A Course in Mathematical Analysis.

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

PROFESSOR OF MATHEMATICS IN THE UNIVERSITY OF MISSOURI
VOL.
DERIVATIVES AND DIFFERENTIALS

EXPANSION IN SERIES
DEFINITE INTEGRALS
APPLICATIONS TO GEOMETRY
GINN AND COMPANY

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

1
COPYRIGHT,
1904,
BY
EARLE RAYMOND HEDRICK

ALL RIGHTS RESERVED
PRINTED IN THE UNITED STATES OF AMERICA
426.6
jgregg
GINN AND COMPANY

PRIETORS BOSTON
PRO
U.S.A.
AUTHOR S PREFACE
This book contains, with slight variations, the material given in
my
course at the University of Paris.
have modified somewhat
the order followed in the lectures for the sake of uniting in a single
volume
that has to do with functions of real variables, except
all
the theory of differential equations.
being treated in the
"
The
differential notation not
Classe de Mathematiques
treated this notation from the beginning,
speciales,"
* I
have
and have presupposed only
a knowledge of the formal rules for calculating derivatives.

Since mathematical analysis
tinuum,
it
logically,
is
essentially the science of the con
would seem that every course
in analysis should begin,
with the study of irrational numbers.
however, that the student
is
theory of incommensurable
well-known works f that

a discussion.
As
basis of analysis,
double integral,
have supposed,
already familiar with that subject.
numbers
is
have thought
for the other
treated in so
it useless to
many
The
excellent
enter upon such
fundamental notions which
lie at
the
such as the upper limit, the definite integral, the

etc.,
have endeavored to treat them with
all
desirable rigor, seeking to retain the elementary character of the
work, and to avoid generalizations which would be superfluous in a

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

ing without inconvenience.
may omit
Each chapter
is
at the first read
followed by a
list
of
examples which are directly illustrative of the methods treated in

the chapter.
Most of these examples have been set in examina
tions.
Certain others, which are designated by an asterisk, are
somewhat more
difficult.
The
latter are taken, for the
most
part,
from original memoirs to which references are made.
Two
of
my
and M. Jean
old students at the Ecole Normale,
I take this occasion to tender
JANUARY
M. Emile Cotton
Clairin, have kindly assisted in the correction of proofs
them
my
hearty thanks.
E.
27, 1902
GOURSAT
TRANSLATOR
The
PREFACE
was undertaken at the suggestion
translation of this Course
whose review of the original appeared

of Professor W.
in the July number of the Bulletin of the American Mathematical
The lack of standard texts on mathematical sub
Society in 1903.
F. Osgood,
too well
known
jects in the
English language
I earnestly
hope that this book will help to
felt
is
fill
to require insistence.
the need so generally
throughout the American mathematical world.
conveniently in our
in calculus,
It
may
be used
system of instruction as a text for a second course
and as a book of reference
it
will be
found valuable
an American student throughout his work.

Few alterations have been made from the French
text.
to
Slight
changes of notation have been introduced occasionally for conven

ience,
and several changes and .additions have been made at the sug
gestion of Professor Goursat,
work
in the
of translation.
who
has very kindly interested himself
To him
is
due
all
the additional matter
not to be found in the French text, except the footnotes which are
signed,
and even
edited by him.
these,
though not of his
initiative,
I take this opportunity to express
were always
my
gratitude to
the author for the permission to translate the work and for the
sympathetic attitude which he has consistently assumed. I am also

indebted to Professor Osgood for counsel as the work progressed
and for aid in doubtful matters pertaining to the translation.
The
make
publishers, Messrs.
Ginn
the typography excellent.
& Company, have spared
no pains to
Their spirit has been far from com
mercial in the whole enterprise, and
it
is
their hope, as
it is
mine,
that the publication of this book will contribute to the advance of
mathematics
in
AUGUST, 1904
America.
E R HEDRICK
CONTENTS
PAGE
CHAPTER
I.
Functions of a Single Variable

Functions of Several Variables
11
The
19
I.
II.
III.
II.
Differential Notation
IMPLICIT FUNCTIONS. FUNCTIONAL DETERMINANTS.
I.
II.
III.
Implicit Functions
II.
Functional Determinants
52
61
Taylor
Series with a Remainder.
Singular Points.
II.
Taylor
Maxima and Minima
DEFINITE INTEGRALS
I. Special Methods of Quadrature
III.
Series
Definite Integrals. Allied Geometrical Concepts

Change of Variable. Integration by Parts
.
Integrals.
Line Integrals
V. INDEFINITE INTEGRALS
III.
VI.
Integration of Rational Functions
Double
.110
Methods
of
Evaluation.
Green
III.
Change
192
208
208
226
.236
250
250
Area of a Surface
Double Integrals. Improper
of Variables.
Generalizations of
175
.196
Theorem
II.
140
.166
........
Integrals.
134
.134
.....
....
and Hyperelliptic Integrals

Integration of Transcendental Functions
Elliptic
DOUBLE INTEGRALS
I.
89
89
Improper
V. Functions defined by Definite Integrals

VI. Approximate Evaluation of Definite Integrals
II.
......
....
IV. Generalizations of the Idea of an Integral.
I.
35
35
Transformations
TAYLOR S SERIES. ELEMENTARY APPLICATIONS. MAXIMA

AND MINIMA
I.
IV.
CHANGE
........
....
.........
........
........
OF VARIABLE
III.
Surface Integrals
.......
IV. Analytical and Geometrical Applications
264
Integrals.
277
284
CONTENTS
viii
PAGE
CHAPTER
VII.
MULTIPLE INTEGRALS.
INTEGRATION OF TOTAL DIFFER

296
ENTIALS
I.
II.
VIII.
of Variables
Multiple Integrals. Change

Integration of Total Differentials
INFINITE SERIES
I. Series
of Real Constant Terms.
296
.313
327
General Properties.
327
Tests for Convergence

II.
Series of
III. Series of
IX.
POWER
I.
II.
Complex Terms. Multiple Series

Variable Terms. Uniform Convergence
SERIES.
Power
Power
TRIGONOMETRIC SERIES
Series of a Single Variable

Series in Several Variables
350
360
....
375
.....
.
Analytic Curves and Surfaces

IV. Trigonometric Series. Miscellaneous Series
III.
Implicit Functions.
375
S94
399
.411
426
X. PLANE CURVES
I.
II.
III.
XI.
Envelopes
Curvature
426
Contact of Plane Curves
443
SKEW CURVES
I.
II.
433
........
....
........
Osculating Plane
Envelopes of Surfaces
Curvature and Torsion of Skew Curves

IV. Contact between Skew Curves. Contact between Curves
III.
and Surfaces
XII.
II.
III.
Curvature of Curves drawn on a Surface

Asymptotic Lines. Conjugate Lines
459
468
486
....
Lines of Curvature
497
.514
506
526
IV. Families of Straight Lines
INDEX
453
497
SURFACES
I.
453
541
CHAPTER
FUNCTIONS OF A SINGLE VARIABLE
I.
1.
Limits.
When
the successive values of a variable x approach
nearer and nearer a constant quantity a, in such a way that the

a finally becomes and remains
absolute value of the difference x
less
than any preassigned number, the constant a is called the

This definition furnishes a criterion for
limit of the variable x.
determining whether a
sary and
is
the limit of the variable
sufficient condition that it
should
x.
The neces
is
be,
that, given any
no matter how small, the absolute value of x
a
should remain less than e for all values which the variable x can
positive
number
e,
assume, after a certain instant.
Numerous examples
of limits are to be found in Geometry

For example, the limit of the variable quantity
x = (a 2
m 2 ) / (a m), as m approaches a, is 2 a for x 2 a will
a is taken less than e. Likewise, the
be less than e whenever m
variable x = a
where
n is a positive integer, approaches the
1/n,
limit a when n increases indefinitely
for a
x is less than e when
and Algebra.
ever n
It is apparent from these examples that

greater than 1/e.
the successive values of the variable x, as it approaches its limit, may
is
form a continuous or a discontinuous sequence.

It is in general very difficult to determine the limit of a variable
quantity. The following proposition, which we will assume as selfevident, enables us, in
many
cases, to establish the existence of a limit.
variable quantity which never decreases, and which ahvays

less than a constant quantity L, approaches a limit I, which
Any
remains
is less
than or at most equal
to L.
Similarly, any variable quantity which never increases, and which

always remains greater than a constant quantity L approaches a
,
limit
which
is
greater than or else equal

1
to
2.
For example,
[I,
each of an infinite series of positive terms is

than the corresponding term of another infinite
series of positive terms which is known to converge, then the first
series converges also
for the sum 2 n of the first n terms evidently
increases with n, and this sum is constantly less than the total sum
if
less, respectively,
5 of the second
series.
2. Functions. When two variable

quantities are so related that
the value of one of them depends upon the value of the other,
they
are said to be functions of each other.
If one of them be sup
posed to vary arbitrarily, it is called the independent variable. Let

this variable be denoted by x, and let us
suppose, for example,
that it can assume all values between two given numbers a and b
Let y be another variable, such that to each value of x

b).
(a
between a and b, and also for the values a and b themselves, there
corresponds one definitely determined value of y. Then y is called
a function of x, defined in the interval (a, b) and this dependence
<
indicated by writing the equation y =/(z). For instance, it

may
happen that y is the result of certain arithmetical operations per
formed upon x. Such is the case for the very simplest functions
studied in elementary mathematics, e.g. polynomials, rational func
is
tions, radicals, etc.
A function may also be defined graphically. Let two coordinate

axes Ox, Oy be taken in a plane and let us join any two
points A
and B of this plane by a curvilinear arc .4 CB, of any shape, which
;
not cut in more than one point by any parallel to the axis
Oy.
Then the ordinate of a point of this curve will be a function of the
abscissa.
The arc A CB may be composed of several distinct por
is
tions
which belong
to different curves, such as
segments of straight
lines, arcs of circles, etc.
In short, any absolutely arbitrary law

may be assumed for finding
the value of y from that of x.
The word function, in its most gen
eral sense, means nothing more nor
x corresponds a value of y.
less
than this
to every value of
3. Continuity.
The definition of functions to which the infini
tesimal calculus applies does not admit of such broad
generality.
Let y =f(x) be a function defined in a certain interval
and
(a,
b),
let
x and x
ence f(x
-f
h be two values of x
in that interval.
If the differ
f(xo) approaches zero as the absolute value of h

approaches zero, the function f(x} is said to be continuous for the
value x
From the very definition of a limit we may also say that
.
-f A)
I,
3]
a function f(x)
x if, corresponding to every

continuous for x
no matter how small, we can find a positive num
is
positive number
ber 77, such that
e,
|/(*o
A)-/(*o)|<
We
shall say that

for every value of h less than rj in absolute value.*
a function f(x) is continuous in an interval (a, b) if it is continuous
for every value of x lying in that interval, and if the differences
each approach zero when
h,
which
approaches zero.
In elementary text-books
is
it
now
is
usually
rational functions, the exponential
to be taken only positive,
shown
that polynomials,
and the logarithmic function,
the trigonometric functions, and the inverse trigonometric functions

are continuous functions, except for certain particular values of
It follows directly from the definition of continuity
the variable.
or the product of any number of continuous functions
and this holds for the quotient of
itself a continuous function
that the
is
sum
two continuous functions also, except

for which the denominator vanishes.
for the values of the variable
seems superfluous to explain here the reasons which lead us to

assume that functions which are defined by physical conditions are,
It
at least in general, continuous.
the properties of continuous functions we shall now state

only the two following, which one might be tempted to think were
self-evident, but which really amount to actual theorems, of which
Among
rigorous demonstrations will be given later, f
If the function yf(x) is continuous in the interval (a, b), and

a number between f (a) andf(b), then the equation f(x) =
has at least one root between a and b.
II. There exists at least one value of x belonging to the interval
I.
if
N is
(a, b ), inclusive
of
its
end points, for which y takes on a value
greater than, or at least equal to, the value of the function at

any other point in the interval. Likewise, there exists a value of x
for which y takes on a value m, than which the function assumes no
which
is
smaller value in the interval.
The numbers
M and m are called the maximum and the minimum
values of f(x), respectively, in the interval

*
The notation
See Chapter IV.
(a,
b*).
denotes the absolute value of
It is clear that
a.
[I,
the value of x for which /(ce) assumes its maximum value M, or the
value of x corresponding to the minimum m, may be at one of the
end points, a or
that
N is a
if
at least one root

4.
Examples
from the two theorems above,
It follows at once
b.
number between
which
lies
M and m, the equation /() = N has
between a and
of discontinuities.
b.
The functions which we
shall study
will be in general continuous, but they may cease to be so for

certain exceptional values of the variable.
proceed to give
We
several examples of the kinds of discontinuity
which occur most
frequently.
The function y
= 1 / (x a) is continuous for every value x of

x except a. The operation necessary to determine the value of y
from that of x ceases to have a meaning when x is assigned the
value a but we note that when x is very near to a the absolute
;
value of y is very large, and y is positive or negative with x

a.
As the difference x
a diminishes, the absolute value of y increases
indefinitely, so as eventually to become and remain greater than any
preassigned number.
y becomes
infinite
This phenomenon
when x
a.
is described by saying that

Discontinuity of this kind is of
great importance in Analysis.

Let us consider next the function y
sin 1/z.
As x approaches
zero, I/a; increases indefinitely, and y does not approach any limit
it remains between + 1 and

1.
The equation
where A
1, has an infinite number of solutions
which lie between
and e, no matter how small e be taken. What
ever value be assigned to y when x
0, the function under con
whatever, although
sin l/a;
= ,4,
<
sideration cannot be
An example
made continuous
of a still different
for x
0.
kind of discontinuity
is
given by
the convergent infinite series
When
x approaches
S (x~) approaches the
limit 1, although
every term of the series is zero, and
hence 5 (0) = 0. But if x be given a value different from zero, a
geometric progression is obtained, of which the ratio is 1/(1 + a; 2 ).
5 (0)
0.
For,
zero,
when x
Hence
0,
5]
I,
and the limit of S(x)
is
seen to be
Thus, in this example, the
1.
function approaches a definite limit as x approaches zero, but that

0.
limit is different from the value of the function for x
Derivatives.
5.
Then
Let/(x) be a continuous function.
the
two
terms of the quotient
k
approach zero simultaneously, as the absolute value of h approaches
If this quotient approaches a limit,
zero, while x remains fixed.
derivative
of the function /(#), and is denoted
is
called
the
this limit
the notation due to Lagrange.
An important geometrical concept is associated with this analytic
Let us consider, in a plane XOY, the curve
notion of derivative.
by y
or
by /
(x), in
A MB, which
represents the function y =/(#), which

in the interval (a, b).
Let
and
continuous
to be
on this curve, in the interval
(a, b),
and
let
we
shall
assume
be two points
their abscissas be x and
MM
The
is then
slope of the straight line
A, respectively.
h
above.
Now
as
the
zero
the
approaches
quotient
point
precisely
approaches the point M] and, if the function has a derivative,
the slope of the line
MM
MM
approaches the limit y
The
straight line
therefore, approaches a limiting position, which is called the

tangent to the curve. It follows that the equation of the tangent is
,
Y-y = y
where
To
and
(X-x),
are the running coordinates.

generalize, let us consider any curve in space,
and
let
be the coordinates of a point on the curve, expressed as functions of

be two points of the curve
Let
and
a variable parameter t.
corresponding to
two values,
equations of the chord
MM
x-f(t)
and
h, of
the parameter.
The
are then
f(t + h)
If
we
divide each denominator by h and then let h approach zero,
MM
evidently approaches a limiting position, which

given by the equations
the chord
X -f(f)
f(t)
Y4, ft)
is
[i,
provided, of course, that each of the three functions f(t),

(t), \J/ (t)
The determination of the tangent to a curve
possesses a derivative.
thus reduces, analytically, to the calculation of derivatives.
<f>
Every function which possesses a derivative is necessarily con

It is easy to give examples
tinuous, but the converse is not true.
of continuous functions which do not possess derivatives for
par
ticular values of the variable.
The function y
for
= xsinl/x,
=
=
a perfectly continuous function of x, for x

0,* and y
approaches zero as x approaches zero. But the ratio y /x
sinl/cc
does not approach any limit whatever, as we have already seen.
example,
is
Let us next consider the function y = x*. Here y is continuous

= when x = 0. But the ratio y /x = x~*
a;; and y
increases indefinitely as x approaches zero.
For abbreviation the
derivative is said to be infinite for x =
the curve which repre
for every value of
sents the function
tangent to the axis of y at the origin.

Finally, the function
is
is
continuous at x
limits according as
it is
approaching
0,* but the ratio
zero.
is
y /x approaches two different

always positive or always negative while
When x is positive and small, e l/x is posi
and very large, and the ratio y /x approaches 1. But if x

is negative and very small in absolute value, e l/x is
very small, and
the ratio y / x approaches zero.
There exist then two values of the
derivative according to the manner in which x approaches zero the
curve which represents this function has a corner at the origin.
It is clear from these examples that there exist continuous func
tions which do not possess derivatives for particular values of the
variable.
But the discoverers of the infinitesimal calculus confi
tive
dently believed that a continuous function had a derivative in gen

eral.
Attempts at proof were even made, but these were, of course,
Finally, Weierstrass succeeded in settling the question
conclusively by giving examples of continuous functions which do not
But
possess derivatives for any values of the variable whatever.!
fallacious.
as these functions have not as yet been
employed
in
any applications,
* After the value zero has been

0.
TRANSLATOR.
assigned to y for x
t Note read at the Academy of Sciences of Berlin, July 18, 1872.
Other examples
are to be found in the memoir by Darboux on discontinuous functions (Annales de
Ecole Normale Superieure, Vol. IV, 2d series).

given later (Chapter IX).
One
of Weierstrass s examples
is
6]
I,
them here. In the future, when we say that

in the interval (a, b), we shall mean
a
derivative
has
a function f(x)
for every value of x between
derivative
an
it
has
that
unique finite
we
shall not consider
and also f or x = a (h being positive) and f or x = b (h being

is made to the contrary.
negative), unless an explicit statement
a and
6.
The
Successive derivatives.
derivative of a function f(x) is in

If f (x) in turn has a deriva
(x).
general another function of x,f

the new function is called the second derivative of /(x), and is
In the same way the third deriva
or by f"(x).
represented by
the derivative of the second, and
to
be
or / "(#), is defined
tive y
n)
derivative
In general, the rath
so on.
7/ , or f
(x), is the deriva
tive,
y"
",
tive of the derivative of order (n
1).
If, in thus
forming the
never obtain a function which has no
we
we may imagine the process carried on indefinitely. In
this way we obtain an unlimited sequence of derivatives of the func
Such is the case for all functions
tion /(cc) with which we started.
successive derivatives,
derivative,
which have found any considerable application up to the present

time.
The above notation
Dn f(x),
due to Cauchy,
wth derivative.
7.
is
Leibniz
due to Lagrange. The notation Dn y, or

also used occasionally to represent the
is
notation will be given presently.
The use of derivatives in the study of equa

upon the following proposition, which is known as
Theorem :
Rolle s theorem.
tions depends
Roue
Let a and
0.
b be two roots of the equation f (x)
If the function
in
interval (a, b~),
a
derivative
the
and
continuous
possesses
f(x)
has at least one root which lies between a and b.
the equation / (#)
is
For the function f(x) vanishes, by hypothesis, for x
= a and x =
b.
vanishes at every point of the interval (a, b), its derivative also
vanishes at every point of the interval, and the theorem is evidently
If
it
fulfilled.
val, it
will
If the function f(x) does not vanish throughout the inter

assume either positive or negative values at some points.
Suppose, for instance, that it has positive values. Then it will have
a maximum value
for some value of x, say x lf which lies between
a and
b (
3,
Theorem
II).
The
ratio
[I,
where h is taken positive, is necessarily negative or else

Hence the limit of this ratio, i.e. f (x^), cannot be positive
f ( x i) = 0- But if we consider f (x\) as the limit of the ratio
zero.
;
i.e.
>
h
where h
From
is
positive, it follows in the
these two results
same manner that f\x\) ^
evident that/
it is
^) =
0,
0.
8. Law of the mean.

It is now easy to deduce from the above
theorem the important law of the mean *
:
Let f(x) be a continuous function which has a derivative in the

interval (a,
Then
b).
m-f(a) = (b-a)f(c-),
(1)
where
c is
a number between a and
b.
In order to prove this formula, let (x) be another function which

has the same properties as/(x), i.e. it is continuous and possesses a
derivative in the interval (a, b).
Let us determine three constants,
A, B, C, such that the auxiliary function
<
vanishes for x
a and for x
The necessary and
b.
sufficient
conditions for this are
A /(a)
+B
<()+
and these are
satisfied if
A =
(b),
<l>(a)-4>
The new function

in the interval (a,
fore vanishes for
replacing
we
C=
B<l>(b)+
0;
set
B =/(&) -/(a),
\J/(x)
thus defined
b).
The
is
It is merely necessary to take

which was to be proved. It is
<
if/
which
their values,
(a;)
=/()
(*)-/(&) * (a).
continuous and has a derivative
derivative
some value
A and B by
Af(b)
0,
we
=x
(x)
lies
= A f (x) + B
<
between a and
(z) there
b,
find a relation of the
whence
form
in order to obtain the

equality
to be noticed that this
demonstration
does not presuppose the continuity of the
derivative/ ^).
des accroissements finis."
as a synonym.
Other English
"Formule
moyenne"
and
"
Mean value
theorem."
TRANS.
The French
synonyms are
also use
Formule de la
value theorem
"
"
"Average
8]
I,
From
the theorem just proven it follows that if the derivative

zero at each point of the interval (a, b), the function f(x)
has the same value at every point of the interval for the applica
f (x)
is
x z belonging to the interval

Hence, if two functions have the same
(a, b), gives f(xi)=f(x.2 ).
derivative, their difference is a constant and the converse is evi
If a function F(x) be given whose derivative is
dently true also.
which have the same derivative are found by
f(oc), all other functions
adding to F(x) an arbitrary constant*
tion of the formula to
two values
Xi,
The geometrical interpretation of the equation (1) is very simple,

Let us draw the curve A MB which represents the function y = f(x)
Then the ratio [/(&) /()]/ (b a) is the
slope of the chord AB, while

() is the slope of the tangent at a
whose
abscissa
is c.
Hence the equation (1)
point C of the curve
expresses the fact that there exists a point C on the curve A MB,
between A and B, where the tangent is parallel to the chord AB.
If the derivative
/ (a;)
is
continuous, and
if
we
let
a and
approach
according to any law whatever, the number c,

lies between a and b, also approaches x 0} and the equation (1)
that the limit of the ratio
the same limit x
which
shows
f (xo). The geometrical interpretation is as follows. Let us

whose abscissa is x
consider upon the curve y=f(x) a point
and two points A and B whose abscissa are a and b, respectively.
is
is equal to the slope of the chord

The ratio [/(&) /()] / (b
)
AB, while / (x ) is the slope of the tangent at M. Hence, when
the two points A and B approach the point
according to any law
whatever, the secant AB approaches, as

tangent at the point M.
limiting position, the
its
* This theorem
is sometimes applied without due regard to the conditions imposed in

Let/(x) and 0(^), f r example, be two continuous functions which have
=
If the relation / (z) <t>(x)f(x)
derivatives / (a;),
(x)
(x) in an interval (a, 6).
is satisfied by these four functions, it is sometimes accepted as proved that the deriva
- f(x) (z)] / 2 is zero, and that accordingly
tive of the function//
or [/ (a;)
(cc)
its
statement.
4>
</)
<
<f>,
f/<t>
is
constant in the interval
unless the function
(a, b).
But
$ (a;) does not vanish
this conclusion is not absolutely rigorous
Suppose, for instance,
A function/(x) equal
and
(x) both vanish for a value c between a and 6.
to
between c and b, where Cj and C2 are dif
between a and c, and to
ferent constants, is continuous and has a derivative in the interval (a, b), and we have
that
(a;)
<j>
C%<f)(x)
Ci<f>(x)
(x)<t>(x)
f(x)<p
interpretation
is
(x)
apparent.
for every value of x in the interval.
The geometrical
10
[I,
This does not hold in general, however, if the derivative is not

For instance, if two points be taken on the curve
=
on
x*,
y
opposite sides of the y axis, it is evident from a figure
that the direction of the secant joining them can be made to approach
continuous.
any arbitrarily assigned limiting value by causing the two points to

approach the origin according to a suitably chosen law.
The equation (! ) is sometimes called the generalized law of the
mean. From it de 1 Hospital s theorem on indeterminate forms fol
lows at once.
x in
by
*
where
ratio
/"(#)
9.
of the
For, suppose f(a)
we
(j>
and
<f>
(a)
0.
Replacing
find
\
between a and
x.
This equation shows that if the
(x) approaches a limit as x approaches a, the ratic
and (a)
0.
approaches the same limit, if f(a)
a^ lies
f
/
(!
).
\ /
(x)/(j>
(a;)
<f>
Generalizations of the law of the mean.
Various generalizations of the law
mean have been
de la Socie te
The following one is due to Stieltjes (Bulletin

suggested.
Mathtmatique, Vol. XVI, p. 100). For the sake of defmiteness con
sider three functions, /(x), g(x), h(x), each of which has derivatives of the first
and second orders. Let a, 6, c be three particular values of the variable (a b c).
<
Let
and
let
be an auxiliary function.
c, its
derivative
Since this function vanishes
must vanish
/(a)
/(&)
/
If b
of x
<
be a number defined by the equation
for
when x
some value f between
g(a)
h(a)
g(b)
h(b)
-A
c.
and when
Hence
a2
b2
2f
(f)
and
be replaced by x in the left-hand side of this equation, we obtain a function

which vanishes when x = a and when x = b. Its derivative therefore van
ishes for
some value
of
equation thus obtained
x between a and
6,
which we
shall call
The new
is
(a)
(f)
g (a)
(a)
=
1
0.
2f
Finally, replacing f by x in the left-hand side of this equation, we obtain a func

tion of x which vanishes when x =
and when x
Its derivative vanishes
f
FUNCTIONS OF SEVERAL VARIABLES
10]
I,
and f and therefore between a and
some value ij, which lies between

Hence A must have the value
for
J_
(a)
11
c.
h (a)
(a)
1.2
where
lies
between a and
and
6,
17
lies
between a and
c.
This proof does not presuppose the continuity of the second derivatives
If these derivatives are continuous, and if the values a, 6, c
f"(x), g"(x), h"(x).
approach the same limit XQ, we have, in the limit,
(x
(x
f (x
(xo)
f"(x
0"(xo)
h
h
(x
(x
h"(x
Q)
Analogous expressions exist for n functions and the proof follows the same
If only two functions /(x) and g (x) are taken, the formula? reduce to the
law of the mean if we set g (x) = 1.
An analogous generalization has been given by Schwarz (Annali di Mathematica, 2d series, Vol. X).
lines.
II.
10. Introduction. A variable

quantity w whose value depends on
the values of several other variables, x, y, z,
-, t, which are in
dependent of each other,

ent variables x, y,
w =f(x, y,z,---,
is
z,
t).
a function of the
t;
is called a function
of the independ
and this relation is denoted by writing
For definiteness,
let
us suppose that w
two independent variables x and
y.
If
= f(x, y)
we think
of x and y as the Cartesian coordinates of a point in the

plane,
each pair of values (x, y) determines a point of the plane, and con
If to each point of a certain region A in the xy
versely.
plane,
bounded by one or more contours of any form whatever, there

corresponds a value of
in the region A.
w,
the function f(x, y)
is
said to be defined
Let (x y ) be the coordinates of a point

lying in this region.
The function f(x, y) is said to be continuous for the pair of values
,
x oi
any preassigned positive number

such that
yo) if, corresponding to
positive
number
77
exists
|/C*o
+ h,
+ k)-f(x
2/ )
<
c,
another
whenever \h
and \k\<rj.
rj
This definition of continuity
<
may be interpreted as follows. Let

us suppose constructed in the xy plane a square of side
2^ about
as center, with its sides
to
the
The
axes.
parallel
,
point
12
[I,
11
whose coordinates are x + h, y + k, will lie inside this square, if

To say that the function is continuous for the
and k
h
rj
pair of values (x T/ O ) amounts to saying that by taking this square
sufficiently small we can make the difference between the value of
and its value at any other point of the square less
the function at
<
<
rj.
than
in absolute value.
we may
It is evident that
as center.
replace the square by a circle about

the above condition is satisfied for all
if
For,
(x y )
points inside a square, it will evidently be satisfied for all points
inside the inscribed circle.
And, conversely, if the condition is
,
satisfied for all points inside a circle, it will also be satisfied for all
We might then
points inside the square inscribed in that circle.
define continuity by saying that an rj exists for every c, such that
whenever V/i 2
+k
I
The
<
/(<>
17
we
also have
h y
>
k)
-f(x
definition of continuity for a function of 3, 4,
pendent variables
It is clear that
variables x
and y
taken separately.
11.
is
n inde
similar to the above.
any continuous function of the two independent

is
a continuous function of each of the variables
However, the converse does not always hold.*
Partial derivatives.
If
any constant value whatever be substi
tuted for y, for example, in a continuous function f(x, y), there

results a continuous function of the single variable x.
The deriva
tive of this function of x, if it exists, is denoted by fx (x, y) or by x
<a
Likewise the symbol u v or fy (x, y), is used to denote the derivative

of the function f(x, y} when x is regarded as constant and y as the
,
independent variable. The functions x (x, y) and y (x, y) are called

the partial derivatives of the function f(x,
They are themselves,
y).
in general, functions of the two variables x and y.
If we form their
partial derivatives in turn,
we
get the partial derivatives of the sec

Thus there are four partial
y).
ond order of the given function f(x,
derivatives of the second order, fa (x, y),fx

(x, y),fyx (x, y),f+(x, y\
The partial derivatives of the third, fourth, and higher orders are
*
2
Consider, for instance, the f unction /(x, y), which is equal to 2 xy / (x 2
y ) when
the two variables x and y are not both zero, and which is zero when x
0.
It is
y
evident that this is a continuous function of x when y is constant, and vice versa.
+
=
Nevertheless it is not a continuous function of the two independent variables x and y

for the pair of values x = 0, y = 0. For, if the point (a-, y) approaches the origin upon
the line x = y. the f unction/ (x, y) approaches the limit 1, and not zero. Such functions
have been studied by Baire
in his thesis.
11]
I,
13
In general, given a function w

defined similarly.
-, f)
/(x, y, z,
of any number of independent variables, a partial derivative of the
nth order is the result of n successive differentiations of the function
/, in
in /.
a certain order, with respect to any of the variables which occur

will now show that the result does not depend upon the
We
order in which the differentiations are carried out.
Let us
f =f
tjx ,
Ax, y
+ Ay) -f(x,
-f(x +
Ay)
Ax, y)
+ /(x,
y}
where we suppose that x, y, Ax, A?/ have

Let us introduce the auxiliary function
00 =f( x
<
where v
is
+ Ax,
U = Ay
replacing
<j>
by
(y
<
its
regarding u
-/(x,
we
<(w),
where
<
<
Ax, y
mean
0Ay)
U = Ax Ay/^ (x +
Ax, y
of the expression
0|
we
Ax, y
fy (u,
<
in x, y, Ax, Ay,
<
0Ay),
we
1.
see that
y,
+ ^ Ay),
0, and 0[ are again positive constants less than unity.

these
two values of U and dividing by Ax Ay, we have
ing
where
Ax, y
find
+ 0Ay),
interchanging x and
U = Ay Aaj/q, (x +
0[
-f (x, y + 0Ay)].
to the function
as the independent variable,
fxy (x +
value,
the law of the
From the symmetry

we would also have,
v),
to the function
+ 0Ay),
U = Ay [/(* +
we now apply
u)
Then we may write
an auxiliary variable.
Applying the law of the mean
If
different forms,
definite values.
or,
Then
this let us first write the expression
U =f(x +
two
y) be a function of the two variables x and y.

provided that these two derivatives are continuous.
To prove
in
prove the following lemma
= f (x,
Let w
xij
first
+ Ây) =f,,x (x +
Ax, y
Equat
0Ay).
(x, y) and fvx (x, y) are supposed continuous,

of the above equation approach fxy (x, y) and
Since the derivatives /,.

the two
fyx (x,
members
as Ax and Ay approach
we wished to prove.
y), respectively,
the theorem which
zero,
and we obtain
14
[I,
above demonstration that no hypothesis
It is to be noticed in the
made concerning the other derivatives of the second order,

The proof applies also to the case where the function
f^ and fy
f(x, y) depends upon any number of other independent variables
whatever
is
t.
besides x and y, since these other variables would merely have to

be regarded as constants in the preceding developments.
now
Let us
consider a function of any
number of independent
variables,
=/(>
and
let
y>
*)j
*>>
be a partial derivative of order n of this function.
Any
permutation in the order of the differentiations which leads to fi

can be effected by a series of interchanges between two successive
differentiations
tion considered.
is
and, since these interchanges do not alter the

just seen, the same will be true of the permuta
we have
result, as
have a notation which
It follows that in order to
not ambiguous for the partial derivatives of the nth order,
it is
number
of differentiations performed with

respect to each of the independent variables. For instance, any nth
derivative of a function of three variables, to =/(x, y, z), will be
sufficient to indicate the
represented by one or the other of the notations
where p
-f-
+ r = n*
result of differentiating
Either of these notations represents the

/ successively p times with respect to x,
q times with respect to ?/, and r times with respect to 2, these oper
ations being carried out in any order whatever.
There are three
distinct derivatives of the first order, x
six of the second
z
f f f
,
order, fa,
fa fa /
3 v
fa fxz
In general, a function of
and so
on.
p independent variables
has just as
many
n as there are distinct terms in a homo

of
n in p independent variables that is,
order
geneous polynomial
distinct derivatives of order
as
is
shown
in the theory of combinations.
Practical rules.
certain number of practical rules for the cal
culation of derivatives are usually derived in elementary books on
*
The notation /a Pyq (x, y, z) is used instead of the notation fxfyn z r (x, y, z) for
Thus the notation fxy (x, y), used in place of fx y (x, y), is simpler and
TRANS.
equally clear.
simplicity.
..r
I,
11]
the Calculus.
its
table of such rules is appended, the function

same line
derivative being placed on the
ax
ax log
a,
where the symbol log denotes the natural logarithm
= log x,
=
y=
y
->
cos x,
= arc tan x,
arc sin x,
JL
y = uv,
The
u
f
=/(),
last
sin x,
and
y
y
16
-\-
= u v 4- uv
^ u v uv
2/*=/>K;
two rules enable us to find the derivative of a function

and that of a composite function if fu ,fv ,fw are con
of a function
tinuous.
Hence we can
find the successive derivatives of the func
tions studied in elementary mathematics,

and irrational functions, exponential and
polynomials, rational
logarithmic functions,
trigonometric functions and their inverses, and the functions deriv
able from all of these by combination.
For functions of several variables there exist certain formulae

analogous to the law of the mean. Let us consider, for definiteness, a function f(x, y) of the
The difference f(x
h, y 4- K)
f(x
+ h,y +
to each part of
thus find
f(x
h,y
where 6 and
k)
-f(x,
y)
two independent variables x and y.

f(x, y) may be written in the form
= [/(* + h,
k)
-f(x, y
+ &)]
which we may apply the law of the mean.
k}-f(x,
each
y)
= hfx (x +
6h,
We
+ k}+ kf (x, y + O K),

v
between zero and unity.

This formula holds whether the derivatives fx and / are continu
ous or not.
lie
If these derivatives are continuous, another formula,
16
[1,512
similar to the above, but involving only one undetermined number

In order to derive this second formula, con
6, may be employed.*
= f(x + ht, y + kfy, where x, y, h,

sider the auxiliary function
and k have determinate values and t denotes an auxiliary variable.
Applying the law of the mean to this function, we find
<f>()
Now
is
<(>")
equal to
a composite function of
hfx (x
ceding formula
12.
ht,
-f-
may
Tangent plane
and
t,
derivative
its
(t)
4>
y + kf) + kfy (x + ht,
-f-
kt)
is
hence the pre
be written in the form
We
to a surface.
have seen that the derivative
of a function of a single variable gives the tangent to a plane curve.

Similarly, the partial derivatives of a function of two variables occur
in the determination of the tangent plane to a surface.
z
(2)
. F(x,
Let
y)
be the equation of a surface S, and suppose that the function F(x,

?/),
together with its first partial derivatives, is continuous at a point
Let z be the corresponding value of z,
(ô? yo) of the xy plane.
and AT (cr 7/0
the
corresponding point on the surface S. If
)
,
>
the equations
*=/(*),
(3)
z/
*
<KO>
^(9
the
represent a curve C on the surface S through the point
three functions f(f),
which we shall suppose continuous
<j>(t),
and
differentiable,
must reduce to x y
t.
The tangent
of the parameter
value
given by the equations
is
x
Since the curve
must hold
C lies on the surface

t;
z , respectively, for some

to this curve at the point
5)
for all values of
"A(0>
that
S,
is,
the equation \j/(t)=F[f(t~),
this relation
must be an identity
* Another formula
may be obtained which involves only one undetermined number 0,
and which holds even when the derivatives/^, and/, are discontinuous. For the
applica
tion of the law of the mean to the auxiliary function
=f(x + ht,y + k) +f(x, y + kt)
<j>(t)
gives
<(!)
-0(0)
or
f(x
+ h,y +
k)
-f(x,
y)
= (0),
= hfx (x +
0<0<1.
6h,
k)
+ kfy (x,
6k),
0<0<1.
The operations performed, and hence the final formula, all hold provided the deriva
tives fx and fy merely exist at the points (x + ht, y + k),
TRANS.
(x,y + kt),0^t^\.
13]
I,
in
17
Taking the derivative of the second member by the rule for

t = t
we have
t.
the derivative of a composite function, and setting

(5)
(t
<j,
We
can
and
(5),
now
eliminate
and the
f (t
<
~),
i//(
)>
)FVa
(t
<t>
between the equations
(4)
result of this elimination is
Z-z = (X-
(6)
)FXo +
)=fi(t
ar
F +
Xg
(Y
-y)
F^.
is the equation of a plane which is the locus of the tangents to

It is called the tan
curves on the surface through the point
This
all
gent plane
to the surface.
We
13. Passage from increments to derivatives.
have defined the successive

from
derivatives in terms of each other, the derivatives of order n being derived

It is natural to inquire whether we
those of order (n
1), and so forth.
may
not define a derivative of any order as the limit of a certain ratio directly, with
We have already done some
out the intervention of derivatives of lower order.
thing of this kind for fxy
is the limit of the ratio
f(x
as
+ Ax,
11); for the
+ Ay) -/(x +
Ax and Ay both approach
second derivative
/"
zero.
demonstration given above shows that/rj,
Ax, y)-f(x, y
Ax Ay
It
Ay)
+ /(x,
y)
can be shown in like manner that the
of a function f(x) of a single variable is the limit of the
ratio
/(x
hi
h*)
-f(x +
hi)
-f(x
^1^2
as hi
and h 2 both approach
zero.
For, let us set
/i(x)=/(z
and then write the above
ratio in the
Ai)
form
h\
>
(x
+
hi
The
limit of
derivative
is
this ratio
is
therefore the second derivative
/",
provided that
continuous.
Passing now to the general case, let us consider, for definiteness, a function of
Let us set
three independent variables, w =f(x, y, 2).
AW =/(x + h, y,
AW =/(x, y + k,
A^w =/(x,
z)
-/(x,
2)
-/(x,
y, 2),
y, 2 -f 1)
-/(x,
y, z),
y, 2),
w.
If we consider ^, k, I as given
functions of x, y, 2,
themselves
are
increments
first
then
these
three
constants,
and we may form the relative increments of these functions corresponding to
where A* w, A* w, A z u are theîrsi increments of

l
18
13
[I,
increments
This gives us the second increments,

hi, ki, ^ of the variables.
A* 1 A* w A* A w
Tnis process can be continued indefinitely an increment
v
of order n would be defined as a first increment of an increment of order
(n
1).
Since we may invert the order of any two of these
it will be suffi
1
>
operations,
cient to indicate the successive increments
given to each of the variables. An
increment of order n would be indicated by some such notation as the
following
:
where p
AX
A<->
AX
A*p A*
A^/(z,
and where the increments
y, z),
be either equal or
This increment may be expressed in terms of a
unequal.
partial derivative of
order n, being equal to the product
hihy
hpki
n,
may
lr
kgl\
h, k,
+ d,,hp y + eiki +
+ Oq kq z + ffi li +
+ Kir),
where every 6 lies between and 1. This formula has already been proved for
first and for second increments.
In order to prove it in general, let us assume
that it holds for an increment of order (n
1), and let
x
fx p*z
(x
*i Ai
(X, y, 2)
AX
Ah/ Ajt
A**
f.
Then, by hypothesis,
$(x,y,z)
h z ---hp ki-- -k q li--
fxp-i
Ir
if, i
r(x + 0sh2 +
----\-6
---P hp, y-\
,H----
).
But the nth increment considered is equal to 0(x + hi, y, z)

y, z); and if we
apply the law of the mean to this increment, we finally obtain the formula sought.
<f>(x,
Conversely, the partial derivative fxT^ zr
AX
hp ki k 2
hi h?
as all the increments h, k,

It is interesting to
the usual definition.
function of x and y,
no
first
approach
kg
---
A/-/
lr
li
zero.
notice that this definition
sometimes more general than

+ ^(y) is a
Then u also has
is
Suppose, for example, that w =/(x, y)

where neither
nor ^ has a derivative.
<f>
<f>(x)
and consequently second derivatives are out
derivative,
the ordinary sense.

Nevertheless,
tive fxy is the limit of the fraction
in
/(x
the limit of the ratio
is
.-AX-.. -AX
h,
-/(x +
k)
if
we adopt
h, y)
the
-/(x, y
of the question,
new definition,
k)
+/(x,
the deriva
y)
hk
which
is
equal to
h)
t( V
k)
<t>(x
h)
hk
But the numerator of this ratio is identically

zero as a limit, and we find/xy = 0.*
*
similar
zero.
Hence the
remark may be made regarding functions of a

= xs cosl/x has the derivative
ratio
approaches
single variable.
example, the f unction /(K)
f
and f
(x)
(x)
has no derivative for x
3 x 2 cos -
0.
But the
xsin-i
ratio
/(2ar)-2/(tt)+/(0)
o"
or 8
a cos (I/ 2 a)
2 a cos (I/
or),
has the limit zero
when a approaches
zero.
For
THE DIFFERENTIAL NOTATION
)14 ]
19
III.
which has been in use longer than any

it is by no means indispensable,
Although
other,*
it possesses certain advantages of symmetry and of generality which
The
differential notation,
is
due to Leibniz.
are convenient, especially in the study of functions of several varia

This notation is founded upon the use of infinitesimals.
bles.
which approaches zero as

small
a limit is called an infinitely
quantity, or simply an infinitesi
the
that
The condition
mal.
quantity be variable is essential, for
not
an infinitesimal unless it is zero.
is
a constant, however small,
Any
14. Differentials.
variable quantity
which approach zero

Ordinarily several quantities are considered
standard of compari
as
the
is
chosen
them
of
One
simultaneously.
Let
called the principal infinitesimal.
Then
infinitesimal.
another
infinitesimal, and ft
son,
and
be the principal
said to be an
is
is
infinitesimal of higher order with respect to a, if the ratio ft/a

On the other hand, ft is called an infini
zero with a.
approaches
of
tesimal
the
order with respect to a,
first
approaches a limit
this case
different
^
where
=K+
ft=a(K + c)= Ka
if
a.
Hence
+ at,
Ka
The complementary term

is called the principal part of ft.
an infinitesimal of higher order with respect to a. In general,
such that ft
we can find a positive power of a, say
and
at
the ratio ft/a

In
zero.
e,
another infinitesimal with respect to
c is
if
from zero as a approaches
is
a",
zero,
ft
is
/a"
from zero as a approaches

Then
called an infinitesimal of order n with respect to a.
approaches a
finite
limit
different
we have
=K+
4
a
;
e,
or
ft
The term
an (K
-f e)
= Ka* +
".
again called the principal part of ft.

these
definitions, let us consider a continuous func
Having given
Let Aa; be an
tion y=f(x), which possesses a derivative
(x).
Ka"
is
With the
possible exception of
Newton
notation.
TRANS.
20
increment of
From
x,
and
let A?/
14
[I,
denote the corresponding increment of
the very definition of a derivative,
y.
we have
approaches zero with Ace. If Ax be taken as the principal

infinitesimal, AT/ is itself an infinitesimal whose principal part is
f (x) Ax.* This principal part is called the differential of y and is
where
denoted by dy.
dy=f(x)&x.
When /(x)
reduces to x
itself, the above formula becomes dx

and hence we shall write, for symmetry,
= Ax
where the increment dx of the independent variable x is to be given

the same fixed value, which is otherwise
arbitrary and of course
variable, for all of the several
functions of x which
may
dependent
be under consid
eration at the same time.
Let us take a curve C whose equation is

y = f(x), and consider two points on it,
and
whose abscissae are x and x -f dx,
In the triangle MTN we have
respectively.
NT = MN tan Z TMN = dxf (x).

Hence NT represents the differential
while
Ay
is
equal to
NM
It
is
evident from the figure that
dy,
MT
an infinitesimal of higher order, in general, with

respect to NT,
is parallel to the x axis.
approaches M, unless
Successive differentials may be defined, as were successive deriv
atives, each in terms of the preceding.
Thus we call the differ
is
as
MT
ential of the differential of the first order the

differential of the
second order, where dx is given the same value in both
cases, as
2
above.
It is denoted
by d
y:
d*y
= d (dy) =
[/"(x)
Similarly, the third differential
d*y
dx] dx
f"(x)
= d(d*y) = [_f(x)dx*]dx
=f"(x)(dx)*,
*
Strictly speaking, we should here exclude the case
ever, convenient to retain the same definition of dy
even though
it is
(dx}*.
is
not the principal part of Ay.
where f
=f
TRANS.
(x)
= 0.
It is,
(x)&x in this case
how
also.
14]
I,
and so
(n
1)
The
21
In general, the differential of the differential of order
on.
is
/ (or),
derivatives
/"(a),
-,
(n
...
\x),
the other hand, in terms of differentials, and

tion for the derivatives
can be expressed, on
a new nota
we have
~ dy
_
~
,,
dx
dx
To each of the
<Py
t>
rules for the calculation of a derivative

corresponds
a rule for the calculation of a differential.
= mx m dx
d log x =
d xm
dn y
~dtf
For example, we have
da x =
dx,
d sin x
a x log a dx
cos
x dx
SC
,
aarcsmcc
dx
Vl -
darctanx
>
a;
=-
dx
+x
Let us consider for a moment the case of a function of a function.
=/(), where u
is
a function of the independent variable
x.
whence, multiplying both sides by dx, we get
yx dx =/(M) X ux dx;
that
is,
dy =f(u)du.
The formula
for dy is therefore the same as if u were the inde

variable.
This is one of the advantages of the differential
pendent
notation. In the derivative notation there are two distinct
formulae,
yx=f(u)uxy
&=/(*)>
y with respect to cc, according as y is

given directly as a function of x or is given as a function of x by
means of an auxiliary function u. In the differential notation the
to represent the derivative of
same formula applies in each case.*

If y = f(u, v, w) is a composite function, we have
Vx
at least
if
fu ,f ,fw
v
= U xfu + Vx f + Wx fn
v
are continuous, or, multiplying
yx dx =
u x dxfu
v x dxfv
+ wx dxfw
by dx,
* This
particular advantage is slight, however for the last formula ahove
well a general one and covers both the cases mentioned.
TRANS.
;
is
equally
22
that
[I,
15
is,
dll
Thus we have,
= f du + f dv +fw dw.
u
for example,
V du,
The same
rules enable us to calculate the successive differentials.

Let us seek to calculate the successive differentials of a function
= /(u),
We
for instance.
have already
dy=f (u}du.
In order to calculate d?y, it must be noted that du cannot be
regarded
as fixed, since u is not the independent variable.
We must then
calculate the differential of the composite function
f du, where u
(u)
We
and du are the auxiliary functions.
To
thus find
calculate d*y, we must consider d*y as a

composite function, with
d2 u as auxiliary functions, which leads to the
u, du,
expression
d*y
and so
=f
"(u)du
+f (u)d*u
3f"(u)dud*u
It should be noticed that these formulae for

d*y, d*y,
etc., are not the same as if u were the independent variable, on
account of the terms d*u, d z u, etc.*
on.
similar notation
is
of several variables.
f(x,
is
y, s),
which
is
used for the partial derivatives of a function
Thus the
xf>flzr
n of
in our previous notation,
represented by
____
in the differential notation.f
in
partial derivative of order
represented by
This notation is purely symbolic, and

no sense represents a quotient, as it does in the case of functions
of a single variable.
Let w =f(x,
15. Total differentials.
three independent variables x,

o
du
* This
disadvantage
dx
êx
y,
z)
be a function of the
The expression
y, z.
^ dy + dz
-^ dz
dy
-
would seem completely
to offset the
advantage mentioned
TRANS.
Strictly speaking, we should distinguish between d^y and d?uy, etc.
t This use of the letter d to denote the partial derivatives of a function of several
variables is due to Jacob!
Before his time the same letter d was used as is used for
above.
the derivatives of a function of a single variable.
I,
15]
23
where dx, dy, dz are three fixed

called the total differential of
otherwise
which
are
arbitrary, assigned to the three
increments,
is
o>,
independent variables
The three products
x, y, z.
8f
TT-
df j
~
dz
df j
dy,
dx.
ex
cz
dy
are called partial differentials.

