
p, (X)P2(Y)' Let M(F) be the total mass of F. Show that
M(F) :0; t(M, (F) + M 2(F»

where M, is the mass of Fwith density pf and M 2 is the mass of Fwith density Pi-
5. Evaluation of Double Integrals by Polar

Coordinates
The polar coordinates (,,0) of a point in the plane are related to the rec-
tangular coordinates (x, y) of the same point by the equations
x = ,cose, y = ,sine, , ~ O. (I)
In the calculus of one variable we saw that certain problems concerned with
finding areas by integration are solved more easily in polar coordinates than
in rectangular coordinates. The same situation prevails in problems involv-
ing double integration.
Instead of considering (I) as a means of representing a point in two dif-
ferent coordinate systems, we interpret the equations as a mapping between
the xy plane and the ,e plane. We draw the ,0 plane as shown in Fig. 5-24,
treating' = 0 and 0 = 0 as perpendicular straight lines. A rectangle G in
the rO plane bounded by the lines, = '" , = '2' and () = e" 0 = O2 (0 in
radians) with 2n > e2 > 0, ~ 0"2> " > 0 has an image F in the xy plane
bounded by two circular arcs and two rays. For the area, denoted Ax." of
Fwe have
y e
-,,0+---------- x --.-----~-~.~ r
Fig. 5-24 (a) (b)
A,jF) = t(d - r~)(I.i2 - 0,).

This area may be written as an iterated integral. A simple calculation shows
that
Ax,y(F) = rlf' rdrJ dO.
Because double integrals and iterated integrals are equivalent for evaluation
purposes, we can also write
AxjF) = II
G
rdA r . e, (2)
where dA r . e is an element of area in the rfJ plane, rand being treated ase
rectangular coordinates. That is, dA r . e = dr dO.
More generally, it can be shown that if G is any region in the re plane and
Fis its image under the transformation (I), then the area of Fmay be found
by formula (2). Thus, areas of regions may be determined by expressing the
double integral in polar coordinates as in (2) and then evaluating the double
integral by iterated integrals in the usual way.
EXAMPLE I. A region F above the x axis is bounded on the left by the line
.I' = -x, and on the right by the curve
C = {(x,y): x 2 + .1'2 = 3Jx 2 + .1'2 - 3x},

as shown in Fig. 5-25. Find its area.
SOLUTION. We employ polar coordinates to describe the region. The curve C

is the cardioid r = 3( I - cos 0), and the line .I' = - x is the ray 0 = 31£/4.
The region F in Fig. 5-25 is the image under the mapping (I) of the set Gin
the (r, 0) plane (Fig. 5-26), given by
G = {(r, e) : 0 ~ r ~ 3(1 - cose), 0 ~ 0 ~ 31£/4}.
Therefore, for the area A (F) we obtain
y;-x
-t-------"!\---'----- x
Fig. 5-25 Fig. 5-26
If If
(3'/4 (3 1i -COSO)
A(F) = dA,.y = rdA r . o = Jo Jo rdrd8
F G
=
3' /42I [ r 2] 3(I-cosO) d8 = 9- f3'/4 (I - cosO)2d8.
fo 0 2 0
To perform the integration we multiply out and find that
9
A(F)=2Jo e' /4
(I-2cos8+cos 8)d13
2
/
=29 [ 13-2sin13+ 2I 13+ 4I sin28J3.
0
4
= 8
9(927[ - f"i)
4y 2 - I .
The transformation of regions from the xy plane to the r13 plane is useful
because general double integrals as well as areas may be evaluated by means
of polar coordinates. The theoretical basis for the method is the Fundamental
Lemma on Integration which we state without proof.
Theorem 8 (Fundamental Lemma on Integration). Assume that f and 9 are

continuous on some region F. Thenfor each I: > 0 there is a b > 0 such that
li~};9jA(F;) - ff1(X,y)g(X,y)dAI < I:
for every subdivision F I , F2 , ••• ,F" of F with norm less than b and any numbers
fl ./2' ... ,j", 9 l' 9 2' ... ,gn where each j; and each gj is any number between
the minimum and maximum values oj] and g, respectively, on F;.
We sketch the proof of the next theorem which is based on the Fundamen-
tal Lemma of Integration.
Theorem 9. Suppose F and G are regions related according LO the mapping

x = rcose, y = rsinO, and f(x,y) is continuous on F. Then the function
g(r, e) = fer cos e, r sin e) is defined and continuous on G and
fff(X,y)dA x. y = ff g(r,e)rdA r.B •

F G
SKETCH OF PROOF. Consider a subdivision of G into "figures" Gl ' . . . ,Gn ·

(See the discussion of volume in Section I.) Let (rj, eJ be in Gj for each i,
and let (C IJJ and F'; be the respective images of (rj, OJ and Gj • Then
(F t , .•• ,F,.) is a subdivision of F. From the expression for area in the xy
plane as an integral, we obtain
Ax,y(F';) = f f r dA r.B,
Gj
Using Theorem 4 concerning bounds for integrals, we obtain
ff rdA r.o = rjAr,o(G j),

Gj
where rj is between the minimum and maximum of ron Gj . Thus

n n
I f(~j, IJJAx,y(F';) =I g(rj , eJ· rj' Ar.eCGJ,

i=l i=l
The theorem follows by letting the norms of the subdivisions tend to zero,
using the fundamental lemma to evaluate the limit of the sum on the right.
In terms of iterated integrals, the result in Theorem 8 yields the useful

formula
fff(X,Y)dA = ff g(r,8)rdrd8.
F G
Of course, the integral on the right is equal to the iterated integral in the
reverse order. In any specific case the order of integration will usually depend
on the determination of the limits of integration. One way may be easier than
the other. We give an example.
EXAMPLE 2. Use polar coordinates to evaluate
ff Jx
2
+ y 2 dA x . y,
F
where F is the region inside the circle x 2 + y2 = 2x.

1'=2 cosO
--+---x
2
Fig. 5-27 Fig. 5-28
SOLUTION. F (see Fig. 5-27) is the image of the set G (Fig. 5-28) given by
G= {(r,8): -~~8~~, 0~r~2cos8}.

Therefore
ffJx2+y2dAx,y= ffr·rdAr,6= r~:2rcOS6r2drd8

F G
I irt/
nl 2 8
= "jcos 3 8d8
-n12
2
= 316 32.
(1 - sin 2 e) cos ede = -
o 9
Although the construction of the region G in the re plane is helpful in

understanding the transformation (1), it is not necessary for determining
the limits in the iterated integrals. The limits of integration in polar coordi-
nates may be found by using rectangular and polar coordinates in the same
plane and using a sketch of the region F to read off the limits for rand e.
Double integrals are useful for finding volumes bounded by surfaces.
Cylindrical coordinates (r, e, z) are a natural extension to three-space of
polar coordinates in the plane. The z direction is selected as in rectangular
coordinates, as shown in Fig, 5-29. If a closed surface in space is expressed
in cylindrical coordinates, we may find the volume enclosed by this surface
by evaluating a double integral in polar coordinates. An example illustrates
the method.
EXAMPLE 3. A region S is bounded by the surfaces x 2 + y2 - 2x = 0,

4z = x 2 + y2, Z2 = x 2 + y2. Use cylindrical coordinates to find the volume
V(S).
SOLUTION, In cylindrical coordinates, the surface (a paraboloid) 4z = x 2 + y2

has equation 4z = r2 ; the cylinder x 2 + y2 - 2x = 0 has equation r = 2 cos 8;
p(x,y,z)
(T, 0, Z)
Fig. 5-29 Fig. 5-30
and the cone Z2 = x 2 + y2 has equation Z2 = r2. The region is shown in

Fig. 5-30, and we note that the projection of S on the xy plane is precisely
the plane region F of Example 2. We obtain
2
V(S) = ff[ 2
Jx + y2 - x : y2JdA x ,y
F
ff(r - ~r2) rdA r.o
I)
G
~/2 f2CO'O ( r2
=
f-~/2 0
- _r 3 drde
4
= ~/2 (8 )
f -~/2
3COS3 e - cos 4 e de
= 32 _ ~f~/2 (1 + 2cos28 + 1 + COs4e)de = 32 _ 3n

9 2 2 9 8'
0
PROBLEMS
In each of Problems I through 7, evaluate the given integral by first expressing it as

a double integral and then changing to polar coordinates.
2. J2 J.r;;=;; e-<x'+Y'ldydx
-2 -v4-x 2
4. rJ
4 J4x
JX 2 +y 2 dydx
rr
-X'
Jo -J 4x - x2
2
6. (x + y2)dydx
In each of Problems 8 through 10, use polar coordinates to find the area of the region
given.
8. The region inside the circle x 2 + y2 - 8y = 0 and outside the circle x 2 + y2 = 9.
9. The region F = (x,y): h 2 S; x S; 2y, 0 s; y s; 8}.
10. The region interior to the curve (x 2 + y2)3 = 16x 2
In each of Problems II through 26, find the volume of S.

II. S is the set bounded by the surfaces z = 0, 2z = x 2 + y2, and x 2 + y2 = 4.
12. S is the set bounded by the cone Z2 = x 2 + y2 and the cylinder x 2 + y2 = 4.
13. S is the set cut from a sphere of radius 4 by a cylinder of radius 2 whose axis is
a diameter of the sphere.
14. S is the set above the cone Z2 = x 2 + y2 and inside the sphere
x 2 + y2 + Z2 = a 2.
15. S is the set bounded by the cone Z2 = x 2 + y2 and the cylinder
x 2 + y2 - 2y = O.
16. S is the set bounded by the sphere x 2 + y2 + Z2 = 4 and the cylinder

x 2 + y2 = 2x.
17. S is the set bounded by the cone + / and the paraboloid
Z2 = x2
3z = x + y2 2
18. S is bounded by the surfaces z = 0, 2z = x 2 + y', and 2y = x 2 + y2.

19. S is bounded by the cylinder x' + y2 = 4 and the surface (a hyperboloid)
x 2 + y2 _ Z2 = I.
20. S is bounded by the cone z2 =x2 +/ and the cylinder, = I + cos 8.

21. S is bounded by the surfaces z = x and 2z = x 2 + y2.
22. S is bounded by the surfaces z = 0, z = x 2 + y2, and , = 2( I + cos 8).

23. S is inside the sphere x 2 + y2 + Z2 = Q2 and inside the cylinder erected on one
loop of the curve z = 0, , = a cos 28.
24. S is inside the sphere x 2 + y2 + Z2 = 4 and inside the cylinder erected on one
loop of the curve z = 0, ,2= 4 cos 28.
25. S is bounded by the surfaces Z2 = x 2 + y2, Y = 0, Y = x, and x = Q.
*26. S is bounded by the surfaces Z2 = x 2 + y2 and x - 2z + 2 = 0.

27. A wedge is cut from a spherical ball of radius C by two planes which intersect on
a diameter of the ball. If the angle between the planes is 11/3, find the volume of
the wedge. What is the volume if the angle is t/>?
28. A torus is generated by revolving a circular disk of radius a about an axis outside
~"
-i------+--------x
L o
Fig. 5-31 Fig. 5-32
the disk. If the distance of the axis from the center of the disk is b, use polar
coordinates to find the volume of the torus.
29. a) Suppose that g(r, 0) = g(r, -0) for all r, O. Let F be a region which is sym-
metric with respect to the x axis. Let Fa be the portion of F above the x axis.
Show that
ffg(r,O)rdrdO = 2 ffg(r,O)rdrdO.
, '0
b) If g(r, 0) = -g(r, -0), show that IS, g(r,O)rdrdO = O.
6. Moment of Inertia and Center of Mass

Consider the idealized situation in which an object of mass m occupies a
single point. Let L be a line which we designate as an axis.
Definition. The moment of inertia of a particle of mass m about the axis L is

mr 2 , where r is the perpendicular distance of the object from the axis (Fig.
5-31). If we have a system of particles m l ,m2' ... ,m n at perpendicular
distances, respectively, of r I ' r2, ... , r n from the axis L, then the moment of
inertia of the system, I, is given by
n
l=m1rI+m2d+ ... +mnr,;= 'Imjrr
i=l
Let F be an object made of thin material occupying a region in the xy

plane (Fig. 5-32). We wish to define the moment of inertia of F about an
axis L. The axis L may be any line in three-dimensional space. We proceed
as in the definition of integration. First we make a subdivision of the plane
into rectangles or squares. We designate the rectangles either wholly or
partly in F by F 1 , F 2 , ••• , F". Since the object F may be of irregular shape
and of variable density, the mass of the subregions may not be calculable
exactly. We select a point in each subregion F; and denote its coordinates
(~i' IJJ We assume that the entire mass of F;, denoted m(F;), is concentrated
at the point (~j, IJJ Letting r j be the perpendicular distance of (~;, '1;) from
the line L, we form the sum
"
I
m(F;)r j2.
j=1
Definition. If the above sums tend to a limit (called I) as the norms of the
subdivisions tend to zero, and if this limit is independent of the manner in
which the (~;, '1;) are selected within the F;, then we say that I is the moment
of inertia of the mass distribution about the axis L.
The above definition of moment of inertia leads in a natural way to the

next theorem.
Theorem to. Given a mass distribution occupying a region F in the xy plane

and having a continuous density p(x, y). Then the moment of inertia about the
ff
y axis (denoted by II) is given by
II = X2p (X,y)dA.
F
Similarly, the moments of inertia about the x axis and the z axis are, respec-
ff
tively,
2
12 = y2p (x,y)dA, 13 = ff(X + y2)p(x,y)dA.
F F
The proof depends on the Fundamental Lemma on Integration. (See

Problem 29 at the end of this section.)
Corollary. The moments of inertia ofF about the lines

L 1 ={(x,y,z):x=a, z=O}, L 2 ={(x,y,z):y=b, z=O},
L 3 ={(x,y,z):x=a, y=b}
are, respectiue/y,
-
-;;~!J<x a),p(X'Y)d~
II = ff(y - b)2 p (x,y)dA,
F
If·b = ff[(X - a)2 + (y - b)2]p(x,y)dA.

F
1j
(4.4)
(4~ece,e)
-I----+-+---+--\-__ x
-2 -I o I 2 (j (4,0)
--x
Fig. 5-33 Fig. 5-34
EXAMPLE I. Find the moment of inertia about the x axis of the homogeneous
plate bounded by the line y = 0 and the curve y = 4 - Xl (Fig. 5-33).
SOLUTION. According to Theorem 10, we have
/1 = f f.l
F
p dA = p f f yl dy dx
F
=pfl f4-X2yldYdx=~fl (4-X l )3dx
fl
-1 0 -1
= -P (64 - 48x l + 12x4 - x 6 )dx 4096p

=- -.
3 -1 105
EXAMPLE 2. Find the moment of inertia about the z axis of the homogeneous
triangular plate bounded by the lines y = 0, y = x, and x = 4.
rf
SOLUTION I. We have
l
13 = ff(X + yl)pdA = P (Xl + yl)dydx
F
= p
f.o4[ Xl Y + _I y3JX dx =
3 0
4
~
3
f.4 x 3 dx = --p.
0
256
3
SOLUTION 2. We may introduce polar coordinates as shown in Fig. 5-34.

Then
/3= JJ(xl+yl)PdAx,y=P ffrl.rdrdO=p 1"'414secur3drdo
nl4 [I
f
F G
-tan 3 0Jn 4 = --p.
l
= 64p 4
sec OdO = 64p tan 0 + 256
o 3 0 3
I..- r-..
/ F} F2 · \
Fj
/
e \ .(~i. ~i) /
mj em 2
-
'\ F"
A e m3 f-- ~ r-... V
i;. n1 5
~
I
[, x
II 0
l'=a
Fig. 5-35 Fig. 5-36
The moment of inertia about the z axis of two-dimensional objects in the

xy plane is called the polar moment of inertia. Since the combination Xl + y l
l
= r is always present in calculating polar moments, a change to polar
coordinates is frequently advantageous.
Suppose that a number of masses, say five, are located at various points
in the xy plane. We wish to find the center of mass of this system. From the
point of view of mechanics, we imagine the masses supported by a weightless
tray and assume that each mass occupies a single point. The center of mass
is the point at which the tray will balance when supported by a sharp nail
(Fig. 5-35). To calculate the center of mass we make use of the moment
oia mass m with respect to one of the coordinate axes. If particles of masses
m 1 , ml, ... , mIt are situated at the points (X['Yl)' (Xl'Yl)' ... , (xn,Yn),
respectively, then the algebraic moment (sometimes called first moment
or simply moment) of this system about the Y axis is defined by the quantity
n
mix} + m 2x 2 + ... + mnxn = I mix j •
i=1
Its algebraic moment about the x axis is
More generally, the algebraic moments about the line x = a and about the
line Y = b are, respectively,
n n
I mj(x j - a) and I mi(Yi - b).
i=1 i=l
We now define the moment of a thin object occupying a region F in the

xy plane.
Definition. Assume that a thin mass occupies a region F in the xy plane. Let
F[, F2 ,. . . , F" be a subdivision of F as shown in Fig. 5-36. Choose a point
(~i' '1J in each F; and replace the mass in F; by a particle of mass m(F;) located
at (~i' '1J The n idealized masses have moment
n
L (~i - a)m(F;)
;=1
about the line x = a. If the above sums tend to a limit M 1 as the norms of the
subdivisions tend to zero and for any choices of the points (~i' '1J in F;,
then we define the limit M 1 as the moment of the mass distribution about the
line x = a. An analogous definition for the limit M 2 of sums of the form
L" (rli - b)m(F;)

i=l
yields the first moment about the line y = b.
The definition of first moment and the Fundamental Lemma on Integra-

tion yield the next theorem.
Theorem II. Jfa distribution of mass over a region F in the xy plane has a
continuous density p(x,y), then the moments M 1 and M 2 of F about the lines
x = a and y = b are given by the formulas
M 1 = ff(X - a)p(x,y)dA, M 2 = ff(y - b)p(x,y)dA.

F F
Corollary. Given a distribution of mass over a region F in the xy plane as in

Theorem II, then there are unique values of a and b (denoted x and y, respec-
tively) such that M 1 = M l = O. Jn fact, the values of x and yare given by
ffXP(X,y)dA f f yp(x, y) dA
X=---'F _ y=---'F'----- _
m(F) m(F)
where
m(F) = ffp(X,y)dA.
F
PROOF. If we set M 1 = 0, we get
0= II(x-a)p(X,y)dA= IIXp(X,y)dA-a ffp(x,y)dA.

F F F
Since m(F) = II p(x,y) dA, we find for the value of a:
F II xp(x,y)dA
a= F = x.
m(F)
The value y is found similarly.
~"""'''------_ x
Fig. 5-37
Definition. The point (x, y) is called the center of mass of the distribution
over F.
EXAMPLE 3. Find the center of mass of the region

F={(x,y):O::;;x::;;l, x 3 ::;;y::;;JX}
if the density of F is given by p = 3x.
SOLUTION. (See Fig. 5-37.) For the first moments, we have
M1 = Sf xpdA = 3 LIx: 2
x dydx
f f
F
2 5 2 5 5
=3 x [y];: dx =3 (X / - x )dx = 14'
M2 = ff
F
ypdA =3 f Ix: yxdydx =~ f X[y2];: dx
=~
2
r
Jo
I (x2 _ X 7) dx =~
16'
m(F) = ff
F
pdA =3 L L:XdY dX=3 fX[Y]:;'dX
= 3 Jo
fl (X 3
/
2 4
- x )dx = S'
3
Therefore
_ M1 5 5 25. --, _ M 2 _ ~.~ _ 25
X=~-=-'-=-
m(F) 14 3 42' Y - m(F) - 16 3 - 48'
EXAMPLE 4. Find the center of mass of a plate in the form of a circular sector
of radius a and central angle 2ex if its thickness is proportional to its distance
from the center of the circle from which the sector is taken.
'"
----oo~~_+--___oo__-+_-x
o '"
a
Fig. 5-38
SOLUTION. Select the sector so that the vertex is at the origin and the x axis
bisects the region (Fig. 5-38). Then the density is given by p = kr, where
k is a proportionality constant. By symmetry we have y = O. Using polar
coordinates, we obtain
M1 = ffxkrdAX,y
F
=k fa 1: 2
r coserdrde
=4
ka
4
fa cosede
1
= "2 ka4 sin a,
JJrdAx,y = k fa 1: r drde = ~ka3a.

-a
2
m(F) =k
F
Therefore
_ M 3asina
X = -1- = - - - .
m(F) 4a
PROBLEMS
[n each of Problems I through 7, find the moment of inertia about the given axis of the
plate Fwhose density is given.
I. F is the square with vertices (0,0), (a, 0), (a, a), (O,-a), p = constant; y axis.
2. F is the triangle with vertices (0,0), (a, 0), (b, c), with a > 0, C > 0, P = constant;
x axis.
3. F={(x,y):O:s;x:S;l, x 2 :s;y:s;jX}, p=constant; yaxis.
4. F={(X,y):[:S;X:S;4, ~:s;y:S;5-X}' p=ky; x axis.
5. F={(x,y):-a:s;x:s;.a, 0:s;y:s;>Ja 2 -x 2 }, p=ky; x aXIS.
6. F={(X,y): I :s;x:S;4, ~:s;y:S;5-XJ. p=constant; x axis.
7. F={(x,y):O:s;x:S;1t, O:s;y:s;sinx}, p=constant; yaxis.

In each of Problems 8 through 17, find the moment of inertia about the given axis of
the plate F whose density is given.
8. F={{x,y):x 2 +y2:o;a 2}, p=k.jX 2 +y2; zaxis.
9. F={{x,y):-I:o;x:O;2, x 2 :o;y:o;x+2}, p=constant; x axis.
10. F is the interior of the square with vertices (O,O), {a, 0), (a, a), (O, a), p =
constant; z axis.
II. F={{x,y):O:o;x:o; 1, x 2 :o;y:o;,.jx}, p=ky; yaxis.
12. F={(x,y):-I:o;x:o;2, x 2 :o;y:o;x+2}, p=constant; axisisliney=4.
13. F= {(x,y): x 2 + y2:o; a 2}, p = k.jx 2 + y2; x axis.
14. Fis bounded by the closed curve r = 2acose, p = kr; z axis.

2 2
15. F is bounded by one loop of r = a cos 2e, p = constant; z axis.
2 2
16. F is bounded by one loop of r = a cos 2e' p = constant; x axis.
17. F is the region in the first quadrant inside the circle r = I, and bounded by r = I,
e = r, and e = n12; A= constant; z axis.
In each of Problems 18 through 28, find the center of mass of the plate F described.
18. F={(X,y): I ~x:o;4, ~~y~5-X}' p=ky.
19. F={(X,y):y2:O;X~y+2, -I:o;y~2}, p=kx.
20. F is the interior of the triangle with vertices at (O, 0), (a, 0), (b, c), with 0 < b < a,
0< c, (j = kx.
21. F={(x,y):O:o;x:o; I, x 2 :o;y:o;,.jX}, p=ky.
22. F= {(x,y): -I :0; x:o; 2, 2

x :o;y:o; X + 2}, p = constant.
23. F is the square with vertices at (0,0), (a,O), (a, a), (0, a), p = k(x 2 + y2).
2
24. F is the triangle with vertices at (0,0), (I, 0), (I, I), p = kr
25. F is bounded by the cardioid r = 2(1 + cos 0), P = constant.
26. F is bounded by one loop of the curve r = 2 cos 20, p = constant.

27. F is bounded by 3x 2
+ 4y 2 = 48 and (x - 2)2 + y2 = I, P = constant.
2 2
28. F is bounded by one loop of the curve r = a cos 20, p = constant.
29. The Theorem of the Mean for double integrals states that if/is integrable over a
region F 0/ area A(F) and if m :o;/{x,y):o; M for all (x,y) on F, then there is a
number iii between m and M such that
H/(X,y)dA = iiiA(F).
F
Use the Fundamental Lemma on Integration and the Theorem of the Mean to
establish Theorem 10. Use the idea of the proof of Theorem 9.
7. Surface Area 333
30. Show that if a mass distribution F lies between the lines x = a and x = b, then
a S x s b. Similarly, if F lies between the lines y = c and y = d, then c s Y s d.
31. Let Fj> F2 , . . . , F;, be regions no two of which have any points in common, and
let (xl,Yt), (X 2,Y2), ... , (xn,Ya) be their respective centers of mass. Denote the
mass of F; by mi' If F is the region containing all the points in every F;, show that
the center of mass (x, y) of F is given by
_
X=
mix, + m 2x 2 + ... + mnxn ,
m, +m 2 + ... + rna
32. Show that if F is symmetric with respect to the x axis and p(x, - y) = p(x,y) for
all (x,y) on F, then Y = O. A similar result holds for symmetry with respect to the
yaxis.
33. Find the moment of inertia about the z axis of a ring of uniform density in the xy
plane bounded by the circles x 2 + y2 = rl and x 2 + y2 = r} with " < '2' Find the
result of the solid disk with the same density having the same moment of inertia
about the z axis.
34. Let F be a region in the xy plane with mass m(F). Show that in the notation of this
section
Ir = II - 2aM, + a 2 m(F)
where M, is the first moment of F about the y axis. Also, show that
Ija.b) = 13 _ 2aM, - 2bM2 + (a 2 + b 2)m(F)
where M 2 is the first moment of F with respect to the x axis.
7. Surface Area
To define surface area we employ a procedure similar to that used for
defining area in the plane. First, we define surface area in the simplest case,
and second, we employ a limiting process for the definition of surface area
of a general curved surface.
Suppose two planes f, and f 2 intersect at an angle ¢ (Fig. 5-39). From
Fig. 5-39
Fig. 5-40 Fig. 5-41
each point of G I , a region in the plane f l , we drop a perpendicular to the

plane f 2' The set of points of intersection of these perpendiculars with f 2
forms a region which we denote G2 . The set G2 is called the projection of
G I on f 2 . We shall now determine the relationship between the area A(G I )
of G I and the area A (G 2 ) of G 2 . If G, is a rectangle-the simplest possible
case-the problem may be solved by elementary geometry. For convenience,
we select the rectangle in f l so that one side is parallel to the line of inter-
section of the two planes (Fig. 5-40). Let the lengths of the sides of the
rectangle be a and b, as shown. The projection of the rectangle in f I onto f 2
is a rectangle, as the reader may easily verify. The lengths of the sides of
the rectangle in f 2 are a and bcos¢. The area Al = ab for the rectangle in
f l and the area A 2 = ab cos ¢ for the rectangle in f 2 . They satisfy the relation
A 1 = AI cos¢. (I)
Equation (I) is the basis of the next useful result.
Lemma. Let G I be a region in a plane f l and let G 2 be the projection of G I

onto a plane f 2 . Then
(2)
where ¢ is the angle between the planes f l and f 2.
This lemma is proved by subdividing the plane f l into a network of

rectangles and observing that these rectangles project onto rectangles in
f 1 with areas related by equation (I). Since the areas of G I and G2 are
obtained as limits of sums of the areas of rectangles, formula (2) holds in
the limit (Fig. 5-41). We observe that if the planes are parallel, then ¢ is
zero, the region and its projection are congruent, and the areas are equal.
If the planes are perpendicular, then ¢ = 71./2, the projection of G} degen-
erates into a line segment, and A(G2 ) vanishes. Thus formula (2) is valid
for all angles ¢ such that 0 :::; ¢ :::; 71./2.
Suppose we have a surface S represented by an equation
7. Surface Area 335
t
Ii
!
!
I
I
/
/ClT !
/
//
./
x
Fig. 5-42
z = !(x,y)
for (x,y) on some region F in the xy plane. We shall consider only functions
fwhich have continuous first partial derivatives for all (x,y) on F.
To define the area of the surface S we begin by subdividing the xy plane
into a rectangular mesh. Suppose Tj , a rectangle of the subdivision, is com-
pletely contained in F. Select a point (~j, '1;) in T j • This selection may be
made in any manner whatsoever. The point Pj(~j, I]j, (;), with (j = j(~j, 1];),
is on the surface S. Construct the plane tangent to the surface S at Pj (Fig.
5-42). Planes parallel to the z axis and through the edges of Tj cut out a
portion (denoted S;) of the surface, and they cut out a quadrilateral, denoted
Qj, from the tangent plane. The projection of Qj on the xy plane is Ii.
If the definition of surface area is to satisfy our intuition, then the area of
Sj must be close to the area of Qj whenever the subdivision in the xy plane is
sufficiently fine. However, Qj is a plane region, and its area can be found
exactly. We recall from Chapter 4 (page 226) that we can determine the
equation of a plane tangent to a surface z = !(x, y) at a given point on the
surface. Such a determination is possible because the quantities
-I
form a set of attitude numbers for the tangent plane at the point (C IJj, (;)
where (j = j(~j, IJJ
On page 22 we showed that the formula for the angle between two planes is
A. lalb l + a 2b 2 + a3 b 31
cos 'I-' = ----r~===~=~_"r=~==~===;:;'
J ai + a~ + a~ J bi + b~ + b~ ,
where ai' a 2 , a 3 and b l ' b 2 , b 3 are sets of attitude numbers of the two planes.
We now find the cosine of the angle between the plane tangent to the surface
and the xy plane. Letting ¢> denote the angle between the tangent plane and
the xy plane and recalling that the xy plane has attitude numbers 0, 0, - I,
we get
cos¢>= °f+O-/+I·1
,I ,2 =(I+f,2+1.2)-1/2,
)1 +Ii + jj x Y
()----V
I
I
I ! I
i t·------- :--- y
1/ F iI
-._-_._-
/
-.---.--_.__ I
/
x (1,1,0)
Fig. 5-43
According to the above lemma, we have

A(TJ = A(QJcosrj>
or
A(QJ = A(TJJI + f/(~i,rIJ + f/(C I'/J

We add all expressions of the above type for rectangles T; which are in F.
We obtain the sum
n n
I A(Qi) = I A (T;)-J I + j/(~;, 1'/;) + j/(~i' 1'/;), (3)
;=1 i=l
and we expect that this sum is a good approximation to the (as yet undefined)
surface area if the norm of the rectangular subdivision in the xy plane is
sufficiently small.
Definition. If the limit of the sums (3) exists as the norms of the subdivisions
tend to zero an<;l for arbitrary selections of the values (~i' 1'/;) in Ti , then we say
that the surface z = I(x, y) has surface area. The value of the surface area
A (5) of 5 is the limit of the sum (3).
Theorem 12. The sums in (3) tend to
A(5) = ff JI
F
+ [j~(X,y)]2 + [j~(X,y)]2 dA
whenever the first derivatives j~ and f~ are continuous on F.
This theorem is an immediate consequence of Theorem I and the fact that

J I + j/ + 1/ is continuous if j~ and f~ are. The integration formula of the
theorem may be used to calculate surface area, as the next examples show.
EXAMPLE l. Find the area of the surface z = f(X

3t2 + y3t2) situated above
the square F = {(x, y) : 0 :'0:: x :'0:: I, 0 :'0:: Y :'0:: I} (Fig. 5-43).
7. Surface Area 337
y=x
--:0:1"---+---+-2--. x
ex
Fig. 5-44 Fig. 5-45
SOLUTION. Setting z = j(x,y), we have fx = X1/ 2,/y = yl/2, and
A(S)= ff(l +X+y)I/2dA

f
= 11 fal (I + x + y)I/2dydx.
Therefore
l2 [(I + x + y)3 /2]6 dx 2fl [(2 + X)3/2 -
A (S) =
i -
o 3 3
= -
0
(l + X)3 /2] dx
= I~ [(2 + X)5/2 - (l + X)5/2]6 = ~ (I + 9J3 - 8J2).
EXAMPLE 2. Find the area of the part of the cylinder z = ix 2 cut out by
the planes y = 0, Y = x, and x = 2.
rr
SOLUTION. See Figs. 5-44 and 5-45, which show the surface S and the pro-
jection F. We have ozjox = x, ozjoy = O. Therefore
A(S) = ff ~dA
f
= -11 + x 2 dydx
The next example shows that it is sometimes useful to use polar coordinates
for the evaluation of the double integral.
---:::-k-----+-- x
Fig. 5-46
2
EXAMPLE 3. Find the surface area of the part of the sphere x + y2 + Z2 = a
2
cut out by the vertical cylinder erected on one loop of the curve whose
equation in polar coordinates is r = acos 2B.
SOLUTION. (See Fig. 5-46.) The surface consists of two parts, one above and
one below the xy plane, symmetrically placed. The area of the upper half
will be found. We have
oz -x az -y
ax J 2
a _ x 2 _ y2 ' ay
Therefore (Fig. 5-46), we obtain
A(S) = ffJ F
2
a -x -y
a 2 .2dAx.y
f
rr/4 fac0528 ar .
= ~dldB.
2
-rr/4 0 va2 - r
This integral is an improper integral, but it can be shown to be convergent.
t
Taking this fact for granted, we get
/4
A(S) = 2a [ -Ja 2 - r
2
JoC0528 dB
f
"/4 I
=2a 2 (l-sin2B)d8='2 a2 (n-2).
o
The total surface area is a 2 (n - 2).
If the given surface is of the form y = j(x, z) or x = fey, z), we get similar
formulas for the surface area. These are
if z = j(x, y),
7. Surface Area 339
(Oy) + (Oy)2
2
A(S) = 1 + Ox oz dA x •z if y = f(x, z),
A(S) = if x = f(y, z).

F
PROBLEMS
In each of Problems 1 through 18, find the area of the surface described.
I. The portion of the surface z = HX 3/2 + y3/2) situated above the triangle
F={(x,y):Osxsy,Osysl}.
2. The portion of the plane xla + ylb + zle = I in the first octant (a > 0, b > 0,
e> 0).
3. The part of the cylinder x 2 + Z2 = a 2 inside the cylinder x 2 + y2 = a 2.
4. The part of the cylinder x 2 + Z2 = a 2 above the square Ixl s ta, Iyl s ta.
5. The part of the cone Z2 = x 2 + y2 inside the cylinder x 2 + y2 = 2x.
6. The part of the cone Z2 = x 2 + y2 above the figure bounded by one loop of the
curve ,2 = 4 cos 28.
7. The part of the cone x 2 = y2 + Z2 between the cylinder y2 = z and the plane
y = z - 2.
8. The part of the cone y2 = x 2 + Z2 cut off by the plane 2y = (x + 2)J2.
9. The part of the cone x 2 = y2 + Z2 inside the sphere x 2 + y2 + Z2 = 2z.
10. The part of the surface z = xy inside the cylinder x 2 + y2 = a 2
II. The part of the surface 4z = x 2 - y2 above the region bounded by the curve
,2 = 4cos8.
12. The part of the surface of a sphere of radius 2a inside a cylinder of radius a if the
center of the sphere is on the surface of the cylinder.
13. The part of the surface of a sphere of radius a, center at the origin, inside the
cylinder erected on one loop of the curve' = a cos 38.
14. The part of the sphere x 2 + y2 + Z2 = 4z inside the paraboloid x 2 + y2 = Z.
IS. The part of the cylinder y2 + Z2 = 2z cut off by the cone x 2 = y2 + Z2.
16. The part of the cylinder x 2 + y2 = 2ax inside the sphere x 2 + y2 + Z2 = 40 2.
17. The part of the cylinder y2 + Z2 = 40 2 above the xy plane and bounded by the
planes y = 0, x = a, and y = x.
18. The part of the paraboloid y2 + Z2 = 4ax cut off by the cylinder y2 = ax and the
plane x = 3a; outside the cylinder y2 = ax.
I
I
Z = CI- (-_-:1 -1'
I
1@fJ
I
I :Bi U
I 1----
1 '
)- - - - - - - - - - x = aO
~--,---/----------- -y
~=C07 // / -x=al
/ y=bo y=b,
x Fig. 5-47
19. (a) Use elementary geometry (and trigonometry) to establish equation (2) for an
arbitrary triangle. (b) Use the result of (a) to establish equation (2) for an arbitrary
polygon.
20. If r = J x 2 + y2, (J = arctan (yjx), and z = f(x, y), establish the formula for surface
area in polar coordinates:
A(S)= If
F
l+f/+~f/rdrd(J.
Use the polar coordinates formula (Problem 20) to find the surface area in Problems 21
through 23.
21. The area of the surface of the paraboloid z = x 2 + y2 which is inside the cylinder
x 2 + y2 = 4.
22. The portion of the cone x 2 + y2 = Z2 inside the cylinder (x 2 + y2)2 = 2xy.
23. The portion of the cone x 2 + y2 = Z2 inside the cylinder x 2 + y2 = 1.
8. The Triple Integral

The definition of the triple integral parallels that of the double integral.
In the simplest case, we consider a rectangular box R bounded by the six
planes x = ao,x = al,y = bo,y = bl,z = CO,Z = C I (Fig. 5-47). Letf(x,y,z)
be a function of three variables defined for (x,y, z) in R. We subdivide the
entire three-dimensional space into rectangular boxes by constructing planes
parallel to the coordinate planes. Let HI' H2 , .•. , Hn be those boxes of the
subdivision which contain points of R. Denote by V(Hi) the volume of the
ith box, Hi' We select a point Pi(~i' 1]i, (;) in Hi; this selection may be made
in any manner whatsoever. The sum
n
L f(~i' 1];, (i) V(H;)

;=1
x
Fig. 5-48
is an approximation to the triple integral. The norm of the subdivision is the

length of the longest diagonal of the boxes B], B 2 , ..• , B n . If the above
sums tend to a limit as the norms of the subdivisions tend to zero and for
any choices of the points ~, we call this limit the triple integral off over R.
The expression
I I I f(x,Y, z)dV
R
is used to represent this limit.

Just as the double integral is equal to a twice-iterated integral, so the
triple integral has the same value as a threefold iterated integral. In the
case of the rectangular box R, we obtain
IIIf(X,Y,Z)dV= fa:' {[I [I' f(x,y, Z)dZ] dY}dX.

R
Suppose a region S is bounded by the planes x = aD, x = a], Y = b o ,

Y = b l , and by the surfaces Z = r(x,y), Z = s(x,y), as shown in Fig. 5-48.
The triple integral may be defined in the same way as for a rectangular box
R, and once again it is equal to the iterated integral. We have
III f(x,Y,z)dV=
s
f' ff' [f(x,y)
Uo bo r(x,y)
f(X,y,Z)dZ]dY}dX.
We state without proofthe following theorem, which applies in the general

case.
Theorem 14. Suppose that S is a region defined by the inequalities

S={(x,y,z):asxsb, p(x)sysq(x), r(x,y)szss(x,y)},
where the functions p, q, r, and s are continuous. Iff is a continuous function
on S, then
fff
s
!(x,y,z)dV= r {t(,~lr~':) !(X,Y,Z)dZJdY}dX.
The iterated integrations are performed in turn by holding all variables
constant except the one being integrated. Brackets and braces in multiple
integrals will be omitted unless there is danger of confusion.
EXAMPLE I. Evaluate the iterated integral

3 f6-2Z f 4-(2/3)}.-14/3I Z
yzdxdydz.
fo 0 0
SOLUTION. We have
3 J6-2Z f~-(2'3)Y-(4/3)Z
yzdxdydz
J: fa
fo 0 0
6 2Z
= - [xYZ];i-(2/3)Y-(4/3)Zdydz
J
3f6-2= ( 2 4 )
= 0 0 yz 4 - 3" y - 3" z dy dz
3[ J 6 2
J
= 2
2zy 2 - _z)'3 __2 y2 z 2 - Z dz
o 9 3 0
= J: [(2Z - ~Z2) (6 - 2Z)2 - ~z(6 - 2Z)3J dz

= ~ L3 z(6 - 2Z)3 dz.
The integration may be performed by the substitution u = 6 - 2z. The

result is 54/5.
The determination of the limits of integration is the principal difficulty in

reducing a triple integral to an iterated integral. The reader who works a
large number of problems will develop good powers of visualization of
three-dimensional figures. There is no simple mechanical technique for
determining the limits of integration in the wide variety of problems we
encounter. The next examples illustrate the process.
EXAMPLE 2. Evaluate
fff
s
xdV,
where S is the region bounded by the surfaces y = x 2, Y = x + 2,

4z = x 2 + y2, and z = x + 3.
I
1
I
I
z
1
1
I
I
I
I
1
:/;1
I I
I ..... - /1
.' _I' )';
I I/'/
I ) / /
j/'" I
;
I
I
/
I
I
-I --~~----_
.. T
Fig. 5-49
------3~"--------x
Fig. 5-50
SOLUTION. To transform the triple integral into an iterated integral, we must

determine the limits of integration. The region S is sketched in Fig. 5-49.
The projection of S on the xy plane is the region F bounded by the curves
y = x 2 and y = x + 2, as shown in Fig. 5-50. From this projection, the
region rises with vertical walls, bounded from below by the paraboloid
z= ±cx x
2 + y2) and above by the plane z = + 3. Since F is described by
the inequalities
F={(x,y):-I :::;x:::;2, x 2 :::;y:::;x+2},
we have
S={(x,y,z): -1 :::;x:::;2, x 2 :::;y:::;x+2, ±(X2 +y2):::;Z:::;x+3}.
Therefore
In the case of double integrals there are two possible orders of integration,
one of them often being easier to calculate than the other. In the case of
triple integrals there are six possible orders of integration. It becomes a
matter of practice and trial and error to find which order is the most con-
venient.
The limits of integration may sometimes be found by projecting the region
on one of the coordinate planes and then finding the equations of the "bot-
tom" and "top" surfaces. This method was used in Example 2. If part of
the boundary is a cylinder perpendicular to one of the coordinate planes,
that fact can be used to determine the limits of integration.
EXAMPLE 3. Express the integral
1= ffff(X,y,Z)dV
s
as an iterated integral in six different ways when S is the region bounded
by the surfaces
Z = 0, Z= x, and y2 = 4 - 2x.
SOLUTION. The region S is shown in Fig. 5-51. The projection of S on the

xy plane is the two-dimensional region Fxy bounded by x = 0 and y2 =
4 - 2x, as shown in Fig. 5-52. Therefore the integral may be written
1 f+.,!4=2X IX f(x,y,z)dzdydx
2
1=
o -,,/4-2x 0
f
= 2 I2-<1/21Y2 IX f(x,y,z)dzdxdy.
-2 0 0
The projection of S on the xz plane is the triangular region bounded by the

curves z = 0, z = x, and x = 2, as shown in Fig. 5-53. The iterated integral
y
z
y
(0,2)
--.+---+-----1I----X
(2,0)
(0, -2)
Fig. 5-51 Fig. 5-52
(0,2)
-+---t----::+---+--~_y
(-2,0) (2,0)
Fig. 5-53 Fig. 5-54
in this case becomes
1= 2fXf+v'4"=2X
f o 0 -.-'4-2x f(x,y, z) dydzdx
2
i
= f2f+v'4"=2X f(x,y,z)dydxdz.
o z -,/4-2x
The projection of S on the yz plane is tne plane region bounded by z = 0
and z = 2 - h 2 (Fig. 5-54). Then I takes the form
f
f2f+.-'4-2Z f
2 f2-(I12)y2 2 -(I1 2 )Y2
1= f(x,y,z)dxdzdy
-2 0 z
1 -.-'4-2z
2 -(112 lY2
= f(x,y,z)dxdydz.
o z
PROBLEMS
In each of Problems I through 6, find the value of the interated integral. Express each
region of integration in set notation.
rrr l x X y l
r Jorl-Y'J-rx 2y zJXdzdxdy
rx
I. Jo Jo Jo xdzdydx
-
2. L
3. r rJY r"+z xydxdzdy
Jo
l
Jo
tt
Jy 2
4 116 X
4. - ' f'16-X'-Y' (x + Y + z)dzdydx
5. rz r~ r 2
-
Z
zdxdydz 6. r r r"l +liz

l x
dzdydx
Jo Jo Jo Jo Jo Jo ...;z
In Problems 7 through 17, evaluate
ffff(x,y,Z)dV
s
where S is bounded by the given surfaces or regions and f is the given function. In
each case, express S in set notation.
7. z=O, y=O, yS;x, x+y=2, x+y+z=3; f(x,y,z)=x

8. x=O, x=JaZ-yz-zz; f(x,y,z)=x
9. z=O, xZ+z=l, y2+ z =l, f(x,y,z)=zz
10. x Z + Z2 = a 2, yZ + ZZ = a Z, f(x,y,z) = x Z + yZ
II. x=O, y=O, z=O, (xja) + (yjb) + (zjc) = I, (a,b,c>O); f(x,y,z)=
z
12. Y = Z2, yZ = Z, x=O, x =y - Z2; j(x,y, z) = y + ZZ
13. x=O, y=O, z =0, XI/Z + yl/Z + ZI/Z = al/Z; j(x,y,z)=z
14. x=O, y=O, z =0, yZ =4- z, x=y+ 2; f(x,y,z) = xz; y~O
15. z=xz+yZ, z=27-2x Z -2y 2; f(x,y,z) = I
16. ZZ = 4ax, X Z + y2 = 2ax; j(x,y,z) = I
*17. y2 + Z2 = 4ax, y2 = ax, x = 30; f(x,y,z) = x 2
In Problems 18 through 22, express each iterated integral as a triple integral by describing
the set S over which the integration is performed. Sketch the set S and then express the
iterated integral in two orders differing from the original. Do not evaluate the integrals.
19. f,t-'J: 2y 2 xdzdxdy

9. Mass ofa Region in R 3 . Triple Integrals in Cylindrical and Spherical Coordinates 347
20.
fo
'f.fYf"+' xydxdzdy
0
21.
J f4-"JY+2
2
- 2 0 0
(y2 + z2)dzdxdy
f
)'2
22. 'f"xfrx'f(X,Y,Z)dZdYdX
o x2 0
23. Express the integral of f(x, y, z) over the region S bounded by the surface z =
J16 - x 2 - y2 and the plane z = 2 in 6 ways.
24. Express the integral
in 5 additional ways.
25. Let S be the solid tetrahedron with vertices at (0, 0, 0), (I, 0, 0), (0, 1,0), and (0, 0, I).
Find the value of Hf f(x,y, z) dV where f(x, y, z) = (x 2 + 2xz + y2).
S
26. Let S be the solid pyramid with vertices (0,0,0), (1,0,0), (I, 1,0), (0, L,O), and
(0,0,1). Find the value of Hff(x,y,z) dV where f(x, Y, z) = xyz + 2yz.
s
9. Mass of a Region in R 3 • Triple Integrals in

Cylindrical and Spherical Coordinates
From the definition of triple integral we see that if f(x, y, z) == I, then the
triple integral taken over a region S is precisely the volume V(S). More
generally, if an object occupies a region S, and if the density at any point is
given by b(x, y, z), then the total mass, m(S), is given by the triple integral
m(S) = Iff
s
b(x,y,z)dV.
NOTATION. For the remainder of this chapter the symbol b will be used for
density. The quantity p, which we previously used for density, will denote
one of the variables in spherical coordinates.
EXAMPLE I. The region S in the first octant is bounded by the surfaces

z = 0, x + Y = 2, x=O, y = O.
The density is given by c5(x,y, z) = 2z. Find the total mass.
SOLUTION. We have (Fig. 5-55)

-----y
rr-
x Fig. 5-55
m(S) = fff 2ZdV =2

X
r-X'-V'ZdZdYdX
11
s
2 2 X
= - (4 - x 2 - y 2fdydx
= 1212~x (16 + x 4 + y4 - 8x 2 _ 8y 2 + 2X 2y 2)dydx
=
Jo
e [(4 - X2)2 y _ ~(4 - X2)y3 +! ySJ2-X dx
1
3 5 0
2
= [2(4 - X2)2 - x(4 - x 2)2 - ~(4 _ x 2)(2 _ X)3
+ ~(2 - X)SJ dx.
The above integral, a polynomial in x, can be evaluated. The answer is

704/45.
We found that certain double integrals are easy to evaluate if a polar

coordinate system is used. Similarly, there are triple integrals which, although
difficult to evaluate in rectangular coordinates, are simple integrations when
transformed into other systems. The most useful transformations are those
to cylindrical and spherical coordinates. (See Chapter I, page 32 ff.)
Cylindrical coordinates consist of polar coordinates in the plane and a
Z coordinate as in a rectangular system. The transformation from rectangular
to cylindrical coordinates is
x=rcose, y = rsine, Z = z. (I)
A region S in (x, y, z) space corresponds to a region U in (r, e, z) space.
The volume of S, V(S), may be found in terms of a triple integral in (r, 8, z)-
space by the formula (Fig. 5-56)
9. Mass of a Region in R'. Triple Integrals in Cylindrical and Spherical Coordinates 349
Fig. 5-56
V(S) = IIIrdv.oz.
u
This formula is a natural extension of the formula relating area in rectangular
and in polar coordinates. (See page 318 ff.)
More generally, if j{x, y, z) is a continuous function, and if we define
g(r, e, z) = j(r cos e, r sin 8, z).
then we have the following relationship between triple integrals:
I II j(x, y, z) dVxyz = I I I g(r, e, z)r dV.oz·

s u
A triple integral in cylindrical coordinates may be evaluated by iterated
integrals. We write
III g(r,8,z)rdVroz = IIIg(r,8,Z)rdrd8dZ,

and, as before, there are five other orders of integration possible. Once again
the major problem is the determination of the limits of integration. For this
purpose it is helpful to superimpose cylindrical coordinates on a rectangular
system, sketch the surface, and read off the limits of integration. The next
example shows the method.
EXAMPLE 2. Find the mass of the region bounded by the cylinder x 2 + y2 = ax

and the cone Z2 = x 2 + y2 if the density is D = k J x 2 + y2 (Fig. 5-57).
SOLUTION. We change to cylindrical coordinates. The cylinder is r = a cos e

and the cone is Z2 = r 2 . The density is kr. The region S corresponds to the
/
/
/
/
,/,-
, I ,
,,
~-------~---~---~
/
Fig. 5-57
region U given by
U = fer, fJ, z) : 0 :0; r :0; a cos fJ, -~ < fJ < ~

2 - - 2'
Therefore
m(S) = III k,jx 2

+y
2
dVxyz = k IIfr·r'd~oz
= k
s
I "/2
-n12
JOcoso
0
I' -,
2
r dzdrdfJ
u
I
nl2 JOcoso I I nl2
= 2k r 3 dr dfJ = :2 ka 4 cos 4 fJ dfJ
-n12 -n12
(I + I
0
4
= lka4Inl2 2cos2fJ + + COS4fJ)d8 = 3kna .
8 -n12 2 16
The transformation from rectangular to spherical coordinates is given by

the equations (see page 33)
x = P cos fJ sin ¢, y= P sin e sin ¢, z = pcos¢. (2)
The region U given by
U = {(p, 0, ¢): PI ~ P ~ P2, 81 :0; () :0; fJ 2, ¢I:O; ¢ :0; ¢2}
corresponds to a rectangular box in (p, e, ¢)-space. We wish to find the
volume of the region S in (x, y, z)-space which corresponds to U under the
transformation (2). Referring to Fig. 5-58, we see that S is a region such as
A BCDA ,B'C' D' between the spheres p = PI and P = P2' between the planes
8 = fJ l and 8 = 82, and between the cones ¢ = ¢I(OADD'A') and ¢ =
9. Mass of a Region in R 3 • Triple Integrals in Cylindrical and Spherical Coordinates 351
02
Fig. 5-58 x
Fig. 5-59
¢2(OBCCB'). The region S is obtained by sweeping the plane region

F(ABCD shown in Fig. 5-59) through an angle = 2- !ie e e•.
The formula
for determining the volume when an area is swept through an angle about
an axis is given by
V(S) = !ie If xdAzx·
F
Since p, ¢ are polar coordinates in the zx plane (Fig. 5-59), we have

x = psin¢ and dA zx = p dAp<J> = pdp d¢.
Therefore
Fig. 5-60
More generally, if j{x,y, z) is continuous on a region S and if

g(p, 8, ¢) = j{p cos 8sin ¢, p sin 8 sin ¢, p cos ¢),
then the triple integral ofjmay be transformed according to the formula
fff j(x,y,z)dV,yz = fff g(p,6,¢)p2 sin¢dVp9<1>'

s u
Once again, the triple integral is evaluated by iterated integrations. The
next example illustrates the process.
EXAMPLE 3. Find the volume above the cone Z2 = x 2 + y2 and inside the
sphere x 2 + y2 + Z2 = 2az (Fig. 5-60).
SOLUTION. In spherical coordinates the cone and sphere have the equations
and p = 2acos¢,
respectively. Therefore
V(S) = fffdVXyz= fffp2sin¢dVp9<1>

s u
PROBLEMS
In each of Problems I through 16, find the mass of the region having the given density
6 and bounded by the surfaces whose equations are given.
I. Z2 = X2 + y2, X2 + y2 + Z2 = a 2, above the cone, 6 = const.
2. The rectangular parallelepiped bounded by x = -a, x = a, y = -b, Y = b,
z = -c, z = c, e5 = k(x 2 + y2 + Z2).
3. x 2 +y 2 +z 2 =a 2, X2 +y2+ Z2=b 2, a<b, 6=kJX 2 +y2+ Z2
4. The rectangular parallelepiped bounded by x = 0, x = 2a, y = 0, y = 2b,
Z = 0, Z = 2e, 6 = k(x 2 + y2 + Z2).
6. The tetrahedron bounded by the coordinate planes and x +y + Z= I; 6 = kxyz.

7. x 2 + y2 = 2ax, x 2 + y2
+ Z2 = 4a 2 ; 6
= k(x 2 + y2).
8. Z2 = 25(x 2 + y2), Z= + 4; e5 = const; above the paraboloid.
x 2 + y2
9. Z2 = x 2 + y2, x 2 + y2 + Z2 = 2az; above the cone; 6 = kz.
10. Interior of x 2 + y2 + Z2 = a 2 ; 6 = k(x 2 + y2 + Z2)", n a positive number.
11. x 2.+ y2 = az, x 2 + y2 + Z2 = 2az; above the paraboloid; (j = const.
12. 2z = x 2 + y2, Z = 2x; i5 = k J x 2 + y2
13. x 2 + y2 + 2 2 = a 2, r 2 = a 2 cos 2(J (cylindrical coordinates); 6 = const.
14. x 2 + y2 + Z2 = 4az, z = 3a, above the plane; 6 = k"Jx 2 + y2 + Z2
15. Z2 = x 2 + y2, (x 2 + y2)2 = a 2(x 2 _ y2); 6 = kJx2 + y2.
* 16. Z2 = x 2 + y2, x 2 + y2 + Z2 = 2ax; 6 = const; above the cone.
10. Moment of Inertia. Center of Mass

The definition of moment of inertia of a solid body is similar to the definition
of moment of inertia of a plane region (page 326). The following definition is
basic for the material of this section.
Definition. Suppose that a body occupies a region 5 and that L is any line
in three-space. We make a subdivision of space into rectangular boxes and let
5 1 ,52 , . . . ,5. be those boxes which contain points of 5. For each i, select any
point P;(c;j, I1j, (i) in 5 j. If the sums
•
I r/m(5J (r j = distance of Pj from L)
i=1
tend to a limit I as the norms of the subdivisions tend to zero, and for any
choices of the Pi' then I is called the moment of inertia of the solid 5 about L.
L -----k-:::-.....- - -..-.- Y
Fig. 5-61
It can be shown that if S has continuous density o(x, y, z), then the mo-
ments of inertia Ix, Iy, and Iz about the x, y, and z axes, respectively, are
given by the triple integrals
Ix = fff(y2 + z2)6(x,y,z)dV, ly =fff (x

2
+ z2)6(x, y, z) dV,
s s
2
Iz = fff(X + y2)6(x,y,z)dV.
s
If a region S has a density o(x, y, z) and a mass m(S), the point (X, y, z),
fff x6(x,y,z)dV
X = ---"-s_ _--:-=-,---__ -
fff y6(x,y,z)dV
s
,~ fff''lx,Y"ldV II
m(S) , y = -----=--m-(-=S.,--)- - m(S)
is called the center of mass of S.

In determining the center of mass, it is helpful to take into account all
available symmetries. The following rules are useful:
a) II S is symmetricin the xy plane and 6(x, y, - z) = 6(x, y, z), then z = O.
A similar result holds lor other coordinate planes.
b) If S is symmetric in the x axis and 6(x, - y, - z) = 6(x, y, z), then y =
z = o. A similar result holds lor the other axes.
EXAMPLE I. Find the moment of inertia of the interior of a homogeneous
cone of base radius a and altitude h about a line through the vertex and
perpendicular to the axis.
SOLUTION. We take the vertex at the origin, the z axis as the axis of the cone,
and the x axis as the line L about which the moment of inertia is to be
computed (Fig. 5-61).
x
,.
Fig. 5-62 Fig. 5-63
Let IX = arctan (a/h) be half the angle opening of the cone. In spherical
coordinates we get (see Fig. 5-62)
Since
f
2n
o sin &de = n,
2
"
we obtain
f
ihSeC
1= n 0 0 p4(l + cos 2 </J)sin¢dpd¢
s
=nh f"[(cos</J)-s+(coS¢)-3]sin¢d¢
5 Jo
= nh [sec
5
s 4
IX -
4
I
+
sec
2
IX -
2
I] 20
2
= nha (41
1
2
+a
2)
,
since tan IX = a/h.
EXAMPLE 2. Find the center of mass of the interior of a hemisphere of radius

a which has density proportional to the distance from the center of the sphere.
SOLUTION. We select the hemisphere so that the plane section is in the xy

plane and the z axis in axis of symmetry (Fig. 5-63). Then x = y = O. Chang-
ing to spherical coordinates, we have
Joen Jofnl Jofa kp·p2sin</Jdpd</Jd8="2nka4

2
I
m(S) =
and from this we obtain

e" f"'2 fa
2=)000PCOS4>.kp.p Sin4>dPd4>d(}
2
1-nka 4
2 . -51 a 5 . 2n 1"/ cos 4> sin 4> d4>

2
= -4
na 0
2
= ~a [sin 4>J"'2 = 2a.
5 2 0 5
The center of mass is at (0,0, 2a/5).
PROBLEMS
In each of Problems I through 15, find the moment of inertia about the given axis of
the region having the specified density Ii and bounded by the surfaces as described.
I. A cube of side a; b = const; about an edge.
2. A cube of side a; Ii = const; about a line parallel to an edge, at distance 2
from it, and in a plane of one of the faces.
3. Boundedbyx=O, y=O, z=O, x+z=a, y=z; Ii=kx; aboutthex
axis.
4. x 2 + y2 = a 2 ; x 2 + Z2 = a 2; Ii = const; about the z axis.
5. z = X, y2 = 4 - 2z, x = 0; Ii = const; about the z axis.
6. x=O, y=O, z2=I-x-y; Ii = const; aboutthezaxis.
7. Z2 = y2(l - x 2); Y = 1; Ii = const; about the x axis.
8. x 2 +y2=a 2, X2 +y2=b 2, z=O, z=h; b=kJX 2 +y2; about the x
axis (a < b).
9. x 2 +y2+ z 2=a 2, X2 +y2+ Z 2=b 2 ; b=kJX 2 +y2+ Z 2; about the z
axis (a < b).
10. p=4, p=5, z=l, z=3(I~z~3); b=const; about the z axis.
II. Z2 = x 2 + y2, (x 2 + y2)2 = a 2(x 2 _ y2); b = k.Jx 2 + y2; about the z axis.
12. z = 0, z = Ja 2 - x 2 - y2; Ii = kz; about the x axis.
13. x 21a 2 + y 21b 2 + z 2/e 2 = I; Ii = const; about the z axis. (Divide the integral
into two parts.)
14. (r - b)2 + Z2 = a 2 (0 < a < b); Ii = kz; about the z axis. Assume z ~ 0.
15. P = b, p = e, r = a (a < b < e); outside r = a, between p = band p = e;
Ii = const; about the z axis.
In each of Problems 16 through 32, find the center of mass of the region having the given
density and bounded by the surfaces as described. Describe each region in set notation.
16. x= 0, y=O, z = 0, x/a + y/b + z/e = I; 6 = const.
17. x=O, y=O, z=O, x+z=a, y=z; 6=kx.
18. x 2 + y2 = a2, x 2
+ Z2 = a 2
, 6 = const; the portion where x ~ o.
19. z=x, Z= -x, y2=4-2x; 6=const.
20. Z2 = y2(l - x 2), Y = 1; 6 = const.
21. z = 0, x2+ z = I, y2 +z= I; 6 = const.
22. x = 0, y = 0, z = 0, X" 2 + y"2 + Zl /2 = a 1/2 ; 6 = const.
23. y2 + Z2 = 4ax, y2 = ax, x = 3a; 6 = const. (Inside y2 = ax.)
24. Z2 = 4ax, x 2 + y2 = 2ax; 6 = const.
25. Z2 = x 2 + y2, x 2 + y2 + Z2 = a 2, above the cone; 6 = const.
26. Z2 = x2 + y2, x 2 + y2 = 2ax; 6 = k(x 2 + y2).
27. Z2 = x 2 + y2, x 2 + y2 + Z2 = 2az, above the cone; 6 = kz.

28. x 2 + y2 = az, x 2 + y2 + Z2 = 2az, above the paraboloid; 6 = const.
29. x 2 + y2 + Z2 = 4az, z = 3a, above the plane; 6 = kJx 2 + y2 + Z2.
30. P = 4, p = 5, z = I, z = 3 (l :::; z :::; 3); 6 = const.

*31. Z2 = x 2 + y2, (x 2 + y2)2 = a 2(x 2 _ y2); 6 = kJx 2 + y2; the part for which
x~O.
*32. Z2 = x 2 + y2, x 2 + y2 + Z2 = 2ax, above the cone; <5 = const.

CHAPTER 6
Fourier Series
1. Fourier Series
In the study of infinite series, the functions
1,x,x 2 , . . . ,X", . . .
playa central role. Most of the elementary functions of algebra, trigonome-

try, and calculus may be expanded in series which are sums of powers of x,
that is, in power series. The coefficients in such a Taylor or Maclaurin series
are the successive derivatives of the given function evaluated at a point.
The simple function/(x) = Ixl cannot be expanded in a Maclaurin series.
Since / does not have a derivative at x = 0 (Fig. 6-1), there is no way to
compute the coefficient of x n , n ~ I, in such an expansion.
The collection of functions
I, cosx, cos2x, ... , cosnx, ... ,
sin x, sin 2x, ... , sin nx, ...
all have period 21!. We consider a functionfwhich is periodic with period 21!
and try to represent it in a series of the form
j{x) = ao +
2
I:
n=1
(ancosnx + bnsinnx), (I)
Fig. 6-1
I. Fourier Series 359
where all the a" and b", n = 0, I, 2, ... , are constants. Suppose the above
series (I) converges uniformly to .f(x) on the interval -n:::; x :::; n. Then
since u,,(x) = a" cos nx + b" sin nx is continuous, we know (Theorem 30' in
Chapter 3) that f is continuous on -n:::; x :::; n. Furthermore, we may
integrate term by term and perform various manipulations with uniformly
convergent series. Proceeding formally for the moment, we let m be a fixed
integer and multiply the series (I) by cosmx. We get
.f(x) cos mx = a o cos mx

2
+ I: (a" cos nx cos mx + b" sin nx cos mx).
,,=1
Now we integrate this series on the interval [ -n, n], obtaining
f~"f(x)cOSmXdx= a2 f~" cosmxdx0
(2)
+ "~I [a" f~" cosnxcosmxdx + b" J~" sinnxcosmxdxJ-
Ail the integrals on the right in the above expression may be calculated by
elementary means. The reader can easily verify that
f~"cosnxdx=f~"sinnxdx=o forn= 1,2, ....
Also, using trigonometric relations such as

cosmxcosnx = 1[cos(m + n)x + cos(m - n)x],
we find it a simple matter to verify that
and
I"_"
cosmxcosnxdx=f" sinmxsinnxdX={n
_" 0
ifm=n,
if m i= n,
J~" cosmxsinnxdx = 0
for m, n = I, 2, .... In Eq. (2), all the integrals on the right have the value
zero except the term in which n = m. We conclude (on the basis of the formal
manipulations) that
f:"f(X) cos mx dx = nam , m = 0, 1,2, ....
Next, multiplying the series (I) by sin mx with m fixed and then integrating
term by term, we obtain the corresponding formulas for bm • They are
J:"f(X) sin mxdx = nbm , m = 1,2, ....
The above development leads to the following theorem:

360 6. Fourier Series
Theorem 1. Suppose that f is continuous for all x and periodic with period 2n:.
Suppose that the series
a
f(x) = ---!J. + I (uncosnx + b"sinnx)
00
(3)
2 n=!
converges uniformly to f(x) for all x. Then
n = 0, 1,2,
(4)
n = 1,2,3, ....
PROOF. Let
be the pth partial sum of the series in (3). Since the sequence sp(x) con-
verges uniformly to f(x), it follows that sp(x) cos nx converges uniformly to
f(x) cos nx for each fixed n. In fact,
Is/x) cos nx - f(x)cosnxl = Is/x) - f(x)llcosnxl :c; Isp(x) - /(x)l,
and the last expression on the right tends to zero uniformly as p --+ co.
Similarly, sp(x) sin nx converges uniformly to f(x) sin nx. Therefore, the
series for sp(x) cos nx and for sp(x) sin nx may be integrated term by term
(Theorem 31 in Chapter 3). Performing this process as outlined in the
discussion preceding the theorem, we obtain the formulas for an and bn.
Definitions. The series (3) is called the Fourier series of the function 1, and
the numbers a" and b" as given by (4), are called the Fourier coefficients off
The fact that Theorem I is valid only for functions which are periodic
with period 2n: may be considered an unsatisfactory feature of a Fourier
series. Functions such as eX, log(l + x), etc., which have Taylor expansions,
are not periodic at all. Later we shall see how to extend the study of Fourier
series so that this problem may be partially overcome. (See page 372.)
A more serious objection to Theorem I is the requirement that the series
(3) converge uniformly. Iff is any continuous function, the coefficients a"
and bn may be calculated by (4). It turns out that there are continuous
functions f such that the resulting Fourier series does not converge to the
function. On the other hand, there are discontinuous functions f such that
the series does converge to the function. Iff is discontinuous, the convergence
cannot be uniform because of Theorem 30 of Chapter 3. In order to obtain
a useful convergence theorem-one which includes convergence for dis-
continuous functions-we introduce the class of functions described in the
next paragraph.
II
1
Fig. 6-2 d
Definitions. A function J is said to be piecewise continuous on an interval
[a, b] if and only if there is a finite subdivision
a = Xo < Xl < ... < Xk - I < Xk =b
such that the functionJis continuous on each subinterval (Xi-I, Xi)' Further-
more, the one-sided limits ofJ at each of the subdivision points Xi must exist
(Fig. 6-2). At each subdivision point the function is discontinuous, and we
call the difference J(Xi +) - J(Xi -) the jump ofJ at Xi'
The functionJmay have any value at each Xi' In other words, a piecewise
continuous function on [a, b] is one which is continuous except at a finite
number of points where it has jumps.
A functionJis piecewise smooth on [a, b] = Jis piecewise continuous and
f' is piecewise continuous, with the jumps off' occurring at Xo , Xl' ... , Xk •
The value of a piecewise continuous function at one of the points of dis-
continuity plays an important part in Fourier analysis. We say that a
piecewise continuous function J is normalized if and only if its value at
Xi is given by
J(X;) = HJ(Xi - ) + J(X; +)], i= 1,2, ... ,k -I.
That is, the function value is halfway between the limit values from the left
and right (Fig. 6-2). We say that a functionJis smooth on [a, b] if and only
if J and f' are continuous throughout [a, b].
The integral of a function/, thus far defined only for continuous functions,
may easily be defined for piecewise continuous functions. IfJ is continuous
on [a,b] except at Xl' Xz, ... , X k - l where it has jumps, we define
f b
a
j(x)dx =.~
k
1-1
IX'I
Xi-l
J(x)dx.
The values of the integrals on the right in (5) are not influenced by the value
(5)
of J at any Xi' Therefore, normalizing a piecesise continuous function by

changing its values at the {X;} does not affect its integral. Since any finite
r r
linear combination of piecewise continuous functions is piecewise contin-
uous, the formula
f [cJ(x) + dg(x)]dx = c J(x)dx +d g(x)dx

still holds. ,C:-urthermore, for piecewise continuous f;
m(b - a) s f f(x)dx s M(b - a) when m sf(x) s M,
r
and
f(x)dx = ff(X)dX + f f(x)dx,
and so forth. In addition, iff is piecewise continuous on [a, b], and if F is

given by
F(x) = ff(t)dt,
then F and F are continuous except at Xl' Xl' ... , Xk - l • Moreover, F is

continuous on [a, b]. To see this, we note that
IF(xl; - F(xj)1 = If'1

f(t)dtl s MIX l - XII if If(x)1 s M,
and so F satisfies the definition of continuity. Also, F is piecewise smooth

on [a,b].
The reader may verify that the product fg of a piecewise continuous
function f and a continuous function g is piecewise continuous. Therefore
f(x) cos nx andf(x) sin nx are piecewise continuous on [ -n, n] wheneverfis.
The coefficients an and hn may be defined according to (4) for any piecewise
contiauous f; once the integral is defined for such functions. We next state
a remarkable convergence theorem which, while not the most general one,
is sufficiently broad for most applications.
Theorem 2. Suppose that fis piecewise smooth, normalized, and periodic with
period 2n. Then its Fourier series converges to f(x) for each x. Furthermore,
if f is smooth on the interval / = {x: c S x s d}, then the convergence is
uniform on f.
We shall prove the first part of this theorem in Section 4. (See page 378).
For the second part, see Theorem 5, page 382.
Suppose we are given a piecewise smooth function f on the interval
[ -n, n] and we wish to expand it in a Fourier series. First we define the
periodic extension offas the functionf~(x) defined for all x by the relation
. {/(X) for -n < x < n,

fo(x) =
f~(x - 2n) for all other x.
Then we normalize fo, if necessary (Fig. 6-3). No matter how smooth the
function f may be, the periodic extension f~ will introduce a discontinuity
at nand -n whenever f( -n) ¥ f(n;. The study of Fourier series would
have limited value if we were restricted from the beginning to functions
-t--+-t--+-++--+-+--+---t-x
Fig. 6-3
Fig. 6-4
which are smooth. The fact that the basic theory enables us to handle
functions with jumps means that we may start with any integrable function
defined on [ - 11:, 1r], form its periodic extension. and apply the theory. We
illustrate this point with examples.
EXAMPLE 1. Find the Fourier series for the function

j(x) = x on (-1r, 11:).
SOLUTION. We form the periodic extension of I and normalize it (Fig. 6-4).