The total differential of the second order
ential of
the"
dx, dy, dz remaining the
d2 u
same
d*<a
the total differ
is
order, the increments
first
as
we pass from one
dx
-f -^
differential to
Hence
the next higher.
or,
the
total differential of
d(dta)
ddia
cdw
ddia
Ox
oy
dy
+ -=cz
dz
expanding,
ex cz
dx oy
ex*
Oy Oz
Ox oy
If cPf be replaced by
becomes the square of
We may
dxdy
df
2
,
dxdz
ox cz
2 =
dy dz.
Oy Oz
the right-hand side of this equation
then write, symbolically,
0x
cy
oz
2
being agreed that df* is to be replaced by 8 f after expansion.
of
the total differential
In general, if we call the total differential
order
the total differential of
of order
n, and denote it by
it
(n
1)
dn (a, we may write,
in the
same symbolism,
*.-(***
\0x
where df n
is to
Oy
+*)",
Oz
/
be replaced by d nf after expansion
ordinary notation,
that
is,
in our
[I,
15
where
n
A pqr
is
p\q\r\
the coefficient of the term ap &
in the
development of
(a.
+ b + c)
n
.
We
n
will show that it then
For, suppose this formula holds for d w.
and this will prove it in general, since we have
holds for dn+l
<o;
for
it
already proved
From
2.
the definition,
we
find
dn+l w=d(dn (o)
zn+if
whence, replacing
en + 1
d n+l f
/by cf
+ l the
right-hand side becomes
,
(
1
dx
7T-
dy
-f 7f-
^V
C7
rf
<7
or
cz
cy
\ox
Hence, using the same symbolism,
cy
we may
-
cz
cy
Note.
Let us suppose that the expression for dw, obtained in any
way whatever,
is
= P dx
dw
(7)
where P,
write
Q,
-f-
Q dy
are any functions x,

rfw
d<a
^dx
<c
+ R dz,
Since by definition
y, z.
8<a
ay
cy
d<a
^cz
dz,
we must have
where dx, dy, dz are any constants.
/\
(o)
S<a
"5~
^X
The
.r,
go)
^~
Hence
n
y,
8<a
-ft.
"5~~
KB
single equation (7) is therefore equivalent to the three separate

and it determines all three partial derivatives at once.
equations
(8)
I,
16]
In general,
if
25
the nth total differential be obtained in any
whatever,
= 2 Cpqr
d"
dx"
dy"
dz
way
r
;
Cyqr
then the coefficients
are respectively equal to the corresponding

nth derivatives multiplied by certain numerical factors. Thus all
these derivatives are determined at once.
We
shall
have occasion
to use these facts presently.
written
down
as follows
dia_dFdii
dFdv
dFdw
du dx
dv dx
dw dx
_d_F_d_u
du dy
d_F_d_v_
___
dy
dv dy
dw dy
dz
du dz
do dz
dw
dw
dF du
dF dv
dF dw
du
dv dt
dw
dx
d>
Let w
F(u, v, w~)
being themselves functions of the
The partial derivatives may then be
16. Successive differentials of composite functions.
be a composite function, u, v,
independent variables x, y, z, t.
d_F_d_v
dt
dt
dz
dt
If these four equations be multiplied by dx, dy, dz, dt, respectively,

and added, the left-hand side becomes
d(
3- dx
dx
that
is, do*
and the
<?
-r-
dy
dy
^<
-^-
dz
dz
J.
+,^-^
dt,
d
coefficients of
0F
d]F
do
d_F
du
dw
on the right-hand side are du, dv, dw, respectively.

do)
(9)
Hence
= ^dF du + dF dv + ^dF dw,

-r
cu
dv
cw
and we
see that the expression of the total differential of the first

order of a composite function is the same as if the auxiliary functions
were the independent variables. This is one of the main advantages
The equation (9) does not depend, in

form, either upon the number or upon the choice of the independent
variables
and it is equivalent to as many separate equations as
there are independent variables.
of the differential notation.
To
calculate
that the second

u, v,
d2 w,
let
us apply the rule just found for dta, noting

of (9) involves the six auxiliary functions
member
w, du, dv, dw.
We
thus find
26
-i^-
4-
dudv
4-
-z
cucu
Ctr
4-
du dv
d
d2
du 2
^
cv 2
+ ^gw du dw
4- o
du dv
du dw +
+ cucw
dv 2
dv
dw
[I,
dF
lu
dz u
-^-
en
dvdw + ^
ff
cw
cv
cu
d2
TT-^1
-f
t?w
Cw
^y^M>
dF
^
cw
simplifying and using the same symbolism as above,
or,
d2 w
= [7^- du+
7
Vc/w
^
dv
^^y
^
+
dw\
CM;
+^
TT-
cu
c?
Co
w 4- ^
cw
This formula is somewhat complicated on account of the terms in

d 2 u, d z v, dz w, which drop out when u, v, w are the independent
This limitation of the differential notation should be
variables.
2
borne in mind, and the distinction between d w in the two cases
s
To determine d w, we would apply the same rule
carefully noted.
to
2
<2
o>,
2
noting that d w depends upon the nine auxiliary functions
w, du, dv, dw, d u, d v,d w; and so forth. The general expres

sions for these differentials become more and more complicated
u, v,
dn w
an integral function of du, dv, dw, d 2 u,

the terms containing dn u, dn v, dn w are
is
dF
cu
If, in
dF
dn u
the expression for
4-
d"
dF
dn v
cv
w, u, v,
4-
cw
dn u, d n v, dn w, and
d n w.
w, du, dv, dw,
be replaced by
n
their values in terms of the independent variables, d t becomes an
coefficients
are equal
in
whose
dx, dy, dz,
integral polynomial
(cf.
by
Note,
15) to the partial derivatives of w of order n, multiplied
thus obtain all these derivatives
certain numerical factors.
We
at once.
Suppose, for example, that we wished to calculate the first and

second derivatives of a composite function <a=f(ii), where w is a
If we calculate
function of two independent variables u
(x, y).
these derivatives separately, we find for the two partial derivatives
of the first order
<f>
1ft
8w
dx
8w du
du dx
8u)
dy
du>
du
du dy
Again, taking the derivatives of these two equations with respect

to x, and then with respect to y, we find only the three following
distinct equations, which give the second derivatives
:
27
du\*

(11)
du
ex
dx*
dx dy
U CU
du* Cx dy
d*
<a
du dx dy
&u
d-
22
da
dy
,2*
The second
of these equations is obtained by differentiating the

of equations (10) with respect to y, or the second of them with
In the differential notation these five relations (10)
respect to x.
first
and (11) may be written
in the
form
en
(12)
cu
If
du and d*u
in these formulae be replaced
du
and
dy
TT-
-^ a
by
dx dy
in the first give the first

respectively, the coefficients of dx and dy
z
of dx , 2 dx dy, and
coefficients
while
the
of
o,
partial derivatives
dy
in the second give the second partial derivatives of w.
The formula for the total differential

n of a composite function becomes considerably simpler
in certain special cases which often arise in practical applications.
Thus, let us seek the differential of order n of the product of two
= uv. For the first values of n we have
functions
17. Differentials of a product.
of order
o>
dw
v dti
and, in general,
d"
it is
d"
dv,
d* a)
= v d* u +
2 du dv -f ud* v,
evident from the law of formation that
4- r,
dr d n ~û
+ Cd*v d
~2
-f
It might be shown by alge

where C lt C 2
are positive integers.
braic induction that these coefficients are equal to those of the
,
but the same end may be reached by the

expansion of (a +
following method, which is much more elegant, and which applies
do not depend
to many similar problems. Observing that C l C 2
&)"
upon the particular functions n and v employed,
let
us take the
28
[I,
17
u = e*, v = &, where x and y are the two inde

pendent variables, and determine the coefficients for this case. We
special functions
thus find
e x+y ,
dw
e x+y
(dx
+ dy),
du =
e*dx,
dv
e v dy,
dn
-,
<*
d u = ex dx*,
d*v = e dy
x
e +y
(dx
+ dy)n
and the general formula, after division by ex+ J becomes

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

n
(13) d (uv)
= vd u+^dud
1
n
n-
^
4
d 2 vdn
~2
-\
\-ud*v.
This formula applies for any number of independent variables.
u and v are functions of a single variable x, we

n
by dx the expression for the nth derivative of
the product of two functions of a single variable.
It is easy to prove in a similar manner formulae analogous to
(13) for a product of any number of functions.
Another special case in which the general formula reduces to a
simpler form is that in which u, v, w are integral linear functions
In particular,
if
have, after division
of the independent variables x, y,
where the
have
u=
ax
v =
w=
a"x
coefficients a,
a x
z.
+ cz+f,
+ b y + c z +/
+
+
by
-f
c"z
+/",
b"y
=
dv =
dw =
du
a",
b,
a dx
a dx
-f-
a"dx
are constants.
b
b
+
dy +
+
dy
b"dy
c dz,
c
dz,
c"dz,
the differentials of higher order d u, dn v, dn iv, where n>l,

vanish.
Hence the formula for dn is the same as if u, v, w were
and
For then we
all
<j>
the independent variables
that
is,
I,
18]
dn w
We proceed
8F
= (dF
-5- du + -T- dv
homogeneous
of degree m,
<(w,
is
4- 5
dw
V">
to apply this remark.
Homogeneous functions.
18.
8F
29
<f>(x,
w)=
v,
when we
identically satisfied
function
tx,
is
y, z)
said to be
the equation
if
$(x,
y, z)
set
w=
= ty,
tz.
equate the differentials of order n of the two sides of this

with
respect to t, noting that u, v, w are linear in t, and that
equation
Let
xis
du
The remark
ihi
If
+
set
"
>==
*^)
#
z dt.
shovvs that
(
y fo
dw =
= y dt,
dv
dt,
made
just
we now
m(m ~ 1}
1, w, v,
the development of the
first
"
(m
reduce to
"
#,
?/,
+1 )
2,
a;
<m
""*(
y*)-
and any term of
member,
becomes
d"<>
whence we may
which reduces,
write, symbolically,
for
= 1,
to the well-known formula
We
have then, altogether, three systems of nota

Various notations.
tion for the partial derivatives of a function of several variables,
Each of
that of Leibniz, that of Lagrange, and that of Cauchy.
these
is
somewhat inconveniently long, especially in a complicated

For this reason various shorter notations have been
Among these one first used by Monge for the first and
calculation.
devised.
30
[I,
19
second derivatives of a function of two variables is now in common

use.
If z be the function of the two variables x and y, we set
P
and the
ex 2
dy
total differentials dz
and d
ex 8y
2
z are given
= p dx + q dy,
d z = r dx
2 s dx dy +
o if
by the formulae
dz
2
-f-
dy~.
is now coming into

general use is the
Let z be a function of any number of independent vari
following.
x n then the notation
ables x 1} x z x 3)
Another notation which
ex
is
ex.
where some of the indices a lt
used,
ox
a.2)
a n may be
zeros.
19. Applications. Let y

f(x) be the equation of a plane curve C with
The equation of the tangent at a point
respect to a set of rectangular axes.
M(x,
is
y)
Y-y = y
The
slope of the normal,
tangency,
l/y
is
which
(X-x).
perpendicular to the tangent at the point of

and the equation of the normal is, therefore,
is
Let
be the foot of the ordinate of the point Jlf, and let T and
be the
points of intersection of the x axis with the tangent and the normal, respectively.
The distance
is called the subnormal
PN
the subtangent; MN, the normal; and

T, the tangent.
From the equation of the normal the ab
FT,
scissa of the point
subnormal
is
If
we
yy
whence the
agree to call the

the subnormal, and to attach the
length
sign + or the sign
according as the direc
tion
is positive or negative, the subnormal
is
yy
PN
PN
will
C.
The
lengths
Various problems
a.
MN and M T are given by the triangles MPN and MPT:
may
instance, all the curves for
number
always be yy for any position of the curve

Likewise the subtangent is
y /y
be given regarding these lines. Let us find, for

is constant and equal to a
given
which the subnormal
This amounts to finding
the equation yy
a.
The left-hand
all
the functions
side
is
y=f(x) which
the derivative of
2
2/
satisfy
/2, while the
I,
EXERCISES
EXS.]
These functions can therefore
right-hand side is the derivative of ax.

only by a constant whence
;
= 2ax +
31
differ
C,
the equation of a parabola along the x axis.

Again, if we seek the
curves for which the subtangent is constant, we are led to write down the equa
which
is
y /y
tion
= l/;
whence
log2/
which
is
tote.
To
+ logC,
or
Ce?,
the equation of a transcendental curve to which the x axis is an asymp

find the curves for which the normal is constant, we have the equation
or
/a2
The
first
member
is
the derivative of
(x
which
C)
y*
- Vo^-
a2
2
;
hence
the equation of a circle of radius a, whose center lies on the x axis.

curves for which the tangent is constant are transcendental curves, which
is
The
we
shall
later.
study
= f(x)
and let
and
F(x) be the equations of two curves C and
In order that
be the two points which correspond to the same value of x.
the two subnormals should have equal lengths it is necessary and sufficient that
Let y
M,
C",
YY
that
is,
that
directed in like
=yy
y + C, where the double sign admits of the normals being

This relation is satisfied by the cirfves
or in opposite senses.
2
and also by the curves
which gives an easy construction for the normal
to the ellipse
and
to the hyperbola.
EXERCISES
1.
= f(6) be the equation of a plane curve in polar coordinates. Through
Let p
the pole O draw a line perpendicular to the radius

be the points where this
vector OM, and let T and
line cuts the tangent
and the normal.
sions for the distances
OT, ON,
MN,
Find expres
and
MT
in
terms of /(0) and /

Find the curves for which each of these distances,
(<?).
in turn,
2.
is
constant.
Let y
skew curve
= f(x),
T,
i.e.
z<t>(x)
be the equations of a
Let
of a general space curve.
FIG. 3
32
be the point where the normal plane at a point

meets the z axis and
tangent at
lar to the
M to
PN and JOT,
3.
the z axis.
in turn, is constant.
These curves
[Note.
that
let
Exs.
is, the plane perpendicu

be the foot of the perpen
Find the curves for which each of the distances
.M",
dicular from
Af,
[I,
lie
on paraboloids of revolution or on spheres.]
Determine an integral polynomial /(z) of the seventh degree in x, given

+ 1 is divisible by (x - I) 4 and f(x) - 1 by (x+1)*. Generalize the
that f(x)
problem.
4.
Show
that
if
the two integral polynomials
Vl -p-t
= Q Vl -
P and
x
satisfy the relation
2
,
then
dP
ndx
Vl - x2
Vl - p*
where n
a positive integer.
is
From
[Note.
the relation
l-P2 = Q2(l-x)
(a)
it
follows that
- 2 PP = Q [2 Q (l - x*) -
(b)
The equation
by Q-]
and
where R\
Show
where
let
(t) is
shows that
A;
is
prime to
and
(b)
shows that
divisible
all dif
a polynomial of the fourth degree and P / Q is a rational function.

U/ satisfies a relation of the form
dx
kdt
VR(X)
Vfl!()
[JACOBI.]
Each root of the equation R(U/ V) = 0, since

must cause
VU and hence also dx/dt,
UV
Show
is
a constant.
is
to vanish,
be a polynomial of the fourth degree whose roots are

= U / be a rational function of t, such that
that the function
[Note.
6*.
E (x)
Let
5*.
ferent,
(a)
2 Qx].
it
cannot cause
(x)
to vanish.]
that the nth derivative of a function y = $

(u), where
may be written in the form
is
a func
tion of the independent variable x,
where
~
ctx
1.2
(*=1,
2,
[First notice that the nth derivative

coefficients
AI, A*,
-,
An
may be written in the form (a), where the

are independent of the form of the function
<j>(u).
I,
EXERCISES
EXS.]
To
find their values, set
Show
7*.
A^,
it
An
2
)
(>(x
n(n
the form
and
solve the
(b).]
X )n- 2P 0("-P)(x2 )
ju
is
is
(2
1
successively,
result
-V--( n -*P+V
n (n
(x
<f>
dx n
The
that the nth derivative of
"
un
equal to w,
(M)
resulting equations for
33
where p varies from zero to the last positive integer not greater than n/2, and
where 0(0 (x2 ) denotes the ith derivative with respect to x.
Apply
this result to the functions er 3?, arc sin x, arc tan x.
8*.
If
show that
cos u,
d-i(l
-x 2
)">-*
dx m ~ l
m ~i 1.3.5-
-(2m-
l)
1)
sin
mu.
[OLINDE RODRIGUES.]
9.
Show that Legendre
polynomial,
2
satisfies
dx"
the differential equation
ax
ax-
Hence deduce the

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

= cos (n arc cos x),
satisfy the differential equation

(1
x2 )
Hence deduce the developments
y"
xy
ri*y
Q.
when they reduce
of these functions
to poly
nomials.
11*. Prove the formula
i
dn
=
_(x-iei)
dx
V
G*
-
(-!)"
x+!
[HALPHEN.]
12.
Every function
of the
form
rx
The function
+
^.
= x0(x +
y)
<f>
and
whatever be the functions

13.
and
\f/.
ty*
+ y^(x + y)
-2s+t=
x$(y/x) + $ (y/x)
2 sxy
satisfies the
0,
satisfies
0,
the equation
equation
34
14.
The function
=f[x +
satisfies the
</>(y)]
equation ps
[I,
qr,
Exs
whatever
be the functions / and 0.

15.
The function
rx 2
and
<j>
Show
y
where fa
2 sxy

16.
x<j>(y/x)
y~ n ^(y/x)
ty
+ px +
satisfies the
qy
equation
n 2 z,
\f/.
that the function
ai 0! (x)
|
a z fa (x)
\
an
n (x),
(x),
(x),
together with their derivatives, 0i (x),
(x),
0n(x), are continuous functions of x, has a derivative which is discontinuous
for x = a\ Oz
an
fa
n (x),
17. Find a relation between the first and second derivatives of the function
=/(&! M), where M = 0(x2 x 3 ); x t x2 x 3 being three independent variables,
and /and two arbitrary functions.
,
18.
Let/"(x)
be the derivative of an arbitrary

1 d*u,
u dx 2
where u
19*.
may
[/ (x)]-i and
The nth
=/(x) [/
#2
dx 2
f unction
/(x).
Show
that
(x)]-*.
derivative of a function of a function
u-<p(y),
where y
= ^ (x),
^1.2,
where the sign of summation extends over all the positive integral solutions of
the equation i + 2 j + 3 h
+ Ik = n, and where p = i + j +
+ k.
-\
[FA A DE BRUNO, Quarterly Journal of Mathematics, Vol.
I, p.
359.]
CHAPTER
II
FUNCTIONAL DETERMINANTS
CHANGE OF VARIABLE
IMPLICIT FUNCTIONS
IMPLICIT FUNCTIONS
I.
20.
We
particular case.
frequently have to study functions for
which no explicit expressions are known, but which are given by

means of unsolved equations. Let us consider, for instance, an
equation between the three variables x, y, z,
F(x,
(1)
y, z)
= 0.
This equation defines, under certain conditions which we are about

to investigate, a function of the two independent variables x and y.
We
shall prove the following
Let x
=x
=.
theorem
z b&
set
of values which satisfy the equa
us suppose that the function F, together with its first

in the neighborhood of this set of values*
is
continuous
derivatives,
z
vanish for x = x y
there
F
does
not
derivative
the
y z
z
If
and
tion (1),
let
and only one continuous function of the independent variables

x and y which satisfies the equation (1), and which assumes the value z
when x and y assume the values x and y respectively.
exists one
=z
x y
The derivative Fz not being zero for x
y z
Since
is
that
it
F, Fx
positive.
suppose, for defmiteness,
I
sets of values x, y, z
(2)
and
let
Fv F
,
us
are
us choose a positive
are
continuous for all
functions
four
so small that these
supposed continuous in the neighborhood,
number
\x-x
which
satisfy the relations
\y-y
\<l,
\*-z
\<l,
that, for these sets of values of x, y,
*Iu a recent
let
(x,y,z}
>
<l,
z,
P,
Mathematique de France, Vol. XXXI,

Goursat has shown, by a method of successive approximations, that
it is not necessary to make any assumption whatever regarding
x and F even as to
His general
their existence. His proof makes no use of the existence of Fx and Fy
TRANS.
theorem and a sketch of his proof are given in a footnote to 25.
35
article (Bulletin de la Societe
190. ?, pp. 184-192)
t/
FUNCTIONAL RELATIONS
36
[II,
20
P is some positive number. Let Q be another positive num

ber greater than the absolute values of the other two derivatives
Fx Fy in the same region.
where
x, y, z
Giving
down
write
- F(*o,
V, *)
(*>
values which satisfy the relations
the following identity

7/0,
= F(x, y, z} - F(x
(2),
we may then
-F(x
T/o,
z)
y, z)
+F(x
F(x y,
F(x
z)
z)
7/0j
7/0,
applying the law of the mean to each of these differences, and

= 0,
observing that F(x y
)
or,
F(x>y>*)
*o)-F a r[o
(*
+ - yo) Fv [*.,
+ (z - ) F
2
Hence
-F(cc,
(3)
T/,
F^
2) is of
the form
^=
A (x y
+B(x, y,
>
>
[>o,
8(x
2/o
?/o,
ff(y
C (x,
where the absolute values of the functions A(x,

C(x,
y, z)
y,
*]
]
),
0"0
^ (x ~ xd
- )+
z) (y
T/O
o),
-y
*o +
)].
y, z) (z
y, z),
-*
B(x,
),
y, z),
satisfy the inequalities

M|<Q,
\B\<Q,
\C\>P
which satisfy (2). Now let c be a

number
less
than
and
the smaller of the two numbers
positive
Z,
rj
I and
x
that
and
Pe/2Q. Suppose
y in the equation (1) are given
definite values which satisfy the conditions
for all sets of values of x, y, z
and that we seek the number of roots of that

equation, z being
regarded as the unknown, which lie between z
e and z + c.
In
the expression (3), for F(x, y,
z} the sum of the first two terms is
always less than 2Qrj in absolute value, while the absolute value of
the third term is greater than Pe when z is
e.
From
replaced by z
the manner in which 77 was chosen it is evident that this last term
determines the sign of F.
and F(x, y, z + e )
which lies between z
>
since the derivative
and
only one
X Q and
?/
It
follows, therefore, that F(x, y, z

e)
hence the equation (1) has at least one root
<
is
and
e.
Moreover this root
is
unique,
positive for all values of z between z
It is therefore clear that the

equation (1) has one and
root, and that this root approaches ZQ as x and y approach
e.
respectively.
IMPLICIT FUNCTIONS
20]
II,
37
Let us investigate for just what values of the variables x and y

Let h be
the root whose existence we have just proved is denned.
the
foregoing reason
the smaller of the two numbers I and PI/2Q;
x
and
of the variables
y satisfy the
ing shows that if the values
one
h, the equation (1) will have
inequalities \x
<
x^\
and only one root which
between
lies
and z
y ), with
about the point M (x
-f
Let
I-
be a
sides parallel
,
square of side 2 h,
this square,
inside
lies
As long as the point (x, y)
to the axes.
x
and
of
function
a
determines
y, which
the
equation (1) uniquely

I and z
remains between z
the above, at the point
This function
I.
its
is
continuous, by
any other
this is likewise true for
and
by the hypotheses made regarding the func

tion F and its derivatives, the derivative Ft (x lf y l} i) will be posi
z i~ z
x
since \x l
tive at the point
lt
ya\<l,
\y\
as at
the
same
is
then
The condition of things at
l
exactly
point
of
R;
for,
<l,
o\<l-
consideration will be continuous for
and hence the root under
defined only in the interior of the

function.
region R, we have thus far only an element of an implicit
out
In order to define this function
Since the root considered
is
we proceed by successive
Let L be a con
follows.
side of R,
steps, as
tinuous path starting at the point

(x y and ending at a point (X, F)
Let us suppose that
outside of R.
,
~)
the variables x and y vary simul

taneously in such a way that the
point
If
we
of
(x, y)
describes the path L.
start at (x
z,
we have
Fm
with the value
a definite value of this root as long as we remain

Let 1 (x l y^ be a point of the path inside R,
inside the region R.
and
z t the corresponding value of
=x
y=y
The
z.
=z
conditions of the theorem
there exists another region

lt
v
l}
being
R l} about the point MI, inside which the root which reduces to z l for
satisfied for
= Xi,
= yi
is
This
uniquely determined.
new
region #! will
Taking then such a point t

but outside R, we may repeat the same con
have, in general, points outside of R.
on the path L, inside R

struction and determine a new region
R2
inside of
which the solu
this process could be

defined;
(1)
find
as
as
we
did
not
a set of values of
repeated indefinitely,
long
z
F
which
for the present
for
0.
shall
content
ourselves
x, y,
z
tion of the equation
is
We
and
38
[II,
21
with these statements; we shall find occasion in later chapters to

treat certain analogous
problems in
detail.
Let us return
Derivatives of implicit functions.
21.
R, and to the solution z
=
<f>(x,
to the region
y) of the equation (1),
which
is
continuous function of the two variables x and y in this region.

This function possesses derivatives of the first order. For, keeping
y fixed, let us give x an increment Ax. Then z will have an incre
ment
Az, and
we
find,
by the formula derived
As, y,z
+ A) -
F(x,
= Az Fx (x +
0Az, y,e
+ Az)
F(x
in
20,
z)
ij,
-f
Aa
z
(x, y,
Az)
= 0.
Hence
and when A# approaches zero, As does also, since z is a continuous

The right-hand side therefore approaches a limit,
a;.
and z has a derivative with respect to x
function of
In a similar manner
we
find
If the equation F =
functions of the variables x and
is
y,
of degree
in
z,
it
defines
and the partial derivatives cz/cx,
values of the variables

3z/dy also have m values for each set of
x and y. The preceding formulas give these derivatives without
ambiguity, if the variable z in the second member be replaced by
the value of that function whose derivative is sought.
For example, the equation
defines the
two continuous functions
+ Vl
for values of
The
x2
y*
Vl
and
x2
x and y which satisfy the inequality x-
first partial
derivatives of the
first
are
-y
2
<
1.
II,
IMPLICIT FUNCTIONS
2]
and the
39
the second are found by merely chang

partial derivatives of
The same results would be obtained by using the
ing the signs.

formulae
dz
Cz
cy
dx
replacing z by
its
y
z
two values, successively.

If
Applications to surfaces.
22.
we
interpret x, y, z as the Cartesian
coordinates of a point in space, any equation of the form
F(x,y,
(4)
z)=0
represents a surface S. Let (cc y z^) be the coordinates of a point

A of this surface. If the function F, together with its first deriva
tives, is continuous in the neighborhood of the set of values x yw z
,
three of these derivatives do not vanish simultaneously

at the point A, the surface S has a tangent plane at A.
Suppose,
and
if all
for instance, that
is
not zero for x
=x
=y
Accord
ing to the general theorem we may think of the equation solved

for z near the point A, and we may write the equation of the surface
in the form
z
4(x, y},
(x, y)
is
a continuous function
tangent plane
at
where
<f>
and the equation of the
is
Replacing dz /dx and dz /dy by the values found above, the equation
of the tangent plane becomes
If
F =
z
0,
but
Fx
pendent variables and
0, at
a;
we would
consider y and z as inde
as a function of them.
We
would then
same equation (5) for the tangent plane, which

dent a priori from the symmetry of the left-hand side.
find the
the tangent to a plane curve F(x, y)
0,
at a point (x
is
also evi
Likewise
~),
is
If the three first derivatives vanish simultaneously at the point A.
dF
40
[II,
23
We
shall see later

the preceding reasoning is no longer applicable.
to the various curves which lie on
that
the
tangents
(Chapter III)
the surface and which pass through

not a plane.
form, in general, a cone and
In the demonstration of the general theorem on implicit functions

Our geometrical
that the derivative F^ did not vanish.
we assumed
intuition explains the necessity of this condition in general.

For,
is parallel to the % axis,
the
if
but
3=
tangent
plane
0,
F^
F^
line parallel to the z axis and near the line x = x w y = y

meets the surface, in general, in two points near the point of
Hence, in general, the equation (4) would have two
tangency.
roots which both approach z when x and y approach x and y
and a
respectively.
If the sphere
y = 0,
with
23.
x
;
=1+
a;
+y
-+-
we
find
they are real
if c
c,
1 = 0, for instance, be cut by the line

two values of z, which both approach zero
is negative, and imaginary if c is positive.
2
Successive derivatives.
In the formulae for the
3z
= _Fx
dx~
F,
=
cy~
dz_
first
derivatives,
_FJL
F,
consider the second members as composite functions, z being

an auxiliary function. We might then calculate the successive deriv
The
atives, one after another, by the rules for composite functions.
existence of these partial derivatives depends, of course, upon the
we may
existence of the successive partial derivatives of F(x, y, K).

The following proposition leads to a simpler method of determin
ing these derivatives.
If several functions of an independent variable satisfy a relation
F=
obtained by equating to
0, their derivatives satisfy the equation
zero the derivative of the left-hand side formed by the rule for differ
vanishes
For it is clear that if
entiating composite functions.
when the
variables which occur are replaced by func

identically
tions of the independent variable, then the derivative will also van
ish identically.
which
The same theorem holds even when
F=
the functions
depend upon several independent
variables.
Now suppose that we wished to calculate the successive derivatives

of an implicit function y of a single independent variable x defined
by the relation
II,
IMPLICIT FUNCTIONS
23]
We
41
find successively
dF~
T~
ox
+2
^
dxdy
v
y
d2
SF~
cy
+^
dF
y
v"
dy
-dy
=0
ox dy
dx*
ox dy*
dxdy
dy
32
from which we could calculate successively y
7,1
y",
Example. Given a function y =/(x), we may, inversely, consider y as the

independent variable and x as an implicit function of y defined by the equation
y=f(x). If the derivative / (x) does not vanish for the value XQ, where
2/o =/(zo)i there exists, by the general theorem proved above, one and only one
function of y which satisfies the relation y
= f(x)
and which takes on the value
XQ for y = 2/0- This function is called the inverse of the f unction /(x). To cal
of this function, we need merely
culate the successive derivatives x y x y t, ay,
differentiate, regarding y as the independent variable, and we get
,
= /
=
(x)
=/"
(x) (x y )*
xy
/"(x)
(X,)
+ / (x) ay,
+ 3f"(x)x y x? +/
(x)x
3,
2/
whence
1
_8[/"(x)]-
f"(z)
~[7w
~7^)
[/
It
should be noticed that these formulae are not altered
(x), Xy2
the
and /"(x),
Xj,s
and
/"
(x),
for
it is
if
we exchange
x v and
evident that the relation between
= /(x) and x = (y) is a reciprocal one.

application of these formulae, let us determine all those functions
which satisfy the equation
two functions y
As an
y=f(x)
"
yy
3y"*
0.
Taking y as the independent variable and x as the function,

becomes
this equation
0.
Xj/>
But the only functions whose third derivatives are zero are polynomials of
most the second deree. Hence x must be of the form
at
C2 , C3 are three arbitrary constants. Solving this equation for y,

see that the only functions y = /(x) which satisfy the given equation are
of the form
where Ci,
we
V bx + c,
42
where a, 6,
whose axis
c
is
two
variables,
Let us now consider an implicit function
denned by the equation
= 0.
F(x,y,z)
(6)
The
24
This equation represents a parabola
are three arbitrary constants.

parallel to the x axis.
24. Partial derivatives.
of
[II,
first order are given, as

partial derivatives of the
we have
seen,
by the equations
9F.9F9*
p 7T-
(7)
?l
u,
9* 0z
0x
-^
dFdz_
;p
fl
u.
0#
</*
<?y
partial derivatives of the second order we need

two equations (7) again with respect to x and
the
differentiate
only
with respect to y. This gives, however, only three new equations,
To determine the
for the derivative of the first of the equations (7) with respect to y
is identical with the derivative of the second with respect to x.
The new equations
are the following:
dx 2
d
.OJL.? +
dxdzdx
d2
d*F dz ^
d_z_
""
~F +
d2
d2
dz
"
fe dy
ftr
d2
dz
dz
\dx]
dz dz
<P_F
r\
dx
/!?)%-
dz 2
r\
dx dy
2
(dz\
(dy)
dx 2
d*z
d_F
O
O O
c~
dF
+^
=o
_
^J
d2 z
:
dy
third and higher derivatives may be found in a similar manner.

By the use of total differentials we can find all the partial deriva
The
tives of a given order at the
following theorem
z,
the relation
This depends upon the
w,
of any number of independent vari
0, the total differentials satisfy
satisfy a relation F
total differential
0, which is obtained by forming the
If several functions
ables x, y,
same time.
u, v,
dF=
of F as if all the variables which occur in
F ivere independent variables.
be the given relation between

In order to prove this let F(u, v, w)
the three functions u, v, iv of the independent variables x, y, z, t. The
first partial derivatives of M, v, w satisfy the four equations
dFdu
__
__
du dx
d_Fd_u
du dy
dv dx
dw dx
dv dy
dw dy
IMPLICIT FUNCTIONS
II,24J
dFdv
~
dFdu
~
o
d_F_d-w_
~o
CM
tf
dFdu
a?
CZ
=
a^
a<
st
Multiplying these equations by dx, dy, dz,
we
adding,
^)
~a
^^! =
d_Fd_
&
aw
o
OW
tfS
43
dt,
respectively, and
find
d
= dF=0.
+ -/-dw
+ ^-dv
-^du
dv
OW
du
This shows again the advantage of the differential notation, for the
preceding equation
is
independent of the choice and of the number

To find a relation between the second
of independent variables.
we need merely apply the general theorem to the

considered
as an equation between u, v, w, du,
0,
equation
of higher order than the
The
differentials
forth.
and
so
dv, dw,
first of those variables which are chosen for independent variables
total differentials,
dF =
must, of course, be replaced by zeros.

Let us apply this theorem to calculate the successive total differ
entials of the implicit function defined by the equation (6), where
x and y are regarded as the independent variables. We find
*
Fi
dx
ox
dF
T- dx
dx
dF
+ -z-
dy
F
^
+
7
cy
8F
dy
3F j
^
=
+ 7cz dz
j
a;/
+ -rdz
dz
2
>
+
,
dF n
<P*
cz
0,
= 0,
two of these equations may be used instead of the five

equations (7) and (8) from the expression for dz we may find the
two first derivatives, from that for d^z the three of the second order,
and the
first
etc.
Consider for example, the equation
Ax 2
which
gives, after
two
y*
A"z*
l,
differentiations,
Ax dx + A ydy + A dz =
2
A dx + A dy 2 + A
+ A zd*z =
"z
0,
"
"dz
whence
dg
-- Axdx + A
0,
ydy,
TTi
A"z
and, introducing this value of dz in the second equation,
(A x*
+A
2
"z
dx*
+ 2AA xy dx dy + A
(A y*
we
+A
find
2
"z
dy*
44
Using Monge
s notation,
A(Ax*
24
we have then
Ax
p=
[II,
~IV
AA
_~
A"z*)
A y
~IV
xy
"**
evidently general, whatever be the number of the

derivatives which
independent variables or the order of the partial
it is desired to calculate.
This method
is
Example. Let z = /(x, y) be a function of x and y. Let us try to calculate

2
the differentials of the first and second orders dx and d x, regarding y and z as
the independent variables, and x as an implicit function of them.
First of
all,
we have
dz
dx
dy.
dx
Since y and z are
now
the independent variables,
d*y
and consequently a second
dy
dxdy
dy*
Monge s notation, using p, q, r, s,

equations may be written in the form
=
we
find
,
dx=
q dy,
dx2
dz
for the derivatives of /(x, y), these
p dx +
dz
first
0,
^dx + 2 ^- dxdy + ?^-dy* + ^d?x.

dx
x
In
the
set
differentiation gives
From
d2 z
we must
2 s dx
dy
tdy*
+ p d2 x.
dy
-,
and, substituting this value of dx in the second equation,

<Px=
The
z,
first
rdz*
and second
+ 2(ps-qr)dydz + (q*r -2pqs

partial derivatives of x, regarded as a function of
therefore, have the following values
dx
dz
d*x
dz 2
As an
which
dz x
dy dz
8x
dy
_qr
ps
p
d2 x
dy
_ 2pqs
application of these formulae, let us find
satisfy the equation
y and
pH
q*r
ps
all
those functions /(x, y)
2pqs.
=/(x, y), x be considered as a function of the two inde

pendent variables y and z, the given equation reduces to Xyt = 0. This means
If, in the
equation z
IMPLICIT FUNCTIONS
25]
II,
that x v
is
function of
independent of y
z.
which shows that x
and hence xv
This, in turn,
may
is
<f>(z)
45
where
0(z),
is
<f>(z)
an arbitrary
independent of
Hence we may write
y.
It is clear, therefore, that all the

is another arbitrary function of z.
functions z =/(x, y) which satisfy the given equation, except those for which fx
This equation represents
vanishes, are found by solving this last equation for z.
where ^ (z)
a surface generated by a straight line which
The general theorem.
25.
is
always parallel to the xy plane.
Let us consider a system of n equations

}
xpi u
"
l>
**ll
(E)
*
(x
w)
un x l} x y
between the n-\-p variables u i} u 3
,
that these equations are satisfied for the values x v
,
wj,
un
= un
that the functions
first partial derivatives
this system
=
,
xp
Suppose
xp = xp
are continuous and possess
x\,
which are continuous, in the neighborhood of
of values; and, finally, that the determinant
du
does not vanish for
uk
x,-
Under these conditions there
<f>i(xi,
for
x,
= x\,
=
p
and only one system of con

x2
xp
un
n (x
x^),
un
and which reduce to u\, u\,
exists one
x2
tinuous functions u^
which satisfy the equations (E)
x* *
x
<}>
1,
~)
his paper quoted above (ftn., p. 35) Goursat proves that the same conclusion
be reached without making any hypotheses whatever regarding the derivatives
remain
cFi/dXj of the functions { with regard to the x s. Otherwise the hypotheses
exactly as stated above. It is to be noticed that the later theorems regarding the
would not follow, however, without
existence of the derivatives of the functions
some assumptions regarding dFf /dXj. The proof given is based on the following
*In
may
4>
46
The determinant A
ables u l}
is
called the Jacobian,* or the Functional Deter
n functions
minant, of the
it?,
un
Fu F
2,
Fn
-,
with respect to the n vari

by the notation
It is represented
D(F F2
lf
We
26
[II,
...,F,,)
by proving the theorem in the special case of a

two equations in three independent variables x, y, z and
two unknowns u and v.
will begin
system of
= 0,
Fi(x,y,z,u,v) = Q.
y, z, u, v)
Fi(x,
(9)
(10)
=x
These equations are satisfied, by hypothesis, for x

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

x, y, z,
and
=f( x
=x
y,
by
this function,
*>
y=y
for
z, u,
)>
we
= zw
Replacing v
obtain an equation between
u,
$(,
y, z, u}
=F
[x, y, z, u,
f(x,
y, z,
)]
0,
lemma: Let f\(x\,3kt,---,v p MI, u 2

u n ) be n
,u n ),
,/(!, x?, ,x p MI, u 2
functions of the n + p variables X{ and u^, which, together with the n 2 partial deriva
tives cfi/GUfr, are continuous near Xi
x p = 0, HI = 0,
u n = 0. If
0, x z = 0,
the n functions f{ and the n 2 derivatives dfi/Ûf. all vanish for this system of values,
then the n equations
,
i=/i.
=/2,
=/
"
admit one and only one system of solutions of the form
where
all
continuous functions of the p variables Xi, x 2

xp which
1(
2
n a
approach zero as the variables all approach zero. The lemma is proved by means of
m ~l
-1)
>
>
a suite of functions
where
M^
O)
= 0.
limiting function
solution.
u^ =f (x
i
It is
,x z
,x p
u[
w^"
u^
^)
(i
= l,
2,
n),
shown that the suite of functions u\ m) thus denned approaches a

which 1) satisfies the given equations, and 2) constitutes the only
The passage from
the
lemma to
the theorem consists in an easy transforma
tion of the equations (E) into a form similar to that of the

*JACOBI, Crelle s Journal, Vol. XXII.
lemma.
TRANS.
IMPLICIT FUNCTIONS
25]
II,
which
for
is satisfied
=x
du
and from equation
= zw
47
=u
Now
dv du
8u
(9),
du
ou
ov
whence, replacing df/du by this value in the expression for
WP
we
nhfaun
obtain
d
D(u,
~du
v)
dF^
dv
It is evident that this derivative does not vanish for the values
z
o>
y<
Hence the equation
uo-

is satisfied
when u
by a certain continuous function u = (x, y, ), which

and, replacing u by
y = y z = z
MO when x = x
<
<
f(x, y,
we obtain
z, ?/),
is
replaced
is
equal to
(x, y, z)
in
continuous function.
for v also a certain
The proposition
is then proved for a system of two equations.

can show, as in
21, that these functions possess partial
derivatives of the first order.
Keeping y and z constant, let us
We
give x an increment Ax, and let AM and Ay be the corresponding

increments of the functions u and v. The equations (9) and (10)
then give us the equations
+
where
e,
e",
rj,
+ A.
+ A.
+ A,
rj
approach zero with
rj"
A,,
."
+ ,- =
Aa-,
A,
0,
It follows
Av.
that
,
^+
\ da;
A;/.
8Fi
^+
/ \ go
A/^
77"
,\
^+
/î
77
aF2
4-V
II
p t]
/ \ ou
"V
\-
When Ax
V- +
/ \ Ox
V g
f.
approaches zero, AM and Av also approach zero and hence

do so at the same time. The ratio Aw /Ax therefore
e, e
77, 77
approaches a limit that is, u possesses a derivative with respect to x
,
e",
77"
48
dF cF2
dF dF2
du
dx
dv
dx
dx
dF dF2
dFi
dFz
du
dv
du
It follows in like
dv
l
dv
manner that the
26
[II,
ratio
Av/Aa; approaches a
finite
limit dv /dx, which is given by an analogous formula.

Practically,
these derivatives may be calculated by means of the two equations
dF dv
dFj du
du dx
8 Ft
dx
dF2
dF^du
"T"
CU
<~\
OX
~r\~
OX
dx
dF^dv
~
==
~^~~
"
OX
CV
and the partial derivatives with respect

a similar manner.
In order to prove the general theorem
that
dv
to
y and z may be found
it
will be sufficient to
in
show
the proposition holds for a system of (n

1) equations, it
will hold also for a system of n equations.
Since, by hypothesis,
the functional determinant A does not vanish for the initial values
if
of the variables, at least one of the first minors

corresponding to the
is different from zero for these same values.
elements of the last row
Suppose, for definiteness, that it is the minor which corresponds to

is not zero.
This minor is precisely
dFn /dun which
D(F F
and, since the theorem
l}
2,
-,F _
D(UI,
2,
...,
we may obtain
equations,
of the equations
(E) in the form
M1
,*; Mn ),
(a? 1 , a;,,
where the functions

<,.
by the functions ^ 1?
a
new equation
ai
>*,;
-,
un _
are continuous.
,<_!
=F
,,-..,
is
<î5
>
<f>
continuous.
xp
un
-i>
we would
1)
1)
un ),
we
w n _,
obtain
<^
2,
.,
show that the derivative
^0*i, *a,
xp
-,
Then, replacing u^
not vanish for the given set of values x\, x

2
can solve this last equation in the form
fa^fa, x 2
in the last of equations

(E),
(x lt
It only remains for us to
where $
).
solutions of the first (n
for the determination of
un )
_,)
assumed to hold for a system of (n
is
clear that
it is
-,
xp
<;
_,,
MII )
d<b/du n
0.
does
for, if so,
we
*p),
Then, substituting this value of un ir

obtain certain continuous functions foi
II,
25]
HI,
u2
IMPLICIT FUNCTIONS
-,
un _ l
49
In order to show that the derivative
also.
in
ques
tion does not vanish, let us consider the equation
The
derivatives
(n
1) equations
d un-i ^ un
dui dun
dun
8<j>
/8un
~7,
7J
d<jj
/du n
"
d* n _i/d
dun
~o
are given by the
V}
(12)
n-1
tj
*Pl
g -^n-l
^yn-1
^-^n-1
r\
and we may consider the equations (11) and (12) as n linear equa
tions for
n -i/du n d/du n) from which we find
n
d<f>!/du
D (MU
cu n
d<f>
,-
t<2,
It follows that the derivative
D (M!,
i)
d/du
?<
2,
wn )
does not vanish for the initial
and hence the general theorem
is proved.
successive derivatives of implicit functions defined by several
equations may be calculated in a manner analogous to that used in
values,
The
When there are several independent

the case of a single equation.
variables it is advantageous to form the total differentials, from
which the
same order may be found.
partial derivatives of the
Consider the case of two functions u and v of the three variables

x, y, z defined
by the two equations

F(x,
The total differentials of the

two equations
3F
-%-
dx
dx
d
-zSec
+
,
0F
^- dy
d$
-^-
cy
..
du
first
SF
dz
^dz
-^- dz
d&
^s
v)=0,
order du and dv are given by the
dy
dx
y, z, u,
+
+
.
8F
-5-
du
d
-r
du
du
du
.dF
-r-
dv
cv
d
-,
-5
c?v
= 0,
= A0.
cv
z
Likewise, the second total differentials d u and d*v are given by the
equations
50
dx
-..
dF
2)
dF
G
dF
+ /-d*u+
du
cv dv)
2
>
[II,
d*v
co
26
0,
d&
d&
=
+ ~d*v
CV
?-*d*u
CU
0,
and so forth. In the equations which give dn u and dn v the deter

minant of the coefficients of those differentials is equal for all vahies
of n to the Jacobian D(F,
v), which, by hypothesis, does not
<)/Z>(w,
vanish.
Let MI, 2
u n be n functions of the n independent vari
xn)
n, such that the Jacobian D(UI,
2,
u,,)/D(xi, x 2
26. Inversion.
ables xi, x 2 ,
/i
The n equations
does not vanish identically.

g\
Un
n (X 1(
X2
Xn )
-,
,.
x n as functions of u\, M 2
define, inversely, Xi,
For, taking any
x, for which the Jacobian does not vanish, and
system of values x?, x,
denoting the corresponding values of MI, w2
Un by uj, w!j,
M, there
x2
which
when
according to the general theorem, a system of functions
exists,
satisfy (13),
MI
tions 0i,
wj,
2
-,
and which take on the values

-, x, respectively,
u n = unn
These functions are called the inverses of the func
and the process of actually determining them is called
n
x",
x",
an inversion.
In order to compute the derivatives of these inverse functions
Thus, in the case of two functions
we need merely
apply the general rule.
u=f(x,
y),
=
<f>(x,y)
we
consider u and v as the independent variables and x and y as inverse

functions, we have the two equations
if
du
= 8f,dx +
,
dx
Bf
dv
dy,
,
- dx
30-
d<f>
dx
cy
dy.
cy
whence
^0
,
dx
%f
ait
dy
have then,
,
,
dy
du
dx
a/^0_?/a0
a/ a0
dy dx
dx dy
dx dy
We
c0
-i
av
dy
df
-
dv
dx
^/ ^0
dy dx
finally, the formulae
50
dx
du
dy
dx
8/a0_a/c0
dv
dx dy
dy dx
d_f
dy
d_fdj>_d_fd_$
dx dy
dy dx
II,
IMPLICIT FUNCTIONS
27]
51
8f
dx
eu
_ cf
df
eB^
d<t>
27. Tangents to skew curves.

sented by the two equations
let
Let us consider a curve C repre
l*i(*,y,)-0,
(14)
and
ey ex
ex ey
ey ex
ex e^
ex
dy
~"
JF,(a5,y,) =
<
T/O ,
be the coordinates of a point
of this curve, such
that at least one of the three Jacobians
dF1 dFt_dF\
dF\dF^ _d_F\d_F\
dy
dz
dz
dx
vz
dy
dx
8F*
8F gF2
dF_i
dz
ex
dij
dy
dF
dx
replaced by x %, z ot respectively.
that
D(Fl} Fj/D(y, z) is one which does
Suppose, for defmiteness,
the equations (14) may be solved
Then
the
not vanish at
n
point
does not vanish
when
x, y, z are
in the form
where $ and
\j/
^(x)
= t( x
)>
are continuous functions of x which reduce to y
The tangent to the curve C

z
respectively,
the two equations
point 3/o is therefore represented by
,
when x
X-x =
1
where the derivatives
<#>
(cc)
F-7/Q
^ (x )
and
and
at the
= Z -g
f (x )
"
i//(ce)
may
be found from the two
equations
In these two equations let us set x = x 0) y = y ,z = 2^, and replace

- )/(X - x ),
* (*) and ô) by ( F - T/O ) / (X *) and (Z
The equations of the tangent then become
respectively.
62
28
[II,
or
xa
^(y,
*)
The geometrical
^>(,
fl(,y
interpretation of this result
is
The
very easy.
two equations (14) represent, respectively, two surfaces Sj and S2 of

which C is the line of intersection. The equations (15) represent
the two tangent planes to these two surfaces at the point 1/
and
,
the tangent to C is the intersection of these two planes.