The normalization yields j~( -1r) = j~(11:) = O. We compute an and bn , using
the formulas (4) for the coefficients:
an =;I In-n xcosnxdx, bn =;I In-n X Sill. nx dx.

Integrating by parts, we find
an I [XSin/1xJn
=-
1r
---
/1
I
--
/111:
In.slllnx d X= 0, /1 = 1,2, ... ,
-rr -tr
bn = -I [xcosnxJn
---- + -I In cosnx d X = 2
--COS/11r = (-I)
n - l -.
2
11: /1
-n
/11r
-rr
/1 n
Since ao = 0, the Fourier series for I(x) = x is
X=
. sin 2x sin 3x sin 4x
2 [ slnx--- + -- - --+
2 3 4
J
.. ·, -1r<X<1r.
For x = ±11:, the series converges not toIbut to the normalized value ofIo,
the extension off In this case we notice that at -1r and 1r all the terms in the
series vanish, and we verify that the series converges to j~( -11:) = Io(11:) = o.
A graph of the first few terms of the series is shown in Fig. 6-5.
Fig. 6-5
" 2" 3" Fig. 6-6
EXAMPLE 2. Find the Fourier series of the function

o, -n S x : 0,
j(x)= I, O<X<"2'
f 0,
n
"2 s x S n.
SOLUTION. We first extend f periodically and normalize it. The result is

shown in Fig. 6-6. The solid dots in the figure show the normalized values
at the jumps. We compute the coefficients:
I f" I f"/2 I
ao=;r _.!(x)dx=1i 0 Idx="2'
an = -1 f" f(x) cos nx dx = -I f"/2 cosnxdx = -sinnx

I J"/2
n -n n 0 nn 0
Therefore
i ° if n is even
a =
n (-1/
if n = 2k + I, k = 0, I, 2, ....
(2k + I)n
I
To find bn , we write
b
n
= ~fnl2
n 0
sin nx dx = _ cosnx]"/2 =
nn 0
(2k ~ I)n
I - (- l)k
ifn = 2k + I,
ifn = 2k.
2kn
The values of sin nx and cos nx at odd and even multiples of nl2 occur often
1. Fourier Series 365
in Fourier series; the reader should study carefully the evaluations above
to be sure he understands how they are obtained. The desired Fourier series
for fis
I I[ . . cos 3x sin 3x
f(x) = 4" +; cosx + smx + sm2x - - 3 - + -3-
+ cos 5x + sin 5x + sin 6x + ... ] .

5 5 3
Note that at x = 0, n/2, 2n, 5n/2, ... , the series must converge to the value
1/2.
In computing the Fourier coefficients we may frequently save a great deal

of labor by using certain properties of even and odd functions. We state
that a function f is even if
f( - x) = f(x)
for all x. A function g is odd if
g( -x) = -g(x)
for all x. Using the definition of integral, we observe that if fis even and
g is odd then, for any value a,
fa f(x) dx = 2 I j(x) dx, fa g(x) dx = O.
The product of two even functions is even, the product of two odd functions
is even, and the product of an even and an odd function is odd. For every
positive integer n, the function cos nx is even and the function sin nx odd.
Observe in Example I that f(x) = x is odd; then clearly f(x) cos nx is odd
for every n; we can thus conclude without any computation at all that an = 0,
for n = 0, I, 2, .... In Example 2, since the function f is neither even nor
odd, no simplification can be made on this basis. The preceding discussion
is now stated in the form of a theorem.
Theorem 3. Suppose that f is periodic with period 2n and is piecewise con-

tinuous. Then
a) iff is odd on ( - n, rr), we have a" = 0 for n = 0, I, 2, ... , and
bn = -
n
2J" f(x)sinnxdx;
0
b) iff is even on ( - n, n), we have bn = 0 for n = I, 2, ... , and
an =- 2J" f(x)cosnxdx.
n 0
~
I
- 3,,- - 2,,- - ,,- 0 ,,- 2,,- 3,,-
• I
Fig. 6-7
EXAMPLE 3. Find the Fourier series of the function

j{x) = /4 -1£ <x < 1£.
SOLUTION. We form the periodic extension of fas shown in Fig. 6-7. Note
that tqe extended function happens to be continuous; normalization is
therefore unnecessary. Because f is even, we conclude at once that bn = °
"
for all n, that Go = 1£, and that
Sincef(x) = x for x ~
2
an = -
1£ 1 f(x)cosnxdx.
°we obtain, upon integrating by parts,

0
an 2
= - [xsinnxJ"
n
--- - -
n 0
21 smnxdx = -2-cosnx
nn 0
n
n
2
• ]
1£
n
0
for n
for n = 2k
= 2k + I I' k = 0, 1,2, ....
The desired series is
f;(X) =
J'
~ _ ~[cosx + cos 3x + ... + cos(2k + I)x + ...
2 n 12 32 (2k + 1)2
J.
Setting x = °and noting thatf(O) = 0, we obtain the remarkable formula
n 2 = 8(1 + ~ + 21S + 419 + ... ).
PROBLEMS
In each of Problems I through 15, find the Fourier series for the given function. Draw a
graph of the periodic, normalized extension/o on the interval [ -3n, 3n].
n/4 for 0 < x < n
I. I(x) = {
-n/4 for -n < x < 0
for-n<x<O
2. I(x) = {~ for 0 < x < n
2
3. I(x) = x for -n ~ x ~ TC
o for -n < x < nl2

4. fIx) ={
I for nl2 < x < n
-I for -n < x < -n12

5. fIx) =
j 0 for -n12 < x < nl2
1 for nl2 < x < n
6. fIx) = {Ox for -n <

for O:s; x < n
X <0
for - n < < - nl2

{~
X
7. fIx) = for ~n12 < x < nl2

I for nl2 < x < n
8. fIx) = Isinxl for -n:S; x:s; n
9. fIx) = Icosxl for -n:S; x:s; n

J
10. fIx) = x for -n < x < n
J I. fIx) = eX for -n < x < n
for-n<x<O
12. fIx) = { 0
SIn X for 0 < x < n
13. fIx) = sin 2 x for -n < x < n
14. fIx) = xsinx for -n < x < n
-n for -n < x < 0

15. fIx) = {
. x for 0 < x < n
16. Verify the formulas
f:.cosmxcosnxdx = f:n sinmxsinnxdx = {~ ifm= n,

if m of- n.
Also show that )"-n cos mx sin nx dx = 0 for m, n = I, 2, ...
17. For the series in Problem 15, show that for x = 0, we get the formula
18. Find an expansion for n 2 in Example 3 by evaluation of the series at x = n14.

Can the error after II terms be estimated?
19. Given thatj(x) = x + x 2 , -n < x < n, find the Fourier expansion off Show that
20. Using the series expansion in Problem I, show that

n I I I
a) - = I - - + - - - + .
4 3 5 7
1t I 1 I I 1
b) -= I +-----+-+-- ...
3 5 7 II 13 17
c)
J3
-1t =
I I
I - .. + - - -
I
+ -I - -I + ..
6 5 7 11 13 17
21. Given the functionf(x) = x for 0 < x < ~. Extend the definition of fto the interval
-1t < X < IT in four different ways and compute the Fourier Series for these four
functions.
22. Show that the derivative of an even function is an odd function and that the deriva-
tive of an odd function is an even function.
2. Half-Range Expansions
Suppose that a function I is defined on the interval [0, n] and we wish to

expand it in a Fourier series. Since the coefficients an and bn involve integrals
from -n to n, we must somehow extend the definition of Ito the interval
(-n, n). We can do this in many ways at our own convenience. One way is
to extend I so that it is an even function on the interval ( -n, n) (Fig. 6-8).
Since an even function has bn = 0 for n = I, 2, ... , the Fourier series has
only cosine terms. We call such a series a cosine series and, as the original
function is represented on (0, n), the expansion is called a half-range
expansion.
A functionldefined on (0, n) may also be extended to the interval ( -n, n)
as an odd function. Figure 6-9 shows such an extension, and we notice that
discontinuities are introduced at -n, 0, and n, unless f( -n) = I(O) =
fen) = o. We are not disturbed by this fact, since the convergence theorem
for Fourier series is valid for piecewise continuous functions. Since the
Fourier series of an odd function has an = 0, 11 = 0, I, 2, ... , the resulting
series is called a sine series. We illustrate the process for obtaining half-range
expansions with two examples.
If
4 ., ~
"
, ;~
,,
-.".-
\. .r
,
...,
-.... • .... I
,, ""
--t.-;7'-''-+--;o+---+~---+'"''
. .r . "'P
Fig. 6-8 Fig. 6-9
2. Half-Range Expansions 369
EXAMPLE I. Given the function

o for 0 < x < n12,
f(x) = {1
for nl2 < x < n,
expand fin a cosine series and draw a graph of the extended function on the
interval [ - 3n, 3n].
SOLUTION. The graph of the even function is shown in Fig. 6-10. Since f is
extended to be even, we have bn = 0, n = 1,2, ... , and
2f" f(x) cos nx dx,

an = -
n 0
n = 0, 1,2, .... (I)
A simple calculation shows that
ao = -2Jn
n n/2
dx = 1 and an = -2Jn cosnxdx = -sinnx
n n/2
[2 nn
In
n/2
I'
with
o
an = 2( _I)k-l
if n is even k = 1,2, ....
if n = 2k - I
(2k - l)n
Therefore
f(x) =! - ~[cosx _
2n 1
cos 3x
3
+ cos 5x -
5
... J' 0< x < n.
REMARK. Setting x = 0 in this result, we obtain the interesting formula

n I I I
4= 1- + -"7+ ....
3 5
(See also Problem 20 of Section 1.)
EXAMPLE 2. Expand the function f of Example 1 in a sine series and draw

a graph of the extended function on the interval [ - 3n, 3n].
SOLUTION. The graph of the odd function is shown in Fig. 6-11. We have
an = 0, n = 0, 1, 2, ... , and .
- 0, Q--QI c;-
•
Q--Q
,
• • • • •
I , I
, , , ,
.r
Fig.6-10 -3" -2" -" 0 2" 3"
!I
?'""'?
,
, I
,
~, r-'?
.
I
• I I
, I , I I
-3"
, ,,-2" 2r.
-"
,I I
,
7r
, ,
I
I I
b-o 0--0 _ I C>-<J Fig. 6-11
bn =-
n
2J" f(x) sin nxdx,
0
n = 1,2, ... , (2)
Therefore
i
2. if n is odd,
nn
b" = '!:.f"
n ,,/2
sinnxdx = [-2.cosnxJ"
nn ,,/2
~[(-I)k-IJ ifn=2k,
2kn
We conclude that
'() 2 [sin x2 sin 2x sin 3x O· sin 4x sin 5x
j x =-
n
------+--+
I 2 3 4
+-- 5
2 sin 6x sin 7x 0 . sin 8x ]

- --6- + -7- + 8 + ..., 0 < x < n.
REMARKS. Equation (I) shows that a cosine series may be obtained by using
only the definition off on (0, n). The extension off as an even function is a
mental convenience which is used to set bn = O. The evaluation of a" as in
(I) does not use the extended function at all. Similarly, the evaluation of
bn in a sine series shows that the extended function plays no part except
to help us set an = 0 and to permit us to use formula (2). Of course, for both
cosine and sine series the expansion represents the original function on the
interval (0, n) only.
PROBLEMS
In each of Problems 1 through 8, expand each function in a cosine series on (0,71:) and
draw the graph of the extended function on [ - 371:,371:].
I for 0 < x < 71:(2 for 0 < x < 71:(2
1. j(x) ={ 2, j(x) = { x
o for 71:(2 < x < 71: 7I:-X for 71:(2 < x < 71:
3. j(x) = sinx forO::;;x::;; 71: 4, j(x) = Icosxl for 0::;; x::;; 71:
5. j(x) = x for 0 ::;; x ::;; 71: 6, j(x) = x 2 for 0 ::;; x ::;; 71:
7. j(x) = x3 for 0::;; x ::;; 7t 8. j(x) = e' for 0 ::;; x ::;; 71:
In Problems 9 through 16, expand each function in a sine series on (0,71:) and draw the
graph of the extended function on [ - 371:,371:].
9. fis the function in Problem 1. 10. fis the function in Problem 2.

11. f(x) = cosx for 0 < x < 1t 12. f(x) = for 0 < x <
Icosxl 11:
13. f(x) = x for 0 < x < 1t 14. f(x) = x 2 for 0 < x < 11:
15. f(x) = x 3
for 0 < x < 11:
16. f(x) = e nx
for 0 < x < 11:, a constant.
17. Given the polynomial f(x) = Co + C1x + C2X2 + ... + cox". Under what condi-
tions willfbe an even function? When willfbe an odd function?
3. Expansions on Other Intervals

If I is a piecewise smooth function defined on the interval [c - n, C + n],
we form the periodic extension Io precisely as we did before. According
to Theorem 2, the Fourier coefficients of the extended function, which
we denote {a~} and {b~}, are given by the formulas
a~ = 11
I fn_/o(x)cosnxdx, b~ = 11
Ifn_/o(x)sinnxdx. (I)
But, since 10' cosnx, and sinnx all have period 2n, we may replace the
interval [ -n, n] in (I) by any other interval of length 2n. In particular,
we may replace [ - n, n] by the interval [c - n, c + n], on which/o coincides
with;: Denoting by {an} and {bn} the quantities
I fc+n I fc+n
an =7i c_n!(x)cosnxdx, bn=n c_nl(x)sinnxdx, (2)
we see that an = a~ and bn = b~. The Fourier series formed with the coeffi-
cients in (2) yield an expansion for Iwhich is valid in the interval
(c - n) < x < (c + n).
EXAMPLE 1. If/(x) = x for 0 < x < 2n, expand lin a Fourier series on the
interval (0, 2n). Draw a graph of 10' the normalized periodic extension of I,
on the interval [ - 2n, 4n].
SOLUTION. The graph of1o is drawn in Fig. 6-12. We compute
a o =- li° ln
xdx=2n,
an
n
= -I
non
i 2n
x cos nx d x = -I [xsinnx
---
n
+ -cosnxJ2n
- 2-
n
0
=,
0
bn=-I f2n xsmnx

. d X=-I [xcosnx sinnxJ2n = --.
----+--2-
2
no n n non
.II
Fig. 6-12
Therefore
x =n- 2 I
n=1
sin nx
n
for 0 < x < 2n.
REMARK. Of course, we could make the computations on the interval [ - n, n]

using the extended functionfo. However, in that case in order to perform
the integrations, the integrals which determine {a~} and {b~} would have to
be separated into two parts, even though the final result would be the same.
A function f which is piecewise smooth and normalized on an interval

[ - L, L] can be expanded in a modified Fourier series. Iffis given on [ - L, L],
we introduce a change of variable and define y and g(y) by the formulas
This transformation maps [ - L, L] onto [ -n, n]. We see that g is piecewise

smooth and normalized on [ -n, n] and so can be expanded in a Fourier
series
a
= ---.2. + I + bnsin ny),
00
g(y) (an cos ny -n < y < n, (3)

2 n=1
with
an I
=; f"_"g(y)cosnydy , bn If"
=; _"g(y)sinnydy . (4)
Using the change of variable y = nxfL, dy = (nfL)dx, we write (4) in the

form
an = -I fL nnx
f(x)cos-dx, bn = -I JL f(x) sill-dx.
. nnx (5)
L -L L L -L L
The series (3) becomes
. nnx)
f(x) = a2° + n~1 ancosy
nnx
00
+ bnSlll
(
y , -L < x < L. (6)
The modified Fourier series (6), with formulas (5) for the coefficients, shows
that a functionfdefined on any interval offinite length may be expanded in
a Fourier series of the type we have been discussing. Hence such functions
-l''---,--#'---+---#---+-+--X
Fig. 6-13
as eX, 1/(1 + x 2 ), etc., have Fourier expansions on intervals of any finite

size. However, we recall that there are some power series such as the one
for eX which converge for - 00 < x < 00. The corresponding result does
not exist for Fourier series. There are no Fourier series which are valid
on an infinite interval if the function is nonperiodic. The situation is not
completely hopeless because an extension of the idea of Fourier series can
be employed. This special representation, called the Fourier Integral, exhibits
many properties for nonperiodic functions which Fourier series exhibit for
periodic ones. Furthermore, the Fourier Integral is a useful tool in both
theoretical and applied investigations ofdifferential equations, as are Fourier
series.
Theorem 3, for the expansions of even and odd functions, is applicable
to modified Fourier series on an interval (0, L). For example, a function f
defined on (0, L) has the sine series
f(x) = I
(JJ nnx
bnsin-, bn . nnx
= -2 JL f(x)sm-dx.
n=1 L L 0 L
Half-range expansions may be carried out on any interval of length L,
either by making a change of variable or by forming the periodic extension
and computing all the formulas for the interval (0, L).
EXAMPLE 2. Given
x+ I for -I < x < 0,
f(x) = {
x-I forO<x<l,
expandfinto a Fourier series on (-I, I) and draw the graph of its periodic
normalized extension on [ - 3,3].
SOLUTION. The graph of the periodic extension fo is drawn in Fig. 6-13.

The functionfo is odd, so all an = O. Then
bn = 2 f (x - I)sinnnxdx
=2 [_(X - I)cosnnx + sinnnxJI 2

nn n2 n 2 0 nn
We obtain
f(x) = -~
n
I
n=1
sinnnx,
n
-1<x<1.
PROBLEMS
In Problems I through II, expand each function as indicated. Draw the appropriate
extension/o on an interval of length three full periods.
I for 0 < x < n,
I. I(x) ={ full series on [0, 2n]
-I for n < x < 2n,
for 0 < x < n12,
2. j(x) ={~ for nl2 < x < 2n,
full series on [0, 2n]
3. I(x) = sin (xI2), full series on [0, 2n]

4. j(x) = x - n, full series on en, 3n]
o for -2 < x < 0,
5. j(x) = {x for 0 ~ x < 2,
full series on [ - 2,2]
6. j(x) = sin x, full series on [ - n12, n12]

7. j(x) = I -ixi. full series on [ -I, I]
I for 0 < x < n,
8. j(x) ={0 cosine series on [0, 2n]
for n < x < 2n,
9. j(x) = Xl for 0 < x < 2, sine series on [0,2]
10. I(x) = Xl for 0 < x < I, cosine series on [0, I]
II. j(x) = I - 2x for 0 < x < I, sine series on [0, I]
12. Denote the Fourier series ofa function/by the symbol F, and that ofa function
9 by the symbol G. Show that if c is a constant, the Fourier series of the function
cl is cF. If I and 9 are periodic with the same period, show that the Fourier series
of/+gisF+G.
13. By combining the series in Problems I and 2, and taking into account the results
of Problem 12, find the Fourier series of
for 0 < x < n12,
I(x) ={ ~ for nl2 < x < n, full series on [0, 2n]'
-I for n < x < 2n,
14. Combine the results of Problems 2 and 3, and take the results of Problem 12 into
account, to get an expansion for
. {3 - 2 sin (xI2) for 0 < x < n12,
j(x) = full series on [0, 2n].
- 2 sin (xI2) for nl2 < x < 2n,
In each of Problems 15 through 18 expand the given function in a modified Fourier

series on the interval - L < x < L.
15. j(x) = eX. 16. j(x) = x3
17. /(x) = 1(e X
- e- X
), i.e.j(x) = sinhx.
3
18. j(x) = cos X.
4. Convergence Theorems. Differentiation and Integration of Fourier Series 375
4. Convergence Theorems. Differentiation and

Integration of Fourier Series
We now turn to the proof of Theorem 2, in Section I on the convergence of
a Fourier series to the function it represents. Before repeating the statement
of the theorem and deriving the main result, we prove four simple lemmas.
Lemma 1. For every positive integer n and/or all x we have the identity
sin(n+.!)x I
I cos kx,
n
2 . 12
SInlX
= -2 + k=l x;<o O.
PROOF. This is the type of trigonometric identity which occurs frequently in

elementary trigonometry courses. It is sufficient to show that
n
sin (n + i)x = sin tx +I 2 sin tx cos kx.

k~l
We employ the formula

2 cos A sin B = sin (A + B) - sin (A - B),
with A = kx, B = ix, to get
n n
sintx +I 2sinixcoskx = sintx +I [sin(k + i)x - sin(k - i)x]'
k=l k~l
All the terms on the right "telescope" except for the last which is sin (n + i)x,
and the result follows.
Definition. We call the quantity
Dn(x) = sin (n
2SInlX
~ t)x ==! +
2
f coskx
k=1
the Dirichlet kernal. (It is an expression which occurs frequently in the study
of Fourier series and plays a central role in many proofs.) Three properties
of Dn(x) which we shall use are the following:
i) D,,(x) is an even function of x. This fact is readily seen when we note
that cos k x is even for every k ;
ii) for every n, we have
-I In D,,(x)dx=-.I (I)
n 0 2
This result is obtained directly by integrating t + ~Z= 1 cos kx from 0 to n.
iii) D,,(x) is periodic with period 2n. This result is evident from the formula
defining Dn(x).
Lemma 2. For all x such [hat 0 < x S n/2, we have
I<~<~ Jordan's Inequality.

sinx - 2'
~ -------1.11=11(.1')
I
I
I
I
I
I
I
--:0+----+--":-"-+2- 1 .
2 Fig. 6-14
PROOF. We note that h(x) = xlsin x tends to I when x ..... 0 and has the value
nl2 when x = n12. If we can show that h is an increasing function in this
interval, the result is established (Fig. 6-14). It suffices to show that h'(x) ;::: 0
on (0, nI2). We leave this verification for the reader.
Letfbe a piecewise smooth, periodic function with period 2n, and form
the Fourier series
(2)
where
ak = *f/(t) cos kt dt, bk = *f/(t) sin kt dt. (3)
The partial sum sn(x) is the sum of the first n terms in (2).
The next lemma establishes a basic formula for sn(x).
Lemma 3. If sn(x) is the nth partial sum of the Fourier series ofj; and if Dn(x)
is the Dirichlet kernel, then
sn(x) - j(x) = !fn [j(x + u) - j(x+ )] Dn(u) du

n 0
(4)
+ ~I fn [j(x - u) - f(x- )]Dn(u)du.
n 0
PROOf. Since
I
+I
n
sn(x) = - (akcoskx + bksinkx),
2 k~l
we may insert the formulas for ak and bk from (3). We obtain
sn(x) = -
n
If" [I2 + I
-n
f(t) - n
k=1
(cos kt cos kx + sin kt sin kx)] dt.
From trigonometry we know that

cos(kt - kx) = cosktcoskx + sinktsinkx,

and so
Sn(x) =- Ifn [I + L
n -n
}(t) -
2
n
k= 1
cosk(t - x) dt.J (5)
Now, in (5), we hold x fixed and change the variable of integration to u by

setting t = x + u. Then (5) becomes
sn(x) = nIfn-x [I
_"_/(x + u) 2+ kJ;, cos ku
n ]
duo
Since both f and the quantity in the bracket are periodic with period 2n,
we may adjust the interval of integration to [ - n, n]. We also recognize
the Dirichlet kernel in the bracket. Therefore
Sn(X) = nIf"_/(x + u)Dn(u)du

= ~[f/(X + v)Dn(v)dv + f f(x + U)Dn(U)dU].
Since Dn(v) is even, we may replace v by - u in the first integral on the right
above and get
Sn(X) = -
n
Ii" 0
[j(x + u) + f(x - u)]Dn(u)du. (6)
We have almost finished. We write f(x) in a tricky form (a simple device

used frequently in Fourier series),
f(x) = 2· - Ii"
n 0
f(x) Dn(u) du,
which we can do because of (I). Note that f(x) is constant so far as the
integration is concerned. Since f(x) = t[f(x+) + f(x-)], we have
f(x) = - Ii"
n 0
[j(x+) + f(x- )] Dn(u) du.
Subtracting this expression from (6), we obtain (4) precisely.
Lemma 4 (Bessel's Inequality). Suppose that f is piecewise smooth and periodic

with period 2n. Let
a0
+ kJ;, (ak cos kx + bksin kx)
<XJ
2 (7)
be the Fourier series off Then we have
;0 + kJ;, (a? +
2 n
bff) :::;; I nI"_" f2(x) dx, n = 1,2, .... (8)
PROOF. We have the identities
t a6 = ~fn a2 f(t)dt,
0
Ifn (9)
a~ = 1i -n aJ(t) cos kt dt,
b~=1iIfn
_nbJ(t)sinktdt, k= 1,2, ....
Denoting the nth partial sum of (7) by sn(x), and recalling the orthogonality
relations of the functions {sin nx, cos nx} on [ -n:, n:], we obtain the formulas
t a6 = ~ fn taosn(t) dt,
2 Ifn (10)
ak = 1i -n aksn(t)cosktdt,
b~ = ~ fn bksn(t) sin kt dt;
and these formulas are valid for every positive integer n. Adding the expres-
sions for a6, a~, b;
and summing from I to n (first according to (9) and then
according to (10», we find
n
t a 6 + k~l (af + b1) = Ifn Ifn
1i -n f(t)sn(t) dt = 1i -n s;(t) dt. (II)
Furthermore, we see that
fn [j(t) - sn(t)]2dt = f/ 2
(t)dt - 2 f/(t)Sn(t)dt + fn s;(t)dt
= f/ 2
(t)dt - f/(t)Sn(t)dt.
The fact that S~n [j(t) - sn(t) Y dt is nonnegative, combined with the first
equality in (II), yields
~rnf2(t)dt - (t a6 + Jl (af + bD) 2: 0,
which is Bessel's Inequality.
We are ready to prove the convergence theorem of Section I, which we

restate.
Theorem 2. Suppose that f is piecewise smooth, normalized, and periodic with

period 2n:. Then its Fourier series converges to j{x) for each x.
PROOF. To show that the Fourier series converges at a fixed value of x, we

shall prove that the two integrals on the right in (4) on page 376 tend to
zero as n tends to infinity. Writing
T,,(x) If"
=-
n 0
[I(x - u) - f(x- )]Dn(u)du,
for the second integral in (4), we employ Lemma 1 to obtain
T,,(x) = lflt
n: 0
f(x - u) ~ f(x-) sin (n + !)udu
2 Sill zU
= lflt
n:
f(x - u) ~f(x-)[sinnucos!u
2slll u
+ cosnu sin1"u] du.
0 z
We define three functions
f(x - u) - f(x-)
¢(x, u) = 2 . 1 '
SlllzU
¢1 (x, u) = ¢(x, u) sin 1"u, ¢2(X, u) = ¢(x, u) COs1u.

The functions ¢, ¢1' and ¢2 are all piecewise smooth whenever f is, except
possibly at u = O. Applying L'H6pital's Rule to ¢ at u = 0, we find that
¢(x,O+) = -f'(x-)
and conclude that ¢, ¢1' and ¢2 are piecewise continuous everywhere.
Therefore we find that
Tn(x) = -I
n:
f" [¢1 (x, u) cos nu + ¢2(X, u) sin nu] duo
0
For fixed x this expression for T,,(x) is the sum of the nth Fourier cosine and
sine coefficient for 1"¢1 and 1"¢2, respectively. The conditions for the Bessel
Inequality (Lemma 4, above) apply, and we conclude that
T,,(x) -> 0 as n -> 00.
The proof for the first integral in (4) is identical.
If a function f is given by a power series with a positive radius of conver-

gence, we saw (in Section 12 of Chapter 3) that f possesses derivatives of
all orders. These derivatives are obtained by differentiating the power series
for f the appropriate number of times, and the various derived series will
have the same radius of convergence thatf does. Moreover, if rex) = f(x),
then F is represented by integrating the series for f term by term. The situa-
tion is completely different in the case of Fourier series. We showed that any
piecewise smooth function is representable by its Fourier series. Therefore
it is intuitively clear that such a series cannot be differentiated at will.
While it is true that iffis piecewise smooth, thenf' is piecewise continuous,
r
we observe that iff is not continuous everywhere, then it is not necessarily
true that
f([3) - f(a) = f'(x)dx,
that is, the Fundamental Theorem of Calculus does not hold.
In general, iff is piecewise smooth but not continuous, the series obtained
by term-by-term differentiation of the Fourier series for f does not converge
to f'; in fact, it ordinarily does not converge at all.
An example to illustrate this point is given by

-I for -n<x<O,
f(x) ={ I
for 0< x < n,
with the Fourier series
f(x)=-4 ( s. m x
sin-3x sin-5x
--+ )
- - ....
n 3 5
The derivative series is
4
-(cos x - cos3x
n
+ cos5x - cosh + ... ),
which can be shown to diverge.
Since integration is a "smoothing" process while differentiation is a
"scrambling" process, we can expect the behavior for term-by-term inte-
gration of Fourier series to be quite different from that for term-by-term
differentiation. The main results in this direction are established in the
following lemma and in the next two theorems.
Lemma 5. Suppose that f is periodic with period 2n and piecewise smooth

on every finite interval. Then its Fourier coefficients satisfy the bounds
c
lanl :0;-,
n
n = 1,2, ... ,
where C is a constant which depends onf but not on n.
PROOF. If the jumps off occur at XI' X 2 , ... , XL-I, we have
an = -I
1l
J"
-n
f(t)cosntdt = -I I IXi
L
1t i=l Xj-l
f(t)cosntdt,
where we set -n = X o and n = XL' We integrate by parts in each of the

integrals and obtain
1 L fX i L f(t) sin ntJ X j L I
I- IX
f'(t)sinnt
i
it i~ X. f(t) cos nt dt = i~ nn Xj - i=1 n Xj-l n

dt.
,-I 1
We use the fact that If(x)! :s; M and If'(x) I :s; N to estimate the terms on
the right. We find
I
I IXj
-11:-L I
2LM 2N
f(t)cosntdt :s; - - +-.
I ,- 1 Xj_1 I 11:n n
Now choose C = ~LM + 2N and the result follows.
Theorem 4. Suppose that F is continuous for all x and periodic with period 2n,
and suppose that F is piecewise smooth. Then
i) the series obtained by differentiating the Fourier series for F converges
at each point x to t[F(x+) + F(x-)J;
ii) the Fourier coefficients An' B n ofF satisfy the inequalities
n = 1,2, ... , (12)
where C is a constant which depends on F but not on n;

iii) the Fourier series for F converges uniformly to F(x) for all x.
PROOF. Let the jumps of F(x) occur at Xo , XI' ... , XL' If we define
G(x) = fll F(t)dt,
we see that G(x) is continuous and that G'(x) - F(x) = 0 on each (Xi-I' XJ
By the Theorem of the Mean, the function G(x) - F(x) is constant on each
(Xj _ l , XJ, and therefore for all x, since G and Fare both continuous. Denote
the Fourier coefficients of F by all' bn' We have, for every positive integer n,
An = ~I
n
f"
_II
F(x)cosnxdx = -I I IX'
L
11: j =1 Xj_1
I F(x)cosnxdx
and, upon integration by parts,
A II = l[f
n i=1
L..
F(XJ sin nXj
F(Xj _ sin nXi _ +
n
- l)i
n Xi-I
F'()' 1 !fX
x Sin nx dJ
x .
The terms in the first sum "telescope" except for the first and last ones,
and the periodicity of F and sin nx cancels these two. Therefore
An ~f"
= nn F(x) sin nxdx = bn .
n
(13)
-n
Similarly,
B n = _an • (14)
n
The bounds in (12) follow from these formulas for An and B n, taken in
conjunction with the result of Lemma 5. Since F is piecewise smooth, its
17
--i_-=O-/--'"~r--_ x
-17
-17 Fig. 6-15
series converges to F' for each x. Also, since F is piecewise smooth, its series
converges for each x. The bounds given by (12) allow us to use the comparison
test and conclude that the Fourier series for F converges uniformly. From
(13) and (14), we see that the series for F' is obtained by differentiating the
series for F term by term.
Theorem 5. Suppose that f is periodic with period 2rr and is piecewise smooth
on any finite interval. Suppose that
rrao = f/(X)dX = 0,
and define
F(x) = f/(I) dl.
Then
i) the Fourier series for F is obtained by integrating that for f term by term,
except for the constant term A o which is given by
Ao = -71If"_" xf(x)dx;
ii) F and its Fourier coefficients satisfy the conditions of Theorem 4.
PROOF. If F is to be periodic, the condition a o = 0 is required. To find A o ,

we have (Fig. 6-15)
Ao = ~ f~n fn f(t)dt dx = ~ ff f(l) dA"
fn fn
H
=~ f(t)[f dx dt J =~ (rr - t)f(l) dt
= -;
I r" tf(t)dt,
tn
since J'!..nf(t)dt = O. All other statements in the theorem follow directly
from Theorem 4.
Fig. 6-16
REMARK. It is interesting that Theorem 5 does not require uniform conver-

gence of the derivative series F(x) = j(x). In general, theorems involving
term-by-term integration demand fewer hypotheses than those involving
term-by-term differentiation.
EXAMPLE. Use the result of Example I in Section I, which establishes the

expansion
j(x) = x = 2 f. (- on-~ sinnx, -n < x < n,
n=1
to obtain the Fourier series for F(x) = x 2 on [ -n, n].
SOLUTION. The periodic extension Fa of F satisfies the hypotheses ofTheorem

4, and we have
F~(x) = 4 f. (- on-t sin nx.
n=1 n
Therefore
r- (
FaX
) _
-
A a 4 ~ (-
-2 + L.
on cos nx
2 '
n=1 n
with
Aa = - lIn F(x)dx =2n- . 2
n -n 3
REMARK. The graph of Fa is shown in Fig. 6- I6. We see that Fa is continuous

but has a corner at each of the points (n ± 2nn, n 2 ). These corners correspond
to the jumps in the periodic extension fa off, the graph of which is shown in
Fig. 6-4.
PROBLEMS
I. If h(x) = x/(sin x), show that h'(x) ~ 0 for 0 < x ::::; re, thereby completing the
proof of Lemma 2.
2. Using the results of the example on page 383. find the series fori, where
2 J
j(X) = 11 X- x on [-11.11],
3
and show that

00 I 11 6
L(;S-'
,,~l n 945
Draw the graph of/o .
[Answer: j(x) = 4 f: (-IYO-: sinnx]

1/=1 11
3. Using Theorem 5, find the series for j(x) = Ix!-

rr 4 cos x cos 3x cos 5x ) ]
[ Answer. ( I l="2-;; T+3""1+~+ ....
x
4. Using the method and result of Problem 3, find the Fourier series for /if
for 0 S x S rr,
2
/(x) =
for -rr S x S O.
2
Show that
5. Using the result of Problem 2, find the series for

l 2
j(x) = (rr - X )2 .
12
Draw the graph of j~.
[
Ansuw: j(x) = 2rr
45
4
+4 f: (- I)"-~n cosnx.J
,,~I
6. Find the Fourier series for land F, given
j(x) = Isin xl, -rr SXS rr,
!
2x
-(1 - cosx) --; for-rrsxsO,
F(x) =
2.':
(l-cosx)-- for 0s x S 11.
rr
Draw the graph of Fa.
7. Find the Fourier series for the function
for -~ < x < ~

2- - 2'
for ~
2-<x<
- n.
8. Using the results of Problem 4 above and the expansion for j(x) = x, as in the
example on page 383, find the Fourier series for the function
g(x) =
1- ~2 for -n<x:O;;O,
x2
1 2
for 0:0;; x < n.
Note that g' (x) = Ixl on ( -n, n). Is the series obtained by term-by-term differentia-
tion of that for y identical with that for Ixl given in Problem 3 above? Explain.
9. Given the Irigonometric polynomial

m
j(x) = I (ckcoskx + dksinkx).
k=O
Find the Fourier series of this function on (-n, n).

* 10. Suppose that f possesses continuous deriv·atives of all orders for - 00 < x < 00
and is periodic with period 2n. What can be said about the ratios
as n -+- CO,
where an' b., are the Fourier coefficients of}; and k is a positive integer?
II. The Dirichlel conjugate kernel is defined by
n
15n (u) = I sin ku.
k~l
Show that
15.(u) = cos tu - cos (n + t)u.

2 SIn tu
5. The Complex Form of Fourier Series

We consider complex-valued functions of a real variable of the form
I(x) = 11 (x) + if2(X), (I)
where i = R and II, 12 are real-valued, piecewise continuous functions
on an interval [a, b]. The definitions of piecewise smooth, normalized, and

ptriodic extension carryover directly to complex-valued functions. For any
r r r
functionfgiven by (I), we have
j'(x) =fi(x) + if~(x), f(x)dx = fl(X)dx +i f2(X)dx.
The definitions of evenness, oddness, and half-range expansions for complex

functions are the same as for real-valued functions. The theorems for com-
plex functions on convergence, integration, and differentiation of series are
all established in the same way as for real functions.
We now introduce expansions of complex-valued functions in terms of
certain exponential functions. There are problems for which such expansions
are more convenient that the Fourier expansions discussed above. Using
the formulas
einx + e- inx . _i(einx_e-inx)
cos nx = ----:2---,- smnx = 2 '
we obtain at once
where
a" - ibn a" + ibn n = 1,2, .... (2)
C"=--2-' C-"=--2-'
If, in addition, we set

ao
Co =2' (3)
we see that iffis represented by the convergent Fourier series

a0 00
f(x) = 2 + "~l (a"cosnx + b" sin nx), (4)
thenfis also represented by the convergent series
+I
00
f(x) = Co (c"ei"X + c"e-i"X), (5)

n=1
where c" and c" are given in terms of a" and b" by (2) and (3). Moreover,
if the series (5) converges to f(x) with the terms grouped as indicated, then
the series (4) does also, provided the a" and b" are related to Cn and c" by
(2) and (3); that is,
ao = 2co,
Formally, the series (5) can be written in the form
00 00 00
f(x) = I c"ei"X = I c"e inx +I c_ne- inx + Co

n= -00 n=t n=1
but, unless the two series ~~=l lenI and ~~l Ie-nl are convergent, the re-
arrangement is not always valid.
For any complex number 11, we denote its complex conjugate by iX. Two
complex functions f and g defined on an interval [a, b] are orthogonal on
[a,b] if
ffgdX=O.
We now show that the collection
1>0 = 1,
forms an orthogonal set on [ -n, nl That is, we have
f'
-~
eimx(einx)dx = J' -n
ei1m-n)xdx
ei(m-n)x J'
=[ =0 ifm"=l n,
i(m - n) _,
and
Since
f'
-7[
e imx . e- imx dx
= !(an - ibn), we find for n > 0

= f' -1'1:
I· dx = 2n.
f'
Cn
Cn = 2n
I
_,
f(x)(cosnx - isinnx)dx = - I
2n _,
f(x)e- Inx dx. J' .
Also,
en = 2n f' f' .
I _,f(x)(cosnx + isinnx)dx = 2n
I _, f(x)e,nxdx
and
Co = 2n J' f' .
I _, f(x) dx = 2n
I _, j(x)e"ox dx.
Therefore the formula
f' .
Ck = - I
2n _,
f(x)e-'kx dx (6)
holds for all integers k, positive, negative, or zero.

We have established the following result.
Theorem 6. The set
n = 0, ± I, ±2, .. "
is an orthogonal set on the interval [ - n, 1T]. If f satisfies the hypotheses of

Theorem 2 and if the Ck are given by (6), then the series (5) converges to f(x)
for each x. Theorems 4 and 5 on the differentiation and integration of series
remain valid.
The effect on complex Fourier series of evenness or oddness of a function

fis analogous to the effect in the real case. The next theorem describes the
various possibilities.
Theorem 7. Suppose that f satisfies the hypotheses of Theorem 2 and that the
c" are given by (6). Then
i)f is real ifand only ifc" = eJor all n;
ii)f is even if and only if c" = cJor all n;
iii)f is even and real if and only ifc n = c" = e"for all n;
iv) fis odd if and only if c" = -c"for all n;
v) f is odd and real ifand only if c n = - cn = eJor all n.
The series (5) is called the complex Fourier series off
EXAMPLE. Ifj(x) = x for - n < x < n, find the complex Fourier series forf
SOLUTION. For any integer n =P 0, we have
C n =-
J
I n xe-i"Xdx=-
2n -n
I [~
- n
2n - In -n
i"'] +--.
I
2nm -n
J
n ei"Xdx
= _~(e-inn + einn) + __.

1 [-inX]n
_e_._ .
2nm 2nm - In _"
Since e Z is periodic with period 2ni, we find

e- i"" = ei"n = cosnn + isinnn = (-I)".
Therefore
and Co = -1
2n
f" -n
xdx = O.
Hence
x = ~
n= -00
£( _1)neinX, -n<x<n.
n*O
Note that the C" satisfy the conditions of Theorem 7(v) for an odd real
function.
PROBLEMS
Find the complex Fourier series for each of the following functions.
l.J(x)=x 2 , -n<x<n
-I for -7[ < x < 0

3. j(x) = I
{ for 0 < x < 7[
4. j(x) = Ixl for -7[ < x < 7[
5. j(x) = eUX, a real, -7[ < x < 7[
6. j(x) = sinax, 0 < a < I, -7[ < x <:rr
7.j(x)=1(e UX
-e- UX
), O<a< I, -7[<x<:rr
8./(x)=cosax, O<a<l, -:rr<x<:rr
9. j(x) = I + ix, -:rr < x < 7[
2
1O./(x)=2x+ix , -:rr<x<:rr
II. Let/be given by its complex Fourier series.
(a) Show that/is even if and only if C n = Cn for all n.
(b) Show that/is odd if and only if C n = -Cn for all n.
(c) Show that/is even and real if and only if C n = Cn = cn for all n.
12. (a) Show that the derivative of an even complex-valued function is odd.
(b) Show that the derivative of an odd complex-valued function is even.
CHAPTER 7
Implicit Function Theorems. Jacobians
1. Implicit Function Theorems

An equation such as
x6 + 2y 8 + 7X 2 y 2 - 8x + 2y = 0 (I)
represents a relation between x and y. A pair of numbers which satisfies this
equation corresponds to a point in the xy-plane. In general, the totality of
points in R 2 which satisfy an equation of the form
F(x,y) =0 (2)
is called the graph of the equation. In the study of analytic geometry in the
plane, the work with graphs consists mostly of the study of arcs or simple
smooth curves. However, it is not at all obvious what the graph might be of
an equation such as (I) above. Even equations which are quite simple in
appearance sometimes have unusual graphs. For example, the equation
x 2 + 2y 2 + 9 = 0 is in the form (2) but has no graph, since the sum of
positive quantities can never be zero. The equation (x - 1)2 + (y + 2)2 = 0
is satisfied only when x = I, y = - 2, and the graph is a single point. The
equation
sinx + secy = 0, (3)
also in the form of (2), has an interesting graph. Since Isinxl S; I and Isecyl
;:::: I, the equation can hold only when sinx = I and secy = -lor when
sin x = - I and sec y = I. The graph consists of the isolated points
(n/2 ± 2mn, n ± 2nn)
and
I. Implicit Function Theorems 391
5..
2
x x 2.. x x
3..
2
x .. x x
.
2
-~ -2".-~
2 2
-".
..
2-:":
0 .'2 3..
2 2.. .
"2 3.. 7..
i 4..
I
2
x - . x
3".
2
Fig. 7-1 x x -2.. x
+-------------------- x
---:0
0
Fig. 7-2
(3nj2 ± 2mn, ±2nn), m, n = 0, I, 2, ...

as shown in Fig. 7-1.
If a function is given explicitly, say y = f(x), then we calculate the deriva-
tive according to the usual rules. However, if the function is expressed in the
form F(x,y) = 0, for example
x5 + 2xy 4 + 3x - 2;:7 - 4 = 0, (4)
then we must use the method of implicit differentiation to compute dyjdx.
However, as we saw above, equation (4) may not represent y as a function
of x, and in such cases dyjdx may not have a meaning.
Even under the most favorable circumstances, a relation of the form
F(x, y) = 0 may have a complicated graph, such as the one shown in Fig. 7-2.
392 7. Implicit Function Thcorems. Jacobians
Ooot-------X'--R---- x
Fig. 7-3
We are interested in studying the behavior of the graph near such particular
points as P, Q, R, or S. At each of these points, the graph has a special
character, which we now examine. The next definition will be helpful in
the discussion which follows.
Definition. By the local behavior of a graph, we mean the behavior of the

graph in a neighborhood (small disk) of a particular point P. The term local,
which is a technical one in mathematics, implies not only that the property
we are describing persists no matter how small the neighborhood of Pis,
but also that it may be destroyed if a sufficiently large neighborhood is
selected. It may also be destroyed if a different point is selected, no matter
how close.
For example, in Fig. 7-2 we note that the slope of the graph is positive in
a small neighborhood of P. This property concerns the local behavior,
in that a selection of a smaller neighborhood will not change the correctness
of the statement, but if the neighborhood selected is sufficiently large the
statement is false. The graph in the neighborhood of R also has a special
character. The tangent line at R is vertical, and therefore in a neighborhood
of R we may think of x as a function of y. However, y is not a function of x
since, for each value X o « X R ) nearby, there correspond two values of y
(Fig. 7-3). Thus we can describe the local behavior near R by saying that x
is a function of y but that y is not a function of x. The statement is false if
the neighborhood is sufficiently large. At the point Q the graph intersects
itself (Fig. 7-2) and, in a neighborhood of Q, y is not representable as a
function of x nor is x representable as a function of y. This statement concerns
local behavior because the selection of another point Q', no matter how
close to Q, changes the assertion. In a small neighborhood of Q', y is repre-
sentable as a function of x and x is representable as a function of y.
If we are given a specific relation in the form
F(x,y) = 0, (5)
we are interested in determining when this equation gives y as a function
of x (or x as a function of y). We may also ask when we can solve for one of
1. Implicit Function Theorems 393
.,..- -,
" '\ F(x,Y)=()
Yo _~ __~ I~_-
P \,
I ,
'I I I,
'{ I "
I /.f
I '--r/ I
I I I
I I I
-=+-----'-:---'---'----,---- %
Fig.7-4 0 xo-h %0 xo+h
the variables in terms of the other. In a simple case such as

X
Z
+ 3xy - 2x + 5y - 7 = 0,
we merely use elementary algebra to get
7 + 2x - X Z
Y= 3x + 5
and y is expressed as a function of x. However, even in cases where we can

perform the algebra, certain questions arise. The equation
XZ yZ
-+-- I =0
4 9
may be solved for y to give
y= ±tJ4-xz ,
but still y is not represented as a function of x. If we write
ft:x-++tJ4-xz and fz:x-+-tJ4-x z ,
then the entire graph (an ellipse) is described by these two functions.
Starting with the relation (5) and a point P(xo,Yo) on the graph, we
suppose that in a neighborhood of P the relation represents y as a function
of x. In other words, we assume that the local behavior of the relation allows
us to write (Fig. 7-4)
y = f(x) (6)
for X o - h < x < X o + h, where h is some positive number. If we substitute
(6) into (5), then
F(x,f(x» = 0
is an identity for Ix - xol < h. Assuming that all quantities are smooth,
we may use the chain rule to get
Fx[x,f(x)] + r;,[x,f(x)] -j'(x) = O.
If r: =i- 0, we obtain the formula
394 7. Implicit Function Theorems. Jacobians
f '( x) = Fx.
--
Fy
(7)
Implicil funclion theorems are those which slate condilions under which a
relation (5) may be put in the form (6), at least in the nieghborhood of some
poinl P on the graph. These theorems also decide when the differentiation
formula (7) is valid. Before establishing the most important implicit function
theorems, we recall several facts which were studied earlier. The first is the
Intermediate Value Theorem.
Intermediate Value Theorem. Suppose that f is continuous on an interval [a, b]

and that f(a) = A, f(b) = B. If C is any number between A and B, lhere is
a number c between a and b such that f(c) = c.
In other words, a continuous function must take on all intermediate

values between any two values it assumes.
A second fact, used many times but never stated as a theorem, concerns
the local behavior of a continuous function. BrieOy, if a continuous function
is positive for some value, it must be positive for all points in some sufficiently
small region about this value. The next theorem establishes this result for
functions in any number of variables.
Theorem I. Supposef(x l' X2, . . . , x n ) is continuous at a point (x7, x~, ... , x~),
and suppose f(x7, x~, ... , x~) > O. Then there is a positive number h such that
f(x l' X2' . . . , x n ) is positive for all (x l' X2' ... , x n ) in the neighborhood
IX 2 - x~1 < h, ... , IX n - x~1 < h. (8)
PROOF. The domain (8) is an n-dimensional rectangular box (called a hyper-

cube) of the type used in the definition of limit for functions of several
variables. (See Chapter 4, page 198, for n = 2.) Let
s =f(x7, x~, ... , x~)
and apply the definition of continuity. For any s> 0 there is a [) > 0 such
that
(9)
whenever
IX1-x7!<[), IX2-x~l<b, ... , IX n - x~1 < b.
Setting b = h, we see that (9) is the same as
o =/(x7, x~, ... , x~) - s <f(x 1 , X2 , •.• , x n) <f(x7, x~, ... , x~) +s
so long as (x l ' X 2 , . . . , X n) is in the hypercube (8).
A third fact we shall use in the proof of the first implicit function theorem
is the Fundamental Lemma on Differentiation. For functions of two vari-

ables, the result is given by the formula
F(x o + h,yo + k) - F(xo,yo) = Fx(xo,yo)h + F"y(xo,yo)k
(10)
+ G 1 (h,k)h + G2 (h,k)k,
where G] and G2 tend to zero as h, k tend to zero, and
G1 (O,O) = G2 (0,0) = O.
(See Chapter 4, page 207.)
We now prove the first implicit function theorem.
Theorem 2. Suppose that F, Fx , and Fy are continuous near (xo,Yo) and suppose
that
F(xo,yo) = 0,
F"y(xo,Yo) =I- O.
a) Then there are two positive numbers hand k which determine a rectangle
R about (xo,Yo),
R = {(x,y): Ix - xol < h, Iy - yol < k},
such that for each x with Ix - xol < h there is a unique number y with
Iy - Yo I < k which satisfies the equation F(x, y) =
O. That is, y is afunction
of x, and we may write y = f(x). The domain off is
Ix - xol < h
and the range is in Iy - yol < k.
b) The function f determined in (a) and its derivative f' are continuous for
Ix - xol < h. Furthermore,
Fy[xJ(x)] =I- 0
and
f'(x) = _ r:,[xJ(x)]
Fy[xJ(x)]
for Ix - xol < h.
PROOF. We may assume that F"y(xo,Yo) > 0; otherwise we simply replace F

by - F and repeat the argument. Since r;, is continuous, then from Theorem I
there must be a number k such that r;,(x,y) > 0 in the square S = {(x,y):
Ix - xol :::; k, Iy - yol :::; k} (Fig. 7-5). If we fix a value x in Ix - xol < k,
then F(x,y), considered as a function of y alone, has a positive slope and
therefore is an increasing function of y in S. In particular, F(xo,Y) is an
increasing function of y. Since by hypothesis
F(xo,yo) = 0,
yo+k
I
:S
I
Fy>OinS
Yo - - - -t;;o~ y~
I
o
I
yo-k
---;c+----.~.>---_.-- ......- - -•• x

o xo-k Xo xo+k Fig. 7-5
+ + + + +
yo+k r---:-~i--~---l
I : : : :
: I I I
I I I
I I I
: (xo o Yo)
Yo I I
I I
I
I
I
I
I '
I I I I
L.. .....L _ _ ...L __ ...1.._
F(x, y) =0
O+--x-O-+--k-X-O+---h-+xO-x-O++--h-XO-++-k-'- - - - x
Fig. 7-6
it follows that
and F(xo,yo - k) < O.
We now apply Theorem I to each of the functions
F(x,yo + k) and F(x,yo - k)
and conclude that there is an interval Ix - xol < h in which
F(x,yo + k) > 0 and F(x,yo - k) < O.
We now return to the solution of the equation F(x,y) = O. Fix x in the
interval x o - h < x < X o + h and concentrate on the rectangle
R = {(x,y): Ix - xol < h, Iy - yol < k},
as shown in Fig. 7-6. Since F(x,y) as a function of y is negative for y = Yo - k
and positive for y = Yo + k then, according to the Intermediate Value
Theorem, there is a value y such that F(x,y) = O. Also, since F.; > 0, there
cannot be more than one such value. The existence of the function y = f(x)
for Ix - xol < h is thus established.
To show that.fis continuous at xo, we must prove that for any e > 0
l.f(x) - .f(xo) I < e,
provided that x is sufficiently close to Xo' The values of.f are restricted by
the choice of the square S-that is, by the size of k. Ifwe select a k' smaller
than k and go through the entire process described in the 'proof, we will
obtain the same function.f, but it may perhaps be defined on a smaller
interval Ix - xol < h'. Selecting k' = <:, we see that the choice of h' = <5 in
the definition of continuity yields the result. At any other point x t with
Ixt-Xol<h,
we establish the result by constructing the square S and the rectangle R
with (X1,YI) as center, where YI =.f(x t )·
To establish part (b), we employ the Fundamental Lemma on Differentia-
tion, Eq. (10). Writing tJ.f = .f(x + tJ.x) - .f(x) and noting that G1 (0, 0) =
G2 (0,0) = 0, we have
0= F[x + tJ.x,.f(x + tJ.x)] - F[x,.f(x)]
= Fx [ x,.f(x)] tJ.x + F;,[ x,.f(x)] tJ..f + G t (tJ.x, tJ..f) tJ.x + G2 (tJ.x, tJ..f) tJ.f
Therefore
and
(11)
Since.fis continuous, tJ..ftends to zero as tJ.x does. Consequently G 1 (tJ.x, tJ..f)

and G2 (tJ.x, tJ..f) tend to zero with tJ.x. The left side of (11) is the difference
quotient of.f and so tends to .f'(x) as the right side tends to - F)Fy • This
establishes part (b). Furthermore,.f' is continuous because of the hypotheses
that F, and F;. are.
REMARKS. (i) A geometric intepretation of the theorem is indicated III

Fig. 7-7. The theorem states that there exists a rectangle
Ix - xol < h,
such that the part of the graph of F(x, y) = 0 which is in this rectangle lies
along an arc of the form Y = j(x), where / is differentiable. Of course, the
line x = X o may intersect the total graph at several points, as shown in the
figure. (ii) The theorem is purely local in that nothing is determined about
how far the domain of/can be extended. However, the result remains valid
no matter how small a rectangle about (xo,Yo) is selected. (iii) We have
here an example of an existence theorem, in that the proof does not provide
us with a method for finding the particular functionf A proof which enables
----=o+---------XLo------- X
Fig. 7-7
(0,2)
T( - 3, 0) 8(3, 0)
-'-+--f----+---=-+---+--+----l~/- x
(0, -2)
Fig. 7-8
us to determine the actual answer either numerically or analytically is called

a constructive proof Constructive proofs, although more desirable than
existence proofs, are frequently more difficult. (iv) A corresponding result
holds if the variables are interchanged. If FJxo,Yo) # 0, then the Implicit
Function Theorem allows us to write x = g(y), at least locally.
EXAMPLE I. Apply Theorem 2 to the equation

Xl yl
- + - - 1 =0
9 4 '
and find the function f of the theorem whenever possible.
SOLUTION. The graph of the equation is shown in Fig. 7-8. We see that if P
is a point as shown, then Fy = iy > 0 and y is a function of x. In fact,
y = +~J9 - Xl.
At a point Q we have F;, < 0 and

y = -~v'9 - Xl.
-,f-'---+-~~-:+-+--+--+--.r
2 3
Fig. 7-9
However, F;. = 0 at points such as S or T, and the theorem fails. On the

other hand, we observe that F, = ~x > 0 at S, and so we can write x = g(y)
in a neighborhood of S. We compute easily, g(y) = h/4 - y2 near S.
EXAMPLE 2. Show that the entire graph of the equation

F(x,y) == y3 + 3x 2y - x 3 + 2x + 3y = 0
is a function which is defined for all x.
SOLUTION. We have
F,. = 3y 2 + 3x 2 + 3 > 0 for all (x,y).
Therefore, for each x, F(x, y) is increasing in y for all y. Moreover,
F(x, y) --+ - OC>
as y --+ - oc> and F --+ + oc> as y --+ + oc> for each fixed x. It follows that for
each x there is a unique y such that F(x,y) = O. Since the hypotheses of
Theorem 2 are satisfied at any point (xo,Yo) where F(xo,Yo) = 0, the function
I determined by the theorem is defined, continuous, and differentiable for
all x.
EXAMPLE 3. Discuss the validity of Theorem 2 with regard to the function

F(x,y) == x 2 - y2 + 4x + 2y + 3 = O.
SOLUTION. We have Fx = 2x + 4, F y = - 2y + 2. At any point on the graph
with y i= I, we may solve for y as a function of x, since Fy i= O. Also, whenever
x i= - 2 we may solve for x as a function of y. However, at the point (- 2, I)
which is on the graph, we have F, = F,. = 0, and Theorem 2 fails (Fig. 7-9).
The formula on page 394 gives
dy _ Fx x +2
dx F" y - I'
400 7. Implicit Function Theorems. Jaeobians
Fig. 7-10
which is indeterminate at ( - 2, I). The point P( - 2, I) is a double point of

the graph.
EXAMPLE 4. Locate the points on the graph

F(x,y) == x 3 +;:3 - 6xy =0
for which Theorem 2 is not applicable.
SOLUTION. This curve is the folium of Descartes (Fig. 7-10), which was
discussed on page 269. A simple computation yields
F, = 3x 2 - 6y, ~. = 3y 2 - 6x,
and we see that both F, and ~. vanish at the origin, which is a double point.
We cannot obtain y as a function of x at any point where 3y 2 - 6x = O.
t
Substituting x = y 2 into the equation of the curve, we find
x=2~4, y=2~2.
This point is designated P in Fig. 7-10. Similarly, setting F, = 0 and solving,
we find that we cannot express x as a function of y in a neighborhood of
Q(2~, 2~4). Theorem 2 is applicable at all other points on the curve.
Theorem 2 is valid in any number of variables, and the proof introduces

no new difficulties. We state the result for reference.
Theorem 2'. Suppose that F(x l ' X2, . . . , X n ' y) and ~. are continuous near the
poinl (x?, x~, ... , x~, Yo); suppose also thai ,for i = I, 2, ... , n, each ~. is
. 0 0 0 I
conlll1uous near (x l' X 2' . . . , XII' Yo). Lei
Then Ihere are positive numbers hand k such Ihal

a) for each (XI' x 2 , •.. , x n ) in the hypercube IX i - x?1 < h, i = 1,2, ... , n,
there is a unique number y with Iy - yol < k satisfying F(x t, X2, ... , XII' y)
= 0;
b) if we define j by j(x I, X2, ... , XII) = y, then f and all first deriValives Ixi'
i = I, 2, ... , n are continuous and
Fy [x t ,x 2, ,x ,f(X 1 ,X 2,
lI
,xII )] #0,
Fx ;Ex 1 ,X 2, ,xII ,f(X"X2' ,xII )]
i = 1,2, ... , n,
Fy[x t , X2, , x",f(x" X2, , XII)]'
for Ix - xii < h, i = 1,2, ... , n.
EXAMPLE 5. Using Theorem 2', can we conclude that the part of the graph
of the equation
F(x, y, z) = 3x 2 + 2y 2 + Z2 + 2xy + 2xz + 2yz - 9 = 0
within some box Ix - 21 < h, Iy + II < h, Iz + II < k lies along a surface
z = f(x, y) in whichfis defined and differentiable for all x, y with Ix - 21 < h
and Iy + II < h? Solve for z in terms of X and y and discuss.
SOLUTION. Here Xo = 2, Yo = -I, Zo = -1. [In Theorem 2' we have

(XI' x 2,y) instead of (x,y, z).] Then G = 2z + 2x + 2y, G(2, -I, - I) = O.
Consequently, the hypotheses of the theorem are not satisfied. Solving for z,
we obtain
Z2 + 2(x + y)z + (3x 2 + 2y 2 + 2xy - 9) = 0,
(12)
z = - (x + y) ± .J9 - 2x 2 _ y2.
The domain of the two functions in (12) is the elliptical region
{(x,y): 0 S 2x 2 + y2 S 9},
and we note that the point (2, -I) is on the boundary of this region. Thus
there is no box satisfying the conditions. From our knowledge of analytic
geometry we also observe that the plane tangent to the surface
F(x,y, z) =0
at (2, - I, - I) is parallel to the z axis.
PROBLEMS
In each of Problems 1 through 10, use Theorem 2 to show that the equation F(x,y) = 0
may be represented in the form y = j(x) in a neighborhood of the given point (x o ,Yo).
Draw a graph and computef'(xo) in each case
I. F(x,y) == + Y + xsiny = 0; (xo,Yo) = (0,0)
x
2. F(x,y) == y2 - 2xy + 5x 2 - 16 = 0; (xo,Yo) = (I, 1 - 2J3)
3. F(x,y) == y3 + Y - x 2 = 0; (xo,Yo) = (0,0)

4. F(x,y) == xeY - Y + 1=0; (xo,Yo) = (-1,0)
5. F(x,y) == x 2/3 + y2 /3 - 4 = 0; (xo,Yo) = (I, 3,j3)

6. F(x,y) == (x 2 + y2)2 - 8(x 2 - y2) = 0; (x o, Yo) = (,j3, I)
7. F(x,y) == xy + log(xy) - I = 0; (xo,Yo) = (I, I)
8. F(x,y) == xcosxy = 0; (xo,Yo) = (l,n/2)

9. F(x,y) == x' + y5 + xy + 4 = 0; (xo,Yo) = (2, -2)
10. F(x,y) == 2sinx + cosy - I = 0; (xo,Yo) = (nj6,3nj2)
°
In each of Problems II through 16, use Theorem 2' to show that the equation F(x,y, z) =
may be represented in the form Z = I(x,y) in a neighborhood of the given point
(xo,yo,zo)' Findfx(xo,Yo) and/y(xo,Yo)'
II. F(x,y,z) == x 3 + y3 + Z3 - 3xyz - 4=0; (xo,yo,zo) = (I, 1,2)
12. F(x,y,z) == x 4 + y4 + Z4 - 18 = 0; (xo,yo,zo) = (I, 1,2)

13. F(x,y,z)==e'-z2- x 2_ y 2=0; (xo,yo,zo) =(1,0,0)
14. F(x,y,z)==z3- z - xys inz=0; (xo,yo,Zo) = (0,0,0)
15. F(x,y,z)==x+y+z+cosxyz=O; (xo,Yo,zo)=(O,O,-I)
16. F(x,y,z)==x+y+z-exy,=O; (xo,yo,zo) = (OJ,1)
° °
17. Do there exist numbers h > and k > such that all the points satisfying y2 - x 3 =
°
and Ixl < h, Iyl < k
a) lie along an arc y = j{x) wherej{x) is defined and smooth for all x with Ixl < h?
b) lie along an arc x = g(y) where 9 has the same properties for Iyl < k?
In Problems 18 through 24, in each case plot and discuss the entire graph, indicate the
different functions defined implicitly by the equation, and find any points on the graph
where F/xo,yo) = 0. At any such points check to see whether F,(x o, Yo) = 0.
18. F(x,y) == (x - 3)4 - (y + 2)2 = 0
19. F(x,y) == xe Y
- 2y +2= °
20. F(x,y) == + y2 -
2x
2
x =
3
°
21.
2
F(x,y) == y3 + x y - x
2
=°
22. F(X,y)==y3_3y-x 2 =0
23. F(x,y) == (x 2 + y2)2 - 8(x 2 - y2) = 0 (lemniscate)

24. F(x,y) == e
2xy
-Iog[lj(l + y2)] = °
In Problems 25 and 26, show that F,(xo,yo, zo) = and determine whether or not it °
is possible to express z as a function of x and y in a neighborhood of (xo,Yo, zo). Does
the same situation prevail when y and z are interchanged; i.e., can we solve for yin
terms of x and z in a neighborhood of(xo,yo,zo)?
25. F(x,y,z) == 5x 2 + 3y 2 + Z2 - 4xy - 4xz + 2yz - 9 = 0;

(xo,yo,zo) = (-1,2, -4)
26. F(x,y,z) == 2x 2 + 3y 2 + Z2 + 4xy + 2xz + 4yz - 7 = 0;
(xo,Yo, zo) = (4, - 3, 2)
27. Write out the proof of part (a) of Theorem 2'.
28. Write out the proof of part (b) of Theorem 2'.
29. Find an example of a relation F(x,y, z) = 0 such that F,;(xo,Yo, zo) = F,(xo,Yo, zo)
= F.(x o, Yo, zo) = 0, and yet we are able to solve for z in terms of x and y in a
neighborhood of (xo,Yo, zo).
30. Repeat Problem 29, for a relation F(x j ,x 2 , ... ,x.,y) = O.
2. Implicit Function Theorems for Systems

Suppose we have the system of two equations
x2+ 2xy - 3xu + 4yv = 0,
(I)
4xy + x 3 u - 8yv + 2 = 0
in the four variables x, y, u, and v. It is possible in this case to express u and
v as functions of x and y. Solving the first equation for u, we get
x
2
+ 2xy + 4yv (2)
u= 3x '
and we label this equation u = ¢(x,y, v). Next we substitute u from (2) into
the second equation in (I) to obtain
2
4xy + x 3 (X + 2xy
3x + 4 V) - 8yv + 2 =0.
Y
This last equation may be solved for v in terms of x and y. The result is
(after a little algebra)
v=x
4
+ 2x 3 Y + 12xy
2
+6 (3)
24y -4x y
We now substitute v from (3) into (2) and find
(x 2 + 2xy)(6y - x 2 ) + (x 4 + 2x 3 Y + 12xy + 6)y
u = 3x(6y _ x 2 ) ,(4)
which expresses u as a function of x and y. In other words, starting with the

system (I), we obtain a system u = f(x,y) and v = g(x,y) which, in this
particular case, consists of the equations (4) and (3).
Suppose that we have a general system of two equations in four unknowns
which we write
F(x,y, u, V) =0 and G(x,y, u, v) = O. (5)

Proceeding in the most elementary manner, as in the example above, we
imagine that we can solve the equation F = 0 for u in terms of x, y, and v.
We write this solution
u = ¢(x,y, v).
Then, substituting this value of u in the equation G = 0, we get a single
equation involving x, y, and v only. According to the Implicit Function
Theorem (which we suppose it is possible to use), we extract from the relation
connecting x, y, and van explicit function
v = g(x,y).
Now, continuing to parallel the method of the above example, we substitute
for v into ¢ to obtain
u = ¢[x,y,g(x,y)J,
which we write
u =j(x,y).
In this way, we have expressed u in terms of x and y, and we have expressed
v in terms of x and y. We observe that all these results are local in character,
and thus the equations
u = I(x,y) and v = g(x,y) (6)
are valid only in the neighborhood of some point.
Taking (6) into account, we can now write the equations F = 0 and
G = 0 in the form
F[x,y,f(x,y),g(x,y)J = 0, G[x,y,f(x,y),g(x,y)J = o. (7)
Assuming that all functions are smooth and that all operations of differentia-
tion are legitimate, we apply the chain rule in (5) to compute partial deriva-
tives with respect to x. The result is (since x and yare the independent
variables and u and v are the dependent variables)
and (8)
In (8) we treat U x and Vx as unknowns and the remaining quantities as known.
Then the formula for solving two equations in two unknowns gives
(9)
provided that the denominator F;,Gv - FvGu is not zero. The derivatives u y
and vy are obtained by differentiating the equations in (5) with respect to y.
The above development paid no attention either to the feasibility of

carrying out the process or to the legitimacy of the various steps. At this
time we are more interested in determining when the process leading to
equations (6) and (9) is possible than we are in deciding when the actual steps
can be performed, either analytically or numerically. The next theorem
shows the circumstances under which all the various steps are mathematically
correct.
Theorem 3A. Suppose that F(x,Y, u, v) and G(x,y, u, v) are continuous and
have continuousji"rst derivatives near a point (xo,Yo, uo, vo)' A Iso, suppose that
and
FO'(xo,yo,uo,vo) F,,(XO,YO,uo,vo)1
Do = #- O.
IGO'(xo,Yo, u o , vo) Gv(xo,Yo, uo, vo)
Then there are positive numbers h, k I ' and k 2 such that
a) for each (x,y) with Ix - xol < h, Iy - Yol < h, there is a unique solution
(u, v) of the equations
F(x,y, u, v) = 0, G(x,y, u, v) =0
with lu - uol < k 1 and Iv - vol < k 2' We denote these solutions
u = f(x,y), v = g(x,y).
b) The functions fand g are continuous with continuous first derivatives, and
the following formulas hold:
F" I,
G,.
F.. I'
G"
where D = F"G" - F"G".
PR,OOF. The proof consists of successive applications of the Implicit Function

Theorem of Section I. In this way the original formal description of the ap-
propriate steps required for the elimination process can be made legitimate.
Since Do # 0, it follows that GO' and Gv cannot both be zero at (x o ,Yo, Uo, vo).
Suppose that G" # 0; the proof is similar if GO' # O. Then, from Theorem 2',
we conclude that there are numbers m and r such that the entire portion of
the graph of G(x, y, u, v) = 0, for which
Ix-xol<m, Iy - yol < m,
lu - uol < m, and Iv - VoI< r
may be represented in the form

v = H(x,y, u),
where H is continuous and differentiable; moreover
C,,[x,y, u, H(x,y, u)J
(10)
C,.[x,y,u, H(x,y, u)J'
(hi applying Theorem 2', we replace h by m, k by r, (x l' X 2' x 3 ) by (x, y, u),
and the variable y by the variable v. We also use the label H instead offfor
the explicitly obtained function.)
Now we define
K(x, y, u) = F[ x, y, u, H(x, y, u) J; (II)
the function K is defined for the cube
/x-xol<m', Iy-yol<m', lu-uo/<m',
for some m' with 0 < m' :s; m. Using the Chain rule to differentiate (II) with
respect to u, we find that
K" = F" + F"H" = £., + Fv (- ~:)

in which (10) has been used. Using the values at the point Po(xo,Yo, uo, vo),
we have
(12)
Because of (12), we can apply the Implicit Function Theorem to the equa-
tion K(x,y, u) = O. We conclude that there are positive numbers m" and
r" with m" :s; m', r" :s; m' such that the part of the graph of K(x, y, u) = 0,
for which
Ix-xo/<m", Iy - yol < m" and lu-uol<r"
is representable in the form
u = j{x,y), with Ix-xol<m", Iy-yol<m".
Furthermore,fand its first derivatives are continuous. If we now define
v = g(x,y) = H[x,yJ(x,y)J for Ix-xol<m", Iy-yol<m",
we see that g and its first derivatives are continuous.
The validity of the formulas for lx, ... , gr follows at once from the Chain
rule, as described at the beginning of the section.
Theorem 3A may be generalized to a pair of functions in any number of
variables. If we are given
and a point on the graph of F and C at which

F,,(x?,x~, ... ,x~,uo,vo) F,;(x?,x~, ... ,x~,UO'VO)1
Do =
I 0 0 0
G,,(x t ,x 2 , . · . ,X",U
0 0
,u)
0
Gv (x t ,x 2 ,
0 0 0
. . . ,Xn,U ,v
0) # 0,
then, under hypotheses analogous to those given in the above theorem, we

may solve for u and u, obtaining
(13)
in a neighborhood of(x?,x~, ... ,x~,uo,uo). Furthermore,
F, F, I
I C:; C,
(14)
F" F,·I'
I C" C,.
EXAMPLE I. Show that the graph of the equations

F(x,y,u,u) = x 2 - y2 - u 3 + u2 + 4 = 0,
G(x, y, u, u) = 2xy + y2 - 2u 2 + 3v 4 + 8 = 0,
is representable in the form u = j(x, y), v = g(x, y) in a neighborhood of the
point
Po = {(x,y,u, v): x = 2,y = -l,u = 2, v = I}.
Find the derivatives ux , up Vn vJ at Po·
SOLUTION. We have
F, = 2x, F, = -2y, Gx = 2y, G y = 2x + 2y.