The formulae become illusory when the three Jacobians above all
vanish at the point
In this case the two equations (15) reduce

and the surfaces Si and S2 are tangent at the
The intersection of the two surfaces will then consist, in
.
to a single equation,
point A/
general, as
point
we
shall see, of several distinct branches through the
II.
We
28. Fundamental property.

have just seen what an important
role functional determinants play in the theory of
implicit functions.
All the above demonstrations expressly presuppose that a certain

Jacobian does not vanish for the assumed set of initial values.
Omitting the case in which the Jacobian vanishes only for certain
particular values of the variables, we shall proceed to examine the
very important case in which the Jacobian vanishes identically.
The following theorem

Let
x \i x ii
HI,
")
a relation
u2
x
n"
w2
fundamental.
un
In
II (M I}
is
>
be n functions of the n independent variables

order that there exist between these n functions
u n) == 0, which does not involve explicitly any
>
of the variables x ly x z
functional determinant
xn
it is
D(UI, M 2
necessary
and
sufficient that the
?y)
should vanish identically.
In
th.3 first
place this condition
is necessary.
For, if such a rela
between the n functions HI, u%,
un
the following n equations, deduced by differentiating with respect to
each of the z s in order, must hold
tion TL(UI, w 2 ,
wn )
exists
II,
28.1
8udu
end Ul
^
7;
jfi
~T~
"^
we cannot
__
"
/-,
Q.
du n dx n
have, at the same time,
=
<7U
^5 =
CU H
would
since the relation considered

it is
du2 dx n
^5 =
identity,
an 8u n
~r
jf2
dui 8xn
and, since
"o
53
in that case reduce to a trivial
clear that the determinant of the coefficients,
which
is
the theorem, must vanish.*
of
precisely the Jacobian
The condition is also sufficient.
To prove
this,
we
shall
make
use of certain facts which follow immediately from the general

theorems.
x,
is
w be three functions of
the three independent variables

functional determinant D(u, v, w)/D(x, y, z)
y, z, such that the
Then no relation of the form
not zero.
1)
Let
u, v,
A du
/u,
dv
+ v dw =
can exist between the total differentials du, dv, dw, except for
= p, = v = 0. For, equating the coefficients of dx, dy, dz in the
three equations for

foregoing equation to zero, there result
which have no other solutions than X

2)
Let
w, u, v,
variables x, y,
is
u, v,
/u,
X,
p.,
= v = 0.
w be four functions of the three independent

such that the determinant D (u, v, w} / D (x, y, s)
We
can then express x, y, z inversely as functions of

we obtain
and substituting these values for x, y, z in
not zero.
z,
o>,
a function
a,
of the three variables u,
= $ (u,
v, ^v.
w)
v,
If by any process ivhatever we can
obtain a relation of the form

(16)
du
= P du +
+ R dw
the
Professor Osgood has pointed out, the reasoning here supposes that
^H / dUn do not all vanish simultaneously
to vanish. This supposition
U (u lf u 2
is solved for one of the variables u t
II
relation
the
when
certainly justified
*As
/,
partial derivatives an / Si/i dU

for any system of values which cause
,
is
Q dv
-,)
54
[II,
28
between the total differentials dw, du, dv, dw, taken with respect to the
independent variables x, y, z, then the coefficients P, Q, R are equal,
respectively, to the three first partial derivatives of
d&
P= o
= d$
Cu
**
~o
cv
<
w)
(u, v,
8<b
o
ow
For, by the rule for the total differential of a composite function

(
we have
16),
= d&
du +
<D
du
d&
d<b
dv
-^
-|-
cw
cv
dw
and there cannot exist any other relation of the form (16) between
du, dv, dw, for that would lead to a relation of the form
d<a,
A.
where
X,
/t,
do not
du
p.
do
+ v dw =
We
all vanish.
0,
have just seen that this
is
impossible.
It is clear that these
remarks apply to the general case of any
number
of independent variables.
Let us then consider, for definiteness, a system of four functions
of four independent variables
X=F
(x,y,z,
Y=Fi (x,
Z = F (x,
(17)
T=F
*),
y, z, t),
y, z, t),
(x,y,z,
t),
where the Jacobian
D(F F F3 Fi )/D(x,
zero
and
by hypothesis
l}
let
us suppose,
is
identically
that one of the first
y, z, t)
first,
We may then
minors, say D(F^ F2 Fs )/D(x, y, z), is not zero.
think of the first three of equations (17) as solved for x, y, z as
functions of X, Y, Z, t and, substituting these values for x, y, z in
,
the last of equations (17),

(18)
We
obtain
as a function of
Y, Z, t:
T=*(X,Y,Z,t).
proceed to show that this function $ does not contain the vari
For this purpose
t, that is, that 8$ /dt vanishes identically.
us consider the determinant
able
let
we
II,
55
A=
If, in
this determinant, dX, dY, dZ,
ox
dT
be replaced by their values
Ct
tiy
the determinant be developed in terms of dx, dy, dz, dt, it turns

out that the coefficients of these four differentials are each zero the
first three being determinants with two identical columns, while the
and
if
Hence A
last is precisely the functional determinant.
0.
But
if
we develop this determinant with respect to the elements of the last

column, the coefficient of dTis not zero, and we obtain a relation of
the form
dT = P dX + Q dY + R dZ.
By
side
dt,
the remark
is
equal to
hence d&/dt
made
d<i?/dt.
= 0.
above, the coefficient of dt in the right-hand

But this right-hand side does not contain
It follows that the relation (18) is of the
which proves the theorem
form
stated.
It can be shown that there exists no other relation, distinct from

that just found, between the four functions X, Y, Z, T, independent
of x, y, z, t.
For, if one existed, and if we replaced T by $>(X, Y, Z)
in it, we would obtain a relation between X, Y, Z of the form
which is a contradiction of the hypothesis that
U(X,
D(X,
Y,
Z)=0,
Y,
Z)/D(x,
y, z)
does not vanish.
first minors of the

pass to the case in which all the
one of the second
least
at
where
but
Jacobian vanish identically,
the first two of
Then
zero.
not
is
minors, say D(Flt F^)/D(x, y},
of X. Y, z, t,
functions
x
as
and
for
solved
be
y
equations
may
Let us
now
(17)
and the
last
two become
Z = *! (X,
Y, z,
t),
T=
(A
Y, z, t).
56
On
we can show,
the other hand
ex
as before, that the determinant
dX
fy
dY
ex
ex
[n,
dZ
dy
vanishes identically and, developing it with respect to the elements

of the last column, we find a relation of the form
;
dZ = FdX + QdY,
whence
it
follows that
In like manner
it
can be shown that
!r=
and there exist in
this case
two
dt
= 0;
distinct relations between the four
functions X, Y, Z, T, of the form
There
exists,
however, no third relation distinct from these two;
there were, we could find a relation between

and Y, which
would be in contradiction with the hypothesis that D(X, Y} D(x, y)
for, if
is
not zero.
Finally, if all the second minors of the Jacobian are zeros, but
all four functions X, Z, Y, T are constants, three of them are
not
The above reasoning is evidently general.

n functions F1} F2
FH of the n independ
functions of the fourth.

If the Jacobian of the
ent variables x ly x 2
x n together with
r
(n
1) -rowed
minors, vanishes identically, but at least one of the (n
r)- rowed
minors is not zero, there exist precisely r distinct relations between
the n functions
all its
and certain r of them can be expressed in terms

of the remaining (n
r), between which there exists no relation.
The proof of the following proposition, which is similar to the
above demonstration, will be left to the reader.
The necessary and
condition
that
n
n
sufficient
functions of
p independent variables be
connected by a relation which does not involve these variables is that
;
every one of the Jacobians of these
n functions, with
respect to
any n
II,
28]
57
In par
of the independent variables, should vanish identically.
and sufficient condition that two functions
ticular, the necessary
Fi(#i
other
xz
CC
and
B)
that the
is
dF2 /dXf should
x z ,---, #) should be functions of each

dF1 /dx i and
(x l ,
corresponding partial derivatives
be proportional.
Fn in the foregoing theorems may

Note. The functions F19 F2
involve certain other variables y 1} y 2)
besides x l , x 2
xn
-, ym
Fn )/D(x l x 2 -, oj n ) is zero, the
If the Jacobian D(Fl} Fz
,
Fn are connected by one or more relations

functions JF\, F2
which do not involve explicitly the variables x 1} x 2
x n but
which may involve the other variables y 1} y 2
ym
,
The funda
Applications. The preceding theorem is of great importance.
mental property of the logarithm, for instance, can be demonstrated by means
of it, without using the arithmetic definition of the logarithm.
For it is proved
at the beginning of the Integral Calculus that there exists a function which is
defined for
positive values of the variable, which is zero

is l/x.
Let/(x) be this function, and let
all
when x
1,
and
whose derivative
u=f(x)+f(y),
xy.
Then
D (u,
D (x,
Hence there
v)
y)
exists a relation of the
y
x
=0.
form
f(x)+f( V ) =
we need only
and to determine
since x
is
set
which gives f(x)
1,
=
<j>
(x).
Hence,
arbitrary,
f(z)+f(y)=f(xy).
It is clear
that the preceding definition might have led to the discovery of

had they not been known before the
the fundamental properties of the logarithm

Integral Calculus.
As another application
let
us consider a system of n equations in n
(MI,
unknowns
(19)
.
where
*i
J/i,
JT2
n are
Xmi which
*2
may
Fn(Ul, W 2
constants or functions of certain other variables

also occur in the functions
If the
.F,-.
Jacobian
un ) vanishes identically, there exist between

2
n )/D(u\,
2i
,
Z)(Fi,
the n functions F, a certain number, say n
fc, of distinct relations of the form
,
>
Ft
F = U n - k (F!,
lt
Fk
).
58
In order that the equations (19) be compatible,
t+
Hi (Hn
= U H - t (Hi,
29
evidently necessary that
it is
.,H ),..-,H
[II,
Hk
),
reduce to k distinct equations. We

and, if this be true, the n equations (19)
have then the same cases as in the discussion of a system of linear equations.
29. Another property of the Jacobian. The Jacobian of a system of n
functions of n variables possesses properties analogous to those of
the derivative of a function of a single variable. Thus the preceding
theorem may be regarded as a generalization of the theorem of 8.

The formula for the derivative of a function of a function may be
Fn be a system of n func
extended to Jacobians. Let Flf F2
u n and let us suppose that u^ w 2
tions of the variables M I} u 2
,
-,
>
u a themselves are functions of the n independent variables x lf

x. Then the formula
D(F
D(x
-,
Fn ) D( UI
D(x 1}
lt
follows at once from the rule for the multiplication of determinants

and the formula for the derivative of a composite function. For,
let
us write
down
the
two functional determinants

cj\
ou
dF
in the second
where the rows and the columns

changed.
The
first
dx u
dx n
du
element of the product
dF
cx
have been inter
equal to
is
du,,
that
is,
to
30. Hessians.
?!,
and similarly for the other elements.
Let/(x,
?/,
z)
be a function of the three variables x, y,
the functional determinant of the three
first partial
df/dz,
a2
ax 2
a 2/
ax cy
a2
ex cz
a2
ex 5y
a2
a2
dx az
a2/
dydz
a?/
a 2/
cy oz
a2
cz-
z.
Then
derivatives cf/dx, Sf/cy,
II,
FUNCTIONAL DETERMINA NTS
30]
59
is called the Hessian of f(x, y, z).

The Hessian of a function of n variables is
defined in like manner, and plays a role analogous to that of the second deriva
tive of a function of a single variable.
proceed to prove a remarkable
We
invariant property of this determinant.

Let us suppose the independent vari
ables transformed by the linear substitution
(19
aX+
X+
(X=
y=
where X, F, Z are the transformed
[3Y+ yZ,
Y+
y Z,
and
variables,
or,
0, 7,
7"
are constants
such that the determinant of the substitution,
A=
J8
/3
a"
7
7
7"
/3"
This substitution carries the function /(x, y, z) over into a new

function F(X, Y, Z) of the three variables X, Y, Z.
Let II (X, F, Z) be the
Hessian of this new function. We shall show that we have identically
is
not zero.
II (X, F, Z)
where x, ?/, z are supposed replaced

For we have
fZF
H=
dF
BY
D(X,
and
if
dF^
cZ )
= A 2 /t(x,
their expressions
by
?I\
~\dX aT
aZ/
Y, Z)
D(x,
we consider cf/cx, cf/dy, df/dz,
we may
z),
?/,
in /i(x, y, z)
D(x,
D(X,
y, z)
for a
moment,
cz
By
^, ^, Kl
cx
Y, Z)
as auxiliary variables,
But from the
relation
D(x,
U(X,
y,
Y, Z)
dz /
dy
F(X,
Y, Z) =f(x, y,
dX
ex
dY
3F = a/
+
7
-^
c
cx
we
z),
dF = cf
a
+ a ,cf +
find
,,Bf
a"
dz
cy
dy
a/
cy
+
,
c/
cz
whence
dx
and hence,
d_F
dF
er
ez
dy
dz
a"
=
7
finally,
H=
D(x,
D(X,
It is clear
a a
that this theorem
is
general.
- = A 2 /i-
y, z)
Y, Z)
).
y,
write
D(x,y,z)
from (19
A;
60
Let us
now
ox3
3 bx*y
be a given binary cubic form whose coefficients

Then, neglecting a numerical factor,
ax
bx
+
+
and the Hessian
by
bx
cy
cy
ex
dy
is
- &2 )x2 +
(ac
3 cxy 2
dy*
a, b, c,
(ad
30
Let
consider an application of this property of the Hessian.

/(x, y)
[II,
d are any constants.
bc)xy
(bd
c 2 )y 2 ,
seen to be a binary quadratic form. First, discarding the

is a perfect square, we may write it as the product of
case in which the Hessian
two linear factors
(mx
ny) (px
qy).
now, we perform the linear substitution
If,
mx + ny = X,
F(X, Y) = AX* +
whose Hessian
this
the
form
Y,
form,
BX Y+3 CXY + DY
2
8
,
is
2
H(X, Y) = (AC - B
and
px + qy
new
the form/(x, y) goes over into a
If
+ (AD - EC] XY + (BD - C2 F 2

)
must reduce, by the invariant property proved above, to a product of

KXY. Hence the coefficients A, B, C, D must satisfy the relations
one of the two coefficients B,

shall have
be different from zero, the other must be so,
and we
-?
F(X, Y) =
(B*X*
+ 3 B2 CX* Y + 3 BC* XY 2 +
whence F(X, Y), and hence /(x,

particular case,
F(X, Y)
it is
-f-
evident that
will be of the canonical
y), will
we
shall
C*
B
Y =
^+^
)\
be a perfect cube. Discarding this

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

It is
AX
easy to see, in like manner, that the form/(x, y) is reducible to the form
When the Hessian van
the Hessian is a perfect square.
+ BX 2 Y when
ishes identically /(x, y)
is
a perfect cube
/(x, y)
(ax
II,
TRANSFORMATIONS
31]
TRANSFORMATIONS
III.
It often happens, in
61
many problems which
arise in
Mathematical
we
are led to change the independent variables.

It
Analysis, that
therefore becomes necessary to be able to express the derivatives
with respect to the old variables in terms of the derivatives with

We have already considered a problem
respect to the new variables.
Let us now consider the
of this kind in the case of inversion.
question from a general point of view, and treat those problems

which occur most frequently.
31.
and
x=
be
<().
respect to
respect to
Let
I.
Let y be a function of the independent variable x,
a new independent variable connected luith x by the relation
It is required to express the successive derivatives of y with
Problem
let t
x in terms of
and the
successive derivatives of
y with
t.
be the given function, and F(t) =/[<()] the func

in the given function.
By the
by replacing x by
y=f(x)
tion obtained
<j>(t)
rule for the derivative of a function of a function,
dy
37
at
we
find
dy X ,.
9 m,
ax
.
~r~
whence
dy
dt
To find the derivative of y
This result
may
be stated as follows
with respect
to x,
take the derivative of that function with respect
and divide it by the derivative of x with respect to t.

The second derivative d 2 y/dx* may be found by applying
rule to the expression just found for the first derivative.
Ll =
dx*
_ -y^
We
to t
this
find
-I
w)
(0-y^"(0.
[>
(0]
and another application of the same rule gives the third derivative
62
[H,
32
performing the operations indicated,
or,
<*
[>
The remaining
derivatives
may
(OJ
be calculated in succession by
In general, the nth deriva

repeated applications of the same rule.
x
be
to
tive of y with respect
expressed in terms of
may
(),
(n)
the
first n successive derivatives of y with respect to
and
(),
t.
These formulae may be arranged in more symmetrical form.
<}>
<j>"(t),
<
Denoting the successive differentials of x and y with respect to t by

z
dn y, and the successive derivatives of y
-,
dx, dy, d x, d*y,
(n
with respect to x by y
y \ we may write the preceding
d"x,
y",
formulae in the form
y
9
dx
_ dx d
dy 6?
y
dx 3
(20)
~~
x2
- 3 d?y dx d
+ 3dy (d*x)* -
dy d*x dx
The independent variable t, with respect to which the differentials

on the right-hand sides of these formulae are formed, is entirely
arbitrary and we pass from one derivative to the next by the
;
recurrent formula
,
<>=
the second
member being regarded
as the quotient of
two differen
tials.
32.
Applications.
These formulas are used
in the
study of plane
when
the coordinates of a point of the curve are expressed in

curves,
terms of an auxiliary variable t.
=/(*)
* co
in order to study this curve in the neighborhood of one of its points

of y
it is necessary to calculate the successive derivatives y
But the preceding formulas
with respect to x at the given point.
,
?/",
give us precisely these derivatives, expressed in terms of the succes

without the necessity
sive derivatives of the functions f(t) and
(#),
<j>
II,
TRANSFORMATIONS
32]
63
of having recourse to the explicit expression of y as a function of x,

Thus the
which it might be very difficult, practically, to obtain.
first
formula
=
dx
y>
f (t)
The value of
occurs in an impor
gives the slope of the tangent.
tant geometrical concept, the radius of curvature, which is given by
y"
the formula
which we shall derive
In order to find the value of R, when
later.
the coordinates x and y are given as functions of a parameter t,

need only replace y and
by the preceding expressions, and
y"
we
we
find
R=
(dx
.
4-
^r~
dy^Y
"
where the second member contains only the

x and y with respect to t.
first
and second deriva
tives of
The following interesting remark is taken from M. Bertrand s Traitt de

Calcul differentiel et integral (Vol. I, p. 170).
Suppose that, in calculating some
geometrical concept allied to a given plane curve whose coordinates x and y are
supposed given
in
terms of a parameter
F(x,
y, dx, dy,
d2 x,
we had obtained
d 2 y,
-,
the expression
d n x, dy),
all the differentials are taken with respect to t.

Since, by hypothesis,
concept has a geometrical significance, its value cannot depend upon the
choice of the independent variable t.
But, if we take x = t, we shall have
where
this
dx
dt,
dz x
d3 x
da x
0,
f(x, y, y
which
is
and the preceding expression becomes

(
,
y",
>
2/
same as the expression we would have obtained by supposing at the

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

Suppose, for example, that we wished to
equations.
functions y of the independent variable x,
all the
which
(21)
(1
_^*_ e eg +
where n is a constant. Let us introduce a new independent variable

= cos t. Then we have
t, where x
dy
d?y
dx 2
dy
dt
dx
sin
d*y
smt-jfi.
at*
and the equation (21) becomes,
cost
dy
dt
<
sin
after the substitution,
(22)
It is easy to find all the functions of
for it
may
which
satisfy this equation,
be written, after multiplication by 2 dy /dt,
whence
where a
is
an arbitrary constant.
Consequently
or
71
= 0.
II,
TRANSFORMATIONS
34]
The left-hand
side
is
that this difference
65
the derivative of arc sin (y/a)
a sm(nt
It follows
nt.
must be another arbitrary constant
b,
whence
+ &),
which may also be written in the form

y
=A
sin nt
+ B cos nt.
Returning to the original variable x, we see that all the functions of

x which satisfy the given equation (21) are given by the formula
where
=A
A and B
are
sin (n arc cos a)
+ B cos (n arc cos a),
two arbitrary constants.
To every relation between x and y there corresponds,

a relation
by means of the transformation x = f(t, u), y =
u*),
34.
Problem
II.
and
u.
<f>(t,
between
respect to
It is required to express the derivatives
x in terms of t,
This problem
is
and
u.
the derivatives of
u with
seen to depend upon the preceding
of y with
respect to
when
t.
it is
noticed that the formulae of transformation,
give us the expressions for the original variables x and y as func

t if we imagine that u has been
replaced in
tions of the* variable
We
these formulas by its value as a function of t.

need merely
apply the general method, therefore, always regarding x and y as
composite functions of t, and u as an auxiliary function of t.
We
find then,
first,
8<jt
dy
_dy
dx
dx
dt
dt
8<ft
du
du dt
dt
df
df du
dt
du dt
and then
d?y
2
dx"
or,
__
dx
d (dy\
\dxj
dt
dt

,
SuBtdt
du*\dt)
t
gu
du dt
dfr*
\ dt
du dt/\dt*
66
[II,
33
is expressible in terms of t, u, and

2
dn u/dtn
the derivatives du/dt, d?vi/dt ,
,
Suppose, for instance, that the equation of a curve be given in
The formulae for the rectangular coor
polar coordinates p
In general, the nth derivative y (n)
/(o>).
dinates of a point are then the following
Let p
= p cos
p sin w.
<D,
be the successive derivatives of p with respect to w,

From the preceding formulae
p",
considered as the independent variable.
we
find
=
dy =
d x =
dx
p sin w
cos (a dp
sin
o>
cosu)
dp
dz p
sinw d 2 p
d2 y
p cos w
e?w,
d<a,
2 sin w
dai
dp
p cos
2 cosw
rfw ffy
p sin
da?,
7(o
2
,
whence
2
<&e
+
dij
dif
d^x
=
=
dp
+p
2 du dp
The expression found above
rfw
d<a
+p
d2 p
c?w
3
.
for the radius of curvature
becomes
+ *p m -pp
35. Transformations of plane curves.
Let us suppose that to every
of the same plane cor

we make another point
point
If
we
denote the coordinates
known
construction.
some
respond by
of a plane
of the point
by (x, y)
in general, two relations
and those of
by (X, F), there will exist,
between these coordinates of the form
X=f(x,y),
(23)
Y=4>(x,
y}.
These formulae define a point transformation of which numerous

examples arise
in
Geometry, such as projective transformations, the
transformation of reciprocal radii,

a curve c, the corresponding point
When
etc.
the point
m describes
M describes another curve C, whose
properties
may
be deduced from those of the curve
nature of the transformation employed.

cessive derivatives of y with respect to x,
sive derivatives of F with respect to X.
is
y",
necessary to be able to express

-.
and we
This
find
is
precisely the problem
Let y
and F
?/",
F",
and from the

be the suc
the succes
To study the curve C

in
terms of
it
which we have just discussed
F",
x, y,
II,
TRANSFORMATIONS
36]
67
dY
It is seen that Y depends only on x, y, y

so forth.
Hence,
the transformation (23) be applied to two curves c, c which are
tangent at the point (x, ?/), the transformed curves C, C will also
and
if
be tangent at the corresponding point (A F). This remark enables

us to replace the curve c by any other curve which is tangent to it
in questions which involve only the tangent to the transformed
,
curve C.
Let us consider, for example, the transformation defined by the

formulae
Y=
which
is
x2
the transformation of reciprocal radii, or inversion, with

the cor
Let m be a point of a curve c and
the origin as pole.
responding point of the curve C. In

order to find the tangent to this curve
C we need
only apply the result of

ordinary Geometry, that an inversion
carries a straight line into a circle
through the pole.

Let us replace the curve
tangent mt.
The
inverse of
by
mt
its
is
through the two points Mand O,

whose center lies on the perpendicular
circle
<-
A
FIG. 5
upon mt. The tangent MT to this circle

the angles Mmt and mMT are equal,
and
AM,
the complement of the angle mOt. The tangents mt
Ot let fall from the origin

is
perpendicular to
since each
and
is
MT are therefore antiparallel with respect to the radius
36. Contact
transformations.
vector.
The preceding transformations
are
most general transformations which carry two tangent

Let us suppose that a point
curves into two other tangent curves.
is determined from each point m of a curve c by a construction
not the
68
[II,
36
which depends not only upon the point m, but also upon the tangent
to the curve c at this point.
The formulae which define the trans
formation are then of the form
(24)
X = /(*,
y, y-),
and the slope Y of the tangent

by the formula
y,
Y=<j>(x,
to the
dx
y)
transformed curve
is
given
dy
dy>
In general, F depends on the four variables

apply the transformation (24) to two carves
and if we
y
which are tangent
C will have a point
x, y,
c,
y"
at a point (x, y~), the transformed curves C,

(X, Y) in common, but they will not be tangent, in general, unless
happens to have the same value for each of the curves c and c
.
y"
In order that the two curves
C and C should always
be tangent, it
should not depend on
that is,
and (x, y, y ) should satisfy the
is necessary and sufficient that Y

that the two functions f(x, y, y )
y";
<
condition
In case this condition
is
satisfied,
the transformation
is
called a
contact transformation.
It is clear that a point transformation
particular case of a contact transformation.*
is
Let us consider, for example, Legendre s transformation, in which

the point M, which corresponds to a point (x, y) of a curve c, is given
by the equations
X=y
from which we
Y=xy -y;
find
_dY
_xjf _
~
-
dX
y"
which shows that the transformation

In like manner we find
dY
dX
V
11
a contact transformation.
is
dx
y"dx
y"
=r
dX
*Legendre and Ampere gave many examples of contact transformations. Sophus
Lie developed the general theory in various works see in particular his Geometric
der Beruhrungstransformationen. See also JACOBI, Vorlesungen iiber Dynamik.
;
TRANSFORMATIONS
37]
II,
and so
From
forth.
the preceding formulae
=Y
= XY -Y,
69
it
follows that
X,
which shows that the transformation is involutory.* All these prop

by the remark that the point whose coordinates
erties are explained
X=
xy
y is the pole of the tangent
y Y
2
the point (x, y) with respect to the parabola x
denote the pole of the tangent at
general, if
respect to a directing conic 2, then the locus of
are
to the curve c at
2y
m to
= 0.
But, in
a curve
with
the point
is a,
is precisely the polar of the point
curve C whose tangent at
with respect to 2. The relation between the two curves c and C is
therefore a reciprocal one and, further, if we replace the curve c by
tangent to c at the point m, the reciprocal curve

will be tangent to the curve C at the point M.
another curve
from a fixed point O in the plane of a curve c, a perpen

upon the tangent to the curve at the point m, the locus of
the foot
of this perpendicular is a curve (7, which is called the pedal of the
It would be easy to obtain, by a direct calculation, the coordinates
given curve.
of the point Jlf, and to show that the trans
Pedal curves.
be let
dicular
OM
If,
fall
formation thus defined
is
a contact transfor
mation, but it is simpler to proceed as follows.

Let us consider a circle 7 of radius E, de
scribed about the point
be a point on
as center;
and let ?MI
OM such that Om\ x OM= E
The point mi
the pole of
with respect to the circle
transformation which carries
is
2
.
the tangent mt
and hence the
c into
the
is
result of a transformation of reciprocal po-
followed by an inversion. When the

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

= is a linear function of x, and conversely. But, if we subject x and y to
the projective transformation

*
That
is,
two successive applications

TRANS.
original coordinates.
of the transformation lead us
back to the
70
aX + bY+c
X+
a"
b"
Y+
c"
a"
[II,
X+ b Y +
X
Y+
-f
38
c
c"
b"
= should
Hence the equation
In order to verify this we will first remark that the
general projective transformation may be resolved into a sequence of particular
transformations of simple form. If the two coefficients
and
are not both
a straight line goes over into a straight line.
become d ^Y/dX"2
y"
0.
a"
zero,
we
will set
X\ =
a"
= and a
on the supposition that a
time
ab"
ba"
-\-
b"
b"
Y+
a"
b"
c"
0,
is
a"
The preceding formulae may
not zero.
X and Y by their values
then be written, replacing
b"
and since we cannot have at the same

we will also set YI
a
+ b Y+ c
in terms of
Xi and
l5
in
the form
a Xi + /3 FI + 7
Xi
YI
A!
YI
AI
Xi
It follows that the general projective transformation can be reduced to a

succession of integral transformations of the form
aX + bY +
c,
X+ b Y+
combined with the particular transformation

x
Performing
this latter transformation,
~ dy
dx
we
= Y
find
_-.-_
~~
~
and
y"
~y~
= -
XY"(-
dx
X*)
Y".
Likewise, performing an integral projective transformation,
dy
_
~
dt/
dx
+b Y
a + bY
_ (ab -ba
(a + bY
we have
)Y"
3
)
In each case the equation

= 0.
goes over into
We shall now consider functions of several independent variables, and, for
definiteness, we shall give the argument for a function of two variables.
Y"
y"
38. Problem III.
ent variables
x and
Let w
y,
= f(x,
and
let
y) be a function of the two independ

be two new variables connected
u and v
with the old ones by the relations
It is required to express the partial derivatives
and y in terms of u,
u and v.
variables x
respect to
v,
and
of u with respect to the

the partial derivatives of
with
u>
TRANSFORMATIONS
II,
Let w
71
which results from/(x, y) by the

F(u, v) be the function
Then the rule for the differentiation of composite
substitution.
functions gives
do
c oj
cu
dx cu
Cd)
dv
dx cv
a)
d\ff
<J>
whence we may
D(<f>,
d ta
(jt
C\}/
dy dv
and du/dy;
change
vanished,
find
d<a/dx
the
\ji)/D(u, v)
dw
=A
o~
ex
(25)
d(a
a
cu
Cd)
Cu) __
cy
the determinant
for, if
variables
of
performed
Hence we obtain the equations
would have no meaning.
where A, B, C,
dy du
-^
cu
d>
~z~
+u
cv
Coi
~^~~>
cv
u and v
are determinate functions of
formulae solve the problem for derivatives of the

show that the derivative of a function with respect
and these
first order.
to
is
the
They
sum of
the two products formed by multiplying the two derivatives with respect
The derivative with respect to
to u and v by A and B, respectively.
obtained in like manner, using C and D instead of A and B,

In order to calculate the second derivatives we need
respectively.
first derivatives the rule expressed by the preced
to
the
only apply
is
ing formulae
doing
<o
575
C/X
==
or,
/8u>\
2~\\
Q<Kf
=A
so,
we
d I
==
"-~/
d&
2\p
GOT/
t/JC /
/
(31
find
\\
- +B
o>
(A
cu\ Cu
C/it
to
- \
cv /
+B
w
ry- (A cu
dv\
.-
+ B -5.
^=
^-^ 2
+
A[A-z+Br-%:+-^-CU CU
CU CV
v
^"^
-B t-^
My
cy
-z
CU CV
0v cv
</
2
2
find 8 2 (a/dxdy, 3 <a/di/
and the following derivatives

which are to be carried out
we need only replace the operations d /dx and d /dy by the operations
and we could
in like
manner.
In
all differentiations
A-Z-+B-Z-*
Cv
du
cu
D^-,
cv
72
[II,
Hence everything depends upon the calculation
respectively.
38
of the
coefficients A, B, C, D.
Example
Let us consider the equation
I.
(26)
+26 -- +
CO
ex
where the
coefficients a,
tion to as simple a
cy*
;
and
let
v,
us try to reduce this equa
We observe first that if a = c = 0, it would

the equation.
We may then suppose that c,
form as
possible.
be superfluous to try to simplify

Let us take two
for example, does not vanish.
and
= 0,
ci/
are constants
6, c
dJ
(i3
new independent
variables u
defined by the equations
u
where a and
/3
are constants.
ay,
py,
Then we have
u
<
cu
<jj
cx
d<a
du
and hence,
in this case,
A=B=
du
8y
C=
1,
a,
cv
D = p.
The general formulae then
give
"
dx?
cucv
~dii?
"ai?
eu 2
ducv
and the given equation becomes
+ 26a + ca2 )^ +
(a
2 [a
b(a
It
au a
(a
-(-
CB
remains to distinguish several cases.

First case.
+ ca/3]-^- +
ft)
au-^
.)-
2 6r
cr2
Let
0,
62
ac>
0.
Taking
for
a and
the two roots of the equation
the given equation takes the simple form
0.
cudv
Since this
may be
written
Let
see that dta/Su must be a function of the single variable, w, say/(w).
F(u) denote a function of u such that F (u) =f(u). Then, since the derivative
of w
F(u) with respect to u is zero, this difference must be independent of w,
The converse is apparent. Returning to
and, accordingly, u = F(u) + *().
we
the variables x and y,

(26) are of the form
it
follows that
all
the functions
w which
TRANSFORMATIONS
38]
II,
where
and $ are arbitrary functions.
73
For example, the general integral of
the equation
c2 w
cy
which occurs
O c
a2
w
,
dx 2
in the theory of the stretched string, is
w =f(x
ac
and
|3
ay)
<f>
(x
ay).
0.
Taking a equal to the double root of the equa
some other number, the coefficient of d^w/dudv
becomes zero, for it is equal to a + ba + p(b + car). Hence the given equation
2 =
It is evident that w must be a linear function of
0.
reduces to 5 2
w = vf(u) + (u), where f(u) and (u) are arbitrary functions. Returning to
the variables x and y, the expression for w becomes
Second
tion a -f
Let b 1
case.
2
-f cr
26r
0,
w/cz>
t>,
<f>
<f>
(x
+ Py)f(x +
[x
+ ay +
ay)
<f>(x
ay),
which may be written
- a)y]f(x +
= yF(x + ay) +
(p
ay)
<f>(x
ay),
or. finally,
<l>(x
ay).
ac
Third case. If 62
0, the preceding transformation cannot be applied
without the introduction of imaginary variables. The quantities a and /3 may
then be determined by the equations
<
+ 26a + c a 2 =
a
b(a
p)
which give
The equation
2& 2
2b
a + /3=
a/3=
of the second degree,
26
r2 H
whose roots are a and

becomes
c2
importance in
Example
x
= p cos
0,
which
is
many branches
II.
<,
0,
has, in fact, real roots.
Aw =
This equation Aw
-ac =
262
r H
set
-ac
c2
a2
du 2
c2 w
H
The given equation then
0.
c 2
known
of
as Laplace s Equation, is of fundamental

mathematics and mathematical physics.
Let us see what form the preceding equation assumes when we

= p sin 0. For the first derivatives we find
8
= du cos^
8p
i
Su
H
dx
dy
du
("ui
p sin
,
74
or,
[H,a9
dw/dx and du/cy,
solving for
du
-
COS
du
-
du
du
sin
dp
dip
cosrf)
du
dip
rf>
i
/
S2 w
cos
2 sin
dp
d<t>\
simp
p
2sin0cos<dw
</>
d2
u/dy 2
is
analogous to
dip
this.
sin 2
0cw
dp
d<f>
Adding the two, we
find
The preceding method
Another method.
the function
dp
dtf>
and the expression for
when
sind>
------- ------p
dp
d2
<t>
sin0
costf>
dp\
COS 2
---- du\ --
du
whose
in certain cases it
is the most practical

partial derivatives are sought is unknown.
is more advantageous to use the following
method.
y) be a function of the two independent variables x
If x, y, and z are supposed expressed in terms of two aux
iliary variables u and v, the total differentials dx, dy, dz satisfy the
relation
Let
and y.
=f(x,
dz
ex
which
is
/>
-^-
dx
-dy.
cy
equivalent to the two distinct equations
_
du
dx du
dz
_d_fdx
dv
dx dv
dy du
dy dv
whence df/dx and df/dy may be found
as functions of u,
v,
dz/du,
But to find the succeeding

dz/dv, as in the preceding method.
derivatives we will continue to apply the same rule.
Thus, to find
d
2
f/dx and
d 2f/dxdy,
we
with the identity
start
dx 2
which
is
>
dxcy
equivalent to the two equations

d
(dx)
du
= d fdx
dx 2 du
ay
dy
dx dy du
II,
TRANSFORMATIONS
39]
75
where
dec
dx dy dv
ov
supposed that df/dx has been replaced by its value cal

2
Likewise, we should find the values of d f/dx dy and
by starting with the identity
it is
culated above.
2
a2
82
df\
?T ***
dxdy
dy/
~cT~a
2
*%
dy
The work may be checked by the fact that the two values of
found must agree. Derivatives of higher order may be
c 2f/8x dy
calculated in like manner.
Application to surfaces. The preceding method is used in the study

of surfaces.
Suppose that the coordinates of a point of a surface S
two variable parameters u and v by means
are given as functions of
of the formulae
x=f(u,v),
(27)
The equation
of the surface
$(u,v),
may
= f(u,v).
be found by eliminating the vari
ables u and v between the three equations (27); but we may also
study the properties of the surface S directly from these equations
themselves, without carrying out the elimination, which might be
practically impossible.
It should be noticed that the three
D(,
D(u,
-y)
Jacobians
v)
cannot
all vanish identically, for then the elimination of w and v

would lead to two distinct relations between x, y, z, and the point
whose coordinates are (x, y, %) would map out a curve, and not a sur
face. Let us suppose, for definiteness, that the first of these does not
0.
Then the first two of equations (27)
and the substitution of these values in the
third would give the equation of the surface in the form z = F(x,
y).
In order to study this surface in the neighborhood of a point we need
vanish
may
D(f,
<j>)/D(u,
be solved for u and
v)
v,
know the partial derivatives p, q, r,s,t,

of this function F(x, y)
in terms of the parameters u and v.
The first derivatives p and q
to
are given by the equation
dz
which
is
equivalent to the
= p dx
-f-
q dy,
two equations
76
[II,
40
^ =- fpn ^4-n^
-- r~
TT
T;
du
du
r q
a
cv
cv
cv
du
from which p and q may be found. The equation of the tangent

plane is found by substituting these values of p and q in the equation
Z-
= p(X -
*)
+ q(Y - y),
and doing so we find the equation
The equations (28) have a geometrical meaning which is easily

They express the fact that the tangent plane to the
remembered.
surface contains the tangents to those two curves on the surface which
are obtained by keeping v constant while u varies, and vice versa*
Having found p and

r, s, t by means
to find
p =/i(w, v), q
of the equations
q,
= f (u,
2
v),
we may proceed
= r dx + s dy,
dq = s dx + dy,
dp
\
each of which
is
equivalent to two equations
and so
forth.
40. Problem IV. To every relation between x, y, z there corresponds

by means of the equations
(30)
x =/(w,
w),
v,
<
(M, v, w),
= \j/(u,
v,
w),
a new relation between
It is required to express the partial

u, v, w.
derivatives of z with respect to the variables x and y in terms of u, v, w,
and the partial derivatives of iv with respect to the variables u and v.
if
This problem can be made to depend upon the preceding. For,

we suppose that w has been replaced in the formulae (30) by a
function of u and
v,
we have
x, y, z
expressed as functions of the
* The
equation of the tangent plane may also be found directly. Every curve on
the surface is defined by a relation between u and w, say v
U (u) and the equations
of the tangent to this curve are
X-x
df
fdu
The elimination
df
-f
dv
Y-y
+ ~ n ()
^
du
dd>
()
d4>
dv
Z-z
~
d4>
-^-
du
d&
-
dv
(M)
of IT(a) leads to the equation (29) of the tangent plane.
II,
TRANSFORMATIONS
41]
77
two parameters u and v; and we need only follow the preceding

method, considering /,
^ as composite functions of u and v, and
w as an auxiliary function of u and v. In order to calculate the
first derivatives p and y, for instance, we have the two
equations
<,
P a
T
*
cT~
T~
ow ~o8u
cu
1+7
,
--P ^--o
,
"^
dw
dv
dv
8w
\d
dv
dw cu
du
\8v
+ a^
8w
a_w
The succeeding
derivatives may be calculated in a similar manner.

In geometrical language the above problem may be stated as fol
lows To every point
of space, whose coordinates are
y,
(x,
z),
there corresponds, by a given construction, another point M, whose

coordinates are X, Y, Z. When the point
maps out a surface S,
the point
maps out another surface 2, whose properties it is pro
posed to deduce from those of the given surface S.

The formulae which define the transformation are of the form
x =f(x
>
y>
),
y=
<t>
(*, y, *),
Let
Y)
be the equations of the two surfaces S and 2, respectively. The

is to express the partial derivatives P, Q, R, S,T,
of the
problem
function
$(A",
Y) in terms of
x, y, z
and the partial derivatives

But this is precisely the
of the function F(x, y).

above problem, except for the notation.
p,
q, r, s,
t,
The first derivatives P and Q depend only on x, y, z, p, q and

hence the transformation carries tangent surfaces into tangent sur
faces.
But this is not the most general transformation which enjoys
;
this property, as
we
shall see in the following example.
41. Legendre s transformation. Let z =f(x,

y) be the equation of
a surface S, and let any point
(x, ?/, z) of this surface be carried
into a point M, whose coordinates are X, Y, Z, by the transformation
X=p,
Let
Y=
q,
px
qy
z.
Z = $ (X,
Y) be the equation of the surface 2 described by the

z, p, q replaced by /, df/dx, df/dy, respec
we have the three coordinates of the point
expressed as
point M.
tively,
If
we imagine
functions of the two independent variables x and
y.
78
Let P,
Q, R, S,
Y).
$>(X,
Then the
41
denote the partial derivatives of the function

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

is
is involutory.
Moreover, it
a contact transformation, since X, Y, Z, P, Q depend only on x,
These properties become self-explanatory, if we notice

that the formulae define a transformation of reciprocal polars with
respect to the paraboloid
y, z, p, q.
x2
Note.
rt
point
2z
0.
for R, S, T become infinite, if the relation

In this case the
holds at every point of the surface S.
The expressions
M describes a curve, and not a surface, for we have
II,
TRANSFORMATIONS
42]
,,
79
D*,y
*,y)
and likewise
D(X, Z)
D(*,y)
This
let
is
= Jfo
+ gy - *) =
;>*
(*,
^=
?/)
which we had not considered.
precisely the case
42. Ampfere s transformation. Retaining the notation of the preceding article,

us consider the transformation
X
The
Y=
x,
relation
becomes
dZ =
q,
qy
z.
PdX + QdY
qdy + ydq - dz = Pdx + Qdq,
or
p dx = Pdx + Qdq.
y dq
Hence
Q=y
P=-P,
and conversely we
x
= X,
It follows that this
The
transformation also
dP =
r
R -f
dx
Ss
=-
dy
r,
Y.
an involutory contact transformation.
is
relation
is,
p = - P,
z=QY-Z,
y=Q,
next becomes
that
find
EdX+ SdY
= R dx + S (s dx +
St = - s,
dy)
whence
Starting with the relation
dQ = SdX + TdY, we
find, in like
manner,
r=l.
t
As an
application of these formulae, let
vis
try to find
all
the functions /(x, y)
Let S be the surface represented by the

Y) the equation
equation z =f(x, y), S the transformed surface, and Z =
of S.
From the formulae for R it is clear that we must have
which
satisfy the equation rt
s2
0.
4>(X,
R~
and * must be a linear function of
where
^ -~
S~
:
and ^ are arbitrary functions
of F.
It
follows that
80
and, conversely, the coordinates

as functions of the two variables
= X,
= Xt (Y) +
y, z) of
(a;,
X and
z
y(Y),
[II,
a point of the surface S are given
Y by
the formulae
(Y)
Y[X<t>
f (Y)]
X<f,(Y)
The equation of the surface may be obtained by eliminating

and Y
amounts to the same thing, by eliminating a between the equations
z
The
= ay
= y
(a)
t(Y).
or,
what
(a),
-x<t>(a)-t
43
(a).
moving plane which depends upon the

found by differentiating the first with respect
to this parameter.
The surfaces defined by the two equations are the so-called
developable surfaces, which we shall study later.
first
of these equations represents a
parameter a, while the second
is
43. The potential equation in curvilinear coordinates.
The
calculation to which
a change of variable leads may be simplified in very many cases by various

devices.
We shall take as an example the potential equation in orthogonal
curvilinear coordinates.* Let
F (x,
y, z)
- p,
FI(X, y, Z)=PI,
F*(X, y,
)=P2i
be the equations of three families of surfaces which form a triply orthogonal

system, such that any two surfaces belonging to two different families intersect
at right angles.
Solving these equations for x, y, z as functions of the parame
ters p, pi, PQ,
^6
obtain equations of the form

fx-<t>(p,
=
j
l*=
31 )
and we may take
<Pi(p,
02
PI, pa),
Pi, Pa),
(p, Pi, pa);
p, p t p^ as a system of orthogonal curvilinear coordinates.

Since the three given surfaces are orthogonal, the taagents to their curves of
intersection must form a trirectangular trihedron.
It follows that the equations
must be
where the symbol

indicates that we are to replace
by
and add. These conditions for orthogonalism may be written in the
following form, which is equivalent to the above
satisfied
x>
then by
<i,
2,
*
Lame",
TraiU des coordonnees curvilignes.
differ entiel, Vol.
I,
p. 181.
See also Bertrand, Traitt de Calcul
H,
TRANSFORMATIONS
43]
81
Let us then see what form the potential equation
ax2
assumes
in the variables p, p 1? p 2
az2
dy*
First of
we
all,
find
dv _ dv dp
8V
dpi
aF apa
ax
dpi
dx
dp z dx
dp dx
and then
a2
F_~ a^F/aA
ax
a2
\ax/
a/
a2
aF av
ap a^.
ax
"aaT
"a7
ax2
a Pl a P2
|
dpidpz ax
\dx/
p^
apapi
ax
-\ax/
a/>ap
api
ax2
ap a
ax2
ax
ax
Adding the three analogous equations, the terms containing derivatives of the
a 2 V / dp dpi fall out, by reason of the relations (33), and we have
second order like
a2
a2
~ +A
(34)
^ +A
A 2 (p)
2 ( P1 )
op
Lam&s
where AI and A 2 denote
The
differential
calculated.
From
differential
parameters of the
the equations (31)
first
api
aj^
apg
api
ax
ap 2
ax
a 01
ap
a 01 api
ap
ax
api
ax
a0 2
a_p
a0 2
api
ap
ax
api
ax
-,
-,
dp
pT,
apa
order Ai(p), Ai(pi), Aj(p 2 ) are easily
a^
dp
2 (p 2 )
we have
ax
whence, multiplying by
cpi
parameters
a^ ap
ap
a 01 ap 2
_
_
ax
apa
a0 2 ap 2 _
.
_
ax
ap 2
respectively,
and adding, we
dp
a0
ap
ax
_
~
/a0\ 2
\dp)
/a0A 2 /a0 2
+
\dp/
\dpj
Then, calculating dp/dy and dp/dz in like manner,

2
i
*/
\dy/
/ap\ 2
\dz/
it is
easy to see that
1
(d<f>\
...
find
82
43
[II,
Let us now set
a=
dp
where the symbol

by 0i, then
indicates, as before, that we are to replace
by 02) and add. Then the preceding equation and the two analogous equations
<f>
be written
may
A!(P)
Ai(pi)
Lame* obtained the expressions for A2

pa
A!(p 2 )
HI
=
HZ
A 2 (pi), A 2 (p2 )
(p),
by a rather long calculation, which we may condense
as functions of
p, pi,
in the following form.
In the identity (34)
A2
F=
F
-+
H
1
a2
dp
let
HI
us set successively
a2
dp*
Cfr
&V +
T
dpi
52^
HI
cpj
HZ
HI
-TT +
Cpj
d<p/dp,
Moreover,
d<j>i/dp,
y,
a0
-- =0,
dp
cpz
W VF +
A2 ( p )
cp2
(p),
+ **( pl -^ +
iF
cpi
op
)
A 2 (pi), A 2 (p2 ).
dfa/dp, respectively, and adding,
^(pz) -
oe>4>
~d~p
62
_
~
Up*
For instance, multiplying
we
find
ag
2 lp~
differentiating the first of equations (32) with respect to pi,
~~
~dp ~dp\
we
find
~
2
dpi dp dpi
we have
o0 ev _~ _
ap"
"ap|
i a
ap
and consequently
A 2 (p)= -
--
2HHi
dp
2HH*
dp
0,
cpz
we have
In like manner
dpz
dpi
This gives the three equations
.a 2
dp
V = z.
c>
*->
and
.8V
,aF
+ A 2 (p 2
+ A 2 (pi)
.8V
2 (p)
epjj
V=
which we need only solve for Aa
by
x,
a2
H -^ + A
2Hp_
\H
EXERCISES
H. EXS.]
83
Setting
*=i,
this
zr,=
formula becomes
A2 (p) =
and
*,=
in like
manner we
find
A2 (p!) =
h\
A.)
hhzj
(log
api \
Hence the formula
(34) finally
(log
\
cpz
--
ra2 F
ll*z
fifii
/.
LV
az 2
A"
becomes
ax2
A 2 (p 2 ) =
log
\aF~l
I
*!*/
<>P
^/
(35)
condensed form,
or, in
Fa
Let us apply
this
dV\
/ h
a
,
ftj
nr
aF\
/ &2
dF\~|
^T^ s
The formulae
formula to polar coordinates.
of transforma
tion are
and
where
values
replace pi and p 2
<f
sin0cos</>,
and the
coefficients
ft,
have the following
hq
fti,
&
hi
h%
p sin
Hence the general formula becomes
A 2 F=
or,
_ _ Fa
Ip
P sine \_dp
i
-
2 sin(?
aF\
-
expanding,
Ao
F=
F
F ----i a2
a2
ap
which
is
a*?
a /
2
2
p sin
a2
F
2
a^>
c0J
- -i
aF\
(sin^
de\
dp]
aF\~|
-J h
(-
a0 \sin^ a^ /
cot0aF
aF -----
ap
a<?
susceptible of direct verification.
EXERCISES
1.
Setting
determinant D (u,
exists between M,
x2
t>,
v,
+
w>)
v = x + y + z, w = xy +
+
/D (, y, 2) vanishes identically.
w.
Generalize the problem.
z2
yz
zx, the functional
Find the relation which
84
pi, EXS.
Let
2.
==.
un
Vi1 _ x
-r 2
l
a-
*n
Derive the equation

W2,
i,
M,,)
Using the notation
3.
x3
= COS 0i,
= sin 0i cos 02
= sin 0i sin 02 cos0 3
Xn
Xi
X2
sin0 n _ 1 cos0 n
sin 0i sin 02
show that
(Xl, Xg,
Xn )
^_
1 )n s i nn
^ lS J n n-l^ 2Sm n-2^ g
Prove directly that the function
4.
where
and
a. is
satisfies
8 in 2
n _ ! sin
n.
F(x, y} defined by the two equations
= ax+ yf(a) +
= x + yf (a) +
an auxiliary variable,
0(or),
(a),
the equation
s2
rt
where /(a)
0,
(a) are arbitrary functions.
Show
5.
in like
manner that any
implicit function z
F(x, y) defined by
an equation of the form
where
(z)
and ^
are arbitrary functions, satisfies the equation
(z)
rg
6.
Prove that the function z

z
where
is
equation pq
7.
(a)
[y
(a)]
2pqs
satisfies in like
+ tp2 =
0.
F(x, y) defined by the two equations

2,
an auxiliary variable and
(a)
a)
(a)
(a),
an arbitrary function,
satisfies
the
z.
Prove that the function z

[Z
()]
Z2
(y2
manner the
F(x, y) defined by the two equations
_ a 2),
equation pq =
[z
((r)]
(Q,)
aa.2
xy.
8*. Lagrange s formulae. Let y be an implicit function of the two variables

x and a, defined by the relation y = a +
and let u =f(y) be any func
tion of y whatever.
Show that, in general,
x<j>(y);
[LAPLACE.]
II,
EXERCISES
EM.]
The proof
Note.
da
where u
is
is
based upon the two formulas
F,
du~\
F(u)~ =
dx
|_
F F(u)\dM~l
if
a and M
M\\
<(,(y)
dx
cu
da
v)
(J>(u,
~i
I
,.,
da-
^dx:/o
v),
r~
S"
x =f(u,
and the nth derivative of u with
to /(a);
i
-!
ff/*\
show
da_\
of y whatever, and F(u) is an arbitrary function of u.

the formula holds for any value of n, it must hold for the
Setting x = 0, y reduces to
respect to x becomes
If
du
dx ]_
any function
shown that
value n + I.
It is
9.
85
\_
are two functions which satisfy the equations
dj
dj
du
dv
dv
du
that the following equation
is satisfied
<j>
identically
10. If the function F(x, y, 2) satisfies the equation
show
that the function
satisfies
the
same equation, where
11. If V(x, y, z) and Vi(x,

show that the function
U=
satisfies the
12.
F(z,
y, z)
y, z)
is
A;
a constant and r2
x2
+ yz + z 2
[LORD KELVIN.]
are two solutions of the equation
(x
y2
z2)
FI
A^V =
0,
(x, y, z)
equation
What form
does the equation

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

13.
What form
xy
= Vl
=
t-
does the equation

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

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

homogeneous and of the second degree
,.
If
we
set
86
S
and then take p\ pz

,
-=pz,
~^-=p n
CU n
CUz
Exs.
cd>
C(t>
-=pi,
CUi
[II,
p n as independent variables in the place of Ui u z

,
un
goes over into a function of the form
the function
<f>
i,
Derive the formulae
X2
d<f>
N be the point of intersection of a fixed plane P with the normal MN

M of a given surface S. Lay on the perpendicular to the
Find the tangent plane to the
plane P at the point N a length Nm = NM.
Let
15.
erected at
off
any point
describes the surface S.

surface described by the point m, as
The preceding transformation is a contact transformation. Study the inverse
transformation.
16. Starting from each point of a given surface S, lay off on the normal to
Find the tangent plane to the surface 2 (the
the surface a constant length I.
parallel surface) which is the locus of the end points.
Solve the analogous problem for a plane curve.
to any point
of
17*. Given a surface S and a fixed point O join the point
the surface S, and pass a plane
and the normal
to the
through
In this plane
surface S at the point M.
draw through the point O a per
pendicular to the line OM, and lay off on it a length OP = OM. The point
;
OMN
MN
OM
OMN
describes a surface 2, which is called the apsidal surface to the given surface S.
Find the tangent plane to this surface.
The transformation is a contact transformation, and the relation between the

and 2 is a reciprocal one. When the given surface S is an ellipsoid
and the point
is its center, the surface 2 is Fresnel s wave surface.
surfaces
<S
Show
18*. Halphen s differential invariants.
dx2 / da*
dx2 dx dx*
remains unchanged when the variables

mation ( 37).
If in the
19.
of x, y,
we
z,
expression
x,
Pdx + Qdy +
v,
\dx*
y undergo any projective transfor
where P, Q,
fidz,
are any functions
set
Z = ^(M, v,
y = (u, v, w)
x=/(u, B, 10),
w are new variables, it goes over into an expression
,
<f>
where
that the differential equation
>),
of the
form
Pidu + Q\dv + Ridw,

where PI,
Qi,
RI
are functions of
v,
Show
w.
satisfied identically:
gi =
z)
I) (M, v,
w)
-P(Si
g>
that the following equation
is
II,
EXERCISES
Exs.]
87
where
/* _
du
\dv
Let
20*. Bilinear covariants.
where
JTx,
2,
0</
be a linear differential form
-^n are functions of the n variables x lt x2
xn
Let us
consider the expression
where
and where there are two systems
d and
of differentials,
5.
If
we make any
transformation
Xi
4>i(yi,
y2
2/ n ),
(i
1, 2,
the expression Qj goes over into an expression of the
Q d = Y dy l +
F2
Yn are functions
of yi,
y2
n),
same form
+ Yn dy n
where FI,
.,
yn
Let us also set
and
Show
tively,
that
H=H
identically, provided that
we
replace dx,
and
dxt,
respec
by the expressions
Syi
The expression //
is
-\
5j/ 2
Sy n
called a bilinear covariant of Qj.
21*. Beltrami s differential parameters.
If in
a given expression of the form
Edx* + 2Fdxdy + Gdy*,

where E, F, G are functions of the variables x and y, we make a transformation
z =/(M, v), y =
), we obtain an expression of the same form:
<f>(u,
EI du 2
+ 2Fidudv+
Gj dv2 ,
88
Exs.
[II,
where EI, FI, G\ are functions of u and v. Let 0(x, y) be any function of the
and y, and 0i(u, v) the transformed function. Then we have, iden
variables x
tically,
ex dy
ax
ffj
G!
+*
du
\dy
dv
dv
-F
Ff
I
where x
/ (ex
d are arbitrary constants, show that the relation
22. Schwarzian.
a, 6, c,
Setting y
(ax
b)
+<8),
is
identically satisfied,
respect to the variable
23*. Let
and
let
where x
x",
"
",
T/",
and
denote the derivatives with
t.
u and v be any two functions of the two independent variables x and
y,
us set
U=
au
a"
where
yy
a function of
is
a, &, c,
c"
+
+
bv
u
6"
+c
+
F=
c"
are constants.
a w +
w+
a"
6"
Prove the formulae
+c
+
c"
c*udv_G*vdu
d*U
dV _ cPV SU
dx2 dx
ax2
dx
gx2 dx
dx*
dx
(u, v)
du
d*u dv
d*v
dx2 dy
ex2 dy
/dv
\dx dxdy
dx dxdy/
(u, v)
dV ~
ax2 ~dy
a2
V dU
~d& Hy
dx dxdy
ex dxdy/
(ff.F)
and the analogous formulae obtained by interchanging x and
du dv
du dv
dx dy
dy dx
y,
where
dU dV
dV dU
dx
dx
dy
dy
[GOURSAT and PAINLEVE, Comptes rendus,
1887.]
CHAPTER
III
ELEMENTARY APPLICATIONS
MAXIMA AND MINIMA
TAYLOR
S SERIES
TAYLOR S SERIES WITH A REMAINDER

TAYLOR S SERIES
I.
44. Taylor s series with a remainder. In elementary texts on the

Calculus it is shown that, if f(x) is an integral polynomial of
degree n, the following formula holds for all values of a and h
:
This development stops of

(n +
l)th vanish.
/(x) which
infinite
is
If
we
itself,
not a polynomial, the second member contains an

In order to find the proper value to
of terms.
number
assign to this development,

for the difference
f(a
since all the derivatives past the
try to apply this formula to a function
h)
-f(a)
2f
we
f>
(a )
will first try to find an expression
li
f^
___ /W(a)
J)
/"(a)
with the hypotheses that the function /(#), together with its first n
n)
derivatives / (a:), f"(x),
f^ (x), is continuous when x lies in the
interval (a, a -f A), and that f (n \x) itself possesses a derivative
,
"
+ J)
(x) in the
given, let
same
interval.
The numbers a and a
-f
h being
us set
(2)
is any positive integer, and where P is a number which is

defined by this equation itself.
Let us then consider the auxiliary
function
where p
89
TAYLOR S SERIES
90
=f(a +
A)
-/() ~
_ O+ h
1.2-
It is clear
and
from equation
(x)
/-A
*)"
"
(a
44
+ h-x
J
1.2..-
"ii
(2),
[in,
which defines the number P, that
from the hypotheses regarding f(x) that the func

possesses a derivative throughout the interval (a, a -f A).
= must have a root
Hence, by Rolle s theorem, the equation
(#)
a + Oh which lies in that interval, where
is a positive number
which lies between zero and unity. The value of
(x), after some
results
it
tion
<(x)
</>
<t>
easy reductions, turns out to be
The
first
other than a
P= h
p~
n -p +
h.
(l
cannot vanish for any value of x

Hence we must have
factor (a -f h
x~)
+
0)"-*
!/(
+J
>
(a
whence, substituting this value for
Ofy,
where
in equation (2),
0<^<1;
we
find
(3) /I
where
JL
=
.
We
n .p
shall call this formula Taylor s scries with a remainder,
R n the remainder.
and
This remainder depends upon the

In practice,
left undetermined.
we
have
which
positive integer p,
about the only values which are ever given to p are p = n + 1 and
p = 1. Setting p = n + 1, we find the following expression for the
remainder, which is due to Lagrange
the last
term or
setting
1,
we
find
Ill,
44]
91
an expression for the remainder which is due to Cauchy. It is

will not be the same, in general,
clear, moreover, that the number
in these
is
two
continuous when x
a,
we assume
If
special formulae.
the remainder
may
further that
(n
+ 1)
(a:)
where e approaches zero with h.

Let us consider, for definiteness, Lagrange s form. If, in the gen
eral formula (3), n be taken equal to 2, 3, 4,
successively, we
get a succession of distinct formulae which give closer and closer
approximations for f(a -f- A) for small values of h. Thus for n = 1
,
we
find
1.2
which shows that the difference
/(*
is
+ *) -/(a) -*/*()
an infinitesimal of at least the second order with respect to

is finite near x = a.
Likewise, the difference
provided that
_//
+
,
f(a
/\
7 \
_//
A)/
_/l /
\
-f
(a)
*"
f(a)
\ /
1 V
\ /
J.
is
h,
/"
JL
an infinitesimal of the third order
vf(a)
\ /
h)J
-f
v
~1
*^
////
\
f (a)
*/
and, in general, the expression
(a)
\ /
-w!
f (n) \(a)f
1.
is an infinitesimal of order n
But, in order to have an exact
idea of the approximation obtained by neglecting R, we need to
an
know an upper limit of this remainder. Let us denote by
M*
upper limit of the absolute value of

of x = a, say in the interval (a
a
17,
Kt
provided that h
|
* That
defined in
which
is,
<
|
y
-f
i^r
i<
"
+ 1)
rj).
(#) in the neighborhood
Then we evidently have
M)
77.
+ )(z) when |z
The expression
must be carefully distinguished from the expression
J
3/>|/(
68,
a\<ij.
"
the
"
upper
limit,"
an upper
limit,"
is used here to denote a number greater than or equal to the absolute value of
the function at any point in a certain interval. In this paragraph and in the next
TRANS.
a.
/( + i)(a;) is supposed to have an upper limit near x
TAYLOR S SERIES
92
45
[III,
This result may be interpreted geomet

that
we
wished
to study a curve C, whose equa
rically.
Suppose
tion is y =f(x), in the neighborhood of a point A, whose abscissa
is a.
Let us consider at the same time an auxiliary curve
whose
45.
Application to curves.
C",
equation
line
is
-f-
h, parallel to
the axis of
y,
meets these two curves
two points
and
which are near A. The
ordinates, by the general formula, is equal to
in
This difference
is
difference of their
an infinitesimal of order not
less
than n
-+-
and
a
consequently, restricting ourselves to a small interval (a
77,
rj),
the curve C sensibly coincides with the curve C
By taking larger
.
and larger values of n we may obtain in this way curves which

differ less and less from the given curve C; and this gives us a
more and more exact idea of the appearance of the curve near the
point A.
Let us
curve
first set
= \.
at the point
Then the curve
C"
is
the tangent to the
and the difference between the ordinates of the points

and
of the curve and its tangent, respectively, which have the same
abscissa a -f h, is
Let us suppose that /"()

0, which is the case in general.
preceding formula may be written in the form
=
where
h.
ber
and
rj
c approaches zero with

can be found such that
Since
<
f"(a)
/"(a)
0,
when h
a positive
The
num
between
rj
+ e will have
lies
For such values of h the quantity /"()

the same sign as
a
an(i hence y
Y will also have the same
77.
/"(
sign as
/"(a).
)>
If /"(a)
is
positive, the ordinate
y of the curve
is
Ill,
46]
93
greater than the ordinate F of the tangent, whatever the sign of h

and the curve C lies wholly above the tangent, near the point A.
;
a ) is negative, y is less than Y, and the

if
below the tangent, near the point of tangency.
If f"(a) = 0, let / (p) () be the first succeeding derivative which
does not vanish for x = a. Then we have, as before, if f (p) (x) is
continuous when x = a,
On
the other hand,
curve
/"(
lies entirely
and it can be shown, as above, that in a sufficiently small interval

a
^ a -f- 17) the difference y Y has the same sign as the product
(
A p/ (p) (a). When p is even, this difference does not change sign
with h, and the curve lies entirely on the same side of the tangent,
Y
near the point of tangency. But if p be odd, the difference y
its
at
the
tangent
changes sign with h, and the curve C crosses
point of tangency.
of inflection
it
now
Let us
In the latter case the point
occurs, for example,
take n
= 2.
Y =f(a) +
whose axis
ordinates
is
if
The curve C
is
called a point
0.
"(a)
is
in this case a parabola
(x
parallel to the axis of y\
and the difference of the
is
Y has the same sign as A 8 / "() for

does not vanish, y
sufficiently small values of h, and the curve C crosses the parabola
If
"(a)
at the point A.
to the curve
This parabola is called the osculatory parabola

the parabolas of the family
for, of
Y = mx z + nx + p,
this one
point
comes nearest to coincidence with the curve C near the

(see
213).
of development. The formula (3) affords a

development of the infinitesimal f(a + K) ~f( a }
But, still more generally, let
according to ascending powers of h.
x be a principal infinitesimal, which, to avoid any ambiguity, we
46. General
method
method
for the
TAYLOR S SERIES
94
will
suppose positive
and
[III,
46
y be another infinitesimal of the
let
form
y
(4)
where n l} n z
A lX + A 2 x*
i
+ ...+x P (A p +
c ),
np are ascending positive numbers, not necessarily

-, A p are constants different from zero, andc is
integers,
another infinitesimal. The numbers HI, A l n 2 A 2
may be cal
,
A l} A t
culated successively by the following process.

First of all, it is
clear that HI is equal to the order of the infinitesimal y with
respect to x, and that
x approaches
is
equal to the limit of the ratio
n
y/x when
i
Next we have
zero.
xn
ui
=A
x"*
----|
(Ap
+ c)
x"p,
which shows that n z is equal to the order of the infinitesimal M I?

and A 2 to the limit of the ratio u^/x n
A continuation of this
the
terms.
It
is
then
clear that an infini
succeeding
process gives
tesimal y does not admit of two essentially different developments of
If the developments have the same number of terms,
the form (4).
coincide
while if one of them has p terms and the other
they
-i.
p+
q terms, the terms of the
method
first
applies, in particular, to the
occur also in the second.
development of f(a
This
f(a)
A)
according to powers of h and it is not necessary to have obtained

the general expression for the successive derivatives of the func
;
tion f(x) in
us a practical
On the contrary, this method furnishes

of calculating the values of the derivatives
advance.
means
Examples. Let us consider the equation

(5) F(x, y)
where
= Ax n + By +
xy<S>(x,
y)
Cx n +
+ Dy +
= 0,
(x, y) is an integral polynomial in x and y, and where the

terms not written down consist of two polynomials P(x) and Q(y),
which are divisible, respectively, by x n + and y 2 The coefficients A
4>
B are each
supposed to be different from zero. As x approaches

zero there is one and only one root of the equation (5) which ap
proaches zero ( 20). In order to apply Taylor s series with a
and
remainder to this
root,
we should have
to
know
the successive deriv
which could be calculated by means of the general rules.

But we may proceed more directly by employing the preceding
method. For this purpose we first observe that the principal part
atives,
46]
Ill,
equal to
the substitution
of the infinitesimal root

tion (5)
we make
is
(.4
/E)x
For
if in
95
the equa
and then divide by x n we obtain an equation of the same form
(cc,
yi)
As x approaches zero
in y lt namely By^.
the equation (6) possesses an infinitesimal root in y lt and conse
quently the infinitesimal root of the equation (5) has the principal
which has only one term
(A/B)x
part
?/!
n
,
as stated above.
(Al B)x**] and
is
where y z
is
we may
Likewise, the principal part of
set
another infinitesimal whose principal part
may
be found
by making the substitution
in the equation (6).

Continuing in this
way, we may obtain for this root y an expres
sion of the form
(ap
.n
e)x
+ MJ H
1-
which we may carry out as far as we wish. All the numbers n

np are indeed positive integers, as they should be, since
H!, n z
we are working under conditions where the general formula (3) is
,
In fact the development thus obtained is precisely the

applicable.
same as that which we should find by applying Taylor s series with
x.
and h
a remainder, where a
Let us consider a second example where the exponents are not
Let us set
necessarily positive integers.
TAYLOR S SERIES
96
[III,
46
where
and fa, y u
are two ascending series of positive
a, ft, y,
numbers, and the coefficient A is not zero. It is clear that the prin
a
and that we have
cipal part of y is Ax
,
which
J]_
tt
00
- A x a (B x^ + Cix* +
+ B^ + dx* H----
Cx*
an expression of the same form as the original, and whose

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

of a function of a function
we wished
to calculate the nth derivative
u=
where
y=f(u),
0(x).
Neglecting the terms of order higher than n with respect to
0(X
h)
0(X)
(X)
-^
1
0"(X)
we have
**
,
2i
h,
and likewise neglecting terms of order higher than n with respect

f(u
k)
~f(u)
f(u)
If in the right-hand side k
to k,
"
0W(Z );
be replaced by the expression
*"(
x)
&
and the resulting expression arranged according
to ascending powers of
evident that the terms omitted will not affect the terms in h, h2
hn
,
A, it is
.
The
HI,
47]
coefficient of
divided by
/i",
for instance, will be equal to the nth derivative of
coefficient of h n in the
For greater detail concerning

Cours d Analyse (p. 59).
this
development of
method, the reader
for the
is
referred to Hermite s
Let f(x) and

(x) be two functions
same value of the variable x = a. Let us try
47. Indeterminate forms.*
</>
approached by the ratio
to find the limit
f(a
<f>(a
h approaches
/[</>()]
and hence we may write
where Ai denotes the
which vanish
97
This
+ K)
+ h)
merely a special case of the problem

of finding the limit approached by the ratio of two infinitesimals
The limit in question may be determined immediately if the prin
as
zero.
is
cipal part of each of the infinitesimals is known, which is the case

whenever the formula (3) is applicable to each of the functions
Let us suppose
/(cc) and
(x) in the neighborhood of the point a.
that the first derivative of f(x) which does not vanish for x = a is
that of order p, f (p \a)
and that likewise the first derivative of
(s)
for x = a is that of order q,
which
does
not
vanish
(a).
(cc)
and
the
the
functions
formula
to
each
of
Applying
f(x)
(x)
(3)
<f>
<
<
<
and dividing, we
where
and
find
are
two
It is clear
infinitesimals.
from this result
that the given ratio increases indefinitely when h approaches zero, if

q is greater than p and that it approaches zero if q is less than p.
(7)
(p) a
If q
a as ^ s
p, however, the given ratio approaches /
( )/^
( )
;
limit,
and
this limit is different
from
zero.
Indeterminate forms of this sort are sometimes encountered in finding the

Let
tangent to a curve.
=/(<),
*(t),
* See also
7.
*(l)
TAYLOR S SERIES
98
[m,
48
be the equations of a curve C in terms of a parameter t. The equations of the

tangent to this curve at a point M, which corresponds to a value t of the param
eter, are, as
we saw
in
5,
Z -
(tv)
(*o)
(o)
These equations reduce to identities if the three derivatives / (),

(t), $ (t) all
In order to avoid this difficulty, let us review the reasoning
vanish for t = t
be a point of the
by which we found the equations of the tangent. Let
<f>
curve
Then
the equations of the secant
near to M, and
For the sake
let to
h be the corresponding value of the parameter.
MM
are
of generality let us suppose that all the derivatives of order less
= t but that at least

the functions /(),
(t),
(t) vanish for t
one of the derivatives of order p, say
(
), is not zero.
Dividing each of the
denominators in the preceding equations by hp and applying the general for
mula (3), we may then write these equations in the form
than
(p>
1) of
\f/
<t>
/<*>>
to)
where
e, e
e"
J)
(to)
&>
are three infinitesimals.
+
If
(to)
let
h approach zero, these
">
we now
e"
equations become in the limit
which form
all indetermination has disappeared.

points of a curve C where this happens are, in general, singular points
the curve has some peculiarity of form.
Thus the plane curve whose
equations are
in
The
where
X
passes through the origin, and
is the axis of x, and the origin
<3
= dy / dt = at that point.
a cusp of the first kind.
dx/dt
is
The tangent
If the sequence of derivatives of the function

in
unlimited
the
interval (a, a -f h), the number n in the
f(x)
formula (3) may be taken as large as we please. If the remainder
48. Taylor s series.
is
Rn
approaches zero when n increases indefinitely,

the following formula
down
we
are led to write
which expresses that the
/() +
series
/ () +
+ iT^r^ ^"W +
Ill,
48]
convergent, and that
is
formula (7)
is
fiable unless
is infinite,
ence of the
(7)
may
"
sum
"
is
the quantity f(a
But
it is
h).
This
not justi
properly speaking.
the remainder R n approaches zero when
whereas the general formula (3) assumes only the exist
Taylor
we can show that
first
Replacing a by
1 derivatives.
x,
the equation
Or, again, replacing
(8)
its
s series,
99
/(*) =/(0)
This latter form
is
h by x and setting
+ / (O) +
a,
0,
--
we
find the
formula
often called Maclaurin s series; but
it
should
these different forms are essentially equivalent.

The equation (8) gives the development of a function of x accord
ing to powers of x the formula (7) gives the development of a func
be noticed that
all
tion of
all
that
h according
is
to
powers of h
necessary in order to pass
a simple change of notation is

from one to the other of these
forms.
It is only in rather specialized cases that
we
are able to show
Rn
approaches zero when n increases indefinitely.

value of any derivative whatever is less
the
absolute
for
If,
instance,
when x lies between a and a
than a fixed number
h, it follows,
that the remainder
from Lagrange
form for the remainder, that

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

convergent
e
x
,
is the general term of a

the case, for instance, for the functions
All the derivatives of ex are themselves equal to
series. f
sin x, cos x.
Such
is
and have, therefore, the same maximum in the interval con

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

x
rl Ka
and the preceding formula
positive number, we have a = e
becomes
,
Let us
now
take f(x)
= sin x.
The
successive derivatives form a
recurrent sequence of four terms cos x,

sin x,
cos a;, sin x
form another recurrent sequence 1, 0,
their values for x
Hence
for
any positive or negative value
of
and
1, 0.
x we have
(11)
and, similarly,
(12)
.o.,-l-
J!L_
Let us return to the general case. The discussion of the remain

R n is seldom so easy as in the preceding examples; but the
problem is somewhat simplified by the remark that if the remain
der approaches zero the series
der
In general it is better, before examining

whether this series converges. If for the given values of
necessarily converges.
Rn
to see
a and h the
further
series diverges,
we can say
it
at once that
is
Rn
useless to carry the discussion

does not approach zero when n
increases indefinitely.
than
all its derivatives,

1.
The function log(l

x), together
continuous provided that x is greater
The successive derivatives are as follows
49. Development of log(l 4- x).
with
is
HI,
49]
Let us see for what values of
101
Maclaurin
a?
applied to this fu action. Writing

have, under any circumstances,
formula
(8)
may
be
the series with a remainder,
first
we
*)
= -
+ (- !)-
The remainder R n does not approach
+ *,
zero unless the series
1 and
of x between
converges, which it does only for the values
interval
in
this
x
lies
When
limit -f 1.
1, including the upper
the remainder
may
be written in the Cauchy form as follows
iyl.2-.-n
_
~
1.2
or
(9
The first factor x

1.
Let us consider first the case where x
factor
second
the
and
with
zero
6)/(l + Ox) is
(1
x,
approaches
less than unity, whether x be positive or negative, for the numer
The last factor remains
ator is always less than the denominator.
Hence the remainder
than
less
is
for
it
|x|).
finite,
always
1/(1
<
R n actually approaches zero when n increases indefinitely. This

form of the remainder gives us no information as to what happens
when x = 1 but if we write the remainder in Lagrange s form,
;
it is
An
approaches zero when n increases indefinitely.

1 would be useless,
examination of the remainder for x =
evident that
Rn
TAYLOR S SERIES
1:02
[III,
We
sin f e the series diverges for that value of x.

.
between
lies
and
49
have then, when
the formula
-f 1,
log(l+*)^-f + |
(13)
This formula
still
when x
holds
+ ....
+ (-l)-i
which gives the curious
1,
relation
Iog2l-|+|-j+. + (-1)-^ +
.
(14)
....
The formula (13), not holding except when x is less than or equal
to unity, cannot be used for the calculation of logarithms of whole
numbers.
still
Let us replace x by
The new formula
x.
holds for values of x between
the corresponding sides,
we
2
1
When
x]
x varies from
\1
and
find the
and, subtracting
formula
f---
+2n
+T-T1
to 1 the rational fraction (1
obtained,
+#)/(!
a:)
and hence we may now easily cal

steadily increases from 1 to
still more rapidly con
culate the logarithms of all integers.
series
be
obtained, however, by forming the difference
verging
may
<x>,
of the logarithms of
let
two consecutive
integers.
For
this purpose
us set
1+ x
1-x
N+1
N
an equation whose right-hand member
is
or
2N+1
Then the preceding formula becomes
a series which converges
very rapidly, especially for large values of N.

Note.
this
0,
Let us apply the general formula (3) to the function log (1 + x), setting
We find in
x, n = 1, and taking Lagrange s form for the remainder.
way
log(l
x)
---x2
Ill,
If
49]
we now
replace x by the reciprocal of an integer n, this
Some
n is a positive number less than unity.

be deduced from this equation.
where
1)
The harmonic
be written
may
2n2
may
103
series being divergent, the
interesting consequences
sum
v-r
\\/
r
1
-log
n
(1
which shows that

series 2(1
1 /
this
is
p)
limit,
which
decimals,
2)
is
is
1\
Hence the
n+1 =
log
n
n+
log
/n
1\
+-
difference
called Euler s constant.
C=
is smaller than the general term of the convergent

increases indefinitely the expression
*/
under consideration approaches a finite

Its exact value, to twenty places of
0.57721566490153286060.
Consider the expression
n+1
where n and p are two
7?e
the general term of a convergent series, for by the
log
approaches zero.
vw
term
When n
/p2 ).
log
For, let us write this difference in the form
finite limit.
Now 1 / p log
equation above
difference
2n
approaches a
n
,
But the
increases indefinitely with n.
31
may
positive integers
n+p
which are
to increase indefinitely.
write
2
1
2
1
+ p/
log (n
Then
TAYLOR S SERIES
104
[III,
C when n and p
where p n + P and p n approach the same value

Hence we have also
50
increase indefi
nitely.
Now
no
Hence the sum 2 approaches

approaches a limit. If this ratio does approach a
S approaches the limit log (1 + a).
the difference p n +p
limit unless the ratio
limit a, the
Setting
sum
p n approaches zero.
p/n
we
n, for instance,
n+
see that the
sum
n+2
2n
approaches the limit log 2.

50.
Development
continuous, and
tions of x,
when
m
m The function
x)
(1
x) is denned and
derivatives all exist and are continuous func
of (1
its
+x
derivatives are of the
+1
positive, for
is
same form
= m(m = m(m )(x)
fM(x)
/(
1)
1)
for the
- n + 1) (1 +
- n) (1 +
(m
(m
Applying the general formula (3),
any value of
as the given function
a)"
we
find
-...1.2and, in order that the remainder R n should approach zero,

of all necessary that the series whose general term is
(m
1)
(m
"
it is first
+ 1)
1.2-.-W
should converge.
But the
ratio of
m
which approaches
ing the case where
any term to the preceding

-\-
is
x as n increases indefinitely. Hence, exclud

is a positive integer, which leads to the ele
mentary binomial theorem, the series in question cannot converge

unless \x
1.
Let us restrict ourselves to the case in which a;
1.
<
<
Ill,
50]
To show
105
that the remainder approaches zero, let us write
Cauchy form
it
in the
1.2...
The
first
factor
m(m
(m
1)
n~)
+l
1.2..-W
approaches zero since it
The second factor
series.
finally, the last factor (1
if
(1
m-1
+ Ox) m ~
>
and
0,
we have
1
<
(1
the
is
m~l
Ox)
(1
is less
1
<
ftc)"
Hence
1
.
ici)"
term of a convergent
than unity; and,
than a fixed limit. For,
-f &c) is less
#)/(!
(1
"
general
"-
while
if
m-
for every value of x
1<
0,
between
we have the development
-.shall postpone the discussion of the case where x =

1.
In the same way we might establish the following formulae
We
arcsm*
1 x
= * + -+
,
3 x6
^- +
.
.5...(2r?
-1)
2.4.6--.2w
8
X
-
which we
iC
iC
...
x2
"
1
"
2w-|-l
7
CC
2fl
+1
...
y + + (-l)^
TI +---,
by a simpler process, and which hold

1 and + 1.
Aside from these examples and a few others, the discussion of
the remainder presents great difficulty on account of the increas
It would therefore
ing complication of the successive derivatives.
seem from this first examination as if the application of Taylor s
series for the development of a function in an infinite series were of
shall prove later
for all values of x
between
Such an impression would, however, be utterly

for these developments, quite to the contrary, play a funda
mental role in modern Mathematical Analysis. In order to appre
ciate their importance it is necessary to take another point of
limited usefulness.
false
view and to study the properties of power series for their own
TAYLOR S SERIES
106
We
sake, irrespective cf their origin.
[III,
shall
5J
do this in several of
the following chapters.
Just
now we
will merely
remark that the
series
very well be convergent without representing the function

f(x) from which it was derived. The following example is due to
= (2/x*)eand, in
Cauchy. Let /(*) = e~ *. Then / (*)
general, the nth derivative is of the form
may
">
zero with x.*
All these derivatives vanish for x = 0,

e~ l/3* by any positive power of x approaches
Indeed, setting x = 1/z, we may write
and
known
where
is
a polynomial.
for the quotient of
it is
matter
well
how
large
that ez */z m increases indefinitely with z, no

Again, let (x) be a function to which
m may be.
the formula (8) applies
Setting F(x)
F(0)
.
<*>
<fr(x
(0),
(0)
<f>
e~ llx\ we
find
(0),
F<">(0)
^->(0),
and hence the development of F(x) by Maclaurin s series would

The sum of the series thus obtained
coincide with the preceding.
function from that from which the
different
an
represents
entirely
series
was obtained.
if two
In general,
distinct functions f(x)

are equal for x
0,
and
all their derivatives,
<f>
is
it
together with
evident that the
(a;),
assumed that /(O) = 0, which is the only assignment which would

= 0. But it should be noticed that no further assignment
necessary for / (a:), etc., at x = 0. For
*It
is tacitly
render/(:c) continuous at x
is
,,,
which defines /
(x) at
m=
lim /(a) -/(O)

x =
^~~
and makes /
(z)
_-
ft
continuous at
a:
0, etc.
TRANS.
Ill,
61]
107
Maclaurin series developments for the two functions cannot both

be valid, for the coefficients of the two developments coincide.
Let us consider, for
Extension to functions of several variables.
51.
= f(x, y, z) of the three independent vari

definiteness, a function
and
let
us
ables x, y, z,
try to develop f(x -f h, y -f k, z
I) accord
of
to
h, k, I, grouping together the terms of the same
ing
powers
o>
Cauchy reduced
degree.
this
Let us give
lowing device.
to the preceding
problem
x, y, z, h, k,
by the fol
and let
definite values
us set
<f>
where
alone
t is
if
=f(x +
()
ht,y
to
it
Taylor
kt,
ft),
The function
an auxiliary variable.
we apply
depends on
with a remainder, we find
s series
<()
(17)
f
where
(0),
and its derivatives, for
<
<(0),
(n)
<
t,
0; and where
1 for the value
$() =/(w,
u
v,
"
1)
<
But we may consider
zero and one.
r^
-T;
*<-+
>(*),
of the function
(0) are the values
the derivative of order n
*<">(0)
<
(f)
&t,
is
(0)
where
<f>(f)
the value of
lies
between
as a composite function of
w), the auxiliary functions
=x
4- ht,
w=
kt,
K -f
It
According to a previous remark, the

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

,
-f
fc 7
Restricting ourselves, in the second member, to the first two terms,

then to the first three, etc., we obtain the equation of a plane, then
* It
is
assumed here that
all
the derivatives used exist and are continuous.
TRANS.
Ill,
52]
109
that of a paraboloid, etc., which differ very little from the given sur
face near the point (x 0) y )- The plane in question is precisely the
tangent plane
*
and the paraboloid
= Ax + 2 Bxy +
2
that one of the family
is
Cy*
which most nearly coincides with the given surface S.

The formula (18) is also used to determine the limiting value of
Let f(x, y) and
a function which is given in indeterminate form.
= a, y = b, but
vanish
for
x
which
both
functions
be
two
(#, T/)
<
which, together with their partial derivatives up to a certain order,

Let us try to find the limit
are continuous near the point (a, ).
ratio
the
approached by
when x and y approach a and
b, respectively.
derivatives df/da, df/8b,
vanish simultaneously, we may write
the four
k[T*-+<}
<(>(a
+ h,b +
e,
c,,
e{
that
all
8<f>/db
+ k(%-
k)
/d<f>
+ \,+
.
\Ta
c
first,
do not
d<f>/8a,
K)
where
Supposing,
first
,
k
^)
approach zero with
\db
h and
When
&.
h and k approach zero
the point
and we will sup
(x, y) approaches (a, b~),

pose that the ratio k/h approaches a certain limit a, i.e. that the
point (x, y) describes a curve which has a tangent at the point (a, b~).
Dividing each of the terms of the preceding ratio by A, it appears
that the fraction f(x,
y)/<$>(x,
o^~
y) approaches the limit
"+"
ca
~oT
do
--P
-Z
ca
OL
-^r-
cb
This limit depends, in general, upon a,

which x and y approach their limits a and
that this limit should be independent of
relation
i.e.
b,
upon the manner
respectively.
it is
_
da db
should hold
and such
is
db da
not the case in general.
in
In order
necessary that the
TAYLOR S SERIES
110
[HI,
53
vanish
If the four first derivatives df/Sa, df/Sb,
we should take the terms of the second order in the
d<l>/da,
8<f>/db
simultaneously,
formula (18) and write
f(a
+ K) _
h, b
where e, e
c u e/, e / are infinitesimals.
Then, if a be given the
same meaning as above, the limit of the left-hand side is seen to be
,
c",
a H- %-? a
+ 2 f-fj
V?
a
cb
co
<ya
which depends,
in general,
upon
a.
MAXIMA AND MINIMA
SINGULAR POINTS
II.
Let (x
equation
53. Singular points.
of a curve
C whose
?/
is

If the two first par
0.
F(x, y~)
)
derivatives 8F/dx, 8F/dy do not vanish simultaneously at this

point, we have seen ( 22) that a single branch of the curve C passes
through the point, and that the equation of the tangent at that
tial
point
is
where the symbol d p + q F /dx$ dyl denotes the value of the derivative
+ vp
p
If dF/dx Q and dF /dy both van
fip
/8x di/* for x = x y = y
,
Let us suppose
ish, the point (x y ) is, in general, a singular point*
that the three second derivatives do not all vanish simultaneously
x y
for x
y and that these derivatives, together with the third
,
derivatives, are continuous near that point.

the curve may be written in the form.
Then the equation
* That
is, the appearance of the curve is, in general, peculiar at that point.
TRANS.
exact analytic definition of a singular point, see 192.
of
For an
Ill,
MAXIMA AND MINIMA
SINGULAR POINTS
53]
;_ g \24-2
111
(19)
1
[OF
I
cF
y*
where x and y are to be replaced in the third derivatives by

- y ), respectively. We may assume
X() + Q(x- B ) and ?/ + 0(y
that the derivative d*F/dy$ does not vanish; for, at any rate, we
Then, setting
could always bring this about by a change of axes.
2
ic
the
=
and
t (x
ar
(x
equation
dividing by
)
(19)
y
)
y
,
becomes
(20)1
0,
fyo
P (x
where
approaches x
x
.
t*)
is
Now
a function which remains finite
let
If these roots are real
ti
and
when x
be the two roots of the equation
#2
and unequal,
i.e. if
the equation (20)
may
(t
,)
(t
*2
+ (x - x,) P =
0.
=x
t l9 t
the above quadratic has two distinct roots t
2
which
roots
two
As x approaches x that equation has
approach # t
and 2 respectively. The proof of this is merely a repetition of
For x
Let us set
the argument for the existence of implicit functions.
the
write
down
t l -\- u, for example, and
t
equation connecting x
and u:
where Q (x, u) remains
finite,
while x approaches x and u approaches
and let
tz
Let us suppose, for definiteness, that t
of
value
denote an upper limit of the absolute
Q(x, ), and ra a
h and x + h,
x
between
t 2 + u, when x lies
lower limit of t t
zero.
>
TAYLOR S SERIES
112
[III,
53
and u between
h and -f h, where h is a positive number less than

be a positive number less than h, and rj another
positive number which satisfies the two inequalities
t2
ti
Now
let c
m
<
77
If
a;
h,
rj
e.
<
be given such a value that x
is
less
than
77,
the left-hand
side of the above equation will have different signs if

e and then
Hence that equation has a root which
-+- c be substituted for u.
approaches zero as x approaches x
and the equation (19) has a
root of the form
!/o
- *o) (*i +
(a
a),
where a approaches zero with x

x
It follows that there
branch of the curve C which is tangent to the straight line
.
=
y<>
*i
(*
is
one
z<>)
at the point (x , T/ O ).
In like manner it
is easy to see that another branch of the

curve passes through this same point tangent to the straight line
x ). The point
is called a double point; and
y
yQ = t 2 (x
the equation of the system of tangents at this point may be found

x ), (y
by setting the terms of the second degree in (x
y ) in
to
zero.
equal
(19)
If
Inside a suffi
T/ O ) is called an isolated double point.
(cc
ciently small circle about the point Af as center the first member
F(x, ?/) of the equation (19) does not vanish except at the point
the point
itself.
For, let us take
= x + p cos
<f>,
as the coordinates of a point near

,2
?/
+ p sin
Then we
~ cos
"
<^>
sin 4
<f>
find
sin 2
+ PL
where L remains finite when p approaches zero. Let

be an upper
limit of the absolute value of L when p is less than a certain
posi
tive
number
r.
For
all
values of
<
between
and 2?r the expression

c2
cos A sin
d>
+ -T-T- sin
Ill,
MAXIMA AND MINIMA
SINGULAR POINTS
53]
has the same sign, since
its roots
113
be a lower
are imaginary. Let
it is clear that the coefficient
Then
limit of its absolute value.

of p 2 cannot vanish for any point inside a circle of radius p<m/H.
has no root other than p
Hence the equation F(x, y)
0, i.e.
=x
y= y
inside this circle.
In case we have
dx 8y
the two tangents at the double point coincide, and there are, in gen
to the same line, thus
eral, two branches of the given curve tangent
forming a cusp. The exhaustive study of this case is somewhat
and will be left until later. Just now we will merely

remark that the variety of cases which may arise is much greater
than in the two cases which we have just discussed, as will be seen
intricate
from the following examples.

The curve y 2 = x s has a cusp of the
first
kind at the origin, both
branches of the curve being tangent to the axis of x and lying on

The
different sides of this tangent, to the right of the y axis.
2x 2 y + x* x 5 = has a cusp of the second kind, both

curve y 2
branches of the curve being tangent to the axis of x and lying on
the same side of this tangent for the equation may be written
;
=x
z%
and the two values of y have the same sign when x

but are not real unless x is positive. The curve
is
very small,
has two branches tangent to the x axis at the origin, which do not
becomes
possess any other peculiarity for, solving for y, the equation
;
y~
x2
3 x2
V8 -
1+x
x2
and neither of the two branches corresponding to the two signs

before the radical has any singularity whatever at the origin.
It may also happen that a curve is composed of two coincident
branches.
Such
is
the
case
for
the curve
represented by the
equation
When the point (x, y) passes
across the curve the first
vanishes without changing sign.
member F(x, y)
TAYLOR S SERIES
11-4
Finally, the point (cc y )

the case for the curve y 2
may
is
[III,
54
be an isolated double point.

Such
4
0, on which the origin is an
+x +y =
4
isolated double point.

54.
F (x
>
three
In
first
that point
manner a point
of a surface S, whose equation is

a
general,
singular point of that surface if the
partial derivatives vanish for the coordinates x , y , z of
like
=
)
y>
0, is, in
dF _
w,
5
CX
Q
ZF
-
CF =
7
0,
0.
CZ Q
CIJ^
The equation
of the tangent plane found above

(
22) then reduces
an identity and if the six second partial derivatives do not all
vanish at the same point, the locus of the tangents to all curves on
to
the surface S through the point

second order. For, let
is,
in general, a cone of the
be the equations of a curve C on the surface

functions f(), $(), \l/(t) satisfy the equation
the
first
and second
differentials satisfy the
dF
-^
ex
y
dx
cF
cF
+ 7T-
dy
cy
cF
-5
dz
cz
F(x,
y, z)
0,
and
0,
dF Y
()F
cF
+ ~dz)
+~d*x
+ ^-d
cz
ex
I
Cy
Then the three
two relations
2)
d,j
cy
dx
S.
dF
y
J
= 0.
+ ~d*z
cz
For the point x

x y
z the first of these equations
y z
reduces to an identity, and the second becomes
r=dx dz =
dxdy + 2 ^- dy dz + 2 -fcx
dx oz
dy
0y
The equation
dx, dy, dz
line
0.
d*t
of the locus of the tangents is given

by eliminating
between the latter equation and the equation of a tangent
dx
dz
dy
which leads to the equation of a cone
of the second degree
MAXIMA AND MINIMA
SINGULAR POINTS
in,M]
(21)
rV
a%;
(V
Â
c2
=-
2=
-I-r-
F(Y
(A
\
x nO/} (\ Y
C^-
?/o)
(Z
V 4-
11
y
, v,*
115
2s
+2^
F
^~
the other hand, applying Taylor s series with a remainder

and carrying the development to terms of the third order, the equa
On
tion of the surface becomes
(22)
1.
CF
in the ter)ns of the third order are to be replaced- by

where x, y,
x + 0(x-x ), y + 8(y-yd, z + 0(z-s ), respectively. The
the terms of
equation of the cone T may be obtained by setting
in
z
z
the
x
in
x
the second degree
equation (22) equal
y
y
,
to zero.
Let us then,
first,
suppose that the equation (21) represents a real

Let the surface 5 and the cone T be cut by a
non-degenerate cone.
distinct generators G and G of

plane P which passes through two
find
the
to
In
order
the cone.
equation of the section of the sur
us
let
this
face 5 by
imagine a transformation of coordinates
plane,
the
which
carried out
changes
plane P into a plane parallel to the
then sufficient to substitute z

evident that for this curve the point
xy plane.
It is
It is
z<>
from what we have just seen,
is
in the equation (22).
a double point with
this section is
composed
two branches tangent, respectively, to the two generators G, G
therefore resembles the two nappes
The surface S near the point
Hence the point n
its vertex.
near
of a cone of the second degree
real tangents
of
is
called a conical point.
When
the equation (21) represents an imaginary non-degenerate

fi.
is an isolated singular point of the surface
the
cone,
point
Inside a sufficiently small sphere about such a point there exists no
x
other than x
set of solutions of the equation F(x, y, z)
y =y
=z
For, let
be a point in space near
p the
TAYLOR S SERIES
116
MM
distance
Then
we
if
and
a,
(3,
[m,
y the direction cosines of the line
55
M M.
substitute
=X +
the function F(x,
pa,
= Z + py,
becomes
y, 2)
where L remains finite when p approaches zero. Since the equation

(21) represents an imaginary cone, the expression
or H-----h 2)
cannot vanish when the point

2
Let
and
(a,
/?,
+ yS +
y) describes the sphere
1.
be a lower limit of the absolute value of this polynomial,

be an upper limit of the absolute value of L near the
Af
If a sphere of radius
be drawn about
as center,
point
2
it is evident that the coefficient of
in
the expression for F(x, y, z)
p
let
m/H
cannot vanish inside this sphere.
Hence the equation
F(x, y,z) =
has no root except p = 0.
When the equation (21) represents two distinct real planes, two
nappes of the given surface pass through the point A/ , each of
which
is
tangent to one of the planes.
Certain surfaces have a
line of double points, at each of which the tangent cone degenerates

into two planes.
This line is a double curve on the surface along
which two distinct nappes cross each other. For example, the circle
whose equations are z = 0, x 1 + y 2 = 1 is a double line on the surface
whose equation is
4
2z 2( x *
+ ,f) -
(r*
+ ,f-
l)^
0.
When
the equation (21) represents a system of two conjugate

imaginary planes or a double real plane, a special investigation is
necessary in each particular case to determine the form of the sur
face near the point
The above discussion will be renewed in
the paragraphs on extrema.

55.
Extrema
of functions of a single variable.
be continuous in the interval
(a, 6),
and
let
Let the function f(x)

c
be a point of that
SINGULAR POINTS
55]
Ill,
interval.
maximum
The function /(#) is

minimum) for x
or a
MAXIMA AND MINIMA

said to have an
=c
if
a positive
117
extremum
number
77
(i.e.
can be
found such that the difference f(c -\- A) f(c), which vanishes for
h = 0, has the same sign for all other values of h between
rj
and
If this difference is positive, the function f(x) has a

c than for any value of x near c
it is said
i).
smaller value for x

to
have a minimum
ence f(c
-f A)
/(c)
is
On
the contrary, if the differ

function
is said to have a
the
negative,
at that point.
maximum.
If the function f(x) possesses a derivative for
tive
must vanish.
c,
that deriva
For the two quotients
-h
each of which approaches the limit / (c) when h approaches zero, have
hence their common limit / (c) must be zero. Con
different signs
which lies between

(#)
versely, let c be a root of the equation
a and b, and let us suppose, for the sake of generality, that the
first derivative which does not vanish for x = c is that of order n,

and that this derivative is continuous when x = c. Then Taylor s
series with a remainder, if we stop with n terms, gives
/(
in the
form
+ A) -/() =
Let rj be a positive number such

c approaches zero with h.
and c
that |/(n) ( c ) is greater than e when x lies between c
77.
77
For such values of x, /(n) (c) -f c has the same sign as f*- n) (c), and
n (n)
If
consequently /(c -f A)
/(c) has the same sign as A / (c).
where
is
there
odd, it is clear that this difference changes sign with A, and

c.
If n is even,
is neither a maximum nor a minimum at x
f(c + A)
(n)
/(c) has the same sign as/ (c), whether A be positive
or negative
hence the function is a maximum if / (c) is negative,
(
and a minimum if f(n) (c) is positive. It follows that the necessary

and sufficient condition that the function f(x) should have a maximum
or a minimum f or x = c is that the first derivative which does not
vanish for x = c should be of even order.
TAYLOR S SERIES
118
[III,
56
Geometrically, the preceding conditions mean that the tangent to

the curve y =f(x) at the point A whose abscissa is c must be par
allel to the axis of x, and moreover that the point A must not be
a point of inflection.
Notes.
When the hypotheses which we
have made are not
satisfied
the function f(x) may have a maximum or a minimum, although

the derivative / (#) does not vanish.
If, for instance, the derivative
is infinite
for
c,
the function will have a
maximum
or a mini
Thus the function y = a^ is at

the derivative changes sign.
and
the
a minimum for x
0,
corresponding curve has a cusp at the
the
the
tangent being
y axis.
origin,
mum
if
When,
as in the statement of the problem, the variable

which lie between two limits a and b, it
restricted to values
happen that the function has
its
absolute
maxima and minima
cisely at these limiting points, although the derivative
/ (x)
is
may
pre
does
not vanish there.

Suppose, for instance, that we wished to find
the shortest distance from a point P whose coordinates are (a, 0)
z
2
R 2 0. Choosing for our
to a circle C whose equation is x
y
independent variable the abscissa of a point
M of
the circle C,
we
find
d2
or,
= PM = (x Z
making use
+ y = x + y - 2 ax + a
2
2
,
of the equation of the circle,
d2
The general
a)
rule
=R +
2
a*
would lead us to try
2 ax.
to find the roots of the derived
But the paradox is explained if

equation 2 a = 0, which is absurd.
we observe that by the very nature of the problem the variable x
If a is positive, d 2 has a minimum
R and
R.
must lie between
for
=R
and a
maximum
for x
R.
56. Extrema of functions of two variables. Let f(x, y) be a con

tinuous function of x and y when the point M, whose coordinates
The
are x and y, lies inside a region ft bounded by a contour C.
function f(x, y) is said to have an extremum at the point
(x 0) ?/ )
of the region O if a positive number rj can be found such that the
difference
which vanishes
for h
=k=
0,
of values of the increments h
keeps the same sign for all other sets

and k which are each less than T in
Ill,
SINGULAR POINTS
50]
MAXIMA AND MINIMA
119
Considering y for the moment as constant and

becomes a function of the single variable x and, by
absolute value.
equal to
?/o,
the above, the difference
cannot keep the same sign for small values of h unless the deriva
Likewise, the derivative df/dy
tive df/dx vanishes at the point
must vanish at Q and it is apparent that the only possible sets of
values of x and y which can render the function f(x, y) an extremum are to be found among the solutions of the two simultaneous
equations
*=o,
tix
Let x
=x
=y
f=o.
cy
be a set of solutions of these two equations.
shall suppose that the second partial derivatives of f(x, y) do

whose coordinates
not all vanish simultaneously at the point
We
are
y ), and that they, together with the third derivatives,
Then we have, from Taylor s expansion,
continuous near
are (x
all
=
1.2
(23)
(3)
+
We
can foresee that the expression
will, in general,
dominate the whole discussion.
Q it is necessary and
In order that there be an extremum at
sufficient that the difference A should have the same sign when the
inside a sufficiently small square
point (X Q + h, y + k) lies anywhere
as center, except at the center, where
drawn about the point
A = 0. Hence A must also have the same sign when the point
inside a sufficiently small circle whose

k) lies anywhere
for such a square may always be replaced by its
center is A/
Then let C be a circle of radius
inscribed circle, and conversely.
All the points inside this
r drawn about the point
Q as center.
(x
+ h,
circle are given
by
TAYLOR S SERIES
120
where
is
<
to vary from
to 2
[111,
and p from
TT,
r to
not to introduce this restriction.
A becomes
expression for
A=
what follows
substitution, the
this
Making
We might,
r.
indeed, restrict p to positive values, but it is better in
56
2
(A cos
+ 2 B sin
<
+ C sin
cos
<f>
<f>
2
<)
+ ^- Z,
where
and where Z
is
a function whose extended expression
it
would be
useless to write out, but which remains finite near the point (X Q y
).
It now becomes necessary to distinguish several cases according to
,
the sign of
B 2 - A C.
First case.
Let
Bz
cos
AC
<
has two real roots in tan

of
>
Then the equation
0.
+ 2 B sin
<,
cos
<

member
is
the difference
Hence we may write
two squares.
2
A
o"
a ( a cos ^
+ b sin ^)
2
""
P(
a>
cos
b>
sin ^) 2 ]
+^L
>
where
a
If
<f>
>
0,
be given a value which
a cos
<
fta
aft
0,
>
satisfies the
=jfc
0.
equation
+ b sin = 0,
<
will be negative for sufficiently small values of p

be
while, if
=
such that a
6
A
will
be
for
infinitesimal
+
0,
positive
<
sin<
cos<f>
Hence no number r can be found such that the differ

has the same sign for any value of
when p is less than r.
It follows that the function f(x, y) has neither a maximum nor a
minimum for x = x y = y
values of
ence
p.
<
Second
case.
Let
B2
AC
cos 2
</>
<
The expression
0.
+ 2.Bcos
cannot vanish for any value of
<.
Let
be a lower limit of
its
absolute value, and, moreover, let

be an upper limit of the abso
lute value of the function L in a circle of radius R about
(z , y ) as
121
Finally, let r denote a positive number less than R and less

H. Then inside a circle of radius r the difference A will
center.
than
MAXIMA AND MINIMA
SINGULAR POINTS
57]
Ill,
3m/
2
have the same sign as the coefficient of p i.e. the same sign as A
Hence the function f(x, y~) has either a maximum or a mini
or C.
,
mum
for x
To
= XQ
?/o-
recapitulate, if at the point (x
we have
*
*">(>,
^dx dy
there
is
neither a
there
is
either a
maximum
maximum
nor a minimum.
or a
The ambiguous
The
case.
if
minimum, depending on the
2
the two derivatives c f/dx%, o^f/dyl.
derivatives are negative, a minimum
57.
But
There
if
maximum
is
sign of
these
if
they are positive.
case where
B2
AC
is
not cov
The geometrical interpretation

ered by the preceding discussion.
be the
shows why there should be difficulty in this case. Let
surface represented by the equation z
= f(x,
?/).
If the function
f(x, y) has a maximum or a minimum at the point (X Q , y ), n ear

which the function and its derivatives are continuous, we must have
which shows that the tangent plane

whose coordinates are (x 0) y
to the surface
),
must be
In order that there should be a
at the point
parallel to the xy
or a minimum it
maximum
plane.
should lie
is also necessary that the surface S, near the point
,
led
we
to study
hence
are
of
the
on
one
side
tangent
plane
entirely
the behavior of a surface with respect to

point of tangency.
its
tangent plane near the
Let us suppose that the point of tangency has been moved to the
and that the tangent plane is the xy plane. Then the equa
origin
tion of the surface is of the
(24)
where
a, b, c
ax 2
is
+ ax +
s
cy*
3 /3x*y
are constants, and where a,
and y which remain

tion
2 bxy
form
/8,
y, 8
+ 3 yxy + Sy
2
are functions of
when x and y approach zero. This equa

same as equation (19), where x and y have
finite
essentially the
been replaced by zeros, and h and k by x and
y, respectively.
TAYLOR S SERIES
122
[III,
57
In order to see whether or not the surface S lies entirely on

one side of the xy plane near the origin, it is sufficient to study the
This section is given by the
section of the surface by that plane.
equation
ax*
(25)
cy
ax*
= 0;
ac
has a double point at the origin of coordinates. If b
the
negative, the origin is an isolated double point ( 53), and
hence
is
+ 2bxy +
it
= y = 0, when the point

equation (25) has no solution except x
lies inside a circle C of sufficiently small radius r drawn
(x, y)
about the origin as center. The left-hand side of the equation (25)
keeps the same sign as long as the point (x, y) remains inside this
S which project into the
circle, and all the points of the surface
interior of the circle
same side of the xy plane except

case there is an extremum, and the por
are on the
In this
the origin itself.
tion of the surface S near the origin resembles a portion of a sphere
or an ellipsoid.
the intersection of the surface S by its tangent
If b 2
ac> 0,
plane has two distinct branches C lf C z which pass through the
the
origin, and the tangents to these two branches are given by
equation
ax*
+ 2bxy +
cy
0.
Let the point (x, y) be allowed to move about in the neighborhood

As it crosses either of the two branches C x C 2 the
of the origin.
left-hand side of the equation (25) vanishes and changes sign.
,
Hence, assigning to each region of the plane in the neighborhood

of the origin the sign of the left-hand side of the equation (25), we
find a configuration similar to Fig. 7.
Among the points of the
surface which project into points inside a circle about the origin in
the xy plane there are always some which
below and some which lie above the

xy plane, no matter how small the circle
lie
The general aspect of the sur

face at this point with respect to its tan
gent plane resembles that of an imparted
be taken.
hyperboloid or an hyperbolic paraboloid.