At the point in question, we find
Do = F"C,. - F;.G"IPo = - 128.

Since F and C are polynomial expressions (and hence smooth), and since
Do # 0, Theorem 3A is applicable. We conclude that u and v are expressible
as functions of x and y. A computation yields
21 13 v =--
1
16·
12 = 32' y
EXAMPLE 2. Show that there is a box of the form Ix - II < h, Iy + II < k,

Iz - 21 < k (h and k > 0) such that the part of the graph of the equations
z - 2x - 2y - 2 = 0 and z - x 2 - y2 = 0
in that box lies along the curve determined by a pair of equations of the form
y = f(x) and z = g(x). Show that the functions}; g,f', g' are continuous for
Ix - II < h. Also, rindfand g explicitly. Does a similar box exist about the
point(-I,I,2)?
SOLUTION. Let F(x,Y, z) = z - 2x - 2y - 2, G(x,Y, z) = z - x 2 - y2. Then

the Implicit Function Theorem for a general pair of equations is applicable
with Xl = x, U = y, v = z. Since
Fy = -2, F,.= I, G), = -2y,
at the point (I, - 1,2), we have
F;,= -2,
and
F"G v - FvG" = F;,Gz - F,.Gy = -4 =I O.
Therefore such a box exists. To find the explicit functions, we substitute z
from F = 0 into G = 0 and find
z = 2x + 2y + 2, x 2 + y2 - 2x - 2y - 2 = 0
or
z = 2x + 2y + 2, (x - 1)2 + (y - 1)2 = 4.
Therefore
y= I ±J4-(x-l)l
and
z = 2x + 2y + 2 for Ix - II :<;; 2.
Since y = -I when x = I, we must take the branch I - J4 - (x - 1)2.
Hence
f(x) = 1-.J4-(x-1)2,
g(x) = 2x +4- 2J4 - (x - 1)2
. for Ix - II :<;; 2 <0> - I :<;; x :<;; 3. There is no box about the point ( - I, 1,2),
since x can never fall below -I anywhere on the graph.
The implicit function theorems may be extended to cover the situation
where we have any number of variables and any number of equations, so
long as there are fewer equations than variables. The next theorem, which
states the result in full generality, may be established by using an induction
argument, of which Theorem 3A is the first step in the inductive process. We
omit the proof.
Theorem 3. Suppose that F 1 , F l , . . . , F" are functions of the n + k variables

x I' Xl' . . . , x n , U l ' U l ' . . . , Uk' and suppose that each F, and all its first deriva-
tives are continuous in a neighborhood ofa point
The k equations
i = 1,2, ... ,k,
are assumed 10 hold, and we suppose the delerminant
oFt oFt oFt

OUt oU 2 OUk
oF2 oF2 oFz
D= OUt oU z OUk (15)
o~ o~ o~
oU I oU z OUk
evaluated at the point Po is different from zero. Then there are numbers hand
r such that:
a) for each (xt,X z , ... ,xn ) in the hypercube
IX i - x?1 < h, i = 1,2, ... ,n,
there is a unique solution (u l ' u z , ... , Uk) of the equations
i= 1,2, ... ,k,
for which IUj - uJI < r,j = 1,2, ... , k. The solution is defined by
uj = fj(x.,x z ,··· ,xn ), j = 1,2, ... ,k.

b) The functions fj and all their first derivatives are continuous and the deter-
minant D does not vanish for points P in the hypercube described in (a). The
derivatives ofj/ox k are obtained by applying Cramer's Rule for solving a
linear system of equations to each of the n systems
i = 1,2, ,k,
(16)
p = 1,2, ,no
The determinant in (15) is called a Jacobian determinant or, simply, a
Jacobian. Customary notations for the one in (15) are
J(F1,Fz",. ,~) and o(F1,Fz,··· ,~)

U1'UZ""'Uk o(ut,uz,·"'uk)'
EXAMPLE 3. Given the three equations

xi + 2x~ - 3ui + 4u.u z - u~ + u~ = 0,
x. + 3xz - 4x 1x z + 4ui - 2u~ + u~ = 0,
x~ - x~ t 4ui + 2U2 - 3u~ = 0,
assume that the conditions of Theorem 3 are valid, and use (16) to compute
iJuJ!iJx l , iJU2/iJXI, iJu 3/iJx l ·
SOLUTION. Differentiating each of the above equations implicitly with

respect to u I ' we find
( -6u I iJu 1 + (4 u l
+ 4U2 ) -,- -
2)
U2 -0 2 0U 3 + 2Xl
oU 2 + 3u3-0 = 0,
OX 1 XI XI
This linear system of three equations in the three unknowns oul/iJx I '
iJU2/iJX l ' ou 3/0X I ' is easily solved by Cramer's Rule. The details are left to
the reader.
PROBLEMS
In Problems I through 6, use Theorem 3 to verify that there is a box
Ix - xol < h,
such that all the points (x,y, z) in that box which satisfy
F(x,y,z) =0 and G(x,y, z) = 0
lie on the graph of equations of the form y = f(x), z = g(x), where f and 9 are smooth
for Ix - xol < h. In Problems 1 and 2, find in symmetric form the equations of the
line. In Problems 3 through 6, find in symmetric form the equations of the tangent
line at (x o, Yo, zo). Let Po denote (xo,Yo, zo).
I. F(x,y,z)=2x+y-z-2, G(x,y,z)=x+2y+z-l, Po =(2,-I,I).
2. F=3x+2y-z-8, G=x+y+2z-I, Po =(1,2,-I).
3. F=x 2 +2y 2- z2_2, G=2x-y+z-l, Po =(2,1,-2).

4. F=2x 2 +y2_ Z 2+3, G=3x+2y+z-lO, Po =(l,2,3).
5. F = x 3 + y3 + Z3 - 3xyz - 14, G = x 2 + y2 + Z2 - 6, Po = (2, - I, I).
6. F = x 2 - xy + 2y 2 - 4xz + 2z 2 - 10, G = xyz - 6, Po = (2,3, I).
In Problems 7 through 10, show that there is a box
Ix - xol < h, lu - uol < k, Iv - vol < k

such that all the points (x,y, u, v) in that box which satisfy the equations
F(x,y, u, v) = 0 and G(x,y, u, v) = 0
lie along the graph of the equations u = f(x, y), v = g(x,y), where f and 9 are smooth
for Ix - xol < hand Iy - yol < h. Find the values offx,f", gx, and gy at (xo,Yo)' Let
Po denote (xo,Yo, u o , vo)·
7. F = 2x - 3y +u- v, G = x + 2y + u + 2v, Po = (0,0,0,0).
8. F = 2x - y + 2u - v, G = 3x + 2y + u + v, Po = (0,0,0,0).
9. F=x-2y+u+v-8. G=x 2 _2y 2_ U2+ V2_4, Po =(3,-1,2,1).
10. F=X2_y2+UV-V2+3, G=X+y2+ U2+ uv -2, Po =(2,1,-1,2).
II. Show that there is a box as in Problems 1 through 6 about each point, except (2,
- 3, 6) and (-10, -15,30) of the graph of
and x +Y + z - 5 = O.
Solve explicitly for y and z in terms of x.
12. For what values of (x o ,Yo, u o , vo) does there exist a box as in Problems 7 through
10 if
G = -y + 2uv?
Find explicit functionsj(x,y) and g(x,y) which are smooth near
Xo = 3, Yo =-4
and which are such that

and
13. Complete Example 3 and determine OU dox I ' OU 2;ox l ' OU 3 ;ox l '
14. For the equations in Example 3, determine
15. Given that

u =f(x,y), x = 4>(5, I),
v = g(x,y), Y = 1/1(5, I),
show, by using the Chain rule for partial derivatives that
J(~).J
x,y
(x,y) = J(~).
S, I S, I
16. Given that
find, under the appropriate hypotheses, the quantities u x , u y ' U xx '
17. Given that

F(x,y, u, v) = 0, G(x,y, u, v) = 0,
and that the hypotheses of Theorem 3 are satisfied. State conditions under which
the relation
(b)
Fig.7-Il
is true.
18. State and prove an extension of Theorem 3A to a system of three equations F(x) ,
X 2 ,X 3 ,Ul>U 2 ,U 3) = 0, G(x),X 2 ,X 3 ,U 1 ,U 2 ,u3) = 0, H(x"X 2 ,X 3 ,U[,U 2 ,u3) = o.
19. Extend the result of Problem 15 to show that
where Ui =/;(x" ... ,X k ), Xi = C{Ji(t), ... ,Ik ), i = 1,2, ... , k.
3. Transformations and Jacobians

Let M and N be two nonempty sets. A relation from M to N is a set of
ordered pairs (P, Q) in which P EM and Q E N. The domain of the relation
consists of all the elements P which occur in any of the pairs, and its range
consists of all the elements Q which occur (Fig. 7-11). If the relation is such
that no two of the pairs have the same first element, the relation is called a
transformation. We shall use capital letters such as T, U, V to denote trans-
formations. For example, a/unction of any number of variables, say 3, is a
particular case of a transformation in which the domain M is a set of ordered
number triples (i.e., a set in R 3 ) and the range N is in R l However, trans-
formations are more general in that we allow M and N to be arbitrary sets.
If T is a transformation and P is in its domain, we denote the unique
corresponding element Q by T(P) and call Q the image of P under T; we
also often say that "T carries Pinto Q (or T(P)." If E is a subset of the
domain of T, we call the totality of images T(P) of points P in E the image
of E under T and denote it by T(E) (Fig. 7-12).
If U is a relation (which may, in particular, be a transformation) from
M to N, we often write
U:M->N.
The inverse relation of a given relation U: M -> N is defined as the set
Fig. 7-12 Fig. 7-13
of all pairs (Q, P) for which the pair (P, Q) E U. We denote the inverse of
V by V-I. As in the case of functions on R I , the inverse of a transforma-
tion is not necessarily a transformation. If the transformation V is I-I
(Fig. 7-1 I(c»-that is, if no two pairs have the same second element (as
well as not having the same first element),-then V-I is also a transforma-
tion. If V is any relation, (V-l)-l = V and the domain of V-I is the range
of V and the range of V-I is the domain of U. If V is one-to-one and V
carries Pinto Q, then V-I carries Q back into P(Fig. 7-13).
In linear algebra we study linear transformations almost exclusively.
However, many of the transformations we studied in elementary calculus
are nonlinear. For example, the transformation from rectangular to polar
coordinates in the plane
e= arctan 1:',
x
is a nonlinear transformation. Similarly, the transformations from rectangu-
lar to cylindrical coordinates and from rectangular to spherical coordinates
are nonlinear. Also, it is frequently helpful to make nonlinear changes ofvari-
abIes in both single and multiple integrals. In this section we shall establish
some general properties of nonlinear transformations and later we shall show
how these results may be applied in the study of multiple integration.
Let D be a domain in the xy plane and T a transformation from D to a
set of elements in another plane, which we denote the uv plane. We write
T: u =j(x,y), v = g(x,y), (x,y) in D.
Definition. We say that the transformation T is continuously differentiable

in D if and only iff and g are continuous and the first derivatives off and g
are continuous throughout D.
If Tis a transformation from a domain in n dimensional space to n dimen-
sional space, we write
Un = j~(x I' X 2' ... ,XII)'

Just as the inverse relation of a function need not be a function, so the
inverse relation of a transformation need not be a transformation. The in-
verse ofa transformation T is also a transformation ifand only if T establishes

a one-to-one relation between its domain and its range. That is, if for each
element Q in the range of T, there is only one P in its domain such that
T(P) = Q, then T has an inverse, and we denote this inverse transformation
by T- 1 •
The implicit function theorems are the basis for the following inversion
theorem for transformations.
Theorem 4 (Inverse Transformation Theorem). Suppose
(I)
is a continuously differentiable transformation for (x I ' x 2) interior to D. Let
Po = (x~, x~) be a point in D and let Qo = (u~, u~) be the image of Po under
T. We define J o , the Jacobian
evaluated at Po, and we suppose that

Jo =I O. (2)
Then there exist positive numbers hand k such that whenever Q = (u l , u2 ) is
within h of(u~,u~), that is lUI - u~1 < h, IU2 - u~1 < h, there is one and only
one point P which satisfies T(P) = Q with IX I - x~1 < k, IX 2 - x~1 < k. If
we denote the inverse transformation by
(3)
then fl and f2 are continuously differentiable for all Q for which

lu 1 -u?l<h, IU2-u~l<h.
PROOF. If we rewrite equations (I) in the form
F(U 1 ,U 2 ,X 1 ,X2) == U I - F I (X 1 ,X 2 )= 0,
G(U lo U2,X 1 ,XJ == U2 - F 2(X I ,X 2 ) = 0,
and assume now that u l , u2 , X I' X 2 are independent variables, we see that for
F and G all the conditions of Theorem 3 are fulfilled. Therefore we may solve
for XI and X 2 in terms of u. and U2, which is statement (3) precisely. The
condition Jo =I 0 is identical with the condition Do =I 0 in Theorem 3.
REMARKS. (i) A schematic diagram ofTheorem 4 is shown in Fig. 7-14. The

transformation T takes the domain D into some region E in the u I u 2-plane.
The inverse mapping is defined in a square of side 2h about Qo'
ii) Theorem 4 may be extended to n equations of the form
Ui = ~(Xl,X2"" ,xn ), i = 1,2, ... ,n.
The Inverse Transformation Theorem states that we may solve (at least
'2 liZ
I T
~'G
D
j 1---2k~1
(a)
.. XI
0
(b)
.. Ul
Fig. 7-14
X2
u2
T1
-:::0:+----------- xl ...,0+----------- u 1
(a) (b)
Fig. 7-15
locally) for each Xi and obtain

i = 1,2, ... ,n,
with the j; continuously differentiable.
iii) We define T 1 to be the transformation T restricted to those points Pin
the square IX i - x?1 < k, i = 1,2 which correspond to points Q lying in the
image square defined by lUi - u? I < h, i = 1,2. Then T1 is one to one, and
its inverse T1- 1 is just the transformation Xi = };(u I' uz), i = 1,2. (See Fig.
7-15.)
iv) The theorem says nothing about the sizes of hand k, and extreme caution
must be used in the applications. It may happen that all other hypotheses of
the theorem are satisfied, but if hand k are not taken sufficiently small the
inversion from (I) to (3) may not be possible. [See part (d) of the examples
below.]
v) The theorem fails, and we have no information when the Jacobian van-
ishes. Actually, if Jo = 0 anything can happen, and we exhibit this fact with
the following four illustrative examples.
a) The transformation
v=y
2
is one to one for all (x, y) in R , since the inversion formulas are functions
given by
x=Jlj, Y= v.
However, the Jacobian
J(U,x,yv) = 3x2
vanishes along the entire y-axis.

b) The transformation u = x 2 , V = Y is not one to one for all (x, y) in R 2 ,
since for any a # 0 we have (a, b) and (-a, b) transforming into (a 2 , b).
However, the Jacobian
J(~)=
x,y
2x
vanishes along the entire y-axis, exactly as in Example (a) above, which is
one to one.
c) The transformation
v = 2xy (4)
has Jacobian
which vanishes only at the origin. Setting IV = U + iv and z = x + iy, we

see that
u + iv = w = Z2 = (x + iy)2 = x 2 - y2 + 2ixy,
and so the transformation (4) is the same as the complex variable trans-
formation
Therefore, to each w # 0 there correspond two numbers z such that

IV = Z2 and the transformation is nol one /0 one in the plane.
d) In Example (c) we select for domain D the annular ring between the
circles x 2 + y2 = I and Xl + y2 = 9. Then the Jacobian of (4) never
vanishes in D. Yet the transformation is not one to one in D. [That is,
(2,0) and ( - 2,0) both map into (4,0).] This example shows that the size
of hand k must be suitably small before the theorem is valid. The theorem
states that the transformation (4) is one to one in any sufficiently small
v y
v= 1
u=l
u=-3
4
u=!.
2
u=-1
4
u=O
-0:-+--+--1--t--+--- u
(a) (b)
Fig. 7-16
rectangle in the annular ring. Actually, it is one to one within any rectangle
whose interior is entirely within D.
In discussing transformations in R 2 it is desirable to find the images of the

lines x = const and y = const, or those of other convenient curves. We
illustrate with examples.
EXAMPLE I. Given the transformation

x =u- uv, y = uv.
Find
J(x,y)
u,v
and the inverse transformation. In the (x,y)-plane draw the images of the
lines u = 0, !, t i , l and v = 0, t t, i, I, and find the image of the square
S = {(u, v): t sus i, t s v s t} (Fig. 7-16).
SOLUTION. We have
J (x,u,Vy) = II -v v -u! =u u - uv + uv = u.
Solving for u and v, we obtain
u= x + y, x+y
v=-y-.
The line u = c corresponds to x + Y = c (if c # 0) and the line v = d cor-

responds to dx = (I - d)y. The various lines are drawn and the image of
the rectangle is shaded in Fig. 7-16.
EXAMPLE 2. Discuss the transformation

v = eX siny.
Draw the lines x = ±krr/6, y = ±kn/6 for k = 0, 1, 2, 3 and draw their

images in the (u, v)-plane. Find
J(~).
x,y
SOLUTION. If we set w = u + iv and z = x + iy, the transformation becomes
w= e. Introducing polar coordinates (p, 4J) with p > 0 in the w-plane, we
write
p = eX, 4J = y.
Thus the transformation is periodic in y with period 2n. The lines x = c

correspond to circles p = e C and lines y = d correspond to rays 4J = d. We
obtain
J(~)=lexcosy -eXsiny l=e 2X .
x,y eXsmy eXcosy
The lines and their images are drawn in Fig. 7-17.
PROBLEMS
In each of Problems I through 7, find the Jacobian
J (u, v)
x,y
and find the inverse transformation. In the uv-plane, draw the images of the lines
x = t,!, i, I and y = -i, -!, O,!, t.
1. u = x, v=y + x2 2. u = x + xy, v = y, y> - I

3. u = 2x - 3y, v=x + 2y 4. u = 2x + 3y, v= x + 2y
5. u = x/(I + x + y), v = y/(I + x + y), x +Y > -I
6. u = x 2 - y2, V = 2xy, x> 0
7. u=xcos(ny/2), v=xsin(ny/2), x>O, -I <y O.
9. Given the transformation

x y
T: u=--- v - - --
x2 + y2' - x2 + y2'
show that boundary of any disk in the xy-plane with center at (0,0) is mapped
into the boundary of a disk in the uv-plane. Compare the radii of the two disks.
10. Given the transformation
T: U= _x+,jX 2 +y2, v= - x - .J x 2 + y2.
Show that T is not a one to one transformation. Decide whether or not T is one to
one in the rectangle
R,={(x,y):lsxs3, -4sYS4};
In the rectangle
R 2 ={(x,y):-lsxsl,2sys6}.
II. Given the transformation
T: u=j(x,y), v = g(x,Y),
with Jacobian
J('!..:..!!.)
X,Y
7' 0
at a point Po. Show that ifland 9 are continuously differentiable near Po, then
J('!..:..!!.)'
x,y
J(x,u, y)
v
= 1.
12. Suppose that the transformation

T: u = j(x,y), v = g(x,y)
is continuously differentiable and one to one. We have the relation
au ax + au 8y = I
ax au ayau .
a) Denoting the inverse transformations x = ¢(u, v), y = r/J(u, v), differentiate the
expression v = g[¢(u, v), r/J(u, v)] with respect to u to obtain
(**)
b) By differentiating (*) and (**) with respect to u (employing the chain rule) and
then using Cramer's Rule, find expressions for iJ2x /au 2 and a2y/iJu 2.
13. a) Find the Jacobian of the transformation
b) Show that the surface of a sphere in xyz-space with center at the origin trans-
forms into a sphere in uvw-space.
14. a) Calculate the Jacobian of the transformation
u = cosxcoshy, v = sin x cosh y, w = sinhz.
b) What is the image of the surface cosh 2 y - sinh 2 z = I?
CHAPTER 8
Differentiation under the Integral Sign.

Improper Integrals. The Gamma
Function
1. Differentiation under the Integral Sign

We recall the elementary integration formula
Io
I t"dt [I
= __ t"+1
n+1
JI = - I- ,
0 n+1
valid for any n > -I. Since n need not be an integer, we employ the variable
x and write
1
1 I
cj>(x) = tXdt = --I' x> -I. (I)
o x+
Suppose we wish to compute the derivative cj>'(x). We can proceed in two
ways. Equating the first and last expressions in (I), we have
I
cj>(x) = x + I' cj>'(x) =- (x ~ 1)2'
II II
On the other hand, we may try the following procedure:
d d
-cj>(x)=- tXdt= fl -(tX)dt=
d tXlogtdt. (2)
dx dx 0 0 dx 0
Is it true that
l
= I (3)
fo tXlogtdt
(x + 1)2'
at least for x> -I? In this section we shall determine conditions under
which a process such as (2) is valid. To examine the validity of differentiation
under the integral sign, as the process (2) is called, we first develop a property
of continuous functions on R 2 •
422 8. Differentiation under the Integral Sign
Let S be a region in R 2 and}: S --+ R I a continuous function. We recall that

I is continuous at a point (x o ,Yo) E S if for every £ > 0 there is a c5 > 0 such
that
I!(x,y) - J(xo,yo)1 < F.
whenever
Ix - xol + Iy - Yol < 6.
It is important to note that the size of 6 depends not only on the size of c but
also on the particular point (xo,Yo) at which continuity is defined. If the size
of 6 depends only on £ and not on the point (xo,Yo), then f is said to be
uniformly continuous on S. That isJis uniformly continuous if for every £ > 0,
there is a () > 0 such that
I!(x',y') - f(x",Y")1 < £
for all (x', y'), (x", Y") in S which satisfy the inequality
lx' - x"l + Lv' - y"l < 6.

In other words, the size of 6 depends only on c.
We denote the boundary of a region Sin R 2 by as. A region in R 2 is said
to be bounded if it is contained in a sufficiently large disk. A region S is
closed if it contains its boundary, as. The basic theorem concerning uni-
formly continuous function states that a function f which is continuous on a
closed bounded region is uniformly continuous. The same result holds in any
number of dimensions. We omit the proof.
Suppose a function 4> is given by the formula
4>(x) = fJ(X, t)dt, a:;; x :;; b,
where c and d are constants. If the integration can be performed explicitly,

then 4>'(x) can be found by a computation. However, even when the evalua-
tion of the integral is impossible, it sometimes happens that 4>'(x) can be
found. The basic formula is given in the next theorem, known as Leibniz'
Rule.
Theorem 1. Suppose that 4> is dejined by
4>(x) = fJ(x,t)dt, a:;; x:;; b, (4)
where c and d are constants. Jjlandj~ are continuous in the rectangle

R = {(x, t) : a:;; x :;; b, c:;; t :;; d},
then
4>'(x) = fjAx,t)dt, a < x < b. (5)
That is, the derivative may be found by differentiating under the integral sign.
I. Differentiation under the Integral Sign 423
PROOF. We prove the theorem by showing that the difference quotient

[¢(x + k) - ¢(x)]/k
tends to the right side of (5) as k tends to zero. If x is in (a, b) then, from (4),
if
we have
¢(x + kl- ¢(x) = j(x + k, 1) dl - i fj(X, L) dl
= if [j(x + k,t) - j(x,t)]dt.

Since differentiation and integration are inverse processes, we can write
f
X+k
j(x + k,L) - j(x,L) = x ~(~,t)d~,
if f+k
and so
¢(x + kl- ¢(x) = j~(~, 1) d~ dl.

We note thatj~ is uniformly continuous on R, since a function which is con-
tinuous on a bounded, closed set is uniformly continuous there. Therefore,
using the comma notation for the derivative with respect to the first variable,
if e > 0 is given, there is a b > 0 such that
1J.1(~,1) - fl(x,t)1 < d~ c
for all t in [c,d] and all ~ with I~ - xl < b. We now wish to show that
¢(x+kl-¢(X)_ ffl(X,L)dl---+O ask---+O.
We write
ff I(X, l)dl = if f+kll(X, L)d~dl,

which is true because the integrand on the right does not contain ~. Sub-
stituting this last expressiort in the one above, we find, for 0 < Ik < b, I
I¢(X + kl- ¢(x) - f f 1 (X,t)dt!
= IfUr+kUl(~'I)-II(X,L)]d~}dtl
~ fd Ilfx+k_e_d~1 dt = _e- ' (d - c) = e.

c k x d- c (d - c)
Since e is arbitrary, the theorem follows.

Theorem I shows that the formula (3) is justified for x > 0, since the
integrand I(x, I) is then continuous in an appropriate rectangle. Later we
shall examine more closely the validity of (3) when - I < x :::; 0, in which
case the integral is improper.
EXAMPLE I. Find the value of ¢'(x) if
rn 2
/
¢(x) = Jo j(x,l)dl; f(x, I) =
Sin~XI if I oF 0,
1 if 1= O.
SOLUTION. Since
. sinxi ,. sinxi
IIm--=x tm--=x
I~O I I~O xl '
the integrand is continuous for 0 :::; I :::; n/2 and for all x. Also, we have
COS XI if I oF 0,
f,(x, L)
.
= { I = cosxl I'f 1=0,
so fx(x, L) is continuous everywhere. Therefore
n/2 [I
f
]n/2 sin (n/2)x
¢'(x) = 0 cosxldl = - ~sinxi 0 =- x ' x oF O.
It is a fact that the integral expression for ¢ cannot be evaluated explicitly.
EXAMPLE 2. Evaluate
by letting
i
l
du I -
¢(x)= -2--= ,r;;arctan(l/Jx)
ou +x yX
and computing -¢'(I).
SOLUTION.
¢'(x)
r
= - Jo
1 du
(u 2 + X)2 =
I
jX
-1X-3/2 I I
1+ (I/x) - 2x.JXarctan jX
and
, r 1
du
-¢(I)=Jo(u 2 +1)2=2 2+ arctan I
I(I ) I(I=22+4'
n)
Leibniz' Rule may be extended to the case where the limits of integration
I, Differentiation under the Integral Sign 425
,..........- - - " l = d
,,
, l=uj(x)
,
: t=UO(l')
,
I
"""'"".....- - - l = c
---+---'---'-----"--_ x
Fig, 8-1 U x b
also depend on x. We consider a function defined by
f
U1 (Xl
4>(x) = f(x, t) dt, (6)

uo(x)
where uo(x) and u 1 (x) are continuously differentiable functions for a::; x ::; b.
Furthermore, the ranges of U o and U j are assumed to lie between c and d
(Fig. 8-1).
To obtain a formula for the derivative 4>'(x), where 4> is given by an in-
tegral such as (6), it is simpler to consider a new integral which is more
general than (6). We define
F(x,y,z) = ff(x,t)dt (7)
and obtain the following corollary of Leibniz' Rule.
Theorem 2. Suppose that f satisfies the conditions of Theorem I and that F is

defined by (7) with c < y, z < d. Then
of fZ
ox = yfl(x,t)dt, (8a)
of
oy = -f(x,y), (8b)
of
oz = f(x, z). (8c)
PROOF. Formula (8a) is Theorem I. Formulas (8b) and (8c) are precisely the
Fundamental Theorem of Calculus, since taking the partial derivative of F
with respect to one variable, say y, implies that x and z are kept fixed.
Theorem 3 (General Rule for Differentiation under the Integral Sign). Sup-
pose that f and oj/ox are continuous in the rectangle
R = {(x,t): a::; x::; b, c::; t::; d},
and suppose that uo(x), U1 (x) are continuously differentiable for a::; x ::; b
with the range ofUo and u I in (c, d). If ¢ is given by
f
U,(X)
¢(x) = f(x,t)dt,
Ua(X)
then
¢'(x) = f[ x, UI (x)]u~ (x) - f[x, uo(x)] . u~(x)
J
UllX) (9)
+ hex, t) dt.
uo(x)
PROOF. We observe that

F(x, uo(x), U I (x)) = ¢(x)
in Theorem 2. Applying the Chain Rule, we get
¢'(x) = F',; + F;,u~(x) + ~u~ (x).
Inserting the values of F',;, F;" and ~ from (8), we obtain the desired result (9).
EXAMPLE 3. Find ¢'(x), given that
i
X2
t
¢(x) = arctan2"dt.
o x
SOLUTION. We have
a( ,) 3
ax arctan x 2
-2t/x
= I + (t 2 /X 4 ) = -,2 2tx
+x 4 ·
We use formula (9) and find
f
2
X 2txd,
¢'(x) = (arctan 1)·(2x) - -2--4.
o t +x
i
2
Setting' = x u in the integral on the right, we obtain
l 3 2
¢'(x) = rex _ 2x u· x du = rex _ xiI 2udu = x(:::. -IOg2).
o x u +x u2 + I
4 2 4
2 2 0
2
PROBLEMS
In each of Problems I through 5, express ¢'(x) as a definite integral, using Leibniz'

Rule.
1. ¢(x) = r' sin XI dt 2. ¢(x) f.2 e-X'dt

=
Jo I +I o I + 1
2
3. ¢(x) = f2 e-' dt r' t dt

4. ¢(x) = Jo (I +
2
, I + XI XI)2
1. Differentiation under the Integral Sign 427
I
I IX - I
5. c/>(x) = --dl, (f(X,O) = O,/(x,l) = X,X > 0)
o logl
r
In each of Problems 6 through 14, obtain expressions of the form (9) for ¢'(x).
f'
r
6. c/>(x) = 1
3
dl 7. ¢(x) = cos(t2)dl
8. c/>(x) = reI' dl 9. c/>(x) = sin (XI) dl
10. c/>(X) =
fx
-x
-~-
I + xl
II. c/>(X) =
f~
x'
tan (XI) dl
12. <p(X) = {ulOg(l +xI)dl, O<x~7t
i
'+x' e-'dl 'iOX
13. <p(x) = fcosx
--,
I + XI
x> 0 14. <p(x) =
x'
e XI dl
15. Given that <p(x) = S"J2 COSXldl, obtain <p'(x) in two ways: (I) by integrating and
then differentiating, and (2) by using Leibniz' Rule and then performing the
integration.
16. Evaluate
by using the methods and results of Example 2.
In each of Problems 17 through 25, find c/>' (x) by first applying Theorem 1or 3 and then
integrating.
f"
f
2
X xl
17. <p(x) = cos XI dl 18. c/>(x) = ~dl
./2 I I I
19. <pCx) = f:' Si~XI dl, x> 0 20. <p(x) =

f x
X' -Xl
~dl, x>O
f +
n
x dl
21. c/>(x) = --, x> 0
X l
1:
xm
22. <p(x) = log(1 + xcosl)dl, Ixl (x) =
o
~'
2 2l_x 1
Ixi (x) l(x,l)dl, I(x, I) = 0
if 1= 0
25. c/>(x) = J: log (I - 2x cos I + x 2) dl, Ixl < I

26. Show that if m and n are positive integers, then
[Hill!. Differentiate
I
gx n
o
I Tn(logt)mdT = (_I)m
(n
dx- = 1/(11 + I) and use induction on

m! +,.
+ I)m
m.
Here we under-
stand that Tn(log om is defined to be 0 for t = 0, or else that the integral is improper.]
27. Suppose that 4>(x,Y,z) = SZ/(z + xcosT + ysint)dt. Show that 4>:: = 4>." + 4>yy.
28. Show that /(x) = I/x is uniformly continuous on the interval / = {x: c ~ x ~ I}
for any number c > 0, but is not uniformly continuous on J = {x: 0 < x ~ I}.
29. LetI(x) = sin I/x on / = {x: 0 < x ~ I}. Is/uniformly continuous on /?
2. Tests for Convergence of Improper Integrals.

The Gamma Function
Suppose that a functionfis continuous in the half-open interval a ::;; x < b,
and suppose that f tends to infinity as x tends to b. A typical example of
such a function is shown in Fig. 8-2. Since f is continuous on the interval
a ::;; x ::;; c for every value of c between a and b, we define
bj(x) dx = fb-< f(x) dx

f•
lim
<-0
a
whenever the limit exists as /; tends to zero through positive values. If the
limit does exist, we say the integral converges; otherwise it diverges. If the
integrand becomes infinite at the left endpoint of an interval, convergence
and divergence are defined similarly. If f(x) is continuous for a ::;; x < co,
we define
i'' f(x) dx = :~n;, f.x f(x) dx

whenever the limit exists. The terms "convergence" and "divergence" are
used to express the existence and nonexistence of the limit.
If f becomes infinite at several points in the interval of integration, we
-;;O+----'a------bc-- x Fig. 8-2

-------'--J-..o---++--L..-L..--'---_ X
o XO'
,I
I
Fig. 8-3 I
decompose the interval and calculate each limit separately. Also, we compute
the integral of a function / over the infinite interval - 00 < x < 00 by
selecting a convenient value C and calculating
x~~oof:j(X)dX and !~~J:j(X)dX.

The integral J~,(J(x)dx is said to converge if both limits above exist. For
example, suppose that we wish to calculate J~oo/(x) dx for a function/which
becomes infinite at the points X o and Xl' as shown in Fig. 8-3. We select the
convenient values c, d, and e (Fig. 8-3) and evaluate
lim fe/(X) dx, lim JXO-'l/(X) dx, lim fd lex) dx,

X--oo X £1- 0 C £2- 0 JX O+t
2
lim JX
1
-'3 j (X)dX, lim fe /(x)dx, lim fY/(X)dX.
£3- 0 d £4-+ 0 ""'+£4 Y-+oo e
If all of these limits exist, their sum * yields the value of
1 00
00 j(x) dx.
In the elementary study of convergence and divergence of integrals, we

are usually able to obtain an indefinite integral and then evaluate the limit,
either directly or by !'H6pital's Rule. We now wish to determine methods
for testing convergence which are useful even when the integrands are so
complicated that we cannot perform the integrations. The following theo-
rem, helpful in establishing convergence tests, is almost a corollary of the
Axiom of Continuity.
Theorem 4. (a) Suppose that F is nondecreasing in the half-open interval
• Their sum can be shown to be independent of the particular values of c, d, and e as long
as CE ( - 00, x o), dE (x o , Xl)' and eE (x 1,00), and! is continuous except at x o , x I'
a:;; x < b and that F(x) :;; M there. Then (i) F(x) tends to a limit L as x
tends to b-; (ii) F(x) :;; Lin [a, b); (iii) L:;; M.
b) Similarly, if F is nonincreasing in [a, b) and if F(x) ;;:: m for a:;; x < b,
then (i) F(x) --> I as x --> b- ; (ii) F(x) ;;:: I; (iii) I;;:: m.
PROOF. We prove (a); the proof of (b) is the same. For each positive integer
n, we define XII = b - (I/n)(b - a). Then a :;; XII b as n --> 00. The numbers F(x,,) form a nondecreasing bounded se-
quence and, by the Axiom of Continuity, tend to a limit L which is less than
or equal to M; and F(x,,) :;; L for all n. Let 8 > 0 be given. Then there is an
N such that F(x,,) > L - 8 for all n > N. If X is in the interval (x N + l' b), then
X N + 1 < X < x" for some n, so that
L- 8 < F(X N + 1 ):;; F(x) :;; F(x,.) :;; L,

and the theorem is established.
The next theorem, known as the comparison test, is one of the basic tools
used in establishing convergence. Note the analogy with the comparison
test for series (Chapter 3, Section 3).
Theorem 5 (Comparison Test). Suppose thm fand 9 are continuous in Ihe half:
r
open inlerval [a, b), thm 0 :;; Ij(x)1 :;; g(x), and 'hat S~ g(x) dx converges. Then
S~f(x) dx converges, and
Ifj(X)dX I:;; g(x)dx.
The same result holds Ub is replaced by + 00, or U"[a, b) is replaced by (a, b],
or U·,he interval considered is ( - ex:;, b].
PROOF. We establish the result for [a, b); the other cases are proved similarly.
r r
We first assume thatf(x) ;;:: 0 and define
F(X) = j(x) dx, G(X) = g(x) dx.
Then F and G are nondecreasing on [a, b) and, by hypothesis, G(X) tends to

a limit M as X --> b. Since, by hypothesis, F(X) :;; C(X) :;; M on [a, b), we
find from Theorem 4 that F(X) --> L :;; M.
If f(x) is not always nonnegative, we define
ft (x) = If(x) 1 + f(x) ,

2
.( )
j2 X
= Ij(x)l- f(x)
2'
Thenfl andj~ are continuous on [a, b) and nonnegative there. Furthermore,

II (x) + f2(X) = If(x)1 ::; g(x), II (x) - f~(x) = j(x).

Therefore the improper integrals ofII ,j~, and III all exist. From the elemen-
tary theorems on limits we conclude that
Iff(X)dX!= Iff;(X)dX- ff~(X)dxl

:; f [J; (x) + f~(x)] dx::; f g(x) dx.
We have the following comparison test for divergence.
Theorem 6. Suppose iha' land g are cOnlinuous on [a, b) where

o::; g(x) ::;I(x),
and suppose iha' J~ g(x) dx diverges. Then J~f(x) dx dherges. The same resuli
holds if [a, b) is replaced by [a, + (0), (a, b], or (- 00, b]'
PROOF. If J~f(x) dx were convergent then, according to Theorem 5,
f g(x)dx
would be also.
The comparison tests are useful if we have available a class or several

classes of integrals which we know converge or diverge. Then these integrals
may be used for comparison purposes. Two such classes are given in the
next theorem. The proof is obtained by straightforward integration and
evaluation of the resulting limit.
Theorem 7.
r
(a) The iniegrals
(b - xrPdx,
converge ijp 0, b > °converge ilp > I and diverge if p ::; 1.
EXAMPLE 1. Test for convergence or divergence
I vi -
I x"dx
, 3 '
o x
where CI. is a positive constant.
SOLUTION. Taking
x' I
f(x) = ~' g(x) = - = ,
y'l-x JI-x
we show that If(x) I ~ g(x) for 0 ~ x ~ I. To see this, we observe that
x~ x~ xa
lex) = g(x).
~ J(I-x)(1 +x+x 2 ) JI +x+x 2
Since x' ~ I ~ JI + x + x2 for 0 ~ x ~ I so long as a. ~ 0, we conclude
that
If(x) I ~ g(x).
However,
It g(x)dx
converges by Theorem 7(a) with p = t. The Comparison Test shows that

the given integral converges for all a. ~ O.
EXAMPLE 2. Test for convergence or divergence:
SOLUTION. For x ~ I, we see that
_ jX .Jx I 1_
f(x) = I + X3/2 ~ X 3/ 2 + X3/2 = 2' ~ = g(x).
However, according to Theorem 7(b), f~ g(x) dx diverges. Therefore the
integral diverges.
SOLUTION. Since
sinx I I
~
I X 3/ 2 X 3/ 2 '
we employ Theorem 7(b), with p = t, and the Comparison Test to conclude

that the integral converges.

oo -x
f.
o
e iv dx.
"\Ix
SOLUTION. Because the integrand is infinite at x = 0, we select a convenient

value, say x = I, and break the integral into two parts:
rooe~dx= ee:dx+fooe~dX. (1)

Jo '.Ix Jo .JX I '.Ix
In the first integral on the right, we have
e- X
I
JX 5. JX'
and j&(1/JX)dx converges by Theorem 7(a) with p = t. In the second
integral on the right, we have
The integral
x e-X dx = [ -e-xH = e- I - e- x --+! as X --+ + 00,

fI e
so that the second integral converges. Since both integrals on the right in (1)
converge, the original integral is convergent.
We shall show that the integral

oo
fo tx-Ie-' dt (2)
is convergent for x> 0. To do so, we notice that for < x < I the integrand
becomes infinite at t = 0, and so we treat the integral as in Example 4. We
°
1 II
write
00
tX-1e-'dt = tX-Ie-'dt + Joo tX-Ie-'dt. (3)
In the first integral on the right, we obtain the inequality
The integral j& ,x-I dx converges for x> 0 (Theorem 7(a), p < 1). As for
the second integral on the right in (3), we first note that
tx-Ie-' = t- 2 f(t)
wheref(t) = tx+le-'. We obtain an inequality by computing the maximum
value of the function f(t) = tx+le-'. The derivative f'(t) is zero when
t = x + l; the maximum value off occurs at x + I and is
Therefore
{Xl rx-le-I dr = {Xl (tx+l e -') /2 dl :::;; (x + I)x+l e -(x+l) Joo r~ dl.
The last integral on the right converges and, consequently, so does (2). This
last device can be used to show the convergence of the integral (2) when
x;::: I.
r, is defined
1
Definition. The Gamma function, denoted by by
00
[(x) = tX-1e-'dt, x> o.
This function, which has many important applications in both mathe-

matics and physics, has a number of interesting properties. The observation
that
f(x + I) = 1 00
tXe-' dl
and an integration by parts yield one of the most important properties. We

have
IT tXe-' dl = [IX( -e-')]6' + x LT tX-le-'dt, x;::: I. (4)
Letting T -> + 00 and using I'Hopital's Rule in the first term on the right,
we obtain
r(x + I) = x[(x). (5)
Since
r(l) = roo e-'dt = lim [e-']~ = I,

Jo x-oo
we find, by successive applications of (5), that
r(2) = I· r(l) = I, [(3) = 2· [(2) = 2,
[(4) = 3 -[(3) = 1·2· 3,
and, by induction, that
[(11 + I) = n!
In other words, the Gamma function, which is defined for all real numbers
x > 0, is a generalization of the "factorial function" defined for positive
integers.
The relation (5), which is a recursion formula, shows that if the Gamma
function is known for any particular value of x, it may be found for all num-
bers of the form x + n, where n is a positive integer. For example, it can be
shown that r@ = tfi.
From this fact it is easy to deduce that
r (2k 2+ I) = I . 3 . 5 ... (2k - I) r;;
2k V IT
for any positive integer k.
PROBLEMS
In each of Problems I through 22, test the integral for convergence or divergence.
r
If" dx 2 f" dx
• 1 (x + 2)JX . 2 (x - I)JX
3. r J1=X4
o
--
dx - 4.
~
o ..j(l
dx
- x)
5r~ 6·r~
8. r
-,Jx + I
· 0
3
2~
7r~
r r
· dx
o ...;x + I
~
4 1 x-,Jx 2 - I
9. 2
-,J16 - x dx
10. dx
r
3 x2 - X - 6 r--z
-I..jl - x
II.
-,x
d~ 12. f2JXdX
o SIOX
13. fJX 1
--dx
logx
14.
IX) (arctan X)2 dx
o x
2
+I
15. LX) e- x2
dx 16. LX) x 2e- x2
dx
17. f'
o (x +
dx
I)JX
18·r~
o,Jx-x ~
19. IX) cosxdx

o 1+ x2
20. {" e-"sinxdx
21. f" cosxdx 22. f" sin x dx

oJX o xJX
23. Show that S~ x-I(logx)-P dx converges if p > I and diverges if p :-::; I.
24. Show that g pogxl p dx converges to r(p + I) for each p > O. [Hint. Consider
S:
(log (ljx»p dx, set x = e-', and let s --+ 0.]
25. Show that Sf e- x ' dx = tret) = r(t)·
436 8. Differentiation under the Integr~1 Sign
26. Show that
f) xPe- X ' dx = 1r(P ~ I). p> -I.
27. Show how to extend the procedure in Eg. (4) to establish (5) for x > o.
3. Improper Multiple Integrals

For functions of one variable we have considered two types of improper in-
tegrals: (i) those in which the integrand becomes infinite at some point in
the interval of integration, and (ii) those in which the interval of integration
becomes infinite.
Double and triple integrals have been defined only for bounded functions
and for bounded regions of integration. We now take up the problem of de-
fining a double integral when the integrand / becomes infinite at a single
point in a bounded region of integration. For example, suppose we wish to
integrate the function
over the rectangular region

R = {(x,Y): Ixl :s; 3, Iyl:s; 2}.
The function / becomes infinite at the point P( 1,0), which is in the region
of integration. We construct a small region S containing the point P, and
we observe that the function/is continuous in the region R - S (Fig. 8-4).
Therefore the integral
fff(X,y)dA yy (I)
R-S
may be defined in the usual way if S is a small disk, square, triangle, or
even a region of rather irregular shape, so long as P is interior to S (that is,
(0,2)
-+-------::cH_--+-t-- x
o (3,0)
Fig. 8-4
Fig. 8-5
so long as S contains a disk with center at P). For a set S we define the
diameter of S as follows: Let d(P, Q) be the distance between the points
P and Q of S; then the diameter of S, denoted d(S), is the least upper bound
of d(P, Q) as P and Q take on all possible values in S.
Let Sn be a sequence of closed regions, each containing P in its interior,
and such that
d(Sn) -+ 0 asn-+oo.
Then, intuitively, we define the integral offover R as the limit L of the inte-
grals taken over R - Sn whenever this limit exists. There are many different
ways in which such a sequence Sn may be chosen, and of course the value L
must be the same for all possible choices of the {Sn}' More precisely, we say
that if for every e > 0 there is a 6 > 0 such that
whenever S is a closed region containing P in its interior with diameter less

than 6, then the improper integral
II
R
f(x,y)dA xy
exists and has the value L.

If a function becomes infinite at a finite number of points PI' Pz , ... ,Pk
within (or on the boundary of) the region of integration but is otherwise con-
tinuous, we subdivide R into a number of nonoverlapping pieces so that each
portion contains one of the points Pi' (Figure 8-5 shows a typical situation.)
Then, if the improper integral over each portion exists, we add the resulting
values to obtain the improper integral over R. It can be shown that the
value of the integral does not depend on how the region R is subdivided.
In any particular case, it is usually extremely difficult to verify the exis-
tence of an improper integral by use of the definition alone. We now establish
theorems which are helpful not only in verifying the existence of improper
integrals but also in their actual evaluation. Let R be a closed region and P a
point in R. We define an increasing sequence of regions closing down on
P as a sequence of closed regions HI' Hz, ... , H n , . . • with these properties:
(i) every H n is in R - P; (ii) for each n, H n C H n+ 1 ; and (iii) if R' is any
closed set contained in R - P, then there is an integer n such that R' c H n .
438 8. DIfferentiation under the Integral Sign
Fig. 8-6
Since Hn is closed and does not contain P, it also does not contain a small
circle (of radius rll , rll ...... 0) about P. In Fig. 8-6, for example, we could
select HI as the portion of R between rand r" H 2 as the portion of R be-
tween rand r 2 , H 3 as the portion of R between rand r 3 , and so forth.
Theorem 8. Suppose thar j{x,y) 20 in a closed, bounded region R, and

suppose that f is continuous on R - P, where P is a point of R. If there is a
number M such thar
II
R'
j(x,y)dA,y:5; M
for every closed region R' c R - P, then the improper integral off over R
exists. Moreover, suppose that {Hn } is an increasing sequence ofregions closing
down on P, as dejined above. Then we have
1~~ II Hn
f(x,y)dA xy = II
R
f(x,y)dA,y.
PROOF. Let {Hn } be any sequence of regions of the type specified. Since
f(x,y) 20, we see that for each n
II f(x,y)dA = II j{x,y)dA + II j{x,y)dA 2 II f(x,y)dA.

1In +l H ri 11"+1- 11" lin
Therefore HH"J(X,y) dA xy is a nondecreasing sequence bounded by M.

From the Axiom of Continuity, it follows that there is a number L such that
lim fff(X,Y)dA,y
n~oo
= L. (2)
Hn
Now, let e > 0 be given. There is an integer N such that
L - e < ff j{x,y)dA,),:5; If j(x,y)dA xy :5; L for n 2 N + 1.

HN+l H"
Let R' be any closed region such that

H N + 1 cR'cR-P.
Since R' does not contain P, there is an H" such that R' c H" for some n
(and so for all larger n). Consequently,
L - 8 < ff f(x,y)dA ~ ff j(x,y)dA ~ ff f(x, y) dA ~ L.

H~+l R' H"
Since 8 is arbitrary, it follows that
L= ffJ(x,Y)dA.
R
Corollary. If j; R, P are as in Theorem 8, if {H"} is an increasing sequence

closing down on P, and if
ff f(x,y)dA,y ~M
H"
for all n, then the improper integral off over R exists and (2) holds.
If an improper integral exists, we say that the integral is convergent; if it

does not exist, we say that the integral is divergent.
EXAMPLE I. Discuss the convergence or divergence of
f f J(x 2 ~ y2)p dA xy , p> 0,

R
where R is the disk R = {(x,y): x 2 + y2 ~ I}.
SOLUTION. The integrand becomes infinite at the origin. We select for H" the
ring H"={(x,y):(l/n)~Jx2+y2~1}. Then, changing to polar co-
ordinates by setting = cos x r
= rsin e, y
we have e,
ff r
/-1"
1pdA
= f" J>-Prdrde
~
2- p
(I - _1_)n2~p
if p < 2,
2nlogn if p = 2,
~(nP-2 - I) if p > 2.
p-2
By the Corollary to Theorem 8, the integral converges if p < 2. Since r- P > 0,
it follows that the definition of the existence of improper integral is not
satisfied if p ~ 2.
y y
x
x
R: upper half-plane R: one quadrant
y y
x
---="~+~~~~-x
o 1
R: infinite strip R: unbounded region
with finite area Fig. 8-7
So far we have considered integrals in which the integrand becomes in-

finite at one or several points. However, for functions of two or more vari-
ables the integrand may misbehave in many ways. For example, the function
I
f:(x,y)-+( 2 )1 3
X -y /
becomes infinite all along the parabola C = {(x,y) : y = x 2 }. It is possible
to define an improper integral for functions which are infinite along an arc
C. It is necessary to define an increasing sequence of regions closing down on
C and to make an appropriate generalization of Theorem 8. This topic and
various extensions to triple integrals will not be discussed in detail.
Suppose that R is an unbounded region in the plane and thatfis a function
on R. In defining the improper integral offover R we must be aware that the
situation is more complicated than it is for functions of one variable. For
integrals along the x axis, the interval of integration could extend from some
point a to - 00, from a point a to + 00, or from - 00 to + 00. As exhibited in
Fig. 8-7, unbounded regions in the plane may be of many types. The reader
can easily think of many other kinds of unbounded regions.
Definition. Suppose that R is an unbounded region and thatfis continuous

on R. We say that the improper integral off over R exists if and only if there
is a number K such that: for every I: > 0 there is a closed bounded region
R1 C R with the property that
I~I f(x,y)dA xy - I
K < e
for every closed bounded region R' with R 1 c R' c R. The number Kis the
value of the improper integral, and we write
II
R
f(x,y)dA xy = K.
For unbounded regions R, we define an increasing sequence of regions

{Hn } filling R as a sequence of closed bounded regions in R with the proper-
ties: (i) for each n, H n c H n + I ' and (ii) if R' is any bounded region in R, then
there is an integer n such that R' c H n • With this definition of the sequence
{Hn }, Theorem 8 and its Corollary have obvious analogs for an improper
integral taken over an unbounded region R.
EXAMPLE 2. Evaluate S~ e- x2 dx.
SOLUTION. We employ a device which has become classical in the study of

improper multiple integrals but which is seldom useful otherwise. First we
observe that
roo e-x2 dx = lim In e- x2 dx

Jo n-oo 0
is a convergent integral (by comparison with Sa e- X

dx, for example). Next
r J:
we note that
(f: x2
e- dx = f>-IX
2 y2
+ )dx dy = II
Rn
e-(X
2 y2
+ )dA,
where R n is the square

Rn={(x,y):O:$x:$n, O:$y:$n}.
Let R be the entire first quadrant and let R' be a closed bounded region in R.
For n sufficiently large, R' c Rn and, denoting
we see that
II
R'
2
e-(X + y2 )dA :$ M.
The quantity M is also equal to

lim ffe-IX2+y2ldA,
n~oo
Gn
where Gn is the quarter circle (p~lar coordinates)
Gn ={(r,8):O:::;;r:::;;n, O:::;;8:::;;n/2}.
But
ff
Gn
e-lx2+y2) dA = fIl
2 e-'\drd8 = ~[ -e-,2]o ----> ~ as n ----> 00.
Hence M = n/4 and, taking the square root, we conclude that

oo r;;n
J o
e -x2dx =-v- .
2
Comparison theorems for determining the convergence and divergence

of multiple integrals follow the same pattern as do those for integrals of
functions of one variable. (See Section 2.)
Theorem 9. (a) Suppose that f; R, P are as in Theorem 8 and that If(x,y) I:: ;
g(x,y) on R - P. II 9 is continuous on R - P and the integral oI g over R
exists, then the integral ofI over R does also, and
(3)
b) Suppose that I and 9 are continuous on an unbounded region R. II

If{x,y)1 :::;; g(x,y)
on R and if the integral of 9 over R exists, then the integral offdoes also, and
the inequality (3) holds.
The proof of Theorem 9 is similar to that of Theorem 5 of the preceding

section and is left to the reader.
Theorem 10. (a) Suppose that.f, g, R, P are as in Theorem 9 and that

0:::;; g(x,y) :::;;f(x,y).
If SIR g(x,y) dA diverges, then SIR f(x,y) dA does also.
b) If R is unbounded and Jhg(x,y)dA diverges, then SIRf(x,y)dA diverges
also.
Theorem 10 follows directly from Theorem 9, since the supposition that

SIRf(x,y)dA converges implies that HRgdA does.
If R
x2(1
smxy dA
+ y2) ,
where R is the half-infinite strip R = {(x, y) : I :-;:;; x < 00, 0:-;:;; y :-;:;; 1}.
SOLUTION. We define the domain R n = {(x, y) : I :-;:; x :-;:;; n, 0:-;:;; y :-;:;; I}.
Setting
we have
However,
ffg(X,y)dA = [arctany]b r~2dX=~[-~I~~ asn~oo.
Rn
Hence Sf R 9 dA is convergent, and so Sf R fdA is also.
The entire discussion of this section has an appropriate generalization to

functions of three variable and to triple integrals. Improper integrals may
be defined for functionsI(x,y, z) which become infinite at points, on curves,
or on surfaces. Also, integrals over unbounded domains may be defined.
We work an example.
fff
R
v'(x 2 + ~2 + z2)pdV, p> 0,
where R is the unit ball R = {(x,y, z): 0:-;:;; x 2 + y2 + Z2 :-;:;; 1}.
SOLUTION. We define the regions bounded by concentric spheres
Rn = {(X,y,Z):~:-;:;; J?+y 2 + Z2:-;:;; I}.

Then, introducing spherical coordinates
x=pcos8sin¢, y = psin8sin¢, z = pcos¢,
and using the change-of-variables formula for integration in spherical
coordinates (see page 351), we find
fff ~dV= f2"f"f1 ~p2smljJdpdljJd(J

p 0 0 II" P
R 1~(1--1)
3- p n 3- p ' O<p<3
- ,
= 4nlogn, p = 3,
~(nP-3 - I), p> 3.

p-3
We conclude that the integral is convergent for p < 3 and divergent for
p ~ 3.
PROBLEMS
In each of Problems I through 10, the region R is the unit disk

R = {(x,y): 0:<;; x 2 + y2 :<;; l}.
Test the given integral for convergence or divergence. Specify the choice of the sequence
{Hn } and describe the set S where the integrand is singular.
I. If(X2X~~~)3/2
R
2. If
R
(r
,xyd~
+ y) 3/2
3. IfIOg~dA 4. If r-2(IOg~Y2dA
If
R R
2
X y2
5. If(IOg~r dA 6. (x 2 + y2)3 dA
H+
R R
7.
HJ~~x
R
8
.
R
(x2
xdA
y2),jT='X
9.
fL~x 10
.
If dA
.J(l - 2x)(1 - 3x)(l - 4x)
R R
In each of Problems II through 16, test for convergence or divergence. Specify your
choice of {Hn }.
II. ff(X 2 + y2 )-,OdA, R={(x,y):x2+y2~1}; p>O

R
12. ff(X2+;)~~-X)213' R={(x,y):O:<;;x:<;; 1,0:<;;y:<;;I}

R
13. ff dA
(x 2 + y2)J(X - I) (y - I)'
R = {(x,y): x ~ I,y ~ I}
R
14. fff p-PdV, p= (Xl + y2 + Z2)1/2,

R
R={(x,y,z):p;:::l}; p>O
15. fffX:t, R={(x,y,z):O:-::;p:-::;l}
fff
R
16. 2 dV 3/2' R={(x,y,Z):O:-::;p:-::;l}

p (I - X)
R
17. Use the result of Example 2 to find r(!).