The function f(x, y) has neither a maxiFlG
The
case where b 2
ac
mum nor a minimum at the origin.

= is the case in which the curve
of
intersection of the surface by its tangent plane has a cusp at the

will postpone the detailed discussion of this case. If the
origin.
We
Ill,
MAXIMA AND MINIMA
SINGULAR POINTS
58]
intersection
is
123
composed of two distinct branches through the
origin,
there can be no extremum, for the surface again cuts the tangent
plane. If the origin is an isolated double point, the function f(x, y~)
has an extremum for x
It
0.
may
also
happen that the inter

composed of two
section of the surface with its tangent plane is

For example, the surface K
coincident branches.
2 x*y -f x*
y*
2
all along the parabola y = x
The
tangent to the plane z =
2
4
2
2 x y -}- x is zero at every point on this parabola, but is
function ?/
positive for all points near the origin which are not on the parabola.
is
58. In order to see which of these cases holds in a given example it is neces
sary to take into account the derivatives of the third and fourth orders, and some
times derivatives of still higher order. The following discussion, which is usually
When
is applicable only in the most general cases.
the equation of the surface may be written in the following form
by using Taylor s development to terms of the fourth order:
sufficient in practice,
62
ac
(26)
- f(x,
y)
= A(xsinu -y cos w) 2 +
fa
(x,
y)
--[x
24 \ dx
iW
y
, ftr
dy /
Let us suppose, for definiteness, that A is positive. In order that the surface S
lie entirely on one side of the xy plane near the origin, it is necessary that
all the curves of intersection of the surface by planes through the z axis should
But if the surface be cut
lie on the same side of the xy plane near the origin.
should
by the secant plane
xtan
the equation of the curve of intersection
p cos 0,
0,
found by making the substitution
is
= p sin
in the equation (26), the
new axes being the
plane on the xy plane.
Performing
where
sin
-f
trace of the secant
find
Kp
Lp*,
independent of p. If tan w ^ tan 0, z is positive for sufficiently small

hence all the corresponding sections lie above the xy plane near the
Let us now cut the surface by the plane
;
y
If the
cos w sin 0) 2
and the
we
this operation,
is
values of p
origin.
= A p 2 (cos
<j>
old z axis
corresponding value of
is
x tan
u.
not zero, the development of z
is
of the form
Hence the section of the surface by this plane has a

p.
It follows that the
point of inflection at the origin and crosses the xy plane.
Such is
function /(x, y) has neither a maximum nor a minimum at the origin.
the case when the section of the surface by its tangent plane has a cusp of the
and changes sign with
first
kind, for instance, for the surface

z
= w2
x8
TAYLOR S SERIES
124
[HI,
58
= for the latter substitution, we would carry the development out to

If
terms of the fourth order, and we would obtain an expression of the form
where K\
a constant which
is
We
the fourth order.
be readily calculated from the derivatives of

K\ is not zero. For infinitesimal val
may
shall suppose that
ues of p, z has the same sign as K\ if K\ is negative, the section in question lies
beneath the xy plane near the origin, and again there is neither a maximum nor
x4 whose
a minimum. Such is the case, for example, for the surface z = y 2
2
=
consists
of
the
two
x
intersection with the xy plane
Hence,
parabolas y
;
K=
at the same time, it is evidently useless to carry the

and K\
investigation farther, for we may conclude at once that the surface crosses its
tangent plane near the origin.
unless
But
if
>
K=
and KI
at the
>
same time,
made by
the sections
all
planes
above the xy plane near the origin. But that does not
show conclusively that the surface does not cross its tangent plane, as is seen
through the z axis
lie
by considering the particular surface

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

Let y = (x) be the
wholly above the xy plane.
lie
<f>
equation of the trace of this cylinder upon the xy plane, where (x) vanishes for
x = 0. The function F(x) =/[x, 0(x)] must be at a minimum for x = 0, what
<f>
ever be the function

In order to simplify the calculation we will suppose
(x).
that the axes have been so chosen that the equation of the surface is of the form
z
where
is
positive.
With
= Ay 2 +
this
3 (x, !/)
<f>
system of axes
we have
=0
at the origin.
The derivatives of the function F(x) are given
"
^>0
dx dy
dx*
dyQ
8xo
by the formulae
$"
X)
dxdy
dy
+4 -*-*
6
d2
dx dy
fart
4.
(x)
12
W
*
*(x)
53 f
^3 f
-^-
dx 2 dy
^
^
0"
dy
"(),
cy
^ ^(z)
f
+ 6 -^3
3
^-
dxdy2
2
2
<f>
4>"
dy
//2
8/
dy
g*^
Ill,
MAXIMA AND MINIMA
SINGULAR POINTS
59]
from which, for x
= 0, we
125
obtain
c !/0
If
tf>
(0)
does not vanish, the function F(x) has a minimum, as is also apparent
But if (()) = 0, we find the formulas
from the previous discussion.
<
Hence, in order that F(x) be at a minimum,
and
that the following quadratic
r
dx*
be positive for
necessary that d*f/x% vanish
tf>"(0),
cx2 T~
dy
values of
it is
in
dy
>
0"(0).
easy to show that these conditions are not satisfied for the above function
3x 2 y + 2z4 but that they are satisfied for the function z = y2 + x*.
It is
all
form
= y2
that the latter surface lies entirely above the xy plane.

attempt to carry the discussion farther, for it requires extremely
nice reasoning to render it absolutely rigorous.
The reader who wishes to exam
ine the subject in greater detail is referred to an important memoir by Ludwig
It is evident, in fact,
We
shall not
Scheffer, in Vol.
XXXV of the Mathematische Annalen.
59. Functions of three variables.
function of the three variables

tion
is
said to have an
of values x
Let u
x, y, z.
= f(x, y, z) be
a continuous
Then, as before, this func
extremum (maximum or minimum)

number rj can be found
a positive
if
for a set
so small
that the difference
which vanishes
for
sets of values of h, k,
k
I,
= = 0,
I
has the same sign for
each of which
is
all
other
less in absolute
value
than
If only one of the variables *, y, z is given an increment,

i].
while the other two are regarded as constants, we find, as above,
that u cannot be at an
extremum unless the equations
are all satisfied, provided, of course, that these derivatives are con
tinuous near the point (or y0) z
Let us now suppose that x y z
are a set of solutions of these equations, and let
be the point
,
~).
whose coordinates are xw yQ

sphere can be drawn about
There will be an extremum
so small that f(x, y, z)
f(x
0)
if
,
z)
TAYLOR S SERIES
126
[III,
59
inside the sphere.

has the same sign for all points (x, y, z) except
Let the coordinates of a neighboring point be represented by the
equations
= x + pa,
= z + py,
= 1 and let us replace
= y + pft,
where a, ft, y satisfy the relation a 2 + /3 2 + y2

z in Taylor s expansion of f(x,
x y
x
y z
;
y,
) by pa,
This gives the following expression for A
py, respectively.
A=
where
ft,
<f>(a,
pft,
[>O,
+.--],
y)
ft,
y) denotes a quadratic
form in
ft, y whose coeffi

and where Z is a
a,
cients are the second derivatives of f(x, y, z),
function which remains finite near the point

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

2
ft
+y =
2
1,
and accordingly A has the same sign as a, a

when p is less than
a certain number.
Hence the f imction f(x, y, z) has an extremum.
If the three coefficients a, a
do not all have the same sign,
a"
there will be neither a
example, that a
>
0,
<
a"
maximum
0,
and
P =
let
nor a minimum.
us take values of
Suppose, for
a,
ft,
y which
0.
These values cannot cause
0,
satisfy the equations
to vanish, and A will be positive for small values of p.
But if, on
the other hand, values be taken for a, ft, y which satisfy the equa
P=
P"
= 0, A
will be negative for small values of p.

the same for any number of independent variables
the discussion of a certain quadratic form always plays the prin
In the case of a function u
cipal role.
f(x, y, z) of only three
tions
0,
P"
The method
is
independent variables it may be noticed that the discussion is

equivalent to the discussion of the nature of a surface near a singu
lar point.
For consider a surface 2 whose equation

F(*>
y,
=f(x
>
y>
*)
-f(*o, y
is
O = 0;
Ill,
MAXIMA AND MINIMA
SINGULAR POINTS
60]
127
this surface evidently passes through the point

n whose coordi
if the function f(x, y, z) has an extremum
and
nates are (x y
),
is a singular point of 2Hence, if the cone of
there, the point
,
is imaginary, it is clear that F(x, y, z) will keep the

tangents at
as center, and
same sign inside a sufficiently small sphere about
/(#
2/j
w iH
maximum
surely have a
cone of tangents
or
is real,
is
minimum. But if the

two real distinct planes,
or a
composed of
several nappes of the surface pass through A/ , and F(x, y, z)

changes sign as the point (x, y, z) crosses one of these nappes.
60. Distance from a point to a surface. Let us try to find the maximum and the
values of the distance from a fixed point (a, b, c) to a surface S whose
minimum
equation
is
F(x,
y, z)
The square
0.
d*
(x
a)2
of this distance,
(y
6)
c),
x and y, for example, if z be

a function of two independent variables only,
= 0. In order
considered as a function of x and y defined by the equation
is
that
u be
at
an extremum for a point
(x, y, z)
of the surface,
we must
have, for
the coordinates of that point,

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

a
_
~~
djr
dx
This shows that the normal
"
d_F_
c_F_
dz
dy
to the surface
at the point
(x, y, z) passes through

Hence, omitting the singular points of the surface S, the
the
points sought for are the feet of normals let fall from the point (a, 6, c) upon
In order to see whether such a point actually corresponds to a maxi
surface S.
mum or to a minimum, let us take the point as origin and the tangent plane as
the xy plane, so that the given point shall lie upon the axis of z. Then the func
the point
(a, 6, c).
tion to be studied has the
form
u
where z
is
= x* +
y2
(z
c)2,
a function of x and y which, together with both its first derivatives,

= y = 0. Denoting the second partial derivatives of z by r, s, t,
vanishes for x
we
have, at the origin,
^=
dx*
2(1 -or),
-fiL
dxdy
1*
^ = 2(l-cO,
dy
TAYLOR S SERIES
128
and
it
(r
C2 2
(1
cr) (1
roots of the equation A (c)

2
+ 4 (s2 rt) = 4 s2 + (r
)
61
only remains to study the polynomial

A(C)
The
[III,
=
t)
2.
ct )
C 2( S 2
rt )
(r
_L
are always real by virtue of the identity

There are now several cases which must
be distinguished according to the sign of
s2
rt.
0.
First case. Let s 2
rt
The two roots Ci and c 2 of the equation A (c) =
have the same sign, and we may write A(c) = (s 2
Let us
rt) (c
Ci) (c
Cj).
<
now mark the two points A\ and A%
of the z axis
whose coordinates are
c\
and
c2
These two points lie on the same side of the origin and if we suppose, as is
always allowable, that r and t are positive, they lie on the positive part of the
If the given point A (0, 0, c) lies outside the segment AiA z
z axis.
A(c) is
In order to see
negative, and the distance OA is a maximum or a minimum.
which of the two it is we must consider the sign of 1
cr.
This coefficient
does not vanish except when c = 1 /r and this value of c lies between Ci and c 2
;
cr is positive
hence 1
cr is posi
But, for c = 0, 1
(1/r) = s /r
tive, and the distance OA is a minimum if the point A and the origin lie on
the same side of the segment A\A%.
On the other hand, the distance OA i& a
since
maximum
When the
if
nor a maximum.
and the origin lie on different sides of that segment.

between AI and A 2 the distance is neither a minimum
The case where A lies at one of the points AI, A 2 is left in
the point
point
lies
doubt.
of the two roots c\ and c 2 of A (c) =
is
and the origin lies between the two points
If the point A does not lie between A\ and A 2
A\ and J. a
A(c) is positive
and there is neither a maximum nor a minimum. If A lies between AI and
A 2 A (c) is negative, 1 cr is positive, and hence the distance OA is a minimum.
Second
positive
s2
Let
case.
and the other
rt
is
>
0.
One
negative,
Third case.
Let
s2
rt
0.
seen, as above, that the distance
Then A(c) =
OA
(r
minimum
t) (c
cj),
and
it
is
easily
the point
and the origin
lie on the same side of the point AI, whose coordinates are
(0, 0, Ci), and that
there is neither a maximum nor a minimum if the point AI lies between the point
and the
is
if
origin.
A 2 are of fundamental importance in the study of curva

they are the principal centers of curvature of the surface S at the point 0.
The points AI and

ture
61.
the
Maxima and minima
maxima and minima
are connected
We often need to find
of implicit functions.
of a function of several variables
which
by one or more relations.
example, a function to = f(x, y, z, tt) of the four variables

which themselves satisfy the two equations
/i (*, y,
*,
0,
/,(*, y,
z,
M)
x, y, z, u,
= 0.
For definiteness, let us think of x and y as the independent vari

and of z and u as functions of x and y defined by these equa
ables,
tions.
Then
the necessary conditions that
u>
have an extremum are
HI,
MAXIMA AND MINIMA
SINGULAR POINTS
61]
dx
and the
^^
+ dz
dx
129
=
!/+?
+ 3?!?
du dy
dy
dy
dz
du dx
partial derivatives dz/dx, du/dx, dz/dy,
are given
du/dy
by the relations
=o
M_i.^^4.M^
dz dx^ du dx
--P 0/i0"_n
--,0/10*,
o
P
~^T~
"TT~
^z/
The elimination
0/,0*
"a
"o~
oz cy
cy
du dx
0/,0u
P a
cu
U-
"a~
cy
du/dy leads
of dz/dx, du/dx, dz/dy,
?!f
4.
dz dx
0/,
",
du dy
"5
^* dy
4.
dx
0/i
"^
a*
dx
to the
new
equations of condition
.p
ft
/)(*, *, u)
= 0, /2 = 0, determine the val

which, together with the relations /x
But the equa
ues of x, y, z, u, which may correspond to extrema.
of \ and p.
find
values
we
can
that
tions (27) express the condition
which

-
-t-
3
02
-^-
-I- w.
OX
IT-
OX
"j
Jl
^=o
3s
ds
"
"o
I*
dy
dy
"a~
=w
oy
^
^
=
+ X^4
du
du
dw
2
0-
hence the two equations (27) may be replaced by the four equations
unknown auxiliary functions.
(28), where X and p. are
The proof of the general theorem is self-evident, and we may
state the following practical rule
Given a function
/m
^2
iCjj
Atm
*F
*, \
n)
of n variables, connected by h distinct relations
in order to find the values of
x^
a; 2
of the auxiliary function
regarding \ 1} X 2
XA as constants.
function an extremum we must equate
to
xn which
may
render this
zero the partial derivatives
TAYLOR S SERIES
130
62. Another example.
mum
[III,
We shall now take up another example,
62
where the mini
not necessarily given by equating the partial derivatives to zero.

Given
a triangle ABC; let us try to find a point
of the plane for which the sum
is
PA + PB + PC
of the distances
to the vertices of the triangle is a

Let (01, 61), (a 2 , 62 ), (a 3 63) be respectively the coordinates of the
B, C referred to a system of rectangular coordinates. Then the func
minimum.
vertices
A,
tion whose minimum
(29)
from
is
sought
= V(x - oi)a + (y-
where each
is
+ V(x - a2 2 + (y - 62 2 + V(x -
6i)
of the three radicals
is
to be taken with the positive sign. This equa

is evidently entirely above the xy plane,
S which
tion (29) represents a surface
and the whole question reduces to that of finding the point on

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

1
+ 2 (aa +
APE by
or, denoting the angle
0,
0.
segment AB subtends an
For the same reason each of the angles BPC and
clear that the point P must lie inside the triangle
in question expresses that the
angle of 120 at the point P.
CPA
o>,
2 cos
Hence the condition
flS
must be 120.*
It is
The reader
is
urged to draw the figure.
MAXIMA AND MINIMA
SINGULAR POINTS
63]
Ill,
131
ABC, and that there is no point which possesses the required property if any
In case none of the
is equal to or greater than 120.
angle of the triangle
angles is as great as 120, the point P is uniquely determined by an easy con
In this case the minimum is given
struction, as the intersection of two circles.
ABC
P or by one of the vertices of the triangle. But is easy to show

PA + PB + PC is less than the sum of two of the sides of the tri
For, since the angles APB and APC are each 120, we find, from the
angle.
two triangles PAG and PBA, the formulae
AC = Va 2 + c 2 + oc,
AB = Vi + b + ab,
by the point
that the
it
sum
where
PA = a, PB =
Vo2 +
PC =
6,
62
06
>
c.
But
evident that
it is
Va 2
6+-,
-)-
c2
ac>
and hence
AB + AC
>
~,
2
c.
P therefore actually corresponds to a minimum.

one of the angles of the triangle ABC is equal to or greater than 120
there exists no point at which each of the sides of the triangle ABC subtends an
angle of 120, and hence the surface S has no tangent plane which is parallel to
In this case the minimum must be given by one of the vertices of
the xy plane.
The point
When
and
the triangle,
It is
evident, in fact, that this
it is
is
the vertex of the obtuse angle.
easy to verify this fact geometrically.
63. D Alembert s theorem. Let F(x, y) be a polynomial in the two variables

x and y arranged into homogeneous groups of ascending order
F(x, y)
where
H+
<f>
(x,
y)
p+i
<t>
(x, y)
+
= 0,
m (x,
y),
considered as an equation
If the equation p (x, y)
is a constant.
has a simple root, the function F(x, y) cannot have a maximum or a mini
for x = y = 0. For it results from the discussion above that there exist sec
<f>
in y/Xj
mum
+ = F(x, y) made by planes through the z axis, some

which lie above the xy plane and others below it near the origin. From this
remark a demonstration of d Alembert s theorem may be deduced. For, let/(z)
be an integral polynomial of degree m,
tions of the surface z
of
/(z)
where the
f(x
where
iy)
OQ, &o
let
=
i,
us write this in the form
&ii
ib
(ai
t&i) (x
P and Q have
and hence,
finally,
iy)
We
m, &m are real.
f(z)
where
In order to separate the real and
coefficients are entirely arbitrary.
imaginary parts
+ A m zm
= A 9 + AIZ + A 2 z* +
Q=
&
+ etix
+ bix +
biy
a^y
(a m
have then
= P+iQ,
the following meanings
P=
----
-\
ib m ) (x
iy)
m
,
TAYLOR S SERIES
132
We
will first
show that
|/(z)
or,
|,
63
[III,
what amounts
to the
same
thing, that
Q2 cannot be at a minimum for z = y =

except when a = 60 = 0. For
this purpose we shall introduce polar coordinates p and 0, and we shall suppose,
ps
-j.
for the sake of generality, that the first coefficient after

Then we may write the equations
vanish is
p
P=o +
P
Q=
+ Q2 =
which does not
b
of,
+
+
(ap cos
(bp
cos
6g +
p<f>
bp sin
p0 +
2/>p
dp sin
[(aoOp
p<f>)
p<j>)
pp
pp
+
+
b bp ) cosptf.
- a
ap
(b
bp ) sinp0]
where the terms not written down are of degree higher than p with respect
But the equation
(aoap
b bp)
cosp<j>
ap
(b
a bp )
smp<J>
to
p.
= K, which determines p straight lines which are separated by

It is therefore impossible by the above remark that
angles each equal to 2 n /p.
2
+ Q2 should have a minimum for z = y = unless the quantities
gives tan p$
aoap
both vanish.
that
-f
&o&p
boa,p
(tobp
But, since a + ft is not zero, this would require that a = 60 = ;

that the real and the imaginary parts of /(z) should both vanish at the
2
is,
origin.
If |/(z) has a minimum for z = a, y
/3, the discussion may be reduced to
the preceding by setting z = a + i/3 + z
It follows that \f(z) cannot be at a
minimum unless and Q vanish separately for
a, y = p.
The absolute value of /(z) must pass through a minimum for at least one
|
value of
z,
nitely.
In
for
it
fact,
x=
increases indefinitely as the absolute value of z increases indefi
we have
where the terms omitted are of degree

written in the form
where
less
than 2 m in
approaches zero as p increases indefinitely.
drawn whose radius
VP
R is
p.
This equation
Hence a
circle
may
be
may be
2
so large that the value of
+ Q2 is greater at every
It follows that
point of the circumference than it is at the origin, for example.
there is at least one point
a,
Vp + Q 2 is at a minimum. By the above it fol

y = /3 is a point of intersection of the two curves
which amounts to saying that z = a + /3i is a root of the equation
inside this circle for
lows that the point x
P = 0, Q = 0,
which
a,
/(*)=.
In this example, as in the preceding, we have assumed that a function of the
two variables x and y which is continuous in the interior of a limited region
actually assumes a minimum value inside or on the boundary of that region.
This is a statement which will be readily granted, and, moreover, it will be
rigorously demonstrated a
little later
(Chapter VI).
Ill,
EXERCISES
EM.]
133
EXERCISES
1.
Show
that the
number
which occurs in Lagrange s form of the re

+ 2) as A approaches zero, provided that
0,
mainder, approaches the limit l/(n

/( + 2J(a) i s not zero.
2.
Let F(x) be a determinant of order n,
Show
of x.
that the derivative
the
(x) is
all
of
sum
whose elements are functions

n determinants obtained
of the
all of the elements of a single line by their deriva

State the corresponding theorem for derivatives of higher order.
by replacing, successively,
tives.
3.
maximum and
Find the
the
minimum
values of the distance from a fixed
point to a plane or a skew curve between two variable points

between two variable points on two surfaces.
;
on two curves
4. The points of a surface S for which the sum of the squares of the dis
tances from n fixed points is an extremum are the feet of the normals let fall
upon the surface from the center
mean
of
distances of the given
fixed points.
the quadrilaterals which can be formed from four given
5. Of all
which is inscriptible in a circle has the greatest area.
theorem for polygons of n sides.
6.
an
Find the
maximum volume
sides, that
State the analogous
of a rectangular parallelepiped inscribed in
ellipsoid.
7. Find the axes of a central quadric from the consideration that the vertices
are the points from which the distance to the center is an extremum.
8.
Solve the analogous problem for the axes of a central section of an ellipsoid.
9. Find the ellipse of minimum area which passes through the three vertices
of a given triangle, and the ellipsoid of minimum volume which passes through
the four vertices of a given tetrahedron.
Find the point from which the sum of the distances to two given straight
and the distance to a given point is a minimum.
[JOSEPH BERTRAND.]
10.
lines
11.
log (3
Prove the following formulae
2)
2 log(z
1)
- 2 log (x-l) +
log(x
-3z
2)
z3
3Vx
-3z/
6\z 3
-3z
[BORDA
log(x
6)
log(x
-f 4)
+
+
log(x
log(z
of
|_x*
+
-
3)
3)
2 logx
log(z
72
- 25z2 +
4)
If
72
3 \z*
Series.]
log(x
5)
72
- 26z 2 +
y
72/
[HARO
-1
Series.]
CHAPTER IV
DEFINITE INTEGRALS
I.
SPECIAL METHODS OF QUADRATURE
64. Quadrature of the parabola.
The determination
the area
of
a problem which has always engaged

the genius of geometricians.
Among the examples which have
come down to us from the ancients one of the most celebrated is
bounded by a plane curve
Archimedes
is
quadrature of the parabola.
We
shall
proceed to
indicate his method.
Let us try to find the area bounded by the arc A CB of a parabola

Draw the diameter CD, joining the middle
and the chord A 13.

point
Connect
of
AB
AC
to the point C,
and BC, and
let
where the tangent is parallel to AB.

E and E be the points where the
tangent is parallel to .BC and
We
shall
AC,
respectively.
first
compare the area of the
triangle BEC, for instance,

with that of the triangle ABC.
Draw
the tangent
ET, which
cuts
CD at
eter
EF, which cuts
T.
Draw the diam
CB
EK
at
and
and, finally, draw
AB.
to
the
chord
parallel
F;
FH
By
an elementary property of the

parabola TC = CK. Moreover,
CT EF = KH, and hence
EF= CH/2 = CD/ 4.
The
areas of the two triangles BCE

and BCD, since they have the
FIG. 8
same base BC, are to each other as their altitudes, or as EF is

CD. Hence the area of the triangle BCE is one fourth the area
of the triangle BCD, or one eighth of the area 5 of the triangle ABC.
The area of the triangle A CE is evidently the same. Carrying out
the same process upon each of the chords BE, CE, CE E A, we
to
134
IV,
SPECIAL METHODS
65]
obtain four
new
2
triangles, the area of each of which is S/8 , and so
triangles, each having the
operation gives rise to
The nih
n
The area
S/8
forth.
135
2"
of the segment of the parabola is evidently

the limit approached by the sum of the areas of all these triangles
as n increases indefinitely that is, the sum of the following descend
area
ing geometrical progression
It follows that the required area is equal to

this sum is 4 5/3.
two thirds of the area of a parallelogram whose sides are AB and CD.
Although this method possesses admirable ingenuity, it must be
and
its success depends essentially upon certain special

The
of
the
parabola, and that it is lacking in generality.
properties
other examples of quadratures which we might quote from ancient
admitted that
writers would only go to corroborate this remark each new curve

But whatever the device, the area to be
required some new device.
:
evaluated was always split up into elements the number of which

to increase indefinitely, and it was necessary to evaluate
was made
sum
cases,* we
the limit of the

particular
of subdivision,
which
of these partial areas.

Omitting any further
will proceed at once to give a general method
will lead us naturally to the Integral Calculus.
65. General method. For the sake of definiteness, let us try to

evaluate the area 5 bounded by a curvilinear arc A MB, an axis xx
which does not cut that arc, and two perpendiculars AA and BB let
fall
upon xx from
the points A and B.
We
will
suppose
further that a par

allel to these lines
AA
BB
cannot
cut the arc in
more
than one point, as
FIG. 9
indicated in Fig. 9.
Let us divide the segment
A B
into a certain
unequal parts by the points P l9 P 2

points let us draw lines PiQi, P 2 Q 2
and meeting the arc
AB
in the points Qi,
number
of equal or
P n .\, and through these

Pn _iQ H _i parallel to AA
Q2
>
Qn
-i>
respectively.
*A
large number of examples of determinations of areas, arcs, and volumes by
the methods of ancient writers are to be found in Duhamel s TraiM.
DEFINITE INTEGRALS
136
65
[IV,
Now draw through A a line parallel to xx cutting P t Q t at q

through Qi a parallel to xx cutting P 2 Q 2 at q 2 and so on. We
,
obtain in this
R
a sequence of rectangles RI, R 2
,
lie entirely inside the contour
way
Each of these rectangles may

but some of them may lie
Rn
t,
AB A
partially outside that contour, as is

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

of the distances A P l} PiP 2
P^P,,
the ratio
L /P
i
/?,/<*,,
for example, evidently lies
at the
same time each
approaches zero. For

between ,-/ /*,-_! Q,-_i and
l f and L { are
respectively the minimum and the
distances from a point of the arc Q i _ l Q i to the axis xx
clear that these two fractions each approach unity as the
if
where
maximum
But
it is
distance
It therefore follows that the ratio
approaches zero.
+ H-----h an
A+&+ +&
a-!
which
a
or 2
between the largest and the least of the ratios tfi//3i,

a n/ Pm w iH a ^ so approach unity as the number of the
But the denominator of
rectangles is thus indefinitely increased.
this ratio is constant and is equal to the required area S.
Hence
this area is also equal to the limit of the sum a x + a 2 +
+ an as
2//?2>
lies
>
the
number
of rectangles
is
indefinitely increased in the
manner
specified above.
In order to deduce from this result an analytical expression for

the area, let the curve AB be referred to a system of rectangular
axes, the x axis Ox coinciding with xx and let y =f(x) be the
The function f(x) is, by hypothesis, a
equation of the curve AB.
,
continuous function of x between the limits a and
b,
the abscissae
of the points A and B.

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

a,
x2
x l}
approaches
way
zero.
that each of
SPECIAL METHODS
137
66. Examples. If the base AB be divided into n equal parts, each

a
of length h (b
nh), all the rectangles have the same base h,
and their altitudes are, respectively,
/(a), /(a
It only
h),
f(a
+ 2 A),
-,
/[
+( -
1) A].
remains to find the limit of the sum
!/() +/(
+/( +
where
as the integer
if
easy
w increases
we know how
This calculation becomes

indefinitely.
sum of a set of values f(x) corre
to find the
sponding to a set of values of x which form an arithmetic progres

such is the case if f(x) is simply an integral power of x, or,
again, if /(o;)= s mmx or /"(#)= cosmx, etc.
Let us reconsider, for example, the parabola x* = 2py, and let us try
sion
by an arc OA of this parabola, the axis of x,

and the straight line x = a which passes through the extremity A.
The length being divided into n equal parts of length h (nh = a), we
must try to find by the above the limit of the sum
to find the area enclosed
The quantity
first
inside the parenthesis

1) integers, that is, n(n
(n
foregoing
sum
is
is
the
sum
1) (2 n
of the squares of the
l)/6; and hence the
equal to
increases indefinitely this sum evidently approaches the limit

2
a*/6p (1/3) (a. a /2p), or one third of the rectangle constructed
As n
upon the two coordinates of the point A, which

the result found above.
is
in
harmony with
In other cases, as in the following example, which is due to

Fermat, it is better to choose as points of division points whose
abscissae are in geometric progression.
Let us try to find the area enclosed by the curve y

a
I (0
axis of x, and the two straight lines x
a, x
<
= Ax*,
<
b),
the
where
DEFINITE INTEGRALS
138
66
[IV,
the exponent /* is arbitrary. In order to do so let us insert between

a and b, n
1 geometric means so as to obtain the sequence
where the number a satisfies the condition a (1 4ing this set of numbers as the abscissae of the points of
b.
a)"
Tak
division, the
corresponding ordinates have, respectively, the following values
ay, Aa* (I
and the area of the pth rectangle
[a (1
a (1
a)"
Hence the sum
If
/i
a)*"
Aa*(l
2 *1
a)
is
+ a)
<-*
= Aa
+l
of the areas of all the rectangles
1 is not zero, as
parenthesis
or,
we
shall suppose
first,
is
the
sum
inside the
equal to
is
replacing a (1
a)"
by
i,
sum may be written
the original
in the
form
.
\^
M+1
zero the quotient [(1
a)
approaches
!]/<*
1
+
with
as its limit the derivative of (1
0,
respect to a for a
a)^
1
hence the required area is
that is, /i
As a approaches
If
p.
1,
this calculation
no longer applies.
The sum
of the
areas of the inscribed rectangles is equal to nAa, and we have to

find the limit of the product na where n and a are connected by the
relation
a(l
From
this
it
-I-
= b.
a)"
follows that
na
log
&
a
b
r
alog(l +
=
)
log
h
b
-
,4
log(l
IV,
SPECIAL .METHODS
67]
139
where the symbol log denotes the Naperian logarithm. As a

approaches zero, (1 + a) /* approaches the number e, and the prod
1
uct
vl
na approaches
log
Hence
log (b fa).
the required area
is
equal to
(&/)
The invention of the Integral Calculus

of
reduced the problem
evaluating a plane area to the problem of
Let y =f(xj be the
derivative is known.
function
whose
finding a
67. Primitive functions.
equation of a curve referred to two rectangular axes, where the

function f(x) is continuous. Let us consider the area enclosed by
MP
and a variable
this curve, the axis of x, a fixed ordinate
,
ordinate MP, as a function of the abscissa x of the variable ordinate.
In order to include
all
pos
sible cases let us agree to
denote by A the
sum of the
areas enclosed by the given

curve, the x axis, and the
P , MP,
straight lines
each of the portions of
this area being affected
by a certain
sign
the
for the portions to

sign
the right of
and above Ox, the sign
MP
FIG. 10
for the portions to the
P and below Ox, and the opposite convention for por

right of
P we
tions to the left of M^Pg. Thus, if
were in the position
MP
would take A equal
JI/
and likewise,
With
if
MP
to the difference
P C-
were at
these conventions
M"P",
we
shall
M P C;
A = M"P"D - M P D.
now show that the derivative
of
the continuous function A, defined in this way, is precisely /(#). As

in the figure, let us take two neighboring ordinates MP, NQ, whose
x and x -f Ax. The increment of the area A.4 evidently

between the areas of the two rectangles which have the same
base PQ, and whose altitudes are, respectively, the greatest and the
abscissae are
lies
least ordinates of the arc
H and
the
minimum by
MN.
h,
Denoting the
we may
AAz
<
<\A
maximum
ordinate by
therefore write
<
7/Ax,
//.
As Ax approaches zero, // and
A/l /Ax
dividing by Ax, h
h approach the same limit MP, or /(x), since /(x) is continuous.
or,
<
<
DEFINITE INTEGRALS
140
[IV,
<;8
Hence the derivative of A is f(x). The proof that the same result
holds for any position of the point .17 is left to the reader.
If we already know a primitive function of
f(x), that is, a function
F(x) whose derivative is/(z), the difference A
F(x) is a constant,
since its derivative
stant,
we need only
a of the line
is
zero
8).
In order to determine this con
notice that the area
MP.
is
zero for the abscissa
Hence
A =F(x)-F(a).
It follows
from the above reasoning,
of a plane area
first,
that the determination
be reduced to the discovery of a

primitive func
tion; and, secondly (and this is of far greater importance for us),
that every continuous function f(x) is the derivative
of some other
may
This fundamental theorem is proved here

by means of
a somewhat vague geometrical concept,
that of the area under a
plane curve. This demonstration was regarded as satisfactory for a
long time, but it can no longer be accepted. In order to have a stable
function.
foundation for the Integral Calculus
imperative that this theo
it is
rem should be given a purely
analytic demonstration which does not

intuition
whatever.
In giving the above
rely upon any geometrical
the
motive
was
not
its
historical interest,
geometrical proof
wholly
however, for it furnishes us with the essential analytic argument of

the new proof.
It is, in fact, the study of
precisely such sums as
and
sums
of
a slightly more general character which will be
(1)
of preponderant importance.
Before taking up this study we must
first consider certain questions
regarding the general properties of
functions and in particular of continuous functions.*
II.
DEFINITE INTEGRALS ALLIED GEOMETRICAL CONCEPTS
68. Upper and lower limits. An

assemblage of numbers is said to
have an upper limit (see ftn., p. 91) if there exists a number
so
large that no member of the assemblage exceeds N.
Likewise, an
exists than
assemblage is said to have a lower limit if a number
which no member of the assemblage is smaller. Thus the assem
blage of
all
positive integers has a lower limit, but no upper limit
*
Among the most important works on the general notion of the definite integral
there should be mentioned the memoir by Riemann fiber die Mb glichkeit, eine Func
tion durch eine trigonometrische Reihe darzustellen (Werke, 2d
ed., Leipzig, 1892,
p. 239 and also French translation by Laugel, p. 225) and the memoir by Darboux, to
which we have already referred Sur les fonctions discontinues (Annales de VEcole
:
Normals Suptrieure, 2d
series, Vol. IV).
IV,
ALLIED GEOMETRICAL CONCEPTS
68]
141
the assemblage of all integers, positive and negative, has neither

and 1 has
and the assemblage of all rational numbers between
;
both a lower and an upper limit.

Let (E) be an assemblage which has an upper limit. With
respect to this assemblage all numbers may be divided into two
We
shall say that a number a belongs to the first class if

of the assemblage (7?) which are greater than a,
members
there are
it
that
and
belongs to the second class if there is no member of the
classes.
assemblage
(7?)
Since the assemblage (7?) has an

greater than a.
clear that numbers of each class exist.
If A be
it is
upper limit,
a number of the
is
which
lie
first class
and
B there
between A and B,
A
evident that
<
exist
number
members
but there
is
of the second class,
it
of the assemblage (7?)

no member of the assem
The number C = (A -f jB)/2

greater than B.
blage (7?)
or
first
to
the
second
class.
In the former case
to
the
may belong
we should replace the interval (A, B*) by the interval (C, 7?), in the
which
is
by the interval (A, C). The new interval (.4^ 7^) is half
and has the same properties there exists at least
(^4, B)
one member of the assemblage (7) which is greater than A 1} bnt none
which is greater than B. Operating upon (A l} B^) in the same way
that we operated upon (A, B}, and so on indefinitely, we obtain an
latter case
the interval
unlimited sequence of intervals (A, 73), (A lf 7^), (A 2 , 7?2 ),

each
j
which is half the preceding and possesses the same property
as (A, B} with respect to the assemblage (/?).
Since the numbers
A
A
never
decrease
and
are
n
A, AI, z ,
always less than B, they
of
approach a limit A ( 1). Likewise, since the numbers B, B 1} B 2

never increase and are always greater than A, they approach a limit X
A n = (B A )
Moreover, since the difference Bn
approaches zero
as n increases indefinitely, these limits must be equal, i.e. A = A.
Let L be this common limit then L is called the iqjper limit of the
,
/2"
assemblage
(7?).
clear that
it is
From
L has
the
manner
in
which we have obtained
the following two properties
it,
No member
of the assemblage (7i) is greater than L.

There always exists a member of the assemblage (7?) which is
e, where c is any arbitrarily small positive number.
greater than L
1)
2)
For
let
us suppose that there were a
member
h (Ji
Since
greater than L, say L
0).
increases indefinitely, B n will be less than
value of
On
n.
But
>
this is impossible since
the other hand, let
Bn
Bn
of the assemblage
approaches L as n
-f
is
of the second class.
be any positive number.
after a certain
Then, after a
DEFINITE INTEGRALS
142
[IV,
A n will be greater than L

and since there are
e
of (E) greater than A n these numbers will also be greater
It is evident that the two properties stated above can
e.
certain value of n,
members
than L
69
not apply to any other number than L.

The upper limit may or may not belong to the assemblage ().
In the assemblage of all rational numbers which do not exceed 2,
number 2
is precisely the upper limit, and it belongs

the other hand, the assemblage of all irra
tional numbers which do not exceed 2 has the upper limit 2, but
for instance, the
On
to the assemblage.
upper limit is not a member of the assemblage. It should be

particularly noted that if the upper limit L does not belong to the
assemblage, there are always an infinite number of members of ()
this
which are greater than L

For if
c, no matter how small e be taken.
there were only a finite number, the upper limit would be the largest
of these and not L.
When the assemblage consists of n different
numbers the upper limit is simply the largest of these n numbers.

It may be shown in like manner that there exists a number L\
in case the assemblage has a lower limit, which has the following
two properties
:
No member of the
assemblage is less than L

a
member
There
exists
of the assemblage which
2)
where e is an arbitrary positive number.*
-\1)
is less
than
(.,
This number L
69.
Oscillation.
is
called the lower limit of the assemblage.
Let/()
be a function of x defined in the closed f
interval (a, ) that is, to each value of x between a and b and to each
of the limits a and b themselves there corresponds a uniquely deter
;
mined value of f(x}.

interval
if all
The function
the values which
it
is
said to be finite in this closed

lie between two fixed
assumes
numbers A and B. Then the assemblage of values of the function

Let
and m be the upper and
has an upper and a lower limit.
lower limits of this assemblage, respectively

*
Whenever
all
numbers can be separated
into
two
then the difference
classes
and B, according to
any characteristic property, in such a way that any number of the class A is less than
any number of the class B, the upper limit L of the numbers of the class A is at the
same time the lower limit of the numbers of the class B. It is clear, first of all, that
any number greater than L belongs to the class B. And if there were a number L
belonging to the class B, then every number greater than L would belong to the class B.
Hence every number less than L belongs to the class A, every number greater than L
belongs to the class B, and L itself may belong to either of the two classes.
is used merely for emphasis.
TRANS.
closed
See 2.
t The word
<L
"
"
IV,
70J
A=
M m
is
143
called the oscillation of the function f(x) in the
interval (a, b).

These definitions lead to several remarks.
In order that a func
tion be finite in a closed interval (a, b~) it is not sufficient that it

should have a finite value for every value of x. Thus the function
defined in the closed interval
0,
(0, 1) as
/(aj)
follows
for
l/aj
has a finite value for each value of x
biit
>
0,
nevertheless
not
is
it
A
defined the word, for/(ce)
in
closed
finite
the
which
is
a
function
if we take x<l / A.
Again,
interval (a, b) may take on values which differ as little as we please
finite in
we have
the sense in which
>
or from the lower limit m and still never

from the upper limit
assume these values themselves. For instance, the function /(#),
defined in the closed interval (0, 1) by the relations
f(x)
0,
has the upper limit
M=
1,
= l-x
for
0<x<l,
but never reaches that limit.
70. Properties of continuous functions.
We
shall
now
turn to the
study of continuous functions in particular.
THEOREM
A.
interval (a, b)
Letf(x) be a function which
and
an arbitrary
is
continuous in the closed
Then we can
positive number.
into a certain number of partial
always break up the interval (a, ft)

intervals in such a way that for any two values of the variable
which belong to the same partial interval, we
whatever, x and
x",
always have \f(x
f( x
<
")
Suppose that this were not
true.
Then
let
c=(a +
ft)/2;
at
would have the same prop

erty as (a, ft); that is, it would be impossible to break it up into
partial intervals which would satisfy the statement of the theorem.
Substituting it for the given interval (a, ft) and carrying out the
reasoning as above ( 68), we could form an infinite sequence of
which is half the preced
intervals (a, ft), (a l} b^, (a 2 2 ),
-, each of
For
ing and has the same property as the original interval (a, ft).
any value of n we could always find in the interval ( n n ) two
least one of the intervals (a,
c),
(c, ft)
ft
ft
would be larger than e.

numbers x and
such that |/(V)~/( X
Now let X be the common limit of the two sequences of numbers
Since the function /(#) is continuous
an ^ b, b^ b 2
a, a 1} a 2
=
for x
X, we can find a number rj such that |/(.r)
e/2
/(X)|
x"
")I
"
>
<
144
DEFINITE INTEGRALS
whenever
a n and b n
A| is less
differ from A
ja;
than
than
Then the
77.
will lie wholly within the interval

A
(A
rj,
are any two values whatever in the interval
and hence
|/<V)
-/(.x")
77)
(a n
Z>
interval (a n , b n }
and
if
* and
B ),
hence the theorem
a;"
we must have
It follows that the

hypothesis
<
|
above leads to a contradiction
70
Let us choose n so large that both
rj.
less
by
[IV,
is
made
proved.
xp _ 1} b be a method of subdivision
Corollary I. Let a, x lt x 2
,
of the interval
(a, i) into p subintervals, which satisfies the con
ditions of the theorem.
In the interval
(a, a^) we shall have
!/(*)
and, in particular,
I/O)
e
Like
Xl
,
<
\f(
wise, in the interval (x l}
and, a fortiori,
|/(0
<
I
\f(x)
/() +
we
a-,)
shall
2
|/(a)
and so forth.
<
<
|/(a)
have [/(*)
j/(*i)
in particular, for x
For the
<
last interval
we
+
= xj,
e,
shall
have
I/(*)|<|/(P-I)
<|/(a)
Hence the absolute value of

f(x)
+ pe.
the interval (a,

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

any of the differences
a,
b
xp _ l
Then let us take any two numbers whatever
Xi
in the interval
(a, b) for
an upper limit for (/(*

fall in
it is
do
not,
and
\x
x"
easy to see that
we
must
|/<V)
x"
If the
shall
x"
f(x")\<
lie in
2 ( e /2)
c
Hence cor
another positive number rj can be
-f(x")
responding to any positive number

found such that
and let us try to find

two numbers x and
have \f(x )
e
/2.
two consecutive intervals,
<
) -/(*")).
the same subinterval,
If they
and
which
<
I/W-/CO.I<*
where x and
,
[**
*"!<
>?
function /(x)
are
x"
any two numbers of
This property
is
the interval
(a, b) for which
also expressed by
saying that the
uniformly continuous in the interval (a, b).
is
THEOREM B.
function f(x) which is continuous in a closed
interval (a, b) takes on
every value between /(a) and f(b) at least
once for some value of x which lies between a and b.
IV,
70]
Let us
145
consider a particular case.
Suppose that f(a) and

0, for instance.
and/(6)
least one value of x between
is negative near a and
posi
Let us consider the assemblage of values of x between
tive near b.
a and b for which /(#) is positive, and let \ be the lower limit of
A
this assemblage (a
By the very definition of a lower
b*).
first
that /(a)
/() have opposite signs,
We shall then show that there exists at
a and b for which f(x) = 0. Now/(x)
<
<
>
<
negative or zero for every positive value of h.

A)
/(A
Hence /(A.), which is the limit of /(A
A), is also negative or zero.
But /(A) cannot be negative. For suppose that /(A)
m, where
limit
is
a positive number.
Since the function /(x ) is continuous for
x = A, a number rj can be found such that )/(#)
m when
/(A)
ever \x
and
the
function
would
A,
be
rj,
negative for all
f(x)
is
<
<
values of x between
A.
limit of the values of
/(A)
Now
0.
let
function
and A + rj. Hence A could not be the lower

x for which /(ic) is positive. Consequently
<(#)
a and x
be any number between /(a) and

Then the
is
continuous
and
has
=f(x)
opposite signs for
b.
Hence, by the particular case just treated, it
/(>).
vanishes at least once in the interval
THEOREM
val (a, b)
(a,
&).
Every function which is continuous in a closed inter

actually assumes the value of its upper and of its lower
C.
limit at least once.
In the first place, every continuous function, since we have

and a lower
already proved that it is finite, has an upper limit
limit m.
Let us show, for instance, that f(x)
for at least one
value of x in the interval
(a, 5).
for
(a
b)/2, the upper limit of f(x) is equal to
at least one of the intervals (a, e), (c, b).
Let us replace (a, b)
by this new interval, repeat the process upon it, and so forth.
Taking
Reasoning as we have already done several times, we could form

an infinite sequence of intervals (a, b), (a u & t ), (o 2 & 2 ),
each of
which is half the preceding and in each of which the upper limit of
,
Then, if A is the common limit of the sequences a, a if

and b, b 1}
bn
/(A) is equal to M. For suppose that
We can find a positive number
h, where h is positive.
/(A) =
such that f(x) remains between /(A) + h/2 and /(A)
rj
h/ 2, and
therefore less than
h/2 as long as x remains between A rj
and A -f rj- Let us now choose n so great that a n and b n differ from
their common limit A by less than 77. Then the interval (a,,, &) lies
f(x)
,
is
an
M.
DEFINITE INTEGRALS
146
wholly inside the interval
(A.
A.
77,
4-
*;),
[IV,
and
follows at once
it
that the upper limit of f(x) in the interval (a n
71
b n)
could not be
M.
equal to
theorem with the preceding, we see that any func

continuous in a closed interval (a, ft) assumes, at least
this
Combining
tion which
is
upper and its lower limit. Moreover

Given a function which is
be stated as follows
once, every value between its
A may
theorem
continuous in a closed interval (a, ft), it is possible to divide the inter

val into such small subreyions that the oscillation of the function in
any one of them will be less than an arbitrarily assigned positive

For the oscillation of a continuous function is equal to
of the values of /(x) for two particular values of the
difference
the
number.
variable.
The sums S and
71.
Let /(#) be a
s.
or discontinuous, in the interval (a, ft),

pose the interval (a, b) divided into a
x lt x 2
limits of
# p _i
is
a;
b.
2 ),
(xp _ l
b),
Let us sup
of smaller partial
in the interval (a^-i,
= M, (x,
s = m (x
and
#,-),
- a) + M
number
<
in
f(x)
where a
where each of the numbers

Let
and m be the
greater than the preceding.
and m the limits
the original interval, and
(a; u
intervals (a, o^),
continuous
finite function,
a)
-f-
let
(x 2
77*2(3-2
us set
-x )+--- + Mp (b - zp _
X P -I)x
H mP (*
t ),
i)-\
To every method of division of (a, b) into smaller intervals there

corresponds a sum S and a smaller sum s. It is evident that none
of the numbers
of the sums 5 are less than m(b
a), for none
hence these sums S have a lower limit /.* Like

none of which exceed M(b
sums
the
s,
a) have an upper
wise,
limit /
We proceed to show that / is at most equal to I. For this
are less than
purpose
S, s
it is
and S
evidently sufficient to show that s^S and s 5j S, where

are the two sets of sums which correspond to any
two given methods of subdivision of the interval

In the
(#1,
a 2 ),
division
* If
f(x)
(a, b).
us suppose each of the subintervals (a, a^),

redivided into still smaller intervals by new points of
first place, let
and
is
let
a constant, S
become equations.
TRANS.
s,
M = m, and, in general,
all
the inequalities mentioned
IV,
be the
is
72]
new
This new method of subdivision
suite thus obtained.
called consecutive to the
first.
147
Let 2 and
cr
denote the sums anal
with respect to this new method of division of the

Let us
interval (a, b), and let us compare S and s with 2 and a.
5
two
sums
and
which
of
the
the
for
2
portions
example,
compare,
ogous to
S and
from the interval
arise
Let M[ and m[ be the limits of
(a, a^).
the interval (a, y^, M[ and m^ the limits in the interval

f(x)
Then
k the limits in the interval (y t
k an(i
%i)1/2)9
the portion of 2 which comes from (a, a^) is
in
"
G/i>
-i>
cannot exceed
and since the numbers M{, M%,
lt it is clear
-, M/.
sum is at most equal to 3/j (x l
Likewise, the
a).
a:
most equal
is
at
from
the
interval
of
which
arises
2
(x l} 2 )
portion
that the above
M (x
Adding all these inequalities, we find

in like manner that a- ^ s.
show
2 = S,
Let us now consider any two methods of subdivision whatever,
and let S, s and S s be the corresponding sums. Superimposing
the points of division of these two methods of subdivision, we get a
third method of subdivision, which may be considered as consecu
be the sums
Let 2 and
tive to either of the two given methods.
to
,),
and
that
and so
it is
on.
easy to
<r
with respect to this auxiliary division.
By
the above
we have
the
relations
2<S,
2<S
(r>s,
o->s
2 is not less than a-, it follows that s ^ S and s^ S Since

none of the sums S are less than any of the sums s, the limit 7
and, since
cannot be less than the limit /

72. Integrable functions.
that
is,
function which
^/
is finite
in an inter
said to be integrable in that interval if the two sums

b~)
S and 5 approach the same limit when the number of the partial
val (a,
is
is indefinitely increased in such a

intervals
partial
approaches zero.
intervals
way
that each of those
The necessary and sufficient condition that a function be integrable

an interval is that corresponding to any positive number e another
number rj exists such that S
s is less than c whenever each of the
in
partial intervals
This condition
limit
7,
we can
is
less
is,
find a
than
first,
-r\.
necessary, for if S
so small that
number ^
and
S
|
s
T\
have the same
and
js
7|
are
DEFINITE INTEGRALS
148
72
[iv,
each less than e/2 whenever each of the partial intervals

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

(a,
),
is
and the limit 7
is
then said to be integrable in the interval

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

interval is integrable in that interval.
Any
in
an
A f unction
/"(
x)
is
said to increase monotonically in a given interval
in that interval /(# )

when
any two values x
ever x
The function may be constant in certain portions of the
interval, but if it is not constant it must increase with x.
Dividing
the interval (a, b) into n subintervals, each less than 77, we may write
(a, 6) if for
>
S
=/<X>
x"
>/(")
x".
(*!
=/(a)(ar
a)
+/(* 2 ) (x _ aJt) +
a)
+/(.T )(* 2
*For the proof that I and /
exist, see
- xj
73,
-\-
+/() (b - *_!),
+f(x n _,} (b - *_,),
which may be read before
72.
TRANS.
IV,
72]
149
upper limit of f(x) in the interval (a, a^), for instance,

and so on for the other
/"();
for the
precisely f(x\), the lower limit

subintervals.
Hence, subtracting,
is
-s =
(x 1
-/(a)]
a) [/(zj)
+ (* 2
-/(*._,)].
None
of the differences
which occur
equation are negative, and

are less than
t]
all
in the right-hand side of this
of the differences x l
a,
x2
x l}
consequently
or
-<*[/(*)
-/()],
and we need only take
in order to
make 5
<s
<
e.
The reasoning
tonically decreasing function.