* 18. (a) Define an improper double integral for a function / which becomes infinite
along an arc C contained in a bounded region R. (b) State and prove the ap-
propriate analog of Theorem 8 for improper integrals as defined in (a).
* 19. (a) Define an improper triple integral for a function / which is continuous in a
bounded region R except at one point where it becomes infinite. (b) State and
prove the appropriate analog ofTheorem 8 for improper integrals as defined in (a).
20. Define an improper triple integral for a function continuous in an unbounded
domain R.
21. Write out a proof of Theorem 9.
22. State and prove the analog of Theorem 9 for triple integrals.
23. State the appropriate generalization ofTheorem 9(a) for functions of two variables
which become infinite along an arc.
4. Functions Defined by Improper Integrals

We recall that the Gamma function is defined by the formula
r(x) = I"" tX-1e- dt,

t
x> O.
Is it possible to differentiate under the integral sign? That is, is the formula
(Leibniz' Rule)
r'(x) = I"" :x UX-1e-') dt

= I""tX-1(logt)e-tdl
valid? Leibniz' Rule, given in Section), page 422, was established for proper
integrals. Not only does the integral for the Gamma function have an infinite
interval of integration, but also its integrand has a singularity at 1 = 0 if
o < x < I. In order to extend Leibniz' Rule to functions given by improper
d-~r
Jf---l.a------!-~_. x Fig. 8-8
integrals, we must first exlend the notion of uniform convergence introduced

in Chapler 3, page 154.
Suppose that F(x, I) is continuous for a s x s b and for c S I < d. We
wish to consider Ihe limit of F(x, t) as I tends to d (from values less than d).
The limiting value will depend on x, and we write
lim F(x, I) = j(x).
/-d
Definition. We say that F(x, t) -> j(x) uniformly on [a, b] as ( -> r if and
only if for each t > 0 there is a 6 > 0 such that
IF(x, I) - j(x) I < t (I)
for alii in the interval d - 6 < I < d and for all x on [a, b].
Of course the size of 6 will depend on t. However, the crucial distinction

between uniform limits (called uniform convergence) and ordinary limits
lies in the fact that for uniform convergence, 6 is independent of x. In other
words, in uniform convergence, inequality (I) holds for all values of x and
I in the shaded strip shown in Fig. 8-8.
Uniform convergence for a "continuous variable" may also be defined
if the interval c S I < d is replaced by c S I < OC!. We say that F(x, () -> j(x)
uniformly for x on [a, b] as I -> + OC! if and only if for each t > 0 there is a
value T such that
IF(x, t) - j(x) < t I
for alii> T. Once again, the value of Twill depend on t, but the uniformity
condition requires that Tnot depend on x.
The next theorems, which are analogs of those for series given in Chapter
3, Section II, are useful in establishing Leibniz' Rule for improper integrals.
Theorem 11. Suppose (hal F(x, I) is cominuous in x on [a, b] jor each (,

c S 1< d,
and suppose Ihal F(x, () -> ¢(x) unijormly on [a, b] as ( -> r. Then ¢(x) is
conlinuous on [a, b]. The same resull holds ifd is replaced by + OC!.
PROOF. The proof follows the pattern of that given for Theorem 30 (Chapter
3, page 159). Let x I' X 2 be two values of x in [a, b]. We write ¢(x I) - ¢(x 2 )
in the complicated form
¢(x l ) - ¢(x 2 ) = ¢(x t ) - F(x t , I) + F(x 1 , l) - F(x 2 , l) + F(x 2 , l) - ¢(x 2 )·
Therefore, by the triangle inequality,
I¢(x t ) - ¢(x 2)1 ~ I¢(x l ) - F(xl,/)1 + IF(xl,l) - F(x 2 ,/)1
+ IF(x 2 , I) - ¢(x 2 )1.
Let f: > 0 be given. Then, from the uniform convergence of F, the first and
third terms on the right may be made < E/3 for all IE (d - 6, d). The middle
term on the right may be made < e/3 if XI and X2 are close enough, since
F is continuous in x. Hence I¢(x l ) - ¢(x2)1 < e if IX I - x21 is sufficiently
small-that is, ¢ is continuous.
Theorem 12. Suppose Ihal Ihe hYPOlheses of Theorem II hold and also, thaI
F,(x, I) is cOnlinuous on [a, bJ jar each t. If FAx, I) --+ I/;(x) unijormly jar x
on [a, bJ as I --+ r
or as 1--+ + 00, then I/;(x) = ¢'(x) on (a, b).
The proof follows the pattern of that given for Theorem 32, Chapter 3,
page 161, and is left to the reader.
We now see that Leibniz' Rule for improper integrals, given below, is an
immediate consequence of the two theorems above.
Theorem 13. Suppose thaI j(x, T) is cOnlinuous jar a ~ x ~ band C ~ T < d;

we dej/ne
F(x, t) = f lex, T) dT.
If the improper inlegral
¢(x) = r j(x, T) dT
exiSlS jar a ~ x ~ b, and ijF(x, I) --+ ¢(x) unijormly jar x on [a, bJ as I --+ r,
Ihen ¢ is COni inuous on [a, b]. The same result holds if d is replaced by + 00.
(This result is a corollary of Theorem II.)
Theorem 14 (Leibniz' Rule for improper integrals). Suppose that Ihe hypotheses
oj Theorem 13 hold, and suppose also Ihat Ix is conlinuous. If FAx, I) converges
uniformly 10 I/; (x) on [a, bJ as t --+ d- (or + 00), then
I/;(x) = ¢'(x) = fIx(X, T)dT, a < x < b,
or, ij·d is replaced by + 00,

J
+OO
Ij;(x) = ¢'(x) = c j)x, T)dT, a < x < b.
PROOF. According to Leibniz' Rule, for each I < d (or < + co), we have
F,(X,/) = fDx,T)dT.
Hence the result follows from Theorem 12.
EXAMPLE I. Show that if ¢(x) = J(f e- xr dl, then ¢ and ¢' are continuous for
x> 0 and
(2)
SOLUTION. We define
f
r I - e- xr
F(x, I) = e- Xt dr = - - -
o X
Also,
As 1--+ co, we see that F(x,/)--+ Ilx and F,(X,/)--+ -llx 2 • To show that
the convergence is uniform, we note that for h > 0
I e- e-
F(x,I)-- = - < -
I xr hr
for all x ~ h,
I x x h
Fx ( x, I ) - (-~)
2
= e-xr(lI + XI) ~
e-hr(l
h2
+ hI) for x ~ h.
I X x2
Thus the convergence is uniform on any interval x ~ h for positive h. Apply-
ing Leibniz' Rule for improper integrals, we conclude that (2) is valid.
In Example I it is possible to integrate the expression for F(x, I) and so

verify the uniform convergence directly. Since in most instances this direct
approach is not possible, it is important to have some indirect tests for
uniform convergence. The next theorem, which is a comparison test, is
useful in that the direct evaluation of F(x, I) is not required. The test may
also be applied to FAx, I) and in this way the applicability of Leibniz' Rule
for improper integrals may be verified.
Theorem 15 (Comparison Test). (a) Suppose Ihal f(x, I) is conlinuous for

a ~ x ~ band c ~ I < d, and suppose thaI
If(x, I)! ~ g(/) for a ~ x ~ b, c ~ I < d.
¢(x) r
If S~ g(t) dt converges, then the improper integral
= j{x, t) dt
is definedfor each x on [a,b] and ¢ is continuous on [a,b].

b) (Leibniz Rule) Suppose, also, thaI Ix is continuous for a ::::; x ::::; b, c ::::; I < d
and that
for a ::::; x ::::; b, c::::; t < d.
IfS~gl(t)dt converges, then
¢'(x) = f Ix(x,t)dt, a < x < b.
The same resulls hold ifd is replaced by + 00.

PROOF. (a) That ¢(x) is defined for each x follows from Theorem 5. We
define
F(x, t) = f f{x, r)d-r:.
Then
1¢(X)-F(X,t)/=lff(x,r)dr ::::; fg(r)dr.
But since S~g(r)dr converges, we know that for each e > 0 there is a.5 > 0
such that for t E (d - .5,d) we have IS~ g(r) drl < e. Thus
I¢(x) - F(x, t)l-+ 0 as t-+ r,
uniformly for x on [a, b].
To prove (b), we note that
IffAx,r)dr!::::; r gt(r)dr-+O
as above. The convergence is uniform and the result established.
Definition. If
F(x, t) = f f(x, r)dr
f
and
¢(x) = f(x, r)dr (3)
and if F(x, t) -+ ¢(x) uniformly for x on [a, b], we say that the improper
integral (3) converges uniformly for x on [a, b].

EXAMPLE 2. Show that the improper integral
f
oo .
sml
4>(x) = -z--zdl
1 x +t
converges uniformly for all x.
SOLUTION. We have
sin I I I
I XZ + IZ ,$; f2
for all x and all I ~ I. Since f':' (I/I z) dt converges, Theorem 15 applies.
EXAMPLE 3. Given the integral
f e -XI - e -I
oo
4>(x) = dl.
o t
Show that the integral for 4>(x) and the integral for ¢'(x) (obtained by dif-
ferentiation under the integral sign) both converge uniformly for x on
[a,b] if a> O. Evaluate ¢(x) by this means.
SOLUTION. Setting/ex, t) = (e- XI - e-I)/I, we have

a I,
fx(x, t) = _e- XI , !fx(x, 1)1 ,$;{e~~I, ,$;
e , I <a.
The last inequality may be written more compactly as
!fx(x, 1)1 ,$; e- hl where h = min (a, I).
Now, using the Theorem of the Mean on/Cas a function of x), we find that
for 0 ,$; t ,$; I.
Also,
e-XI - e- I I,$; e- hl
for I ~ I.
I t
Thus the integrals for 4> and 4>' converge uniformly. We may apply Leibniz'
Rule to get
J _e- Xl dt = lim [e-XIJI

oo
¢'(x) = -
o '-00 x 0
x
The equation 4>'(x) = I/x can now be integrated to give ¢(x) = C -Iogx.
Since
f
oo
e - I -e - I
¢(I) = dt = 0,
o I
we obtain
"
f
e -XI - e - I
4>(x) = -log x = dl.
o 1
PROBLEMS
In each of Problems I through 8, show that the integrals for q,(x) and q,'(x) converge
uniformly on the given intervals, and find q,'(x) by Leibniz' Rule.
f
oo e-xI dl
I. q,(x) = --, a:O; x, a >0
o I +I
f vI
eX'
Ixl:o; A,
l
2. q,(x) = ----r;dl, A>0
o
f
cos XI
3. r/J(x) =
oo
--3 dl, Ixl:o; A, A > 0
o I +I
f
oo -( d
4. r/J(x) = _e__I, x ~ 0
o I +xl
sinxl
fo --(Iogl)dl, Ixl:o; A,
l
5. r/J(x) = A> 0
I
f
1 (log 1)2
6. r/J(x) = --dl, X ~ A, A>-I
o I + XI
7. r/J(x) = 11o (I + Xl)
dlJT=f'
I - I
X ~ A, A>-I
f
sinxI
8. r/J(x) =
oo
o 1(1
- - - 2 dl,
+I )
Ixl:o; A, A> 0
9. Using the complex exponential function (and Theorem 15), show that
r"" e-
Jo
ax
cos bxdx =~,
a +b
10. From the fact that

fo
00
e
-ax .
sin
b d
X x=-Y--b2 '
a
b
+
a>
0
.
f
l I
IXdl=--, X> -I,
o X + I
deduce that
I
I ,
IX(-logl)mdl= m. +1' x> -1.
o (X + I)m
II. From the fact that
f
OO IX-1
--dl = _._7[_, 0 < X < I,
o I +I smnx
'f"
deduce that
lx-I log I dl = n 2 cos nx .

o I +I cos 2 nx - I
12. Verify that
and, more generally, that
13. If
cf>(x) = f'" e- ' dl,

X
o I +I
show that cf>(x) - cf>'(x) = Ilx. Justify your steps.
14. If
_f"'e-x'dl
cf>(x) - 0 I + 1 2 '
show that cf>(x) + cf>"(x) = I Ix. Justify your steps.

15. Given that
cf>(x) = r e-'C - ~osxI)dt.

Find cf>'(x) by Leibniz' Rule. Evaluate the integral for cf>'(x) and then find cf>(x)
by integration.
'
16. Given that
f
IX - I
cf>(x) = --dl, x 2: a, a>-1.
o log I
Find cf>'(x) by Leibniz' Rule, evaluate, and find cf>(x) by integration.

17. Given that
cf>(x) = f'" e-'(I -2COSXI) dl.
o I
Find cf>'(x) and cf>"(x) by Leibniz' Rule. Find cf>' and cf> by integration.
18. Given that
f
ro I
cf>(x) = e-X'dl =-,
o x
show that
cf>(")(x) = (-I)" f'"o I"e- X' dl = (-I)" X
:~" x> O.
f"
19. Starting from the formula
-dl- - 1[
-x -112
o 12 +X - 2 •
f"
deduce the formula
dl = I· 3 5··· (2n - I) x-n-112 = ~x-n-1/2

o (1 2 + x)n+l 2·4·6·· . 2n 22n (n!)2

*21. Given that
show that
d d
x-(Pn(x») - -(Pn_I(X)) = nPn(x).
dx dx
[Pn(x) is the Legendre polynomial.]
CHAPTER 9
Vector Field Theory
1. Vector Functions
A vector function v(P) assigns a specific vector to each element P in a given
domain ~. The range of such a function is the collection of vectors which
correspond to the points in the domain. In Chapter 2, Section 9, we discussed
vector functions with domain a portion (or all) of R 1 and with range a
collection of vectors in R 2 and R 3 . For example, if a vector function is
defined on the interval a :-:::; r :-:::; b, then we may represent such a function
in the form
v(1) = j(r)i + g(r)j,
where i and j are the customary unit vectors. The real-valued functions I
and 9 are defined on the interval a :-:::; I :-:::; b.
If the range of a vector function of one variable is a collection of vectors
in three-space, we can write
vcr) = l(r)i + g(r)j + Ii(r)k,
where i, j, and k are mutually perpendicular unit vectors in R 3 . The functions
.f, g, and Ii are ordinary real-valued functions of the variable r. In Chapter 2,
we discussed various properties of vector functions with range in R 3 .
We now continue the study of vector functions by considering those with
domain a portion of R 2 or R 3 • A vector function with domain in R 2 and with
range consisting of vectors in R 2 has the representation
v(x, y) = l(x, y)i + g(x, y)j. (I)
3
If the range consists of vectors in R , we write
I. Vector Functions 455
vex, y) = f(x, y)i + g(x, y)j + hex, y)k. (I ')

2
If the domain 9 is a region in three-space and the range is in R , so that
we are dealing with functions of three variables, a vector function u(P) has
the representation
u(x,Y, z) = j(x,y, z)i + g(x,y, z)j.
If the range of such a vector function is a collection of vectors in three-space,
we write
U(x,y,z) =j(x,y,z)i + g(x,y,z)j + (x,y,z)k. (2)
The vector functions described above are actually special cases of the
general transformations described in Chapter 7, Section 3. In fact, we may
easily define a vector function with domain f2 in some m-dimensional
Euclidean space and with range in some n-dimensional vector space. The
numbers m and n may be different. Although many of the results of this
chapter are valid in quite general spaces, we shall state and prove theorems
in two and three dimensions only. In this way we can take full advantage
of our geometrical insight.
The usual properties of continuity, differentiation, and integration for
vector functions of several variables are immediate generalizations of those
for vector functions of one variable. A function v(x,y) as given by (I) is
continuous if and only if the functions fand 9 are. A function u as in (2) has
partial derivatives if and only if the functions f, g, and h do. For example,
we have the formula
ou_oj(x,y,z). og(x,y,z). oh(x,y,z)k
Ox - "
uX
1+ ~
ox J+ 0x .
We also use the comma notation

u. 1 (x,y, z) = II (x,y, z)i + g.1 (x,y, z)j + 11, I (x,y, z)k,
The formulas for partial derivatives with respect to y and z are obvious
analogs.
EXAMPLE I. Find ou/ox and 02U/oxoy if

u(x,y) = (x 2 + 2xy)i + (I + x 2 - /)j + (x 3 - xy2)k.
SOLUTION. We have
~~ = 2(x + y)i + 2xj + (3x 2 - y2)k,
02
U
= 2i + o· j - 2yk = 2i - 2yk.
ex8y
The formulas for the partial derivatives of the scalar and cross products
456 9. Vector Field Theory
of vector functions are similar to those for vector functions of variable.

(See Chapter 2. Sections 6 and 7.) For example, if u and v are differentiable
functions, then the reader may verify that
o
-(u'v) = u·- + _·v
OV ou
ox ax ox '
o
-(u x v)
ov + -ou
= u x -ox x v.
ax ox
EXAMPLE 2. Given the vector functions

u = (eXcosy)i + (e>'sinz)j + (eZsinx)k
and
v = (cosz)i + (e 2X siny)j + eZk.
Find o(u' v)/oy. Decide whether the vectors ou/oz and ov/ox are perpendicular
at the point Po : x = I, y = 0, z = n/4.
SOLUTION. We have
au = ( -eXsmy
oy
.).1+ (eYsmz
. ).J, OV
oy
2x
= e cosy],
•
o
-(u'v)=u'-+-'v
ov au
oy oy oy
= e2x+Ycosysinz - eXsinycosz + e 2x +Ysinysinz.

Computing the derivatives
OU = (eY cos z)j

OZ
+ (e Zsin x)k, ~; = (2e 2x sin y)j,
we find
ou.ov = 2e2x+Ysinycosz.
OZ ox
At poe 1,0, n(4), this scalar product is zero, and so the vectors are orthogonal
there.
The integration of a vector function is given in terms of the integration of

each of its components. If R is a region and v is a vector function as in (I ')
with domain containing R, then the integral
ff
R
v(x,y)dA
is defined by the formula

1. Vector Functions 457
fjv(x, y)dA (fj j(x, y) dA )i+ (fj g(x, y) dA )j+ (fjh(x, y) dA )k.
=
We see that the definite integral of a vector function is a vector. Similarly,

triple integrals and line integrals of a vector function are defined in terms of
the corresponding integrals of each of its components.
The parametric equations
x = f(I), y = g(1), (3)
represent a curve in the xy plane. Similarly, the equations
x =f(1), y = g(1), z = h(I),
represent a curve in three-space. These curves may also be represented by
vector functions. A vector is an equivalence class of directed line segments.
If we consider the particular directed line segment which has its base at
the origin, then the vector function
V(I) = f(l)i + g(l)j (4)
is a characterization of the curve given by (3). The heads of the directed line
segments representing v(1) which have their base at the origin trace out the
curve (3). This geometric interpretation was discussed in some detail in the
study of vector functions of one variable.
The parametric equations
x = f(s, I), y = g(s, I), z = h(s, I) (5)
represent a surface in three-space. The vector function
v(s, I) = f(s, I)i + g(s, l)j + h(s, I)k
characterizes the same surface when we consider the directed line segments
with base at the origin which represent v. The heads of these directed line
segments form the surface (5).
EXAMPLE 3. Sketch the surface represented by the vector function

v(s, I) = (s cos t)i + (s sin I)j + (J3s)k, s ~ 0, °~ t ~ 2n.
SOLUTION. We write
x = SCOSI, y = ssinl, z= J3s.
Squaring and adding to eliminate the parameters s and I, we find
3(x 2 + y2) = Z2,
which we recognize as the equation of a cone. The domain of the vector
function and the surface represented by it are shown in Fig. 9-I(a) and (b).
Since s ~ 0, t~e given surface is the upper half of the cone only.
() ----
... y
(a) Fig. 9-1
PROBLEMS
In each of Problems I through 9, find the partial derivatives as indicated.
I. u(x, y) = (x z + 2xy)i + (x 3 _ y3)j;

au au
ax' oy
2. u(x, y) = (x cos y)i + (y sin x)j; au au
ax' oy
x. z k au au
3. u(x,y,z ) = -2--Z 1 + - 2 -y .
-2J + -2--2 ;
x +y x +z x +y ax' oz
AU 8u
4. u(x,y,z) = (exYlogz)i + (eyzlogx)j;
oy' OZ
5. v(s, I) = (seos Oi + (I sin s)j + (lz - sZ)k;

ov ov
as' 01
6. V(S,I) = (e'tanl)i + (e-'eosl)j;
OZV oZv
oros' OSOI
8. u(x,y) = (x + y)i + x 2 j + (y - x)k;

a (lu(x,yW)
ax
9. u(x,y,z) = (sinxy)i + (cosyz)j + (sinxz)k;

a
oy (!u(x,y, zW)
10. Find o(u· v)jox if
u = (xy)i + (x - y)j + (x + y)k,

v = (2x - y)i - xj + (x + 2y)k.
II. Find o(u . v)joy if
u = log(x + y)i + (x - y)j + log (x - y)k,
v = e<-Yi + (x + y)j + log(x + y)k.

12. Find o(u x v)jox if
I. Vector Functions 459
u = (I + x)i + (y + 2)j + (x + y)k,

v= 2i + (3 - x + y)j + (x - 2y)k.
13. Find o(u x V)/Ol if
u = (e'coss)i + (e-'sins)j + e'k,
v = (e-' sin 2s)i + (e' coss)j + 2k.
14. Given the vector functions
u(x,y) = (x + y)i + (2x - y)j,
v(x,y) = (x 2 - y)i + (x + 2y 2)j.

a) At what values of x and yare ou/ox and ov/ox orthogonal?
b) At what values of x and yare ou/oy and ov/oy orthogonal?
c) At what values of x and y do both (a) and (b) hold?
15. Given the vector functions
u(x,y) = (x - 2y)i + (x - y)j + (x + 2y)k,
v(x,y) = (2x - y)i + (x + y)j + (x + 3y)k.
Find the values of x and y such that

u·(u. 1 x v. 2 ) = o.
16. Derive a formula for
o
-[u(v x w)]
ox
in terms of ou/ox, ov/ox, and ow/ox.

17. Describe the surface represented by the vector function
v(s,t) = (3cosscost)i + (3cosssinl)j + (3sins)k
for {(s, I): O:s; s:S; (n/2),O:S; I:S; 2n}.
YeS, I) = (s + I)i + (s + l)j + (sl)k
for {(S,I): -00 <s< 00, -00 < 1 < oo}.
V(S,l) = (2scosl)i + (3s sin l)j + s2k
for {(S,I): O:s; s < OO,O:s; I:S; 21t}.
20. Show that if
_w(x,y,z)
( )
vX,y,z- ,
F(x,y,z)
then
v _ FW,l - WF,1
.1 - F2
2. Vector and Scalar Fields. Directional Derivative

and Gradient
Vector functions occur frequently in applications. The vector velocity of the
wind in the atmosphere is an example of a vector function. Other examples
of vector functions are the vector velocity of the particles of fluid in a stream
and the vector force of gravity exerted by the earth on an object in space.
We may represent a vector function graphically. At each point P of the
domain D of a function yep), we construct the directed line segment of
yep) having its base at P. If D is a plane region and if the range of yep) is
a collection of vectors in the plane, the graphical representation appears as
in Fig. 9-2. The vectors in Fig. 9-2 form a field of vectors. More precisely,
Yector field is a synonym for vector function. In analogy, an ordinary func-
tion f which assigns a real number to each point of a region in the plane
or in space is called a scalar field or a scalar function.
In Section I we defined vector fields in terms of the unit vectors i, j, and
k. In other words, we introduced a rectangular coordinate system and used
this system as a basis for various definitions. Many of the most important
properties of vector fields are geometric in character and so are independent
of any coordinate system. Therefore, whenever it is possible we shall define
properties of vector functions without reference to a particular coordinate
system. For example, in Section I we defined the continuity of a vector
function y(x, y) given by
y(x,y) =f(x,y)i + g(x,y)j
in terms of the continuity off and g. It is also possible to proceed without
such a reference to coordinate vectors i and j. Suppose that Po is a point in
the domain D of a vector field yep). Then we say that yep) is continuous at
point Po if and only if for every e > 0 there is a 1> > 0 such that
ly(P) - y(Po)1 < 8
whenever 0 < IPPol < 1>. Observe that this definition is valid if the domain
of yep) is a two- or three-dimensional region. Furthermore, since
Iy(p) - y(Po)1
is the length of the vector yep) - v(Po), the definition is applicable for vector
fields which have either a two- or a three-dimensional range.
It is possible to define the definite integral of a scalar or vector field without
~a
Fig.9-3 P Q
reference to a coordinate system. If R is the region of integration, we sub-

divide R into a number of smaller regions R 1 , R z , ... , R n . Let Pi be any
point in R j • Then we form the sums
n n
I j(P;) A (R j ) and I v(P)A(R;),
i=l i=l
where A(R) is the area (or volume if R is in three-space) of the region R i •

If the above expressions approach limits under the usual hypotheses imposed
for the definition of integrals, then we say the integral exists. The first sum
above will approach a numerical limit, while the limit of the second sum will
be a vector. Note that no reference to a particular coordinate system is
required in these definitions.
Suppose that j is a scalar field, that P is a point in the domain off; and
that a is a unit vector. We define the directional derivative of/in the direction
of a at the point P by
lim j(Q) - j(P)
h-O h '
where Q is a point at distance h from P in the direction of a. The relation
between P and Q is shown in Fig. 9-3. We denote this directional derivative
by
DJ(P).
If we hold a and/fixed and consider P as variable, then DJ(P) defines a
scalar field which is analogous to a partial derivative. In fact if we introduce
a rectangular (x,y,z)-coordinate system and select a = i, the directional
derivative is ajex. Similarly, choosing a = j and a = k correspond to partial
derivatives with respect to y and z, respectively.
Definition. A scalar field j is continuously differentiable on an open set P2

if and only ifland D./are continuous on P2 for each fixed a.
The definition of directional derivative of a vector field is analogous to

that of a scalar field.
Definition. The directional derivative, D. w(P), of a vector field w in the

direction of a at the point P is given by
_ I' w(Q) - w(P)
D .w (P) - 1m ,
h-O h
where the relation between Q and P is that shown in Fig. 9-3. We say that
w is continuously differentiable on fZ if and only if wand D. ware continuous
on fZ for every fixed a.
REMARKS. For fixed a and w, the directional derivative Da w defines a vector

field on :?2. If a rectangular (x, y, z)-coordinate system is introduced, then
selecting a equal to i, j, and k, in turn, gives the partial derivatives of w with
respect to x, y, and z, respectively. The computation of these derivatives
was discussed in Section I.
While it is convenient to define properties of scalar and vector fields
without reference to any coordinate axes, it is usually desirable to use some
appropriate coordinate system when specific computations are to be made.
Suppose that / is a scalar field in space and that a rectangular (x, y, z)-
coordinate system r is introduced. We use the symbol/to denote a scalar
field without reference to any coordinate system and the symbol}; to denote
the same scalar field in the r-coordinate system. Then with/there is associated
the unique function}; defined by the equations
j(P) =/[r(xp,yp,zp)] =};(xp,yp.zp)
where (Xl"YI" zl') are the r-coordinates of P in three-space. In general, two

different coordinate systems r l and r z will associate two different functions
};, and};, to the same scalar field}:
We shall now derive an expression for the directional derivative D./ in

terms of an (x,y, z)-coordinate system r. Using the corresponding mutually
orthogonal unit vectors i, j, k, the unit vector a has the representation
a = i,i + ,uj + v k,
If the r-coordinates of Pare (xl',yl" zl') and those of Q are (xl' + i.h, yl' + ,uh,
zl' + vh), then the directional derivative is given by
Da}(P) = lim };(xl' + iJ"yP + ,uh, z~ + vh) - };(xl',yP,zl'), (I)
h-O
where}; is the coordinate function in R" corresponding to the scalar field f

Recalling the definition of directional derivative as defined on page 218 of
Chapter 4, we find
Daj(P) = ij;)xl',yl"zl') + ,u};/xl',yP,zl') + vlr:(xl',yl"zl')' (2)
From this formula, we see that a function/is continuously differentiable if
and only if its corresponding function with respect to every coordinate
system is continuously differentiable.
A similar discussion holds for vector fields. If u is a vector field in space,
then in each coordinate system there corresponds a triple of functions. More
precisely, if (x, Y, z) is a rectangular coordinate system and i, j, k are the
customary unit vectors, then the components ofu with respect to this system
are defined by
u(P) =j;(xp,yp,zp)i + g,(xp,Yp,zp)j + h,(xp,yp,zp)k.
The directional derivative Dau(P) in this coordinate system is
D.u(P) = (D.};)i + (D.g,)j + (Dah,)k.
The directional derivatives of the coordinate functions on the right may be
calculated according to formula (2).
While it is important to distinguish between a scalar field f and its corre-
sponding functionj; given in a particular coordinate system, we shall usually,
drop the T notation. Since almost all computational work is done in some
coordinate system, there is little danger of confusion.
EXAMPLE I. Given the vector field

u(P) = (x 2 - Y + z)i + (2y - 3z)j + (x + z)k
and the unit vector
a=--k(2i-j+k) .
...;6
Find D.u(P).
SOLUTION. We have
2 2 I I I
D (x -
• .v + z) = -(2x)
J6 - -J6( - I ) + ---=(1)
,)6
= ---=(4x + 2)
,)6' ,
2 I I 5
D (2v - 3z) = -(0) - -(2) + -( -3) =
•. J6 J6 J6
-----;=
-/6'
2 I I 3
Da(x + z) = -----;7(1) - ---r;o(O) + ---r7(1) =-----;7'
y6 y6 y6 y6
Therefore
D u(P) = -.!-(4x + 2)i - 2. j + ~k.

a J6 J6 J6
Letj{P) be a scalar field, let T : (x,y, z) be a rectangular coordinate system,
and let a be a unit vector. We define the vector field
v(P) = j;X<xp, yp, zp)i + j;y(x p, yp, zl')j + ;;=(xp, yp, zp)k, (3)
where;;, i, j, and k have the significance described above. Then according
to the definition of scalar product, formula (2) may be written
DJ(P) = v(P)' a. (4)
We now show that the vector v(P), as given in (4), is unique.
Theorem l. Suppose that

v·a=w·a
for every unit vector a (in the plane or in space). Then v = W.
PROOF. The equation v· a = W· a is equivalent to

(v - w)· a = O. (5)
If v - W 1= 0, we select a to be a unit vector in the direction of v - w. Then
(5) would not hold.
Defmition. The unique vector v(P) determined by Eq. (4) is called the gradient
offat P. We denote this vector by Vf, which we read "del!" Then equation
(4) becomes
D.f(P) = VI- a (6)
for any unit vector a. Since Da/(P) and a are defined without reference to a
coordinate system, the vector VI (which is uniquely determined) has a
significance independent of coordinates.
To calculate Vfwhen a rectangular (x,y, z)-system is introduced, we simply

use the formula
VI = h) + hyj + h: k .
The geometric significance of "VI is easily seen with reference to the surface
I(x, y, z) = const. If P is a point on the surface, the vector "V/(P),
whenever it is not zero, is perpendicular to the surface. To see this, observe
that if a is any vector tangent to the surface I, then D.f = 0 since I is
constant. Then (6) states that "VI is perpendicular to a, i.e., perpendicular to
the surface. To find a unit vector normal to a surface I(P) = const, we
select
VI
n=--
IV/I
evaluated at the desired point.
EXAMPLE 2. Given the function f(x,y, z) = 3x 2 - y2 + 2z 2, find Vf and a
unit normal to the surface/(x,y, z) = 17 at the point (I, - 2,3).
SOLUTION. We have
Vf = hxi + hyj + h:k = 6xi - 2yj + 4zk,
Vf(l, -2,3) = 6i + 4j + 12k = 2(3i + 2j + 6k),
n = ±~(3i + 2j + 6k).
The proof of the next theorem is left to the reader.
I
Theorem 2. Suppose that j; g, and u are continuously differentiable scalar
fields. Then
VU+ g) = Vf + Vg, VUg) = fVg + gVf (7)
V(~)= ;2 (gVf-fVg) if g¥O '
Vf(u) = j'(u)Vu. (8)
PROBLEMS
In each of Problems I through 6, find Viand DJat Po(xo,Yo,zo) as given.
I. l(x,Y,z) = x2 - y2 + 2yz + 2z 2 , Po(2, -I, I),

a = _1_ (2i - j + 3k)
14
2. / = eX cosy + xz 2 , Po (0, n/2, I), a= ~(3i + 2j - 6k)
3·1= 2 ;"( 23/2' Po(2,2,1), a=!(i-2j+2k)

(x +y +Z )
4. 1= log (x 2 + y2), Po(3, 4, 2), a = ~(6i - 3j - 2k)

5. 1= tan x + log(y + z), Po(n/4, I, I), a = !e2i + 2j - k)
6. I = eX' cos Z + e'" sin x, Po (n/6, 0, n/3), a= ~(3i + 2j - 2k)

',117
In Problems 7 through 9, find D. u at Po(x o ,Yo' zo) as given.
7. U = (x 2 + y2)i + 2xyj + 3xzk, Po (I , 0, 2), a= ;"(i + 4j + 2k)

',121
8. u= __ x_i+_y_j+_z_k Po(I,I,2),
x 2 + y2 y2 + Z2 x 2 + Z2 '
a = --k(2i +j - k)
...;6
9. U = cos (xy)i + sin (Z2)j + 2k, PoCO, n/4, 0), a = ;"'(2i + 5k)
',129
10. Find the unit vector a such that DJ(Po) is a maximum, given that
Po = (2, 1,3).
II. Find the unit vector a such that D./(Po) is a minimum, given that
1= xyz, Po = (I, -3, -2).

12. Prove the laws stated in Eqs. (7). [Hint. Introduce a coordinate system.]
13. Prove the law (8).

14. Suppose that 0 is the origin of coordinates, P is a point, and r is the vector having
the directed line segment OP as a representative. We write r = v(OP). Show that
Vj(lrl) = ~f'(lrl)r.
In each of Problems 15 through 20, find the unit normal to the surface at the given
point Po.
15. x 2 - 2xy + 2y 2 _;:2 = 9, Po = (2, -I, I)
2
16. Z=X _ y 2, Po =(3,-2,5)
17. ;:2 = x 2 + y2, Po = (- 3, 4,5)
18. ;: = e" siny, Po = (I, n12, e)
19. z = arctan x + log(l + y), Po(l, 0, n/4)
20. x 3
+ y3 + Z3 - 3xyz = 14, Po(2, 1, -I)
3. The Divergence of a Vector Field

Suppose T is a rectangular coordinate system in space and i, j, and k are the
corresponding orthogonal unit vectors. For any scalar function j; we may
regard the gradient, V, as an operator (i.e., a transformation) which takes
scalar fields into vector fields. In the coordinate system above, we write V
in the symbolic form
o. a. a
V = 0-1
x
+ vy
-;- J + "k.
oz
(I)
If we make the convention that Vfhas the meaning
'f7'j _
v
af· of·
-0 1+ 0 J+ o k '
of
x Y z
we see that Vfis the gradient off
Suppose, now, that a vector field w in space has the representation
w(P) = u(xp,yp,zp)i + v(xp,yp,zp)j + w(xp,)'p,zp)k, (2)
in the coordinate system above. We form the inner product of the symbolic
vector V and w, denoted by V' w, to get
au 0,; ow
x +-a +-0 .
V·w=-a (3)
y Z
The fact that the operator V has a significance independent of the coordinates
suggests that the expression on the right in (3) might have such a significance.
We show this to be true in Theorem 3 below.
o
Fig. 9-4
Lemma. Suppose that A is a continuous iimction deiined in a region G in R 3 ,

and that
fff U(x,y,z)A(x,y,z)dA = 0
G
for all continuously differentiable* functions U deiined on G which vanish

outside some ball contained in G. (The location and size of the ball may depend
on u.) Then A(x,y,z) == 0 in G.
PROOF. Let Po(xo,Yo, zo) be a point of G and suppose A (xo,Yo, zo) f= O. We

shall reach a contradiction. We may assume that A(xo,Yo,zo) > 0; other-
wise we would replace A by - A. Since A is continuous in G, there is a closed
ball with center at Po and radius 6 > 0 which is contained in G and such
that A(x,y,z) > 0 in this ball. We denote this ball by B(Po,6). We now
define the function ¢ by the formula
I for 0 ~ s ~·to
¢(s) = 4(4s 3 - 9s 2 + 6s - I) fort~s~ I,
o for s ~ I.
We observe that if>m = I, if>(l) = 0, and ¢'(t) = if>'(l) = 0, and so if> is
continuously differentiable for all values of s. See Fig. 9-4. We choose U(P)
by setting U(P) = if>(!PPo !/6). Then V is continuously differentiable in G and
VA> 0 in B(Po ,6).
Also, we have VA == 0 outside B(Po , 6). We conclude that
fff
G
VAdV= fff
B(Po.b)
VAdV>O,
which contradicts the hypotheses.
Theorem 3. Suppose that w is a continuously differentiable vector field deiined

in a region G in three-space.
• We recall that a function is continuously differentiable if all first partial derivatives are con-
tinuous.
a) Then there exists a unique continuous scalar field A defined in G such that
fff G
UAdV= - fff vu· wdV
G
(4)
for every continuously differentiable scalar field U which vanishes outside some
ball contained in G.
b) Consider a rectangular coordinate system with i, j, and k corresponding
orthogonal unit vectors. If the vector field w in part (a) is given by
w(x,y,z) = u(x,y,z)i + v(x,y,z)j + w(x,y,z)k, (5)
then the scalar field A in (4) is given by
ou ov ow
A(x,y,z) = ox + oy +a;. (6)
PROOF. Suppose w is given by (5) in a rectangular coordinate system. We

define A by the right side of (6). We must show that (4) holds and that A
is unique.
Let B(Po, 15) be a ball with center at Po and radius 15 which together with
its boundary is entirely in G. Suppose that U is any continuously differenti-
able scalar field on G which vanishes outside B(Po , 15). Then (4) is equivalent
to
fff(uA
G
+VU·w)dV=O~ fff
BlP o.6)
(UA +VU·w)dV=O. (7)
In terms of the rectangular coordinate system, we have

au av aw) au au au
UA+VU,w=U ( -+-+- + - u + - v + - w
ax ay az ax oy oz
o
= -(Uu)
a
+ ~(Uv) a
+ -(Uw). (8)
ax oy oz
We now integrate the first term on the right in (8). Denoting the coordinates
If
of Po by (xo,Yo,zo), we find
V2
Iff
B(Po,6)
:x (Uu)dVxy• =
C(yo ••o;6)
{fXO+
Xo -
6 (y YO)2 (z
J 6'-(y_YO)2_(Z-ZO)2
ZO)2 ~(UU)dX}dAy.
ox (9)
where C(Yo, Zo ; 15) is the circular disk in the yz-plane which has center at
(Yo, zo) and radius 15. See Fig. 9-5. Since U == 0 on the boundary of B(Po , 15),
J
that is, when x = Xo ± 15 2 - (y - YO)2 - (z - ZO)2, when we perform the
x-integration in (9) and substitute the limits, the result is zero. In a similar
way, when we integrate the second and third terms on the right in (8), we
get zero. We conclude that (4) holds for every scalar field U with the required
properties. To show that A is unique, we assume there is another continuous
Fig. 9-5 _-----------_x
scalar field A' which satisfies (4). Then we obtain
fff
G
U(A -A')dV=O
for every U which satisfies the conditions of the Lemma. Hence A =: A'
in G and the proof is complete,
Definition. If w is a continuously differentiable vector field in a region in

three-space, we define the divergence of w as the scalar field A given in
Theorem 3. We denote the divergence by
divw or v· w.
It is clear from Theorem 3 that div w is independent of the coordinate system.
The formula for div w in a rectangular coordinate system in which
w = u(x . .l'. .:)i + r(x . .l'.=)j + II"(x.y.z)k
is given by
. ,_
d IV" - .
eu +.er + C\I'
..
ex ey e=
The proof of the following simple properties of the divergence operator is

left to the reader.
Theorem 4. If u and v are rector fields and f is a scalar field, all conr inuously
differenr iable, then
a) div(u + v) = divu + divv,
b) div Uu) = fdiv u + Vf' u.
REMARKS. (i) The results of this section can be extended to vectors and
scalars in n dimensional Euclidean space. (ii) The divergence operator, a
differential operator which takes vector fields into scalar fields, has an
important geometric interpretation. We exhibit this fact in the Divergence
Theorem which is discussed in Section 8 of Chapter 10. The divergence

operator is also useful for many problems in mechanics, fluid flow, and
electromagnetism. We give an application to mechanics in Example 2 below,
and we develop the connection of the divergence operator with fluid flow
problems in Section 8 of Chapter 10.
EXAMPLE I. Given the vector
W= x+z i+ y-x j+ z-y k

X2 + y2 + Z2 X2 + y2 + Z2 X 2 + y2 + Z2 '
find div w. Evaluate div w at Po (I , 0, - 2).
SOLUTION. We have
~( x +Z 2
) = (x + )'2 + Z2) - (x + z)(2x) = y2 + Z2 - x - 2xz
2
ax x 2 + y2 + z2 (x 2 + y2 + Z2)2 (x 2 + y2 + Z2/ '
o ( y - x ) x 2 + Z2 - y2 + 2xy
oy x 2 + y2 + Z2 = (x 2 + y2 + Z2)2 '
2
o ( Z - Y ) x + y2 - Z2 + 2yz
oz x 2 + y2 + Z2 = (x 2 + y2 + Z2)2 .
Therefore
At Po we obtain divw = 2/5.
EXAMPLE 2. Suppose R is the radius of the earth, 0 is its center, and 9 is the
acceleration due to gravity at the surface of the earth. If P is a point in
space near the surface, we denote by r the directed line segment i5P. The
length Irl r
of the vector we denote simply by,.. From classical physics it is
known that the vector field v(P) due to gravity (called the gravitationaljield
of the earth) is given (approximately) by the equation
_gR 2
v(P) = - - 3-r.
r
Show that for,. > R, we have div v(P) = O.
SOLUTION. A computation yields
divv = diV( _;:2 r}
and using formula (b) of Theorem 4, we find

divv = -;3 R2
divr + V( -;3R2 }r
= -9R2[~diVr+!!-.(~)vr'rJ
r3 dr r 3
= -gR 2(r-3 divr - 3r- 4 Vr' r).
Introducing a rectangular (x, y, z)-system with origin at 0, we write

r = xi + yj + zk,
from which we obtain div r = 3. Also, the length r of r is given by
r = V x2 + )'2 + Z2,
and so
er x cr I cr z
ex r cy r GZ r
Hence
Vr = !(xi + .rj + zk) = ~

r r
and
r'r
Vr'r = - = r.
r
We conclude that
The force field in Example 2 is illustrative of a large class of vector fields

which occur in mechanics, electrostatics, fluid dynamics, and so forth. A
vector field v(P) is called conservative if there exists a scalar function u(P)
of which v is the gradient. That is, if there is a function u such that
v(P) = Vu,
we say that u is the potential function which corresponds to the conservative
force field v. In fact, the potential function u which yields the force field in
Example 2 above is
2
u(P) = gR •
r
A simple computation shows that
2
Vu=gR 2V -I) = -~Vr=
R2 R
-~r=v.
(r r r
Since the result of Example 2 shows that V· v = 0, we conclude that
V' Vu = divVu = O. (10)

Equation (10) is known as Laplace's equation and is often written
V1u = 0 or !J.u = O.
The latter notation is used by mathematicians and the former by scientists
in related fields. It is clear that if v = Vu with div v = 0, then u satisfies
Laplace's equation, and conversely.
In any rectangular coordinate system we may write
V - au . au . au k
u - ax 1+ ay J + az '
and, therefore, the Laplacian has the form

a1u iPu a1u
!J.u == V1u = V . Vu = ax1 + ay1 + az1 ' (II)
The Laplacian is a differential operator from scalar fields to scalar fields.

The next corollary is an immediate consequence of Theorem 3.
Corollary. 1/ u and Vu are continuously differentiable and if (x,y,z) and

(x', y', z') are two rectangular coordinate systems, then
j}lu j}lu j}lu OlU' j}lu' OlU'
j}x 1 + j}y1 + j}Zl = ox'l + oy'l + OZ'l'
That is, the/orm o/the Laplace operator (II) is the same in every rectangular
coordinate system.
EXAMPLE 3. Let rep) be the vector from the origin 0 to a point P in the xy
plane. Define r = Irl. Show that the plane scalar field
u(P) = logr
satisfies the Laplace equation for r > O.
SOLUTION. We have
I I
Vu = V(logr) = -VCr) = 2'r.
r r
Therefore
V· Vu = divVu = diV(,'l r) = r'l div r - 2r- 3 Vr' r.
Since r is a vector in the plane, we have

r = xi + yj,
and so
x. y. r
divr =2 and
n
vr=-I+-J=-.
r r r
Therefore
V' VII = ~(2) - 2r-3~ = ~ - 2r- 3(r) = O.

r r r
PROBLEMS
In each of Problems 1 through 10, find div v in the given coordinate system.
I. v = (a[ [x + a[2Y + a[J:)i + (a 2 [x + a 22 y + a 2J z)j

+ (aJ[x + a32Y + a 3 3:)k
2. v = (x 2 - y 2)i + (x 2 _ :2)j + U· 2 _ z2)k
3. v = (x 2 + I)i + (y2 - l)j + :2k

4. v = 4x:i - 2Fj + (2x 2 _ y2 - :2)k
5. v = e"(cosy:i + sinFj - k)
6. v=ylog(l +x)i+:log(l +y)j + xlog(l +z)k
7. v = Vu. u= .\.3 - 3xy 2
8. v = Vu. u = a[ I x 2 + a22y2 + a 33 : 2 + 2a ,2 xy + 2a ,3 xz + 2a 2.lYz

9. v = Vu. u = e'cosy + el"cos: + e'cosx
10. v = 2xi + 3yj + (~u)k. where u = x 3 + y3 + Z3
In each of Problems 11 through 14, find div v, assuming that r = xi + yj + zk and

that r = Irl.
II. v = rfr", n> 0
12. v = f(r)r
13. v = Vu, u = cP(r)
14. ,= Vu. u = cP(.\" + Y + :)
16. Find div(jV g - gV f)
17. Show that div (a x r) = 0 for any constant vector a.
18. Show that there is a vector w such that
div(vxa)=w·a
for any constant vector a.
19. Suppose that a rigid body is rotating about the z axis with an angular velocity w.
Show that the velocity of a panicle of the body which is at position P(x, y, z) at
time t is given by
v = wk x r.
20. a) Compute the quantity !1u in cylindrical coordinates given by
x = rcose, y=rsine, Z = z.
[Hint. Start with formula (II) and use the Chain Rule.]
b) Compute!1u in spherical coordinates:
x = pcosOsin¢, y = psinOsin¢, Z=pcos¢.
4. The Curl of a Vector Field

The cross or vector product of two vectors, as defined in Chapter 2, page 67,
changes in sign when we shift from a right-handed system of coordinates to
a left-handed one. Three-dimensional space is said to have an orientation
when one of these two systems of coordinates is introduced. We shall use
the term positive orientation for a right-handed coordinate system and
negative orientation for a left-handed one. *
If i, j, k and i', j', k' are two sets of mutually perpendicular unit vectors,
it can be shown that there is a relation between them of the form
i = C II i' + c 12 j' + C13k',
j = CZIi' + czzj' + CZ3 k ',
k = C 31 i' + c 3Z j' + C 33 k',
where C = (cij) is a matrix with det C = ± I. If both bases are positively

oriented or if both are negatively oriented, then det C = + I. If one system
is positively oriented and the other negatively oriented, then det C = - I.
We shall always consider positively oriented systems in three-space and,
when discussing transformations from one system to another, we shall
assume that the new system has the same orientation as the old.
Suppose that v is a continuously differentiable vector field in space. In
the last section we saw that the differential operator div v, which we also
write yo . v, is independent of the axes chosen and so defines a scalar field. It
might be expected-and indeed we shall show it to be the case-that the
f~rmal expression yo x v defines a vector field .
• It can be shown thaI it is impossible for a right-handed triple of basis vectors i, j, k to be

deformed continuously into a left-handed one without the vectors becoming linearly dependent
at some time during the process. Furthermore, it can be shown that any triple of linearly in-
dependent vectors can be deformed continuously (always remaining linearly independent in
the process) into either a right-handed set or a left-handed set and, in the light of the preceding
sentence, not both.
4_ The Curl of a Vector Field 475
Let i, j, k be an orthogonal set of unit vectors (positively oriented, of

course), and let u and v be two vector fields. Then, in terms of the basis
vectors. we may write
u= 1I 1 i + 11 2 j + 113k,
V=1"l i +1"2j+1"3 k .
We recall (Chapter 2. page 68) that the cross product u x v is given by

u x v = (1121"3 - 11 3 1"2)i + (1131"1 - lit 1"3)j + (11 1 1"2 - 1111"t)k. (I)
This formula may be written more compactly in the symbolic form

k
(2)
where it is understood that the determinant is expanded in minors according

to the first row. Note that (I) and (2) are identical. With the vector operator
'V given by
t7
v =-:;-1
c. e. e
+-:;-J +-:;- k .
ex ey c
we define the vector 'V x v by the symbolic determinant
k
'V x V=
c e c
ex C) e::
(3)
1"1 1"2 1"3
= (~:;3 _e;~2) i + (e;~1 - ~~:) j + (~~; - ~:11) k.

Since 'V x v is defined in terms of a particular coordinate system, it is
essential to sho\\- that 'V x v is a true vector field (if orientation is preserved).
For any three vectors b. c. d, it is not hard to establish the identity
(b x c)· d = b· (c x d). (4)
Using the usual definitions. b = b1i + b 2 j + b 3 k, etc., the reader may verify
that
bl b2 b3
(b x c)-d= C1 C2 C3
dl d2 d3
Identity (4) is now an immediate consequence of the properties of determi-
nants.
The next theorem esta blishes the invariance of (3) under a change of basis.
Theorem 5. Suppose that v is a continuously differentiable vector field. Then

there exists a unique continuous vector field w such that
V·(v x a) = w·a
for every constant vector a. Infact, ifi, j, k is an orthonormal basis, then
w=Vxv
where the vector V x v is given by (3).
PROOF. Let i, j, k be an orthonormal basis. We define a = ali + azj + a 3k.

Then
v x a = (v Za 3 - v 3az)i + (v 3a l - v l a 3 )j + (vla z - vzal)k.
The formula for the divergence yields
· ( oV z aV 3 aV 3 oV I oV oV
d IV V X a) = a3---;- - a z ~x + a l ---;- - a 3 - + a z -ozI - a l "zz
ux U uy oy U
or
n.
v ( vxa) -_ -3- avz)
(av -l - aV3)
- a l + (av -z- ov
- az+ (av -1) a3'
ay az az ax ax ay
Taking into account the identity (3) and the definition of V x v, we conclude
that the last equation states the result of the theorem. The uniqueness of
w follows from Theorem I.
Definition. For any vector field v we define curl v by the formula

curl v = V x v,
where V x v is given by (3).
EXAMPLE I. Given the vector field

v = (x z - yZ + 2xz)i + (xz - xy + yz)j + (zz + xZ)k,
find curl v. Show that the vectors given by curl v evaluated at Po (I ,2, - 3)
and PI (2, 3, 12) are orthogonal.
SOLUTION. We have
j k
curl v =
a o
oy oz
xz - xy + yz
= -(x + y)i + (z + y)k.
At Po(l,2,-3), we find curlv=-3i-k=v o ' At P I (2,3,12) we find
curl v = - 5i + 15k == VI' Since Vo ' v I = 0, the vectors are orthogonal.
The proofs of the following identities are left to the reader.
Theorem 6. Suppose Ihal u. v. and fare conrinuously difierellliable fields. Then

a) curl (u + v) = curl u + curl v.
b) curlUu) =fcurlu + \lfx u.
c) div(u x v) = v·curlu - u·curlv.
d) If\lf is a conlinuously diflerenliable reUor field. Ihen
curl \If = O.
e) ljv is a nrice cOlllilluouselr diffcrcllliable reclorjield. IhclI
div curl v = O.
EXAMPLE 2. Given the scalar field f = x 2 + )"2 + ::2 and the vector field
u = (x 2 + y2)i + U· 2 + ::2)j + (::2 + x 2)k.
compute curl (jil).
SOLUTION. We use formula (b) of Theorem 6 and the definition of curl as

given in (3). Then
curl u = - 2(::i + xj + yk),
\If= 2(xi + yj + ::k).
We have
curl (jil) = fcurl u + \lf x u.
A computation yields
curl (jil)
j k
= -2(x 2 + y2 + ;:2)(zi + xj + yk) + 2x 2y 2::
x 2 + y2 y2 + Z2 ;:2 + x2
= -2[z(x 2 + 2)"2 + 2:: 2) _ y(x 2 + ;:2)]i
_ 2 [x(2x 2 + .1 2 + 2;:2) _ z(x 2 + y2)] j
- 2[y(2x 2 + 2y 2 + ;:2) _ X(y2 + ;:2)]k.
The curl of a vector is intimately connected with the notion of exact

differential. We repeat the definition of exact differential as given in Chapter
4, page 275. Suppose that P(x, y. z), Q(x. y, z) and R(x. y, z) are continuously
differentiable functions on some region q;. We say that the expression
Pdx + Qdy + Rdz (5)
is an exact differential if and only if there is a continuously differentiable
functionj(x, y, z) such that

dj= Pdx + Qdy + Rdz. (6)
Whenever such a functionjexists, the definition of the total differential of a
function yields the relations
f~ = P, j;. = Q, Jz=R. (7)
If the region !2 is a box in R then a necessary and sufficient condition
3
for the expression (5) to be an exact differential is that the three equations
oQ 8P oR (8)
ox iJy' oz cy
hold. (See Chapter 4, page 279.)
We may formulate the notion of exact differential in vector terms. We
introduce the usual rectangular coordinate system and define the vectors
v = Pi + Qj + Rk, r = xi + yj + zk, dr = (dx)i + (dy)j + (dz)k.
Suppose that f and Vfare continuously differentiable on some domain ~ in
three-space. Then Eqs. (6) and (7) are equivalent to
dj= v·dr and Vj= v.
The necessary and sufficient conditions (8) become the simple vector condi-
tion
curl v = O. (9)
Whenever a vector v has the form Vj; we see that (9) is a consequence of
Theorem 6(d). Conversely, if (9) holds, then the results on exact differentials
in Chapter 4, Section 13, show that there is a function f such that Vf = v.
We state this conclusion in the following theorem.
Theorem 7. Suppose that v is a continuously differentiable vector field with

curly = 0 in some rectangular parallelepiped ~ in ~pace. Then there exists
a continuously differentiable scalar jield j in ~ such that Vf = v. Any two
such fields differ by a constant.
In Section 6 we shall state the above theorem for more general domains ~
(Theorem 13).
If we are given a specific vector field v with curl v = 0, then the method
of determiningfsuch that Vf = v is precisely the one described in Chapter 4,
Section 13. We review the process by working an example.
EXAMPLE 3. Given the vector field

v = 2xyzi + (x 2 z + y)j + (x 2 y + 3z 2 )k,
verify that curl v = 0 and find the functionf such that Vf = v.
SOLUTION. We have
k
e e e
curl v =
ex oy ez
2xyz (x z
2
+ y) 2
(x Y+ 3z 2 )
= (x 2 - x 2 )i + (2xy - 2xy)j + (2xz - 2xz)k = O.
We wish to findfsuch that
f, = 2xyz, J;. = 2
x z + y,
Integrating the first equation, we get
f= x 2 yz + C(Y,z);
differentiatingfwith respect to y and z, we obtain
J;. = x 2z + Cy(Y, z) = x 2z + y, Iz = x y
2
+ Cz(y, z)= x 2 y + 3z 2 .
The preceding equations yield
C). = y, Cz = 3z 2 .
Hence C = ~)'2 + K(z). Differentiation of C with respect to z shows that
Cz = K(z) = 3z 2 ,
so that K(z) = Z3 + C 1 , where C 1 is a constant. We conclude that
C = ~ y2 + Z3 + C 1
and, finally, that
PROBLEMS
In each of Problems I through 8, find curl v; in case curl v = 0, find the function/such
that '11/= v.
I. v = (2x - y + 3z)i + (-x + 3y + 2z)j + (2x + 3y - z)k
2. v = (2xy + z2)i + (2yz + x 2)j + (2xz + y2)k

3. v = eX(sinycoszi + cosycoszj - sinysinzk)
4. v = (x + 2y - z)i + (x - y + z)j + (-x + Y + 2z)k
5. v = (x 2 + y2)-1/2[ -xzi _ yzj + (x 2 + y2)k]
6. v = (x 2 + y2 + Z2)-1(xi + yj + zk), (x,y. z) #' (0,0,0)
7. v=x 2zi+0'j+xz 2k
2x + Y + z . x + 2y + z . x + r + 2z k
8. V= 1+ J+-~'----'---
(x + y)(x + z) (x + y)(y + z) (y + z)(x + z)
9. Suppose that C;(x) = 9, (x), C 2(Y) = 9z(Y),

•
C;(z) = 9J(Z), and that
v = [xz(yJ + zJ) + 9, (x»)i + [y Z(x 3 + Z3) + 92 (y»)j + [Z2(X 3 + y3) + 9J(z»)k.

Show that curl v = 0 and findfsuch that Vf= v.
10. Verify the identity (b x c)' d = b· (c x d) by introducing coordinate vectors and
calculating each side separately.
II. Prove Theorem 6(a).
12. Prove Theorem 6(b).
13. Prove Theorem 6(c).
14. Prove Theorem 6(d).
15. Prove Theorem 6(e).
In Problems 16 through 18, suppose that r = xi + yj + zk, and let r = Irl.

16. Show that
CUrlG)= O.
17. Find curl [cjJ(r)rJ, where cjJ is a differentiable function.

18. Assuming p and a constant, find curl (rPa x r).
19. Verify Theorem 6(b) for f= (x 2 + y2 + Z2)p, U = zi + xj + yk.
20. Verify Theorem 6(c) for u = yi + zj + xk, v = zi + xj + yk.
21. Verify Theorem 6(d) withf= (x 2 + yZ + z2 r '/ 2x.
22. Verify Theorem 6(e) with v = (.r 2 - z2)i + (Z2 _ x 2)j + (x 2 _ y2)k.
23. If v is any vector of the form

v= V, i + v2 j + vJk,
we define the Laplacian of v, denoted ~v or V2 l', by the formula
~v = (~vl)i + (~V2)j + (~v3)k.
For any vector field u (sufficiently differentiable), establish the identity
curl curl u = grad div u - ~u. (10)
24. Verify (10) with u = (y2 + zx)i + (zz + xy)j + (x 2 + yz)k.
5. Line Integrals; Vector Formulation

An arc in three-space is the graph of the equations
x = f(l), y = g(t), z = h(t), a~ t ~ b,

provided that 1, g, and h are continuous and that no point on the graph
)C--~~~~~~~... y
/0
/
/
Fig. 9-6 .r
• I
r~
)o-y
a t b
Fig. 9-7
corresponds to two different values of t. In terms of vectors and trans-

formations, we define an arc as the range of a one-to-one continuous
transformation of the form (Fig. 9-6)
G:$ t :$ b,
with the auxiliary condition that

r(t') -=f. r(tN) if t' -=f. t".
The definition of an arc in a space of any number of dimensions is analogous
to its definition in three-space.
Suppose that in a rectangular coordinate system an arc C is given by the
transformation
C: r = r(t) = f(t)i + g(t)j + h(t)k, G:$ t :$ b.
As t increases from G to b, the point P moves along the arc from the point A,
corresponding to t = G, to the point B, corresponding to t = b. Since the
transformation is one to one, the point P moves along "without doubling
back." We say that" P describes the arc in a certain sense." (See Fig. 9-7.)
Any arc C will have many different parametric representations. Suppose
that two representations of Care
C: x = f(t), y = g(t), z = h(t), G:$t:$b;
C: x = F(r), y = G(r), z = H(r), (' :$ r :$ d.
In vector notation, we write

C: r = r(t), G:$t:$b; r( t') -=f. r(t") if (' -=f. t"; (I)
C: r = R(r), C:$ r :$ d; R(r') -=f. R(r") if r' -=f. r". (2)
~
- / / ' ",<~." -
( " "T
-+----~---r-- ~ I
(( b T d Fig. 9-8
Intuitively we see that as [ increases from a to b, the arc C is described in a

particular sense. As r increases from c to d, the arc is described either in the
same sense or in the opposite sense. (See Fig. 9-8.) There are no other possi-
bilities. We make this conclusion precise in the next theorem, which is
stated without proof.
Theorem 8. 5uppose that the arc C is the range of the continuous transforma-
tions (I) and (2). Then there are continuous functions 51 (1), 5 2 ( r) defined
on [a, b] and [c, d], respectively, and with ranges [c, d] and [a, b], respectively,
such that
R[51 (t)] = r(1)for [on [a,b] andr[52 (r)] = R(r)for r on [c,d].
Either 51 and 52 are both increasing or they are both decreasing; moreover,
each is the inverse of [he other.
As Fig. 9-8 shows, the function 51 (t) is the mapping obtained by going
from a point 1 to the point P(/) on C and then finding the unique point
T in [c, d] which corresponds to the same point P. Thus we get T = 51 (I).
The function 52 is obtained by reversing the process.
Theorem 8 implies that all parametric representations of an arc C fall
into two classes: one class, in which 51 and 52 are both increasing, and the
other, in which 51 and 52 are both decreasing. Two representations in the
same class define the same ordering of the points of C in the sense that a
point r on C precedes P" if and only if ( < ('.
e
Definitions. A directed arc is an arc C together with one of the two orderings
described above. If C is a directed are, we denote the corresponding undi-
rected arc by C or, if we wish to emphasize the undirected property..'-"by lei.
A transformation (I) is said to be a parametric representation of C if and
only if it is a representation <:11 CI and establis.!les the given order on C.
The arc oppositely directed to C is denoted by - C.
The definitions and basic properties of line integrals in the plane and in
space were taken up in Chapter 4, page 282. We shall now see how vector
notation may be used to simplify the statements and proofs of some of the
elementary theorems on line integrals in space.
e
Let be a directed arc from a point A to a point B. We make a subdivision
of C by arranging the points A = Po, PI' P2 , . . . , Pn - I , Pn = B in order
along the directed arc. As usual, we define the norm IILlII of the subdivision
Pn-l
Fig. 9-9 o
as the length of the longest line segment connecting two successive points
Pi-I' Pi in the subdivision (Fig. 9-9). Suppose we are given a vector field w
defined on IeI. For each i, we select a point Qi on the subarc from Pi- I
to Pi (Fig. 9-9) and form the sum of the scalar products
i:: W(Qi)' "(Pi-! P;) = i:: W(Qi)' [r(lJ -

i=l i=l
r(t i_I )]. (3)
We may abbreviate this expression by denoting ~ir = r(li) - r(t i_l ) and
then writing
n
I w(QJ· ~jr.
i=1
Definition. Suppose there is a number L with the property that for each e > 0
there is a b > 0 such that
I i~ W(Qi)' ~ir - I
L < e
for all subdivisions with norm less than 0 and for all choices of the Qi on
the arc Dj. Then we say that the differential w· dr is integrable along e.
We write
L= JW'dr.
c
The next theorem establishes a few of the elementary properties of line
integrals in three-space.
Theorem 9. (a) There is at most one number L satisfying the conditions of

the definition above.
b) When such a number Lexists, it is independent ofthe choicefor the origin O.
c) Ifw· dr is integrable along C, it is integrable along - C, and
J w· dr = - J w· dr.
-c
PROOF. (a) Suppose there are two numbers L 1 and L 2 satisfying the re-
quired conditions. We select £ = (L 2 - L 1 )/2 (supposing that L 2 > L 1).
Then, if II~II is sufficiently small, we have
~ (Q)
L, W i ' Lli
A
r < L. +£= L1 + L 2 -L 1 = L 1 +L 2 . (4)
i~l 2 2
On the other hand, since L 2 is also a limit, we see that
L 1 +L 2 ~ (Q) r. (5)
2 = L2 - £ < i~ W i '
A
Lli
Since (4) and (5) are contradictory, L 1 = L 2 •

b) This statement follows from the fact that each sum, as given on the left
side of (3), is independent of O.
c) If Po, PI' ... , Pn is a subdivision for C, then Pn, Pn- I , .•• , Po is a sub-
division for - C. Therefore a sum of the type (3) for - Cis
w(Qn)' v(PnPn- l )
n
+ w(Qn-I)' v(Pn- 1 Pn- 2 ) + ... + W(QI)' v(PI Po)
(6)
= - I w(QJ·~ir.
i=l
The result of part (c) follows by letting II~II---> 0 in (6).
Suppose that e is a directed arc and that w is a vector field defined on

IeI. We introduce a rectangular coordinate system (x, y, z) and basis vectors
i, j, k. We now write
C: ret) = x(t)i + y(t)j + z(t)k, (7)
w = P(x,y,z)i + Q(x,y,z)j + R(x,Y,z)k. (8)
If ret) is a continuously differentiable function and w is a continuous vector

field, it can be shown that
f w' dr = fP dx + Qdy + R dz,

C C
where the line integral on the right is defined in terms of coordinates as in
Chapter 4, Section 14. The evaluation of line integrals is reduced to that of
ordinary integrals, as is shown in the next theorem.
e
Theorem 10. Suppose that has the parametric representation r = r(t), with
r continuously differentiable f!!! a :-:;; t :-:;; b. Suppose that w = wJ9, a :-:;; t :-:;; b,
is defined and continuous on IC I. Then w . dr is integrable along C and
f w·dr= f.b w(t)·r'(t)dt.

c
Furthermore, ifw is given by (8), then
5. Line Integrals: Vector Formulation 485
(Il, I. 1)
)---c:::;o----y
tll.I.Il)
( I. Il, ())
Fig. 9-10 .l'
f w . dr = r {P[x(r), y(r), :(r) Jx'(t) + Q[x(r), y(f). :(r) J y'(r)

C + R[x(t),y(r),:(r)J:'(t)}dr.
REMARK. If r is continuous and only piecewise smooth, we may evaluate the
line integral along each smooth subarc and add the results.
EXAMPLE. Compute If w· dr, where

w = xri + x:j - yk,
r = xi + yj + :k,
~ -
and C is the directed line segment C 1 from (1,0.0) to (0,1.0), followed by
C2 , which is the segment from (0, I. 0) to (0, I, I). (See Fig. 9-10.)
SOLUTION. Along C\
we have z = O. Taking r = .1', we may write the equation
of the line segment
r(y) = (I - y)i + yj,
Then
w = (I - y)yi - yk.
Therefore
f w· dr = f w())· r'()) dy = f (- .I' + .1'2) dy = 1

6'
('\
Along C2 we have x = 0 and we take r = :. Then we find
r(z) = j + zk, w(z) = -k, r'(:) = k.
Hence
f w· dr = Il- k . k dz = - I.
e,
The result is
f w· dr + f w· dr =- i-I = - t·
c, c,
PROBLEMS
In each of Problems I through 10, evaluate Jew· dr. Sketch the arc C in each case.
I. w = xyi - yj + k; C is the segment going from (0,0,0) to (I, I, I).
2. w=xyi-yj+k;Cisthearcgivenbyx=t, y=t 2, z=t J , O:St:S I.
3. w = xi - yj + zk; C is the helical path x = cosO, y = sinO, z = (lln)8, O:S
o
:S 2n.
4. w = xi - yj + zk; C is the segment from (1,0,0) to (1,0,2).
5. w = 2xi - 3yj + z 2 k; C is the path x = cosO, y = sinO, z = 0, O:S 0:5 (n/2).
2
6. w = 2xi - 3yj + z k; C is the segment from (1,0,0) to (0, 1, nI2).
7. w=y 2i+x 2j+0'k; Cis the arc of the parabola x=t, y=t 2, z=O, 1:S
t:S 2.
8. w = z2j + O'j + x 2 k; C is the segment C, from (1,0, I) to (2,0, 1) followed by the
segment C2 from (2,0,1) to (2,0,4).
9. w = (x 2 - y2)i + 2xyj + O' k; C is the segment from (2,0,0) to (0, 2, 0).
10. W = 2yzj + (Z2 - y2)k; C is the circular arc given by: x = 0, y2 + Z2 = 4 going
from (0,2,0) to (0,0,2).
II. Show that
f
(-
w·dr = f.Jp
(-
2 + Q2 + R 2 cosOds,
where w = Pi + Qj + Rk, ds is the element of arc along C, and 0 is the angle made
by the vector dr and the vector w.
6. Path-Independent Line Integrals

A continuous transformation
v(OP) = r(t),
is called a path in space. Since a path is not necessarily one to one, we see
that arcs are special cases of paths. As the examples in Fig. 9-11 show, a
path may have loops and multiple intersections. Parametric representations
are needed to distinguish the first two paths in Fig. 9-11, both of which
start at A and end at B; they are identical in appearance. However, it is
intuitively clear that if r(t) is a representation of a path and t = S(r) is
--SY sY
A A
Fig. 9-11
an increasing function, then the representation R( r) determined by the

relation
R(r) = r[S(T)]
describes the same path as r(t), and in the same order. Also, we denote
directed paths by symJ>ols such as C, undirected paths by lei, and oppositely
directed paths by - C.
The theorems about line integrals which we established for piecewise
smooth arcs are equally valid for piecewise smooth paths. As we saw in the
preceding section, a line integral Jew' dr depends not only on the~vector
field wand the endpoints A and B of the path but also on the path C itself.
Whenever the value of a line integral depends only on the vector field w
and on the endpoints A and B of the path but not on C itself, we say the
integral is independent of the path. Such integrals were first discussed on
page 291 of Chapter 4. The results given there are now stated in vector form
so that the extension to higher-dimensional spaces becomes evident.
We say that D is a connected region in space if it has the property that
any two points in D can be joined by a smooth arc which lies in D.
Theorem 11. Suppose that u is a continuously differentiable scalar field on a

connected region D and that A and B are in D. Then
f Vu·dr = u(B) - u(A)

e
for any piecewise smooth path from A to B which is contained in D.
PROOF. Since each piecewise smooth path is the finite sum of smooth paths,
it is sufficient to prove the theorem for a smooth path. Let (x, y, z) be a
rectangular coordinate system with i, j, k the usual basis. The path C is
given by
r = r(t) = x(t)i + y(t)j + z(t)k, a:$ t :$ b,
and the vector field Vu is

V - au . au . au k
u - ax I + ay J + az .
Then
vu, dr = f{oU dx + au dy + au dZ}dt.

f ax dt oy dl OZ dl
-c -c
Along C we have u = u[x(t),y(t),z(t)] which we denote by get). Therefore
(noting that rea) = A, reb) = B) the above integral is
f :r u[x(t), yet), z(t)] dl = f g' (I) dt = g(b) - g(a) = u(B) - u(A),
Theorem II shows that, under appropriate hypotheses, every vector field

which is the gradient of a scalar field has a path-independent line integral.
The next theorem shows that, conversely, if a vector field leads to path-
independent line integrals in a domain, it must be the gradient of some
scalar field.
Theorem 12. Suppose that v is a continuous vector field on a domain D, and

suppose that for every ordered pair (A, B) ofpoints in D, the integral
f v·dr
c
has the same value for every smooth path from A to B with lei
in D. That is,
suppose the integral is path-independent. Then there is a continuously differenti-
able scalar field u with domain D such that
v = Vu.
PROOF. Let A be a fixed point in D, and define
u(P) f
= v·dr,
C
e
where is any smooth path from A to a point P (which lies in D). We shall
show that u is the desired scalar field. We introduce the customary rect-
angular coordinate system and let Po be any point in D with coordinates
(xo,yo,zo). We construct a ball with center at Po and radius p so small
that the ball is entirely in D (Fig. 9-12). Let Co be a directed path in D from
A to Po which ends with a directed straight line segment PI Po, as shown in
Fig. 9-12. The coordinates of PI are (Xl ,YI, ZI). We suppose for convenience
that this segment is parallel to the x-axis. Let P be a point with coordinates
(xo + h,yo, zo), where Ihl < p. Then we have
u(xo+h,yo,zo)= fV.dr+ IV.dr, (I)

C1 C2
} - - - - - - -__ x
o
Fig. 9-12 z
~re C1 is the directed path from A to PI and C2 is the directed segment

PI P. Now we write
v(x,Y,z) = vj(x,y,z)i + v 2 (x,y,z)j + v3 (x,y,z)k,

r = xi + yj + zk,
and we observe that, along PI P, we have dr = (dx)i. Then, defining
¢(x) = IX VI (~,Yo, zo) d~,
XI
we see from (I) that

u(x o + h,Yo,zo) - u(xo,Yo,zo) = ¢(x o + h) - ¢(x o)·
We conclude from Leibniz' Rule that
Since the same arguments work in the Y- and z-directions, we obtain

Vu(Po) = v(Po)·
But Po is an arbitrary point of D, and so the result is established.
The above theorem is intimately connected with Theorem 7 of Section 4,

because any vector field v in a box in R 3 with the property that
curl v = 0
is the gradient of a scalar function. Thus Se v· dr will be independent of the
path in such a box. We would like to establish Theorem 7 for more general
domains, but in doing so we must exercise extreme care, as the following
illustration shows.
We consider the vector field
y. x.
V= - - 2 - - 2 1 + - 2 - - 2 ) +
0 .k.
x +y x +y
Fig. 9-13
The reader may easily verify that curl v = 0 for all (x,Y, z) so long as (x,y) #-
(0,0). However, when we select for C the circular path
C: x = cost, Y = sin t, z = 0, -11:::; t::; 11:,
and for D any region containing C and excluding the z-axis, a calculation
shows that
C
f f
v . dr =
C
XdY-YdX = f~ dt = 271.
x2 + y
2
-~
If v' dr were an exact differential in D, then v = Vf and the integral would

be zero, according to Theorem 7. So we see that some restriction on the
domain D is essential before Theorem 11 can be extended.
Suppose that A and B are points of a domain D which are connected by
two paths Co and C1 , both lying in D. We shall define formally the concept
which states: "Co can be deformed smoothly into C. without going outside
D."
Definition. A domain D in the plane (or in space) is said to be simply connected

if for each pair Co and C1 of smooth directed paths in D joining the same
points A and B, there exists a vector function f on R 2 (or R 3 ) with the follow-
ing properties
i) f(t, ,) is continuous for a::; t ::; b, 0::; , ::; I.
ii) If v(OP) is the vector from the origin to a point P, then for, = 0, f(t, 0)
describes Co. That is,
Co: v(OP) = f(t, 0), a::; t ::; b.
iii) SimiIarly,for,= I,
C1 : v(OP) = f(t, I), a::; t ::; b.
iv) For each fixed, on [0, I], v(OP) = f(t, c), a ::; t ::; b, is a directed path
from A to B lying entirely in D, i.e., f(O, ,) = A, f(l, ,) = B for 0 ::; , ::; I.
The definition of simple connectivity in the plane is illustrated in Fig. 9-13,

where we denote by C, the path v(OP) = f(t, ,) for fixed, going from A to B.
We note that the paths vary smoothly from Co to C1 as , goes from 0 to I.
Fig. 9-14
It is intuitively clear that the domain D, consisting of the entire plane with
a single point (denoted 0) removed, is not simply connected. As Fig. 9-14
shows, it is impossible to deform Co into C, without some Cr passing through
O. Similarly, the domain between two concentric circles (Fig. 9-14) is not
simply connected.
In three-space the domain inside a sphere or ellipsoid is simply connected.
Also, it can be shown (although we shall not do so) that, on one hand, the
region between two concentric spheres is simply connected while, on the
other, the region inside a torus (that is, the space inside a doughnut) is not
simply connected. The region between two coaxial cylinders is another
example of a region which is not simply connected.
The next theorem which is an extension to three dimensions of Theorem 7
of Section 4 uses a slightly stronger definition of simple connectivity. We
say a domain is strongly simply connected if and only if it is simply connected
and if the derivatives (, fr , ftT' and frr of the function f given in the definition
of simple connectivity are all continuous.
Theorem 13. Suppose that v is continuously differentiable in a strongly simply

connected region D in space and that curl v = 0 in D. Then there is a con-
tinuously differentiable scalar field u on D such that v = Vu.
PROOF. In the light of Theorem 12, it is sufficient to prove that Jc v· dr is

independent of the path. It is convenient to use the summation notation,
and so we denote the coordinates of a rectangular system by (x"x 2 ,x3)
instead of(x,y, z). We let Co, C\, Cr be paths from A to B as in the definition
of simple connectivity, and we write
v(x"X 2,X 3) = v,(x"x 2 ,x 3)i + v2(X"X 2,X 3)j + v3(X"X 2,X3)k,
We define
f f
b 3 . oj;
4>(,)= v·dr= a i~Vi[j,(t")'/2(t,T)'/3(1,T)]otdt.
cr
Then, using Leibniz' Rule (and the Chain Rule), we obtain
4>'(,)=
fLb 3 {
a.
,=1
02J;
Vj (f,J2'/3)" ,,'
UluT
3 ov. oj; o;;·~
L -,,--:
+ )=, "t'-I-
uX) U UT.
dt.
Integrating by parts the terms in the first sum above, we eliminate the
second derivatives of the j; and find
¢'(T) = [±I
i=
Viah]'=b
aT '=a
+ fb ± aUi (ah afj _ ah ajj)dt.
a i.j= I aXj at aT aT at
(2)
Denoting the coordinates of A and B by (x~, x~, xg) and (x:' xL xi), re-
spectively, we observe that for all r in [0, I]
h(a,r)=x? and h(b,r)=xl, i=I,2,3.
Thus the first term on the right in (2) vanishes. Moreover, if we interchange
the indices i and j in the second sum in (2), we get
¢'(r) = Jba ±(auax)i. _ ax,au))aath aTafj dt.

,.)=1
The condition that curl v = 0 is equivalent to the condition
aUi _ oVj = 0' i,j = I, 2 , 3

axj aXi
and so ¢'(r) = O. Hence ¢(T) is constant and therefore the integral is inde-
pendent of the path.
REMARK. This proof generalizes to n dimensional space if we replace the

condition curl v = 0 by the condition
au; _ aUj = 0 i, j = I, 2, ... , n (3)

aXj oX i '
which can be shown to be independent of the coordinates. However, the
equations (3) cannot be expressed in terms of vector operators for n > 3.
More complicated objects called alternating tensors or exterior differential
forms are employed. The specific details are usually discussed in courses in
differential geometry.
A domain D in the plane or in three space is said to be convex if and only

if the line segment PI P2 lies in D whenever PI and P2 do. Figure 9-15 shows
examples of convex and nonconvex domains. The next theorem establishes
relationships between convex and simply connected domains.
Theorem 14. (a) Any com;ex domain is simply connected.

b) Suppose D and D' are domains with D' simply connected. If there is a
one-to-one twice continuously differentiable transformation with D as its
domain and D' as its range, then D is simply connected.
PROOF. (a) Suppose that Co and C are paths in D. If Co : f(t, 0), C

I I : f(t, I),
we define
Convex
Convex
Fig. 9-15 Not convex
fi
Fig. 9-16
f(t, r) = (1 - r)f(t, 0) + rf(t, 1),

As r varies from 0 to I, f(t, r) describes (for each t) the straight line segment
joining the points f(t,O) and f(t, I). By convexity, this segment is in D.
b) If f(t, r) is the desired function in D' then, under the transformation, it
would correspond to a function with similar properties in D.
REMARK. The statement and proof of Theorem 14 are valid in a Euclidean

space of any dimension.
EXAMPLE. Let D be the set in the plane consisting of all points except the
origin and the points on the negative x-axis. Show that D is simply connected.
SOLUTION. The equations x = rcos e, y = rsin e set up a one-to-one twice

differentiable map of D onto the domain
D'={(r,e):r>O, -n<e<n},
in the (r, e)-plane. The inverse map is also twice differentiable. The domain
D' is a half-infinite strip, and its convexity is easily verified. (See Fig. 9-16;
see also Problem 14.) According to Theorem 14(a), D' is simply connected
and then, by part (b), D is also.
PROBLEMS
In each of Problems I through 5, verify Theorem II by calculating the line integral
kvu' dr for each of the given paths.
I. u = X2 - xy _ y2 ;
C\:X=cosO, y=sin 2 (}, z=O, OsOsn/2;
C2 : straight segment from (1,0,0) to (0, 1,0).
2. u = x 2 - 2y 2 + xz + Z2 ;
C, : straight segment from (1,0, I) to (-I, 1,2);
C2 : straight segment from (1,0, I) to (1,0,2) followed by
straight segment from (1,0,2) to ( - I, 1,2).
3. u = (x 2 + y2 + Z2)-112;
C,:x=sinOcosO, y=sin 2 0, z=cosO, Os(}sn/2;
C2 : straight segment from (0,0, I) to (0, I, I).
4. u = z(x 2 + y 2 r 1/ 2 ;
C,: x = 3/, Y = -4/, Z = 5/ 2 , Is/ S 2;
C2 : x = 3/, Y = -4/, z = (I + 4, I s l S 2.
5. u=sinxy+cosyz+sinxz;
C 1 : straight segment from (0, n/4, I) to (n/2, 1,0);
C2 : straight segment from (0, n/4, I) to (0, I, n/4) followed by
straight segment from (0, I, n/4) to (n/2, 1,0).
In each of Problems 6 through 10, decide whether Theorem 13 is valid in the given
domain. If so, find the appropriate scalar field.
6. v = (2x + 8y - 2z)i + (2y + 4z + 8x)j + (2z - 2x + 4y)k; D is the interior of the
ball x 2 + y2 + Z2 S I.
7. v = 3(x 2 - yz)i + 3(y2 - xz)j - 3xyk; D is the domain between the spheres
x 2 + y2 + Z2 = I, x 2 + y2 + Z2 = 9.
8. v = (x 4 - 8y 2 + 2)i + 2xyzj + (y2 - x 2 )k; D is the interior of the ellipsoid
x 2 + 2y 2 + 3z 2 = 27.
9. v - x i + Y j + z k'
- (x2 + y2 + Z2)213 (x2 + y2 + Z2)213 (x2 + y2 + Z2) 2/3 '
D is the domain between the cylinders
and
10. v = x i + Y j + z k;
x+y+z x+y+z x+y+z
D is the parallelepiped
D={(x,y,z):Isxs2, Isys3, 2szs4}.

II. Prove that the intersection of any finite number of convex sets is a convex set.
12. Prove, using coordinates, that any half-plane (that is, the part of a plane on one
side of a line) is convex.
13. Prove, using coordinates, that any half-space (that is, the portion of three-space
on one side of a plane) is convex.
y z
o
-=0+----'--------+- x
b------;
Fig. 9-17 Fig. 9-18
14. Using the results of Problems II and 12, show that the domain D' in Fig. 9-16
is convex.
15. Prove that any set of the form a < x < b, c < y < [(x) in the plane, where [and
/' are smooth in an interval containing [a, b] in its interior, is sImply connected.
[Hinl. Set up a transformation from this region onto a rectangle a < ~ < b,
o < IJ < I; it is assumed that [(x) > c for a - h S x s b + h for some h > O.
(See Fig. 9-17.)]
16. Use Theorem 13 and the vector field
c: x = cos8, y=sin8, -n S 8 s n,
to show that the plane with the origin removed is not simply connected.
17. A torus is obtained by revolving a circle about an axis in its plane (provided the
axis does not intersect the circle). (See Fig. 9-18.) The interior of the torus consists
of all points whose cylindrical coordinates (r, 8, z) satisfy
0< a < b.
Using the example of Problem 16. show that the interior of a torus in three-space
is not simply connected.
18. Show that the set of points (x, y) satisfying
x2 y2
a2 + II < I
IS convex. [Hinl. Consider the function
Draw a figure.]
19. Show that the totality of points in the plane which are not on the spiral r = 8,
8 ~ 0, rand () polar coordinates, is simply connected. Draw a figure.
20. Use the results of Problems II and 12 to show that the interior of every regular
polygon in the plane is convex.
CHAPTER 10
Green's and Stokes' Theorems
1. Green's Theorem
The Fundamental Theorem of Calculus states that differentiation and inte-
gration are inverse processes. An appropriate extension of this theorem to
double integrals of functions of two variables is known as Green's Theorem.
Suppose that P and Q are smooth (i.e., continuously differentiable) func-
tions defined in some region R of the plane. A simple closed curve is a curve
that can be obtained as the union of two arcs which have only their endpoints
in common. Thus a circle is the union of two half circles. Of course, any two
points on a simple closed curve divide it into two arcs in this way. It is
intuitively clear that a simple closed curve in the plane divides the plane
into two regions, constituting the "interior" and the "exterior" of the curve.
This fact which is surprisingly hard to prove, is not used in the proofs of any
theorems. A smooth simple closed curve is one which has a parametric
representation x = x(t), y = yet), a:;; t :;; b, in which x, y, x', and y' are
r
continuous and [x'(t) + [y,(t)]2 > 0 and x(b) = x(a), x'(b) = x'(a),y(b) =
yea), y'(b) = y'(a). If r is a smooth simple closed curve which, together with
its interior G, is in R, then the basic formula associated with Green's Theorem
IS
(I)
The symbol on the right represents the line integral taken in the counter-
clockwise sense, so that r is traversed with the interior of G always on the
left.
We first establish Green's Theorem for regions which have a special
I. Green's Theorem 497
y=jex)
G C2
C4
I
y=c
C, I
Fig. 10-1 x=a x:"b
shape. Then we show how the result for these special regions may be extended
to yield the theorem for general domains.
Lemma 1. Suppose that G is a region bounded by the straioht lines x = a,

x = b, y = c, and by an arc (situated above the line y = c) with equation
y = f(x), a ~ x ~ b.
Assume that f is smooth (continuously differentiable). If P(x,y) and Q(x,y)

are continuously differentiable in a region which contains G and its boundary
then
ff (~; -~;)
G
dA = f(PdX + Qdy),
cG
(2)
where the symbol oG denotes the boundary ofG and the line integral is traversed
in a counterclockwise sense.
PROOF. We establish the result by proving separately each of the formulas
-ff ~;G
dA = f PdX ,
cG
(2a)
(2b)
Figure 10-1 shows a typical region G with the arcs directed as shown by the
arrows. To prove (2a), we change the double integral to an iterated integral
and then employ the Fundamental Theorem of Calculus. We get
fb If(X) -dydx
r
op oP
-
II
G
-dA
oy
=-
a c oy
(3)
= - {P[x,j(x) ] - P(x, c)} dx.
The right side of (3) may be written as the line integrals

498 10. Green's and Stokes' Theorems
Fig. 10-2
f P(x,y)dx + f P(x,y)dx.
Since x is constant along C2 and C4 , we may write

f
C;
P dx = J
C.
P dx = 0,
and so
To prove (2b), we define
U(x,y) = f Q (X,'1)d'1'
The formula for differentiating under the integral sign yields
Ux(x,y) = f Qx(x, IJ)d'1, Uy(x,y) = Q(x,y), UyX = Qx = Ux)"
Therefore we may apply Theorem II of Chapter 9 to get
f(UxdX
aG
+ Uydy) = O<=> f
aG
Uxdx = - f
aG
Uydy = - f QdY.
aG
(4)
Now we use (2a) with P = Ux to find
ff
G
Qx dA = ff
G
Uxy dA = - f
oG
Ux dx.
Taking (4) into account, we conclude that
ff
G
Qx dA = f QdY .
oG
By means of a simple change of coordinates or other minor adjustment,
we see easily that the above lemma holds for all regions of the type shown
in Fig. 10-2. The next important step is the observation that the result of
Lemma I [i.e., Eq. (2)] may be established for any region which can be
divided up into a finite number of regions, each of the type considered in
the lemma. How this may be done is suggested in Fig. 10-3, which shows a
region with a smooth simple closed curve as boundary divided by straight-
line segments into a number of regions of special type. It is clear that the
double integral over the whole region is the sum of the double integral over
the parts. In adding the line integrals we observe that the integrals over the
interior segments must cancel, since each segment is directed in opposite
senses when considered as part of the boundary of two adjacent special
regions. Unfortunately, it is not true that every region for which formula (2)
holds can be divided into special regions in the manner described above.
We shall not attempt to examine the most general type of domain for
which formula (2) is valid, but shall note some examples of regions to which
we may apply the lemma. The shaded domain shown in Fig. 10-4 is bounded
by four smooth simple closed curves. It may be subdivided into regions to
which the lemma applies, It is important to notice in such a case that the
line integral as given in (2) must be traversed so that the region G always
remains on the left-counterclockwise for the outer boundary curve and
clockwise for the three inner boundary curves.
A simple closed curve is piecewise smooth if it is made up of a finite number
of smooth arcs (i.e., having parametric representations as above) and if these
arcs are joined at points called corners. A corner is the juncture of two smooth
arcs which have limiting tangent lines making a positiVi! angle (Fig. 10-5).
For a piecewise smooth boundary with corners, it is possible to use Lemma I,
thus establishing formula (2) for any region which has a boundary consisting
of a piecewise smooth simple closed curve. Since polygons have piecewise
smooth boundaries, they are included in the collection of regions for which
(2) is valid. We now state Green's Theorem in a form which is sufficiently
general for most applications.
Theorem I (Green's Theorem in the Plane). Suppose that G is a region with

a houndary consisling oj a finite number oj piecewise smooth simple closed
curl'es, no tll"O \rhich inlersecl. Suppose Ihal P, Q are conlinuously differentiable
junctions deiined ill a region \\'hich conlains G and eG. Then
II ff (~; -~~)
G
dA = f. (Pdx +
cG
Q~Y), (5)
-------'
A \/1
A corner
(])
G' 'G
Fig. 10-5 Fig. 10-6
where the integral on the right is defined to be the sum of the integrals over
the boundary curves, each of which is directed so that G is on the left.
The proof of Green's Theorem for all possible regions which may be
subdivided into regions of special type has been described above in a dis-
cursive manner. In the next section we provide a proof which is sufficiently
general to be used in most problems in advanced analysis.
Green's Theorem may be stated in vector form. We write
v = Pi + Qj + O· k
and denote by ret) the vector from the origin 0 of a rectangular coordinate
system in the plane to the boundary aG of G. We interpret
aQ
curl v = ( -~- - -OP) k
ox oy
as the scalar function [(oQlox) - (aPloy) ] in the i, j-plane. We call this
expression the scalar curl of v, although we use the same symbol. Then,
under the hypotheses of Theorem I, we have the formula
II
G
curlvdA = fV.dr.
"G
It is a simple matter to verify that this formula is identical with (5). However,
the vector formulation has the advantage of exhibiting the invariance of the
result under a change of coordinates. Furthermore, the nature of the exten-
sion to three-space is apparent from the vector formulation.
We now illustrate Green's Theorem in the plane with several examples.
EXAMPLE I. Verify Green's Theorem when P(x,y) = 2y, Q(x,y) = 3x and

G is the unit disk,
G={(x,y):x 2 +y2:o:;1}
(see Fig. 10-6).
SOLUTION. We have
oQ oP
---=3-2=1.
ox oy
Therefore
I. Green's Theorem 501
The boundary oG is given by x = cos e, y = sin e, -n e $; n. Hence
f.
$;
f(PdX + Qdy) = {2(sine)d(cose) + 3(cos e)d(sin e)}

oG
= I~. (-2sin 2 e + 3cos 2 e)de = -2n + 3n = n.
EXAMPLE 2. If G is the unit disk as in Example I, use Green's Theorem to

evaluate
f
iiG
[(x 2 - y3)dx + (y2 + x 3)dy].
SOLUTION. Here, P = x 2 - y3, Q = y2 + x 3. Therefore

I [(x 2 - y3)dx + (y2 + x 3)dy] = II3(X 2 + y2)dA
~
=3
G
f fl
o
2.
0
r 2 . r dr de
3
= ~.
2
EXAMPLE 3. Let G be the region outside the unit circle which is bounded on
the left by the parabola y2 = 2(x + 2) and on the right by the line x = 2.
(See Fig. 10-7.) Use Green's Theorem to evaluate
I(
c;
2-y
x +y
2dX+~dY),
x +y
where C\ is the oriented outer boundary of G as shown in Fig. 10-7.
Fig. 10-7
SOLUTION. We write P = - y/(x 2 + y2), Q = x/(x 2 + y2) and observe that

P and Q have singularities at the origin. Denoting the boundary of the unit
disk oriented clockwise by C 2 and noting that (oQ/ex) - (oP/oy) = 0, we
use Green's Theorem to write
Therefore
f
c;
(Pdx + Qdy) = - J
C;
(Pdx + Qdy) =
-c;
J (Pdx + Qdy),
where - C 2 is the unit circle oriented counterclockwise. Since x = cos e,

y = sine, -n ~ e ~ n on the unit circle -C2 , we obtain
f
C;
(P dx + Qdy) = fn (sin
2
e + cos 2 e)de = 2n.
EXAMPLE 4. Let v = -tyi + !xj be defined in a region G with area A.
f
Show that
A= v·dr.
iJG
SOLUTION. We apply Green's Theorem and obtain
f
~
v·dr= ffCUrlVdA
G
= fJ(!+!)dA =A,
G
in which we have used the scalar interpretation of curl v.
PROBLEMS
In each of Problems I through 8, verify Green's Theorem.
I. P(x,y) =- y, Q(x,y) = x; G: °
S x S I, °s y S I
2. P = 0, Q = x; G is the region outside the unit circle, bounded below by the parabola
y = x 2 - 2 and bounded above by the line y = 2.
3. P = xy, Q = - 2xy; G = {(x, y) : I :s x :s 2, ° :s y s 3}

4. P= e'siny, Q = e'cosy; G = {(x,y): ° S x:s 1,0:sy:s n12}
5. P = 1xy3 - x 2y, Q = Xl y2 ; G is the triangle with vertices at (0,0), (1,0), and (I, I).
6. P = 0, Q = X; G is the region inside the circle x 2 + y2 = 4 and outside the circles

(x - 1)2 + y2 =!, (x + 1)2 + y2 = t.
7. v = (x 2 + y2)-I( - yi + xj); G is the region between the circles x 2 + y2 = 1 and

x 2 + y2 = 4.
8. P = 4x - 2y, Q = 2x + 6y; G is the interior of the ellipse x = 2 cos 0, y = sin 0,

-n:o;;(}:o;;n.
In each of Problems 9 through 14, compute the area A(G) of G by using the formula
A(G) = f xdy,
iJG
which is valid because of Green's Theorem.

9. G is the triangle with vertices at (I, I), (4, I), and (4,9).
10. G is the triangle with vertices (2, I), (3,4), and (1,5).
11. G is the region given by G = {(x,y): 0:0;; x :0;; y2, I :0;; Y :0;; 3}.
12. G is the region bounded by the line y = x + 2 and the parabola y = x 2 •
13. G is the region in the first quadrant bounded by the lines 4y =x and y = 4x and
the hyperbola xy = 4.
14. G is the region interior to the ellipse
x2 y2
-+-=1.
16 9
In each of Problems 15 through 21, compute JOG v dr, using Green's Theorem.
15. v = (%xyS + 2y - eX)i + (2xy' - 4siny)j; G: I :0;; x:o;; 2, I :0;; Y s; 3
16. v = (2xe Y - x 2y - 1y3)i + (x 2eY + siny)j; G: x 2 + y2 :0;; I
17. v = 2xy 2i + 3x 2yj; G is the interior of the ellipse

x2 y2
a2 + hi = I.
18. v = - yi + xj; G is the interior of the circle (x - 1)2 + y2 = I.

19. v = (cosh x - 2)sinyi + sinhxcosyj;
G = {(x, y) : 0 :0;; x :0;; 1,0 :0;; Y :0;; (nI2)}
20. v = 2 Arctan (ylx)i + log(x 2 + y2)j;
G = {(x,y): I :0;; x:o;; 2, -1:0;; y:o;; I}
21. v = -3x 2yi + 3xy2j; G = {(x,y): -a:O;; x:o;; a, 0:0;; y:o;; J(i2=- x 2}
22. Evaluate
fC
xdy - ydx
x2 + y2 '
where C consists of the arc of the parabola y = x 2 - I, - I :0;; x :0;; 2, followed by

the straight segment from (2, 3) to ( - 1,0). Do this by applying Green's Theorem
to the region G interior to C and exterior to a small circle of radius p centered at
the origin.
23. Evaluate
f
xdx + ydy
X2 + y2
C
where C is the path described in Problem 22.
24. Suppose thatf(x,y) satisfies the Laplace equation (j~x + f"y = 0) in a region G.
Show that
f (f"dx - fxdy) = 0,
iJG'
where G* is any region interior to G.
25. If (x*,y*) is the location of the center of gravity of a plane region G of uniform
density, show that
f x dy
2
f y dx
2
x*=~
2f xdy'
y* =_ilG~~.
2 fYdX
iJG iJG
26. Iffxx + j"y = 0 in a region R and v is any smooth function, use the identity (vfx)x =
vj~x + vxj~ and a similar one for the derivative with respect to y, to prove that
-fiJG
v(f"dx - fxdy) = ff(Vxfx
iJG
+ vyf,,)dA,
where G is any region interior to R.
2. Proof of Green's Theorem

We define a function ¢ by the formula
I, 0::;; s::;; I,
¢(s) = (2s - l)(s - 2)2, I ::;; s::;; 2, (I)
1 0, 2::;; s.
We extend the definition to negative values of s by making ¢ even: ¢( - s) =
¢(s). It is a simple matter to verify that ¢(I) = I, ¢(2) = 0 and, therefore,
I
-2~~2 ~ I
Fig. 10-8
2. Proof of Green '5 Theorem 505
y y
+
I
t
I Rp
I
I
<~=o
<1>=1
<1>=0
---fpf~~-- ---- x
---+--- Lp
,
: 51
---.-x
i--+4
I
f-- 3L ----1
p
Fig. 10-9 Fig. 10-10
that ¢ is continuous everywhere. Furthermore, since ¢'(l) = 0, ¢'(2) = 0,

we see that ¢ has a continuous first derivative everywhere. Its graph is shown
in Fig. 10-8. The function ¢(sjb) with b > 0 has the same general behavior
as ¢(s) except that the scale is changed. We note that ¢(sjb) is I for lsi s b,
is between 0 and I for b s lsi s 2b, and vanishes for lsi;::: 2b.
Functions of two variables with analogous properties are defined by taking
products. The function
<l>(x, y) = ¢(x)¢(y)
is I in the square
5 1 ={(x,y):-lsxsl, -lsysl};
is 0 outside the square
5 2 ={(x,y):-2sxs2, -2sys2};
and is between 0 and I in the region between 51 and 52 (Fig. 10-9). The
function and its first partial derivatives are continuous everywhere. A
change of scale shows that the function <l>(xjb, yjc) has the same properties
as <l>(x, y) in a rectangle of width 2b and height 2c.
The function is the basic quantity in performing a decomposition of a
region G in the plane. This decomposition will be used to prove Green's
Theorem. Let a bounded region G have for its boundary a finite number of
smooth arcs which may form corners at points where they meet. With each
point P of G and its boundary aG, we associate both a rectangular coordinate
system which has P as its origin and a function of the type described above.
We consider three cases:
I) If P is interior to G, we select any two perpendicular lines intersecting at
P as coordinate axes (properly oriented, of course). We label these x and
y. Choose any square with center at P, with sides parallel to the axes x
and y, and situated entirely inside G. Denote this square by R p and the
length of one side by 3L p • The parallel square with side L p and center at P
506 10. Greens' and Stokes' Theorems
Fig. 10-11
we designate rp (Fig. 10-10). The function
has the property that it is smooth, is I in rp , and is 0 outside of a square

halfway between rp and R p . We may set up such a coordinate system and
pairs of squares for each point P interior to G. Of course, if P is very near
the boundary, the quantity 3L p will be very small; nevertheless, the selections
can be made and functions cI>p formed.
2) If P is on the boundary of G but interior to a smooth arc, we choose the
positive y axis in the direction of the exterior normal, as shown in Fig. 10-11.
The x axis is then situated along the tangent, properly oriented. We choose
a rectangle r p of width L p and height H p parallel to the axes and centered
at P. The rectangle of width 3L p and height 3Hp is denoted R p. The numbers
L p and H p are taken so small that we may express the portion of the boundary
in R p by an equation
y = I(x),
where I is smooth. Furthermore, we make the rectangles so small, if neces-
sary, that the conditions
lJ(x)! < Hp for Ixl < L p,
II(x)1 < 3Hp for Ixl < 3L p,
are satisfied. In other words, the boundary arc must enter and leave the
"sides" of the rectangles· rp and R p • With each such boundary point P,
we associate the function
cI>p(x,y) = 1>(~:)1>(::J,
• That such rectangles can always be found follows from the fact that a smooth arc in the
plane has a representation x = X(I), Y = y(I), a :$ I :$ b, in which x and yare smooth with
[X'(I)]2 + [y'(I)]2 > O. If I = 0 at P, we have y'(O) = 0, so x'(O) # 0 and the function x has
a differentiable inverse Tp ; thus we have X(I) = x and 1= Tp(x). Hence y = x[Tp(x)] = f(x)
for Ixi small.
2. Proof of Green's Theorem 507
y
j
I
I
Fig. 10-12
which is I in the rectangle rp and 0 outside a rectangle halfway between rp

and R p .
3) If P is a corner point of the boundary, we choose the positive y axis

along the bisector of the angle between the tangents at P and pointing
outside of G; the x axis is selected accordingly (Fig. 10-12). The rectangles
rp and R p are chosen as in case (2) above, and the function
is defined as before.
The above description shows that with each point of the region G and its
boundary oG we may associate a point P and a rectangle (or square) r p .
From this fact it is possible to conclude that ajinile number of the interiors
of the rectangles {r p } cover G and aGo We label these covering rectangles
r l' r 2' ... , 'k
and we denote their centers PI' P2 , ••• , Pk • The associated functions are
Let Q be any point in G. Then Q is in some rj • According to the way we

defined the functions <PI" we see that
since <Ppi is identically equal to I in all of rio Thus, for every point Q of G,
we have
We now define the function

<Pp(Q)
!/J,(Q) = <Pp,(Q) + <Pp2 (Q) + ... + <PPk(Q)
y
+
I Gj G Fig. 1O.l3
Then each if;j(Q) is smooth on all the r j and, since $p.(Q) is zero outside a
rectangle halfway between r j and Rj, Vlj(Q) is also. I
Definition. The sequence if;\, if;2' ... , if;k is called a partition of unity. The
term partition of unity comes from the formula
k
L IjJj(Q) = I,
i=1
valid for every point Q not only in G but also in any of the rectangles, 1 ,
We have defined a finite sequence of functions if; \ , if;2' ... , if;k'
'2' ... , r k·
which add up to I identically, and yet each member of the sequence vanishes,
except for a small rectangle about a given point. This form of decomposition,
is extremely useful not only in analysis but also in geometry and topology.
It has the virtue of reducing certain types of global problems to local ones.
We now prove Green's Theorem i.e., Theorem I of Section I. Let v =

P(x,y)i+ Q(x,y)j be a smooth vector field given in a region containing G.
We define
where if; l ' l/J2, ... , if;k is a partition of unity, as described above. Then it is
clear that for all points Q in G,
k
v(Q) = L vj(Q).
i=1
Green's Theorem will then follow for v if we prove it for each vector field
'j
Vj'
Recalling that and R j are the rectangles associated with if;j, we define
Gj=GnR j •
That is, Gj consists of those points of R j contained in G. If Pj, the center
of R j , is interior to G, then so is R j ; in this case Gj = R j • It is apparent that
Gj is a region of the special type discussed in Lemma I on page 497. We have
ffCUrlVjdA = f vj'dr=O,
Gj tJG j
2. Proof of Green's Theorem 509
because Vj = I{tjv is 0 near and on the boundary aGj' Therefore (2) holds for
all those R j which have centers in G. Now suppose that P; is on the boundary
of G. We see that Gj = Gil R j is again a region of special type, and so Lemma
I of page 497 applies. Since Vj = 0 outside Gj and on the part of aG j (see
Fig. 10-13) which is interior to G, we have
ffcurlVidA =
G
H
Gj
curlvjdA = f
oGj
vi·dr= f
oG
vj·dr.
The result holds in this case also, and so the theorem is established.
PROBLEMS
I. Given the function

I, o :-s; s :-s; I,
¢(s) = (6s 2 - 9s + 4)(2 - S)3, I :-s; s :-s; 2,
1 0, 2:-s; s < 00,
and ¢( -s) = ¢(s). Show that, for all s, ¢ is twice continuously differentiable and
that O:-s; ¢:-s; I.
2. Using the function in Problem I, construct a twice continuously differentiable

function of two variables which is one in a given rectangle, zero outside a larger
similarly placed rectangle, and between zero and one in the region between the
rectangles.
3. Defining the function F(x,y) = ¢(x 2 + y2) where ¢ is the function given by (I),
show that F(x, y) is one in the unit disk, vanishes outside the circle x 2 + y2 = 2, and
is between zero and one otherwise.
4. Using the result of Problem 3, find a smooth function which is one in a disk of
radius a, vanishes outside a concentric circle of radius 2a, and is between zero and
one otherwise.
5. Same as Problem 4, except that the function is to be twice continuously differ-

entiable. (Usc the function iii Problem 1.)
6. Show how to construct a function G(x,y, z) which is smooth, is one inside a rectan-
gular box, is zero outside of a larger box, and is between zero and one in the region
between boxes.
7. By considering an expression of the form
where P is a fourth-degree polynomial, show how to construct a function which is

one for lsi :-s; I, zero for lsi :2: 2, is between zero and one for I :-s; lsi s; 2, and is three
times continuously differentiable.
8. Show how to construct a smooth function which is one in the unit ball, vanishes
outside the sphere x 2 + )'2 + Z2 = 4, and is between zero and one between the two
spheres.
9. Show, by sketching the appropriate rectangles, how a partition of unity would be

made for the triangle with vertices at (0,0), (1,0), (0, I). Do not construct the func-
tions analytically.
10. Show, by sketching the appropriate rectangles, how a partition of unity would be
made for the interior of the ellipse 4x 2 + 9;:2 = 36.
11. Define the function
if 0 ::;; x::;; I,
if I < x < 2,
if2::;; x.
Show that/has (continuous) derivatives of all orders.
12. Let/be the function of Problem II. Define the function
fj(t)dl
r
F(X)=~'2-
j(l)dl
Show that F is one for 0 ::;; x ::;; I, zero for x ;::: 2, and between zero and one for
I ::;; x ::;; 2. Furthermore, show that F has derivatives of all orders.
13. Use the function in Problem 12 to find a function with derivatives ofall orders which
is one in a rectangle, vanishes outside a larger similarly placed rectangle, and is
between zero and one in the region between the rectangles.
14. By considering F(x 2 + ;:2) where F is the function in Problem 12, show that F is
one in a disk, zero outside a larger concentric disk, and between zero and one in
the ring between the circles.
15. Describe a partition of unity with disks instead of rectangles.

16. Set v = x 2i + (2y + x)}. Set S be the ellipse x 2 + 4y 2 = 16. By making a partition
of unity for the region interior to S, find the functions Vi as in the proof of Green's
Theorem. Then verify the result of the Theorem for v.
3. Change of Variables in a Multiple Integral

One of the principal techniques used in the evaluation of single integrals is
the method of substitution. We do this by making a substitution or change
of variable of the form x = g(u) which enables us to transform an integral
f f(x)dx (I)
f
into
jIg(u) ]g'(u) duo (2)

!J
--,-o+----------J· _ _ _ _ ..__ ----~ Ii
Fig. 10-14
It sometimes happens Ihat (2) is simpler to evaluate than (I). If we start

with a definite integral of the form
f f(x)dx
r
then, after the change of variable x = g(u), we obtain
f[g(u) ]g'(u) du,
where g(c) = a and g(d) = b. This method is always valid, provided that 9
(3)
and g' are continuous and f is defined and continuous for all the values
of g(u) for u on [c, d].
In this section we apply Green's Theorem to obtain a general formula
for a change of variables in a multiple integral. Let R be a bounded region
in the xy plane and suppose that a transformation
T: u = f(x,y), (; = g(x,y) (4)
takes R into a region R' in the uv plane. See Fig. 10-14. We assume that Tis
continuously differentiable throughout R and that it is one-to-one. Further-
more, we suppose that the Jacobian
au au
ax ay
J(~)=
x,y ov ov
ax oy
does not vanish at any point of R. That is, J is always positive or always
negative. We first establish a formula for the area of R' in terms of the area
of R and the transformation T.
Theorem 2. Suppose that T, given by (4), is a one-to-one, twice continuously

differentiable transformation which takes a bounded region R with finite area
A(R) into a bounded region R' with area A(R'). Assume that the boundaries
of Rand R' consist of a finite number of piecewise smooth arcs, and that the
Jacobian
J(~)
x,y
is never zero for (x,y) E R. Then
(5)
PROOF. Theorem I (Green's Theorem) applied to the region R' takes the
form
ff (~~ -~~)
R'
dA"l' = f(PdU
cR'
+ Qdv).
We choose P == 0 and Q = u, and we find
A(R') = ff
R'
l·dA"l' = fUdV.
oR'
Substituting from (4), we obtain
A(R') = f f
cR'
udv =
oR
f(X,Y{ :~ dx + :~ dyJ (6)
The integral on the right is integrated in a counterclockwise direction if T

preserves the orientation of the boundary of R; otherwise it is taken in a
clockwise direction. Equivalently, the integration in (6) is counterclockwise
or clockwise according as J is positive or negative in R. We now apply
Green's Theorem to the integral on the right in (6) by setting
og
and Q =f .
oy
We find
A(R') = iJ (fag
ax
dx + f~g dY )
oy
= ±ff(Ofox oyog _ oxog of)
oy
dA x .
y
oR R
Since the area A(R') is always positive, we obtain (5).
If T is the identity mapping, so that U = x and v = y, then J == I and

A(R') = A(R), as it should be. Hence the Jacobian is a measure of the
distortion in the area which the transformation T introduces when a region
R is mapped into a region R'.
In evaluating multiple integrals, we may use a transformation such as (4)
for a change of variables of integration. The next theorem states the rule
for the appropriate substitution in each case.
Theorem 3. Suppose that the regions Rand R' and the transformation Tare
as in Theorem 2. Let F be a continuous function defined on R' u 8R'. We
define G(x,y) = F[f(x,y),g(x,Y)]. Then we have
(7)
SKETCH OF PROOF. We first divide the region R into subregions R l ' R 2 , •.• ,Rn
as is customary in the definition of a double integral. The areas of these
regions are denoted A(R 1 ), ••• , A(R n). The transformation T maps the
regions R I ' R 2 , . . . , R n into regions R'I' R;, , R~ in the uv plane, and
the latter regions have areas A(R'!), A(R;), , A(R;,). According to
Theorem 2, we have
k = 1,2, ... , n. (8)
We apply the Theorem of the Mean for double integrals which states that
if I is continuous over a region R in the plane with area A (R) and if m :::;
f(x,y) :::; M for all (x,y) in R, then there is a point (x,Y) in R such that
ff I(x, y) dA xy = I(x, y)A (R).

R
The proof is similar to that for single integrals. For the integral in (8),
we find that there is a point Pk(Xk,Yk) in R k such that
k= 1,2, ... ,n.
The transformation T takes the point Pk into a point Pk in Ri, and Pk has
coordinates which we denote by Uk' Vk ; that is,
From the definition of F and G, we have

F(u k, vk) = G(XbYk),
and so we can form the sum
I.! F(Uk,Vk)A(R~)
n
= k~l
n
G(XkoYk) J I (ux:yv)\ X':XkA(R k). (9)
Y-)'k
We let n --+ 00 and the norm of the subdivision of R tend to zero, and employ
the tools used in establishing the existence of double integrals for continuous
functions. We recognize the left and right sides of (9) as sums which tend
to the corresponding integrals in (7), a valid conclusion when the integrands
are continuous.
0 1 2 3
x u
Fig. 10-15
REMARKS. (i) We note that formula (7) employs only the first derivatives
of/and g, while in the proof we require that/and 9 have continuous second
derivatives. By a more sophisticated argument it can be shown that the
change-of-variables formula (7) is valid when/and 9 are once-continuously
differentiable. (ii) We assumed in Theorems 2 and 3 that R', the image of
R, is a region which has area. Actually, if T is continuously differentiable,
then it can be proved that R' has area whenever R does.
EXAMPLE I. Evaluate HxydA xy , where R is the parallelogram bounded by

the·lines 2x-y=l, 2x-y=3, x+y=-2, and x+y=O. Draw a
figure.
SOLUTION. See Fig. 10-15. Let u = 2x - y, v = x + y. Then R' is the region

determined by the inequalities
I :::;; u:::;; 3, -2:::;; v:::;; 0,
and
x =!(u + v), y = !( - u + 2v).
We compute
f(x,y) = xy = ~(_U2 + uv + 2v 2 ),
J= t.
Therefore
ff
R
xydA xy = 2\ ff
R'
(_u
2
+ uv + 2v 2 )dA uv
= 1
27 f3 f 0 (- u 2+ uv + 2v 2)dv du = - ~i .
1 -2
EXAMPLE 2. Evaluate HRXdA,y, where R is the region bounded by the

curves
----j---"IIIE--+----""-k--+-_ x
Fig. 10-16 (a) (b)
x = 2y _ y2 and x = 2 - y2 - 2y.
Perform the integration by introducing the new variables u, v:
(u + V)2 u+v
X = U - 4 y=-2-'
Draw R and the corresponding region R' in the uv-plane,
SOLUTION. The equations of the boundary curves for R' in the uv-plane are
obtained by substitution. We find
x = - y2 -. U = 0,
x = 2y - y2 -. U = U + v ~ v = 0,
x + y2 = 2 - 2y -. u = 2 - u - v ~ 2u + v =, 2,
The regions Rand R' are shown in Fig. 10-16. We have
I_ u +v u+v
2 2 I
J(X'y) =
u,v I I 2
2 2
Therefore
ff xdA,y =
fI[ u-
(u +4 V)2J '2dAuv
1
11 5
R R'
2 2U
= -I - [U - (u + V)2J dvdu
2 4
IJ1[
0 0
2 2
= - uv - (u+V)3J - du U
2 0 12 0
=!J 1 [2U _
2 0
2u 2 _ (2 - U)3
12
+u
12
3
Jdu =-.l.
48
X(Y-l):lY
X(Y-l)=-Y
I 3
v
R' =T(R)
y=l 2
1 G
"'=1
x u
o 3 4 0 1 2
XY=~ \
Fig. 10-17
IS
EXAMPLE 3. Evaluate R X dA<y, where R is the region bounded by the
curves x(l - y) = I, x(1 - y) = 2, xy = I, and xy = 3. The region R is
shown in Fig. 10-17.
SOLUTION. Let u = x(l - y), v = XJ. Then
x = u + v, v
J=u+v' (uv)
J -'- = x = u
X,J
+ v.
Since the Jacobian of the inverse of a one-to-one transformation is the

reciprocal of the Jacobian of the transformation, we have
J(~:~) = u ~ v·
Therefore
The theorems of this section have appropriate generalizations to three or

more dimensions. Furthermore, the specialization to one dimension shows
that the ordinary method of substitution x = g(u) is valid whenever g is
continuously differentiable and g' #- O.
PROBLEMS
H
In each of Problems I through 6, evaluate R x' dA ,y' where R is the parallelogram
specified by the given inequalities. Draw a figure in each case. Use the method of
Example I.
I. -1~x-y~1 2. - I ~ 2x +y ~ 2
O~x+y~2 o ~ x + 2y ~ 3
3. 1~2x-y~6 4. - I ~ 3x + 2y ~ 3
-I ~ x + 2y ~ 4 I ~ x + 2y ~ 5
5. I ~ 3x + y ~ 6 6. 2 ~ 3x - y ~ 9
2 ~ x + 2y ~ 7 I ~ x + 2y ~ 8
7. Show that
J(x,y) = r if x = rcosO, y = rsinO.

r,O
8. Show that
J( x,y, z) = p2 sin tP if x = pcosOsin tP, y = p sin 0 sin tP, z = pcos tP.

p, 0, tP
9. Find
J(x,y,z) given that x = u(l - v), y = uv, z = uvw.

U,V,"'
10. Find
if
XI = U, cosu 2 ,
X2 = U I sinu 2 cosu 3 ,
x3 = u, sin u 2 sin u 3 cos u4 ,
x 4 = u, sin U2 sin u3 sin u4 .
In each of Problems II through 18, evaluate Jhf(x,y) dA xy' where R is bounded by

the curves whose equations are given. Perform the integration by introducing variables
u and v as indicated. Draw a graph of R and the corresponding region R' in the uv-
plane. Find the inverse of each transformation.
Il.f(x,y)=x 2 ; R bounded by y=3x, x=3y and x+y=4; transformation:

x = 3u + v, y = u + 3v.
12. f(x,y) = x - y2; R bounded by y = 2, x = y2 - y, X = 2y + y2; transformation:
x = 2u - v + (u + V)2, Y = u + v.
13. f(x,y) = y; R bounded by x + Y - y2 = 0, 2x + y - 2y 2 = I, x - y2 = 0; trans-
formation: x = u - v + (u - 2V)2, Y = -u + 2v.
14. f(x,y) = x 2 ; R bounded by y = -x - x 2, Y = 2x - x 2, Y =!x - x 2 + 3; trans-

formation: x = U - v, y = 2u + v - (u - vf.
15. f(x,y) = (x 2 + y2)-3; R bounded by x 2 + y2 = lx, x 2 + y2 = 4x, x 2 + y2 = 2y,
x 2 + y2 = 6y; transformation: x = u/(u 2 + v 2), Y = v/(u 2 + v 2).
16. f(x,y) = 4xy; R bounded by y = x, y = -x, (x + y)2 + X - Y - I = 0; transfor-

mation: x = (u + v)j2, y = (-u + v)j2 (assume that x + y > 0).
17. f(x,y) = y; R bounded by x = e y / 2 - 'h, x = 5 + e y / 2 -h, x = 2y + e y/ 2, 3x =
y + 3e'/2- 5, transformation: u = x - e,'/2 + (yj2), v = y.
18. j(x,y) = x 2 + y2; R is the region in the first quadrant bounded by x 2 _ y2 = I,
x - y2 = 2, 2xy = 2; 2xy = 4; transformation: u = x 2 - y 2, V = 2xy.
2
19. Show that the integrals
f f-Yj(X,Y)dXdY and f {feu - uv,uv)ududv
are equal if u = x + y, v = yj(x + y).

20. Show that the integrals
"foxf(X,y)dYdX and rlf"f1+Ulf[_U_'~J_v_dVdU

fo Jo 0 I + u I + u (I + U)2
are equal if x = vj( I + u), Y = uvj( I + u).
21. Evaluate the integral
IffR
zdVxy ,
where R is the region x 2 + y2 :s; Z2, x 2 + y2 + Z2 :s; I, z 2: 0, by changing to

spherical coordinates.
22. By introducing polar coordinates, evaluate
where R is the right-hand loop of the lemniscate:

(x 2 + y2)2 _ (x2 _ y2) = O.
4. Surface Elements. Surfaces. Parametric

Representation
So far we have interpreted the term "surface in three-space" as the graph in
a given rectangular coordinate system of an equation of the form z = I(x, y)
of F(x, Y, z) = O. The definition and computation of areas of general surfaces
were taken up in Section 7 of Chapter 5. Now we are interested in studying
surfaces which have a structure much more complicated than those we have
considered previously.
In order to simplify the study of surfaces, we decompose a given surface
into a large number of small pieces and examine each piece separately. It
----"o+----------u -~¥----------. !I
uv-plane Surface element
Fig. 10-18
may happen that a particular surface has an unusual or bizarre appearance

and yet each small piece has a fairly simple structure. In fact, for most
surfaces we shall investigate, the "local" behavior will be much like that of
a piece of a sphere, a hyperboloid, a cylinder, or some other smooth surface.
Some surfaces have boundaries and others do not. For example, a hemi-
sphere has a boundary consisting of its equatorial rim. An entire sphere,
an ellipsoid, and the surface of a cube are examples of surfaces without
boundary.
We now describe the "small pieces" into which we divide a surface.
More precisely, a smooth surface element is the graph of a system of equations
of the form
x = x(u, v), y = y(u, v), z = z(u, v), (u, V)EG U oG, (I)
in which x, y, z are continuously differentiable functions on a domain D

containing G and its boundary oG. It is convenient to use vector notation,
and we write the above system in the form
v(OQ) = r(u, v), ( u, v ) E G U iJG, o is the origin of coordinates.
(2)
We assume that G is a domain whose boundary consists of a finite number
of piecewise smooth simple closed curves. See Fig. 10-18, in which oG
consists of one piecewise smooth curve.
We shall suppose that
for (u, v) E D, (3)
and that r(u1,v 1) # r(u2,v 2) whenever (U1,V 1) # (U 2 ,V 2). In other words,
the equations (I) (or (2» define a one-to-one, continuously differentiable
transformation from G U oG onto the points of the surface element. We
observe that since
r(u, v) = x(u, v)i + y(u, v)j + z(u, v)k,

then
r v x r v = (Yvzv - yvzv)i + (zvxv - zvxJj + (xvYv - xvyJk,
which, in Jacobian notation, may be written
rv x rv=J(~:~}+J(~:~}+J(~:~)k. (4)
We also say that the equations (I) or (2) form a parametric representation
of the smooth surface element.
The next theorem establishes the relation between two parametric repre-
sentations of the same smooth surface element.
Theorem 4. Suppose that the transformation (2) satisfies the conditions above
for (u, v) in a region D which contains G and aGo Let Sand S* denote the
images under (2) ofG u aG and D, respectively. Let (x,y, z) be any rectangular
coordinate system. Then
a) if(uo, vo) is any point of G u aG, there is a positive number p such that the
part of S* corresponding to the square
lu - uol < p, Iv - vol < p
is of one of the forms
z = f(x,y), x=g(y,z), or y = hex, z),
where f, g, or h (as the case may be) is smooth near the pOint (xo,Yo, zo)
corresponding to (u o, vo).
b) Suppose that another parametric representation of Sand S* is given by
v(OP) = fl(S,t),
in which Sand S* are the images of G 1 u iJG I and D 1 , respectively, in the
(s, t)-plane. Suppose that G I , D I , and f I have all the properties which G,
D, and f have. Then there is a one-to-one continuously differentiable
transformation
T: u = U(s, t), v = V(s, t), (s, t) on D 1 ,
from D I to D such that T(G I ) = G, T(iJG 1 ) = aG, and
f[ U(s, t), V(s, t)] = f l (s, t) for (s, t) on D 1 •
PROOF. (a) Since f v X f v # 0 at a point (uo, vo), we conclude from the

formula
rv x fv = J(y,z) i + J(z,x)j + J(x,y)k (4)

u, v u, v u, v
that at least one of the three Jacobians is not zero at (uo, vo). Suppose,
'
_.-
--- -
q -~------
\."'i *
~
• u \ Fig. 10-19
o
-,0+--------
.. s
for instance, that
J(x,y)
u,v
is not zero. We set
r(u, v) = X(u, v)i + Y(u, v)j + Z(u, v)k,
and X o = X(uo, vo), Yo = Y(uo, vo). Then, from the Implicit Function
Theorem, it follows that there are positive numbers hand k such that all
numbers x, y, u, v for which
Ix - xol < h, Iy - yol < h, lu - uol < k, Iv - vol < k,
and x = X(u, v), y = Y(u, v) lie along the graph of u = cf>(x, y), v = l/J(x, y),
where cf> and l/J are smooth in the square Ix - xol < h, Iy - yol < h. In this
case, the part of S* near (x o,Yo, 2 0 ) is the graph of
2 = Z[cf>(x,y),l/J(x,y)], Ix - xol < h, Iy - yol < h.
The conclusion (a) follows when we select p > 0 small enough so that the
image of the square lu - uol < p, Iv - vol < p lies in the (x,y)-square above.
b) Since r(u, v) and r I (s, t) are one-to-one, it follows that to each (s, t) in
D] there corresponds a unique P on S* which comes from a unique (u, v) in
D (Fig. 10-19). Ifwe define U(s, t) = u and V(s, t) = v by this correspondence,
then T is one-to-one. To see that it is smooth, let (so, to) be any point in D I
and let (u o, vo) = T(so, to)' Denote by Po the point of S corresponding to
(so, to) and (uo, vo). At least one of the three Jacobians in (4) does not vanish.
If, for example, the last one does not vanish, we can solve for u and v in
terms of x and y as in part (a). We now set
r I (s, 0 = XI (s, t)i + Y1 (s, t)j + Z 1 (s, Ok.
Since there is a one-to-one correspondence between the points P near Po
and the points (x,y) "below" them, we see that
Hence U and Vare smooth near (so, to), an arbitrary point of Gl .

Fig. 10-20
REMARK. Of course, T- 1 , the inverse transformation, has the same smooth-

ness properties that T does.
Suppose that S is a smooth surface element given by

r(u, {;) = x(u, v)i + y(u, u)j + z(u, u)k, (U,U)EGuiJG.
Then the boundary of S is the image of iJG in the above parametric repre-
sentation. From part (b) ofTheorem 4, we see that the boundary ofa smooth
surface element is independent of the particular parametric representation.
Also, it is not difficult to see that the boundary of a smooth surface element
consists of a finite number of piecewise smooth, simple closed curves, no
two of which intersect.
From Theorem 4, part (a), we observe that a neighborhood of any point
of a smooth surface element is the graph of an equation of one of the forms
z = j(x,y), x = g(y, z), or y = hex, z),
where j: g, or h is a smooth function on its domain. The set of points
{(x,y,z):z=j(x,y), (X,y)EGuiJG},
where f is smooth on a domain D containing G u iJG, is a smooth surface
element S. To see this, we observe that S is the graph of the equations
X= u, y = u, z = j(u, v), (U,U)EGuiJG.
Definition. A piecewise smooth surface S is the union Sl u Sz U . . . uSn

of a finite number of smooth surface elements Sj, Sz, ... , Sn satisfying the
following conditions:
i) no two of the Si have common interior points;

ii) the intersection of the boundaries of two elements, aSi (1 asj , is either
empty, or a single point, or a piecewise smooth arc (see Fig. 10-20);
iii) the boundaries of any three elements have at most one point in common.
iv) any two points of S can be joined by an arc in S.
A piecewise smooth surface S may be decomposed into a finite union of

smooth surface elements in many ways. A smooth arc which is part of the
boundary of two of the Sj is called an edge of the decomposition. A corner
of one of the boundaries of an Sj is called a vertex. The boundary oS of a
piecewise smooth surface consists of all points P such that (i) P is on the
boundary of exactly one Sj, or (ii) P is a limit point of such points. It can be
shown that as is either empty or the union of a finite number of piecewise
smooth, simple closed curves no two of which intersect.
A piecewise smooth surface S is said to be a smooth surface if and only if
for every point P not on as a decomposition of S into piecewise smooth
surface elements can be found such that P is an interior point of one of the
surface elements. It can be shown that if F is a smooth scalar field on some
domain and F(P) and V' F(P) are never simultaneously zero, then the graph
of the equation F(P) = 0 is a smooth surface provided that the graph is a
bounded, closed set. Thus, by choosing
or
we see that spheres and ellipsoids are smooth surfaces. Any polyhedron is a
piecewise smooth surface.
EXAMPLE. Suppose that a smooth scalar field is defined in all of R 3 by the

formula
F(P) = x 2 + 4y 2 + 9z 2 - 44.
Show that the set S: F(P) = 0 is a smooth surface.
SOLUTION. We compute the gradient:

V'F= 2xi + 8yj + 18zk.
Then V' F is zero only at (0,0,0). Since S is not void [the point (.J44, 0, 0)
is on it] and since (0,0,0) is not a point of S, the surface is smooth.
5. Area of a Surface. Surface Integrals

If a surface S is given by
S= {(x,y,z):z=/(x,y), (X,Y)EGuoG},
we know that if f has continuous first derivatives, the area of S may be
computed by the method described in Chapter 5, Section 7. We begin the
study of area for more general surfaces by defining the area of a smooth
surface element.
Let (J be a ~mooth surface element given by
Fig. LO-21
(J: ~(OQ) = r(u, v), where (u, V)EG v cG, (1)

with rand G satisfying the conditions stated in the definition of a surface
element. If v is held constant, equal to 1'0, say, then the graph of (I) is a
smooth curve on the surface element (J. Therefore the vector ru(u, vo) is a
vector tangent to the curve on the surface. Similarly, the vector r,,(uo, v) is
tangent to the smooth curve on the surface element (J obtained when u is
set equal to the constant Uo (Fig. 10-21). The vectors rJuo, 1'0) and r,,(uo, vo)
lie in the plane tangent to the surface at the point Po corresponding to
r(uo,1'o). Since the cross product of two vectors is orthogonal to each of
them, it follows that the veClOr r,,(uo, po) x r,,(llo, ("0) is a veCior normal to
the surface of Po·
For convenience, we \"Tile a = r,,(uo, vo), b = rv(u o , 1'0), and we consider
the tangent linear transformation defined by
y(O.?> = r(uo, va) + (u - uo)a + (v - vo)b. (2)
We notice that the image of the rectangle
R={(u,v):UISUSU 1, v t svsv 2 }
under (2) is a parallelogram A BCD in the plane tangent to the surface at the
point Po = r(u o , vo) (Fig. 10-22). The points A, B, C, and D are determined
by
v«(};i) = r(uo, uo) + (u t - uo)a + (VI - vo)b,
v(OB) ",.. r(uo, 1'0) + (U2 - uo)a + (VI - vo)b,

v(6C) = r(u o, vo) + (u 1 - uo)a + «('2 _. vo)b,
y(OD) = r(u o, va) .+ (11 2 .,.. 1/o)a + (1'2 - vo)b.
v
B
V=P2['--~ c
l---~
: :
g
V=(I·
I I
..... I U
o /l = 11 1 U = U2
O· Fig. 10-22
Using vector subtraction, we find that

v(AB) = (u 2 - ul)a,
Denoting the area of R by A (R), we use the definition of cross product to
obtain
Area ABCD = Iv(AB) x v(AD)1 = I(U2 - U 1 )(V 2 - vj)I·la x bl
= A(R)lr)u o , va) x rv(uo, vo)l.
In defining the area of a surface element, we would expect that for a very
small piece near Po, the area of ABCD would be a good approximation to
the (as yet undefined) area of the portion of the surface which is the image
of R. We use this fact to define the area of a surface element a. We subdivide
the region G in the uv plane into a number of subregions G 1 , G2 , ••• , Gk
and define the norm 11.111 as the maximum diameter of any of the subregions.
We define
n
Area of a = lim
II~II~O j=l
I A(GJlru(u j , vJ x r,,(u j , vJI,
where (u j , vJ is any point in Gj and where the limit has the usual interpretation
as given in the definition of integral. Therefore the definition of area of a is
A(a) = f f Iru(u, v) x r v(u, v)1 dA uv · (3)

C
We immediately raise the following question concerning the use of

parameters. Suppose that the same smooth surface element a has another
parametric representation
r' = r'(s, t) for (s, t) in G'.
Is it true that the formula
A(a) = ff1r;(S,t) x r;(s,t)ldA s, (4)

C'
gives the same value as formula (3)? Because of the rule for change of
variable in a multiple integral (Theorem 3, page 513) and the rule for the
product of Jacobians
J(X,y)
S,l
= J(X'Y)J(~),
u,v s,l
it follows that (3) and (4) yield the same value. In fact, we have
Ir;(s, t) x r;(s, t)1 = Iru(u, v) x rv(u, V)I'IIJ(u, V\ll

s,t/
If the representation is the simple one z = f(x, y) discussed at the beginning
of the section, we may set x = u, y = v, Z = I(u, v), and find
J(Y'Z)=
u,v -I., U
J(Z'x)
u,v = _1,',
~
J(X'Y)=
u,v I.
ff JI
Then (3) becomes
A (IT) = + UY + U;YdA up (5)
G
which is the formula we established in Section 7, Chapter 5.

Unfortunately, not every surface can be covered by a single smooth
surface element, and so (5) cannot be used exclusively for the computation
of surface area. In fact, it can be shown that even a simple surface such as
a sphere cannot be part of a single smooth surface element. (See, however,
Example 2 below.)
We define figures and their areas on more general piecewise continuous
surfaces as follows: We say that a set F on a smooth surface element is a
figure if and only if it is the image under (I) of a region E in C u ac which
has an area, and we define its area by the formula (3). If r' = r'(s, t) is another
representation, and E' is the corresponding set, it follows from Theorem 4(b)
above and the rule for multiplying Jacobians, that E' is a figure and the area
of Fis given by (4) which is the same as (3). We say that a set F on a piecewise
continuous surface is a figure ¢> F = F1 U . . . u ~ where each F; is a figure
contained in some smooth surface element ITj and no two have common
interior points; in this case we define
A(F) = A(F1) + ... + A(FJ.
It is not difficult to see that two different decompositions of this sort yield
the same result for A (F).
If Fis a closed figure (i.e., one which contains its boundary) on a piecewise
smooth surface and I is a continuous scalar field on F, we define
(6)
where F = {FJ , ••• ,~} is a subdivision of F as above; the terms in the

right side of (6) are given by
JJ1dS= HfIrJu,v)].jrjUx rjvldudv, (7)

Fj f:j
where F; is the image of E j under the transformation

v(OQ) = rJu, v), (u, V)EC j U ac j •
The result is independent of the subdivision and the parametric representa-

tions of the elements a j •
If a surface element a has the representation Z = rjJ(x, y) in a given co-
z
(0,5)
Fig. 10-23 Fig. 10-24
ordinate system, then (7) becomes
II
F
j(Q)dS = II
G
j[x,Y,4>(x,y)])1 + 4>; + cjJ;dA xy , (8)
with corresponding formulas in the cases x = cjJ(y, z) or y = 4>(x, z). The

evaluation of the integral on the right in (8) follows the usual rules for
evaluation of double integrals which we studied earlier. Some examples
illustrate the technique.
EXAMPLE I. Evaluate HF
Z2 dS, where F is the part of the lateral surface
of the cylinder x 2 + y2 = 4 between the planes z = 0 and z ,= x + 3.
SOLUTION. (See Fig. 10-23.) If we transform to cylindrical coordinates r, z e,

then F lies on the surface r = 2. We may choose e
and z as parametric
coordinates on F and write
F={(x,y,z):x=2cosO, y=2sinO, z=z, (O,z)inG},
G={(O,z): -rr::;;O::;;rr, O::;;z::;;3+2cosO}.
See Fig. 10-24. The element of surface area dS is given by
dS = Iro x rzl dA oz ,
and since
ro x rz = J(~::} + J(~:;)j + J(~:~)k

= (2 cos O)i + (2 sin O)j + 0 . k,
we have
dS = 2dA oz .
Then
If If
rn r3+2cose
Z2 dS =2 2
z dA ez = 2 J-n Jo 2
z dzd8
~ f.
F G
= (3 + 2 cos 8)3 d8
fn
(9)
= ~ (27 + 54cos8 + 36cos 2 8 + 8cos 3 8)d8
= ~(54n + 36n) = 60n.
REMARK. Strictly speaking, the whole of F is not a smooth surface element,
since the transformation from G to F shows that the points ( - n, z) and (n, z)
of G are carried into the same points on F. For a smooth surface element, the
condition that the transformation be one to one is therefore violated. How-
ever, if we subdivide G into G j and G2 as shown in Fig, 10-24, the images are
smooth surface elements. The evaluation as given in (9) is unaffected.
Surface integrals can be used to make approximate computations of vari-

ous physical quantities. The center of mass and the moment of inertia of a
thin curvilinear plate are sometimes computable in the form of surface
integrals. The potential due to a distribution of an electric charge over a
surface may be expressed in the form of an integral. (See Problems 18
through 21 at the end of this section.) With each surface Fwe may associate
a mass (assuming it to be made of a thin material), and this mass may be
given by a density function b. The density will be assumed continuous but
not necessarily constant. The total mass M(F) of a surface F is given by
M(F) = II
F
b(P)dS.
The formula for the moment of inertia of F about the z axis becomes
Iz = If 6(Q)(x~ + yJ)dS,
F
with corresponding formulas for Ix and Iy • The formula for the center of
mass is analogous to those which we studied earlier. (See Chapter 5, Section
6, and also Example 3 below.)
EXAMPLE 2. Find the moment of inertia about the x axis of the part of the
surface of the unit sphere x 2 + y2 + Z2 = I which is above the cone Z2 =
x 2 + y2. Assume (5 = const.
SOLUTION. (See Fig. 10-25.) In spherical coordinates (p, </>, 0), the portion F
of the surface is given by p = I. Then (</>, 0) are parametric coordinates and
Fig. 10-25 x
F={(x,y,z):x=sin¢icose, y=sin¢isine, z=cos¢i, (¢i,e)EG};

G={(¢i,e):o~¢i~nI4, O~e~2n}.
We compute f4> x f o, getting
y,z)"
f4>
xr o= J(¢i,e
' + J(z,x), J(X,y)k
¢i,e J + ¢i,e
= (sin 2 ¢icose)i + (sin 2 ¢isine)j + (sin¢icos¢i)k.
We obtain
Then
Ix = ff (y2 + Z2) b sin ¢i dA4>o
f"
G
= b 10"/4 (sin 2¢i sin z e + cos 2¢i) sin ¢i de d¢i
f/ + 2cos 2 ¢i) sin ¢id¢i
f/
= n6 4 (sin 2 ¢i
= nb 4 (I + cos 2 ¢i) sin ¢i d¢i = nb[ -cos ¢i - tcos 3 ¢i Jot4
= n6 (16 - 7 12).
12 y
REMARK. The parametric representation of F by spherical coordinates does

not fulfill the conditions required for such representations, as given in
Theorem 4, since Ir4> x rol = sin ¢i vanishes for ¢i = O. However, the same
surface, with a small hole cut out around the z axis, is of the required type.
A limiting process in which the size of the hole tends to zero yields the
above result for the moment of inertia Ix'
EXAMPLE 3. Let R be the region in three-space bounded by the cylinder

Fig. 10-26
x 2 + y2 = I and the planes z = 0, z = x + 2. Evaluate HFXdS, where F is

the surface made up of the entire boundary of R (Fig. 10-26). If F is made
of thin material of uniform density 6, find its mass. Also, find x, the x-
coordinate of the center of mass.
SOLUTION. As shown in Fig. 10-26, the surface is composed of three parts:

F}, the circular base in the xy plane; F2, the lateral surface of the cylinder;
and F3 , the part of the plane z = x + 2 inside the cylinder. We have
II f l
xdS = If
Gl
xdA xy = 0,
where
G} = {(x,y,z): x 2 + y2 S; I, Z = O}
is a disk. On F3 , we see that z = j(x, y) = x + 2, so that dS = J2 dA xy and

ff
FJ
xdS = J2 ff xdA,y = O.
On F2 , we choose coordinates (li,z) as in Example I and obtain x = cose,

y = sin e, z = z, dS = dA oz . We write
ff ff I
n r2+cosO
x dS = cos 0 dA oz = -n Jo cos 0 dz dO,
F2 G2
where
Therefore
ff
F,
xdS = fn (2cose + cos e)de = n. 2
We conclude that
We observe that the surface F is a piecewise smooth surface without

boundary. There are no vertices on F, but there are two smooth edges,
namely the intersections of X Z + yZ = I with the planes z = 0 and z = x + 2.
To compute the mass M(F), we have
M(F) = ff
F
bdS = bA(F) = b[A(Ft ) + A(Fz) + A (F3 )].
Clearly, A(Ft ) = n, A (F3 ) = nj2. To find A(Fz ), we write
A(Fz) = ff
G2
dA 9z = f. r+ COS9
dzdfJ = f. (2 + cosfJ)dfJ = 4n.
Therefore M(F) = b[n + 4n + nj2] = n(5 + j2)(). We use the formula
_
ff
F
bxdA
_ bn 1
x =- to get X=
M(F) bn(5 + .,)2) 5 + j2'
PROBLEMS
In each of Problems I through 9, evaluate
fff(X,y, z)dS.
F
I. f(x, y, z) = x, F is the part of the plane x +y + z = I in the first octant.