Let us return to the general case.
gral the sums S and
(2)
In the definition of the inte
i*
(z, _ i
the same for a mono-
may be replaced by more general expres

Given any method of subdivision of the interval (a, i)
sions.
let
is
4-
be values belonging to these intervals in order
*,(>
s>
Then the sum
= x i)
evidently lies between the sums S and s, for we always have

7w f
If the function is integrable, this new sum has the
^/(,.) 5 Af,-.
limit /.
In particular, if we suppose that 1? 2
^n coincide
,
,
with
a,
ajj,
a;
1 ,
(1) considered above
respectively, the
(
sum
(2) reduces to the
sum
65).
There are several propositions which result immediately from the

definition of the integral.
We have supposed that a b if we now
x _!
these
two
limits
a and b, each of the factors x
interchange
hence
changes sign;
<
Cf(x)dx
Ja
=-
Cf(x)dx.
Jb
DEFINITE INTEGRALS
150
[IV,
72
from the definition that
It also evidently follows
f f(x)dx
f(x)dx
f(x}dx,
Jo.
if c lies between a and b; the same formula still holds when

between a and c, for instance, provided that the function f(x)
integrable between a and c, for it may be written in the form
at least
lies
I)
is
= Cf(x)dx~ f f(x}dx =
ff(x)dx
Ja
Jo.
Jc
If f(x)
=
A<f>(x)
Cf(x)dx
Ja
where A and
-f B\j/(x),
are
+ f f(x)dx.
Jb
any two constants,
we have
/>
Ja
s*b
/->h
f(x)dx
=A
and a similar formula holds
The expression
eral
expression.
intervals (a, a^),
+B
I
<f>(x)dx
ij/(x*)dx,
\J a
a.
for the
sum
of any
number
of functions.
/(,-) in (2) may be replaced by a still more gen

The interval (-, I) being divided into n sub,
(#/_!,
a;,-),
let
us associate with each of the
subintervals a quantity ,, which approaches zero with the length

shall say that
x
x i _ l of the subinterval in question.
approaches zero uniformly if corresponding to every positive num
We
ber
another positive number
such that
j,-
<
whenever
a\
-rj
can be found independent of i and

x f-1 is less than 77. We shall now
proceed to show that the sum
approaches the definite integral j^ffx^dx as its limit provided

that
approaches zero uniformly. For suppose that rj is a number
,-
so small that the
two inequalities
are satisfied whenever each of the subintervals x i
than
17.
Then we may write
/(*-i)(i-*-i)- f
x _1
i
is
less
IV,
73]
and
it is
clear that
we
shall
151
have
- C f(x)dx
<
c(b
a)
\J a
whenever each of the subintervals

is
than
is less
77.
Thus the theorem
proved.*
73. Darboux s theorem. Given any function f(x) which is finite in an inter
val (a, 6); the sums S and s approach their limits I and /
,
respectively, when
the number of subintervals increases indefinitely in such a
way that each of
them approaches zero. Let us prove this for the sum S, for instance.
We
suppose that a<6, and that/(x) is positive in the interval (a, 6), which can
be brought about by adding a suitable constant
to/(x), which, in turn, amounts
shall
to adding a constant to each of the sums S.

Then, since the number / is the
lower limit of all the sums S, we can find a particular method of subdivision,
say
a, zi,
x2
-,
Xp-i,
6,
which the sum S is less than I + e/2, where e is a preassigned positive num
ber. Let us now consider a division of
(a, 6) into intervals less than r;, and let us
try to find an upper limit of the corresponding sum S
Taking first those inter
vals which do not include any of the points x lt x 2
Xp_i, and recalling the
for
reasoning of 71, it is clear that the portion of S which comes from these inter
vals will be less than the original sum S, that is, less than I + e/2.
On the other
hand, the number of intervals which include a point of the set Xi, x2
Xp_j
cannot exceed p
1, and hence their contribution to the sum S cannot exceed
,
(p
1) Mil,
where
is
the upper limit of /(x).
<I+e/2
Hence
+ (p-l)Mr,,
- 1) in order to make S less than

and we need only choose r) less than e/2
(p
I + f.
Hence the lower limit I of all the sums /S is also the limit of
any sequence
of
s which corresponds to
uniformly infinitesimal subintervals.
<S
be shown in a similar manner that the sums s have the limit /

function /(x) is any function whatever, these two limits I and 7 are in
In order that the function be integrable it is
general different.
necessary and
sufficient that 7 = I.
It
may
If the
74.
First law of the
mean
for integrals.
From now on we
shall
assume, unless something is explicitly said to the contrary, that

the functions under the integral
are continuous.
sign
The above theorem can be extended without
grals
we
shall
make
use of
it
in several places
difficulty to
double and triple inte
80, 95, 97, 131, 144, etc.).
The proposition is essentially only an application of a theorem of Duhamel s

according to which the limit of a sum of infinitesimals remains unchanged when
each of the infinitesimals is replaced
by another infinitesimal which differs from the
given infinitesimal by an infinitesimal of higher order. (See an article by W. F.
Osgood, Annals of Mathematics, 2d series, Vol. IV, pp. 161-178
The Integral as
the Limit of a Sum and a Theorem
of Duhamel s.)
:
DEFINITE INTEGRALS
152
Let f(x) and
<
one of which, say
throughout the interval. And

b
sake of definiteness, that a

74
two functions which are each continuous

has the same sign
(x) be
in the interval (a, b),
[IV,
we
<(:*),
shall suppose further, for the
and
(x)
<f>
0.
>
Suppose the interval (a, b~) divided into subintervals, and let
be values of x which belong to each of these
o
2,
>
All the quantities /(,)
smaller intervals in order.

limits
M and m of f(x)
in the interval (a, b)
lie
between the
Let us multiply each of these inequalities by the factors
respectively,
which
are all positive
by hypothesis, and then add
z _,) evidently lies

The sum S/(&)
fa
between the two sums ra 2
,._,).
fa
o^) and 3/2
fa
Hence, as the number of subintervals increases indefinitely, we
them
together.
<(&)
<()
<()
have, in the limit,
m f $ (x} dx
Ja
C /(
<,
$ (x} dx
<
C $ (x) dx,
Ja
Jo.

s*b
Xb
f(x}$(x}dx
where
/x
tinuous,
which
p.
$(x)dx,
u.
between m and M. Since the function f(x) is con

of the variable
assumes the value /t for some value
between a and b and hence we may write the preceding
lies
it
lies
equation in the form
f /(*)
(3)
Ja
<(>
(x) dx
= /(*) C $ (x) dx,

/
between a and b.* If, in particular,

=1, the
of
an inte
definition
the
dx
to
reduces
very
integral JH*
(b
a) by
becomes
the
formula
and
gral,
where
(4)
lies
<(#)
/(*)<&
(*-a)/tf).
= k.
* The lower sign holds in the preceding relations only when / (a-)
b in any case.
that the formula still holds, however, and that
a<
<
It is
evident
TRANS.
IV,
75]
153
75. Second law of the mean for integrals. There is a second formula, due to
Bonnet, which he deduced from an important lemma of Abel s.
Lemma. Let
and MO MI
If A and B are
ties,
s\
UQ
e be a set of monotonically
p
decreasing positive quanti
Up the same number of arbitrary positive or negative quantities.
respectively the greatest and the least of all of the sums s = u
ei,
MI
Ae Q and
will lie between
-Be
i-e.
+
+
u
t>
eiWi
Aeo
S^
>
sum
the
Bf
p up
For we have
UQ
Ui=Si
SO,
whence the sum S
i)
e2
Si (ei
Since none of the differences
are given by replacing s

by their lower limit B. In this way
and
it is
Now
<
A (e
ei
and
<j>
(x)
Sp-i
e2
we
Up
-i
fp
~i
Sp
Sp î,
(ep
sp
p)
Sp ep
two
and then
p are negative,
by their upper limit
find
e2
ei
-f
ep_i
S ^ Be
be two continuous functions
likewise evident that
let/(x)
ei, ei
equal to
is
So (*0
limits for
= At
v)
of x, one of which,
a positive monotonically decreasing function in the interval a

the integral f^f(x)
is the limit of the sum
is
<
<
(a;),
Then
b.
<j>(x)dx
/(a)
<f>
(a) (xi
a)
+ f(xi)
<j>
(xj) (x 2
xa)
.
.
The numbers 0(a), 0(xi),

form a set of monotonically decreasing positive
and
numbers; hence the above sum, by the lemma, lies between
where A and B are respectively the greatest and the least among the following
sums
A<f>(a)
B<f>(a),
/(a)
(X!
/(a)
(xi
/(a)
(X!
a)
a)
+/(xi)
(x 2
a)
+/(xj)
(x 2
Passing to the limit,

Ai<f,(a)
xi)
Xi)
+f(x n -
l)
(b
x n ^).
must lie between

where AI and BI denote the maximum and the minimum,
the integral
f^f(x)dx, as c varies from a to b. Since this inte
and #10
respectively, of
it
is
clear that the integral in question
(a),
gral is evidently a continuous function of its upper limit c

the following formula
76),
we may
write
(5)
fa
/(x)0(x)cZx
0(a)
T
Ja
When the function 0(x) is a monotonically decreasing function, without

being always positive, there exists a more general formula, due to Weierstrass.
In such a case let us set
= (b) + (x). Then f (x) is a positive monoton
(x)
<f>
ically decreasing function.
<f>
\fs
Applying the formula
(5) to it,
we
Jfa f(x)dx.
find
DEFINITE INTEGRALS
154
From
this
it is
76
[IV,
easy to derive the formula
C f(x)+(x)dx = C
Ja
c/a
f
i/a
/(x) 0(z) dx
f(x)+(b)dx
[0(o)
0(6)]
fV(x)
Ja
f %s)
0(a)
<*z
0(6)
f(x) dx
"u
Similar formulae exist for the case
when
the function 0(x)
is
increasing.
We
76. Return to primitive functions.

are now in a position to
give a purely analytic proof of the fundamental existence theorem
( 67). Let/(x) be any continuous function. Then the definite integral
where the limit a

limit x.
isf(x).
is regarded as fixed, is a function of the upper

proceed to show that the derivative of this function
We
In the
first place,
we have
>x
=
or,
applying the
where
lies
first
f
Jx
law of the mean
f(t)dt,
(4),
+ h. As h approaches zero,
hence the derivative of the function F(x) is /(x),
between x and x
approaches /(x)
to be proved.
;
which was
All other functions which have this same derivative are given
by adding an arbitrary constant C to F(x). There is one such
function, and only one, which assumes a preassigned value
x
a, namely, the function
T/O
for
When
there
is
no reason
to fear
ambiguity the same
letter
is
used to denote the upper limit and the variable of integration, and
dx i g written in place of
dt.
But it is evident that
/*/"(*)
f*f(t)
a definite integral depends only upon the limits of integration and
The letter
the form of the function under the sign of integration.
which denotes the variable of integration is absolutely immaterial.

Every function whose derivative is /(x) is called an indefinite
and is represented
integral of /(x), or & primitive function of
/"(x),
by the symbol
r
f(x)dx,
IV,
70]
the limits not being indicated.
By
we
the above
155
evidently have
Conversely, if a function F(x) whose derivative is /(x) can be

discovered by any method whatever, we may write
f(x)dx
F(aj)+ C.
C we need only note that

Hence C =
F(a), and
In order to determine the constant

left-hand side vanishes for x
a.
the
the
fundamental formula becomes
= F(*)-F(a).
f(x)dx
(6)
C/ U
If in this formula /(a- ) be replaced
by
F (x),
it
becomes
F (x)dx,
F(a)-F(a)*= *Jf
a
or,
applying the
first
law of the mean for integrals,
where lies between a and x. This constitutes a new proof of the

law of the mean for derivatives but it is less general than the one
given in section 8, for it is assumed here that the derivative F (a:) is
;
continuous.
We
shall consider in the next chapter the simpler classes of func

Just now we will merely state
whose primitives are known.

a few of those which are apparent
tions
A(x
a
a) dx
at once
(-
a-flÔ;
dx
cos x dx
sin
dx
-f
h C,
sin
x dx
0;
cos x
-f-
DEFINITE INTEGRALS
150
[IV,
= log/(x) +
76
C.
of the fundamental formula (6) was based upon the

the function f(x) was continuous in the closed inter
that
assumption
If this condition be disregarded, results may be obtained
val (a, b).
2
which are paradoxical. Taking f(x) == I/a; for instance, the for
The proof
mula
(6) gives
f"^
The
= i_i.
x2
\J} a
left-hand side of this equality has no

unless a and b have the same sign
in our present
the
but
right-hand side
meaning
system
has a perfectly determinate value, even when a and b have different
We shall find the explanation of this paradox later in the
signs.
taken between imaginary limits.
study of definite integrals
leads to the equation
Similarly, the formula (6)
/()
/(*>
between a and b,
opposite signs, f(x) vanishes
and neither side of the above equality has any meaning for us at
shall find later the signification which it is convenient
If /(a)
and/() have
We
present.
to give them.
Again, the formula (6)

2
/() = !/(!+ * ), we find
may
lead
arc tan b
to
ambiguity.
arc tan
Thus,
if
a.
Here the left-hand side is perfectly determinate, while the righthand side has an infinite number of determinations. To avoid this
ambiguity,
let
us consider the function
This function F(x) is continuous in the whole interval and van

Let us denote by arc tan x, on the other hand, an
ishes with x.
between - Tr/2 and + Tr/2. These two functions have the
angle
iv,
77]
same derivative and they both vanish for x = 0.

they are equal, and we may write the equality
r b dx
Jm
= r
+ x* J
r a dx
dx
+ x* J
-.
157
It follows that
= arc tan b
arc tan a,
x*
where the value to be assigned the arctangent always

-7T/2 and +7T/2.
In a similar manner we may derive the formula
dx
>b
lies
between
arc sin a,
arc sin b
I/O
where the radical is to be taken positive, where a and b each lie

1 and + 1, and where arc sin x denotes an angle which
between
lies between
Tr/2 and + Tr/2.
77. Indices.
of this branch as
the primitive F(x) is multiply determinate, we

values F(a) and follow the continuous variation
when
In general,
should choose one of the
initial
x varies from a
to
Let us consider, for instance, the integral
b.
fobzar*. J.f-^w+/
J.
^+<?
(*)
where
and where P and Q are two functions which are both continuous in the interval
If Q does not vanish
time.
(a, b) and which do not both vanish at the same
between a and 6, /(x) does not become infinite, and arc tan/(x) remains between
But this is no longer true, in general, if the equation Q =
7f/2 and + rt/2.
has roots in this interval. In order to see how the formula must be modified, let
us retain the convention that arc tan signifies an angle between
if/2 and + if/2,
and let us suppose, in the first place, that Q vanishes just once between a and b
We may write the integral in the form
for a value x = c.
(x)dx
Ja
where
infinite
and e are two very small positive numbers. Since /(x) does not become
c + e and 6, this may again be written
between a and c
e, nor between
f dx
arc tan/(c
+
Several cases
arc
e)
tan/ (6)
may now present
arc tan/(a)
arc tan/(c
themselves.
Suppose, for the sake of definite-
ness, that/(x)
be positive
will be very
becomes infinite by passing from

and very large, and arc tan /(c
e)
fC+t
I
Jc-e
oo
to
oo.
Then/(c
e)
will
near to ir/2; while
DEFINITE INTEGRALS
158
/(c
and very
will be negative
large,
[IV,
and arc tan/(c
e ) will
78
be very near
Also, the integral J^lV wil1 be verv small in absolute value; and,
passing to the limit, we obtain the formula
7T/2.
f(x)dx
TT
arc tan/(6)
arctan/(a).
show
that it would be necessary to subtract n if

/(x)
In the general case we would divide the interval
into subintervals in such a way that /(x) would become infinite
just once
Similarly,
it is
passed from
(a, 6)
easy to
co to
in each of them.
Treating each of these subintervals in the above manner and

adding the results obtained, we should find the formula
f (x) dx
.
*s
+j
arc tan/(6)
arc tan/(o)
+ (K -
x,
(x)
K denotes the number of times that /(x) becomes infinite by passing from
co, and K the number of times that /(x) passes from
to +
The number K K
called the index of the function /(x) between a and
where
oo to
oo
is
When/(x) reduces
oo.
6.
to a rational function
Vi/V,
this
index
may
be calculated
by elementary processes without knowing the roots of V. It is clear that we

may suppose Vi prime to and of less degree than V, for the removal of a poly
nomial does not affect the index. Let us then consider the series of divisions
necessary to determine the greatest common divisor of Fand FI, the sign of the
remainder being changed each time. First, we would divide V by FI,
obtaining
a quotient Qi and a remainder
F2 Then we would divide FI by F2 obtaining a
quotient Q2 and a remainder
Vs and so on. Finally we should obtain a con
stant remainder
F + 1. These operations give the following set of equations
.
= FiQi - F2
= F2 Q2 - F8
F
F!
The sequence
F,
(7)
FI,
of polynomials
a,
Vr.it
-,
r,
Fr +
-..,
Fn
Fn +
has the essential characteristics of a Sturm sequence

1) two consecutive poly
nomials of the sequence cannot vanish simultaneously, for if they did, it could
be shown successively that this value of x would cause all the other
polynomials
to vanish, in particular Vn + \; 2) when one of the intermediate
polynomials FI,
:
,Vn vanishes,
the
number
of changes of sign in the series (7) is not altered,

c.
_i and Vr + \ have different signs for x
It
follows that the number of changes of sign in the series
(7) remains the same,
= 0. If Fi/F passes from + oo to oo,
except when x passes through a root of
Pai
for
if
Fr
vanishes for x
c,
number
by one, but it diminishes by one on the other hand

V\/V passes from co to +00. Hence the index is equal to the difference
the number of changes of sign in the series (7) for x = 6 and x = a.
this
increases
We
if
of
78. Area of a curve.

can now give a purely analytic definition
of the area bounded by a continuous plane curve, the area of the
For this purpose we need
rectangle only being considered known.
IV,
78]
159
72.
Let
the results of
only translate into geometrical language
interval
in
the
closed
continuous
is
which
function
(a, b),
f(x) be a
in
b and that f(x)
and let us suppose for definiteness that a
<
>
Let us consider, as above (Fig.

the plane bounded by the contour AMBB A
the interval.
9,
65), the portion of
composed of the seg
axis, the straight lines AA and BB parallel to

the y axis, and having the abscissae a and b, and the arc of the curve
whose equation is y =f(x). Let us mark off on A B Q a certain
A
ment A B
of the
MB
whose abscissae
P,_i, Pi}
and through these points let us draw
meet the arc A MB in the points
parallels to the y axis which
Let us then consider, in
respectively.
Qi-D
Qi,
bounded
of
the
the
by the contour
plane
portion
particular,
number
of points of division
are x 1} x 2 ,
#;_!, x i}
#2>
0>i>
P l} P2
the highest
Qi-iQiPiPi-iQi-i, an(i l et us m ark upon the arc Q.-^Q,and the lowest points, that is, the points which correspond to the
and to the minimum m of f(x) in the interval
maximum
the figure the lowest point coincides with
(#,_!,
(In
a;,-).
<2,-_j.)
Let Rf be the area of the rectangle P base Pi-i-P, with the altitude JJ/ and
i
f,
rectangle Pf-iP^Q,--! erected
tude
erected upon the

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

integral
is
defined to be equal to the definite
ax,
(<)
This definition agrees with the ordinary notion of the area of a

plane curve. For one of the clearest points of this rather vague
notion is that the area bounded by the contour P -iPiQ n Q _ P _ l
i
between the two areas R and r of the two rectangles Pj_iP,-*,- s -i

and Pi-iPiiiQi-i; hence the total area bounded by the contour
AMBB A A must surely be a quantity which lies between the two
lies
sums 2/? and 2r,-. But the definite integral / is the only fixed quan
sums for any mode of
tity which always lies between these two
subdivision of A Q B since it is the common limit of 2-R, and
f
2r<.
160
DEFINITE INTEGRALS
[IV,
79
The given area may also be defined in an infinite number of other

ways as the limit of a sum of rectangles. Thus we have seen that
the definite integral /
where
&
is
is
also the limit of the
any value whatever
sum
in the interval
(x _ 1}
t
a;,).
But the
element
of this
sum
represents the area of a rectangle whose base is P.-.jPj

is the ordinate of
any point of the arc Q _ l n Q
It should be noticed also that the definite
integral / represents
the area, whatever be the position of the arc
with respect to
the x axis, provided that we adopt the convention made in
67.
and whose altitude
AMR
Every
definite integral therefore represents an area

an integral is called a quadrature.
hence the calcu
lation of such
The notion
of area thus having been
there remains no reason
arguments which
why
it
made rigorous once for all,

should not be used in certain
renders nearly intuitive.

For instance, it is
perfectly clear that the area considered above lies between the areas
of the two rectangles which have the common base A B and which
have the least and the greatest of the ordinates of the arc A
it
MB,
respectively, as their altitudes.

a rectangle whose base is A B
It is therefore equal to the area of
and whose altitude is the ordinate

of a properly chosen point
which is a restate
upon the arc AMB,
ment of the first law of the mean for integrals.
The following remark is also important. Let

f(x) be a func
which is finite in the interval (a, b) and which is discontinuous
79.
tion
in the
finite
manner described below for

number of values between
a and
is
b.
Let us suppose that
/(a-)
continuous from c to c +
&(&>0),
and that f(c -f c ) approaches a cer

which we shall denote
tain limit,
+ 0), as e approaches zero

through positive values and like
f( c
FIG. 11
wise let us
suppose that f(x) is

continuous between c k and c and
- c) approaches a limit
that/(c
- 0) as e approaches zero
f(c
through positive values. If the two
- 0) are different, the function
limits f(c + 0) and
f(c
f(x) is dis
continuous for x = c.
It is usually agreed to take for
/(c) the
IV,
80]
161
If the function /(a;) has a certain

4- 0) +f(c
0)]/2.
of points of discontinuity of this kind, it will be repre
Let c
sented graphically by several distinct arcs AC, C D, D B.
value [f(c
number
and
example, be the abscissae of the points of discontinuity.
d, for
Then we
shall write
/~>
Xb
f(x)dx
s*d
f(x)dx
i/a
s*b
f(x)dx
*J c
f(x)dx,
i/a*
in accordance with the definitions of
72. Geometrically, this definite

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

80. Length of a curvilinear arc. Given a curvilinear arc AB; let us
take a certain number of intermediate points on this arc,
1
2)
m m
,
m n -\,
and
let
us construct the broken line A?n 1
mn _ B
l
by
connecting each pair of consecutive points by a straight line.

If the length of the perimeter of this broken line approaches a
number of sides increases in such a way that each of

them approaches zero, this limit is defined to be the length of the
arc AB.
Let
limit as the
be the rectangular coordinates of a point of the arc AB expressed

in terms of a parameter t, and let us suppose that as t varies from
a to
b (a
continuous
the arc
<
AB
and
are continuous and possess
and that the point (x, y, z) describes
without changing the sense of its motion. Let
b)
the functions /,
first
derivatives,
<,
\j/
DEFINITE INTEGRALS
be the values of
Then the
line.
or,
,.,
&
77,,
lie
80
which correspond to the vertices of the broken

c is given
by the formula
side
applying the law of the mean to x
where
is
[IV,
between
and
,._!
tt
very small the radical differs very
In order to estimate the error we
#,_!,
When
the interval
(,._!,
/,)
from the expression
little
may
-,
write
in the
it
.--
.)]
form
But we have
!/
() + / (**1
and consequently
Hence,
if
each of the intervals be made so small that the oscillation
of each of the functions
we
interval,
/ (*),
<f>
(t),
(*) is less
than c/3 in any
shall have
where
M<J
and the perimeter of the broken
line
The supplementary term 2e,-(,than e2(fc

that is, than
._,),
#,-
c(/>
small as
small,
it
is
less in absolute value
is
Since
may
be taken as
equal to the definite integral
s=C
c/
a).
AB
This definition
<f>
,-_,)
please, provided that the intervals be taken sufficiently

follows that this term approaches zero hence the length S
(8)
therefore equal to
we
of the arc
is
may
(l
be extended to the case where the derivatives
are discontinuous in a finite
number
of points of the arc
AB,
IV,
80]
which occurs when the curve has one or more corners.
AB
divide the arc
into several parts for each of
163
We need only
which/
<
^ are
continuous.
It results from the formula
(8) that the length S of the arc
between a fixed point A and a variable point M, which
corresponds
to a value t of the parameter, is a function of t whose derivative is
2
whence, squaring and multiplying by dt we find the formula
,
dS
(9)
= dx +
2
dy*
+ dz
2
,
which does not involve the independent variable. It is also

easily
remembered from its geometrical meaning, for it means that dS is
the diagonal of a rectangular parallelepiped whose
adjacent edges are
dx, dy, dz.
Note.
Applying the first law of the mean

which represents the arc
correspond to the values

s
where
the chord
c2
the interval
M M^ by
n
1}
of the parameter (^
= arc JUoJ/i = (t, -
lies in
for integrals to the
MM
definite integral
(t
V/
^).
(0)
On
+ 4,
(0)
whose extremities
*
we find
),
>
,/,"(0),
the other hand, denoting
we have
c,
= [/CO -/Co)]
Applying the law of the mean for derivatives to each of the

we obtain the formula
ences f(ti)f(tn ),
differ
where the three numbers
belong to the interval (

rj,
By
^).
the above calculation the difference of the two radicals is less than
e,
,
provided that the oscillation of each of the functions/ ^), (),

is less than
e/3 in the interval (# ^). Consequently we have
<
or, finally,
1s
If the arc
MM
Q
is infinitesimal,
tl
approaches zero; hence
and therefore also 1

c/s, approaches zero. It follows that the
of an infinitesimal arc to its chord approaches unity as its limit.
c,
ratio
DEFINITE INTEGRALS
164
81
[IV,
Example. Let us find the length of an arc of a plane curve whose

as independent
equation in polar coordinates is p = /(w). Taking
variable, the curve is represented by the three equations x = p cos w,
z =
hence
y = p sin
<o
o>,
ds
or,
dx 2
dy
= (cos
to
p sin
dp
simplifying,
ds 2
2
o>
e?a>)
+P
dp
+ (sin wdp
-}-
p cos to
By
= R + R cos
ds
or, letting
=R
o>
dta [sin
vary from
is
a).
we have
the preceding formula

2
d^ 2
Let us consider, for instance, the cardioid, whose equation

p
c?w)
(1
cos
o>)
=4R
cos 2
^ do
2
,
to TT only,
ds
and the length of the arc
= 2 R cos
f/o)
is
f
&R sin
where w and
ities of
u^ are the polar angles
the arc.
The
which correspond
to the
extrem
total length of the curve is therefore 8 R.
81. Direction cosines. In studying the

properties of a curve we are
often led to take the arc itself as the independent variable. Let us
choose a certain sense along the curve as positive, and denote
by s
AM
the length of the arc

between a certain fixed point A and a vari
able point M, the sign being taken
or
lies in
according as
the positive or in the negative direction from A. At
any point
of the curve let us take the direction of the tangent which coincides
with the direction in which the arc is increasing, and let a,
be
ft,
the angles which this direction makes with the

positive directions
of the three rectangular axes Ox, Oy, OK.
Then we shall have the
following relations
COS
dx
To
COS
ft
dy
COS y
dz
Vrfz
+ dif + dz
ds
which sign to take, suppose that the positive direction of

the tangent makes an acute angle with the x axis then x and s
increase simultaneously, and the sign + should be taken.
If the
angle a is obtuse, cos a is negative, x decreases as s increases, dx/ds
find
IV,
82]
165
negative, and the sign -f- should be taken again.

case the following formulae hold
Hence
is
in
any
cos
(10)
= dx
cos
>
dy
= ~r
cos y
as
as
dz-
>
ds
with respect to the same

otherwise arbitrary.
dx, dy, dz, ds are differentials taken
where
independent variable, which
is
segment of a straight line. Let MM^ be a segment

whose extremities describe two curves C, C x
On
82. Variation of a
of a straight line
each of the two curves
us choose a
let
point as origin and a positive sense of

motion, and let us adopt the follow
ing notation s, the arc AM; s 1} the arc
the two arcs being taken with
l
l
:
the same sign
angle between
the length MM
the
MM^ and the positive di
I,
MT;
rection of the tangent
between
AT,
1}
B,
the angle
M and the positive direction
FIG 12
We
of the tangent M^ 7\.

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

ldl
= (x- x^ (dx
dxj
+ (y -
y,)
(dy
- dyj +
(z
- z^ (dz
dzj,
which, by means
for
of the formulae (10) and the analogous formulae

C lf may
dl
Ix
I
+
But
/x,
-L
^6
\
+J
?/,
Jl
COS
x
cos
z
-j
z,
l>
cos ft
-f
(/
COS y ds
/
I
z,
11
?/,
>/i
<*!
(3
+ -*-j
cos
l>
y\) fl, (z
z-^/l are the direction cosines of
Likewise
coefficient of ds is
cos 0.
and consequently the
the coefficient of ds l
(10
11
C03
x^)/l, (y
(a;
M M,
x,
is
dl =
cos ^; hence the desired relation
ds cos 6
ds! cos
is
0,.
We shall make frequent applications of this formula

proceed to discuss immediately.
one such
we
DEFINITE INTEGRALS
166
Theorems
83.
and
let the
of
Graves and
two tangents
E and E
Let
of Chasles.
[IV,
be two confocal
83
ellipses,
MB to the interior ellipse E be drawn
MA,
M, which
lies
difference
MA
from a point
on the exterior ellipse E
The
arc ANB remains con
+
.
MB
M describes the
stant as the point
ellipse
OA
and OB,
the arc O M, I and I the distances
and
BM, 6 the angle between MB and the positive
and
Let
denote the arcs
AM
<r
T.
direction of the tangent
Since the ellipses
T is
and
are confocal the angle between
MA
AM
coincides
6.
equal to it
Noting that
FlQ 13
with the positive direction of the tangent at A,
is the negative direction of the tangent at B, we find from the
BM
and that
formula (10
),
successively,
dl
ds
ds
dl
d<r
cos 6
do-
cos 6
whence, adding,
+ )=d (s -s)=d (arc ANB),

1
d(l
which proves the proposition stated above.

The above theorem is due to an English geometrician, Graves. The following
theorem, discovered by Chasles, may be proved in a similar manner. Given an
If from a point
on that
ellipse and a confocal hyperbola which meets it at N.
and MB
the two tangents
branch of the hyperbola which passes through
be drawn to the
ellipse, the difference of
difference of the tangents
III.
the arcs
number
NB will
be equal to the
INTEGRATION BY PARTS
which cannot be evaluated

two general processes which we shall discuss
of definite integrals
directly yield to the

in this section.
Change
NA
MB.
CHANGE OF VARIABLE
large
84.
MA
MA
of variable.
If in the definite integral /*/(*) dx the

new independent variable t by means
variable x be replaced by a
of the substitution x
new
<f>(t),
definite integral is obtained.
continuous and possesses a

and that
proceeds from
a to b without changing sense as t goes from a to ft.
The interval (a, ft) having been broken up into subintervals by
xn _ l} b
tn _
let a, x l} x z
the intermediate values a, t v t,
ft,
be the corresponding values of x ==
Then, by the law of the
Let us suppose that the function

continuous derivative between a and
is
<f>(t)
ft,
<f>(f)
l ,
<f>(t).
mean, we shall have
where B
value of
Let
between t _ and
x which lies between x _ and x
lies
?,-.
,-
<(0,-)
be the corresponding
Then the sum
IV.
CHANGE OF VARIABLE
5*1
(x,
a)
+ /(&) (x, -
+/(,) (6
approaches the given definite integral as

may also be written
and
in this
form we see that
new
xn _
But
limit.
its
approaches the
it
167
this
sum
definite integral
Ja
This establishes the equality
as its limit.
(\Y\
L L
\J
which
f(x~\dx
v
,/
va
"
called the
formula for the change of variable. It is to

new differential under the sign of integration
is obtained by replacing x and dx in the differential
f(x}dx by their
values
and (t)dt, while the new limits of integration are the
values of t which correspond to the old limits.
By a suitable choice
is
be observed that the
<}>
<f>(t)
of the function
the
<()
new
evaluate than the old, but

rules in the matter.
may
integral
it is
turn out to be easier to
impossible to lay
down any
definite
Let us take the definite integral
for
instance,
and
let
dx
/
Jo
(x
us
make
a)*
p*
the substitution x
-f- fit.
It
becomes
dx
dt
tan
or,
+ arc tan
returning to the variable x,

1 /
x - a
-arc tan
l
Xot
\-
arc tan
a
-
made in establishing the formula (11) were

Thus it is not necessary that the function
should
always move in the same sense as t varies from a to f3. For defiall
the hypotheses
necessary.
<()
niteness let us suppose that as t increases from a to

y (y
/8),
then as t increases from y to
steadily increases from a to c (c
i)
decreases from c to I. If the f unction /(x) is continuous in
/3,
<
<()
>
<()
the interval (a,

vals (a,
the formula may be applied

which gives
c),
c), (c, b),
to each of the inter
DEFINITE INTEGRALS
168
or,
L*v,$84
adding,
On the other hand, it is quite necessary that the function

should be uniquely denned for all values of t. If this condition be
disregarded, fallacies may arise. For instance, if the formula be
<f>(t)
applied to the integral f_ l dx, using the transformation x

we should be led to write
+i
1?
/2
,
/ *-J
which
is evidently incorrect, since the second integral vanishes.

In
order to apply the formula correctly we must divide the interval
In the first of
1, 0), (0, 1).
1, -f- 1) into the two intervals (
(
these
we should
take x
second half interval

to
We
1.
we
Vr
then find a correct

+
dx
1
it
let
result,
vary from 1 to
= ~\/t
and
t/O
and
ft
be replaced by x
().
and
in the
becomes
<()
/[<()]<
In the
0.
vary from
namely
which shows that the transformation x =

F(x), whose derivative is /(#), into a function
is
let t
<~i
If the upper limits b
Note.
formula (11),
and
should take x
carries a function
<()
whose derivative
This also follows at once from the formula for the
derivative of a function of a function.
Hence we may
write, in
general,
which
is
integrals.
the
formula for the change of variable in indefinite
ivr,
85]
169
by parts. Let u and v be two functions which,

with
their
derivatives u and v are continuous between a
together
and b. Then we have
85. Integration
d(uv) _
dx
dv
du
dx
dx
whence, integrating both sides of this equation,
we
find
C dhm) = C dv
C du
dx
u
\
dx.
dx+ v
b
-----
dx
Ja
This
may
dx
Ja
Ja

f*b
/*b
u dv
(12)
= \_uv~\l -
\J a
we
v du,
*J a
where the symbol [F(x)] denotes,
If
dx
in general, the difference
replace the limit b
by a variable limit x, but keep the limit a

which
amounts
to passing from definite to indefinite inte
constant,
grals, this formula becomes
(13)
u dv
uv
v du.
Thus the calculation of the integral / u dv is reduced to the cal

culation of the integral fvdu, which
may be easier. Let us try,
for example, to calculate the definite integral
rx m logxdx,
ra
+ 1^0.
\J ct
Setting u
= logic,
c\logx.x m
Ja
xm +
/(m
+ 1),
n^+
dx=\
+1
log X
m+1
This formula
is
not applicable
if
iogarr
m +1 J
L
"
case
the formula (12) gives
in
+ 1 Ja
Xm +
x m dx
16
~(m+l)
m+1 =
in
;
that particular
we have
It is possible to generalize the
sive derivatives of the

+1
(
u,
v ,
-.., w
formula (12). Let the succes

two functions u and v be represented by
>;
v",
v (n + \
1
"
M",
-,
Then
the application of the
DEFINITE INTEGRALS
170
formula (12) to the integrals

following equations
85
leads to the
dv<*-",
s*b
/>6
uv (n + 1) dx=
fudv, fu
[IV,
udv^
(n)
]*
[>w
Ja
Ja
s*\>
=1
Ja
Ja
~b
/
^ --
r>t>
v^dx
I*-
r<"
|>
wV
J*
/-.b
u<*>v
dx
=1
Ja.
Ja
u^do
=[
(
"]a
Multiplying these equations through by

and then adding, we find the formula
+l
+1
and
1 alternately,
(n
Ja
n+l) dx
which reduces the calculation of the integral fuv^
H
l)
to the cal
vdx.
culation of the integral

In particular this formula applies when the function under the
of a polynomial of at most the wth
integral sign is the product
function v.
order
of
1) of a known
(n
degree and the derivative
(M + 1)
no
contains
member
second
the
integral
For then w
0, and
f*i<
signs.
Suppose, for instance, that
we wished
to evaluate the definite
integral
fW(*)*,
\J
wi
n+v
where /(x) is a polynomial of degree n. Setting u =/(z), v = e /u)
x
has been taken
the formula (14) takes the following form after
,
e"
out as a factor
The same method,
or,
what amounts
to the
same
thing, a series of
definite integrals
integrations by parts, enables us to evaluate the
Ja
where f(x)
is
c,osmxf(x)dx,
a polynomial.
*/m
sinmxf(x)dx,
IV,
86]
171
s series with a remainder. In the formula

(14) let us
u
replace
by a function F(x) which, together with its first n + 1
n
derivatives, is continuous between a and b, and let us set v = (b
x)
Then we have
86.
Taylor
= n(n - l)(b
= (-!)!. 2 .--W, y + = 0,
= b,
vanish for
v, v
1
n(b
v"
a;)"-
-re)"-
-.,
"
>
v<>
and, noticing that
v",
i/"-
a:
following equation from the general formula
= (-!)
n\F(b)
-n\F
n\F(a)
-jF
(a) (b
-a)
(a)(b
ri\
-a)
we obtain the
----
F<>
(a) (b
~]
a)
which leads
to the equation
ay
-n,
rb
-7
?i
Since the factor

b,
x)
(i
we may apply the law
)(a-)(&-a;)
^.
!i/ a
keeps the same sign as x varies from a to

of the mean to the integral on the right,
which gives
I
Ja
where
lies
\x)(b
- x)dx =
between a and
b.
+
F<
(f)
87. Transcendental character of e
Hermite
to
equation whose coefficients are

Setting a
and w
dx
Substituting this value in the preced
ing equation, we find again exactly Taylor

form of the remainder.
famous theorem due
f (b- x}
Ja
From
formula, with Lagrange
the formula (15) we can prove a

e is not a root of any algebraic
The number
all integers.*
in the formula (15),
it
becomes
JT
* The
present proof
used by Hermite.
is
due to D. Hilbert,
who drew
his inspiration
from the method
DEFINITE INTEGRALS
172
87
[IV,
where
F(x) =/(x)
and
this again
written in the form
may be
F(b)
(16)
Now
us suppose that
let
cients are
all
integers
=
were the root of an algebraic equation whose
coeffi
Then, setting b
+/ (z)
0, 1, 2,
c\e
,
wi,
c 2 e2
----1-
cm em
0.
and adding
c m we
successively, in the formula (16),
the results obtained, after multiplying them respectively by
c l5
obtain the equation

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

Let us choose it as follows
:
/(X )
---
(P
where p
a prime
is
I)
number
XP~ I
(X
l)p(x-2)P---(x -m)P,
1
-
This polynomial
greater than m.
of degree
is
of the coefficients of its successive derivatives past the pth

are integral multiples of p, since the product of p successive integers is divisible
for
1) derivatives, vanishes
by p!. Moreover /(x), together with its first (p
are all integral mul
it follows that F(l), F(2),
and
,
F(m)
x
m,
-,
1, 2,
mp
-|-
and
all
tiples of p.
It only
remains to calculate F(0), that
is,
=/(0)
In the
first
place, /(O)
= /O- 2
=/(0) =
=
>(0)
0,
while /Cp>(0),
have just shown.

integral multiples of p, as we
- 1) !,
I
only multiply the coefficient of XP~ in/(x) by (p
are
all
To
find
/^ +
-
/</
which gives
1)
1
>(0),
(0)
(1
we need
m)p.
Hence the sum

c
is
F(0)
equal to an integral multiple of
increased by
i- c (l
m)p.
be divisible
p be taken greater than either m or c the above number cannot
be
an
will
sum
from zero.
of
the
different
integer
first
the
hence
(17)
portion
by p
We shall now show that the sum
If
can be made smaller than any preassigned quantity by taking p sufficiently

As x varies from to i each factor of /(x) is less than m hence we have
;
large.
IV,
88]
f(x)e-*dx
from which
it
m mp+ P -\
e~ x dx<
Jo
(p-1)!
173
(P-1)I
follows that
2<f/(x)<
/o
As p increases indefi
c
+ cm
where
is an upper limit of
+ Ci +
nitely the function 0(p) approaches zero, for it is the general term of a conver
It
gent series in which the ratio of one term to the preceding approaches zero.
follows that we can find a prime number p so large that the equation (17) is
impossible hence Hermite s theorem is proved.
.
88. Legendre s polynomials.
Pn (x)
Let us consider the integral
a polynomial of degree n and Q is a polynomial of degree less

us try to determine Pn (x) in such a way that the integral van
We may consider n (x) as the nth derivative of a
ishes for any polynomial Q.
polynomial R of degree 2n, and this polynomial R is not completely determined,
for we may add to it an arbitrary polynomial of degree (n
1) without changing
where
is
than n, and
let
its
We may therefore
nth derivative.
together with
its first
set
Pn = d n R/dx n
where the polynomial E,

= a. But integrating
vanishes for x
1) derivatives,
(n
by parts we find
rQQ dnE dx--
Ja
and
since,
by hypothesis,
E(o)=0,
(a)
0,
B(-J)(o)=0,
-,
the expression
R( -
Q (6)
must also vanish
if
1)
(6)
n
(&)>
~l
Qf-
>
B(6)
The polynomial R (x)
(b) fi(
- 2)
(6)
Qf.*
)(b)
If
a)
(x
b)
R (b) =
0,
is
0,
-,
E<-i)(6)
(18)
0.
therefore equal, save for a constant factor, to the product
the limits a and 6 are
Legendre
R (b)
is to be arbitrary, the quantities

are themselves arbitrary; hence we must also have
and the required polynomial

save for a constant factor, in the form
(x
(b)
the integral is to vanish.

Q of degree n 1
Since the polynomial

Q(&)i
- Q
and
1,
--
Pn (x)
completely determined,
respectively, the polynomials
Choosing the constant
polynomials.
is
2.4.6...2nax
[(x
LV
C
2
Pn
are
with Legendre, we will set
!)].
DEFINITE INTEGRALS
174
If
we
also agree to set
y =
-AO
y-
1,
-<M
we
1,
Xr
JL Z
In general,
>
2i
n.
n is a polynomial of degree n, all the exponents of x being even or

Leibniz formula for the nth derivative of a product of two factors
17) gives at
once the formulae
-T.(-l)
(19)
-Z(l)
By
the general property established above,
l,
(20)
where
tf>
-3x
5x3
"2i
odd with
88
have
shall
r = 3x*~
= x,
[IV,
(x) is
X,
t <t>(x)dx
(-!)"
0,
less than
always have
any polynomial of degree
are two different integers,
we
shall
In particular,
n.
if
and n
(21)
J-i
This formula enables us to establish a very simple recurrent formula between
three successive polynomials

n
Observing that any polynomial of degree n
can be written as a linear function of
Xi,
n it is clear that we may set
.
are constants.
In order to find C3 for example, let us
Ci, C2
multiply both sides of this equation by ^Tn _ 2 and then integrate between the
limits
1 and + 1.
By virtue of (20) and (21), all that remains is
where C
C
J_1
2
""
"~
and hence C3 = 0. It may be shown in the same manner that C = 0, 5 = 0,

The coefficient Ci is zero also, since the product xXn does not contain
Finally,
to find Co and C 2 we need only equate the coefficients of x n + 1 and then equate
the two sides for x = 1.
Doing this, we obtain the recurrent formula
.
x".
(n
(22)
+ l)Xn + l
(2n
+ l)xXn +
nX,,_i
0,
which affords a simple means of calculating the polynomials

The relation (22) shows that the sequence of polynomials
/oo\
~V
~TT
\&)
-^-Oi
-**-!}
~Y~
-"-2i
n successively.
~y
"
-"-n
1
possesses the properties of a Sturm sequence. As x varies continuously from
to + 1, the number of changes of sign in this sequence is unaltered except when
But the formulse (19) show that there are n
x passes through a root of
n = 0.
changes of sign in the sequence (23) f or x =

has n real roots between
the equation
n =
follows from Rolle s theorem.
1,
1
and none for x = 1. Hence

and -f 1, which also readily
IV,
IMPROPER AND LINE INTEGRALS
89]
175
GENERALIZATIONS OF THE IDEA OF AN INTEGRAL

IMPROPER INTEGRALS LINE INTEGRALS*
IV.
89. The integrand becomes infinite. Up to the present we have sup

finite between the limits of inte
posed that the integrand remained
In certain cases, however, the definition may be extended
gration.
Let us first
to functions which become infinite between the limits.
consider the following particular case f(x) is continuous for every

value of x which lies between a and b, and for x
b, but it becomes
b.
for
definiteness
that a
will suppose
a.
infinite for x
:
Then the
b (e
>
We
<
0) has a definite
+e
and
be taken.
If
taken between the limits a
integral of f(x)
value, no matter how small
this integral approaches a limit as e approaches zero,

natural to denote that limit by the symbol
Jf/(*)
it is
usual and
dx.
If a primitive of /(cc), say F(x~), be
known, we may write
C
Ja +
and
limit as
examine F(a
sufficient to
is
it
approaches
zero.
We
Mdx
-f-
e)
for convergence
toward a
have, for example,
lL
the term
increases indefinitely as e approaches zero.

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

b, the curve, and
finite value provided that //,<!.
If a primitive of f(x)
not known, we
is
asymptote, has a
its
may compare
the given
integral with known integrals. The above integral is usually taken

as a comparison integral, which leads to certain practical rules which
are sufficient in many cases.
In the first place, the
limit b
upper
does not enter into the reasoning, since everything depends

upon the
manner in which f(x} becomes infinite for x = a. We may therefore
replace b by any
to writing
f*+f
number whatever between a and
= fa +( + f*
number of roots near x

the same sign between a and
nite
We
will first
that the integral

f*
Then, if \f(x)
val, the definite integral
Hf(x )
is
is
is
^
<f>
positive in the interval (a, b),

dx approaches a limit as e
(x)
\<<j>(x)
fa + f(x)dx
t
throughout the whole inter
also approaches
positive throughout the interval (a,

For, since f(x) is less than
</>
f(x)dx
+
infi
that f(x) keeps
immediate.
*J a
which amounts
c.
prove the following lemma
zero.
approaches
we may suppose
a,
Let $(x) be a function which
and suppose
b,
In particular, unless f(x) has an
<
Ja +
limit.
the demonstration
b),
(x),
we have
^(x}dx.
e
Moreover f* f(x)dx increases as c diminishes, since all of its ele

+f
ments are positive. But the above inequality shows that it is con
stantly less than the second integral hence it also approaches a
limit.
If f(x} were always negative between a and
b, it would
;
be necessary merely to change the sign of each element.

Finally,
the function f(x) has an infinite number of roots near x =
a, we
may write down the equation
if
f+
*Ja
The
f(x) dx
f
|/(*)|
second
<$(*).
c/a +
integral
Now
[/(*)
/(or)
\\dx-f
<Ja
\f(x) dx.
|
+s
on the right approaches a limit, since

the function f(x)
\f(x)\ is either positive
IV,
89]
or zero
between a and
and
b,
value cannot exceed 2
its
177
<(#);
hence
the integral
f
i/a
also approaches a limit, and the lemma is proved.

It follows from the above that if a function f(x) does not approach
a, but always remains less than a fixed
any limit whatever for x
integral approaches a limit.

sin(l/x)dx has a perfectly definite value.
number,
l
fQ
the
Thus
the
integral
Suppose that the function /(#) can be written in
Practical rule.
the form
where the function
ij/(x)
remains
finite
when x approaches
a.
remains less in absolute value than

1 and the function
If
(x~)
a fixed number M, the integral approaches a limit. But if ^ 1 and
the absolute value of ty(x) is greater than a positive number ra, the
fjL
<
\]/
/JL
integral approaches no limit.
The
part of the theorem
is very easy to prove, for the abso

than M/(x
aY, and the integral of the
1.
latter function approaches a limit, since p,
In order to prove the second part, let us first observe that ^(a*)
first
lute value of f(x)
is less
<
keeps the same sign near x =

exceeds a positive number m.
between a and
b.
a,
since its absolute value always

shall suppose that \(/ (x)
We
>
Then we may write
dx
4-
and the second integral increases indefinitely as e decreases.

These rules are sufficient for all cases in which we can
find an
for
^/(.i") approaches,
exponent p such that the product (x
x = a, a limit A different from zero. If /* is less than unity, the
limit b may be taken so near a that the inequality
holds inside the interval
(a, J),
where L
is
a positive
number
greater
DEFINITE INTEGRALS
178
than
I
if
p^
[IV,
Hence the
\.
1, b
may

be taken so near to a that
"
I./
V"V
On the other hand,
n
a
)
/, r
89
\t>.
where I is a positive number less than K\.

inside the interval (a,
Moreover the function f(x), being continuous, keeps the same sign
b
hence the integral f
f(x)dx increases indefinitely in absolute
|
>),
value.*
Examples. Let/(x) = P/Q be a rational function. If a is a root

m
of order m of the denominator, the product (x
a) /(x) approaches
Since m is at least equal to
a limit different from zero for x = a.
unity, it
limit as
clear that the integral f
is
e
approaches
But
zero.
P and R
two polynomials and
is prime to its deriv

-R(ar)
/(z) approaches a limit for x = a if a
Thus
a root of R(x), and the integral itself approaches a limit.
ative, the
is
all
consider the function
/(*)
where
f(x)dx increases beyond
we
if
are
product (x
a)
1/2
the integral
dx
J
f
-\
approaches 7r/2 as e approaches zero.

l
1/2
loga;
Again, consider the integral ff \ogxdx. The product #
has the limit zero.
Starting with a sufficiently small value of x, we
may
therefore write log x
<
Mx~ 1/2 where

,
is
a positive
number
Hence the
chosen at random.
Everything which

has been stated for the lower limit a
may
be
repeated without modification for the upper limit b. If the function

f (cc) is infinite for x b,we would define the integral Ja /(#) dx to be
the limit of the integral
/ ( x ) dx as c approaches zero. If /(#)
/J*"
is infinite
at each limit,
b
the integral
"
f(x)dx
ently of each other.

we may write
*The
first
we would
Let
and
part of the proposition
may
can be found (0
an exponent
approaches a limit A as a; approaches a,
a limit
if
/JL
define
f (x~) dx
as the limit of
both approach zero independ

be any number between a and b. Then
as
also be stated as follows: the integral has
<
/*
<
1)
such that the product (x

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

this case.
if f(x) becomes infinite for a value c between a and b,
the integral */(%) dx as the sum of the limits of
define
would
we
e
b
two
the
integrals f~ f(x)dx, fc +f f(x)dx, and we would proceed
in a similar manner if any number of discontinuities whatever lay
Finally,
between a and
b.
noted that the fundamental formula
It should be
(6),
which was
established under the assumption that f(x) was continuous between

a and b, still holds when f(x) becomes infinite between these limits,
provided that the primitive function F(x~) remains continuous. For

the sake of definiteness let us suppose that the function f(x) becomes
Then we have
infinite for just one value c between a and b.
I
f(x) dx
lim
t) a
and
if
F(x")
is
a primitive of /(x), this
f(x) dx
Xft
lim F(c
=0
f(x) dx
=0t/a
F(a)
lim I
f(x) dx
e = 0c/c + e
may
be written as follows
F(b)
lim F(c
f=0
e).
Since the function F(x) is supposed continuous for x

c, F(c
e)
have the same limit F(c), and the formula again
e
and F(c
)
becomes
f j (xj ix
I
*J a
The following example
is
illustrative
1
dx
-Jx
If the primitive function F(x) itself becomes infinite between a and

for the integral on the left has as yet
b, the formula ceases to hold,
no meaning
in that case.
The formulae
may
for
change of variable and for integration by parts
be extended to the
new kinds
of integrals in a similar
manner
by considering them as the limits of ordinary integrals.

90. Infinite limits of integration.
is
continuous for
Then
all
l
the integral
Let/(x) be a function of x which
values of x greater than a certain number

a, has a definite value, no
f(x) dx, where I
.
>
DEFINITE INTEGRALS
180
[IV,
90
how large I be taken. If this integral approaches a limit

increases indefinitely, that limit is represented by the symbol
matter
as
f
If a primitive of f(x) be
f(x)dx.
known, it is easy to decide whether the

For instance, in the example
dx
arc tan
Jo
the right-hand side approaches Tr/2 as I increases indefinitely, and

this is expressed by writing the equation
7T
Ja
Likewise,
if
is
positive
and
kdx
//,
is
different
from
zero,
we have
c/a
If
I
/A is
greater than unity, the right-hand side approaches a limit as
increases indefinitely,
and we may write
kdx
On
the other hand,
nitely with
if
/i
is less
The same
I.
is
than one, the integral increases indefi

= 1, for the integral then
p.
true for
results in a logarithm.
When no
primitive of /(#) is known, we again proceed by com

parison, noting that the lower limit a may be taken as large as we
Our work will be based upon the following lemma
please.
:
Let
a, and suppose that
(x) be a function which is positive for x
l
the integral
dx
a
limit.
Then
the
approaches
integral f f(x) dx
JJ (x)
also approaches a limit provided that
\f(x) ^
() for all values of
>
<f>
<f>
<
x greater than
The proof
a.
of this proposition
is
exactly similar to that given above.
If the function f(x) can be put into the
/() =
form
*<
ty(x) remains finite when x is infinite, the follow

theorems
be
can
ing
demonstrated, but we shall merely state them
where the function
IV,
91]
181
p.
and
If the absolute value of ^ (x~) is less than a fixed number
greater than unity, the integral approaches a limit.
If the absolute value of (x) is greater than a positive number m
is
(]/
and
p.
is less
than or equal
to
unity, the integral approaches no limit.
For instance, the integral

/
cos ax
iT^
approaches a limit, for the integrand
cos
ax
dx
may
1 cos
be written
ax
i+*-**rT|
and the coefficient of 1/x 2 is less than unity in absolute value.
The above rule is sufficient whenever we can find a positive num
ber p, for which the product x*f(x) approaches a limit different from
zero as x becomes infinite.
The integral approaches a limit if p, is
greater than unity, but it approaches no limit if p. is less than or
equal to unity.*
For example, the necessary and
sufficient condition that the inte
gral of a rational fraction approach a limit when the upper limit

increases indefinitely is that the degree of the denominator should
exceed that of the numerator by at least two units.

take
Finally,
if
we
P and R are two polynomials of degree p and r, respectively,

the product x r/2 ~"f(x) approaches a limit different from zero when
x becomes infinite. The necessary and sufficient condition that the
where
integral approach a limit is that
be less than r/2
The rules stated above are not always

whether
or not an integral approaches a
ing
91.
f(x)
= (sin x)/x
is
p.
less
and
1.
1.
sufficient for
limit.
determin
In the example
for instance, the product x*f(x) approaches zero if

than one, and can take on values greater than any given
number if p, is greater than one. If p. = 1, it oscillates between + 1
None
proach a limit.
of the above rules apply, but the integral does ap

Let us consider the slightly more general integral
* The
integral also approaches a limit
zero as x becomes infinite.
if
the product x^f(x) (where
M>
1)
approaches
DEFINITE INTEGRALS
182
sin
-ax S1
/i e-~The integrand changes sign
for
a;
91
dx,
[IV,
a>0.
We
kir.
are therefore led to
study the alternating series
(24)
where the notation used

/
is
as
+ (_ !)
...
27T
e~ ax
Jo
sin
i<
that
is,
cc
+ WT
Moreover the general term a n
Hence the above
than 1/n.
sin
--dx,
It is evident that the integrand decreases as
a n-
.,
term a n may be written
nir for x, the general
y
an +
BIT
Substituting y
the following:
sm x
is
n increases, and hence
less than
f*(l/mr)dy,
series is convergent, since the
we proceed in the series,

and the general term approaches zero. If the upper limit I lies
between mr and (n + 1) TT, we shall have
absolute values of the terms decrease as
-dx
Sn
6a n
0<9<1,
where Sn denotes the sum of the first n terms of the series

(24). As
I increases
indefinitely, n does the same, a n approaches zero, and the
integral approaches the sum S of the series (24).
In a similar manner it may be shown that the integrals
r+*
r+
sino; 2 ^x,
Jo
Jo
which occur in the theory of diffraction, each have finite values.

The curve y = sin a; 2 for example, has the undulating form of a sine
curve, but the undulations become sharper and sharper as we go out,
,
since the difference ^/(n

x 2 approaches zero as
sin
Remark. This
indefinitely sin
last
2
+ I)TT
n
^/n7^ of two consecutive roots of

example gives rise

between
oscillates
approach a limit even
if
to
1
an interesting remark.
and
1.
Hence an
As x
increases
integral
the integrand does not approach zero, that
is,
may
even
if
IV,
92J
the x axis
of the
is
remains positive when x
The following
which the function /(x) does not change
in
f(kn)
= /(x).
not an asymptote to the curve y
same kind
is
is
an example
The
sign.
function
x6 sin 2 x
and
positive,
183
does not approach zero, since

let us con
it
In order to show that the integral approaches a limit,
kit.
sider, as above, the series
flo
<*i
where
As x
varies
from
nit to (n
1)
TT,
x6
is
x6 sin 2 x
6
constantly greater than n
7t
6
,
and we may
write
l)rr
A primitive
function of the
new
==
integrand
arc tan
f n*7t6
dx
is
+ n n6
tan x),
and as x varies from mt to (n + 1) TT, tan x becomes infinite just once, passing
from + co to
oo.
Hence the new integral is equal ( 77) to 7T/V1+ ns 7f6 and
we have
,
It follows that the series
approaches a
2a
*2
_
Vl +
is
(n
+
-
1)
n3 it
TT"
convergent, and hence the integral J^ /(x) dx
limit.
On the other hand, it is evident that the integral cannot approach any limit
For
/(x) approaches a limit h different from zero when x becomes infinite.
beyond a certain value of x, /(x) will be greater than h/2 in absolute value
if
and will not change sign.

The preceding developments bear a close analogy to the treatment of infinite
series.
The intimate connection which exists between these two theories is
brought out by a theorem of Cauchy s which will be considered later (Chapter
We shall then also find new criteria which will enable us to determine
VIII).
whether or not an integral approaches a limit in more general cases than those
treated above.
92.
The function
The
T(a).
definite integral
T(a)= f
(25)
Jo
V-
has a determinate value provided that a

For, let us consider the two integrals
r
I
x a - e- x dx,
is
e-*dx
positive.
r
I
-l
-*<fe,
184
DEFINITE INTEGRALS
[IV,
93
where t is a very small positive number and is a

very large positive number.
The second integral always approaches a limit, for past a
sufficiently large value
a+
of x we have x a - e~ x
As for the first
1/x 2 that is, e x
the
I
<
>x
integral,
1 - a
product x
f(x) approaches the limit 1 as x approaches zero, and the necessary
and sufficient condition that the integral approach a limit is that 1 - a be less
than unity, that is, that a be positive. Let us
suppose this condition satisfied.
Then
the
sum
of these
two
limits
integral of the second kind.
is
the function T(a), which
This function T(a) becomes
is
also called
Euler
a approaches
zero, it is positive when a is positive, and it becomes infinite with a.
It has
a minimum for
= 1.4616321-.., and the corresponding value of T(a) is
0. 8856032-.
Let us suppose that

er x
differential of
a>
1,
and integrate by
infinite as
parts, considering e~ x dx as the
This gives
but the product x a ~ l e- x vanishes at both limits, since a

only the formula
(26)
r(o)
(a
l)T(o
1,
>
and there remains
1).
The repeated
application of this formula reduces the calculation of Y(a) to

the case in which the argument a lies between
and 1. Moreover it is easy to
determine the value of T(a) when a is an integer. For, in the first
place,
and the foregoing formula therefore
and, in general,
if
is
(27)
gives, for
2, 3,
a positive integer,
r(n)
= 1.2.3...(n-l) =
(n-l)l.
Let AB be an arc of a continuous plane curve,

be
a
continuous
function of the two variables x and
y)
where
x
and
denote
the coordinates of a point of AB
y along AB,
y
with respect to a set of axes in its plane. On the arc AB let us
93. Line integrals.
and
let
P (x,
take a certain number of points of division li m z

whose
coordinates are (x lt y^, (x 2 yz ),
., and then upon each
(x i; y.),
of the arcs
_^rn i let us choose another point n { (,., ^.) at random.
let
us
consider the sum
Finally,
,
{ ,
(28)
,
*,*! -*,_,
-..
these partial intervals. When the number of

points
increased indefinitely in such a way that each of the
differences x
x _ l approaches zero, the above sum
approaches a
extended over
of division
all
is
i
IV,
93]
185
which is called the line integral of P(x, y) extended over the

arc AB, and which is represented by the symbol
limit
JAB
P(x, y)dx.
In order to establish the existence of this limit, let us first sup

pose that a line parallel to the y axis cannot meet the arc AB in
more than one point. Let a and b be the abscissae of the points A
and
Then
and
y=
be the equation of the curve AB.

a continuous function of x in the interval (a, b), by
B, respectively,
is
<(#)
let
<f>(x)
hypothesis, and if we replace y by

resulting function $(cc)
P[x, <(X)]
<f>(x~)
is
in the function P(x,

y), the
Hence we
also continuous.
have
and the preceding sum may therefore be written
*(,) to
in the
form
a)
It follows that this surn
approaches as
its
limit the ordinary definite
integral
I
i/a
and we have
finally the
&(x)dx=
P[x,
<t>(x)~\dx,
t/a
formula
P(x, y}dx
I
JAB
P[x, t(x)-]dx.
I
Ja
If a line parallel to the y axis can

we should divide the arc
meet the arc
AB
in
more than
one point,
into several portions, each of
met
is
in but
which
one point by any line
parallel to the y axis.

arc is of the form A
If the given
CDB
(Fig. 14),
where C and D are

which the abscissa has an
for instance,
points at
extremum, each of the arcs A C, CD,

DB satisfies the above condition, and
we may
I
JACDB
But
it
FIG. 14
write
P(x,
I P(x,
y)dx= J,T
y)dx
JCD
P(x, y)dx
f
JOB
P(x,y)dx.
should be noticed that in the calculation of the three integrals
DEFINITE INTEGRALS
186
[IV,
on the right-hand side the variable y in the function P(x,

must be replaced by three different functions of the variable
93
y)
x,
respectively.
Curvilinear integrals of the form JAR Q(x, y)dy may be denned

manner. It is clear that these integrals reduce at once
in a similar
to ordinary definite integrals, but their usefulness justifies their

introduction.
may also remark that the arc AB may be com
We
posed of portions of different curves, such as straight lines, arcs of

circles, and so on.
case which occurs frequently in practice is that in which the

coordinates of a point of the curve AB are given as functions of a
variable parameter
and
where
together with their derivatives

() and
t.
We shall suppose that as t varies
<
\(/(t),
<j>(t)
are continuous functions of
describes the arc AB without changing

ft the point (x, y)
Let the interval (a, /?) be divided into a
the sense of its motion.
from a to
certain
and let t _ and t be two consecu

which correspond, upon the arc AB, two points
whose coordinates are (#,_!, y _i) and (x,-, y ), respec
number
tive values of
m,...!
and
lies
0,.
a point
or,
to
Then we have
tively.
where
of subintervals,
(,-,
between
17,)
ti _
of the arc
and
_l
t{
To
this value
hence we
0,
may
there corresponds
write
passing to the limit,
P(x,
/.4
An analogous
formula for
Adding the two,
(29)
we
JQdy may
P<&
-f
Qdy
J^l
which
course,
is
if
be obtained in a similar manner.
find the formula
= f
/
Of
the formula for change of variable in line integrals.
the arc AB is composed of several portions of different
and \fr() will not have the same form

curves, the functions
along the whole of AB, and the formula should be applied in that
<f>(t)
case to each portion separately.
IV,
t)4]
187
We
of a closed curve.
have already defined the area of a
of
the
bounded
an
arc A MB, a straight line which
plane
portion
by
does not cut that arc, and the two perpendiculars AA Q BB let fall
Area
94.
from the points A and B upon the straight line (

65, 78, Fig. 9).
Let us now consider a continuous closed curve of any shape, by
which we shall understand the locus described by a point
whose
y =
coordinates are continuous functions x
of a
=f(),
param
which assume the same values for two values t and T of
the parameter t.
The functions f(f) and
may have several
distinct forms between the limits t and T; such will be the case,
eter
<f>(t)
<j>(t~)
for instance, if the closed contour
Let
several distinct curves.
M M
denote points upon the curve

values t
t l} t 2
t _ l
t
-,
,
lt
t ,
be composed of portions of
J/2
-,
M_uM
if
M_ M
n
lt
corresponding, respectively, to the

t n _ j, T of the
parameter, which
increase from
zero, is called
the area of the closed curve C.*
Connecting these points in order by straight

The limit
lines, we obtain a polygon inscribed in the curve.
approached by the area of this polygon, as the number of sides is
indefinitely increased in such a way that each of them approaches
to T.
This definition
is
seen to agree with that given in the particular case treated above.
For if the polygon A A(2 1 Q 2
BB A (Fig. 9) be broken up into
small trapezoids by lines parallel to

is
trapezoids
where
lies
,.
in
polygon,
(*,.
- *,._,)
[/(a-,-)
between x^-^ and

this
special
case,
AA
+ f(x _
{
cc
the area of one of these
)]/2, or
(a\ -*<_,)/&),
Hence the area
of the whole
approaches the definite
ff(x)dx.
Let us now consider a closed curve C which
is
integral
cut in at most two
line parallel to a certain fixed direction.

Let us
choose as the axis of y a line parallel to this direction, and as the
by any
points
axis of
curve
a;
a line perpendicular to it, in such a

the quadrant xOy (Fig. 15).
way that the
entire
lies in
The points
of the contour C project into a segment ab of the axis

and any line parallel to the axis of y meets the contour C in at
most two points, m^ and m z
Let y v = ^(cc) and ?/2 = 2 (x) be the
equations of the two arcs Am v B and Am z B, respectively, and let
Ox,
tl/
us suppose for simplicity that the points A and B of the curve C

b are taken as two of the vertices of the
which project into a and
* It is
supposed, of course, that the curve under consideration has no double point,
and that the sides of the polygon have been chosen so small that the polygon itself
has no double point.
DEFINITE INTEGRALS
188
94
[IV,
The area of the inscribed polygon is equal to the differ

polygon.
ence between the areas of the two polygons formed by the lines A a,
in the two arcs Am 2 B and
ab, bB with the broken lines inscribed
AmiB,
Passing
respectively.
of the curve
to the limit, it is clear that the area
the difference between the two areas
equal to
is
bounded by the contours Am^BbaA and Am^BbaA, respectively, that

is, to the difference between
the corresponding definite in
tegrals
/tb
X6
\l/ z
(x)dx
*J a
These two integrals represent

the curvilinear integral
taken
then
first
along
along
fydx
Am B
and
If
we
Am-^B.
agree to say that the contour

FIG. 15
is
described in the positive
observer standing upon the plane and walking around

the curve in that sense has the enclosed area constantly on his left
sense
when an
hand
(the axes being taken as usual, as in the figure), then the above
may be expressed as follows the area O enclosed by the
result
contour
is
given by the formula
r
(30)
J(C)
where the
line integral is to be taken along the closed contour
in
Since this integral is unaltered when the origin

is moved in any way, the axes remaining parallel to their original
positions, this same formula holds whatever be
the positive sense.
the position of the contour

the coordinate axes.
C with
Let us now consider a contour

whatever.
to
draw a
We
shall suppose that
finite
number
pairs of points on
of
respect to
of any
it is
form
possible
lines
connecting
in such a way that the
resulting subcontours are each met in at most

two points by any line parallel to the y axis.
Such
FIG. 16
the case for the region bounded by the

contour C in Fig. 16, which we may divide into three subregions
bounded by the contours amba, abndcqa, cdpc, by means of the
is
IV,
95]
189
Applying the preceding formula to each

and
of these subregions
adding the results thus obtained, the line
from
the auxiliary lines ab and cd cancel each
arise
which
integrals
transversals ab and cd.
other,
and the area bounded by the closed curve C
the line integral
is still
fydx taken along the contour
given by
in the positive
sense.
it
Similarly,
may be shown
that this
same area
is
given by the
formula
n=
(31)
and
x dy\
J(C
combining these two formulae, we have
finally,
=- f
2
(32)
xdy
ydx,
J<c
where the integrals are always taken in the positive sense.

formula is evidently independent of the choice of axes.
in the form
If, for instance, an ellipse be given
This
last
x
its
area
a cos
t,
b sin t,
is
fi
2 Jo
"
ab(cos
t -{-
sm 2 f)dt =
Trab.
95. Area of a curve in polar coordinates. Let us try to find the

area enclosed by the contour OAMBO (Fig. 17), which is composed
of the two straight lines OA, OB, and the arc A MB, which is
met
in at
most one
point by any radius

Let us take
vector.
,,-/
as the pole and a

straight line Ox as
the initial line, and

be the
let p =
/(o>)
equation
-^37
of the arc
FIG. 17
A MB.
Inscribing a polygon in the arc A MB, with A and

the vertices, the area to be evaluated is the limit of the
triangles as
OMM
1
-
But the area of the triangle
p(p
Ap) sin
Aw
= Aw
P
I
OMM
as
two of
sum
of such
is
DEFINITE INTEGRALS
190
[IV,
95
It is easy to show that all the

are less than any preassigried number rj
provided that the angles Aw are taken sufficiently small, and that
we may therefore neglect the term cAw in evaluating the limit.
approaches zero with Aw.
where
quantities analogous to
Hence the area sought
is
is
the limit of the
sum 2p 2 Aw/2,
that
is, it
equal to the definite integral
where w t and w 2 are the angles which the straight lines OA and OB
make with the line Ox.
An area bounded by a contour of any form is the algebraic sum
If
of a certain number of areas bounded by curves like the above.
we wish to find the area of a closed contour surrounding the point
0, which is cut in at most two points by any line through 0, for
to 2?r. The area of a con
example, we need only let w vary from
vex closed contour not surrounding O (Fig. 17)
is
equal to the dif
0AM BO
and OANBO, each of which may

be calculated by the preceding method. In any case the area is
represented by the line integral
ference of the two sectors
C in the positive sense. This formula does

For if we pass from
not differ essentially from the previous one.
we
have
to
coordinates
rectangular
polar
taken over the curve
dx
= cos w dp
p cos w,
p sin
w c?w,
x dy
dy
y dx
=p
&m w
sin
>
w dp
+ p cos w c?w,
dta.
AMB
whose equation in oblique

Finally, let us consider an arc
coordinates is y =f(x~). In order to find the area bounded by this
BB which are parallel
arc AMB, the x axis, and the two lines AA
,
imagine a polygon inscribed in the arc AMB, and

let us break up the area of this polygon into small trapezoids by
lines parallel to the y axis. The area of one of these trapezoids is
to the
axis, let us
IV,
96]
lies in
form
in the
(z,--i
#,)/()
Hence the area
the interval (x _ l; x^.

t
191
sin
0,
where
in question is equal
to the definite integral
sin $
and
where x
of the points
It
may
f(ix) dx,
A"
denote the abscissae
A and
B, respectively.
be shown as in the similar
case above that the area
any closed contour C whatever

by the formula
is
given
x dy
bounded by
FIG. 18
y dx.
(O
Given a closed curve C (Fig. 15), let us draw at any point

the portion of the normal which extends toward the exterior,
and let a, ft be the angles which this direction makes with the axes
Note.
of x
and
y,
the angle
ft
respectively, counted
is
obtuse and dx
y dx
from
ds cos
\J (Am^B)
Along
Bm A
z
the angle
in the line integral.
we
shall still
curve
may
have dx
If
ft is
ds cos
Along the arc Am^B

Hence we may write
TT.
ft.
y cos
acute, but
we agree
to
dx
ft
is
ds.
negative along
to consider ds
Hence the area
ft.
Bm A
2
always as positive,
of the closed
be represented by the integral
y cos
ft
ds,
where the angle ft is defined as above, and where ds is essentially

This formula is applicable, as in the previous case, to a
positive.
contour of any form whatever, and it is also obvious that the same
area is given by the formula
x cos a
ds.
These statements are absolutely independent of the choice of axes.

96. Value of the integral
/xdy ydx. It is natural to inquire what will

fxdy ydx, taken over any curve whatever,
be represented by the integral

closed or unclosed.
DEFINITE INTEGRALS
192
[TV,
97
example, the two closed curves OAOBO and

which have one and three double points, respec
It is clear that we may replace either of these curves by a combination
tively.
Thus the closed contour OA OBO
of two closed curves without double points.
is equivalent to a combination of the
two contours 0-40 and OBO. The
integral taken over the whole contour
Let
us
for
consider,
ApBqCrAsBtCuA
(Fig. 19)
is
equal to the area of the portion

less the area of the portion
Likewise, the other contour
0.40
OBO.
may
be replaced by the two closed
curves
tour
is
equal to the
sum
ApBqCrA and AsBtCuA, and
the integral taken over the whole con

of the areas of ApBsA, BtCqB, and ArCuA, plus twice
the area of the portion AsBqCuA. This reasoning is, moreover, general. Any
closed contour with any number of double points determines a certain number
of partial areas
2
p of each of which it forms all the boundaries.
<r
<TI,
The
integral taken over the
<r
whole contour
is
equal to a
sum
of the
form
2
p are positive or negative integers which may be found by
Given two adjacent areas
the following rule
separated by an arc ab of the
contour C, imagine an observer walking on the plane along the contour in the sense
where mi,
<r
<r,
determined by the arrows ; then the coefficient of the area at his left is one greater
than that of the area at his right. Giving the area outside the contour the coeffi
cient zero, the coefficients of all the other portions may be determined successively.
If the
joining
AB
is not closed, we may transform it into a closed curve by

given arc
extremities to the origin, and the preceding formula is applicable to
ydx taken over the radii vectores OA
region, for the integral fxdy
its
this
new
and
OB
V.
evidently vanishes.
FUNCTIONS DEFINED BY DEFINITE INTEGRALS
We
97. Differentiation under the integral sign.

frequently have to
deal with integrals in which the function tcr43e integrated depends
not only upon the variable of integration but also upon one or more
we consider as parameters. Let f(x, a) be a

continuous function of the two variables x and a when x varies from
other variables which
to
and a varies between certain limits

and a^ We proceed
a which is defined by the
to study the function of the variable

definite integral
>,r
Cf(x,a)dx,
Jxn
where a is supposed to have a definite value between a and a lf and

where the limits x and X are independent of a.
IV,
FUNCTIONS DEFINED BY INTEGRALS
97]
We
have then
(33)
F(a
Aa)
- F(a) =
+ Aa) -f(x,
[/(*, a
193
a)] dx.
JjT
is continuous, this integrand may be made

than any preassigned number c by taking Aa sufficiently small.
x in absolute
Hence the increment AF(a) will be less than e\X
value, which shows that the function F(a) is continuous.
If the function f(x, a) has a derivative with respect to a, let us
Since the function f(x, a)
less
write
f(x,
where
Aa, we
and
if
Aa)
- f(x,
a)
approaches zero with Aa.
= Aa [/. (x,
e]
Dividing both sides of (33) by
find
-q
be the upper limit of the absolute values of
value of the last integral will be less than ri\X

the limit, we obtain the formula
c,
the absolute
\.
Passing to
(34)
da
In order to render the above reasoning perfectly rigorous we must

it is possible to choose Aa so small that the quantity c
will be less than any preassigned number rj for all values of x between
show that
the given limits x and X. This condition will certainly be satisfied

For we have from
if the derivative
a (x, a) itself is continuous.
the law of the mean
f(x,
Aa) -f(x, a) = Aa/, (x, a
0Aa),
<
<
1,
and hence
If the function
for
fa
is
continuous, this difference e will be less than 77

a, provided that Aa is less than a properly
any values of x and
chosen positive number h (see Chapter VI,

120).
Let us now suppose that the limits X and x are themselves func
ti
denote the increments which correspond

to an increment Aa, we shall have
tions of a.
If A.Y
and
Aa:
DEFINITE INTEGRALS
194
F(a
+ Aa)- F(a) = f
Jx
\_f(x,
Jx
rx
/(a,
a + Aa) dx
f(x,
a+
first law of the mean

two integrals and dividing by Aa,
applying the
F(a
4-
A
F() _ C /(x, a
Aa)
Aa
-f(x, a)
Jx
last
for integrals to each of the
4- Aa-)
f(x, a)
Aa
J,
AT
-^/(ô + Â^,
As
97
f*X+&X
/
or,
A,r)
[IV,
nr
Aa).
Aa- approaches zero the first of these integrals approaches the

we find the formula
limit found above, and passing to the limit
^=
(35)
which
is
the general formula for differentiation under the integral
sign.
be reduced to a sum of ordinary

evident that the preceding formula may be
extended to line integrals. Let us consider, for instance, the line
Since a line integral
definite integrals,
may always
it is
integral
F(a)
taken over a curve
we
shall
f
JAB
I
AB
P(x,
which
y,
is
a} dx
Q(x, y, a) dy
independent of
a.
It is
evident that
have
F\a)
where the integral
JAB
is to
P a (x,
y,
a)dx
Q a (x,
y,
be extended over the same curve.
On
the
other hand, the reasoning presupposes that the limits are finite and
that the function to be integrated does not become infinite between
We shall take up later (Chapter VIII,

the limits of integration.
in
the
which
these conditions are not satisfied.
cases
175)
IV,
FUNCTIONS DEFINED BY INTEGRALS
98]
195
to evaluate certain definite

(35) is frequently used
are more easily calcu
which
others
them
to
reducing
integrals by
The formula
lated.
Thus,
if
we have
is positive,
va
Jo
arc tan
whence, applying the formula (34) n
<-i
all
p.
vo
1 times,
we
find
r -.i:t...<.-i>r
Jo 7S
(^
98. Examples of discontinuity. If the conditions imposed are not satisfied for
values between the limits of integration, it may happen that the definite inte
gral defines a discontinuous function of the parameter.

example, the definite integral
f
J_
This integral always has a
imaginary except when
Hence the
making
l-2xcosa +
x2
the roots of the denominator are
which case
it is
evident that F(a) = 0. Sup

= cos a + t sin a, the indefi
the substitution x
a dx - = f dt =
a + x 2 J 1 + t2
I
arc tan
t.
2x cos
definite integral
F(a) has the value

cos
a\
(1 sin
where the angles are
*<***
kit, in
/sin
1
finite value, for
a=
and
posing that sin a ^
nite integral becomes
to be taken
cos
sin
arc tan
sin
a\
n/2 and x/2.
between
a
x
cos
cos
sin
But
-a = -1,
In order to determine the

difference of these angles is
n/2.
notice that the sign of the integral is the same as
Hence F(a) =
n/2 according as sin a is positive or negative.
It follows that the function F(a) is discontinuous for all values of a of the form
and hence the

sign uniquely
that of sin a.
kit.
we need only
This result does not contradict the above reasoning in the
least,
however.
e to + e, for example,
1 to + 1 and a varies from
For when x varies from
the function under the integral sign assumes an indeterminate form for the sets
of values a = 0, x = - 1 and a = 0, x = + 1 which belong to the region in ques
any value of e.
would be easy to give numerous examples
tion for
It
the integral
-4-
a:
sin
Ux
f
mx
of this nature.
dx.
Again, consider
DEFINITE INTEGRALS
196
Making the
mx =
substitution
to be
99
find
mx
sin
X
where the sign
we
y,
[IV,
taken
the sign of m, since the limits of the transformed

is positive, but should
integral are the same as those of the given integral if
be interchanged if
is negative.
have seen that the integral in the second
is
We
member is a positive number ( 91). Hence the given integral is equal to

is positive or negative.
If m = 0, the value of the
according as
integral
zero.
It is evident that the integral is discontinuous for
= 0.
N
is
VI.
APPROXIMATE EVALUATION OF DEFINITE INTEGRALS

When
99. Introduction.
resort to certain
no primitive of f(x)
is
known we may
methods
for finding an approximate value of the

definite integral
The theorem of the mean for integrals
f*f(x) dx.
furnishes two limits between which the value of the
integral must
and by a similar process we may obtain an infinite number of

Let us suppose that $(x) <f(x)
ty(x) for all values of x
between a and b (a
Then we shall also have
b).
lie,
others.
<
<
s*b
s*t>
I
<j>(x}dx<
<J
If the functions
<(#)
and
Ja
Let us consider, for example, the integral
lie.
dx
Vl-a; 4
Now Vl-z = Vl - x Vl + x\
between 1 and V2 for all values
4
Jo
is,
and the factor
between Tr/2
r
dx
Vl-cc
V2Jo Vl x
and 7r/(2V2). Two even closer
i
(1
z 2 )-
which results from the expansion of
/2
is
(1 -f 7/)-
greater
1/2
with a remainder carried to two terms.

greater than the expression
dx
lies
two integrals
series
is
z2
and unity.
dx
be found by noticing that
Vl +
of x between zero
integral lies between the
r
that
c/a
the derivatives of two known

two limits between which the value of
"Jo
Hence the given
^(a;) are
functions, this formula gives
the integral must
/-i
I f(x)dx<
x 2 dx
limits
than
may
x 2/2,
by means of Taylor
Hence the
integral
APPROXIMATE EVALUATION
y]
IV,
The second
lies
of these integrals has the value Tr/4
197
(
105)
hence /
between Tr/2 and 3 7r/8.
It is evident that the preceding methods merely lead to a rough

In order to obtain closer
idea of the exact value of the integral.
approximations we may break up the interval (a, 6) into smaller

subintervals, to each of which the theorem of the mean for inte
grals
may be
applied.
For definiteness
let
us suppose that the
Let
function /(a:) constantly increases as x increases from a to b.
a
us divide the interval (a, b~) into n equal parts (b
nh). Then,
lies between the
by the very definition of an integral,
^f(x}dx
two sums
= h\f(a)
S = h\f(a +
s
h)
+f(a +
+/(a +
-f
2A)
nh)\.
If we take (S + s)/2 as an approximate value of the integral, the

The
error cannot exceed S-s\/2= [(i - ) /2 n] [/(i) -/(a)]
form
in
the
written
be
value of (S + s)/2 may
.
(/(a)
+ /O
/[a
(ro
- 1) A] +f(a + nh)
2
Observing that \f(a

ih)
the trapezoid whose height
+/[a +
(i
+1) h~\\h/2
is
the area of
h and whose bases are /(a + ih) and

the whole method amounts to
that
we
ih
+
may say
f(a +
7t),
curve
under
the
the
area
y = f(x) between two neighbor
replacing
is
ing ordinates by the area of the trapezoid whose bases are the two
This method is quite practical when a high degree of
ordinates.
approximation is not necessary.

Let us consider, for example, the integral
dx
/
C/O
Taking n
= 4, we
and the error

mate value of
*
Found from
value being
rr/4.
find as the
is less
TT
than 1/16
which
is
the formula \S
TRANS.
approximate value of the integral
.0625.*
This gives an approxi

3.1311
correct to one decimal place,
s\/2.
In fact, the error
is
about
.00260, the exact
DEFINITE INTEGRALS
198
[IV,
100
If the function f(x) does not increase (or decrease) constantly as

x increases from a to b, we may break up the interval into sub-
intervals for each of
which that condition
is satisfied.
Another method of obtaining an approximate

is the following.
Let us determine
100. Interpolation.
value of the integral f f(x)dx

a parabolic curve of order n,
<(z)
a-iX
1-
a n xn
which passes through (n -f- 1) points B B l}

Bn of the curve
y =f(x) between the two points whose abscissae are a and b.
These points having been chosen in any manner, an approximate
,
value of the given integral
which is easily calculated.

Let (x T/O), (#!, 7/i),
points
BQ
B!,
Z/o
<(*)
where the
(x n
f
<j>(x}dx,
be the coordinates of the (n
?/)
The polynomial
furnished by the integral
is
-f
coefficient of
x _ (^ - XEQ)
(Xo)
ijt
A*!
is
-\
i/i
Xf
\-y n
-\
Xn
a polynomial of degree n,
(x-x
~ Xi(*i
}(x- x
l)
(X
(x
-*<+!)
- ay)
- Xn)
(*<
=x
which vanishes for the given values x x,

x n except for x
x
and which is equal to unity when x
Hence we have
,
U
/
a
The numbers x
x
-f
a),
a?!
-f-
$i(&
If
#(&
<
<
<
(b
(36)
where
is
KI
we
f,
are of the form
(b
6t
6H 5 1.
Setting x = a + (b
proximate value of the given integral takes the form
where
+1)
determined by
is
<f)(x)
interpolation formula in the form
Lagrange
Bn
<
a)
(A"
+ K\y\
a)
t,
the ap
A .y,,),

dt
"^^
77
divide the main interval
ratios are the
the numbers
(a, b) into subintervals whose

same constants for any given function /(x) whatever,
dn and hence also the numbers K are inde
U
,
pendent of f(x).
Having calculated these
{ ,
coefficients once for all,
IV,
it
101]
only remains to replace y
in the
yi,
yn by their respective values
formula
(36).
If the curve f(x)
it is
whose area
is
to be evaluated is given graph

(a, 6) into equal parts,
convenient to divide the interval
ically, it is
and
199
only necessary to measure certain equidistant ordinates of

= 0,
Thus, dividing it into halves, we should take
this curve.
= 1, which gives the following formula

61 = 1/2,
2
mate value of the integral
for the approxi
Likewise, for n
1
I =
Q-
=3
we
and for n
4yi
y2 )
formula
find the
C /0
u/o
+ 3#! +
3// 2
7/s)
(7z/o
~9o
Ir

due
to
is
due
to Cotes.
The following method,
Let the interval
slightly different.
is
Simpson,
(a,
b~)
be
divided into 2n equal parts, and let y y 1} ?/ 2

y2n be the ordi
nates of the corresponding points of division.
Applying Cotes
formula to the area which lies between two ordinates whose indices
,
are consecutive even numbers, such as y and y 2
whence, upon simplification,

1
101.
= -- [2/0 +
we
find
Simpson
+ 2(y +
2
2/2
and y t
form
?/ 2
find an approximate value of the given area, in the
formula
---- -f
y, H
?/2n
etc.,
we
_ 2)
In Gauss method other values are assigned

The argument is as follows: Suppose that we
Gauss method.
the quantities
#,.
can find polynomials of increasing degree which differ less and less
from the given integrand

for instance, that
/(*)
we can
a,x
where the remainder
in the interval
(a, &).
f(x~)
Suppose,
write
a 2 x*
R 2H (x~)
is
+
less
a^ X
2n
~l
+ 7?
2n
(x)
than a fixed number
for all
DEFINITE INTEGRALS
200
b* The
unknown, but they do not occur
values of x between a and
coefficients a, will be in
eral
in the calculation, as
Let x
see.
x 1}
x n _ be values of x between a and
-,
101
[IV,
we
and
b,
gen
shall
let
1 which assumes the same

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

m (x) depends only upon the choice of
x n-i- O n th e other hand, this polynomial <,(#) must
x x
<f>
o>
i>
">
x = xa _
assume the same values as does x m for x = x x = x l}
For, supposing that all the a s except a m and also R^(x) vanish,
m
reduces to a m $ in (x).
Hence the
f(x) reduces to a m x and
m
difference x
m (x) must be divisible by the product
,
</>(a:)
<f>
Pn (x) =
It follows that a
"
(x
The
made
error
m (x)=
n, if ra
in
- a^).
(x
a-i)
Pn Q m _ n (x~), where Q m _ n (x) is a poly

n and that x m
if m
n 1.
m (x) =
dx
dx
is
by Ja (x~)
replacing f f(x~)
evidently
<f>
nomial of degree
- XQ) (x -
<
>
<J>
<f>
^Mr
*"
j"
VH
7?
4
i=0
2,i
(
(
The terms which depend upon
xY i)\
1
1
ô
x
*i (x
\
\b
the coefficients
a1
-,
a n _ vanish
l
identically, and hence the error depends only, upon the coefficients
an +
a -2n-\ an(l the remainder R 2n (x ). But this remain
der is very small, in general, with respect to the coefficients
a n o-n +
a.2n _
Hence the chances are good for obtaining a
<*>
">
i>
1 ,
high degree of approximation if we can dispose of the quantities

x x lt
x n _ l in such a way that the terms which depend upon
,
,
a
>
an +
i>
>
a 2n-i a ^ so vanish
necessary and
s*b
/
Ja
identically.
sufficient that the
Jo.
this
purpose
it is
nb
f*\>
P n Q u dx,
For
n integrals
P^.dx,
-,
fc/a
* This is a
property of any function which is continuous in the interval
according to a theorem due to Weierstrass (see Chapter IX,
199).
(a,
IV,
102]
should vanish, where Q

already seen
the form
a polynomial of degree
is
88) that this condition
[<*-)
**.-;
We may
Pn =
0,
and these
assume that a
satisfied if
is
i.
we
We
take
have
Pn
of
<*-*)]-
take for x
It is therefore sufficient to
the equation
201
x i}
x n _ the n roots of
and b.
l
roots all lie between a
and
1,
since all other cases
be reduced to this by the substitution x = (b + ) /2 + 2 (b

a) /2.
In the special case the values of x x lf
_! are the roots of
-,
may
The values of these roots and the

polynomial Xn
values of K for the formula (36), up to n = 5, are to be found to
seven and eight places of decimals in Bertrand s Traite de Calcul
Legendre
integral (p. 342).

Thus the error in Gauss
method
C R*(x)dx
is
-"j^R^x,)
Jo,
*,
*^ a
where the functions ^ (x) are independent of the given integrand.

In order to obtain a limit of error it is sufficient to find a limit of
R^(x), that is, to know the degree of approximation with which
{
the function f(x) can be represented as a polynomial of degree

2n
1 in the interval (a, &).
But it is not necessary to know
this
polynomial
itself.
Another process for obtaining an approximate numerical value of

a given definite integral is to develop the function f(x) in series and
integrate the series term by term. We shall see later (Chapter VIII)
under what conditions this process is justifiable and the degree of
approximation which it gives.
102. Amsler s planimeter. A great many machines have been invented to
measure mechanically the area bounded by a closed plane curve.* One of the
most ingenious of these is Amsler s planimeter, whose theory affords an interest
ing application of line integrals.

Let us consider the areas AI and A* bounded by the curves described by two
points AI and A 2 of a rigid straight line which moves in a plane in any manner
arid finally returns to its original position.
A,
dinates of the points AI and

lar axes.
Let I be the distance
Let
(xi, 2/1)
and
(x 2 ,
y 2 ) be the coor
respectively, with respect to a set of rectangu
AiA 2
and
the angle which
A\A Z
makes with
description of these instruments is to be found in a work by Abdankla courbe integrate et ses applications (Gauthier-
Abakanowicx: Les integraphes,

Villars, 1886).
DEFINITE INTEGRALS
2U2
In order to define the motion of the line analytically,
the positive x axis.
102
[IV,
i, j/i,
and 6 must be supposed to be periodic functions of a certain variable parameter t

which resume the same values when t is increased by T. We have x 2 = %i + I cos 6,
= V\ + I si n an(l hence
2/2
+ PdO
yidx\
sintfdxi
I(cos0dyi
areas AI and A 2 of the curves described by the points A\ and

general conventions made above ( 96), have the following values
Az
The
AI
xidyi
A2
yidxi,
1
- r x 2 dy 2
we
Hence, integrating each side of the equation just found,

A2
AI -f
- CdO + -
fcos6dyi
y z dx 2
under the
obtain the equation
- s m0dx + f (xicosfl +
l
yis\n0)d0\
of the integrals correspond to the values t and t Q + T

is an integer which
evident that fd8 = 2Kn, where
On the other hand,
in which the straight line moves.
where the limits of each

of the variable
t.
the
It is
way
depends upon
integration by parts leads to the formulae
/
Xi cos 6 d0
f yi
But
Xi sin
01
y\ cos
sin
dx\
cos 9 dyi
have the same values for t

and y\ cos
tQ
and
to
T.
Heuce
may
the preceding equation
A2
d0
sin
Xi sin
AI
+ Knl2 +
CcosOdyi
si
Now let s be the length of the arc described by A i counted positive In a certain
sense from any fixed point as origin, and let a be the angle which the positive
Then we shall have
direction of the tangent makes with the positive x axis.
cos
where
sin 6 dxi
dyi
V is the angle
positive direction
(sin
cos
sin
which the positive direction
AÂ Z
cos a) ds
sin
V da
makes with the

The
of the tangent
of the straight line taken as in Trigonometry.
preceding equation, therefore, takes the form

A2
(38)
AI
+ Kxt2 + ifsinVds.
Similarly, the area of the curve described by

line is given by the formula
A3
(39)
A!
Kl
any third point
of the straight
+ fsiuVds,
I
where I is the distance AiA &

Eliminating the unknown quantity fsinVds
between these two equations, we find the formula
.
Aj
IA
(*
1)
AI
+ Kxll\l - Hi
IV,
102]

A! (23)
(40)
where
(ik)
in the
203
form
Ao (31 )
+ K* (12) (23) (31) =
A 3 (12)
denotes the distance between the points Ai and
taken with
its
A\A<L
Ak
(i,
of length (a
application of this formula, let us consider

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

2 with another rod (L4 2
rigid rod joined at
3 to which is attached a sharp pointer, is made to describe the curve whose area
The point A% then

sought.
describes an arc of a circle or
is
an entire circumference, accord

ing to the nature of the motion.
In any case the quantities A 2
,
I,
are
all
-K",
known, and the area
AS can be calculated
if
which
the in
to be
taken over the curve C\ described
by the point A\, can be evaluated.
This end A\ carries a graduated
tegral Jsin Vds,
is
f\ **
FIG. 20
circular cylinder whose axis coin

cides with the axis of the rod
AiA 3 and which can turn about this axis.

Let us consider a small displacement of the rod which carries AiA 2 A 3 into
the position AiA Âz.
Let Q be the intersection of these straight lines. About
Q
along
its
draw the
Ai a and drop the perpendicular A{P from

imagine the motion of the rod to consist of a sliding
own direction until AI comes to or, followed by a rotation about Q which
as center
AI upon
AiA 2
circular arc
We may
In the first part of this process the cylinder would slide, with
brings a to A{.
out turning, along one of its generators.
In the second part the rotation of
the cylinder is measured by the arc aA{.
The two ratios aA\/A{P and
A{P/axcAiA{ approach
zero.
Hence ccA{
and sinF, respectively, as the arc A[A\ approaches

+ e), where e approaches zero with As. It follows
As (sinF
that the total rotation of the cylinder

SAs(sinF + e), that is, to the integral
this rotation is sufficient for the
is
proportional to the limit of the sum

Hence the measurement of
JsinFds.
determination of the given area.
DEFINITE INTEGRALS
204
[IV, Exs.
EXERCISES
1. Show that the sum 1/n + l/(n + !) +
+ l/2n approaches log 2 as n
l
[Show that this sum approaches the definite integral fQ [1/(1 + x)]dx as its
limit.]
2.
As
in the
preceding exercise, find the limits of each of the sums
n2 +
-5-
n2 +
..-
n2
(n
I)
Vn2 - 1
Vn2 -
by connecting them with certain

the
22
Vn* -
22
(n
I)
In general, the limit of
definite integrals.
sum
as n becomes infinite, is equal to a certain definite integral whenever

1 in i and n.
a homogeneous function of degree
Show
3.
"
that
the
value
of
the
definite
integral
/2
<f>(i,
n)
log sin x dx
-(jr/2)log2.
[This
may
be proved by starting with the

.
sm
it
2*
or else
(n
sm
sin
trigonometric formula
\)it
^
known
2"-
by use of the following almost self-evident
equalities
JT
/I,
log sin x dx
By
log cos x dx
/o
4.
fy.
/sin2x\
log
/
_.
dx. ]
the aid of the preceding example evaluate the definite integral
tan x dx
2/
5.
Show
that the value of the definite integral

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

/ITT
I
Jo
log (1
2a
cos x
+ a2
dx
[POISSOK.]
is
is
EXERCISES
IV, Exs.]
205
[Dividing the interval from to it into n equal parts and applying a well-known
formula of trigonometry, we are led to seek the limit of the expression
ra
?r
-log
n
La
2n_!
n becomes
as
a2
>
1, it is 7t
Show
1.
If
infinite.
log
a2
between
lies
Compare
and
1,
this limit is zero.
If
140.]
that the value of the definite integral
sinxdx
/ Vl
2or cos
J/o
o
where a
is
positive, is 2
Show
15*.
if
<
1,
and
is
2/a
if
+ a2
a
>
1.
that a necessary and sufficient condition that /(x) should be inte-
grable in an interval (a, b) is that, corresponding to any preassigned

a subdivision of the interval can be found such that the difference S
corresponding sums
Let/(x) and
S and
than
s is less
number
e,
the
s of
e.
be two functions which are continuous in the interval (a, 6),

be a method of subdivision of that interval.
If ,, 77.
are any two values of x in the interval (x,-_i, x,-), the sum 2/(,-) (?;,) (x,
x,-_i)
dx as its limit.
approaches the definite integral f^f(x)
9.
and
<j>(x)
let (a, Xi, Xj,
b)
<f>
<t>(x)
10. Let/(x) be a function which is continuous and positive in the interval (a,
that the product of the two definite integrals
b).
Show
/>*
is
minimum when
Xi.
where
c
is
a constant.
Let the symbol I* denote the index of a function

Show that the following formula holds:
1
11.
and
the function
f/l>
=+
if
and
if
/(x
/(x )
[Apply the last
tions /(x)
and
>
and
/(Xi)
<
0, e
=-1
if
f(x
/(Xi) have the same sign.

formula in the second paragraph of
<
77)
and
between
f(xi)
>
0,
and
77 to each of the func
l//(x).]
12*. Let U and V be two polynomials of degree n and n

1, respectively,
which are prime to each other. Show that the index of the rational fraction
V/U between the limits oo and -f oo is equal to the difference between the
number of imaginary roots of the equation U + iV = in which the coefficient
of i is positive and the number in which the coefficient of i is negative.
[HERMITE, Bulletin de
la Socidte
13*. Derive the second theorem of the

parts.
matMmatique, Vol. VII,
mean
for integrals
p. 128.]
by integration by
DEFINITE INTEGRALS
206
[Let/(x) and
b) and the
be two functions each of which
<f>(x)
[IV, Exs.
is
continuous in the inter
which, /(x), constantly increases (or decreases) and

has a continuous derivative.
Introducing the auxiliary function
val (a,
first of
*(z)
and integrating by
parts,
f /(x)
va
Since /
we
=
Ja
f*<t>(x)dx
find the equation
= f(b) *(&) - f /
va
dx
</>(x)
always has the same sign,
(x)
of the
mean
14.
Show
for integrals to the
new
it
(x)
*(x) dx
only remains to apply the
first
theorem
integral.]
directly that the definite integral
ydx extended over a
fxdy
closed contour goes over into an integral of the same form when the axes are
replaced by any other set of rectangular axes which have the same aspect.
15.
Given the formula

/**
cos Xx dx
Ja
(sin
\b
sin Xa) ,
evaluate the integrals

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

Si
17.
Show
ps
qs
that corresponding arcs of the
tf(t)
- f(t)
+t
(t),
two curves
x
=V
(t)
have the same length whatever be the functions /(f) and
From
a point
of a plane let us
n given curves Ci, C*2,
Cn which lie
distance
The locus of the points
= holds between the n
In)
F(li, k)
18.
MP
- f(t)
-*
()
<f>(t).
draw the normals -MPi,

in the same plane, and
MPn
to
k be the
M, for which a relation of the form
distances
is a curve T.
If lengths
let
Z,-,
proportional to cF/dli be laid off upon the lines MP^ respectively, according to
a definite convention as to sign, show that the resultant of these n vectors gives
the direction of the normal to F at the point M. Generalize the theorem for
surfaces in space.
that the
C be any closed curve, and let us select two points p and p upon the
C at a point TO, on either side of TO, making mp = mp
Supposing
distance mp varies according to any arbitrary law as TO describes the
curve
show that
19.
Let
tangent to
(7,
the points p and p describe curves of equal area.

mp is constant.
the special case where
Discuss
EXERCISES
IV, Exs.]
207
any closed convex curve, let us draw a parallel curve by laying oft
I upon the normals to the
Show that the area
given curve.
between the two curves is equal to
it I2 + s, where s is the
length of the given
20. Given
a constant length
curve.
21. Let C be any closed curve.