2. f(x,y, z) = x 2, F is the part of the plane z = x inside the cylinder x 2 + y2 = I.
3. f(x, y, z) = x 2, F is the part of the cone Z2 = x 2 + y2 between the planes z = I and

z = 2.
4. j(x,y, z) = x 2, F is the part of the cylinder z = x 2/2 cut out by the planes y = 0,
x = 2, and y = x.
5. f(x, y, z) = xZ, F is the part of the cylinder x 2 + y2 = I between the planes z = 0
and z = x + 2.
6. f(x, y, z) = x, Fis the part of the cylinder x 2 + y2 = 2x between the lower and upper
nappes of the cone Z2 = x 2 + y2.
7. j(x, y, z) = I. F is the part of the vertical cylinder erected on the spiral r = 0,
Os; 0 S; nl2 (polar coordinates in the xy-plane), bounded below by the xy-plane
and above by the cone Z2 = x 2 + y2
8. f(x,y, z) = x 2 + y2 - 2z 2, F is the surface of the sphere
Fig. 10-27
9. !(x,y, z) = x 2 , F is the total boundary of the region R in three-space bounded by

the cone Z2 = x 2 + y2 and the planes z = I, z = 2. (See Problem 3.)
In each of Problems 10 through 14, find the moment of inertia of F about the indicated
axis, assuming that (j = const.
10. The surface F of Problem 3; x axis.
I I. The surface F of Problem 6; x axis.
12. The surface F of Problem 7; z axis.
13. The total surface of the tetrahedron L bounded by the coordinate planes and the
plane x + y + z = I, having vertices B( 1,0,0), £(0, 1,0), R(O,O, I), and 5(0,0,0);
yaxis.
14. The torus (r - b)2 + Z2 = a 2, 0 < a < b; z axis. Note that
and that we may introduce parameters

x = (b + acos 4»cos 0,
y = (b + acos4»sinO,
z = asin 4>,
with the torus swept out by
° S; 4> S; 211, Os; 0 s; 211.
(See Fig. 10-27.)
In each of Problems 15 through 17, find the center of mass, assuming (j = const.
15. F is the surface of Example 2. 16. Fis the surface of Problem 13.
17. F is the part of the sphere x 2
+ y2 + Z2 = 4a 2 inside the cylinder x 2 + y2 = 2ax.
--+--------~u
o o
Fig. 10-28
The electrostatic potential V(Q) at a point Q due to a distribution of charge (with

charge density ii) on a surface F is given by
V(Q) = ffi5(P)dS
!PQI '
F
where IPQI is the distance from Q in space not on F to a point P on the surface F. In
Problems 18 through 21, find V(Q) at the point given, assuming b constant.
18. Q = (0,0,0), F is the part of the cylinder x 2
z = I.
+ y2 = I between the planes z = and°
19. Q = (0,0, c); F is the surface of the sphere x 2 + y2 + Z2 = a 2 .
°
Do two cases: (i),
c > a > and (ii), a > c > 0.
20. Q = (0;0, c); F is the upper half of the sphere x 2 °
+ y2 + Z2 = a 2 ; < c < a.
21. Q = (0,0,0); F is the surface of Problem 3.
6. Orientable Surfaces
Suppose S is a smooth surface element represented by the equation
v( OQ) = r(u, v) with (u, v) in G \.) aG (I)
where G is a region in the (u, v)-plane with piecewise smooth boundary aGo
According to the definition of smooth surface element, we know that
r u x r" '# 0 for (u, v) in a domain D containing G and its boundary. There-
fore we can define a unit normal function to the surface S by the formula
(Fig. 10-28)
n = r u x r" (u, v) in G. (2)

Iruxr"I'
Whenever S is a smooth surface element, the vector n is a continuous function
of u and v. If we use Jacobian notation, we see that
n = Ir x rvl-
u
I
[J( ~:~} + Je: ~)j + J(~:~) kJ (3)
Suppose now that
is another parametric representation of the same smooth surface element 5.

Then from part (b) of Theorem 4, it follows that there is a one-to-one
continuously differentiable transformation
T: u = U(s, t), v = V(s, t), (s, t) E D
"
from D I to D such that T(G 1 ) = G and T(iJG ,) = iJG. Also, we have
r [U(s, t), V(s, J)] = r 1 (s, t),
Now we define
n 1 = Iris x r 1 ,l-l [J( ~:;) i + J(:::)j + J(::n k1 (4)
Since Jacobians multiply according to the law
J(Y's,tz) = J(Y'u,vz)J(u,s,tu),
and similar laws when (y, z) is replaced by (z, x) or (x, y), we conclude from
(3) and (4) that
n 1 (P)= +n(P) or nl(P)= -n(P)
for all P on 5. The choice of sign depends upon whether J(U' v) is positive
or negative on GI u iJG I . S, t
Definitions. A smooth surface 5 is orientable = there exists a continuous

unit normal function defined over the whole of 5. Such a function is called
an orientation of 5.
Since any unit vector normal to 5 at a point P is either n(P) or - n(P),

we see that each smooth orientable surface possesses exactly two orientations
each of which is the negative of the other. We call a pair (5, n), where n is an
orientation of 5, an oriented surface and denote it by S. Suppose S = (5, n)
is a smooth oriented surface and f = (~, n'), where ~ is a smooth surface
element on 5 and n' is the restriction of n to ~, and ~ is given by (I). Then
the representation (I) of L is said to agree with the orientation on 5 n' =
is given by (2).
It is easy to see that smooth surfaces such as spheres, ellipsoids, tori (see
Problem 14, Section 5), and so forth, are all orientable. However, there are
smooth surfaces for which there is no way to choose a continuous normal
function over the whole surface. One such surface is the Mobius strip drawn
Fig. 10-29
I '(0, h) . - . - - - - - - - - - -_ _ W(2rr, h)
(0, s)
-(-cJI-------.------+--- 8
(2rr, - s)
13'(0, - h ) . - . - - - - - - - - - - - - - - - . . .1/(2rr, -h)
Fig. 10-30
in Fig. 10-29. The reader can make a model of such a surface from a long,
narrow, rectangular strip of paper by giving one end a half-twist and then
gluing the ends together. A Mobius strip can be represented parametrically
on a rectangle
R={(8,s):0:::;8:::;2n, -h:::;s:::;h}, (O<h<a)
(see Fig. 10-30) by the equations
x=(a+sSin~)coS8, y=(a+ssin~)sin8, z=scos~. (5)
To obtain the unit normal to the surface, we compute f o x f s from the

formula
f Ox r = J(Y'z)
s
8,s
i + J(z, X)j + J(X'Y) k.
8,s 8,s
We find
y
J ( 8:s z) = (a + ssin 28) cos 28cos8 + 2s sin8 ,
Z, X) = (a + ssm. 8) cos 8.sm 8 - 2s cOS 8,
J(7J:; 2 2
J(~:~)= -(a+ssinnsin~,
and
2 (
IfoXfsl = a+ssm . 8)2 +4IS 2.
2
536 10. Green's and Slakes' Theorems
as
--f----------- u
Fig. 10-31 Fig. 10-32
Therefore r o x rs is never 0, so that if we define n(8, s) by (2), we see that

n(8, s) is continuous. However, n(O,O) = i, n(2n,0) = - i, and the points
(0,0), (2n,0) in the parametric plane correspond to the same point on the
surface. The transformation (5) is one to one, except that the points of R
given by (O,s) and (2n, -s), -h ::; s::; h, are always carried into the same
point on the surface (Fig. 10-30). The Mobius strip, often called a "one-
sided surface," is not a smooth surface element (defined in Section 4). If a
pencil line is drawn down the center of the strip (corresponding to s = 0)
then, after one complete trip around, the line is on the "opposite side."
Two circuits are needed to "close up" the curve made by the pencil line.
The Mobius strip is not an orientable surface.
A smooth surface element S which, according to (I) is the image of a
plane region G, has a boundary (denoted as) which is the image of the
boundary aG of G. The closed curve aG, which is piecewise smooth, can be
made into a directed curve by traversing it in a given direction. We say that
aG is positively directed when we travel along it so that the interior of G is
always on the left. We write ac for a positively directed closed curve. In
Fig. 10-31 the curve aG is shown positively directed. The closed curve as,
the image of aG, becomes a directed curve in space, with the direction the
one induced by aGo We say the curve as is positive'!y directed when its
direction corresponds to the positively directed curve aGo Geometrically the
curve as is directed so that when one walks along as in an upright position
with his head in the direction of the positive normal n to the surface, then
the surface is on his left. In terms of right- and left-handed coordinate
systems, if t is tangent to as pointing in the positive direction, if n is per-
pendicular to t and in the direction of the positive normal, and if b is per-
pendicular to the vectors t and n and pointing toward the surface, then the
triple t, b, and n is a right-handed triple (Fig. 10-32). If aG and as contain
several closed curves, this argument holds for each curve.
We wish to extend the notion of orientable surface to piecewise smooth
surfaces. Such surfaces have edges, and so a continuous unit normal vector
field cannot be defined over the entirely of such a surface. However, a
piecewise smooth surface Fcan be subdivided into a finite number of smooth
surface elements F1 , Fz , ... , Fk . Each such surface element may be oriented
Fig. 10-33
and each boundary 8F; may be correspondingly positively directed. Suppose

that Yij is a smooth arc which is the common boundary~of two surface
elements F; and Fj. If the positive direction ~fyij as part of 8f; is the opposite
of the positive direction of Yij as part of 8Fj for all arcs Yij' we say that the
surface Fis an orientabIe, piecewise smooth surface. In this case, the collection
of orientations of the F; form an orientation of F and the normal function
defined on each FiO) (interior of F;) is called the positive normal.
Figure 10-33 shows a piecewise smooth, orientable surface and its de-
composition into smooth surface elements. The boundary 8F is a positively
directed, closed, piecewise smooth curve. Those boundary arcs of F., F2 ,
... , Fk which are traversed only once comprise 8F. From the discussion
ofthe last paragraph, it follows that ifa piecewise smooth surface is orientable
according to one decomposition into smooth surface elements, then it is
orientable according to any other such decomposition. It can be shown that
there is no way to subdivide a Mobius strip into smooth elements, with two
adjacent elements always having oppositely directed common boundaryarcs.
In other words, a Mobius strip is not orientable even if it is treated as a
piecewise smooth surface. On the other hand, the surface of a cube, which
is piecewise smooth, is an orientable surface. We select the "outward"
pointing normal on each face and traverse the boundary of any face in a
counterclockwise direction as we view it from outside the cube. We easily
verify that all edges are traversed twice, once in each direction.
7. Stokes' Theorem
Let S be a smooth oriented surface element and (x, y, z) a fixed rectangular
coordinate system. We represent S parametrically:
S: r(u, v) = x(u, v)i + y(u, v)j + z(u, v)k.
Then the positive unit normal n(u, v) is given by
n(u,v) = Iruxr
I I[J(y'Z)i+J(Z,X)j+J(X,y)k].
u,v u,v u,v,
v
If v is a continuous vector field defined on S with coordinate functions

v(x, y, z) = VI (x, y, z)i + v 2 (x, y, z)j + v3 (x, y, z)k,
we can compute the scalar product v· n:
Since v· n is a continuous function on S, we may define the integral
ffv.ndS.
s
The surface element dScan be computed in terms of the parameters (u, v)
according to the formula
and so
ff v.ndS = ff[uJ(~':~)+V2J(~:~)+V3J(::~)JdAut' (I)

S G
where G is the domain in the (u, v)-plane which has S for its image.
Ifr I (s, I) is another smooth representation of S, it follows from Theorem 4
that there is a one-to-one smooth transformation
u = U(s, I), v = V(s, I)
such that
r[ U(s, I), V(s, 1)] = r 1 (s, I).
According to the rule for multiplying Jacobians,
J(Y'Z) = J(Y'Z)J(U' u)
s,1 u,V S,l
[and the analogous equations for (z, x) and (x, y)], we see that the repre-
sentation r I (s, 1) gives the same orientation as the representation r(u, v) if
and only if
J(U, v) > O.
S,l
In such a case, if we replace (u, u) by (s, i) in (I) and integrate over G1 [the
region in the (s, I)-plane whose image is S], we obtain the formula for
ff v' ndS
S
in terms of the parameters S and i.

When S is a piecewise smooth orientable surface, we can represent it as
the union of a number of smooth surface elements SI' S2, ... , Sk' Then we
define
Fig. 10-34
Each integral on the right is evaluated as in (I).
EXAMPLE I. Let R be the region bounded by the cylinder x 2 + y2 = I and

the planes z = 0 and z = x + 2 (Fig. 10-34). Let S be the entire boundary
of R. Find the value of Hs
v· n dS where n is the outward directed unit
normal on Sand
v = 2xi - 3yj + zk.
SOLUTION. The surface S is piecewise smooth and we label the smooth

portions SI, S2, and 53, as shown in Fig. 10-34. On 51 we have
n= -k, v'ndS= -zdAxy=O,
as SI is in the plane z = O. Therefore we have ISs! v'ndS = O. On S3' we
have z = x + 2 and
n = _I (-i + k)
J2 '
I
v· n = J2( -2x + z),
v· odS = (-2x + z)dA xy .
We obtain ISs,v·ndS=Sk(-x+2)dA xy . We see that SkxdAxy=O,
since the integrand is an odd function. Also, 2 Sk dA xy = 2n:.
On S2' we select cylindrical coordinates
S2: x = cos8, y = sin8, z = z, (8,z) in F2 ;
F2 ={(8,z):-n:=o;8=o;n,O=o;z=o;2+cos8}.
We find
n = (cosO)i + (sinO)j, V· n = 2cos 2 0 - 3 sin 2 O.
Therefore
ff v'ndS= ff(2COS 0-3sin 0)dA oz 2 2
s, F2
I
=
n 12+0000 (2 - 5sin 2 0)dzdO
-n 0
= fn (4 - IOsin 2 0 + 2cosO - 5sin 0cosO)dO 2
= 8n - IOn + 0 + 0 = - 2n.
Hence
ff v'n4S= ff v'ndS+ If v'ndS+

s S, 52
If
5,
v·ndS=O.
Suppose that S is an oriented, piecewise smooth surface with the boundary

as positively directed and made up of a finite number of smooth arcs C 1
C2 , ••• , Ck • If v is a continuous vector field defined on and near as, we
define
V'dr=.f JV.dr.
J l=l
oS C,
With the aid of this definition we can state Stokes' Theorem.
Theorem 5 (Stokes' Theorem). Suppose that S is a bounded, closed, orientable,

piecewise smooth surface and that v is a smooth vector field defined in a region
containing S. Then
H
S
(curlv)'ndS= J
oS
v·dr. (2)
Corollary. Suppose that S is a bounded, closed, orientable, piecewise smooth

surface without boundary and that v is a smooth vector field defined in a region
containing S. Then
ff (curl v)· ndS = O. (3)

S
We require two lemmas to prove Stokes' Theorem.

Lemma 2. Suppose that T is a rectangular coordinate system in three-space

with corresponding orthogonal unit vectors i, j, k. Suppose that S is a smooth
oriented surface element with a parametric representation
r(u, v) = x(u, v)i + y(u, v)j + z(u, v)k, (U,V)EGvOG, (4)
which agrees with the orientation ofS. Let v be a continuous vector field defined
in a region E containing S, and suppose v is given by
v(x,y,z) = v](x,y,z)i + v2(x,y,z)j + v3(x,y,z)k, (X,y,Z)EE. (5)
Then
JV.dr= J[(v,x,,+v2Y,,+v3 z ,.)du+(v]xv +v 2Yv+v3 z v)dv]. (6)

i!S i!G
PROOF. We establish the result for the case that oC consists of a single piece-
wise smooth simple closed curve; the extension to several such curves is
clear. Let
u = u(s), v = v(s), a::::; s::::; b,
be a parametric representation of the closed curve ac. Then
x = x[u(s), v(s)], y = y[u(s), v(s)], z = z[u(s), v(s)],
is a parametric representation of as. Using the Chain Rule, we find
dr = dx i + dy j + dz k
= (xuu s + xvvs) ds i + (y"u s + Yvv s ) ds j + (zuu s + zvvs ) ds k.
I r
Therefore
v·dr = [(v,x" + v 2Y" + U3Z,.)U s + (V1X v + V 2Yv + v3z,,)vs]ds. (7)

i!S
Making the insertions

du = u,ds, dv = vsds
in the right side of (6), we see that (6) and (7) are identical.
Lemma 3. Suppose that feu, v) is smooth in a region D containing G v aG

where G has the usual piecewise smooth properties. Then there is a sequence
fl ,j~, ... ,In, ... such that eachln, a!~, 8f is smooth on G and
ou uV
oln of aln af
--+- --+- as n
au au' av av
-+ 00,
uniformly on G.
542 JO. Green's and Stokes' Theorems
PROOF. Since G is bounded, there is no loss in generality in assuming that D

is bounded. Since G is closed and contained in D, it follows that there is a
p > 0 such that the disk C(P, p) with center at P and radius p, is in D for
P any point of G. We let Go be the set of all P in D such that C(P, p/2) is
in D; it can be shown that Go is closed. For (u o , va) in G, it is then clear that
the square
lu - uol $ h, Iv - vol $ h
is in Go so long as 0 < h < p/2j2. We now define the function
. 1 r +hrl"+h .
U
lh(u, v) = 4h2 1.-10 J.-h l(s, t) dA"

for all (u, v) in G with 0 < h < p/2j2. Holding v fixed and applying Leibniz'
Rule for differentiating under the integral sign, we obtain
0;;( )
~ I
= -/2 Jdl' [l(u + h,t) - l(u - h,l)Jdl
ou 41 ,'-10
__
-
I
2
J''''hjU+h 01(S,t)
' dA",
4h "-10 u-h os
Applying Leibniz' Rule again, first with respect to u and then with respect
to v, we get
02;;'CU, v) = _1_ roTh [a/(u + h, t) _ ol(u - h, OJ dl
ou 2 4h 2 1_h eu ou
a21~(u, v)
, ,
= _1_ J u+h [ol(S' v + h) _ ales, v - h)] d ..
ou cv 4/r, u-I,
"
"s "s
uS
A similar argument shows that
V(
°Jh U,V
) =_I fU+h JV+h ~dA
j~( )
av 4h 2 "-10 at
u-h SI
and that Of" is smooth for 0 < h < p/2/'i.
i'
ov
Since ~ and are continuous on Go, a closed bounded set, they are
uniformly continuous there. Hence for any c > 0, there is a <5 with 0 < () <
p/2.J'i such that
ells', t') _ aj(s", n 1< c
I os' as"
if Is' - s"l < <5 and I/' - /"1 < <5. A similar statement holds for ellal. There-
fore if 0 < h < <5, then
I
oj~(u, u)
au
_ o/Cu, v)
au
I= _I
4h
2
I r + r'+h[e1(s,
JU-h
U h
],'-10 os
°- ou
I
oj\U, V)] dA s, < c,
and similarly for the derivative with respect to v. Now letting {h n } be any
sequence tending to zero, we set/~ = f~n and the result follows.
We now establish Stokes' Theorem (Theorem 5).
PROOF OF STOKES' THEOREM. We first prove this theorem for the case thatS is
a single smooth oriented surface element. Let T be a rectangular coordinate
system with corresponding vectors i, j, and k, and let v be given by (5) and
let (4) be a parametric representation of S which agrees with the orientation
onS. Finally we assume that x, Y, z, Xu, Yu, zu, XV, Y,,, and Zv are all smooth
on D. Then (6) holds on account of Lemma 2. Applying Green's Theorem
to the integral on the right side of (6), we obtain
J v·dr = JJ[aC)VIXv + V2Y, + v3zJ - ;/v1x" + V2Y" + v3z,.)J dA vv
If
iJS G
= [Xv(VIXX" + VI)"Yu + VIZZ,,) + Yv(V 2x Xu + V2)"Yu + v2z z,,) (8)

G
+ zv(v 3x x" + v3)'Yu + v3z z u) - xu(vlxx v + vI)'Y, + vlzzJ

- Y"(v 2x x,, + v2)"J'v + v2z zJ - zu(v 3x x v + v3)'J'v + v3z z,,)] dAu,"
It is easy to verify that all the terms in the right side of (8) involving the
derivatives Xuv' YUl)' and Zuv cancel each other. Collecting terms in (8), we
obtain
J v· dr = ff
G
[(V3)' - V2Z)J(~:~) + (VIz - V3X)J(~:~)
(9)
+ (v 2x - VI)')J(::~) JdA uv
and the right side of (9) is the left side of (2), as is seen using (I).
Now, if we merely know that X, y, and z are smooth on D, it follows from
Lemma 3 that there are sequences {xu}, {Yn}, and {zn} such that Xu, Yu, Zu'
X"", Yuu, Zn'" Xuv ' Yuv' and Z"V are all smooth on an open set D' containing
C u ac such that all these quantities converge uniformly to x, Y, z, and
their first derivatives on C u ac. The formula (9) with x, y, Z replaced by
Xu, Yn, and Z" holds for each n. The uniform convergence implies that (9)
holds in the limit.
Finally, if S is any piecewise smooth oriented surface, we may express
S = Sj u ... U Sk, where each Sj is an oriented smooth surface element,
oriented in such a way that any piecewise smooth arc on the boundary of
Sj and Sj is~directed oppositely as part of aSj from the way it is directed as
a part of asj • Formula (2) follows for each i from the proof above. Adding
these results, we obtain
Fig. 10-35
ff(cUrlV).ndS=
s
it J o~
v·dr. (10)
In the sum on the right the integrals over arcs which are on the boundaries
of two Si cancel, leaving only the integrals over those arcs only on the
boundary of one Si' These latter arcs comprise as.
EXAMPLE 2. Verify Stokes' Theorem, given that
v=yi+zj+xk
and that S is the part of the surface of the cylinder x 2 + y2 = I between the
planes z = 0 and z = x + 2, oriented with n pointing outward (Fig. 10-35).
SOLUTION. An examination of Fig. 10-35 shows that the curves C1 and C2

must be directed as exhibited. We choose cylindrical coordinates and write
S= {(x,y,z): x = cosB, y = sinB, z = z, (B,z) on F};
F={(B,z):-n:::;B:::;n,O:::;z:::;2+cosB}.
We think of S as made up of two smooth surface elements corresponding to
F] and F2 , as shown in Fig. 10-36. We must make this subdivision because
the representation of S by F is not one-to-one. The formulas
J(Y'z) = cos B,
B,z
JG::)= sinB,
J(X'y)=
B,2
0,
Fig. 10-36
n = (cos O)i + (sin O)j,

show that the representation agrees with the given orientation. Therefore
the orientation of the boundary of S is determined by the orientations of
the boundaries of F1 and F2 . We note that when we form the boundary
integral, those parts taken over vertical segments cancel. Now
curl v = - i - j - k, n = (cos 8)i + (sin O)j, and dS = dA oz '
We obtain
'J(curl
[ v' In Jo [2+COSO
1 n)dS = -n (-cosO - sin 0) dz dO
S
= - In [(2cos
-n 0 + cos 2 0) + (2 + cos 0) sin 0)] dO (11)
= -no
For the boundary integral, we have
) v' dr = Jv' dr - Jv· dr,

os; C; -c;
in which the integrals on the right are taken in a counterclockwise direction.
We find:
On C1 : v = (sin 8)i+ (cos O)k, dr = (- sin 8i + cos OJ) dO.
On -C2 : v = (sinO)i + (2 + cosO)j + (cosO)k,
dr = (-sin 8i + cos OJ - sin Ok) dO.
Taking the scalar products, we get
f
C;
v·dr = fn (-sin 2 0)dO = -n, (12)
J v·dr = J~n (-sin 2

0 + 2cos8 + cos 2 0 - sin8cosO)dO = O. (13)
C;
A comparison of (11) with (12) and (13) verifies Stokes' Theorem.
PROBLEMS
In each of Problems I through 7, compute ISs-v' n dS.

I. v = (x + I)i - (2y + l)j + zk; S is the triangle with vertices (1,0,0), (0, 1,0), and
(0,0, I), with n pointing away from the origin.
2. v = xi + yj + zk; S is the part of the paraboloid 2z = Xl + yl inside the cylinder

Xl + yl = 2x with n . k > 0 (n pointing upward).
3. v = xli + ylj + z 2k; S is the part of the cone
for which I :s; z :s; 2,
with n' k > O.
4. v = xyi + xzj + yzk; S is the part of the cylinder yl =2- x cut out by the cylinders
y2 = z and y = Z3.
5. v = yli + zj - xk; S is the part of the cylinder yl = I - x between the planes

z = 0 and z = x; x ;::: 0, with n . i > O.
6. v = 2xi - yj + 3zk; S is the part of the cylinder Zl =x to the left of the cylinder
y2 = I - x and n . i > 0, n pointing to the right.
*7. v = xi + yj - 2zk; S is the part of the cylinder Xl + y2 = 2x between the two

nappes of the cone Zl = Xl + y2, n pointing outward.
In each of Problems 8 through 13, verify Stokes' Theorem.

8. v = zi + xj + yk; S is the part of the paraboloid z = I - x 2 - y2 for which z ;::: 0
and n' k > O.
9. v = yli + xyj - 2xzk; S is the hemisphere x 2 + y2 + Z2 = a 2, z;::: 0 with n· k > O.

10. v = - yzi; S is the part of the sphere x 2 + y2 + Z2 = 4 outside the cylinder
x2 + y2 = I, n pointing outward.
II. v = -zj + yk; S is the part of the vertical cylinder, = () (cylindrical coordinates),
o s fi s n12, bounded below by the (x, y)-plane and above by the cone Z2 = x 2 + y2,
n' i > 0 for () > O.
12. v = yi + zj + xk; S is the part of the surface Z2 = 4 - x to the right of the cylinder
y2 = x, n' i > 0, i pointing to the right.
13. v = zi - xk; S is the part of the cylinder, = 2 + cos 0 above the (x, y)-plane and
below the cone Z2 = x 2 + y2, n pointing outward.
In each of Problems 14 through 16, compute Sosv' dr, using Stokes' Theorem.
14. v = ,-3r, r = xi + yj + zk, , = Irl; S is the surface of Example 2.
15. v = (eX siny)i + (eX cosy - z)j + yk; S is the surface of Problem 3.
16. v = (x 2 + z)i + (y2 + x)j + (Z2 + y)k; S is the part of the sphere x 2 + y2 + Z2 = I
above the cone Z2 = x 2 + y2 ; n . k > O.
17. Show that if S is given by z = f(x,y) for x 2 + y2 S I, where f is smooth and if
v = (I - X2 - y2)W(X, y, z), where w is any smooth vector field defined on an open

set containing S, then JJs'(curi v· n) dS = O.
18. Suppose that v = r- 3 (yi + zj + xk), where r = Irl = Ixi + yj + zkl and S is the
unit sphere with n directed outward. Show by direct calculation that
{{(CUrl v)'ndS= O.
s
8. The Divergence Theorem

Stokes' Theorem, which relates an integral over a surface in space to a line
integral over the boundary of the surface, is a generalization of Green's
Theorem. Another type of generalization, known as the Divergence Theo-
rem, establishes a connection between an integral over a three-dimensional
domain and an integral over the surface which forms the boundary of the
domain. It can be shown that the Divergence Theorem and the theorems of
Green and Stokes are all special cases of a general formula which connects
an integral over a set of points in some n-dimensional space with another
integral over the boundary of that set of points.
Theorem 6 (The Divergence Theorem). Suppose thal a bounded domain G in

three-space is bounded by one or more disjoint piecewise smooth, orientable
surfaces without boundary and suppose that v is a smooth vector field defined
on an open set containing G and aGo Then
HfG
divvdV= ff
oG
v'ndS, (I)
where the boundary aG is oriented by taking n as the exterior normal.
We prove the Divergence Theorem (with an added condition that the

boundary is not too irregular) later in this section. However, certain special
cases which give the principal content of the result will be established first.
Lemma 4. Suppose that v and G are such that there exists a rectangular
coordinate system in which vex, y, z) = R(x, y, z)k and G is of the form
G = {(x,y,z): (x,Y)ED, c < z <f(x,y)}'
where f is piecewise smooth (as indicated in Fig. 10-37).* If Rand R z are
continuolls on an open set containing G and aG, then (I) holds.
• That is, the graph S of the equation z = !(x,y), (x,y)e D u aD is a piecewise smooth surface
and z = !(x,y), (x,y)e D, u aD, is a parametric representation of each smooth part S,.
Fig. 10-37
PROOF. We note that div v = R z and, therefore, that
III
G
divvdV = III G
RzdVxyz = II f<x,y,
D
RzdzdA,y.
Upon performing the integration with respect to z, we find
III
G
divvdV= II
D
{R[x,y,f(x,y)] - R(x,y,c)}dA,Y' (2)
Let i3G = SI U S2 U S3' where SI is the domain D in the plane z = C, S2 is

the lateral surface of the cylinder, and S3 is the top surface:
S3 = {(x,y,z): (x,Y)ED, z =J(x,y)}.
We have
On S2: n' k = 0, II v'ndS = O. (3)
H If
S2
n = -k, v'ndS= - R(x,y,c)dA,),. (4)

D
OnS3: n=(1 +J.:+f/)-1/2(-!.i-J;,j+k),

dS (I + J} + f})1/2 dA,y; (5)
H H
=
v· ndS = R[x,y,f(x,y)] dA xy ·
5, D
A comparison of (2) with (3), (4), and (5) yields the result.
Lemma 5. Suppose that the hypotheses oj Lemma 4 hold, except that v has the
Jorm
v = P(x,y,z)i + Q(x,y,z)j
with P, Q smooth on a region containing G and oG. Then (I) holds.
PROOF. We define the functions V, V by the formulas
V(X,y,z) = fQ(X,y,l)dl, V(x,Y,z) = -I'P(x,y,l)dl.
Also, we set
W = Vi + Vj and U = Rk.
Then w is smooth and R, R z are continuous, so that
curl W = - Vz i + Vzj + (V, - V) k = v - u,
(6)
divv = Px + Qy = R z = divu.
We apply the Corollary to Stokes' Theorem and obtain
fJ(CUrlW)'DdS=O= JJ(V-U)'DdS.
oG oG
Therefore
f J v'DdS =
oG
If
oG
u'DdS = III
G
divudV; (7)
the last equality holds because Lemma 4 may be applied to u = Rk. Taking
(6) and (7) into account, we get
J J v . 0 dS =
oG
III
G
div v dV.
The Divergence Theorem holds also for cylindrical domains which are
parallel to the x- or y-axes. By addition, the result is valid for smooth vector
fields v defined over regions G which are the sum of cyliridrical domains of
the kind just described. These regions may be quite general. However, the
proof we now present uses the partition of unity, and therefore avoids the
difficulty of describing such regions in detail.
We suppose that G is a region in R 3 , the boundary of which consists of a

finite number of disjoint piecewise smooth surfaces. Each of these surfaces
has the property: For any point P of such a surface S, we can associate a
coordinate system (x, y, z) with P as the origin, and a function f which is
piecewise smooth as in Lemma 4. That is, we have a domain
D = {(x,y): x 2 + y2 < r 3}
and a cylindrical region

y = {(x,y,z): (x,Y)ED, -K < z < K}
such that the part of G in y is
{(x,y,z): (x,Y)ED, -K < z <j(x,y)}.

We assume that f(O, 0) = O. When each point P has the above property,
we say that G has a regular boundary.
We now establish the Divergence Theorem with the additional condition
that G has a regular boundary.
PROOF. Let P be a point of the boundary of G. We assume D, )', andf are as

described above. We also introduce the cylinder r which is similar to I but
has radius 3r instead of r. We take r so small that r is in G.
Let 4> be the function defined in Section 2 (Equation I) in the proof of
Green's Theorem. We set
( /x + )'2) 4> (zK ).

2
cx(x,y,z) = 4> Yr' (8)
Let II' ~'2' , '/k be a set of cylinders of the above type which covers G,
and cx I ' cx 2 , , ry,k the corresponding functions of type (8). We next define
CX i ( Q)
IMQ) = ry,t(Q) + cx 2 (Q) + ... + cxk(Q)
for each Q in R 3 . We note that the t/Ji form a smooth partition of unity on
a region containing G and its boundary. Setting
we have
and it suffices to prove the Divergence Theorem for each Vi' If for some i,
the cylinder r i is interior to G, then Vi = 0 outside r j as well as on and near
its boundary. Applying Lemmas 4 and 5 to Vj in r i we find that
When Pj is on the boundary of G, we still have Vi = 0 in the exterior of r j,

so that Lemmas 4 and 5 yield
fffdiVVidV= fff divvjdV=

G fj
ff
ofj
Vi ndS = If
eG
vj·ndS.
The last inequality holds because V j = 0 on that portion of arj which is not
part of the boundary of G. The proof is complete.
In two dimensions the Divergence Theorem is a direct consequence of

Green's Theorem. To see this we choose the usual coordinate system in the
xy plane and suppose that V = Pi + Qj. We define u = Qi - Pj. As Fig.
Fig. 10-38 Fig. 10-39
10-38 shows, the exterior normal n to a region G makes an angle of - n/2

with the tangent vector T, directed so that the interior of G is always on the
left as we proceed around the boundary. If c/J is the angle the vector T makes
with the positive x-direction, we may write
T = (cosc/J)i + (sinc/J)j, 0= (sinc/J)i - (cosc/J)j,
v . T = u . 0, div u = Qx - Py-
The Divergence Theorem (Equation (I» applied to u is, when translated in
terms of v (or P, Q), a restatement of Green's Theorem.
EXAMPLE I. Verify the Divergence Theorem, given that G is the domain

between the concentric spheres Sl and S2 of radius I and 2, respectively,
and center at 0; the vector v is'v = r/r 3 , with r = v(OP), P a point in the
domain, and r = Irl.
SOLUTION. (See Fig. 10-39.) Let 51 and 52 be the spheres, both oriented with
o pointing outward from O. Then
HV'OdS=
cG
H ::,:;
v'odS- JJ v'odS,
~
since the normal on 51' as part of BG, points toward 0 when the Divergence
Theorem is used. According to Example 2 in Section 3 of Chapter 9, we
easily find that
divv = 0
and hence
fff div v dV = O.
G
552 10. Green's and Slokes' Theorems
Fig. 10-40
Now, on both SI and 52' we have n = r- 1 r, and so
ffv'nds- H
S1
v·ndS=±A(S2)-I·A(Sd=0.
EXAMPLE 2. Given that G is the domain inside the cylinder

x 2 + y2 = I
and between the planes z = 0 and z = x + 2, and given that

v = (x 2 + yeZ)i + (y2 + zex)j + (Z2 + xeY)k,
use the Divergence Theorem to evaluate JJoG v. n dS.
SOLUTION. We have div v = 2x + 2y + 2z. Therefore, letting F denote the

unit disk, we obtain (Fig. 10-35)
H
oG
v'ndS = ffI 2(x
G
+ y + z)dV= 2 If [(x + y)z + -!-Z2]~+2dAxy
F
= f I [2y(x + 2) + 2x 2 + 4x + (x 2 + 4x + 4)] dA xy
F
2
= fI(3x +4)dA xy = r f"[(3r
3
COS
2
8)+4r]drd8
II
F
= n (3r 3 + 8r) dr = Iln.
The Divergence Theorem has an important physical interpretation in

connection with problems in fluid flow. We suppose that a fluid (liquid or
gas) is flowing through a region is space. In general, the density p and the
velocity vector u will depend not only on the point P in space but also on
the time I. We select a point P in space, a value of I, and a small plane surface
(J through P (Fig. 10-40). For a moment we suppose that p and u are constant.
Then, after a short time iiI, all the particles on (J at time I would be in the
shaded region (J' shown in Fig. 10-40. The particles sweep out a small
cylindrical region as they travel from (J to (J'. The total mass of fluid flowing
across (J in time iiI is just enough to fill up the oblique cylinder between (J
and (J'. We denote this cylindrical region by G, its boundary by oG, and
the outward normal on the boundary by n. If u· n > 0 on (J, then the fluid
flow is oul of G across (J, while if u· n < 0 on (J, the flow is into G across (J.
The amount of fluid leaving (or entering, if the value is negative) G across
(J is then given by
(pu) lit· nA «(J).

The net rate of flow of mass out of G across (J (per unit time) is just
pu·nA«(J).
If P and u are continuous on aG, a piecewise smooth boundary, and if we
divide up oG into small, smooth surface elements such as (J and add the
results, we obtain (in the limit)
for the rate of flow of the total amount of mass out of G. We denote by
M(G, I) the total mass in the region G at time t. Using the definition of
density, we may write
M(G, t) = f f f pep, t) dVp

G
and, using Leibniz' Rule (extended to triple integrals), we find
:r M(G, t) = f I I Prep, I) dV p.
Since (d/dt)M is the amount of mass flowing into G, we obtain
III Pr(P,t)dVp = - If(pu)'nds.

G aG
If P and u are smooth, we may apply the Divergence Theorem to the boundary
integral and get the equation
f
f I [prcp, t) + div (pu)] dV = O.
G
Since G is arbitrary, we can divide the above equation by V(G), the volume
of G, and let G shrink to a point P. The result is the equation of continuity
Pr + div (pu) = O.
If the fluid is an incompressible liquid, so that P = const, the equation of
continuity becomes
divu = o.
PROBLEMS
In each of Problems I through 10, verify the Divergence Theorem by computing

separately each side of Eq, (I),
I. v = xyi + yzj + zxk; G is bounded by the coordinate planes and the plane
x+y+z=l.
2. v = x 2i - y2j + z 2k; G is bounded by: x 2 + y2 = 4, z = 0, z = 2.

3. v = 2xi + 3yj - 4zk; G is the ball x 2 + y2 + Z2 S; 4.
4, v = x 2i + y2j + z 2k; G is bounded by:)'2 = 2- x, z = 0, z = x,
5, v = xi + yj + zk; G is the domain outside x 2 + )'2 = I and inside
x 2 + y2 + Z2 = 4.
6, v = xi - 2yj + 3zk; G is bounded by y2 = x and z2 =4- x.
7. v = r- 3(zi + xj + yk); G is the domain outside x 2 + y2 + Z2 = I and inside

x 2 + y2 + Z2 = 4.
8. v = 3xi - 2yj + zk; G is bounded by x 2 + Z2 = 4, )' = 0,

x + Y + z = 3.
9. v = 2xi + yj + zk; G is bounded by z = x2+ y2 and z = 2x.
10. v = xi + yj + zk; G is bounded by x 2 + )'2 = 4 and x 2 + )'2 - Z2 = I.
In each of Problems II through 13, evaluate HOG v· n dS, using the Divergence Theorem.
II. v = ye=i + (y - zeX)j + (xe" - z)k; G is the interior of the torus (r - b)2 + Z2 S; a 2,
0< a < b; r, z cylindrical coordinates.
12. v = x 3i + y3j + z 3 k; G is the ball x 2 + y2 + Z2 s; I.
13. v = x 3i + y3j + zk; G is bounded by: x 2 +)'2 = I, z = 0, and
z = x + 2.
14. Suppose that G is a region in three-space with a boundary iJG for which the Diver-
gence Theorem is applicable. Prove the following formula for integration by parts
if u and v are smooth on a region D containing G and iJG:
fffudiVVdV= ffuv.ndS- fffvu'VdV

G oG G
15. Suppose that D and G are as in Problem 14 and that u, Vu,

and are smooth in v
D. Let iJ/iJn denote the directional derivative on iJG in the direction of n. Show that
fffvV2UdV= ffV~dS- fffVVVUdV

G <1G G
16. Suppose that u satisfies Laplace's equation in a region G of the type described in
Problem 14. Show that
[Hint. Use the formula in Problem 15.]
17. Suppose that u satisfies Laplace's equation in a region G of the type described in
Problem 14. Show that if u = 0 on aG, then u == 0 in G. [Hint. Set v = u in the
formula of Problem 15.]
18. Evaluate Hsv. n dS, where S is the torus
s = {(r, 8, z): (r - 3f + Z2 = 1} «r, 8, z) cylindrical coordinates);
n is the outward normal on S; R= (x - 3)i + yj + zk; R = IRI, v = R- 3 R. [Hint.
Use the Divergence Theorem, with G as the part of the interior of the torus which
is outside a small sphere of radius p and center at (3,0,0).]
APPENDIX 1
Matrices and Determinants
1. Matrices
A matrix is a rectangular array of numbers enclosed in parentheses. For
example, the array
2
4
I
is a matrix with three rows and four columns. A matrix with m rows and n
a,)
columns is written
C'
a l2 a l3
a 21 a 22 a 23 a 2n
amI a m2 a m3 a mn
The individual entries in the matrix are called its elements; the quantity
aij in the above matrix is the element in the ith row and jth column. The
subscripts used to indicate the elements will always denote the row first and
the column second. If the number of rows of a matrix is the same as the
number of columns, it is said to be a square matrix. We shall use capital
letters such as A, B, C, ... to denote matrices. The corresponding lower-
case letters with subscripts, such as a ij , b;j, cij , etc., will be used to denote
the elements. We use the expression "m by n matrix" and write "m x n
matrix" for a matrix with m rows and n columns.
A matrix with one row and n columns is called a row vector. For example,
the matrix
APP-2 Appendix I. Matrices and Determinants
(3, -I, 2, 0, 5, 4)
is a row vector with 6 columns. A matrix with m rows and one column is
called a column vector. The array
CD
is a column vector with 5 rows. We say that two matrices are of the same
size if and only if they have the same number of rows and the same number
of columns.
The most important properties of matrices are contained in the rules of
operation which we now define.
Rule I (Multiplication by a Constant). [/A is a matrix and c is a number, then

cA is the matrix obtained by multiplying each element 0/ A by the number c.
For example, if c = 3 and
-2 -6
A =( ~ 4 then 3A = ( ~ 12
-I -3 -3 -9
We use the symbol - A for the matrix ( - I)A.
Rule II (Addition of Matrices). ItA and Bare 0/ the same size and have elements
aij and bij , respectively, we define their sum A + B as the matrix C with
elements cij such that
for each i and j.
For example, if
A=G
2
6
-I)o ' B= (
o
-2 I
4
then
3
C=A+B=G 10
It is important to remember that addition of matrices can be defined only
for matrices of the same size. Subtraction of two matrices is defined in terms
of addition. We have A - B = A + (- I)B.
J. Matrices APP-3
Rule III (Equality of Matrices). Two matrices are equal if and only ifall their
corresponding elements are equal. That is, in order that A = B we must have
A and B the same size and aij = bij for each i and j,o in other words A and B
denote the same matrix.
EXAMPLE I. Solve the following matrix equation for A :

-I 3
2A _ 3 ( 2
-3 2 4
SOLUTION. In order to make sense, A must be a 2 x 3 matrix. We may use

the rules for adding matrices to write
2A = (-2
1
3
4
-3) 3 ( 2
3 + -3
-I
2 ~)
=(-~
3
4
-3) + ( 6
3 -9
-3
6 ~) =(-:
0
10 :)
Therefore
A =( -42
0
5 ~).
We define a zero matrix as any matrix with all elements zeros.
Rule IV (Multiplication of Matrices). Let A be an m x n matrix and B an

n x p matrix. The product AB is that m x p matrix C with elements cij given
by
n
cij = I
k~l
aikbkj , i = 1,2, ... ,m; j = 1,2, ... ,p.
It is extremely important to note that the product of two matrices is

defined only when the number of columns in the first matrix is equal to the
number of rows in the second matrix.
EXAMPLE 2. Compute AB, given that
A=G
-I
-2
B=
( 3-I)1 2.
-I I
SOLUTION.
AB = (2 . 3 +
( - I) . 1 + 3 . ( - I) 2 . ( - I) + ( - I) . 2 + 3 . 1 )
1'3+(-2)'1 +(-1)(-1) 1'(-1)+(-2)'2+(-1)'1
=(2 -I).
2 -6
REMARKS. Note that A is a 2 x 3 matrix and B is a 3 x 2 matrix. Therefore

the product can be formed, and the result is a 2 x 2 matrix. The product
BA can also be formed, the result being a 3 x 3 matrix. It is clear that
AB =I BA, since AB is a 2 x 2 matrix and BA is a 3 x 3 matrix. In general,
multiplication of matrices is not commutative. This is true even for square
matrices. We observe that if
A =( 1
-I ~) and
then
AB= ( 4
-I
-2)
-I ' BA=G
The reader can easily establish the following result, which is stated in the
form of a theorem.
Theorem 1. (a) If A is an m x n matrix and Band Care n x p matrices, then

A(B+C)=AB+AC.
b) If A and Bare m x n matrices and C is an n x p matrix, then
(A+B)C=AC+BC.
c) If A is an m x n matrix, B is an n x p matrix, and c is a number, then
(cA)B = A (cB) = c(AB).
If the matrix C is the product of the matrices A and B, the elements of

C may be expressed in terms of the inner or scalar product of two vectors.
The element in the ith row andjth column of C is the inner product of the
ith row vector of A with thejth column vector of B. The formula
verifies this fact.

A system of linear equations is easily written in matrix form. For example,
the system
has m equations and the n unknowns x t , Xz, ... , Xn ; it may be written in

the form
AX=B,
I. Matrices APP-S
where A is the m x n matrix with elements aij and where X and B are the
column vectors with n rows and m rows, respectively:
A precise definition of an m x n matrix may be given in terms of functions.

The domain of a matrix function consists of all ordered pairs (i,j) of integers
with I ::; i::; m and I ::;j::; n. The range of the function is the real number
system. The particular nature of the function is determined by the rules
of operation which we described in terms of rectangular arrays.
PROBLEMS
[n Problems I through 7, solve for A.
I. A = 2G -2)_3(
3
2
-I
I)
4
-3 -I
2. A = 3(~ 1 _:)- 2G 3 -~)
3 2A-G -I
2
23) = 3C2 ° ~)
1
4. 3A +( :
-I
-') (' -:)
~ =2 :
(-: i)
-I 3
5. 3 ; ) - 2A ~ (: -I
2 -I I -2
6. G~)A = C~ -~) 7. A
( -23 2I) = ( -55 i)
9
8. If A is a matrix and c and d are numbers, show that c(dA) = (cd)A.

9. If A and B are matrices of the same size and c and d are numbers, show that
(c + d)A = cA + dA and c(A + B) = cA + cB.
In Problems 10 through 13, solve simultaneously for A and B.
10. A _ 2B = (
-I
I 2), I
A_B=(2I -I
I)
II.A+2B= (2 I 0) ,
I -I 2
2A + 3B= (
I
2
2
°
12. A _ B= (
-I
1 -2) 3 ' A+B=G ~)
13.2A-B=G -3 0)
3 2 '
-A + 2B= (
-3
0 3 3)
o -4
In Problems 14 through 21, compute AB when possible and compute BA when possible.
14. A=G -I)2 ' B=G ~)

IS. A=G -I)3 ' B=G -~)
16. A =(~ ~). B=G ~)
17. A=G ~), B=(~ :)
18. A =(-2 1
0
1 ~), B{i D
-I
19. A =( -21 2 -I)
B~( : -i) 3
:)
1 3'
-I 2
20 A~e B= ( 1
2
-I 3
-I
1
-2)
-I
-2 3
=(" 0) B~G 0
21. A 0 0
010
0 ,
22. Prove Theorem 1

0
0 D
23. Let
A =(~ ~) and B=G ~)

Show that A and B commute with all 2 x 2 matrices. Are there any other matrices
which commute with all 2 x 2 matrices?
24. Find two 3 x 3 matrices A and B with the property that AB = 0, and BA = 0 and
A -# 0, B-# O.
25. If
A =G ~) and B= (-I I)
2 3 '
solve for X: AX=B.

Also, solve for Y: YA =B.
26. If
A=(~~~) -2 I I
and
solve for X:
AX=B.
27. If A, B, and Care 3 x 3 matrices, prove that
(AB)C = A(BC).
2. Matrices, Continued. Double Sums and Double

Sequences
If A is an m x n matrix, the transpose of A is that n x m matrix obtained
from A by interchanging its rows and columns. We use the symbol A' for the
transpose of A. The element in the ith row and jth column of A', denoted
alj' is given by
i = 1,2, ... ,n; j= 1,2, ... ,m.

For example, if
A=G
-I
-2
then A' = (-~ -~).
3 --I
The following theorem follows from the definition of transpose.
Theorem 2. (a) If A and Bare m x n matrices and c is a constant, then

(A + By = A' + B', (cAY = CA'.
b) If A is an m x n matrix and B is an n x p matrix, then
(A B)' = B'A'.
PROOF. Part (a) can be performed by the reader. To prove (b), we let C = AB.
Then C is an m x p matrix, and C' is a p x m matrix. Using aij, bij , and cij
for elements of A, B, and C, respectively, we have
n
cij = L aikbkj , ;= 1,2, .. . ,m; j= 1,2, ... ,p.
k=l
Also
<
n
= Cji = L
k=l
ajkbki , i= 1,2, ... ,p; j= 1,2, ... ,m.
We must show that the elements of B'A' are precisely C;j' We let D = B'A'.
Since B' is a p x 11 matrix and since A I is an 11 x m matrix, the matrix D is
p x m, and we have
i=I,2, ... ,p, j= 1,2, ... ,11,
i = 1,2, ... ,11, j= 1,2, ... ,m,

n n n
du = L b:ka~j = k=l
k=l
L bkiajk = L
k=l
ajkbki = cji = c!j'
Definitions. If A is a square matrix, we call those elements of the form aii

diagonal elements, and we call the totality of diagonal elements the diagonal
of the matrix. A diagonal matrix is one in which all elements are zero, except
possibly those on the diagonal. That is,
if i # j.
If, in a diagonal matrix A, we have aii = I for all i, the matrix is called the
identity matrix and is denoted by I. A square matrix is said to be triangular
if and only if all the elements on one side of the diagonal are zero, i.e.,
au = 0 for i >j or au = 0 for i < j.
Examples of 4 x 4 diagonal, identity, and triangular matrices are shown

below.
D l{i
0 0 0 0
D{~ 2
0
0
0
0
I
I
0
0
0
I
0 D
Diagonal Identity
DT,{f D
-I 0 0 0
T'{~ 2 I 3 0
0 3 5 I
0 0 4 6
au =0 if i > j au =0 if i <j
Triangular Triangular
It is useful to introduce the Kronecker delta symbol 6ij' which is defined
by the relation
if i=j,
if i"# j.
If B is a square matrix with elements bij , then the relation bij = Oij implies that
the matrix B is the identity matrix I. We also note that the Kronecker delta
allows simplifications of the type
L:" oijx
j=1
j = Xi' L:" 0ijYi = Yi-
i=l
These formulas are used frequently.
Theorem 3. (a) IIA and B are each n x n diagonal matrices, then AB = BA

and this is a diagonal matrix. (b) II A is any n x n matrix and I is rhe n x n
identity matrix, rhenlA = AI = A.
The proofs are left to the reader.

We recall that a sequence is a succession of numbers such as
If there is a first and last element, the sequence is called fmite; otherwise it
is infinite. We may consider a sequence as a function with domain consist-
ing of a portion of the integers (i.e., the subscripts) and with the range (the
numbers aJ in the real number system.
A double sequence is a function the domain of which is some set S of
ordered pairs (i,j) of integers and with range consisting of a portion of the
real number system. A matrix is a special type of double sequence in which
the domain S consists of pairs (i,j) in which I ::::; i::::; m and I ::::;j::::; n. In
general, the domain S of a double sequence is not restricted in this way; in
fact, S may be infinite, in which case we say that the double sequence is
infinite.
A finite double sum is an expression of the form
L: aij,
U.j)ES
in which the aij form a finite double sequence with domain S and with the
sum extending over all elements of S. The symbol (i,j) E S, which we read
"(i,j) belongs to S," indicates this fact. The general commutative property
for addition of ordinary numbers shows that the order in which we add the
terms of a finite double sum is irrelevant.
Suppose the domain of a double sequence consists of all pairs (i,j) for
which I ::::; i::::; In and I ::::; j ::::; n. Then we can easily conclude that
L:
(Lj)eS
aij = L:m["L: aij] = L:"[mL: aij] .
i=1 j=l j=l i=1
(I)
The latter two sums are called iterated sums, since we sum first with respect
to one index and then with respect to the other. The fact that double sums
and iterated sums are identical leads to many conveniences, and we shall
use this fact on a number of occasions. For example, it follows that
5= {(i,}): l5,i5,m, 15,}5,n}.
There is a convenient notation which consists of the symbol

l5,i<}5,n.
This is used to represent the set 5, which consists of all (i,}) for which
I ~ i < n, I <} 5, nand i <j. Note that i cannot have the value n, since i
must be strictly less than} and} can be at most n. Similarly,} cannot have the
value I. We write
to mean
in which 5 is the set described above. We may also conclude on the basis of
the equivalence of double sums and iterated sums that
n-l n
L
1 '5;<)'5n
a ij = L L
i=l j=j+l
a ij · (2)
It can also be shown that

n )-1
L
15i<)5.n
aij= L L aij.
)=2 i=1
(3)
The set 5 for n = 6 is shown schematically below.

}
6 * * * * *
5 * * * *
4 * * *
3 * *
2 *
5,i<}5,6
2 3 4 5 6
EXAMPLE I. Write out the iterated sum

4 i
L La
i=l )=1
ij ·
2. Matrices, Continued. Double Sums and Double Sequences APP-II
SOLUTION. We have
= all + (a 21 + a22) + (a 31 + a 32 + a3 3 )
+ (a 41 + a42 + a4 3 + a44 )·
EXAMPLE 2. Verify formulas (2) and (3) for n = 3.
SOLUTION. The symbol

means
where S consists of all (i,j) for which I $ i < 3, I < j $ 3 and i < j. Therefore
I
1:s;i<j:s;3
aij=aI2+a13+a23'
From formulas (2) and (3) we have

2 3 3 3
I I
i=1 j=i+1
aij=
j=2
Ia lj + Ia2j=(aI2+a13)+a23'
j=3
3 j-I 1 1
j~2
I I i=1
aij =
i=1
I ail + I
j=1
a i3 = a 12 + (a 13 + a l3 )·
Theorem 4 (Associative Law for Multiplication of Matrices), Suppose that

A, B, and Care m x n, n x p, and p x q matrices, respectively. Then
(AB)C = A(BC).
PROOF. We define D = AB and F = DC = (AB)C. Also, we define E = BC

and G = AE = A(RC). We must show that F = G. Using lower-case letters
for the elements of the matrix with the corresponding capital letters, we have
n p
dij = I aikbkj , Jij= I dj/clj'

k=1 1=1
We substitute the expression for dij on the left into that for Jij (changing sub-
scripts in the process), and we find
P n
Jij = I I aikbklClj'
1=1 k=l
Similarly, we may write

p n
e ij = I bj/c 1j , gij = I aikekj ·
1=1 k=1
A straight substitution shows that the expressions for /;j and gij are identical.
APP-12 Appendix 1. Matrices and Determinants
PROBLEMS
In each of Problems I through 6, compute the quantities (AB)' and B'A' for the given
matrices A and B. Verify that the expressions are equal.
I.A=( 23
-1 0
I)'
2 B~G D
2· A =C2 - :), B= (
-I -~)
3
3· A=C3
2
-2
-I) I '
B= (-; D
4. A~m, B= (2 5 -I 4)
n
-1 2 -2 1
5. A~ ( : -I
1 2
0 2
B= (-~
1
0
5
5
1 -~)
6 1 5 , 4 -2 3
:), U1)
2 -I
6· A=C1 B=
6 8
7. Show that fA = A if f is the m x m identity and A' is any m x n matrix.

8. Prove part (a) of Theorem 2.
9. Prove part (a) of Theorem 3.

10. Prove part (b) of Theorem 3.
11. Verify formula (') of this section for m = 2 and n = 3.
12. Verify formula (I) of this section for m = 4 and n = 3.
13. Verify the formula
for m = 3 and n = 4.
n-I n
2: a ij = 2: 2: aij for n = 4.
l'Si<j:5n i=1 j=i+l

n j-I
1
I a
s.i<js,n
ij = I I
)=2 ;=1
a ij
for n = 5.
In each of Problems 16 through 18, write out and evaluate the following double sums.
16. I (i + j), S={(i,j):I~i~3, l~j~4}.
(i.j)eS
17. I ij, S={(i,j):I~i~4, l~j~4, j~i}.

a.j)eS
18. I (3i + 2j), S = {(i,j): 0 ~ i ~ 4, 0 ~j ~ 4, 0~i +j ~ 4}.

(i,j)eS
In each of Problems 19 through 23, write out and evaluate the given iterated sums.
4 3 4 5-i
19. I I (i - j) 20. I I 2
(i j)
i=1 )=1 i=1 )=1
3 i+3 4 5 .
21. I I (i + j + I) 22. I I _. 1_
i=O j=i+J ;=-lj=oJ+2
J i+l
23. I I ij
i=O )=0
24. Write the iterated sum in Example I as an iterated sum in the other order (i.e.,
withj in the "outside" summation).
25. Write the double sum in Problem 18 as an iterated sum withj in the outside summa-
tion.
26. In the sum in Problem 18, let p = i +j be the index in the outer sum and verify
that
4 P 4 P
I (3i + 2j) = I I [3( P - j) + 2j] = I I (3p - j).
li,j)eS p=O )=0 p=O )=0
27. Given
and
Find x and y so that AA' = B.

28. A square matrix A = (a ij ) is called symmetric if for all i and j we have aij = aji .
Show that for any square matrix B, it is always true that BB' is symmetric.
29. If A, B, C, and D are matrices, prove that
(AB)(CD) = A(BC)D,
assuming that all multiplications are appropriate.

30. Name necessary and sufficient conditions in order that the formula
(A + B)(A - B) = A2 - B2
should be true for two matrices A and B.

3. Determinants
With each n x n square matrix we associate a real number called its deter-
minant. If the matrix is A, we denote its determinant by det A. If the matrix
A is written out as a square array, its determinant is denoted by the same
array between vertical bars. For example, if
-I 2 -I 3
A = ( ~ I ~), then det A = 3 I 2
-I 2 -3 -I 2 -3
Definitions. The order of an n x n square matrix is the integer n. A sub-

matrix of a given matrix is any matrix obtained by deleting certain rows and
columns from the original matrix and consolidating the remaining elements.
For example, the matrix
j)
0 I
(-~16 1.
2
7
2
8
0 5 4
has the submatrix
0
(~ 7
5 -6
~).
obtained by deleting the second row and third column. Another submatrix,
obtained by striking out the third and fourth rows and the fourth column, is
o
t
I
Definitions. A determinant is a function the domain of which is the collection

of square matrices; its range is the real number system. To define the deter-
minant of a matrix, we proceed inductively with respect to its order n. For
n = I, we define
det(att)=a l l ·
Assuming,for n > I, that we have defined determinants of order:::; (n - I),
we define those of order n by the formula
all a l2 a ln
a 21 n
det A ==
a 22 a 2n
= I (-I)i+nainMin' (I)
i=1
anI a n2 ann
3. Determinants APP-15
In this formula Min is the determinant of the (n - I) x (n - I) submatrix of

A, obtained by deleting its ith row and nth column. The determinant Mi. is
called the minor of the element ain'
To illustrate formula (I), we obtain for n = 2
ail
j a21
al2l = (- 1)1+2 a12a21+ ( - 1)2+2 a22 a ll=a ll a22- a I2 a 21'.
a 22
for n = 3,
all a l 2 a l 3 = (_I)I+3aI3\a21
a 31
a221
a 32
+ (-1)2+3a23Iall
a 31
al21
a32
a21 a22 a 23
a 31 a32 a33 +(~I)3+3a33Iall al2l
a21 a 22
= a13(a2Ia32 - a 31 a 22 ) - a 23 (a ll a32 - a31 a 12)
+ a33(a ll a22 - a21 a I2)'
In formula (I) it is convenient to consolidate the quantity (_I)i+. and the
minor Min' We define the cofactor A ij of the element aij in det A of (I) by
the formula
Aij=(-I)i+jMij' (2)
In terms of cofactors we obtain the basic expansion theorem for deter-
minants:
Theorem 5. If A is an n x n matrix with n 2': 2, then
a) det A = L:• aijAij for each fixed j,
b) det A = L:
.
i=1
ajjA jj for each fixed i, I :::; i :::; n.

j=l
We postpone the proof until the next section.

The formula in (a) is called the expansion of det A according to its ith
column; that in (b) is called the expansion of det A according to its ith row.
From (2) it follows that the signs preceding Mij alternate as one proceeds along
a row or column, so that (2) is needed only to get the first sign correct.
EXAMPLE I. Evaluate the determinant of A by expanding it according to its

second column and then evaluating the 2 x 2 determinants, given that
-D
-2
A =( ~ I
-2 -I
SOLUTION. Expanding according to the second column, we have
det A = - ( - 2)
1-2
2 -II + I I
2
I
-2
31 -
2
( - I) [I
2
= 2(4 - 2) + 1(2 + 6) + I (-I - 6) = 5.
EXAMPLE 2. Write out the expansion of the determinant

-I 2 3 -4
4 2 0 I
det A =
-I I 2 3
-5 I 6 2
according to the fourth column. Do not evaluate.
SOLUTION.
4 2 0 -I 2 3 -1 2 3
det A = - ( -4) -I I 2 +1 -I I 2 -3 4 2 0
-5 I 6 -5 I 6 -5 1 6
-I 2 3
+2 4 2 0
-I I 2
PROBLEMS
In each of Problems 1 through 4, evaluate the given determinant by expanding it

according to (a) the second row, and (b) the third column.
I. 3 2 -I 2. I 0 3
-I 0 I 2 -I -2
2 1 -2 1 3 2
1
3. 2 3 I 4. 1 '2 5
1 2 -2 2 I 0
-2 I 3 3 -6 J
'3
In Problems 5 through 7, expand in each case according to the second row. Do not
evaluate.
5. 2 0 2 3 6. 0 1 -I 2
-I 3 6 -I 4 4 -4 2
1 -I -2 4 3 -I 2 3
0 4 8 2 1 -2 3 4
3. Determinants APP-17
12. Show that in the plane the equation of a line through the points (xo,Yo) and (x 1 ,YI)
is given by
x Y
Xo Yo =0.
Xl Yl
13. Expand a general 4 x 4 determinant (a) according to the third column, and (b)
according to the second row. Do not evaluate.
14. Show that if u = a, i + a 2 j + a 3 k and v = b1i + b 2 j + b 3 k then (formally)
k
u x v = a 1 a2 a3
b, b 2 b3
15. Show that the determinant of any triangular matrix is the product of the diagonal
elements.
16. Show that if
and
are both triangular matrices with aij = 0 for i <j, bij = 0 for i < j, then
n
det (AB) = L aiib ii ·

j==l
17. A square matrix A = (0,) is called skew if 0u = -OJ' for all i and). If A is a skew
matrix, show that A 2 is symmetric.
4. Properties of Determinants
The evaluation of determinants of high order by expansion in rows or
columns is a tedious and lengthy process. We now establish a number of
important theorems which not only are of theoretical interest but also lead
to rapid methods of evaluating determinants.
Theorem 6. If A is an n x n matrix, then

det AI = det A.
PROOF. We proceed by induction on the order n. For n = I the result is

obvious. Now let n > I and denote B = AI. Assume that the result holds for
all matrices of order :5; (n - I). We wish to show that it holds for a matrix
of order n. Using lower-case letters in the usual way, we write
The cofactor of b'j is denoted Bij and the cofactor of aj, is the determinant
A ji' The determinants A j' and Bij come from two (n - I) x (n - I) matrices,
each of which is the transpose of the other. 'According to the induction
hypothesis,
Bij = A ji .
Expanding det B according to its ith row, we obtain
n n
det B = I bijBij = I ajiA ji = detA.
j=l j=l
Theorem 7. (a) If all the elements in the kth row or kth column (I :5; k :5; n)
ofa matrix A are zero, then det A = O.
b) If a matrix A' is obtainedfrom A by multiplying the elements o/the kth row
or column by a constant c, then
det A' = c det A.
c) If each element a kj of the kth row ofa matrix A equals a~j + a~j, then
detA = detA' + detA N
,
where A' and AN are obtained from A by replacing a kj by a~j and by a~j' re-
spectively. The analogous result holds for the kth column.
PROOF. (a) Expanding according to the kth row (or kth column), we
introduce the factor zero in each term.
4. Properties of Determinants APP-19
b) Expanding according to the kth row (or kth column), we introduce the
factor c in each term of the expansion.
c) Expanding according to the kth row and setting a kj = a~j + aZj , we get
expansions of A' and An in terms of the kth row.
As an example of part (c) of the theorem, we have
all a l2 a l3 all a l2 al3 all a l2 al3
a21 a 22 a 23 a 21 a 22 a 23 + a 2l an a 23
a;1 + a~1 a;2 + a~2 a;3 + a~3 a;1 a;2 a;3 a~l a;2 a33
Theorem 8. (a) if A' is obtained from A by interchanging two rows or [WO

columns, then
det A' = -det A.
b) If[wo rows or two columns of A are proportional, then detA = O.
PROOF. (a) We proceed by induction on n. If n = I, there is nothing to

prove. For n = 2, the result follows at once by inspection of the formula
We let n > 2, suppose that two rows are interchanged, and assume that the
result holds for n - I. Now we expand A according to the ith row, where
the ith row is not one of those being interchanged. Then a;j = aij' and each
cofactor A;j is obtained from Au by interchanging two rows. Invoking the
induction hypothesis, we have
Therefore
n n
detA' = I
j~1
a;jA;j =- I
j~l
aijAij = -detA.
The proof is identical for the case when two columns are interchanged.
b) If two rows (or columns) are proportional, then either one row consists of
zeros so that the determinant is zero, or else one row (or column) is a con-
stant c times the other row (or column). Using part (b) of Theorem 7, we
see that the determinant D = cD' where D' has two identical rows (or
columns). Interchanging the two identical rows and employing part (a)
(which was just established), we find D' = - D', so that D' is zero; therefore
D=O.
By combining part (c) of Theorem 7 and part (b) of Theorem 8, we obtain

the next extremely useful result.
Theorem 9. If A' is obtainedfrom A by multiplying the kth row by the constant

c and adding the result to the ith row where i #- k, then
detA' = detA.
The same result holds for two columns.
PROOF. The element a;j of A' is of the form a ij + ca kj , so that [by Theorem
7(c)]
detA' = detA + cdetA",
where A" is obtained from A by replacing the ith row by the kth row. But
then the ith and kth rows of A" are identical, so that det A" = O. The same
proof holds for columns.
Corollary. If A' is obtainedfrom A by multiplying the kth row by C j and adding

the result to the ith row for i = I, 2, ... , k - I, k + I, ... , n in turn, then
detA' = detA. The same is truefor columns.
PROOF. Each step of the process is one for which Theorem 9 applies and which
leaves detA unchanged. Therefore a succession of such steps will not alter
the determinant.
The next example shows how to use the results of this section to simplify
and evaluate a determinant.
EXAMPLE I. Simplify by using the Corollary, and use the expansion theorem
to evaluate the determinant
2 -I 1 0
-3 0 I -2
D=
I I -I 1
2 -I 5 -I
SOLUTION. By adding the third row to the first and fourth rows in turn, we
find that
3 001
-3 o 1-2
D=
I I -I I
3 040
Expanding according to the second column, we obtain
3 o I
D=(-I) -3 I -2
3 4 0
Multiplying the first row by 2 and adding the result to the second row, we get
3 o I
D= - 3
3
I
4
~ = -I~ ~I = -9.
The 2 x 2 determinant was obtained by expansion according to the third

column.
EXAMPLE 2. Show that
D = Y y2 y3 = xyz(y - x)(z - y)(z - x).

Z Z2 Z3
SOLUTION. We may factor out an x from the first row, a y from the second
row, and a z from the third row, to obtain
D=xyz
Subtracting the third row from the first and second in turn, and then ex-
panding in terms of the first column, we get
o x - Z x 2 - Z2
x Z x 2 - Z2
I
i
0
I
D = xyz y - Z y2 - Z2 = xyz -
y _ Z y2 _ Z2
I Z Z2
= xyz(x - z)(y- Z)I: x + zl = xyz(y - x)(z - x)(z - y).

y+z
The next theorem is employed in Section 5.
Theorem 10. For any square matrix A, we have

n n
a) I aijA ik = i5jk (det A), b) I aikAjk = i5ij(detA).

i=l k=t
PROOF. (a) If) = k, then i5jk = I and the formula (a) is the statement of the
expansion theorem (Theorem 5) according to the kth column. If) oF k, then
bjk = 0 and the right side of (a) is zero. As for the left side of (a), we introduce
the matrix A' obtained from A by replacing the kth column with the )th
column. Then the left side of (a) is the expansion of A' according to the
)th column. But since A' has two columns alike (jth and kth), we have
det A' = 0, and so the left side of (a) vanishes. The proof of (b) is the same.
We conclude this section with a proof of Theorem 5, stated in Section 3.

PROOF OF THEOREM 5. Our first aim is to establish the formula
n
detA = I aijAij for each fixed j, I sjs n. (I)
i=l
If j = n, the above formula is just the definition of det A. It must be shown

that all other expansions, I s j S (11 - I), yield the same result.
We proceed by induction on n. If n = I, there is nothing to prove. If
n = 2, the result is easily verified by inspection of the expansion of a 2 x 2
determinant. So we let n > 2 and assume the result is true for all determinants
of order s (n - I).
Choose j, I s j s (n - I), and let M ik •jn denote the determinant formed
from A by deleting its ith and kth rows and itsjth and nth columns. Mik,jn
is the determinant of an (n - 2) x (n - 2) matrix. Recalling that Min is
the minor of the element ain, we obtain from the definition of determinant
n
D == detA = I (-ly+nainMin' (2)
;=1
Now, using our induction hypothesis, we may expand each Min according
to itsjth column. The determinant of A is shown below with lines through
the ith row and nth column so that the remaining terms form Min'
all a l 2 a lj In
a k1 au a kj kn
12 I)
anI a n2 anj
If k i,
then each akp is in the (k - l)st row of Min' Therefore, if I < i < n, we have
the expansion
i-I n
- l)k+ a kj M ik,jn +
j j
M in -- '\' (
L. '\'.
L. t - l)k-1+ akj M ik,jn' (3)
k=l k=i+t
If i = 1, the first sum in (3) is missing, while if i = n, the second sum is absent.
Substituting Min from (3) into (2), we see that
n i-I "-1 n
'\' '\'
D -- i..J i..J
(I)i+k+j+n
- ainQ kj
M
ik,jn -
'\'
L- '\'
LJ
(_l)i+k+j+n
ainakj
M
ik.jn" (4)
i=2 k==l i=1 k=i+t
If we interchange the indices i and k in the first sum and make use of the
double-sum notation of Section 3, we can combine the two iterated sums in
(4) into the single double sum
D = I (_l)i+k+j+n(QknQij -ainQk)Mik,jn' (5)

15.i<k=:;n
The relation Mik,jn = Mki,jn, which follows directly from the definition of
these four-subscript determinants, was used to obtain (5).
To establish (1), it is sufficient to show that the expansion
(6)
is equal to (5). To do so, we expand M kj according to its (n - I)st column,

noting that the (n - I)st column of M kj is the nth column of D with Q kn
removed. If i < k, then the elements Qip are in the ith row of M kj but, if
i > k, then the Q ip are in the (i - I)st row of M kj . If we then write out the
expansion of M kj , collect terms, and substitute in (6), we find an expression
which is identical with (5).
The proof of the formula
n
det A = I QikA ik for each fixed i, I S;; is;; n,
k=1
is obtained by first showing that an expansion according to the nth row is

equal to the expansion according to the nth column, This proof is omitted.
Then the proof that the expansion according to two different rows yields the
same result is analogous to the proof for columns,
PROBLEMS
In each of Problems I through 12, simplify and evaluate the determinant.
I. 2 -I 3 2, 3 1 -I
2 -I I 1 3 -2
I 3-2 -2 1 3
3. I 2 3 4. 5 0-1
1 -I 1 1 -I I -2
2 4 -I 4 -4 2 1
-2 I 1 o
5. 2 3 6 3 6. 2 -I 3 2
o 1 3 1 1 -2 -2 3
-I -2 o 4 -I 3 2 o
1 2 4 -I 3 2-2 1
7. -2 3 2 4 8. 1 2 -3 4
-3 1 -2 3 3 -4 2-1
2 2 3 -2 2 -2 3 4
4 -3 2 1 1 2 -2 3
9. 3 2 -I 4 10. 2 -I 3 4 0
2 -3 4 I -I 2 I 0 -I
-4 2 0 3 -3 0 0 I 0
2 4 -I 2 0 I 0 -I 2
0 -2 0 2 -I
II. I 2 0 -I 2 12. 2 -I 0 4 I -3
2 3 -I 0 I 2 I 2 I 3 2
0 -I 2 4 -2 4 -I 0 2 -2 3
-I 0 4 -I 0 I 5 4 0 2 0
I 2 -I 0 I 6 2 I 4 -3 0
-I 2 5 -3 4 2
13. Show that

I x Xl x3
I Y yl y3
=~-~~-~~-~~-~~-~~-~.
I Z Zl Z3
I W wl lV
J
[Hint.' Use the relation a 3 - b 3 = (a - b)(a l + ab + b l ).]

14. Show that the equation of a plane through the three points
Po (.x o, Yo , zo), PI (x "Yl' ZI)' and Pl(Xl,Yl, zz}

is given by
x Y z
Xo Yo Zo
=0.
x, Yl Z,
Xl Yz Zl
15. Given the matrix
-:}
-I
A-G 4
0
verify Theorem 10 by computing G"A 13 + al,A 13 + a 3 ,A 33 , and showing that
the result vanishes.
16. Given the matrices(

A = 3
I
2-I)
I I, B= ( ~
-I
o
-2 o 5 -2 I
show that det(AB) = (det A)(det B).

17. Let A be a square n x n matrix which is skew symmetric; that is,
for all i andj
Prove that if n is an odd integer, then det A = O.

18. Suppose A is a 4 x 4 matrix such that every 2 x 2 submatrix has determinant zero.
Prove that detA = O.
19. Show that when
x 2I
~ (j
XI XL
x 22
")
n-I
X2 X2
A ,
Xn x; .X;;-l
then
detA = [(X 2 - X,)]' [(X 3 - X 2 )(X 3 - Xl)]
X [(X 4 - X 3 )(X 4 - X 2 )(X 4 - X,)],
X [(X n - Xn-I)(X n - X n - 2 ) · · · · '(X n - XI)].
5. Cramer's Rule
With the aid of determinants, we are able to give a formula for the solution
of n simultaneous linear equations in n unknowns. The resulting theorem is
known as Cramer's Rule.
Theorem 11. If det A of 0, the system of equations

a1lx I + a l2 x 2 + + alnX n = bl
a 21 x , + a 22 x 2 + + a 2n Xn = b2 (I)
has a unique solution given by

all a l .k - I b, a l •k + 1 a 'n
I D = detA,
Xk = D k = 1,2, ... , n,
anI an.k- 1 bn an.k+ 1 ann
(2)
where, if k = I or n, the column ofb's is in the first or nth column, respectively.
PROOF. We must show that (I) implies (2) and that (2) implies (I). Suppose
first that X" X2, ... , Xn are numbers which satisfy (I). Multiply the ith
equation of(1) by A,k' the cofactor of a,k' where k is a fixed number between
1 and n. We get
n
j=1
L: aijA'kXj = biA ik •
Now we add all such equations; that is, we sum on the index i. After inter-
changing the order of the iterated sum, we obtain
n [n ] n (3)
j~1 i~ aijA ik xj = i~ biA jk ·
The sum on the right in (3) is the expansion according to the kth column of
the determinant displayed in (2). As for the left side of (3), the quantity in
brackets is precisely the expression which appears in Theorem 10 of the last
section and is equal to i5jk (det A). Therefore, using the property of the
Kronecker i5 (defined on page APP-8), we find that
L i5
j=l
"
jk (det A)xj = DXk =
i=l
L bjA ib
n
and the formula (2) follows.

Ifwe assume formula (2) holds, we see that
n
DX k = L bjA ik ·
i=l
We multiply this expression by ajk and sum with respect to k to get (after
interchanging the order of summation)
n n[ n 1
D k~1 ajkxk = i~ k~1 ajkAikJ bj'
Using Theorem 10 of Section 4 again, we obtain
n n
D L ajkxk = L i5ij(det A)bj = Dbj ,
k=l i=l
from which (I) follows.
EXAMPLE. Solve, using Cramer's Rule,
SOLUTION. We have
3 -2 4 5 -2 10
10
D=
-I
I I
2
3
-I
0
-3 2
I
-7
0
= I-~ -7 1 = -5 '
5 -2 4 9 0 10
XI =-t 2 I 3 = -5
I
2 I 3 __ 1.1
- 5_
9 10 1_
-
33
5'
3 -7
I 2 -I -3 0 -7
In a similar way, we find that
3 5 4 3 -2 5
X2 = 1
5 I 2 3 _U
- 5 , X3 = -! I I 2 12
-5'
-I I -I -I 2 I
Cramer's Rule is useful in many theoretical investigations, since it gives

an explicit formula for the solution. However, because of the enormous work
of evaluating n + I determinants when n is large, Cramer's Rule is rather
poor for numerical computations. Furthermore, there are many chances for
error in the large number of multiplications and additions which must be
performed. Techniques for solving linear systems which proceed by iteration
and elimination are computationally superior not only because there are
fewer arithmetical operations, but also because numerical errors are fre-
quently self-correcting.
PROBLEMS
Solve the systems in Problems I through 10, using Cramer's Rule.
I. 2x, - X 2 + 3x 3 = I 2. 2x, - Xl + x 3 = -3
3x, + X 2 - X 3 = 2 XI + 3x 2 - 2x 3 = 0
x,+2.'C 2 +3x 3 =-6 x, - x 2 + x 3 = -2
3. Xl + 3x 2 - 2x 3 = 4 4. 2x, + x 2 - x 3 = 1
-2x l + x 2 + 3x3 = 2 XI - 2x l + 3x 3 = 0
2x , + 4x 2 - x 3 = -I 2x I - 3x 1 + 4x 3 = 0
5. 2x,- x 2 +2x 3 =ll 6. 2x , - X2 - 2x 3 = 0
x, + 2x 2 - x 3 = -3 -XI + 2x 2 - 3x 3 = II
3x, - 2x 2 - 3x 3 = -I 3x I - 2x 2 + 4x 3 = -15
7. x l -2x 2 +2x 3 =-1 8. x, + X 3 - 2x 4 = 3
2x 1 - 3x 2 - 3x 3 = I Xl + 2x 3 - X4 = 2
3x, + X 2 + 2x 3 = 3 2x, + 3x l - 2x 3 = -I
xl - Xl -4x 4 =O
9. 3x , +2x l -4x 4 =O
Xl - 2X 3 +
x 4 = -I
2x, + 3x l = I
x, +4x 3 -2x 4 =2
10. 2x,+ xl -2x 3 +3x 4 -4x s =O
4x,- x2 + x3 -3x 4 +2x s =1
-2x, + x2 + 2x 3 + 6x 4 - 2x s = -2
-4x, + 3x 2 - 5x 3 - 6x 4 + 4x s = 13
6x, - 3x l +4x 3 +9x 4 - 6x s = -13
II. Given a system of two equations in three unknowns:
al,x l + a 12 x 2 + a 13 x 3 = hI'
a 21 x 1 + a 2l x l + a 23 x 3 = h l ·
State conditions under which this system has (i) no solutions, (ii) one solution,
(iii) infinitely many solutions.
12. Given a system of three equations in two unknowns:
State conditions under which this system has (i) no solutions, (ii) one solution,
(iii) infinitely many solutions.
6. The Rank of a Matrix. Elementary

Transformations
Cramer's Rule applies when the number of equations is the same as the
number of unknowns and when the determinant of the coefficients is not
zero. In order to treat systems in which the number of equations is different
from the number of unknowns, it is necessary to introduce a quantity called
the rank of a matrix.
Definitions. A square matrix is said to be nonsingular if its determinant is

not zero. The rank of an m x n matrix is the largest integer r for which a
nonsingular r x r submatrix exists. The rank of any matrix of zeros is zero.
For example, the matrix

0 0
G 0
0
is of rank 2, since the 2 x 2 submatrix
3
0 D
G ~).
obtained by deleting the third row and the second and fourth columns, is
nonsingular, and since every 3 x 3 submatrix has zero determinant.
We note that the rank of an m x n matrix can never exceed the smaller
of the numbers m and n.
Definition. An elementary transformation of a matrix is a process of obtaining

a second matrix from the given matrix in one of the following ways:
a) interchanging two rows or two columns,
b) multiplying a row or column by a nonzero constant,
6. The Rank of a Matrix. Elementary Transformations APP-29
c) multiplying one row (or column) by a constant and adding it to another

row (or column).
We observe that transformations of type (c) are just those which we used
for simplifying and evaluating determinants.
Theorem 12. If A' is obtained from A by an elementary transformation, the

rank of A' equals the rank of A.
PROOF. For transformations of type (a) and (b), the result is immediate from
the definition. To prove the result for type (c), let r be the rank of A. If A
is an m x n matrix and r is the smaller of m and n (i.e., the rank of A is as
large as possible), then
rank A' ~ rankA. (I)
We show first that (I) holds regardless of the rank of A. Suppose that r is
smaller than m and n; let D' be a k x k submatrix of A' with k > r. To be
specific, suppose that A' is obtained from A by multiplying the first row of A
by c and adding the result to the second row. If D' contains both the first and
second rows of A', then det D' = det D, where D is the corresponding matrix
in A. But det D = 0, since k > r and since A is of rank r. The same result
holds if D' contains neither the first nor the second row. If D' contains only
the first row, we again have det D' = det D. The only remaining case occurs
when D' contains the second row but not the first. But then det D' is a linear
combination of two determinants of A of order k. Since all determinants of
A of order k are zero, we conclude that det D' = O. Thus the determinant of
every k x k submatrix of A' with k > r is zero, and therefore (I) is estab-
lished for every rank r. The argument just given works for any two matrices
which are related to each other by a transformation of type (c). But since A
can be obtained from A' in this manner, we conclude that
rank A ~ rankA'. (2)
Combining (I) and (2), we get rank A = rank A'.
We say that two matrices are equivalent if and only if it is possible to

pass from one to the other by applying a finite number of elementary trans-
formations. We write A ~ B when A and B are equivalent. From Theorem
12 we conclude that equivalent matrices have the same rank.
To compute the rank of an m x n matrix A directly from the definition,
we must evaluate the determinant of every square submatrix of A. If m
and n are large, this task is laborious, unless A has many zero entries. How-
ever, with the aid of elementary transformations and without an undue
amount of computation, we can find a matrix equivalent to A whose rank
can be determined by inspection. We first illustrate the technique with an
example and then establish the appropriate theorem.
c:
EXAMPLE I. Determine the rank of the 4 x 5 matrix
-~ )
-3 -I I
I 7 I
A=
I 2 4 0 -2
-2 -2 6 2 -4/
SOLUTION. Interchanging the first and third rows, we find that
A~
(-~ -2
-3
-2
2
1
-I
4
7
6
0
2
I
I
-')
-4
o .
-4
Multiplying the first row of this new matrix by 2 and adding the result to the
third and fourth rows, we obtain
2 4 o
A:::o:
- (~
0
I
I
7
7
I
I
-2)
-4
-4 .
o 2 14 2 -8
Multiplying the second row by I and 2 and subtracting the results from the
third and fourth rows, respectively, we get
2 4 o
A:::o:
- (~ 0
I
o
7
o
I
o
-~)o - -A' .
o o o o o
By inspection, A' is seen to have rank 2. Therefore A has rank 2.
We now state a theorem which describes the process developed in the

above example.
Theorem 13. By a succession ofelementary transformations of type (a) and (c)

operating on rows only, any m x n matrix A can be reduced to an equivalent
matrix A' in which
for j<};, i= 1,2, ... ,m,
where
I ~jt <j2 < ... <j, ~ n,
(3)
};=n+1 for i =r+ I, r + 2, ... , m.
The rank r is the integer equal to the number of rows which do not consist
entirely ofzeros. A corresponding result holds for columns.
Before proceeding with the proof, we give an example of the content of (3).
)1 = I 3 2 3
)2 = 2 0 I 2 5
13=4 0 0 0 2 -I 4
)4 = 5 0 0 0 0 I 3
)m = n + I 0 0 0 0 0 0 0
In other words, by means of elementary transformations we introduce as
many zeros as possible in the bottom row, the second largest number of
zeros in the second from bottom row, and so on until, in the first row, we
introduce the fewest zeros (or perhaps none).
PROOF. If A is the zero matrix, then)\ = i2 = ... im = n + I, and A is already

in the desired form. The rank is zero. Otherwise we let the i \ st column be
the first column which does not consist entirely of zeros. If a nonzero element
occurs in the first column, then) 1 = 1. We interchange rows, if necessary,
so that the element a 1 • j , # O. Then, by elementary transformations of type
(c), we make the remainder of that column all zeros; of course, all the
numbers (if any) to the left of the) 1 st column are still O. If all the numbers
below the first row are zero, then) 2 =)3 = ... =)m = n + I, and the matrix
is in the desired form; then r = 1. Otherwise, we let the i2nd column (of
course)2 >j\) be the first one which contains a nonzero element below the
first row. By interchanging rows and performing elementary transformations
of type (c), we arrange that a2 • j , # 0 but that all the numbers ai . h = 0 if
i> 2; of course, all a ij = 0 if i :2: 2 and) < i2' If all the aij with i > 2 are zero,
then 13 = .. ')m = n + I, and the matrix has been reduced to the desired
form with r = 2. In any case, the process will stop after some step, say the
rth, where r ::::; m; if r < m, all the rows below the rth will consist of zeros.
If, now, we select the submatrix of A' consisting of the first r rows and the
i\, ... ,), columns, this r x r submatrix has the form
The diagonal elements are all nonzero and the asterisks stand for numbers
which mayor may not be zero. The matrix is triangular and nonsingular.
The rank of A is r.
The proof for columns is the same.
Corollary 1. If A is an n x n matrix, the process described in the proof of

Theorem 13 transforms A to a triangular matrix with all zeros located below the
diagonal.
Corollary 2. If A is a nonsingular n x n matrix, it can be reduced by means

of elementary transformations, as in Theorem 13, to a matrix having nonzero
elements along the diagonal and zeros elsewhere.
PROOF. By Corollary I, we make A into the triangular matrix A'. The value
of the determinant is then the prod uct of the diagonal elements; hence all
diagonal elements are nonzero. Now, starting with the last column and the
element in the lower right-hand corner, we use- elementary transformations
of type (c) to transform to zero all the elements above the bottom one in the
last column. Proceeding to the second-from-Iast column, we transform to
zero all the elements above the diagonal element. Continuing this process,
working from right to left, we get a diagonal matrix which is equivalent to A.
Corollary 3. The basic process as described in the proof of Theorem 13 leads

to the simultaneous reduction to a similar form of each of the submatrices AI'
which are obtained by deleting all but the first I columns of A. The rank of A,
is the integer equal to the number of rows in Ai which have nonzero elements.
The proof of the theorem shows that, in principle, elementary transforma-

tions of type (b) are not needed to carry out the reduction from A to A'.
However, if we have matrices with integers or if, in carrying out the reduc-
tion, we wish to avoid arithmetical difficulties, transformations of type (b)
are helpful. The next example illustrates the use of type (b) transformations
in performing the reduction.
EXAMPLE 2. Given the matrix

3 2 -2 3
2 3 -3 4
A= -2 4 2 3
5 -2 4 2
3 4 2 3
determine the rank of A, as in Example I. Use transformations of type (b)
when convenient.
SOLUTION. We begin by interchanging the first two rows and then multiplying
the second, fourth, and fifth rows by 2. In this way we avoid fractions. The
reduction then proceeds as follows:

2 3 -3 4 2 3 -3 4
6 4 -4 6 0 -5 5 -6
A;;; -2 4 2 3 ~
0 7 -I 7
10 -4 8 4 o -19 23 -16
6 8 4 6 0 -I 13 -6
2 3 -3 4 2 3 -3 4
0 -I 13 -6 0 -I 13 -6
~
0 -5 5 -6 ~
0 0 -60 24
0 7 -I 7 0 0 90 -35
0 -19 23 -16 0 0 -224 98
2 3 -3 4
0 -I 13 -6
~
0 0 -5 2
0 0 18 -7
0 0 -16 7
Multiplying the third row of the last matrix by 3 and combining with the
fourth and fifth rows, we get
2 3 -3 4 2 3 -3 4 2 3 -3 4
0 -I 13 -6 0 -I 13 -6 0 -I 13 -6
A;;; 0 o -5 2 ~
0 0 -I I ~
0 0 -I I
0 0 3 -I 0 0 3 -I 0 0 0 2
0 o -I I 0 0 -5 2 0 0 0 -3
Finally, we obtain
2 3 -3 4
0 - I 13 -6
A;;; 0 o -I I =A',
0 0 0 2
0 0 0 0
and A is of rank 4.
The next example shows how the reduction proceeds when only elementary
transformations involving columns are used.
EXAMPLE 3. Given the matrix

2 I -I -2
4 2 -2 -4
A= -5 -2 3 2
I -I -2 8
8 3 -2 I
reduce A to the form described in Theorem 13, using only elementary trans-
formations involving columns. Find the rank of A.
SOLUTION. We begin by interchanging the first two columns; we then intro-

duce zeros in the first row.
I 2 -I -2 1 0 0 0
2 4 -2 -4 2 0 0 0
Ac;; -2 -5 3 2 ~
-2 -I 1 -2
-I I -2 8 -I 3 -3 6
3 8 -2 I 3 2 1 7
0 0 0 1 0 0 0
(-~ -I
0
-I
3
0
0
0
0
0
0
~
2 0
-2 -I
-I 3
0
0
0
0
0
0
3 2 3 3 3 2 3 0
The rank is 3.
PROBLEMS
In each of Problems I through 9, reduce A to a matrix A', using elementary trans-
Ie
formations involving rows, in accordance with the procedure ofTheorem 13. Determine
the rank of A.
4 6 4 -2
-I
-II
2
-6 D 2 (
-I
:
2
-I
5
10
0
8
0
-i)
-j)
-I 0 0 -2 -5
3 (! -2
1 0
0
;) 4 ( j -I
1
3
0
1
0
-2 I -I 0
5. I -2 6. 2 -I 3
(-j ~) (-; -i)

I -3 -5 -I 0
2 2 I 3 -6
-I -5 7 0 3
-3 -4 0 7 -15 -I
7.
(-~
-3
-I
-2
3
2
3
-2
1
-')
-2
I
3
8.
(-~
3
2
-2
4
-3
-2
2
3 -;)
9. 2
I 1
G
:3
D
2
1
-;;: 3 -2
2
3 1
5 3
In each of Problems 10 through 14, reduce A to a matrix A' as above, but use elementary
transformations involving columns only. Determine the rank of A in each case.
10. A is the matrix in Problem 3. II. A is the matrix in Problem 4.
12. A is the matrix in Problem 7. 13. A is the matrix in Problem 8.
14. A is the matrix in Problem 9.
In Problems 15 through 17, in each case reduce the given matrix to diagonal form as in
U
Corollary 2.
-2 -4 -I -2
16. ( 2
15. -3 -2 -2 -I
-2
3
-II
3
;)
-: -I
2 -3
2
(j 3 -I 2
i)
1 5 -1
17.
2 I 6
-I 4 -2
I -5 6
18. Show that every n x n matrix may be reduced by elementary row transformations
to triangular form, with all elements above the diagonal consisting of zeros.
19. Let A be an m x n matrix with m S n. If A is of rank r with r < m, describe a process
using elementary row transformations which reduces A to a form having the first
(m - r) rows consisting entirely of zeros.
20. Show that every n x n nonsingular matrix A may be reduced by row transformations
to a form in which the only nonzero elements are
21. Let A and H be n x n matrices. Show that

rank(A + H):s; rank A + rankH.
22. Show that for any matrix A, the rank of A is the same as the rank of A'.
7. General Linear Systems

We consider a system of m linear equations in n unknowns in which m may
be different from n. In a system such as
allXt + a 12 x 2 + + alnxn : bl }
j
a 2l x I + a 22 x 2 + + a 2n x n - b2
(I)
.: .: :
. '
amlX I + a m2 X 2 + ... + amnXn = bm
we call the m x n matrix
a,. )
r-
a 12
a 21 a 22 a 2n
A= .
amI a m2 a mn
the coefficient matrix of the system (I). The m x (n + I) matrix

a 12 a ln
B=
(""
a 21
.
amI
a 22
a m2
a 2n
a mn
b')
b2
bm
is called the augmented matrix of (I).

As an illustration, suppose we wish to solve the system of equations
3x + 2y - 2z = 3,
2x + 3y - 3z = 4,
- 2x + 4y + 2z = 3, (2)
5x - 2y + 4z = 2,
3x + 4y + 2z = 3.
The reader, noticing that there are more equations than there are unknowns,
would not expect a solution. However, sometimes such systems do have
solutions. Geometrically, the above system represents five planes in three-
dimensional space. If it should accidentally happen that the five planes have
a point in common, then (2) has a solution. We shall show that the existence
of a solution of (2) depends on the behavior of both the coefficient matrix and
the augmented matrix.
Suppose now that we proceed to reduce an augmented matrix of a given
system such as (I), using the methods of elementary transformations as
described in the preceding section. First we note that the coefficient matrix
is reduced simultaneously. Second, the interchange of two rows of a matrix
corresponds to an interchange of two rows of the system of equations and
does not affect the solution. Multiplication of a row by a constant is the
same as multiplication of an equation by a constant and also has no effect
on the solution. A transformation of type (c) is the same as multiplication
of one equation by a constant and addition of the resulting equation to
another equation. Again, the solution is unaffected. Thus to each elementary
transformation of the augmented matrix involving only rows, there corre-
sponds an operation which we call the corresponding elementary trans-
formation of the given system of equations. By now, the following imp'ortant
theorem is evident.
Theorem 14. Suppose B is the augmented matrix of a certain system of equa-

tions and B' is obtained from B by applying a finite number of elementary
transformations involving only rows. Then B' is the augmented matrix of that
system of equations which is obtained from the original system by performing
the corresponding elementary transformations. The coefficient matrix of the
transformed system is obtained from B' by omitting the last column. The
systems corresponding to Band B' have the same solutions. We say the systems
are equivalent.
The augmented matrix of (2) is
3 2 -2 3
2 3 -3 4
-2 4 2 3
5 -2 4 2
3 4 2 3
We recognize this matrix as the one in Example 2 of the preceding section.

The result of reduction shows that
~ ~ =~ ~) (~-~ ~~ _:)
( -2
5 -2
3423
4 2
4
a 3
2
_
a a
0000
0 -I
0
I
2
.
We now use Theorem 14 to conclude that the system (2) is equivalent to the
system
2x + 3y - 3z = 4
y + 13z = -6
z=1
0=2
0=0,
which has no solution. However, if the column of numbers on the right in (2)
is replaced by the column
-3
-7
-2
15
3,
so that the system becomes
3x + 2y - 2z = - 3
2x + 3y - 3z = - 7
- 2x + 4y + 2z = - 2 (3)
5x - 2y + 4z = IS
3x + 4y + 2z = 3,
we see that exactly the same elementary transformations as before bring
about an equivalent system. We obtain
2x + 3y - 3z =-7
-y+ 13z=27
-Z= -2
0=0
0= 0,
which has the solution x = I, y = - 1, z = 2. The reader can easily verify
that this set of numbers satisfies all equations in (3).
EXAMPLE. Solve, if possible, the following system of equations by using

elementary row transformations on the augmented matrix to reduce the
system to a simpler equivalent form:
XI + 2x 2 - 2x 3 + 3x4 - 4x s = -3,
2x I + 4x 2 - 5x 3 + 6x4 - 5x s = -I,
- 3x4 + Ilx s = 15.
SOLUTION. The augmented matrix is
B= (
2 -2
4 -5 ~6 -5 . -1
3-4 :-3)
-I -2 0 -3 11: 15 '
and the part of B to the left of the dotted vertical line is the coefficient matrix.
We multiply the first row by 2 and subtract from the second row. Then,
adding the first row to the third row, we obtain
2 -2
o -I
3-4 -3) (1
o 3 5 ~ 0
2 -2
o -1
3 -4
o 3
-3)
5 .
o -2 o 7 12 0 o 0 o 1 2
Therefore, the given system is equivalent to the system
XI + 2x 2 - 2x 3 + 3x 4 - 4x s = -3,
+ 3x s = 5,
X s = 2.
From the last two equations we get at once X s = 2 and x 3 = 1. Solving the
first equation for X I ' we find that
Xl = 7 - 2x 2 - 3x4 .
In other words, regardless of the values we assign to X2 and x 4 , the remaining
values of Xl' x 3 , and X s will satisfy the given system. There is an infinite
number of solutions.
We now give a criterion (in terms of the ranks of both the coefficient
matrix and the augmented matrix) which determines when a general linear
system has a solution. However, the actual solution of a problem is most
easily obtained as in the example above.
Theorem 15 (Cramer's General Rule). (a) A system of m linear equations
in n unknowns has a solution if and only if the rank r of the augmented matrix
equals that of the coefficient matrix.
b) If the two matrices have the same rank rand r = n, the solution is unique.
c) If the two matrices have the same rank rand r < n, then at least one set of
r of the unknowns can be solved in terms of the remaining (n - r) unknowns,
and there are i'lfinitely many solutions.
PROOF. Let A be the m x n coefficient matrix and B be the m x (n + I)

augmented matrix of the given system. Suppose that B is reduced to the
matrix B' as in Theorem 13 (using rows only). The coefficient matrix of the
equivalent system corresponding to A is the submatrix A' of B' obtained by
deleting the last column. If A and B are not of the same rank, neither are
A' and B'. Then the last column of B' has at least one nonzero element b'
in which all remaining elements of that row are zeros. The corresponding
equation of the equivalent system is
0= b',
which is clearly impossible.
If A' and B' are of the same rank rand r = n, then there are as many
equations as unknowns and Cramer's Rule applies. There is a unique
solution.
If r < n, we select an ,. x r submatrix of A' which is nonsingular, and we
apply Cramer's Rule to solve for r of the unknowns in terms of the remaining
(n - r) unknowns. Thus part (c) of the theorem is established.
A system of linear equations is said to be homogeneous if and only if the

numbers on the right [i.e., b l , b z , ... , bm in (I)] are all zero. In this case,
it is clear that the rank of the augmented matrix equals that of the coefficient
matrix. Every homogeneous system has the solution
Moreover, if XI' Xz, ... , Xn and Yl, Yz, ... , Yn are solutions of a homo-
geneous system and c is a constant, then
and
are solutions. If the rank of a homogeneous system is n, then the solution is
unique and X I = X z = ... = 0 is the only solution. We have just derived
the following corollary.
Corollary. A homogeneous ~ystem ofm equations in n unknowns has a solution

x n in which not all the x j are zero if and only if the rank r of the
X I' X Z , ... ,
coefficient matrix is less than n. When r < n, some group of r of the x j can be
expressed in terms of the remaining Xj'
PROBLEMS
In Problems 1 through 16, find in each case all the solutions, if any, of the system of
equations. Begin by reducing the augmented matrix (and thus the coefficient matrix)
to the simplified form, using only row transformations. Find the rank r of the coefficient
matrix and the rank r* of the augmented matrix.
I. xl - x 2 +2x 3 =-2 2. x I + X 2 - 5x 3 = 26
3x I - 2x 2 + 4x 3 = - 5 XI + 2x 2 + x 3 = -4
2"2 - 3x 3 =2 XI + 3x 2 + 7x 3 = -34
3. 2x. + 3x l - x 3 = -IS 4. Xl -X3 +x4 =-2

3x I + SX l + 2X3 = 0 - Xl + 2x 3 + X 4 = S
Xl + 3x l + 3x 3 = II X, - X 3 + 2x 4 = 3
7x l + Ilx l = -30 2x. + Xl - X3 = -6
S. 3x. - Xl + 2x 3 = 3 6. 4x I - 6x 2 + 7X3 = 8
2x,'+ 2x l + x 3 = 2 XI - 2x l +6x 3 =4
x, - 3x 2 + X3 = 4 8x I - IOx 2 - 3x 3 = 8
7. 2x , - x 2 + X4 =2 8. x I + x 2 +2x 3 - x 4 =3
-3x , + x 3 -2x4 =-4 2x , - Xl + x 3 + X4 = I
Xl + Xl - X3 + X4 = 2 XI - SX l - 4x 3 + SX 4 = -7
2x I -X 2 +SX 3 =6 4x , -SX l - x 3 +5x 4 =-3
9. 2x, - 7x 2 - 6x 3 = 0 10. x, - Xl - SX 3 = 0
3x I + SX 2 - 2x 3 = 0 2x , + 3x 2 = 0
4x I - 2x 2 - 7x 3 = 0 4x I - Sx 2 - 22x 3 = 0
II. 2x I + 3x 2 - x 3 - x 4 =0 12. Xl-2X2+lOx3-4x4=0

x l - x 2 -2x 3 -4x 4 =0 3x 1 - X 2 =0
3x l + x 2 +3x 3 -2x 4 =0 -2x,+ x 2 + Sx 3 -2x 4 =0
6x l +3x 2 -7x 4 =0 2x, - 3x 2 - SX 3 + 2x 4 = 0
13. Xl + x 2 - 3x 3 + X4 = I 14. Xl - 2x 2 + 2X3 + 3x 4 = I

2x l -4x 2 +2x4 =2 -Xl + 4x 2 - X 3 - SX 4 = 2
3x I - 4x 2 - 2x 3 =0 2x I - 2x 2 + Sx 3 + 4x 4 = S
XI -2x 3 +3x 4 =3 -Xl +6x 2 - x 4 = 12
IS. x,+3x 2 - 2x 3 -3x 4 +2x s =4

-Xl - 3x 2 + 4x 3 + 4x 4 + 4x s = -I
-XI - 3x 2 + 4x 3 + 4x 4 - X s = -2
-2x , - 6x 2 + IOx 3 + 9x 4 - 4x s = I
16. 2x, + x 2 - 3x 3 + X4 + Xs = 0
x, + 2x 2 - x 3 + 4x 4 + 2x s = I
2x l - 3x 2 + 2X3 - x 4 + 3x s = -6
-Xl + 2x 3 + 3x4 - Xs = 8
2x 2 + x 3 +2x 4 +3x s =-7
3x. - 4x 2 + SX 3 - 2x 4 + X s = 0
17. Let A be an m x n matrix. Let B be the matrix formed by adjoining p new columns,
thus forming an m x (n + p) matrix. Show that rank A :5 rank B.
18. Consider a system of m equations in n unknowns. Show that if this system has at
least two solutions, then it has infinitely many.
19. The trace of a square matrix is the sum of the diagonal elements. Show that if A
is an m x n matrix, then A is the zero matrix if and only if the trace of AA' = O.
APPENDIX 2
Proofs of Theorems 6, 10, 16 and 17 of

Chapter 2
In this appendix we give statements and proofs of several of the more

difficult theorems on vectors in three dimensions. The proofs make liberal
use of the material on determinants given in Appendix I.
Theorem 6. Suppose that A, B, C, and D are points in space and that a Car-
tesian coordinate system is introduced in space. Denote the coordinates of A,
B, C, and D by (XA,YA' ZA)' (xB,YB, ZB), and so forth. (i) If the coordinates
satisfy the equations
YB - YA = YD - Ye,
then Ali ~ CD. (ii) Conversely, if AB ~ CD, the coordinates satisfy the
equations in (I).
PROOF. (i) We assume that the equations in (I) hold. Then also,
Ye - YA = YD - YB,
From (1) and Corollary 2 on p. 10, it follows that either ABIICD or A, B,
C, and D are on a line. From Eqs. (2), we conclude that either AClIBD or
A, B, C, and D are on a line. Thus, either ACDB is a parallelogram or A,
B, C, and D are on a line L, which we may assume is directed.
If ACDB is a parallelogram then Ali ~ CD by definition. If A, B, C,
and D are on a line L, let Z have the parametric equations
x = Xo + tcosa, Y = Yo + tcosf3, Z = Zo + tcosy (3)
and let A, B, C, and D have I coordinates lA' t B, t e , and t D, respectively.
Thus XA = Xo + tAcOS a, XB = Xo + tBcosa, etc. Subtracting, we get
Appendix 2. Proofs of Theorems 6, 10, 16 and 17 of Chapter 2 APP-43
XB - XA = (t B - tA)COSo(, XD - Xc = (fD - tdeosO(,]
YB - YA = (fB - tA)cos{3, YD - Ye = (fD - tdeos{3, (4)

ZB - ZA = (f B - tA)cosy, ZD - Ze = (fD - tdeosy.
From the equations in (I) and (4), we conclude that
(f B - tA) cos 0( = (fD - t e) cos 0(, 1
(fB - tA) cos {3 = (fD - td cos {3, (5)
(tB - tA)cosy = (tD - te)cosy.
Since cos 0(, cos {3, and cos yare never simultaneously zero (as cos 2 0( +
cos 2 {3 + cos 2 Y= I), it follows from (5) that t B - tA = t D - t e , so that AB =
CD and hence AB::::::: CD in this case also.
ii) To prove the converse, we assume that Ali::::::: CD. Then either ACDB
is a parallelogram or A, B, C, and D are on a directed line Z. Let us first
assume the former; we wish to show that the equations in (I) hold. Suppose
they do not. It is clear that there are unique numbers XE, YE, ZE, coordinates
of a point E =I- D such that
YE - Ye = YB - YA,
and
Then, by part (i), we know that ACEB is a parallelogram (since C is not on

line AB because ACDB is a parallelogram). But then D and E must coincide,
thus contradicting the fact above that D =I- E. Accordingly, the equations in
(I) must hold.
To consider the other case, let Z have the parametric equations (3). If
we use our previous notation, we conclude that the equations in (4) hold.
But, since Ali : : : : CD, we know by definition that AB = CD, i.e., that tB -
tA = t D - t e . But then the equations in (I) follow from those in (4), and the
proof is complete.
We know that the vectors i, j, and k corresponding to any given coordinate

system in space are linearly independent. Consequently Theorem 10 is a
special case of the following Theorem 10':
Theorem 10'. Suppose that U I , VI , and W I are linearly independent and suppose
that
all a 12 a 13
D = a 21 a 22 a 23 (6)
a 31 a32 a 33
Then the set {u 2 , v2 , w2 } is linearly dependent ¢> D = O.
APP-44 Appendix 2. Proofs of Theorems 6, 10, 16 and 17 of Chapter 2
PROOF. (a) Suppose the set is linearly dependent. Then there are constants
c l , C2 , and C3, not all zero, such that
(7)
If we substitute (6) into (7), we obtain
(cla ll + c2 a 21 + c 3a 31 )u I + (c l a 12 + c2 an + c 3a 32 )v I
(8)
+ (c l a l3 + c 2a 23 + C3a33)WI = o.
Since U I , v I' and WI are linearly independent, their coefficients must all
vanish. That is, we must have
ailc i + a 21 c 2 + a31c3 = 0,
a l2 c I + anC2 + a 32 c 3 = 0, (9)
a l3 c l + a 23 c 2 + a 33 c 3 = O.
But if(9) holds with c l , c2 , and C3 not all zero, the determinant D' of the co-
efficients must vanish according to the Corollary to Cramer's Rule (Theorem
II, Appendix I). But D' is obtained from D by interchanging rows and col-
umns. Accordingly, det D = det D' = O.
b) Now suppose D = O. If all the cofactors Aij are zero, any two rows of
D and hence any two of the vectors U 2 , v2' and W 2 are proportional and the
set is linearly dependent. Otherwise, some A pq =I- O. By interchanging the
order of the vectors, if necessary, we may assume that p = 3. From the
expansion theorem (Theorem 5, Appendix I), we conclude that
allA 1q + a21A2q + a31A3q = 0,
a l2 A lq + a 22 A 2q + a 32 A 3q = 0, (10)
a l3 A lq + a 23 A 2q + a 33 A 3q = O.
Since A 3q =I- 0, we can solve equations (IO) for the a 3j , obtaining
a 31 = ka ll + la 21> a 32 = ka l2 + la 22 , a 33 = ka l3 + la 23 ,} (II)
k = -A lq /A 3q , 1= -A 2q /A 3q .
In this case it follows from (II) and (6) that w2 = kU 2 + Iv 2 , and the vectors
and W 2 are linearly dependent.
U 2 , V2 ,
Theorem 16. Suppose that u and v are any vectors, that {i, j, k} is a right-
handed coordinate triple, and that t is any number. Then
i) v x u = -u x v,
ii) (tu) x v = t(u x v) = u x t(v),
iii) i x j = - j x i = k,
j x k = - k x j = i,
k x i = - i x k = j,
iv) i x i = j x j = k x k = O.
Appendix 2. Proofs of Theorems 6, 10, 16 and 17 of Chapter 2 APP-45
PROOFS. (i) By definition Iv x ul = lu x vi and v x u and u x v are both

orthogonal to both u and v (or are both zero if u and v are proportional).
Thus v x U= ±o x v. If we let W = 0 x v, then {u,v,w} and {v,u, -w}
are right-handed (see Theorem 15, Chapter 2), so v x 0 must equal -w.
ii) If I = 0 or 0 and v are proportional, (ii) certainly holds. Otherwise, let
us set w = 0 x v. Then (ii) follows since all the terms in (ii) have the same
magnitude, all are orthogonal to both u and v, and {IU, v, tw} and {o, IV, IW}
are right-handed by Theorem 15, Chapter 2.
iv) This follows, since we must have i x i = -i x i = 0, etc.
iii) To prove (iii), we note that, since {i, j, k} is right-handed, = n/2, e
Iii = Ijl = Ikl = I, and k is orthogonal to both i and j, it follows that i x j =
k. That j x i = - k follows from this and from (i). Since {i,j, k} is a coordi-
nate triple, it follows as above that j x k = ± i. Setting
WI =k, Oz = j, Vz = k, Wz = i,
we see that
Oz = 0'0 1 + I'v I + O·w l ,
V z = 0'0 1 + O'v I + I·w l ,
Wz = I· U I + O· VI + O· WI'
Since {i, j, k} was given as right-handed, it follows from the discussion in
Chapter 2, Section 7, that {u z , vz , wz} is right-handed since
010
D= 001 =+1.
100
The proof that k x i = j is similar.
Theorem 17 (Distributive law).!fo, v, and ware any veclors,

i) u x (v + w) = (u x v) + (0 x w) and
ii) (v + w) x u = (v x u) + (w x D).
PROOF. Part (ii) follows from part (i) and part (i) of Theorem 11, for
(v + w) x 0 = -[0 x (v + w)] = -[(0 x v) + (0 x w)]
= [ -(0 x v)] + [ -(0 x w)] = (v x D) + (w X D).
It is clear that (i) holds ifo = O. Otherwise, let {i',j',k'} be a right-handed
coordinate triple such that 0 = loli' (i.e., i' is the unit vector in the direction
of D). Suppose that
APP-46 Appendix 2. Proofs of Theorems 6, 10, 16 and 17 of Chapter 2
Since V is orthogonal to both u and v, we must have
Thus
AI=O and bIBI+cICI=O so that
for some k, Moreover,
IVI = lui' Ja~ + b~ + c~sinO
and
u'v = lui' Ja~ + b~ + c~cosO = lu/a l ,
Since O:s; O:s; 1t and cosO = adlvl, it follows that

sin 0= Jbi + ci/lvl,
Thus
IVI = Ikl· Jbi + ci = lui' Jbi + ci so k = ±Iul.
Finally {u, v, V} must be right-handed, so that
lui o o
a l b l C1 = kluj' (bi + cD > 0
o -kc I kb 1
(unless v = 0 or v is proportional to u), Hence k = + I and
V = lui' (-cli' + blk'). (12)
The result in (12) evidently holds also if v = 0 or is proportional to u,
In like manner, if we let
w = a2 i' + b2 i' + c2 k', w= u x w, x =u x (v + w),
we see that
W = lui' (-c 2i' + b 2 k'),
from which (i) follows.

APPENDIX 3
Introduction to the Use of a Table of

Integrals
We recall some of the methods of integration with which the reader should
be familiar. These devices, together with the integrals listed below, enable
the reader to perform expeditiously any integration that is required in order
to work the problems in this text.
1. Substitution in a Table ofIntegrals
EXAMPLE. Letting u = tanx, du = sec 2 xdx, we find that J e,anx sec 2 xdx =
Je du = e + C = e lanx + C.
U U
.
2. Certain Trigonometric and Hyperbolic Integrals

We illustrate with trigonometric integrals; the corresponding hyperbolic
forms are treated similarly.
a) J
sinmucos"udu.
i) n an odd positive integer, m arbitrary. Factor out cosudu and express
the remaining cosines in terms of sines.
EXAMPLE
f
sin 4 2x cos 3 2x dx = tf sin 4 2x(l - sin 2 2x)' (2 cos 2x dx)
= tf (sin 4 2x - sin 6 2x)d(sin 2x)
= /0 sins 2x - /4 sin 72x + C.

APP-48 Appendix 3. Introduction to the Use of a Table of Integrals
ii) m an odd positive integer, n arbitrary. Factor out sin u du and express
the remaining sines in terms of cosines.
iii) m and n both even integers 2: O. Reduce the degree of the expression
by the substitutions
. 2 I - cos2u 2 I + cos 2u
sm u = 2 ' cos u = 2 .
EXAMPLE
f sin 4 udu = ±f (I - cos 2U)2 du
=±f(l-2COS2U)du+kf(l + cos 4u)du
= 3u _ sin2u + sin4u +. c.
8 4 32
b) Jtanmusee"udu.
i) n an even positive integer, m arbitrary. Factor out sec 2 u du and express

the remaining secants in terms of tan u.
EXAMPLE
sec4 u du = f (tan u) - 1/2 (1

/tiillU + tan 2 u)· (sec 2 u du)
f " tanu
= f [(tan U)-1/2 + (tan u)3/2]d(tan u)

= 2(tanu)1/2 + ~(tanu)5/2 + C.
ii) m and odd positive integer, n arbitrary. Factor out secutanudu and
express the remaining tangents in terms of the secants.
EXAMPLE
J -
J:ysecu
tan3 u du = (secu) 4/3 tan 2 u·(secutanudu)
secu
= f [(secu)2/3 - (sec u)-4/3Jd(sec u)
= Hsecu)5/3 + 3 (sec U)-1/3 + C.

c) Jcot m
u esc"u duo These are treated like those in (b).
3. Trigonometric and Hyperbolic Substitutions APP-49
3. Trigonometric and Hyperbolic Substitutions

a) [f J a 2 - u 2 occurs (or a 2 - u 2 occurs in the denominator), set u =
asinO, 0 = arcsin (uja), du = acosOd8, Ja 2 - u 2 = acosO.
EXAMPLE
f J a2 - u 2 du = a 2 f cos 2 8 dO = a
2
2
f (I + cos 28) dO
a2
= 2(0 + sin8cos8) + C
a2 u
= -arcsin- + uJa 2 - u2 + C.
2 a
b) If Ja 2 + u 2 occurs, set u = a tan 0, etc.

EXAMPLE
f 3
u Ja
2
f
+ u2 du = as tan 3 8sec 3 8d8.
The last integral is of type (2) (b)(ii) above.
c) If Ju 2 - a 2 occurs, set u = a sec 8, etc.
f
EXAMPLE
f
2 2
Ju - a
-"-------du = atanO
--'asec8tan8dO
u asec 0
J f
= atan 2 8d8 = a (sec 2 8 - l)d8
= a (tan 0 - 8) + C
= Ju 2 - a2 - aarcsec(uja) + C.
A hyperbolic substitution is sometimes more effective:
EXAMPLE. If we let u = a sinh v, then
f Ja
2
+ u2 du = f a 2 cosh 2 v dv = a
2
2
f(I + cosh 2v) dv
a2
= 2(v + sinh v cosh v) + C
a; argSinh(~) + uJa + u 2 + C.
2
=
APP-50 Appendix 3. Introduction to the Use of a Table of Int;grals
4. Integrals Involving Quadratic Functions

Complete the square in the quadratic function and introduce a simple change
of variable to reduce the quadratic to one of the forms a 2 - u 2 , a 2 + u 2 , or
u2 _ a 2 .
EXAMPLE
f x(2x+- 2x3)dx =f (2x - 3)dx

2
+ 2 (x + 1)2 + I'
f
Let u = x + 1. Then x = u - I, dx = du, and
f (2x - 3)dx
(x+I)2+l=
(2u - 5)du
u2+l
2
=Iog(u +1)-5arctanu+C
= log(x 2 + 2x + 2) - 5 arctan (x + I) + C.
5. Integration by Parts: Ju dv = uv - Jv duo

EXAMPLE. If we let u = x and v = eX, then the formula for integration by
parts gives
f xe Xdx = f u dv = uv - f v du = xe X - f eX dx = xe X - eX + C.
6. Integration of Rational Functions (Quotients of

Polynomials)
If the degree of the numerator ~ that of the denominator, divide out, thus
expressing the given function as a polynomial plus a "proper fraction." Each
proper fraction can be expressed as a sum of simpler "proper partial
fractions" :
P(x) Pi (x) p.(x)
- - = - - + ... + - -
Q(x) Q 1 (x) Q.(x) ,
in which no two Qi have common factors and each Qi is of the form (x - a)k
or (ax 2 + bx + cl; of course Q = Qt' Q2 ... Q•. Each of these fractions
can be expressed uniquely in terms of still simpler fractions as follows:
6. Integration of Rational Functions (Quotients of Polynomials) APP-51
Pi(X) Atx + B t A 2 x + B2
---=----'-'--'--...,. = + + ...
(ax 2
+ bx + C)k ax 2 + bx + c (ax 2 + bx + C)2
Akx+Bk
+ (ax 2 + bx + C)k'
Each of these simplest fractions can be integrated by methods already de-
scribed. The constants are obtained by multiplying up the denominators and
either equating coefficients of like powers of x in the resulting polynomials
or by substituting a sufficient number of values of x to determine the
coefficients.
EXAMPLE I. Integrate
+ 2x + 3 d
J
X2
x(x - l)(x + I) x.
According to the results above, there exist constants A, B, and C such that
x + 2x + 3
2
--'--'---- = -A
+-BC
- + --
x(x - I)(x + I) x x - I x + I'
Multiplying up, we see that we must have
A(x - I)(x + I) + Bx(x + I) + Cx(x - I) == x 2 + 2x + 3.
The constants are most easily found by substituting x = 0, I, and - I in turn
in this identity, yielding A = - 3, B = 3, C = I.
EXAMPLE 2. Integrate
f
3X2 +X - 2
(x - I)(x 2 + I)'
There are constants A, B, and C such that
2
3x + x - 2 = ~ + Bx + C
(x - I)(x 2 + I) x - I x2 +I '
or
A(x 2 + I) + Bx(x - I) + C(x - I) == 3x 2 + X - 2.
Setting x = 1,0, and -I in turn, we find that A = I, C = 3, B = 2.
EXAMPLE 3. Show how to break up the fraction
2x 6 - 3x 5 + x 4 - 4x 3 + 2x 2 - X + I _ P(x)
(x - 2)3(X 2 + 2x + 2)2 = Q(x)
into simplest partial fractions. Do not determine the constants.

APP-52 Appendix 3. Introduction to the Use of a Table of Integrals
SOLUTION.
P(x)
Q(x)
A3 A 4 x + As A6 x + A 7
+ (x - 2)3 + x 2 + 2x + 2 + (x 2 + 2x + 2)2'
7. Three Rationalizing Substitutions
a) If the integrand contains a single irrational expression of the form

(ax + b)p/q, the substitution z = (ax + b)l/q will convert the integral into
that of a rational function of z.
EXAMPLE. If we let z = (x + I) 113 so that x = Z3 - I and dx = 3z 2 dz, then
f~x + I dx
X
= f-Z-' 2
Z3 - I
3z dz = f3dZ + f 3 dz
(z - I)(Z2 + Z + I) .
b) If a single irrational expression of the form 2
-
2
,
2
Ja x Ja
+ 2 , or x
Jx 2
- a
2
occurs with an odd power of x outside, the substitution z =
Ja 2 2
- x (or etc.) reduces the given integral to that of a rational function.
EXAMPLE. If we let z = Ja 2
- x 2 , then
x 2 = 0 2 - Z2, xdx = -zdz,
J a2 -3 x 2
dx = _f Z2 dz
f x (Z2 _ a 2)2 .
c) In case a given integrand is a rational function of trigonometric func-

tions, the substitution
t = tan (8/2), 8 = 2 arctan t,
I - t2 . 0 2t
cos 8 = -1--2 ' stn =-1--2 '
+t +t
reduces the integral to one of a rational function of t.
Making these substitutions, we obtain

f
EXAMPLE.
2
f dO (2dt)/(1 + t ) f 2dt
5 - 4cosO = 5 - 4[(1- t )/(I + t 2)] = 1 + 9t 2 '
2
A Short Table of Integrals. The constant of integration is omitted.
Elementary formulas
I. fu"du
un+!
= n + l' n'" -I 2. fdu
--;; = log lui
3. I e"du = e" 4. I a"du =a"

- a >0, a'" 1
Ina'
5. ISinudu = -cosu 6. I cos udu = sin u
7. Isec 2 udu = tanu 8. I csc 2 udu = -cot u
9. Isecutanudu = secu 10. I cscu cot udu = -cscu
11. I sinh udu = cosh u 12. I cosh udu = sinh u
13. I sech 2 udu = tanh u 14. I csch 2 udu = -coth u
15. I sech u tanh udu = -sech u 16. I csch ucoth udu = -csch u
17. I du
~=arcsm-,
. u a> lui
a2 _ u2 a
18. I-2
+ a
dU
u
2 = !arctan~,
a a
a =F 0
du 1 u
19. ~2 = -arcsec-, lui> a
I u u2 - a u a
I !
argsinh~
20. du a
-Ja 2 + u2 = log(u + -Ja 2 + u2 )
1 u
-argtanh-, lui < a
a a
21. fa2 ~ u 2= 1 u
-argcoth-, lui> a
a a
22.
f ~
du
uv a2 - u 2
1
= --argsech-, 0 a > 0
Algebraic forms
25.
f
udu u a
a + bu = b- P log (a + bu) 26. f du -!
u(a + bu) a
IOgla_+U_1
bu
27. La :d:U)2 = :2 (a: bu + ~ log la + bul)

28. f u(a ~UbU)2 = a(a ~ bu) + ~ log la: bul
29. fu,Jadu+ bu ~JQ log IJli+bU
= - JQI
,Ja + bu + JQ
~b d 2(3bu - 2a),J(a + bU)3
30.
f
u"a + vU u= 15b 2
31. f,Ja +bu du = 2Jli+bU + af ~

u u a + bu
32. f~ = 2(bu - 2o),Ja + bu

,Ja + bu 3b 2
33. f a 2 - u2 du = i,Ja 2 - u2 + ~Arcsin~, lui < a
34. f ,Ju 2 ± a2du = i,Ju 2 ± a2 ± ~ log lu + ,Ju 2 ± a21
35. f 2 2
~+
,Ja ± u du = "a-
u
2
I u2 - a Iog 1 a + ,Ja ±
u
u21
,Ju 2 - a2 a
36. du = ,Ju 2 - a 2 - a Arccos-, 0 < a < lui
f u u
Trigonometric forms
37. ftanudu = -loglcosul
38. fsecudu = loglsecu + tanul
39. fSin2udu = iu - !sin2u

40. f sinn u du = - Sinn-I: cos u +n: I f sinn- 2 udu
n d cosn-1usinu n-If n-2 d

41· cosu u= +-- cos u u
f n n
42. fSi:~u =
cosu
----~+--
(n-l)sinn1u
n - 2f du
---
n-I sin n- 2 u'
nI'l
. . d sin(m - n)u sin(m + n)u

43. sm mu sm nu u = - , m# ±n
f 2(m - n) 2(m + n)
sin(m - n)u sin(m + n)u

44. cosmucosnu d u = + , m# ±n
f 2(m - n) 2(m + n)
cos(m - n)u cos(m + n)u

45. sin mu cos nu du =
2(m-n) 2(m+n)
m# ±n
f
46. funsinudu = -uncosu + n fun-lcosudU
47. f uncosudu = unsin u - n f u n- 1 sin udu
48. f Arcsin u du = u Arcsin u +~
49. f Arccosudu = uArccosu - ~
50. f u Arcsin u du = ![(2u 2 - I) Arcsin u + u~]
Logarithmic and exponential forms
51. flOgluldU = u(loglul- I)
52. J (log lul)2 du = u(log lul)2 - 2u log lui + 2u
J n un+l u n+ 1
53. u logluldu=--logluj---2' n #-1
n+ I (n + I)
54. f uneUdu = uneU- n {un-I eUdu
55
·
{ou
e
.b SIn U
d
U =
eOU(asinbu - bcosbu)
a2 + b 2
..DU b d _ eOU(acosbu + bsinbu)

56 · { "cos u u - a2 + b 2
APP-56 A Short Table of Integrals
Miscellaneous forms
57. f(a + bu)"du = (a + burl, n of- -1

ben + 1)
58. f2 du b
u (a + u)
= -(aur l + ba- z[log (a + bu) -Iogu]
59. f du 2 (a + bU)I/2
(a + bu)I/2(e + dU)3/Z = be - ad e + du '
be - ad of- 0
60. f du b
u(a + un)
=(anrl[log(un)-log(a+bu n)], nof-O
61. f
(a
udu
+ bU)1/2
= 2(bu - 2a)(a
3b 2
+ bU)1/2
62. f2
u (u
2 du
+a
2 2
)1 1
= _(a 2ur 1 (u 2 + a Z)I/2
f.
(az - U Z )1/2 u
63. Z
du = -u- l (a 2 - UZ)IIZ - arcsin-
U a
64.
f 4 d 3u sin 2u sin 4u
sm u u = - - - - + - -
8 4 32
Answers to Odd-Numbered Problems
Chapter 1
Section J
I. IABI = j30; IBC! =.Jf9; lAC! =..[51; scalene

3. IABI = Jl7; lAC! = 18; IBC! = j35; right triangle
5. IABI =..[51; lAC! = j5f; IBC! = JI26
7. (-4,1, t) 9. (£, -1, ~), ct, 3j), e:, 125, 241)
II. t·J6T, tJ6T, tjiO 13. tJ74, tJ74, tJ26
15. P2(4,5, -6), Q(l, 3, 0) 17. Not on a line
19. Not on a line
21. Block extending indefinitely in x and z directions, bounded by planes
y = - 2 and y = 5.
23. Interior of sphere of radius I 27. 6x + 4y - 8z - 5 = 0; plane
Chapter 1
Section 2
" I 4 6 d"Ir.cosmes:j53'j53'j53
I . D Ir.nos.:,,-; " I 4 - 6
" nos.: 2 , - 6, - 3 ; d"If. cosmes:

3. D If. " 2 7'
7' -6 7
-3
5. (3,5,2) 7. (0,4,2) 9. On line

II. Not on line 13. Parallel 15. Not parallel
17. Perpendicular 19. J2/3 21. 41/3JT90
23. 4jiO
ANS-2 Answers to Odd-Numbered Problems
Chapter 1
Section 3
I. x = I + t, Y = 3 - 4t, z = 2 + 2t
3. x=4-t,y= -2+4t,z=-t
x-l_y_z+I
S· -2- -1 - ----=3
7 x-4_ y _ z
.. -2---=1- -3
9 x-3_y+I_z+2
· -2---0---0-
II. Perpendicular 13. Not perpendicular
IS x-4=L=z-2x-3=y-1 =z-4.x-2=y-S=~
· I -2 0' 0 I -2' I -3 2
17. x-2=y+I= z-S
a b -2a + 3b
19. (0, -;S, -;S), (~S,o, I~),(~S, -710 ,0)
21. x = 3 - t, Y = I + 3t, z = S + t
23 A'B,·x-2=2:'=z-6· A ,C'·x-2=2:'=z-6.
· ·s 02' '30 I'
B,C'·x+3=2:'=z-4
. 8 0 3
Chapter 1
Section 4
I. 3x + y - 4z + I = 0 3. 3y - 2z - 4 = 0
S. 2x - z = 1 7. 9x + y - Sz = 16
9. 2x + 3y - 4z + II = 0 II. 3x - 2z = 10
x+2 y-3 z-I IS x+I=2:'=z+2
13. -2-=-3-=-1- . I 0 2
17. 3x + 2y - z = 0 19. x - 2y - 3z + S = 0
x-2 y+ I z-3 23 x - I _ Y + 2 _ z
21. - - = - - = - -
3 -2 4 . -2- - ----=-1-:4
2S. 2x - 2y - z - 4 = 0 27. 2x - 3y - 5z = 7
29. 2x - 2y - z - 6 = 0 33. aA + bB + cC = 0
Al BI C I
3S. A 2 B2 C2 = 0
A 3 B3 C3
Chapter 1
Section 5
I. 8/21 3. ,}14/17
Answers to Odd-Numbered Problems ANS-3
5. x= 11-51,Y= -19+SI,z=1
7. x = -I - 2t, y = t, z = 3
9. (3,2, -1) 11. (-t,o, -~)
13. I
17. lOx -17y + z + 25 =
21.y+z=1
° 15. S/J29
19. 14x + Sy - 13z
23. (~~, ~L m
+ 15 = °
25. No intersection
27. x = 3 + 4t, Y = -1 + 51, Z = 2 - I
29. x = 291, Y = 2 + I, Z = 4 - 221
31. 5x+2y+3z-3=0
33. Jl4; 2J14/JT5
Chapter 1
Seclion 6
1. x 2 + y2
3. x 2 + y2
5.
+Z2 - 2x - Sy + 4z + 12 =
+ Z2 - 2y - Sz - 19 =
Sphere: C( - I, 0, 2), , = 2
° °
7. No graph
9.
11.
13.
Sphere: C(3, -2, -1),' = 2
x 2 + y2 + Z2 + 5x + 7y - 12z + 41 =
Plane 15.
°Plane
17. Parabolic cylinder 19. Elliptic cylinder
21. Circular cylinder 23. Circular cylinder
25. Circle, C(O, 0, 3), , = 4 27. No intersection
Chapter 1
Section 7
1. (a) (3fi,~,7) b) (4j5,arctan2,2) c) (JTI,n-arctanG),I)
3. (a) (213,~,arccos fi) b) (213, -4n ,arccos fi)

c) (2fi, -;n,~)
5. (a) (4'1,0) b) (1, 2n, 1!. 2 '1)
-13) c) (22'2'2 yJ
3
7. ,2
+ Z2 = 9 9. ,2 = 4z
II. ,2 = Z2 13. ,2 cos 28 = 4
15. , = 4sin8 17. P = 4cos</>
+2
19 . </>=1!.4 21. p = (l +~os</»
Chapter 2
Section 2
I. v= -2i+7j 3. V= -Si+4j
S. v = -12i - 4j 7. u = - 153 i - : ~j
-2. S.
9. u = no l + noJ II. B(4,6)
'1 29 '1 29
13. A(4,7) IS. A(-3,t),B(-S,f)
17. ±2i + 2j 19. -i + j
Chapter 2
Section 3
I.lvl=S,lwl=S,cosf)= -/5,proj.vonw=-t
3.lvl=S,lwl= 13,cosf)= -~Lproj.vonw= -g
S. Ivl = jf3, Iwl = y'TI, cose = 0, proj. von w =°
7. - 1
6
9. f1"i
'1 17
II. °
+1 I 2 II
13. cosf) = J"S,cosa= J"S IS. cosO= jf3'coso:= JT30
17. cose= -I,coso:= I 19. a=!
21 . I mpossl'ble 23 (-240+J(240 2 +69'407»
. a= 407
27. I~I = J93;proj. of liB on BC = -30/J93; proj. of AC on
BC = 63/J93
~ ~ 33 - -17
29. Proj. of AC on AB = 5; proj. of BC on AB = -S-
31. v[DE] = tV[AC] - ~v[AB] 33. v[EF] = j-v[AC] - tv[AB]
Chapter 2
Sec/ion 4
I. -i + 4j - 6k 3. Si - j + 3k
S. -2i - 3k 7. ~(3i + 2j - 4k)
y29
9. _1_(2i - 4j - k) II. B: (3, 3, - 4)
J2f
13. A:(-I,-2,O) IS. A: (t, 0,3), B : (t - 2, S)
17. A:(t,-i,f),B:(t,t,!) 19.4i-Sj+k
Chapter 2
Sec/ion 5
I. Linearly independent 3. Linearly dependent
5. Linearly dependent 7. 13u + 7v - 2w

9. tu + iv - t W II. -~u + 3v + ~w
17 x-l_y+4_z
. ----=T - - 4 - - "7
Chapter 2
Section 6
I. 16_ I -II
3. M3 5. - -
7')6 ;j oJ 29
7. -t 9. -23/j50 II. i(2i - 6j + 3k)
13. I (3i-2j+7k) 15. k=2,h=~
,)62
17. k = 3, h = 1~25 21. 3g + 5h = 0
23. 4g - 9h = 0 25. h= I,g=-I
2
27. Only if u = kv for some k > 0 29. 16
Chapter 2
Section 7
I. 2i - 3j - 7k 3. -4i - 2j - 5k
5. 20i + 30j - 16k 7 -

7J'S x-y-z,=O
· 2'
3JE
9. -2-' Ilx + 5y + 13z - 30 = 0
J42f
II. -2-' 9x + 12y + 14z = 32 13. 107
,)1038
x+1 y-3 z-2 x-I y+2 z-3
15. -2- = -=1T =---=7 17. -1-=---=1=-1-
19 x-3=l:'=z-1 21 x+2_y-l_z+1
. -2 I 3 · -2---11---8-
23. 8x + 14y + 13z + 37 = 0 25. 2x - z + I = 0
27. 5x - 3y - z = 6 29. 4x - 3y - z + 9 = 0
31. x-y-z+6=0 33 x - 3 = y + 2 = ~
· 2 I 2
Chapter 2
Section 8
I. V = 20 3. Plane: x + 2y - 5 = 0
7. i + 5j - 2k 9. 8i + lOj - 14k
x-2 y+1 z-3
13. - - = - - = - - 15. -16v + 12w
160 -45 37
17. [(t x u)·wJv - [(t x u)·vJw 19. v = lal 2pa -laI2(a x b)
Chapter 2
Seclion 9
1. f(1) = 2/i + (3t 2 - 3)j; f"Ct) = 2i + 6tj
3. f(t) = 3 sec 2 3ti - n sin ntj; f"(t) = 18 sec 2 31 tan 3ti - n 2 cos ntj
5. f(/) = 2e 21 i - 2e- 2'j; f"(I) = 4e 2'i + 4e- 2'j
7 2t(t 2 + I) 4 2sin4/- 3sin61
· (t 2 + 2)3 + t 9. 2(sin22t + cos2 3t)I/2
2
11. 0 13. 3t ~ 40
°
, I
15 dO = _ 3 'f
· dl 13t 2 + 41 + l i t > ;
dO 3(2t+1) ift<O,I#-!
dt 12t + 1I'(13t 2 + 4t + I)
19. Straight line, x - y - I = 0
21. f and f are perpendicular (or f ..1 f'), or the tangent is ..1 radius vector.
Chapter 2
Seclion 10
1. V(I) = 2ti - 3j; Iv(t)1 = s'(t) = .)41 2 + 9;
a(t) = 2i; la(t)1 = 2; s"(t) = 4t
4t 2 + 9
3. V(I) = 3i + t- 2 j; IV(I)I = s'(1) = .)9 + 1- 4 ;
3 3
aCt) = -2t- j; la(t)1 = 12t- 1; s"(t) = ~
t3 9t 4 + I
5. vet) = tan ti + j; Iv(t)1 = s'(1) = Isectl;
a(t) = sec 2 ti; la(t)1 = sec 2 t; s"(t) = sec t tan t
7. v(1) = 2e'i - 3e- 1j; Iv(t)1 = s'(t) = J4e 2, + ge 2';
4 2/ 9 -2'
a(t)=2e ' i+3e-'j;la(t)I=J4e 2'+ge- 2';s"(t)= e - e
.)4e ' + ge 2'
2
9. v(1) = i; a(l) = 2i + 2j; s'(1) = I; s"(1) = 2

n)
II · v ( '6 = 2"1+ 38 J,a=
•. 10 . 16. . ' _
J'?/+ 3j3J,S -3'S
10" 154
= 15J3
'97
13. v=ti-iLa= -~i+ij;s'=~2 ;S"=3~~
4e 2r i - 3e- 2I J'
17 T = .
· (I6e 4 ' + ge 41) 1/2
Chapter 2
Section 11
1. f = 2ti + 21j - 3k; f" = 2i + 2j
3. f' = -2(sin21)i + 2(cos2t)j + 2k
f" = -4(cos 2t)i - 4(sin 2t)j
5 . f ' =(t2+1)21-(t2+1)2J+
2t. 2t. 2 k
t
2 2
f" = - 6t + 2 i _ - 6t + 2. + 2k
(t 2 + 1)3 (t 2 + 1)3 J
7. f'= -(sint)i + (sec 2 t)j+ (cost)k
f" = -(cos t)i + 2(sec 2 t tan t)j - (sin t)k
9. I = 9t 2 + 2t + 2 II. f'(t) = 1 13. 14
15. ~Jrr2 + 8 + log(rr + Jrr 2+ 8) - t1og2
17. v(t) = (sint + tcost)i + (cost- tsint)j + k;
s'(t) = -Jt2'+2; aCt) = (2cost - tsint)i - (2sint + tcost)j
Chapter 3
Section 1
1. t 3. ~ 5. 1 7. 0
9. 3 11. 4 13. -00 15. 1
17. 00 19. 0 21. -1 23. 0
25. 0 27. 2 29. 1 31. 0
33. -1 35. I 37. 1 39. e
41. I 43. (c)O
Chapter 3
Section 2
14
5. 99,000
II. 9
Chapter 3
Section 3
1. Convergent 3. Convergent 5. Divergent
7. Convergent 9. Divergent 11. Divergent
13. Convergent 15. Convergent 17. Divergent
19. Convergent 21. Convergent 23. Convergent
25. Convergent 27. Convergent 29. Convergent
31. Convergent if p > 1 33. q> 1, and p arbitrary
Chapter 3
Section 4
I. Divergent 3. Divergent
5. Absolutely convergent 7. Conditionally convergent
9. Absolutely convergent 11. Absolutely convergent
13. Divergent 15. Absolutely convergent
17. Absolutely convergent 19. Conditionally convergent
21. Absolutely convergent 23. Divergent
25. Conditionally convergent 27. Conditionally convergent
29. p has no effect
Chapter 3
Section 5
I. Converges for -I < x < I 3. Converges for -1- < x < 1-
5. Converges for - I< x < I 7. Converges for - I ::; x ::; 3
9. Converges for - 3 ::; x < -I 11. Converges for - 00 < x < 00
13. Converges for -~ < x ::; ~ 15. Converges for 0< x < 2
17. Converges for -7 ::; x ::; -I 19. Converges for -6 < x < 10
21. Converges for -1 < x < 1 23. Converges for - I ::; x < I
25. Converges for - I < x ::; I 27. Converges for -i ::; i
x ::;
29. (a) Converges for - I < x < I 31. Converges for -I < x < 1
Chapter 3
Section 6
L -'(-I)"-t x"
n
I. L.
~ x 3.
00
-------'-------
"=0 Kl! "=1 n
L (n + l)x"
00
n
5.
7 :~: ~ G)(~ ')(1) (- n + x"

"=1 n!
00 (_l)"-I(X - 3)"
9. log 3 + "~I 3"· n
11. l_ J3 (x _ ~) _l (x - nj3)2 + J3 ex - njW + ...
J2
2 2 3 2 2! 2 3!
13. 2 + ±ex - 4) +2 (-1)"-1. 1 . 3 ~~~~~~ - 3)(x - 4)"
15. cos (1) - xsinG) - ;! 2

cos (1)
3
+ ~! sinG) + ...
4
x
17. 1 - x 2 +-
2!
3 4
19. 1 - x 2 + x 4 21. 1 + x - 3x - 6"
x
x3 3x s x2 x4 x6
23. x + N + 2. 4. 5 25. 2 + 12 + 45
27 2 _ 2 '3 (x _ ~) + 7(x _ 1t/6)2 _ 23J3(x - 1t/6)3 + 305(x - 1t/6)4
. \I J 6 3 12
29. 2 + 2 J3 (X -1) + 7(X -1r + 23 J3 (X -1t/W +

3
...
2
31. x + ~3 + 15 Xs + 3\75x7 + ... 33. (c) Sum of Taylor's series == 0
35 (3
.
+ X)-112 =!2 - _I_(x
2.2 3
- 1) + ...
( - I)k 1 . 3 ... (2k - I)(x - It
+ 2 k k!2 2k + 1 + ....
Interval of convergence: - 3 < x < 5.
Chapter 3
Section 7
I. 0.81873 3. 1.22140 5. 0.87758
7. 0.1823 9. 0.36788 11. 1.01943
13. 0.96905 15. 1.97435 17. 0.95635
19. -0.22314 21. 0.017452 23. 0.99619
25. IR4 = IRsl < 0.011
1
Chapter 3
Section 8
co (_I)"x2n co xn
1. L ,
n=0(2n+ 1). 3. n=O
L (n + 1)'.
X2n+1 1
2L--
00 co
5.
n=02n + 1
7. "2 n~o (- I)n(n + I)(n + 2)x n
9. Lco (_I)n _
x2n+ t
_ I 1 co (_I)"(2x)2n
II. -2 --2 L - ( 2 ),-
n=O 2n +1 n=O n .
13. f(x) = (l - X)-2
15. x + I (-1)" 1·3 ... (2n - 1) x

2n 1
+
n=1 2·4 .. · (2n) 2n + I
x3 X
S
x7 x9
17. x - 3 + 5. 2! + 3!. 7 + 4!9; F(l) = 0.747, 0 > R > --tl20
19. -x-213[tIOg(l - x 113 ) _ ilog(x 213 + X

l13
+ 1) + ~arctanexI~+ 1)
- ~arctan ~J
1 1 co (I)2n+2
23. I + x2 = x2(1 + (l/x2)) = n~o (_I)n X
ANS-IO Answers to Odd-Numbered Problems
Chapter 3
Sec/ion 9
3. 1.3.5 2 1.3.5.7 3 1.3.5.7.9 4
I. I-zx + 2 2 '2l x - 23 '3! x + 24 '4! x···
3 I _ 1X 2 + ~X4 _ ~ X6 + 2· 5 . 8 . II x8 _ ...
. 3 32'2! 33'3! 34'4!
5. I + 7x + 21x + 35x + 35x + 21x 15 + 7x t8 + x 2t
3 6 9 t2
7 J..- _
~X1/2 ~x _ ~X3/2 3 ·4·5·6 2 _ ...
. 33 34 + 35.2( 36'3! + 37 '4! x
9.0.9045243 + R, where 0 < R < 1.4 X 10- 6
II. 0.4854018 + R, where 0> R> -9.5 X 10- 7
13. 1.3179019 + R, where 0 < R < 3.4 X 10- 7
15. 0.3293897 + R, where 0 < R < 10 X 10- 7
17. 0.5082641 + R, where 0 < R < 4 X 10- 7
19. 0.69315
27. log II
21 3'(21)
J
= log 10 + 2 [J..- + _ 1 _3 + R, R < 4.9 X 10- 8
Chapter 3
Chapter 3
Section 11
I. Yes 3. Yes 5. Yes
7. Yes 9. Yes II. Yes
13. No 17. J~converges uniformly-={3 > 2a
21. J: does not; F.t does 23 . .r:. does not; F.t does not
Answers to Odd-Numbered Problems ANS-II
Chapter 3
Section 12
1. (0 <)h 0 17.0<h<ho ,h o logh o =1
Chapter 3
Section 13
ex2n
I
00
I -n.,
00
1. j(x) = (n + l)x 2n 3. I(x) =
f: (-Inn +,2. ·3I)~~ + 2)x

n=O n=O
3n
5. I(x) =
n~O
• 00 (_I)"(3x2)2n+t
7. j(x) = I
n=O IT
2n+1'(2n + I)'.
Chapter 3
Section 14
3. Converges 7. Diverges
9. I - 2x + 1X2 - 3x 3 + ~X4 - i~X5 + ...
11. x + 1X2 + !x 3 + o· x 4 + i ox 5 + ...
13. I + x + (tx2 - 1y2) + (i;x 3 - 1xy2) + .
15. 1 - x + (1X2 + 1y2) - (i;x 3 + 1xy2) + .
17. 1+···
I
119. Error < (0.2)5 ( Tl6 25 10 15 10 25)
+ 242 + 57 + 28 + 9 + T6 < 0.00111
Error < (0.2)5 ( I + I + 2"1 + "6I + 24

I I)
+ 120 < 0.00073
Chapter 3
Section 15
13. (a) e(cos I + isin I); (b) -1(j3'coshl -t-isinhl);
(c) 1(cosh2 + ij3sinh2)
ni
15. (a) log4 + ni; (b) 1 log 2 + :i; (c)
2
17. (a) 1(1 - cos 2xcosh 2y + isin2xsinh2y)
(b) sin2x + isinh2y
cos 2x + cosh 2y
ni
19. (a) log3+1Iog2+4
(b) esinlxLyl) coshI2xy)(cos 0 + i sin 0), 0 = cos (x 2 - y2) sinh (2xy)
21. I + tz + f 1
(_l)n- 1 ·3· .. (2n - 3) zn, Izi < I
n=2 2·4· .. (2n)
Chapter 4
Section 1
I. Ix = 4x - 3y + 4;J;, = -3x
3. Ix = 3x 2 + 6xy - 3y 2;J;, = 3y 2 + 3x 2 - 6xy
5. Ix = xjJx 2 + y2;J;, = yjJx 2 + y2
7. Ix = 2xj(x 2 + y2);J;, = 2yj(x 2 + y2)
9. Ix = - yj(x 2 + y2);1.y = xj(x 2 + y2) 2
II. Ix = ye Y (2x + I);J;, = xe x Y (2y + I)
X 2+ 2 2 2+ 2
13. No solution
15. Ix = k·12/ 2(4 + J2);J;, = (n/2)e.J2/2
17. Ix = 3210g2;J;, = 32(1 + log 2)
19. Ix = 2xy - 4xz + 3yz + 2z 2 ;
J;, = x 2 + 3xz - 2yz;
Jz = - 2x 2 + 3xy - y2 + 4xz
21. Ix = f(x,y, z)' (yz + ycot xy - 2z tan 2xz)
J;, = (xz + xcotxy)f(x,y,z)
Jz = (xy - 2xtan2xz)f(x,y,z)
2
23 _ow_ = y2 - x . _ow_ = _X~2_---"y_2~
· ox x(x 2 + y2) 'oy y(x 2 + y2)
25. ow = _
ox
(L)
x2
e,in(y/x) cos (~) ; ow = .!.cos(~) esin(y/x)
x oy X x
35. f continuous at (0,0); 9 not continuous at (0,0)
Chapter 4
Section 2
I ow = I - 6x. ow = (I + 4y)
· ox 12w' 8y 12w
3 ow = x - y + w. ow = x - 3y
· ox x + w 'oy x +w
5 ow = 2r cos rw - w(r 2 + S2) sin rw
· or 1 + r(r 2 + S2) sin rw
ow 2scosrw
fu = I + r(r 2 + S2) sin rw
7 ow = ycos2xw(wsinxy + cosxy) - 2wsinxysin2xw
· ox sin xy(2x sin 2xw - xy cos 2xw)
ow cos2xw(wsinxy + cosxy)
oy sin xy(2 sin 2xw - y cos 2xw)
9 ow = _ z(y + 2x + w). ow = z(w - x - z)
· ox xz - yz - 3w 2 ' oy xz - yz - 3w 2
ow yw - xy - Xl - xw - 2yz
OZ xz - yz - 3w 2
OW yex(y-W) + W2 OW xeY(x-w) - yw - 1
11 - = "-
· ox y2 e w(y xl - xw - l' oy y2 - (1 + xw)eW(X y)
15 · ox . A.. e ox A.. e ox . A.. • e
op = SIll'!'COS ; oc/> = PCOS'!'COS ; oe = -PSIll,!,SIll
oy _ . A.. • e. oy _ A.. • e. oy - . A.. e
op - SIll'!'SIll , oc/> - PCOS'!'SIll , oe - P Sill '!'COS
OZ OZ "OZ
op = cos c/>; oc/> = - P Sill c/>; oe = 0
Chapter 4
Section 3
OZ OZ
I. os = lOs; ot = 10/
OZ OZ
= 4s(s + t ); ot = 4/(t 2 + S2)
2 2
3. os
5 OZ = y(2y - x) . oz = - y(2x + y)
· os (x 2 + y2)3 /2' ot (x 2 + y2)3 /2
ow ow
7. &= 10x+ 13y-4z;7it= -5x+y+2z
ow
9. a;: = 4(2r 3 + 3r 2 - 6r + 1)
ow ow
11. a;: = 2r(3u 2 + 4u - 3); & = - 2s(3u 2 + 4u - 3);
ow
-~- = 2t(3u 2 + 4u - 3)
ot
13 oZ=O·oz =-4
· or ' oe
- - dw
15. k.j2n(4 + J2) ="(jf
17 OZ = O' oz = !
· or ' oe 2
19 ow = 0" ow = - 16
· os ' ot
Chapter 4
Section 4
290n
1. JT3 cm 2/sec
3. dT = 250,000
dt R
40nJ3 - 63
5. 252
7. - /5(1 + 2JIOi)
OZ 2 OZ ,
9. a) ox =f'(yjX)(-yjX); oy =f(yjx)(ljx)
OZ OZ OZ. OZ OZ . OZ
11. a) or = ox cos () + 0/10 (); o() = 0/- r sm () + o/r cos ()
17. 1+ 2J3 - 6 + 3J3 19. IOOOe 8

2J12 - 3J3
Chapter 4
Section 5
I. dol = 6 cos () + 8 sin () 3. dof = l5(- 3 cos () + 4 sin ()
5. dof = ~(eos () - J3 sin ()
7. dof= 2eos() + sin(); max ifcos() = )s, sin() = Js
9. dof= ~cos() + f sin(); max ifsin() = f, eos() =~
II. D.f = 7J,. + 4Ji + 2v where a = Ai + Jij + vk
13. D.f= -A where a = Ai + Jij + vk
15. If 17. 2jJ6
19. do T( 4, 3) = 400 cos () - 300 sin (); tan () = 1; slope of curve = 1
21. Vf= -4i-!j
23. Vf= (2e 2 + 2e- t - e- 2 )i + (e- 2 + e- 1 - 3e 2 )j - (4e 2 + e- 2)k
25. D.f= ~(-3e2cos 1 - e 2 sin 1+ 2e)
vl~
DJ= eJ;2+T is max.
27. D.f= ~(3 - cos 1- 6sin 1+ 2eos2)
vH
D.f = Jeo"""s2O:I-+-cO-S'2"C:"2-+-(C":"1-_--::-2-csi-n""C:)"2 is maximum
I
29. G, -;7,D
Chapter 4
Section 6
I 4x _ 4y _ Z _ 6 = O' x - 2 = y + I=Z- 6
. , 4 -4 -I
x-2 y+1 z+2
3. x - 2y +Z - 2 = 0; -=1 = -2- =--=-1
x - I y - nj2 z - e
5. ex - Z = 0; - e - = - - 0 - =---=l
7. 3x - 4y + 25z = 25 (log 5 _ I); x ~ 3 =y ~44 = z -21~g5
Answers to Odd-Numbered Problems ANS-I5
x-2 y-I z+I

9. 2x + 2y+ 3z- 3 =0;-2-= -2-=-3-
11 4x _ 3z _ 25 = O' X - 4 = y + 2 = z + 3
· '4 0 -3
x-4 y-I z-9
13. 3x + 6y + 2z - 36 = 0; -3- = -6- = -2-
19 X - 4 _ y + 2 _ z - 20 21 4 = y + 3 = z - 16
X -
· -4---3------w- .3 4 24
23. (-1,1, -5) 25. Value of constant is a«/(I-«)
27. (fl,I + fl, 1); (-fl, 1 - fl, I)
Chapter 4
Section 7
I. df= -0.17; /if= -0.1689
2
7t Pi . I37t
3. df= i(7t - 5); /if= -v 3 + sm--
2
5. df = - 0.45; /if = - 0.456035
7. df=0.05;/if=0.0499
9. df= -0.08;/if= -0.080384
11. 300x- 1 h + 700y- 1 k + 400z- l /
13. V ~ 4309.92 15. 1.4%
17. 3.307t 19. (1 + 5~f)%
21. 0.111427
23. [I2t 5 + 15t4 + 48t 3 - I5t 2 + I2t - 35]dt
- 4rs + 24rs- )h + (-4r s + I2s - 24r s- )k
25. (I2r 3 2 2 2 3 2 3
27. G1 = h, G2 = 2k + 6h 31. T~ 6.~8 + .00185 = .89899
Chapter 4
Section 8
I dy = 2x + 3y + 2 3 dy = __ XY
2x_+----'-(_I_+_x-=-2_+--,y,"",,2",-,,)y_e_
· dx - 3x + 8y + 6 . dx 2y + (I + x + y2)xe2 xy
5. dy = _2:: dy y - 3x(x 2 + y2)3/2

7 - = "----~--"--.--=--..'--;=
dx x . dx x + 3y(x 2 + y2)3/2
2
9 aw = 3x + 6xw + 2 11. aw=_ywcos(xyw)+2x
· ax y2 - 3x 2 - 4yw + 3 ax xycos(xyw) + 2w
13. aw = 2y + 3x - 3
ay 2w - 4x + 3z
15. dy = _(2x+2); dz = -(2x+4)
dx y dx
17 dz = _ 2xz + 3y . dy = 4z + 2xy
· dx 4z 2 - 3y 2' dx 4z 2 - 3y 2
19 au = u . au v . av - v . av u
· ax 2(u 2 + v2)' ay 2(u 2 + v2)' ax 2(u 2 + v2) , ay 2(u 2 + v2)
21 au = 2xv . au = 1 . av ~. av - I
· ax v + u' ay 2(v + u)' ax (u + v)' ay 2(u + v)
23 au = Q. au =,!:'. av = _~. av = Q
· ax ' ay u' ax v' ay
25 au = gv . au - I v . av - gv . au Iu
· ax lugv - Ivgv' ay Jvgv - J~gv 'ax lugv - Jugv' ay j"gv - fvgv
27 aUl=F',,2GXj-GV2F.j.OU2 Gv,Fxj-F'",G'i.D=F G -F G
· aX j D ' aX j D ' v, V2 V2 v,'
Chapter 4
Section 9
Chapter 4
Section 10
1. 10 + 13(x - 2) + 4(y - I) + 6(x - 2)2 + 2(x - 2)(y - I)
+ 2(y - 1)2 + (x - 2)3 + (x - 2)(y - 1)2
3. x + y - t(x + y)3
5. 1 + (x + y) + -tex + y)2 + t(x + y)3 + ...
x2 y2 x2 X2y2 y4
7. 1- 2! -2T+ 4! + 2!2! + 4! +
Chapter 4
Section 11
1. ReI. min. at (2, -I) 3. ReI. min. at (I, -2)
5. ReI. Min. e27, 5); saddle point G, I)
7. No reI. max. or reI. min; (1,1), (-I, -1), saddle points
9. ReI. max. at(~±2nn,~±2mn); reI. min. at (-~±2nn, -~±2mn)
test fails for (n ± 2nn, n ± 2mn).
II. Test fails but (0,0) is reI. max.
13. Test fails; critical points on lines (x, nn)
15. Critical point, (-1, -1-, -t)
9 55 18 41
17. x = - 3T' y = 62' z = 3T' t = - 3T
19. 17/JIO 21. 1-JIO
23 6 4
. yS' yS' yS
8
1
25. v= -4 ( @.3
D
'1/ 3
)3
P(2 - yS) P(yS - I)
27. x = 2 'Y= 2yS
29. (a) f(x,y) = -(x - a)4 - (y - b)4 (b) f(x,y) = (x - a)4 + (y - b)4
(c) f(x,y) = (x - a? + (y - b)3
Chapter 4
Section 12
8
1. "7
5. Min. \\4 at m,t,-ln
7. x = ±1(l - 15)J50 - 1015, y = =+= J50 - 1015

9. 2, 2, I
_ R. _ V
II. h - 2"15, H - -
415
- -
25n 3
17 10 I -1 17
13 - occurs when x = - y = - z = - t= -
. 23 23 ' 23' 23 ' 23
15. Closest. .(± J'i'
1 ± J'i1).' farthest..(± y
f'j_-
2, + ~2)
17 50 50 100
. 3' 3' 3
19. If C is cost (in dollars) per square cm of material, then length = width =
tJD/C; height = ±JD/C.
21. x = aA/(a + b + c); y = bA/(a + b + c); z = cA/(a + b + c)
23. Max. value = I/e
27. x = ')750/29, y = 3x, z = 5x/3
Chapter 4
Section 13
I. Exact: (x 4/4) + x 3y + (y4/4) + C
3. Exact: 2xy - logx + logy + C
5. Not exact 7. Exact: eX' siny + C
9. Exact: arctan (y/x) + C II. Not exact
13. Not exact 15. Not exact
17. Exact: eXsinycosz + C
19. (b)f(x,y,z,t) = x 3 + Z3 - t 3 + y2 + 2xz - yt + 3x - 2y + 4t + C
23. j{x,y) = xy + 1x 2 + logx + C
25. f(x,y) = (-2/xy) - Iogx + logy + C
27. 1 = (x 2 + y2)-2 ;.f(x,y) = -1(x 2 + y2)-1 + arctan (x/y) + C
Chapter 4
Section 15
I. ! 3. 21
41 5. n +8
7. 4 + 21og(~.-) 9. arcsin~
I 508.j3 13 ~
I. II . lOS
IS. 984 {(37)3/2[(3;)3 -~(37)2+~(37)-~J

- (10)3/2 [(10)3 _l(JO)2 + l(10) -
9 7 5 3
!J}
17. 1(sin 7 + sin I) + 2(cos3 - cos?)
19.24 21.11og17 23.0
Chapter 4
Section 16
I. 1~1 3. - e + cos I 5. -!
7. sin3 - cos2 + e- 6 cos6 9. -9
II. e- 6 cos I + sin 2 - cos 3 13. 21 10 g (acZ
+
- Z - -b
+d
Z)
Z
Chapter 5
Section I
I. 0.9690 3. 3.5355
5. 3.8140 7. 3.2148
9. 0.182
Chapter 5
Section 2
I. Smallest = 0; largest = 80
3. Smallest = 48; largest = 1680
5. Smallest = -27nJ'i; largest = 2711J2
7. Smallest = 9; largest = 9 JIO
Chapter 5
Section 3
I. 4~3 3. -1498-h
5. _17
8
J3 + Jf-J'i + ~ 7. 0
9. t(2cos4 - cos8 - I) II. 40 .8085
4 \i13
13 . .:=( - I) 15. (2n - 3J3)/48
17. 2e 1/.l"Z -
eJ'i 19. 0
21. (2J'i - 1)/3 23. 32J'i/15
25. 64/3 27. 8/15
29. 8n 31. 16/5
37. 4nabc/3
Chapter 5
Section 4
I.n 3. + 4Iog(i) 5. ~(31t + 2)
7. lo 9. II. W
13. 2a 3
Chapter 5
Section 5
64n _ 256
I. 4n/3 3. 2n 5. 3 9
f2 - I
7. V.. 9. 64
3 II.4n
13. 32n(S - 3J"3)/3 IS. 64/9 17. 9n/2
19. 4nJ"3 21. n/4 23. a 3 (3n - 4)/9
25. a 3 [J'2 + Iog(I + J'2)]/3 27. 2nc 3 /3; 2c 3 4>/3
Chapter 5
Section 6
I. J = pa 4 /3;
5. J = 4ka 5 /I5;
7. J = p(n 2 - 4);
9. 4N P II. 3k/56 13. ka 5 n/5
4
IS pna
. 16 17. J=p(~-D
19. x=m,y=~~ 21. x=~,y=4
23. x= y = 5a/S 25. x = 5/3, Y = 0
27. x= -2/(SJ"3 -I),Y=O 33. n<5(r~ - r"[)/2; R 4 = r~ - r"[
Chapter 5
Section 7
1. /5(1 + 9J"3 - sJ'2) 3. Sa 2
5. 2nJ'i 7.9J2
9. nJ2/2 I I. t(I60 - 24n)
13. 2a 2 (n - 2)/3 IS. 16
a2
17. 3(n + 6J"3 - 12) 21. n(I7JI7 - 1)/6 23. 2J2n
Chapter 5
Section 8
I. i 3. /0°;8 5. (16 - 3n)/3
7. 1 9. t II. abc 2 /24
fr:J:
17. 27a 5 (2n + 3J"3)/2
ft:t:
13. a 4 /S40 IS. 243n/2
19. 2y 2JXdydzdx; 2y 2JXdzdydx

Chapter 5
Section 9
I. rrba 3(2 - J2)/3 3. rrk(b 4 - a4 )
5
5. 12rrka )3/5 7. 128ka 5 (15rr - 26)/225
9. 7rrka 4 /6 II. 7rrba 3/6
13. 2ba 3(3rr + 20 - 16J2)/9 15. rrka 4 /4
Chapter 5
Section 10
I. 2ba 5 /3 3. ka 6 /90
5. 3215 (~ _ ! ~) = 294415 7. 5rrb
95+21 315 16
6
9. 4;k (b 6 _ a6 ) II 4ka
. 9
2
13. 4rrbabc(a + b )/15
2
15. 4rrb [(c 2 _ a 2)3/2(2c 2 + 3a 2) _ (b 2 _ a 2)3/2(2b 2 + 3a 2 )J

15
17. x=z=2a/5;y=a/5 19. y=z=0;x=8j7
21. x=)i=O;z= 1/3 23. )i=z=0;x=2a
25. x =)i = 0; z = 3a(2 + J2)/l6
27. x =)i = 0; z = 9a/7
29. x=-=O·z= 4(1591-720)3)
y , 7(391 - 192)3)
31. Y = z = 0; x = aJ2/2
Chapter 6
Section 1
I. f(x) = I sin (2k - I)x 3. f(x) = rr

2
_ 4 I (-I)"-~ cosnx
k=1 2k - I 3 "=1 n
S. f(x) =.? f sin(2k - I)x _.? f

sin(4k - 2)x
nk=1 2k-I n k=1 2k-I
7. f(x) = l_.? f (_I)k-1 cos(2k - I)x
2 nk=1 2k-I
9. f(x) = .? +.i f (-I)k- 1cos 2kx
II. f(x)
n n k =1
[l 4k 2 - I
f
= 2 sinh n + (-I)"(cos:x - n sin nx)]
n 2 "=1 n +I
13. f(x) =! - !cos2x
IS. f(x) f f
= -~ + 3 sin(2k - I)x _.? cos(2k - ~)x _l sin2kx f
4 k=1 2k-I n k=1 (2k-I) 2 k=1 k
19. f(x) f
= 2 (_Iy-1 sinnx + n 2 _ 4 (-I)"-~ cosnxf
"=1 n 3 "=1 n
Chapter 6
Section 2
I 2( cos 3x cos Sx )
I. f(x)=2+n cosx--- + -- - ' "
3 S
3. f(x) = .? - .i f co~ 2kx
n nk=14k-I
S. f(x) = ~ _.i f
cos(2k - ~)x
2 nk=1 (2k - 1)
n3 3n
7. f(x) = - + I -k2 cos2kx
00
4 k=1
2
6 [4
00 n2 l
+nk~1 (2k _1)4 - (2k _I)iJcos(2k -I)x
9. f(x) =.? f sin(2k - I)x +.? f sin(4k - 2)x
n k=l 2k-I n k=1 2k-I
II. f(x) =- f (::2 _ 1) sin 2kx =2 f (_1)"-1 sin nx
(n 6)
13. f(x)
~=I1C
IS.f(X)=2L(-Iy-1 - - 3 " sinnx
2 "=1 n
"=1 n n
Chapter 6
Section 3
I. f(x) = .i f sin (2k - I)x

n k=1 2k-I
3. f(x) =.? _.i f c~snx
n nn=14n-I
_ (-I)" . n7tX _ ..! ~

.!. _ ~ ~ I (2k - I)7tx
5• ji( X ) - 2 sm 2
L. 2 L. (2k _ 1)2 COS 2
n n"=1 7t k=1
7. f(x) = .!. + ~ I
cos(2k - ~x
2 7t k=1 (2k - I)
9. f(x) = _± I
sinknx
7t k=1 k
8 ~ [n
2
4
- n 3 /::1 - 2k - I + (2k - 1)3 sm
(2k - I)nx
2
J'
II. f(x) =~
7t k =1
I sin 2k7tX
k
13. f(x) =.!. +.!. I (_I)k-I cos(2k - I)x
4 7t k =1 2k - I
+.!. I 5sin(2k - I)x + sin(4k - 2)x
7t k =1 2k - I
Chapter 6
Section 5
I. x 2 = 7t + 2
3
2
I (-n~ )" ei"X
"=-00
""'0
3. f(x) =~ f _I_[e(2k-l)iX - e-(2k-l)iX]
1tl k=1 2k - I
5. e ax = f (-I)"sin.hnaei"x
"= -00 7t(a - m)
. h _ sinh 7ta ~ (- I)" in i"x
7 . sm ax - - - L. 2 2 e
7t "=-ooa +n
einx
L
00
9. f(x) = 1- (-1)"-
n= -00 n
""'0
Chapter 7
Section 1
In Problems I through 10, F(x o , Yo) = O.
I. r;,(xo,Yo) = I "# O,j'(x o) = -I
3. r;,(xo,Yo) = I,j'(x o) = 0
5. r;,(xo,Yo) = 2j3J3,j'(xo) = -J3
7. r;,(xo,Yo) = 2,j'(xo) = - I
9. r;,(xo,Yo) = 82,j'(x o) = -~i
In Problems II through 16, F(xo,Yo,zo) = O.
II. F.(xo,Yo, zo) = 9,!x(x o,Yo) = J;,(xo,Yo) = t
13. F.(xo,Yo,zo) = 1,1x = 2,;;' = °

15.F.=I,Ix=j~=-1
°°
19. F'y = Oat (2e- 2 ,2), F',; =I there
21. F'y = Oat (0,0), F',;(O, 0) =
17. (a) No (b) No
= Oat (0,0) and (± 2..j2, 0)

°
23. Fy
FAO, 0) = 0, FA ±2..j2, 0) =I
25. Cannot solve for z in a full box about (-1,2). Can solve for y in a box
about x = - I, Z = - 4.
Chapter 7
Section 2
. x- I Y
°
In Problems I through 6, F(xo,Yo,zo) = G(xo,Yo,zo)
I. F'yGz - F.Gy = 3 =I at Po
z
= 0.
Lme: - - = - = -
°
I -I I
3. FyGz - F.Gy = S =I at Po
Tan line: x - 2 = Y - I = z + 2
°
2 I -3
5. F'yGz - F.Gy = 12 =I at Po
Tan line: x - 2 = Y + I = z - I
° °
2 I -3
In Problems 7 through 10, F = G = at Po.
7. Do = FuGv - FvGu = 3 =I
Ix = -1, gx = t,;;' = 1, gy = -i
9. Do = 6 at Po
Ix = ~,J;, = 1, gx = -i, gy = ~
°
II. FyGz - F.G y == D = -4y - 2z
D = F = G = ¢> P = (2, - 3, 6) or( - 10, - 15, 30)
OU!
13 - = -
I 1-3xi + 12x 2 - 3 2 - 12u2 I
. ox! D -4x I - 3xiu 3 SUI - 4U2 + 2u 3
oU 2 I I 32u I -3xi + 12x 2 - 3\
oX l = D -12u I + SU 2 + SU l U3 -4x I - 3xiu 3
oU 3-
- I
_ -
OX I 6u 3
[s 0U2
OUI+ 2 -+
ul -
oX I OX I
3Xl 2J
32uI 2-12u2 I
I
D = -12u! + SU 2 + SU l U3 SU! - 4u 2 + 2U3
17. The result will hold if, also,
J(F'
X,Y
G) =I 0,
so that the equations define one-to-one transformations from (u, v) to
(x,y).
Chapter 7
Section 3
x= U
1. J ( ~) = 1; T- 1 :
x,y y =v- u2
3 J(U,V)=7' r l : x=(2u+3v)j7
. x,y , y=(-u+2v)j7
5. J(~) = (l + x + y)-3; T- 1 : x = u/O - U - v) ,U +v< 1

x,y y=v/(l-u-v)
7. J(~)
x,y
= 1t X;
2
T- 1 : x = ~U2 + v2, .I' = ~arctan!::.
1t U
9. T -l. _ U V 2 2 2 2
2 1
- -2 ,y
. X - -2 =-2--2' X +.1' =r <=>U +v =2
u+v u+v r
13. (a) J(U' v,
x,y,z
w) = (x2 + y2 + z2)-3
(b) T-I. x = U
. u2 + v 2 + w 2 '
V
.I' = ----;--..,.---"
u 2 + v2 + w 2 '
W
= ----;--..,.---"
Z
u2 + v 2 + w 2
x 2 + y2 + Z2 = r 2 <=> u 2 + v2 + w 2 = l/r2
Chapter 8
II
Section 1
1. ¢'(x) = tcosxt dt 3. ¢'(x) = f2 --(-.~)2e-1 dt
f
o 1+ t I I + - xt
5. ¢'(x) = tXdt, x > 0 7. ¢'(x) = 2x cos (x 4 )

9. ¢'(x) = SI:(X 2) - 2xsin(x 3) +fx tcos(xt)dt
,2
x
11. ¢'(x) = X 3
eX tan (xe ) - 2x tan (x ) +fe tsec 2 (xt)dt
x2
""( )
13 .o/x= 2x
3e
-(l+x 2 )
+ sinx e -cosx
1+ x +x I + x cos x
f
e -'dt
2
l+X
- t
+ (1 + xt)2
15. ¢'(x) = 2: (rr;) - ~2sin(1t;)
cos
cos x
17. ¢'(x) = ~ [cos (1tx) - cos (rr;)]

19. ¢'(x) = l[2sin(x 2 ) - 3sin(x 3 )]

X
, x n - 1 + nxn - 2 x m - 1 + mx m - 2
21. ¢ (x) = I + Xn 1 - I + Xm 1 ' X >0

I
23. ¢'(X) =~ 25. 0 29. No.
"Ii - X
Chapter 8
Section 2
I. Converges 3. Converges 5. Converges 7. Diverges
9. Diverges II. Diverges 13. Diverges 15. Converges
17. Converges 19. Converges 21. Converges
Chapter 8
Section 3
I. Converges 3. Converges 5. Diverges 7. Converges
9. Converges II. Converges if p > 2, diverges if p :::;; 2
13. Converges 15. Converges 17. r(1)=J7r
Chapter 8
Section 4
I. ¢'(x) =
te-XI
OO -
--dt -I.'(x) =
3. 'I' -f.oo t sinI +(xt) dt
f.
-f
o 1+ t t3
5. ¢' (x) = L (log t) . cos (xt) dt 7. ¢'(x) =

o
1
o (I
t dt
+ xt)2 j"l=t
15. ¢(x) = t log (I + x 2 )
17. ¢'(x) = Arctan x
¢(x) = x Arctan x - tlog(1 + x 2)
Chapter 9
Section 1
VI = (-ssin t)i + (sins)j + 2tk

7. Vrs = 0, VS1 = 0
9. :v (luI 2 ) = x sin (2xy) - z sin (2yz)
X
o( )_ e -)· -X-YI (
II . - u· V - - - - " og x + y) - 2
y-
_Io-",-g-,---(x--,+,-,y,-,-)+ log(x-y)
oy x +y x - y x +Y
13. :(U x V) = (-2e-lsins-2e 2I coss)i + (-2elcoss)j
+ (2e 21 cos 2 s + 2e- 21 sin s sin 2s)k
IS. u·(u 1 xv2 )=O-=y=O
17. S is the hemisphere x 2 + y2 + Z2 = 9, Z 2 0
x2 y2
19. S is the paraboloid z = 4 + 9"
Chapter 9
Section 2
1. Vf= 4i + 4j + 2k, D.f= ~

yl4
3. Vf= 8\( -i - 4j - 2k), D.f= 8\
5. Vf= 2i +·H + tk, D.f=!
7. Dau = ~(i + 4j + 6k)
v 21
9. Dau = 0
II. a = -t(6i - 2j - 3k)
IS. n = +_I_(3i - 4J' - k)
-J26
17. n= ±5~(3i-4j+5k)
19. n = ± te - i - 2j + 2k)
Chapter 9
Section 3
1. all + an + a 33 3. 2x + 2y + 2z
5. eXZ(2zcosyz - x) 7. 0 9. 0
II. r-"(3 - n) 13. 4>"(r) + 2r- I 4>'(r)
Chapter 9
Section 4
I. curl v = i +j 3. f(x,y,z) = e"sinycosz + C
5. curl V = 2 (yi - xj) 7. curl v = (x 2 - Z2)j

Jx2 + y2
9. f= -!(X 3y 3 + X3Z3 + y3 Z3) + GI(x) + G 2(y) + G3(z) + C
17. curl [4>(r)r] =0
Chapter 9
Section 5
3. 2 7. .u..I
10
Chapter 9
Section 6
In Problems I through 5, we give the common answer.
I
I. -2 3. 0 5. 2 - J2
7. Valid;f= x 3 - 3xyz + y3 + C
9. Domain not simply connected but havef = t(x 2 + y2 + Z2)1/3 + C in D.
Chapter 10
Section J
In Problems I through 8, we give the value of HdQx - P)dA xy ·
I. 2 3. _227 5. ± 7. 0
9. 12 II. If 13. 41og4 15. _9~8
17 . 0 19. 2 21 . 3na4
4 23 0
.
Chapter 10
Section 3
3. 248
15 5. 1.Q
3
II. If
T- I : U = 2x + y - 2y 2
13. 0; V = X +Y _ y2
T- I . U = x/(x 2 + y2)
15. S:~4; . V = y/(x 2 + y2)
T- I x =U v/2 + evil
17. i; :
y=v
-
21. n/8
Answers to Odd-Numbered Problems ANS·29
Chapter 10
Section 5
IJ) 3 15nJ'i.
. 4 5. 2n
· 6
7. tw + n 2/4)312 - IJ 9. ~(l5J'i. + 17)
II 1024b (2 + J))b
· 45 I 3. 6
15 z=2+J'i. x=y-=O 17 . x- 4a
= 3(n _
-
2)' Y =z=
- 0
· 4'
2
19. Case (i) 4na b, Case (ii) 4nba 21. 2nb
c
Chapter 10
Section 7
1· 0 3. 15n
2
5 4
. 15
7
.
Q:!:
3
In Problems 8 through 13, we give the value of Jos v . dr.

9.0 11. 2(~2 - I) 13.0 15.0
Chapter 10
Section 8
In Problems I through 10, we give the value of div v dV. JUG
32n
1. t
Pi
3. -3- 5.12nv 3 7.0 9.2n II. 0 13. 5n
Appendix 1
Section 1
I.A= (-4 -7) 3. A =G ~)

0-2 1)
7 -6
5. A =
(o -2 2 0
2-1
7. A=G ~)
II.A= (-4 I-2)
I 3 -4 '
B= (3 -2o
0
I
13. A = ( 2 -I I) B=( I
I 2 0' -I I
15.A B=7 7' (1-4) BA=G
17 . AB=B A=(O0 :)
19. AB= (
53
-6 11 -I
-4)
o
0 0 0)
21. AB = 0 0 0 , o
(
000 I
25. x= (-1t o1)' D

Appendix 1
Section 2
17. 65 19. 6 21. 72
4 4-j
23. 45 25. I I (3i + 2j)

j=O i=O
27. (x,y) = (1,2), or (-1, -2)
Appendix 1
Section 3
1. -2 3. 24
Appendix 1
Section 4
1. 14 3. 21 5. -21
7. -69 9. 297 II. -22
Appendix 1
Section 5
1. (I, - 2, - I) 3. (-*,N , -~) 5. (2, -1,3)
7. (I, t, -t) 9. (2, -I, t, I)
Appendix 1
Section 6
1. Rank = 2 3. Rank = 3 5. Rank = 3
7. Rank = 4 9. Rank = 3 11. Rank =4

13. Rank = 4 15. Rank = 4
Appendix 1
Section 7
1. (-1,1,0) 3. (2, -4,7) 5. r=2,r*=3;
inconsistent
7. r=r*=3;(4-3x3,2-x3,x3,5x3-4)
9. (0,0,0) 11. (tx 4 , -x4 , -fx4 ,X4 )
13. (0,0,0,1) 15. r=3;r*=4;inconsistent
Index
Absolutely convergent series, 114, 178 Change of variables in a multiple

Acceleration vector, 83, 88 integral, 510
Algebraic moment, 328 Closed region, 295
Alternating series theorem, 114 Coefficient matrix, APP-36
Angle between two lines, 10 Cofactor, APP-15
Angle between two planes, 22 Colatitude, 34
Angle between vectors, 45, 62 Colummn vector, APP-2
Approximate percentage error, 236 Commutative law for vectors, 42
Arc, 87 Comparison test, for integrals, 430, 448
length of,87 for series, 105, 176
Area, 315 Complex functions, 187
Area of a surface, 333, 523 Complex series, convegence of, 187,385
Associative law, of addition of vectors, Component, 63
42 of one vector along another, 63
of multiplication of matrices, APP-II Conditionally convergent series, 114
Attitude numbers, 19 Connected region in space, 487
Augmented matrix, APP-36 Conservative vector field, 471
Axiom of Continuity, 105 Continuity, equation of, 553
of functions on R' and R', 78
Bessel's Inequality, 377 of vector functions, 78
Binomial Theorem, 147 Continuously differentiable
Boundary, 522 transformation, 462
Convex domain, 492
Coordinate axes, 1
Cauchy product, 152 Coordinate plane, 2
Center of mass, 325, 353 Coordinates, 1
Chain Rule, 206 cylindrical, 32
INDEX-2
Coordinates (cont.) Domain of a function, 77

left-handed, I Dot product of vectors, 47, 62
right-handed, 1 Double difference, 245
spherical, 33 Double integral, 295, 303
Cosine series, 368 polar coordinates, 318
Cramer's rule, APP-25, APP-39 Double sequence, 174, APP-9
Critical point, 259 finite, 174, APP-9
Cross product of two vectors, 67 infinite, 174, APP-9
Curl (of a vector field), 474 limit of, 175
Cylindrical coordinates, 32 partial sums of a, 175
Cylindrical surface, 29 sum of a, 175
generator of, 29 uniform convergence of a, 182
parabolic, 30 Double series, 174, 254
right circular, 29 absolute convergence of, 178
comparison test for, 176
convergent, 175
Density, 315 divergent, 175
Derivative, higher-order, 243 partial sums of, 175
second, 243 sum of, 175
of vector functions, 79 uniform convergence of, 182
Detenninant, APP-14
minor of a, APP-15
Diameter of a set, 437 Elementary transformations, APP-28
Differential,231 Ellipsoid, 230
exact, 275, 279, 477 Equation of a plane, 18
total,231 Equivalent matrices, APP-29
Differentiation, Fundamental Lemma on, Equations of a line, parametric, 13
207 symmetric form, 15
implicit, 203 two-point form, 13
of series, 138, 169 Even function, 365
under the integral sign, 421 Exact differential, 275, 279, 477
Directed are, 487 Extreme Value Theorem, 257
Directed line segment, 7, 36, 52
base, 36, 52
head, 36, 52 Figure, 526
magnitude, 36, 52 Folium of Descartes, 400
two having same magnitude and Fourier coefficients, 360
direction, 36, 52 Fourier integral, 373
Direction angles, 7 Fourier series, 358
Direction cosines, 8 complex, 385
Direction numbers, 9 convergence theorems, 375
Directional derivatives, 2 I7 modified, 372
of a vector field, 461 term-by-term differentiation of, 375
Dirichlet kernel, 375 term-by-term integration of, 375
Distance, between two points, 4 Free vector, 39
from a point to a plane, 24 Function, 77, 187
Distributive law of vectors, 42, 48 even, 365
Divergence (of a vector field), 466 odd, 365
Divergence Theorem, 547 periodic, 358
INDEX-3
piecewise continuous, 361 comparison test for, 105, 176

piecewise smooth, 361 conditionally convergent, 114
Functions, continuous, 77 convergent, 100
domain of, 77 divergent, 100
limit of, 145 geometric, 101
on R', 77 integral test for, 108
on R', 77 partial sums of, 100
range of, 77 sum of, 100
Functions defined by improper integrals, Inner product, 47
445 Inner volume, 297
Fundamental Lemma on Differentiation, Integrable over a set, 296
207 Integral, triple, 340
Fundamental Lemma on Integration, 320 Integral test, 108
Integrals, double, 303
iterated, 304
Gamma function, 434 line, 282
Generalized Theorem of the Mean, 92 repeated, 304
Geometric series, 101 successive, 304
Gradient, 217, 464 triple, 340
of a function, 221 Integrating factor, 281
Graph of an equation, 391 Integration of series, 138, 169
Green's theorem, 496 Intermediate value theorem, 394
proof of, 504 Intermediate variables, 210, 394
Inversion theorem, 414
Iterated integrals, 303
Half-range expansion, 368 Iterated sum, APP-9
Half-space, 4
Harmonic series, I 10
Helix, 87 Jacobian (determinant), 409
Homogeneous system (of linear Jump, 361
equations), APP-40
Hyperboloid, 231
Kronecker delta, APP-8
Identity matrix, APP-8

Image, 412 Lagrange multipliers, 266
Implicit differentiation, 203 Laplace's equation, 472
Implicit function theorems, 390, 403 Left-handed coordinate system,
Improper integrals, 428 Legendre polynomials, 453
comparison test for, 430 Leibniz' Rule, 422
convergent, 428 for improper integrals, 447
divergent, 428 Length (of an arc), 87
Improper multiple integrals, 436 Length of a vector, 39
convergent, 439, 449 I'Hopital's rule, 93
divergent, 439 Limit of a sequence, 99
Independent variables, 210 Lines in space, directed, 7
Indeterminate form, 91 direction angles, 7
Infinite series, 98 direction cosines of, 8
absolute convergence of, 114, 178 direction numbers of, 9
INDEX-4
Lines in space, directed (cont.) relative, 256

parallel, 8 second-derivative test for, 260
parametric equations of, 13 Method of Lagrange multipliers, 266
perpendicular, II Minimum, constrained, 266
symmetric form of equations of, 15 free, 266
two-point form of equations of, 13 method of Lagrange multipliers for,
undirected, 7 266
Line integral, 282, 480 relative, 256
calculation of, 285 second-derivative test for, 260
with respect to arc length, 284 Mobius strip, 534
independent of the path, 291, 486 Modified Fourier series, 372
Linear dependence of vectors, 58 Moment, 328
Linear independence of vectors, 58 algebraic, 328
Local behavior, 392 first, 328
Longitude, 34 Moment of inertia, 325, 353
polar, 271
Multiplication of matrices, APP-3
Maclaurin series, 127
Mass, 315, 347
center of, 330 Normal line, 227
Mass in R', 347 Normalized function, 361
Matrices, APP-I
addition of, APP-2
equality of, APP-3 Odd function, 365
equivalent, APP-29 Ordered triple (of vectors), 66
product of, APP-3 left-handed, 66
Matrix, APP-I right-handed, 66
additive inverse, APP-2 Ordered triples, 66
augmented, APP-36 oppositely oriented, 67
coefficient, APP-36 similarly oriented, 66
diagonal, APP-8 Orientable piecewise-smooth surface, 535
diagonal elements of a, APP-8 Orientable surface, 533
diagonal of a, APP-8 Orientation of a surface, 534
elementary transformation of a, APP- representation agrees with the, 534
28 Orthogonal functions, 387
elements of a, APP-I Orthogonal vectors 39, 53
identity, APP-8 Outer volume, 297
multiplication of, by a scalar, APP-2
nonsingular, APP-28
rank of a, APP-28 Parallelepiped, 4
square, APP-I Parametric equations of a line, 13
symmetric, APP-13 Partial derivatives (of a function), 197
transpose of a, APP-7 Partial sum of a series, 100
triangular, APP-8 Partition of unity, 508
zero, APP-3 Path,486
Maximum, constrained, 266 integral independent of, 486
free, 266 Periodic extension, 362
method of Lagrange multipliers for, Periodic function, 358
266 Perpendicular vectors, 39, 53
INDEX-5
Piecewise-continuous function, 361 binomial, 147

Piecewise-smooth function. 361 Cauchy product of, 152
Piecewise-smooth surface. 522 comparison test for, 105
Plane, equation of, 18 conditionally convergent. 114
attitude numbers of, 19 convergent, 100, 189
Point of division formula, 17 cosine, 368
Polar moment of inertia, 271 differentiation of, 138, 169
Polyhedral domains, 4 divergent, 100
Potential function, 471 double, 174, 254
Power series, 120 Fourier, 358
Projection of one vector on another, 47, geometric, 101
63 harmonic, 110
Proportional vectors, 45 integral test for, 108
P-series, 107 integration of, 138, 169
interval of convergence of, 114
Maclaurin's, 127
Radical plane 31, partial sums of, 100
Radius of convergence of a series, 171 of positive terms, 104
Range of a function, 77 power, 120
Rank of a matrix, APP-28 radius of convergence, 171
Ratio test, 115 ratio test for, liS
Rectangular coordinates, 2 sine, 368
Recursion formula, 475 sum of, 100
Regular pyramid, 13 Taylor's, 126
Regular tetrahedron, 13 uniform convergence of, 154, 164, 182
Relation from C'to (:', 187 Side condition, 266
Relation Simply-connected domain, 490
domain of a, 187 Sine series, 368
inverse, 193 Smooth function, 361
range of a, 187 Smooth-surface element, 519
Right-handed coordinate system, Speed, 83, 88
Rolle's theorem, 92 Spheres, 28
Row vector, APP-I center of, 28
equation of, 28
radius of, 28
Saddle point, 259 Spherical coordinates, 33
Scalar curl, 500 Stokes' theorem, 537, 540
Scalar /ield, 460 Strongly simply connected, 491
Scalar function, 460 Subdivision, 296
Scalar product, 47 norm of, 296
Second derivatives, 243 Successive integrals, 304
Second-derivative test, 260 Surface area, 333
Sequence, 99 Surface integrals, 523
/inite, 98
in/inite, 98
limit of a, 99 Tangent line, 87, 229
Series, 100 Tangent linear transformation, 524
absolutely convergent, 114, 178, 189 Tangent plane, 224
alternating, 114 Tangential component, 79
INDEX-6
Taylor's series, 126 zero, 39, 53

Taylor's theorem 131,250 Vector acceleration, 83
Theorem of the Mean, 91 Vector field, 454
generalized, 92 Vector functions, 77, 85,454
Three-dimensional number space, 1 continuous, 78
Torus, 324 differentiable, 79
Total differential, 231 limit of, 78
Transformation, 412 Vector product of two vectors, 67
continuously differentiable, 413 Vector velocity, 82
image, 412 Vectors, 39
inverse, 414 addition of, 39
tangent linear, 524 angle between, 45, 62
Transpose of a matrix, APP-7 associative laws for, 42, 56
Triple cross product of, 67
ordered, 66 distributive laws for, 42, 48, 56
Triple integral, 340 dot product of, 47, 62
in cylindrical coordinates, 347 inner product of, 47, 62
in spherical coordinates, 347 linear combination of, 58
linearly dependent, 58
linearly independent, 58
Undirected line, 7 multiplication of, by numbers, 39, 56
Uniform convergence, 154, 164, 182, orthogonal, 39, 53, 63
446 parallel, 45
of a double sequence, 182 projection of, 47, 63
of a double series, 182 proportional, 45, 58
of a sequence (of functions), 155 scalar product of, 47, 62
of a series, 164 vector product of, 67
Unit normal function, 533 Velocity vector, 82, 88
Unit tangent vector, 87 Volume, 297
inner, 297
outer, 297
Vector, 38, 53
column, APP-2
free, 39
length of a, 39, 53 Weierstrass M-Test, 165
representative of a, 38, 53
unit, 39
unit in direction of a given vector, 43, Zero matrix, APP-3
56 Zero vector, 39, 53
(continued from page iii
James: Topological and Uniform PeressinilSullivanlUhl: The Mathematics

Spaces. of Nonlinear Programming.
Jiinich: Linear Algebra. PrenowitzlJantosciak: Join Geometries.
Jiinich: Topology. Priestley: Calculus: A Liberal Art.
Kemeny/Snell: Finite Markov Chains. Second edition.
Kinsey: Topology of Surfaces. ProtterlMorrey: A First Course in Real
Klambauer: Aspects of Calculus. Analysis. Second edition.
Lang: A First Course in Calculus. Fifth ProtterlMorrey: Intermediate Calculus.
edition. Second edition.
Lang: Calculus of Several Variables. Roman: An Introduction to Coding and
Third edition. Information Theory.
Lang: Introduction to Linear Algebra. Ross: Elementary Analysis: The Theory
Second edition. of Calculus.
Lang: Linear Algebra. Third edition. Samuel: Projective Geometry.
Lang: Undergraduate Algebra. Second Readings in Mathematics.
edition. Scharlau/Opolka: From Fermat to
Lang: Undergraduate Analysis. Minkowski.
LaxIBurstein/Lax: Calculus with Sethuraman: Rings, Fields, and Vector
Applications and Computing. Spaces: An Approach to Geometric
Volume I. Constructability.
LeCuyer: College Mathematics with Sigler: Algebra.
APL. Silvermanffate: Rational Points on
LidVPilz: Applied Abstract Algebra. Elliptic Curves.
Second edition. Simmonds: A Brief on Tensor Analysis.
Logan: Applied Partial Differential Second edition.
Equations. Singer: Geometry: Plane and Fancy.
Macki-Strauss: Introduction to Optimal Singerffhorpe: Lecture Notes on
Control Theory. Elementary Topology and
Malitz: Introduction to Mathematical Geometry.
Logic. Smith: Linear Algebra. Third edition.
MarsdenlWeinstein: Calculus I, II, Ill. Smith: Primer of Modem Analysis.
Second edition. Second edition.
Martin: The Foundations of Geometry StantonIWhite: Constructive
and the Non-Euclidean Plane. Combinatorics.
Martin: Geometric Constructions. Stillwell: Elements of Algebra:
Martin: Transformation Geometry: An Geometry, Numbers, Equations.
Introduction to Symmetry. Stillwell: Mathematics and Its History.
Millman/Parker: Geometry: A Metric Stillwell: Numbers and Geometry.
Approach with Models. Second Readings in Mathematics.
edition. Strayer: Linear Programming and Its
Moschovakis: Notes on Set Theory. Applications.
Owen: A First Course in the Thorpe: Elementary Topics in
Mathematical Foundations of Differential Geometry.
Thermodynamics. Toth: Glimpses of Algebra and
Palka: An Introduction to Complex Geometry.
Function Theory. Readings in Mathematics.
Pedrick: A First Course in Analysis.
Troutman: Variational Calculus and WhyburnlDuda: Dynamic Topology.

Optimal Control. Second edition. Wilson: Much Ado About Calculus.
Valenza: Linear Algebra: An
Introduction to Abstract Mathematics.
Table 3. Natural Logarithms of Numbers
n log.n n log.n n log.n
0.0 • 4.5 1.5041 9.0 2.1972
0.1 7.6974 4.6 1.5261 9.1 2.2083
0.2 8.3906 4.7 1.5476 9.2 2.2192
0.3 8.7960 4.8 1.5686 9.3 2.2300
0.4 9.0837 4.9 1.5892 9.4 2.2407
0.5 9.3069 5.0 1.6094 9.5 2.2513
0.6 9.4892 5.1 1.6292 9.6 2.2618
0.7 9.6433 5.2 1.6487 9.7 2.2721
0.8 9.7769 5.3 1.6677 9.8 2.2824
0.9 9.8946 5.4 1.6864 9.9 2.2925
1.0 0.0000 5.5 1.7047 10 2.3026
1.1 0.0953 5.6 1.7228 II 2.3979
1.2 0.1823 5.7 1.7405 12 2.4849
1.3 0.2624 5.8 1.7579 13 2.5649
1.4 0.3365 5.9 1.7750 14 2.6391
1.5 Q.4055 6.0 1.7918 15 2.7081
1.6 0.4700 6.1 1.8083 16 2.7726
1.7 0.5306 6.2 1.8245 17 2.8332
1.8 0.5878 6.3 1.8405 18 2.8904
1.9 0.6419 6.4 1.8563 19 2.9444
2.0 0.6931 6.5 1.8718 20 2.9957
2.1 0.7419 6.6 1.8871 25 3.2189
2.2 0.7885 6.7 1.9021 30 3.4012
2.3 0.8329 6.8 1.9169 35 3.5553
2.4 0.8755 6.9 1.9315 40 3.6889
2.5 0.9163 7.0 1.9459 45 3.8067
2.6 0.9555 7.1 1.9601 50 3.9120
2.7 0.9933 7.2 1.9741 55 4.0073
2.8 1.0296 7.3 1.9879 60 4.0943
2.9 1.0647 7.4 2.0015 65 4.1744
3.0 1.0986 7.5 2.0149 70 4.2485
3.1 1.1314 7.6 2.0281 75 4.3175
3.2 1.1632 7.7 2.0412 80 4.3820
3.3 1.1939 7.8 2.0541 85 4.4427
3.4 1.2238 7.9 2.0669 90 4.4998
3.5 1.2528 8.0 2.0794 95 4.5539
3.6 1.2809 8.1 2.0919 100 4.6052
3.7 1.3083 8.2 2.1041
3.8 1.3350 8.3 2.1163
3.9 1.3610 8.4 2.1282
4.0 1.3863 8.5 2.1401
4.1 1.4110 8.6 2.1518
4.2 1.4351 8.7 2.1633
4.3 1.4586 8.8 2.1748
4.4 1.4816 8.9 2.1861
Greek Alphabet
Capital Name of Lower-case
letters letters letters
A Alpha ex
B Beta p
r Gamma y
,
~ Delta b
E Epsilon e
Z Zeta
H Eta '7
e Theta 8,9
I Iota I
K Kappa K
A Lambda A-
M Mu J1
N Nu v
.::. Xi ~
0 Omicron 0
II Pi 11:
P Rho p
~ Sigma (J
T Tau r
y Upsilon v
cfl Phi cjJ,qJ
X Chi X
'¥ Psi I/J
Q Omega (J)

(Undergraduate Texts in Mathematics) Murray H. Protter, Charles B. Jr. Morrey - Intermediate Calculus (1986, Springer)

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(Undergraduate Texts in Mathematics) Murray H. Protter, Charles B. Jr. Morrey - Intermediate Calculus (1986, Springer)

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Murray H.

With 266 Illustrations

Mathematics Subject Classification (1991): 26-01, 42-01

Library ofCongress Cataloging in Publicat ion Data

©1985 Springer-Verlag Berlin Heidelberg

ISBN 978-1-4612-7006-5 ISBN 978-1-4612-1086-3 (eBook)

Springer-Verlag Berlin Heidelberg GmbH

Anglin: Mathematics: A Concise History Devlin: The Joy of Sets: Fundamentals

0.00 1.0000 1.0000 2.5 12.182 0.0821

Analytic geometry and calculus at a college or university almost always

option would give students a thorough preparation for ajunior-level course in

Berkeley, California MURRAY H. PROTTER

I. The Number Space R 3 . Coordinates. The Distance Formula 1

3. Series of Positive Terms 104

1. Definition of the Double Integral 295

1. Fourier Series 358

l. Implicit Function Theorems 390

A Short Table of Integrals APP-53

Answers to Odd-Numbered Problems ANS-!

Analytic Geometry in Three Dimensions

1. The Number Space R 3 . Coordinates.

Fig. I-I Fig. 1-2

Fig. 1-3 Fig. 1-4

Any two intersecting lines in space determine a plane. A plane containing

{P: P has properties A and B}.

is called a half-space. The inequality

Theorem 1. The distance d between the points in three dimensional space

PROOF. We make the construction shown in Fig. 1-6. By the Pythagorean

The midpoint P of the line segment connecting the point Pt(XI'YI,ZI)

If PI and P2 lie in the xy plane-that is, if ZI = 0 and Z2 = O-then so does

SOLUTION. The midpoint P of the segment PI P2 has coordinates P( - 1,5, t).

EXAMPLE 2. One endpoint of a segment PI P2 has coordinates PI ( - 1,2,5).

SOLUTION. For P(x,y,z) we note that y = 0, since P is in the xz plane.

2. A (4,3, I), B(2, 1,2), C(O, 2, 4)

5. A(O,O, 0), B(4, 1,2), C( -5, -5, -I)

10. A(2, 1,3), B(3, -1, -2), C(O, 2, -I)

17. A(2,3, I), B(4, 6, 5), C( -2, -2, -7)

20. Describe the set of points in space given by {(x, y, z) : x = 2, y = -4}.

PX2 + qx, , Yo = PY2 + qYI PZ2 + qz,

2. Direction Cosines and Numbers

In three-dimensional space we consider a line passing through the origin 0

or, more simply,

A line L has unlimited sets of direction numbers.

Multiplying A, j.l, v of Theorem 2 by the constant d, we obtain the result

:'OLUTION. From the Corollary, 2, 2, -6 form a set of direction numbers.

SOLUTION. A set of direction numbers for the line L I through PI and P2

From Theorem 2 and the statements in Example 2, we easily obtain the

Corollary 2. A line L I is parallel to a line L 2 if and only if a set of direction

!PIPZ !. We apply the Law of Cosines to triangle OPIPZ , getting

After simplification we obtain

cosO = XIX Z + YIYZ + ZIZZ = XI. Xz + YI. Yz +:J.. Zz

= AIA z + I1ll1z + Vi vz·

SOLUTION. A set of direction numbers for L I is 2, - 5, I. A set for L z is -I,

7. PI (0, 4, - 3), direction numbers 0,0, 5

II. A (4,2, -I), B(2, 1, I), C(O, 0, 2)

14. PI (2,1,1),P2(3,2,-I); QI(0,1,4),Q2(2,3,0)

15. PI (3, 1,4), P2( -3,2,5); Q,(4,6, I), Q2(0,5,8)

17. PI (2, -1,0), P2(3, 1,2); QI(2, 1,4), Q 2(4,0,4)

18. P,(0,-4,2),P2(5,-1,0); Q,(3,0,2),Q2(2,1,1)

20. P,(4,0,5),P2(-I,-3,-2); Q,(2,1,4),Q2(2,-5,1)

21. P,(0,0,5), P2(4, -2,0); QI(0,0,6), Q2(3, -2, I)

Po(xo, Yo, '0)

which is I of the way from Po to PI is the point P(x, y, z) whose coordinates