Show that the locus of the points A, for
which the corresponding pedal has a constant area, is a circle whose center is
fixed.
[Take the equation of the curve
x cos
form
in the tangential
= /().]
y sin t
22. Let C be any closed curve, C\ its pedal with respect to a point A, and C 2
the locus of the foot of a perpendicular let fall from
upon a normal to C.
Show that the areas of these three curves satisfy the relation A = AI
A2
and u are the polar coordinates of a point

on d, the coordinates of the corresponding point of C2 are p and u + n/2, and
2
those of the corresponding point of C are r = Vp 2 +
and = w + arc tan p /p.]
[By a property of the pedal
36),
if
p"
23. If a curve
is
rigidly
Show
<p
without slipping on a straight line, every point A which

C describes a curve which is called a roulette.
rolls
connected to the curve
that the area between an arc of the roulette and
its
base
is
twice the area
of the corresponding portion of the pedal of the point

with respect to C. Also
show that the length of an arc of the roulette is equal to the length of the corre
sponding arc of the pedal.
ro
[SXEINEK.]
and
be the coordi
[In order to prove these theorems analytically, let
nates of the point
with respect to a moving system of axes formed of the
OM
on C. Let s be the length of the arc

tangent and normal at a point
counted from a fixed point
on C, and let w be the angle between the tangents
at
and M. First establish the formulae
and then deduce the theorems from them.]

24*.
The error made
in
Gauss method of quadrature may be expressed in
the form
/(2n
1
where
lies
between
>()
2n
2
1
2n +
and +1.
Ll
1.2..3...
.
2
,,
(2n
71
.-,
-ft
1)J
100
.,
[MANSION, Comptes renews, 1886.]
CHAPTER V
INDEFINITE INTEGRALS
We
shall review in this chapter the general classes of elemen

functions
whose integrals can be expressed in terms of ele
tary
functions.
Under the term elementary functions we shall
mentary
include the rational and irrational algebraic functions, the exponen
tial
function and the logarithm, the trigonometric functions and

and all those functions which can be formed by a
their inverses,
finite
number
When
of combinations of those already named.
the
indefinite integral of a function f(x) cannot be expressed in terms

of these functions, it constitutes a new transcendental function.
The study
is
of these transcendental functions
and
their classification
one of the most important problems of the Integral Calculus.
I.
INTEGRATION OF RATIONAL FUNCTIONS
103. General method.
Every rational function
/(a:) is
an integral function E(x) and a rational fraction

P(x) is prime to and of less degree than Q(#).
imaginary roots of the equation

be decomposed into a
other of the two types
tion
may
A
1
(cc-a)"
The
fractions of the
Q(x~)
sum
sum
the
of
where
P(x~)/Q(x"),
If the real and
be known, the rational frac
of simple fractions of one or the
MX + N
- a) +
[(x
2
/3
type correspond to the real roots, those

of the second type to pairs of imaginary roots.
The integral of
the integral function E(x) can be written down at once.
The inte
first
grals of the fractions of the first type are given
Adx
(x-a)
A dx
x
by the formulae
A
>
(m-l)(a;-a)
=A
log (x
a),
if
m=
For the sake of simplicity we have omitted the arbitrary constant C,

which belongs on the right-hand side. It merely remains to examine
208
V,
RATIONAL FLECTIONS
103]
209
the simple fractions which arise from pairs of imaginary roots.

In order to simplify the corresponding integrals, let us make the
substitution
The
-\-
dx
fit,
ftdt.
integral in question then becomes
MX +
[(x
a)*
L-
CMa + N+MQt
0*- J
and there remain two kinds of integrals
J
Since tdt
grals
is
tdt
is
given,
(i
>
1,
dt
(i
+
+
a
)"
_ __
t
the
first
of these inte
by the formula
i
1,
/?
by the formula
tdt
The only
half the differential of 1

if
J
or, if
tat
(1+
integrals
which remain are those
of the type
dt
J
If
= 1,
the value of this integral

dt
1
If
is
arc tan
is
x
arc tan
t*
greater than unity, the calculation of the integral
may
be
reduced to the calculation of an integral of the same form, in which

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

,
2n
o
2n
3
O *n-l
2
t
I
-!)(! +
2 (n
2
)"~
Repeated applications of this formula finally lead to the integral

arc tan t.
Retracing our steps, we find the formula
(2n
where
72
()
3) (2n
5)
which
a rational function of
is
We will merely
the numerator
observe that the denominator
easily calculated.
2
1
and that
(1
is
is
)"~
of degree less than 2n

2 (see
97, p. 192).
It follows that the integral of a rational function consists of
is
terms which are themselves rational, and transcendental terms of

one of the following forms
:
log (SB
log [(x
a),
a)
arc tan
/8 ],
y _
-
f-f
Let us consider, for example, the integral /[l/(# 4

The
1)] dx.
denominator has two real roots -f 1 and
and
two
1,
imaginary
roots
+i
and
We may
i.
1
x*
~
1
therefore write
x-l
Cx
7)
In order to determine A, multiply both sides by x

1 and then set
x = 1. This gives A = 1/4, and similarly B =
The iden
1/4.
assumed
written
in
form
therefore
be
the
tity
may
r.r
or,
+D
simplifying the left-hand side,
D
~_ Cx + 2
-1
It follows that
C=
2(1 + x
and 7) =
1
T"
*^
1/2, and
we
\
-Ly
"I
!/
.^ / V
Trl*^
^^ 11/
*/
1-.-
(x
1\
( nr*
\
which gives
rfa;
have, finally,
1
A / ~t
V
t
-L
\
1^
^
/
V,
RATIONAL FUNCTIONS
104]
211
The preceding method, though absolutely general, is not

The work may often be shortened by using
the
simplest.
always
device.
Let
us consider, for example, the integral
a suitable
Note.
dx
1)"
If
>
1,
we may
either break
tions byliieans of the roots

formula similar to that for
make
the substitution x
up the integrand into partial frac

and
1, or we may use a reduction
But the most elegant method is to
which gives
)/(!
2),
+1
/.
(1 -f
4*
dx
(I-*)
(!-*)
/7
(*
=
1)-
2dz
/"*
/1
~\2
rf*
"
4"-
2n
2
by the binomial theorem, it only remains
Developing (1
z)
to integrate terms of the form Az* where \L may be positive or
t
negative.
104. Hermite s method.
We
have heretofore supposed that the
fraction to be integrated was broken up into partial fractions, which

presumes a knowledge of the roots of the denominator. The fol
lowing method, due to Hermite, enables us to find the algebraic

part of the integral without knowing these roots, and it involves
only elementary operations, that
is
to say, additions, multiplications,
and divisions of polynomials.

Let f(x)/F(x) be the rational fraction which is to be integrated.
We may assume that f(x) and F(x) are prime to each other, and
we may
suppose, according to the theory of equal roots, that the

polynomial F(x) is written in the form
X l} A 2
A ^ are polynomials none of which have multiple
and no two of which have any common factor. We may now
break up the given fraction into partial fractions whose denomina
X pp
tors are X lt X\,
where
roots
X*
X\
where
est
^4, is
common
a polynomial prime to X
For, by the theory of high
divisor, if X and Y are any two polynomials which are
t
212
prime
and
to each other,
nomials
that
BX + AY= Z.
X = X Y = X\ Xpp and Z =/(*).
lt
Then
this identity
+ AX\--.Xl=f(x),
BXi
or,
104
any third polynomial, two other poly
A and B may always be found such
Let us set
becomes
[v,
dividing by F(x),
from the preceding identity that if f(x) is prime to

X*.
prime to X 1 and B is prime to X\
F(x~),
Kepeating the
the
fraction
process upon
It also follows
is
B
and so on, we
finally reach the
It is therefore sufficient to
form given above.
show how
to obtain the rational part
of an integral of the form
/A
dx
~"
where
is
<(.x)
a polynomial which
prime to
is
by the theorem mentioned above,

and C such that
we can
derivative. Then,
two polynomials B
its
find
and hence the preceding integral may be written
f A_dx_ C
J
~J
B<}>+
4>*
If
is
in the
form
C $dx
fBdx
r
1+
~~J
J
T(V
#>"-
greater than unity, taking
u=C,
and integrating by
parts,
C c 4Sdx =
J
4?
we
get
(n-\}r~
C C
n-lj
fi-"
whence, substituting in the preceding equation, we find the formula
C A dx
~( W
-1)^"-
C A^dx
1+ J -&=*
V,
RATIONAL FUNCTIONS
104]
where A!
is
2, we may apply the same

the process may always be
in the denominator is equal to
a new polynomial.
process to the
new
If n
and so on
integral,
213
>
continued until the exponent of

and we shall then have an expression of the form
<
one,
A dx
*(*>
where R(x)
C \Ldx
a rational function of x, and ^ is a polynomial whose

but which
may always suppose to be less than that of
is
degree we
is not necessarily prime to
To integrate the latter form we must
know the roots of
but the evaluation of this integral will intro
<f>,
<.
<,
duce no new rational terms, for the decomposition of the fraction

leads only to terms of the two types
\[//<f>
Mx + N
x-a
2
(z-a) +
2
/3
each of which has an integral which is a transcendental function.

This method enables us, in particular, to determine whether the
integral of a given rational function
The necessary and
is itself
a rational function.
should be true
sufficient condition that this
that each of the polynomials like ^ should vanish

has been carried out as far as possible.
It will
for
is
be noticed that the method used
when
formula
Let us now
in obtaining the reduction
essentially only a special case of the preceding
method.
consider the more general integral
+ 2Bx +
(Ax*
From
C)
the identity
A(Ax* + 2Bx + C)- (Ax +

it is
evident that
C
J (Ax* +
we may
=
C)
A
AC -
Integrating the last integral by parts,

-f
B)
(Ax*
= AC-
dx
B* J (Ax*
2Bx +
AC-B*J
-SJ
(Ax
\
B*
write
**
2Bx +
B)
Ax + B
Tt
+ 2Bx
+
i
C\
y^v
C)
we
n
..
dx
+ B)
(Ax
^
1
C)"-
+ B)dx
+ 2Bx + C)
(Ax
(Ax*
find
Ax + B
=
2(n-
2n-2J
(Ax*
is
the process
+ 2Bx +
C)
214
whence the preceding
relation
[V,
104
becomes
Ax + B
(Ax*
+ 2Bx +
2(n- \)(AC -
C)
2n-3
-
2n
/*
AC -
+ 2Bx
B*)(Ax*
2
Ax
(4z*
C]
Continuing the same process, we are led eventually to the integral
dx
Îx 2
which
is
a logarithm
B2 -
if
+ 2Bx + C
and an arctangent
AC>0,
As another example, consider the
C 5x + 3x J (x + 3x+
3
From
B2 -
1)
AC<0.
dx.
,
the identity
5x 3
it is
if
integral
we may
evident that
+ 3x
3x +
+
(x
/5x
8
Integrating the
first
6x(x
1)
dx
l)3
6x(x 2
(x
I)
whence the value of the given

5x 8
l)
=J ^^3x +
i)tfg
3X
3x
write
integral on the right by
6 ( g8
Cx
J (X
3x
(X
integral
3x
3X
is
-dx
-J
we
parts,
-x
=
~
3
dX
l)*
+
1)2
dx
(xM+
find
OX
dx
(x
(
3x
1)2
seen to be
Note. In applying Hermite s method it becomes

necessary to solve the fol
lowing problem given three polynomials A, B, C, of degrees m, n, p,
respectively,
two of which, A and B, are prime to each
other, find two other polynomials u and v
such that the relation Au + Bv = C is
:
identically satisfied.
In order to determine two

polynomials u and v of the least possible degree
which solve the problem, let us first
suppose that p is at most equal to m +
1.
Then we may take for u and v two
polynomials of degrees n - I and m - 1,
The
respectively.
+ n unknown coefficients are then given by the system of
n-
m+
linear
non-homogeneous equations found by equating the
For the determinant of these equations cannot

vanish, since,
find two polynomials u and v of
degrees n - 1 and m - 1 or
the identity Au + Bv = 0, and this can be true
only when
common
If the
if it
coefficients.
did,
we could
which satisfy
and B have a
less
factor.
degree of
is
and obtain a remainder
m + n, we may divide C by AB
m + n. Then C = A BQ + C
equal to or greater than

whose degree is less than
C"
and, making the substitution u - BQ = MI, the relation Au

C
Aui + Bv
This is a problem under the first case.
.
+ Bv = C reduces
to
V,
RATIONAL FUNCTIONS
105]
105. Integrals of the type
/R(x, Âx?
integrals of rational functions

grals of irrational functions.
is
it
We
2Bx
215
c) dx.
After the
natural to consider the inte
commence with the
shall
case in
a rational function of x and the square root

of a polynomial of the second degree. In this case a simple substitu
tion eliminates the radical and reduces the integral to the preceding
which the integrand
is
This substitution
case.
the radical
is
self-evident in case the expression under

b.
If we set ax
ax
b
t*,
+ =
of the first degree, say
is
the integral becomes
âx^b]dx =
Cll(x,
J/V\
t]
>
and the integrand of the transformed integral is a rational function.

If the expression under the radical is of the second degree and
has two real roots a and b, we may write
A(x-a)(x-b) = (x-b)
and the substitution

x
or
= Aa - bt
A t*
2
>
actually removes the radical.

If the expression under the radical sign has imaginary roots, the
above process would introduce imaginaries. In order to get to the
bottom of the matter,
Then x and y
equation
y denote the radical
let
Âx
-f
2Bx
are the coordinates of a point of the curve
C.
whose
is
2
(1)
= Ax +
2
2Bx
C,
and
it is evident that the whole

problem amounts to expressing the
coordinates of a point upon a conic by means of rational functions
of a parameter.
It can be seen geometrically that this is possible.
For,
if
a secant
J3
t(x
a)
be drawn through any point (a, /3) on the conic, the coordinates of
the second point of intersection of the secant with the conic are
given by equations of the
functions of t.
If the trinomial
cient
A must be
Ax 2
first
degree,
+ 2Bx + C
and are therefore rational
has imaginary roots, the coeffi

not, the trinomial will be
positive, for if it is
negative for all real values of x.
In this case the conic (1)
is
an
216
hyperbola.
[V,
105
straight line parallel to one of the asymptotes of
this hyperbola,
= x Vyi + t,
cuts the hyperbola in a point whose coordinates are
2B
r~
t*
2t
t*
2B
an ellipse, and the trinomial A x 2 + 2Bx + C

must have two real roots a and b, or else the trinomial is negative
If
<
0,
the conic
is
The change
for all real values of x.
cisely that
moving secant
As an example
let
bola in
Making
= x + k is an hyperbola, and the straight line

which
is
t,
parallel to one of the asymptotes, cuts the hyper
a point whose coordinates are
2
auxiliary conic if
+y=
a)
+ k) Vz + k
The
t(x
us take the integral
(x
of variable given above is pre

this conic by the
which we should obtain by cutting
the substitution indicated by these equations,
_=
dt ft*
~
C dx _
k\
4tdt
find
7~
we
or, returning to the variable x,
dx
where the right-hand side

In general,
if
AC
is
Vcc 2
is
(Ax
2Bx
determined save for a constant term
not zero, we have the formula
Ax + B
Ix
2
+ Cy
B VAx 2 + 2Bx + C
AC
In some cases it is easier to evaluate the integral directly without

removing the radical. Consider, for example, the integral
dx
2Bx
+C
V,
RATIONAL FUNCTIONS
105]
ff the coefficient
is
positive, the integral
_ C
J Â*x + 2ABx + AC J
=
setting Ax + B
r
^/Adx
or
217
be written
may
VJdx
+ ) + AC 2
B*
t,
dt
ÂJ
-VA
B*
t-AC
Returning to the variable
dx
x,
we have
the formula
f 2Bx
+C
2
If the coefficient of x
+A
Ax*
negative, the integral
is
may
+ 2Bx
be written in
the form
/7
/*
doc
B 2 - (Ax - BY
V- Ax + 2Bx + C J VJ
2
The quantity A C
+B
is
Hence, making the
necessarily positive.
substitution
Ax - B =
+B
^/A C
2
,
the given integral becomes
r dt
V.4
I J Vl Hence the formula
I
t
V.4
in this case is
dx
V- Ax +
Ax
=
2Bx
-^=
1
show that the argument of the arcsine varies from
x
the
two
of
varies
between
roots
the
trinomial.
+
In the intermediate case when ^4=0 and B
0, the integral is
It is easy to
to
arc sin
1 as
algebraic
f
J
Integrals of the type
dx
- a) V^x +
(x
2
2Bx
+C
218
[V,
reduce to the preceding type by means of the substitution x

We find, in fact, the formula
dx
a) -^/Ax*
(x
2Bx
100
= a -f 1/y.
dy
where
A!
= Aa + 2Ba +
B = Aa +
C,
B,
It should be noticed that this integral is algebraic if and only if

the quantity a is a root of the trinomial under the radical.
Let us now consider the integrals of the type f Va: 2
A dx. Inte
grating by parts,
we
rVa;"
On
find
+ A dx = x Va: + A
2
hand we have
the other
fx
I.
= C Va;
dx
Va: 2
=
From
these two relations
Va: 2
it is
-f
A dx
-\-Adx-A
C
J/
+ A7
Adx
-
Va; 2
log (x
Va: 2
+ A)
easy to obtain the formulae
(2)
r
I
+ A + - log
(or
Va: 2
^),
2
*
The following formulae may be derived
in like
manner:
x*dx
(5)
arc sin
106. Area of the hyperbola. The preceding integrals occur in the evaluation
of the area of a sector of an ellipse or an hyperbola.
example, the hyperbola
V,
106]
and
let
axis,
RATIONAL FUNCTIONS
AMP
us try to find the area of a segment

bounded by the arc AM, the
This area is equal to the definite integral
and the ordinate MP.
a
that
is,
by the formula
MP = y =
(6/a)
Vx 2
a2 dx
(2),
a2
But
219
Vx 2
a2 log (?-
a 2 and the term (b/2a) x

,
area of the triangle OMP.

Hence the area
the arc
and the radii vectores OA
Vx 2
a2
of the sector
AM
and OM,
S=
is
precisely the
0AM, bounded
by
is
1 e*
/x
loj
+ Vx 2 -
a2\
I
= -1 oft log ( -x
.
\a
This formula enables us to express

the coordinates x and y of a, point
of the hyperbola in terms of the area S.
In fact, from the above and from the
equation of the hyperbola,

show that
it is
easy to
FIG. 21
(e"
The functions which occur on the right-hand

and sine :
h
b
side are called the hyperbolic
cosine
cosh x
e*
e~ x
sinh x
The above equations may

x
therefore be written in the form
a cosh
2S
ab
,
b
sinh
ab
These hyperbolic functions possess properties

analogous to those of the trigo
nometric functions.* It is easy to deduce, for instance, the
following formulae
x =
= cosh x cosh y +
= sinh x cosh y +
cosh 2 x
cosh
(x
sinh (x
*
is to
+
+
y)
y)
sinh 2
1,
sinh x sinh y,
sinh y cosh
x.
table of the logarithms of these functions for

positive values of the argument
be found in HoueTs Recueil desformules
numeriques.
220
may be shown
may be expressed
It
[V,
107
manner that the coordinates of a point on an ellipse

terms of the area of the corresponding sector, as follows
in like
in
a cos
2S
y
ab
2S
b sin
ao
In the case of a circle of unit radius, and in the case of an equilateral hyperbola
whose semiaxis is one, these formulae become, respectively,
x
z
=
=
cos2S,
cosh2S,
= sin2-S;
= sinh2/S.
7/
evident that the hyperbolic functions bear the same relations to the equi
lateral hyperbola as do the trigonometric functions to the circle.
It is
107. Rectification of the parabola. Let us try to find the length of the arc of
= x 2 between the vertex
and any point M. The general
a parabola 2py
formula gives
d
pj7w^y
*
Jo
or,
applying the formula
The algebraic term in this result is precisely

for we know that OT = x/2, and hence
we draw
(2),
2p
If
r^sv
x2
x*
x2
4p*
the straight line connecting
T to
the length
x 2 (x 2
-4-
4p
MT
of the tangent,
v^)
the focus F, the angle
MTF will
be a right angle.
have
Hence we
FT
n2
a-2
H.J
=I
whence we may deduce a
curi
ous property of the parabola.

Suppose that the parabola
rolls without slipping on the x
"
FIG. 22
7""
axis, and let us try to find the

locus of the focus, which is sup
posed rigidly connected to the
parabola. When the parabola

= arc OM. The point T has come into a
to the x axis,
tangent at
T = 3/T, and the focus F is at a point F which is
position T such that
is
found by laying
nates
X and
OM
off
Y of
T F = TF
the point
on a
line parallel to the
are then
axis.
The coordi
RATIONAL FUNCTIONS
V,108]
and the equation
tions.
From
the
221
by eliminating x between these two equa
of the locus is given

first we find
x
to
+ Vx 2 + p 2 = pe P
which we may add the equation
Vx2 +
x
since the product of the
two equations, we find
two left-hand
and the desired equation of the locus
sides
pe
j>
is
equal to
p*.
Subtracting these
is
This curve, which

is
somewhat
is called the catenary, is quite easy to construct.

similar to that of the parabola.
108. Unicursal curves.
Let us now consider,

Let
Its
form
in general, the inte
grals of algebraic functions.
F(x, y)
(6)
be the equation of an algebraic curve, and let R(x, y) be a rational

function of x and y.
If we suppose y replaced by one of the roots
of the equation (6) in R(x, y), the result is a function of the single
variable x, and the integral
called an Abelian integral with respect to the curve

When
(6).
the given curve and the function R(x, y) are arbitrary these inte
grals are transcendental functions. But in the particular case where
is
is unicursal, i.e. when the coordinates of a

point on the
curve can be expressed as rational functions of a variable param
eter t, the Abelian integrals attached to the curve can be reduced at
the curve
once to integrals of rational functions.
For, let
be the equations of the curve in terms of the parameter

t as the new
independent variable, the integral becomes
R(x, y}dx
and the new integrand
is
evidently rational.
t.
Taking
222
shown
It is
in treatises on Analytic
[v,
108
Geometry* that every
uni-
cursal curve of degree n has (n

l)(n
conversely, that every curve of degree n
2)/2 double points, and,

which has this number of
double points is unicursal. I shall merely recall the process for

obtaining the expressions for the coordinates in terms of the param
Given a curve C B of degree n, which has 8 = (n

!)(.
2)/2
double points, let us pass a one-parameter family of curves of degree
3 ordinary points
2 through these 8 double points and through n
n
eter.
on Ca
These points actually determine such a family, for
1,
whereas (n
2)(n -(-l)/2 points are necessary to determine uniquely
2.
Let P(x, y) + tQ(x, ?/) =
be the equation
a curve of order n
of this family, where t is an arbitrary parameter. Each curve of the
family meets the curve
C n in
2) points, of
n(n
which a certain
num
3 ordinary points chosen

ber are independent of t, namely the n
above and the 8 double points, each of which counts as two points of
But we have
intersection.
- 3 + 28 = n - 3 + (ft -l)(n - 2) = n(n - 2) -1,

and there remains just one point of intersection which varies with t.
The coordinates of this point are the solutions of certain linear equa
tions whose coefficients are integral polynomials in t, and hence they
are themselves rational functions of
t.
Instead of the preceding
we
might have employed a family of curves of degree n 1 through the

3 ordinary points chosen at
(n
l)(w
2)/2 double points and 2n
Cn
pleasure on
If
is
degree
2)/2
(n
l)(w
therefore unicursal, as
2,
0,
every curve of the second

seen above.
If n = 3,
we have
the unicursal curves of the third degree

1,
l)(w
(n
2)/2
are those which have one double point.
Taking the double point
as origin, the equation of the cubic is of the
4>s
where
and
(x, y)
fa (x, y)
form
,
2 are homogeneous polynomials of the degree of their

tx through the double point meets the cubic
secant y
in a single variable point whose coordinates are
3
<
indices.
<
(!,
<MM)
*See,
e.g.,
Q
*i(M)
<&(!,
"
Niewenglowski, Cours de Geometric analytique, Vol.
II,
pp. 99-114.
V,
.RATIONAL FUNCTIONS
108]
223
A unicursal curve of the fourth degree has three double points.

In order to find the coordinates of a point on it, we should pass a
family of conies through the three double points and through another
point chosen at pleasure on the curve.
Every conic of this family
would meet the quartic
in just one point which varies with the

gives the abscissae of the points of
The equation which
parameter.
would reduce to an equation of the first

the
factors
degree
corresponding to the double points had
been removed, and would give x as a rational function of the
intersection, for instance,
when
We should proceed to find y in a similar manner.

parameter.
As an example let us consider the lemniscate
which has a double point at the origin and two others at the imagi
nary circular points. A circle through the origin tangent to one of
the branches of the lemniscate,
x*
- y}
t(x
meets the curve in a single variable point.

equations,
or,
we
Combining these two
find
dividing by x
y,
This last equation represents a straight line through the origin which
cuts the circle in a point not the origin,
a
_o
+ a
+ a*
3
*(<
t*
2
)
whose coordinates are
2
2
_ a t(t
t*
a2)
a<
These results may be obtained more easily by the following

process, which is at once applicable to any unicursal curve of the
fourth degree one of whose double points is known.
The secant
=
\x
cuts
the
in
lemniscate
two
whose
coordinates
are
y
points
The expression under the

by
cal.
radical is of the second degree.

Hence,
2
105, the substitution (1
A)
X)/(l
(a/t) removes the radi
It is easy to show that this substitution leads to the
expressions
just found.
224
[V,
109
Note. When a plane curve has singular points of higher order, it

can be shown that each of them is equivalent to a certain number of
In order that a curve be unicursal,
isolated double points.
it is suffi
cient that its singular points should be equivalent to (n

l)(n
2)/2
For example, a curve of order n which has
isolated double points.
1 is unicursal, for a secant through
a multiple point of order n
the multiple point meets the curve in only one variable point.
109. Integrals of binomial differentials.

in
ing types
R\_x, (ax
b)
\dx
where
a, a
,
a
,
xa \ xa
b, ~V
-f-
+ d)dx,
ex
-)dx,
",
and where the exponents

For the first type it is
denotes a rational function
are commensurable numbers.
a",
sufficient to set
+b=
R(X, ~vax
R(x
ax
the other integrals
Among
which the radicals can be removed may be mentioned the follow
ax
-f b
In the second type the substitution
leaves merely a square root of an expression of the

second degree, which can then be removed by a second substitution.
t*
Finally, in the third type we may set x

denominator of the fractions n-, a
,
three exponents m, n,
we may
common
Let us suppose that the

If p is an integer, the
differentials.
p
made
rational
just seen.
by means of the substitution
In order to discover further cases
x (ax n
The transformed
are commensurable.
dx
is
consider a class of
of integrability, let us try the substitution ax n
form
which are called binomial

expression may be
x = t D as we have
D where
a",
In connection with the third type

differentials of the
integral
is
of the
same form
t.
This gives
+ by dx =
-H
|W^
naj
\ a /
the exponent which takes the place of p is (m

the integration can be performed if (m
l)/w
"
dt.
as the original,
+
is
1.
1) /n
an integer.
and
Hence
RATIONAL FUNCTIONS
V,109]
On
the other hand, the integral
whence
it is
may
225
clear that another case of integrability
l)/w = (m + l)/w + p
is
that in which
an integer. To sum up, the

np
(m
one of the three numbers
whenever
can
be
performed
integration
In no other case can the
is an integer.
(in
+p
2^
+l)/n, (m+V)/n
4-
by means of a finite number of elementary

n, and p are rational.
integral be expressed
functional symbols
In these cases it
is
when m,
is
convenient to reduce the integral to a simpler

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

/
tydt.
The
cases of integrability are those in which one of the three num

p q is an integer. If p is an integer and q r/s, we
bers p, q,
should set
l+t =
u*.
us
If q
Finally,
if
should set
an integer and p
r/s, we
+ q is an integer, the integral may be
is
written in the form
and the substitution 1 + t = tus where p

As an example consider the integral
r/s,
Here
is
m = 1,
an integrable
= 3, p = 1/3,
case.
Vl +
x 3 dx
and (m
3
Setting x
t,
removes the
+ l)/w + p = 1.
Hence
dt,
and a second substitution
+ =
t
radical.
tu 8 removes the radical.
this
226
II.
110.
ELLIPTIC
Reduction
of degree/?
AND HYPERELLIPTIC INTEGRALS
of integrals.
which
is
110
[V,
prime
Let P(x) be an integral polynomial
The
to its derivative.
integral
where R denotes a rational function of x and the radical y
Vp(ce),
cannot be expressed in terms of elementary functions, in general,

when p is greater than 2. Such integrals, which are particular
cases of general Abelian integrals, can be split up into portions which
and logarithmic functions and a certain number
result in algebraic
which give rise to new transcendental functions

which cannot be expressed by means of a finite number of elemen
of other integrals
We
tary functional symbols.

proceed to consider this reduction.
The rational function R(x, y) is the quotient of two integral
polynomials in x and y. Replacing any even power of y, such as
2q
9
g+ l
q
y
by [P(V)] and any odd power, such as y*
by y [_P(x)~] we
may evidently suppose the numerator and denominator of this frac
>
>
tion to be of the first degree in y,
A
in
R(x,
J)
v
+ By
+ Dy
>
where A, B, C, D are integral polynomials

numerator and the denominator each by C
by P(x), we may write this in the form
R(x, y}
Multiplying the
2
Dy, and replacing y
in x.
--
are polynomials.
The integral is now broken
of
which
the
first
up
parts,
JF/K dx is the integral of a
rational function.
For this reason we shall consider only the second
where
F, G,
into
integral
and
two
fOy/K dx, which may
also be written in the
form
fpft
where
M and N are
integral polynomials in
M/N
sum
of partial fractions
may
x.
The
rational frac
be decomposed into an integral part E(x) and a
tion
V,lio]
ELLIPTIC
227
where each of the polynomials A is prime to its derivative.

shall therefore have to consider two types of integrals,
,-
/xV
If the degree of P(x)
in terms of the first p
Adx
dx
Ym may be expressed
Yp _ 2 and certain
p, all the integrals

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

the
two cases where
is or is not prime to P(x)>
guish
1) If X is prime to P(x), the integral Z n reduces

an algebraic term, a number of integrals of the type
the
to
sum of
Yk and a new
,
integral
B dx
f-X V P(x)
where
is
a polynomial whose degree
is less
than that of X.
and also to P(ar), X n is prime

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

1
f I
~\./ T-)
tt
*3/
TT~"
**
(n
-I)*-
which gives
r^px dx =
X
(n-l)X
n~
rwp + pp*
-pV7>
n-lJ
2J"-
VP(a:)
The new integral obtained is of the same form as the first, except
is diminished by one.
that the exponent of
Repeating this
is
i.e. as long as the exponent of
as
often
as
possible,
process
of
the
form
a
result
obtain
we
than
finally
unity,
greater
VP
J .YVP
P(x)
Xn ~
where B, C, D are all polynomials, and where the degree of

always be supposed to be less than that of X.
B may
have a common divisor D, we shall have X = YD,

SD, where the polynomials D, S, and Y are all prime to each
Hence two polynomials X and
other.
may be found such that
n
in the form
written
be
=
the
and
A
XD +
integral may
2) If
and
P=
/u.
p.Y",
/Adx
jpVp
The
first
of the
new
C \dx
J r n Vp
J Dn
integrals
is
fidx
of the type just considered.
The
second integral,
D is a factor of P, reduces to the sum of an algebraic term

a
number of integrals of the type Y.
and
where
For, since
Dn
nomials A! and
prime to the product D S, we can find two poly

such that X^" -f piD S = /x. Hence we may write
is
//,!
C
J
Replacing
form
by DS,
dx_
n
>
let
= C\dx + Cr^
VP J VP
D"
VP
us write the second of these integrals in the
ELLIPTIC
V,110]
and then integrate
it
by
parts, taking
229
--11
-
which gives
r,
Cjidx^
D"VP
This
again a reduction formula but in this case, since the expo

even
1/2 is fractional, the reduction may be performed
is
nent n
occurs only to the first power in the denominator, and

an expression of the form
obtain
finally
when
p.dx
J D VP
n
where
H and K are
To sum up our
KVP
"fP
we
C Hdx
polynomials.
we
results,
see that the integral
M dx
can always be reduced to a sum of algebraic terms and a number of
integrals of the
two types
JO
///)
\JiJCi
VP
/rpftl
where
ra is less
derivative
and
"V
-**-\
/7 Tf
UJU
xVp
p 2, where X
and where the degree of
than or equal to
also to P,
is
prime
is less
to its
than
This reduction involves only the operations of addition,
that of X.
multiplication, and division of polynomials.

are known, each of the rational
If the roots of the equation
into
a sum of partial fractions of
can be broken
fractions
X=
X /X
up
the two forms
Bx + C
x-a
(x-af + p*
where A, B, and C are constants.
r
J (xx which reduce
to allow a to
dx
a
a)
VP(V>
to a single type,
have
This leads to the two new types
C
(Bx
J [_(xx - a) 2 +
we agree
sort are
this
of
Integrals
namely the
imaginary values.
2
/3
first
of these, if
230
[V,
called integrals of the third kind.

Integrals of the type
called integrals of the first kind when ra is less than p/2
110
Ym
are
1,
and
is equal to or greater
are called integrals of the second kind when
1.
than p/2,
Integrals of the first kind have a characteristic
they remain
property,
indefinitely,
when
finite
the
and also when the upper
89, 90); but the essential distinction
The
pointed out
Up
Note.
real distinction
later.
we have made no assumption about the

polynomial P(x). If p is an odd number, it may
to the present
of the
degree
is a root of
P(x)
between the integrals of
must be accepted provisionally at this

between them will be
the second and third kinds
time without proof.
upper limit increases
limit
always be increased by unity.

1
nomial of degree 2q
For, suppose that P(x)
is
a poly
Then
let
P(x)
A x*-
us set x
-f-
1/y,
A.x^-*
where a
.-.
+ A.
2q
_v
This
not a root of P(z).
is
gives
P(x)=P(a)
where P^
(y) is a
I
i
y
+ P (a)
+ I__Lii
p(2<,-l)( fl
...
P,((/\
fJ-134,
2
"
<
1)! y-
(2q
polynomial of degree
-i-j
i/
Hence we have
2q.
and any integral of a rational function of x and Vp(a-) is trans

formed into an integral of a rational function of y and \/P l (y).
Conversely, if the degree of the polynomial P(x) under the radi
cal is an even number 2q, it may be reduced by unity provided a
root of
-f-
P(x)
is
known.
For,
if
1/y.
where Pi(y)
is
a root of P(x),
let
us set
This gives
is
of degree 2y
(2?)!
1,
and we
shall have
Hence the integrand of the transformed integral will contain no

other radical than
V,
lllj
ELLIPTIC
AND IIYPERELLIPTIC INTEGRALS
111. Case of integration

of the
in algebraic
terms.
We have
just seen that
231
an integral
form
C R[X, VP(x)]dx
can always be reduced by means of elementary operations to the sum of an inte
gral of a rational fraction, an algebraic expression of the form G VP(x)/L, and
Since we can also
a number of integrals of the first, second, and third kinds.
find
by elementary operations the rational part of the integral of a rational

it is evident that the given integral can always be reduced to the form
fraction,
]dx = F[x, VP(xj] + T,

where
F is
a rational function of x and VP(x), and where
is
sum
of inte
being prime to its deriva

grals of the three kinds and an integral fXi /Xdx,
Liouville showed that if the given integral
tive and of higher degree than X\
.
integrable in algebraic terms,

fore have, identically,
is
it is
R[x, VP(x)~\
and hence
T=
should there
0.
Hence we can
discover by
whether a given integral

the
We
equal to F[x, VP(x)].
same process
is
means of multiplications and
divisions of polynomials
integrable in algebraic terms or not,
and
in case
it is,
gives the value of the integral.
112. Elliptic integrals.
If the
polynomial P(x)
is
of the second
degree, the integration of a rational function of x and P(x) can be

reduced, by the general process just studied, to the calculation of the
integrals
/dx
VP(z)
which we know how
The next simplest

is
dx
(x
to evaluate directly
a)VP(z)
(
105).
that of elliptic integrals, for which P(x)

of the third or fourth degree.
Either of these cases can be
case
is
reduced to the other, as we have seen just above.
Let P(x) be a
polynomial of the fourth degree whose coefficients are all real and
whose linear factors are all distinct.
proceed to show that
We
a real substitution can always be found which carries P(x~) into a

polynomial each of whose terms is of even degree.
Let a, b, c, d be the four roots of P(x). Then there exists an
involutory relation of the form

(7)
Lx
x"
+ M(x +
x")
+N=
0,
232
which
is satisfied
coefficients L,
by x
a,
which are evidently
-+-
Let a and
ft
112
For the
x"
0,
0,
we take
satisfied if
M = cd
d,
= d.
and by x = c,
the
two
relations
satisfy
b,
+ M(a + b) -f N
+ M(c + d) + N =
Lab
Led
x"
M, N need merely
[V,
N = ab (c + d)
ab ,
cd (a
be the two double points of this involution,
+ b).
i.e.
the
roots of the equation

Zt*
These roots will both be

(cd
that
ab)*-(a
+ 2ATw + N = 0.
real if
+b-c-
d) [ai
(c
d)
cd(a
J)]
>
0,
is, if
(a-c)(a-d)(b-c)(b-d)>Q.
(8)
The
roots of P(x) can always be arranged in such a way that this

If all four roots are real, we need merely
is satisfied.
condition
Then each factor in (8) is positive.

we should choose a and b as the real
two conjugate imaginary roots. Then the
choose a and b as the two largest.

If only two of the roots are real,
roots, and c and d as the

c and a
d are conjugate imaginary, and so are the
two factors a
c and b
d.
other two, b
Finally, if all four roots are imaginary,
we may take a and b as one pair and c and d as the other pair of
conjugate imaginary roots.
In this case also the factors in (8) are
It should also be noticed that these

conjugate imaginary by pairs.
real.
methods of selection make the corresponding values of L, M,
The equation (7) may now be written in the form
~_ +
(9}
If
we
set (x
a)/(x
4-
>
ft
ft~)
= y,
x "~ a
"
or x
(3
(ft//
1),
<*)/(y
we
find
where P\(y) is a new polynomial of the fourth degree with

coefficients whose roots are
a
a-p
It is
b-
ft
c-
ft
d-
ft
real
evident from (9) that these four roots satisfy the equation
V,
ELLIPTIC
112]
-fby pairs
of odd degree.
If the four roots
y"
shall

hence the polynomial
/ i(y) contains
233
no term
= c + d, we
b, c, d satisfy the equation a + b
one of the double points of the involution lies
Setting a
N/2M, the equation (7) takes the form
,
= 0, and
have L
at infinity.
+
x = a +y
a
x"
0,
in order to obtain a polynomial

and we need merely set
which contains no term of odd degree.
We may therefore suppose P(x) reduced to the canonical form
any elliptic integral, neglecting an algebraic term

and an integral of a rational function, may be reduced to the sum
of integrals of the forms
It follows that
dx
ÂtX*+AiX*+Ai
xdx
J ^/A^+AiXt+At
x*dx
J Â
x*+A
and integrals of the form

dx
/;(x
The
integral
dx
If we consider x, on the
the elliptic integral of the first kind.
inverse
function
of
this
other hand, as a
u,
function is called an
of
the
above
The
second
integrals reduces to an
elliptic function.
is
2
elementary integral by means of the substitution x
= u.
The
third
integral
x 2 dx
is
Legendre
integral of the second kind.
Finally,
we have the
identity
/dx
(x
The
a)Vp(x)
xdx
_ C
~J (x - a )VP(x)
2
dx
2
(x
integral
dx
2
(x
is
Legendre
/i)
VJ
x4
+ /Ijx + A.
integral of the third kind.
a2 ) VP(^)
234
These elliptic integrals were so named because they were

met with in the problem of rectifying the ellipse. Let
a cos
<f>
2
setting a
or,
Hence the
= dx + dy* = (a
b = e a
ds = a Vl
2
<f>
Then we
shall have
<
t>*
cos 2
2
<)
d<j>
integral
stitution cos
sin 2
first
b sin
be the coordinates of a point of an ellipse.

ds 2
113
[V,
<
t,
e cos
2
.
<
d<f>
which gives an arc of the

takes the form
ellipse, after the
sub
an ellipse is equal to the sum of an

and an integral of the second kind.
inte
It follows that the arc of
gral of the first kind
Again, consider the lemniscate defined by the equations

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

ds 2
Hence the
the
first
dx 2
dif
arc of the lemniscate
=-
is
~p
dt*.
Ct
given by an elliptic integral of
kind.*
It sometimes happens that an integral of the

where P(x) is a polynomial of the third or fourth
degree, can be expressed in terms of algebraic functions and a sum of a finite
number of logarithms of algebraic functions. Such integrals are called pseudo-
113. Pseudo-elliptic integrals.
form
f F[x, VP(x)]
elliptic.
dx,
This happens in the following general case.
(10)
Lx
x"
+ M(x +
x")
Let
N=0
an involutory
be
the
relation which establishes a correspondence between two pairs of

four roots of the quartic equation P(x) = 0. If the function f(x) be such that
the relation
(ID
is identically satisfied, the integral
Lx
/[/(x)/VP(x)] dx
is
pseudo-elliptic.
* This is a common
property of a whole class of curves discovered by Serret
(Cours de Calcul differentiel et integral, Vol. II, p. 264).
V,
ELLIPTIC
113]
Let
a and
235
As we have
p be the double points of the involution.

already
seen, the equation (10)
(12)
Let us
now make
x"
/3
the substitution (z
a)/(x
(a-^,
(l-y)
P)
P(2)
p)
dy
This gives
y.
^L,
(1-y)*
and consequently
dx
a polynomial of the fourth degree which contains no odd powers

the other hand, the rational fraction f(x) goes over into a
which satisfies the identity
For if
rational fraction
+
y) = 0.
where PI (y)
of y ( 112).
is
On
<p(y)
4>(y),
<(
two values of x correspond by means of (12), they are transformed into two
= 0. It is evident
which satisfy the equation y +
values of y, say y and
2
Hence
that
is of the form y^(y z ), where ^ is a rational function of y
the integral under discussion takes the form
y"
y" ,
4>(y)
and we need merely
set y 2
Thus the proposition
is
reduce it to an elementary integral.

merely remains actually to carry out
z in order to
proved, and
it
the reduction.
The theorem remains

provided that
we
true
when
think of one of
the polynomial P(x)

its
is
of the third degree,
The demonstration
roots as infinite.
is
exactly similar to the preceding.

If, for example, the equation P(x)
= is a reciprocal equation, one of the

= 1. Hence,
involutory relations which interchanges the roots by pairs is x
if f(x) be a rational function which satisfies the relation /(x) + /(1/x) = 0,
x"
the integral
l)/(z
(x
/[/()/ VP(x)] dx
1)
y,
z,
is
pseudo-elliptic,
performed
in order,
and the two substitutions

it into an elementary
transform
integral.
Again, suppose that P(x)
a polynomial of the third degree,
=
b = 0, c = 1, d = I/A; 2
There
which interchange these roots by pairs
Let us set a
tions
is
o>,
exist three involutory rela
l-Jk 2
Hence,
if
/(x) be a rational function
which
satisfies
x"
one of the identities
236
[V,
114
the integral
f(z)dx
Vx(lis
From
pseudo-elliptic.
this others
2 2 , the preceding integral
whence
it
may
For instance,
be derived.
if
we
set
becomes
new
follows that this
)(!
integral
is
also pseudo-elliptic
if
/(z
2
)
satisfies
one of the identities
The
first
III.
of these cases
was noticed by Euler.*
INTEGRATION OF TRANSCENDENTAL FUNCTIONS
114. Integration of rational functions of sin
known
x and
cos x.
It is well
and cos a? may be expressed rationally in terms

Hence this change of variable reduces an integral
that since
of tan ce/2
of the form
t.
sinx, cosxjdx
to the integral of a rational function of
= 2 arc tan
ax
2dt
-^
sin x
>
For we have
t.
2t
>
cos x
and the given integral becomes
where &(t)
is
For example,
a rational function.
C -dx = Cdt =
sin
J t
log
a;
hence
dx
/dx
sin
* See
Hermite
a;
log tan--
lithographed Cours, 4th ed., pp. 25-28.
= l-t
2
>
TRANSCENDENTAL FUNCTIONS
237
The integral f [I/cos x~]dx reduces to the preceding

substitution x
y, which gives
7r/2
by means of the
V,
114]
dx-
/dx
x\
-
ITT
=-
log tan
cos x
coscc
\4
ITT
x
-
\4
-+
log tan
2/
The preceding method has the advantage of generality, but it is

often possible to find a simpler substitution which is equally suc
cessful.
Thus, if the function /(sin x, cos x~) has the period IT, it is
a rational function of tana;, F(tan x). The substitution t&nx
t
therefore reduces the integral to the form
f F(tan x~) dx =
As an example
let
us consider the integral
dx
A
where A, B, C,
period
IT
cos"
cos 2 x
D are
-f-
we
t,
+ C sin
sin
Hence the given
+D
find
x cos x
>
-L ~~T~
The integrand evidently has the
any constants.
and, setting tan x
sin x cos
sin 2 x
~T~
integral becomes
J
The form
of the result will
of the denominator.
we
depend upon the nature of the roots

Taking certain three of the coefficients zero,
find the formulae
/dx
cos 2
r dx
=
-;
J sin x cos x
= tan:r,
dx
/;
When
R (cos x)
first
case
r-r-
log tan x,
COt X.
of the form
R(sm x) cos x, or of the form

of
variable
is apparent.
In the
proper change
should set sin x
t
in the second case, cos x
t.
the integrand
is
since, the
we
It is sometimes advantageous to
make
to simplify the integral before proceeding
For example,
let
first
with the general method.
us consider the integral
dx
a cos x
b sin
substitution in order
-f
238
114
[V,
where a, b, c are any three constants. If p is a positive number

and
an angle determined by the equations
<
= p cos
we
shall
= p sin
b
</>,
<f>,
have
= V/ a
-f-
cos
o>
a
7==
Va
+b
and the given integral may be written
/dx
p cos (x
where x
<f>
tan y/2
= y.
in the
_ C
J
-</>)+
p==
Va +
d>
>
62
form
dy
y
p cos
Let us now apply the general method, setting

Then
t.
sin
>
2dt
and the rest of the calculation presents no difficulty. Two different

2
2
2
2
c = a + b
forms will be found for the result, according as p 2
c
is
positive or negative.
The
integral
m cos x
"
n sin x + *p
dx
+ o sin x + c
For, let u = a cos x + b sin x +
preceding.
f
may
and
be reduced to the
let
us determine three constants
m cos x
is
-f
a cos x
-\-
sin
X,
7>
p.,
and
MI
c,
such that the equation
du
u.
\-
ax
The equations which determine these num
bers are
m = \a + p.b,
the
first
= Xb
p=
p,a,
two of which determine X and
/A.
The
\c
v,
three constants hav
ing been selected in this way, the given integral
may
be written in
the form
/du
Xt<
fi
Example. Let us try
dx
\x
-\-
u.
log u 4- v
a cos x
to evaluate the definite integral
dx
1
ecosx
where
|e|<l.
+ b sin x +
y,
115]
it first
Considering
as
an indefinite
dx
1
+ ecosx
integral,
we
find successively
dt
vT^J
e)V
by means of the successive substitutions tanx/2

Hence the indefinite integral is equal to
As x
varies
from
arc tan
\l
\i+
to x,
the arctangent varies

to ;r/V(l - e 2 ).
ll-e.
2
.
TIT^
V(l
from to
e)/(l
it/2.
+ (l-
239
f,
du
1
+ w2
= u V(l +
e)/(l
e).
x\
tan -
2/
+ e) tan x/2
increases from
Hence the given
to
definite integral
oo,
is
and
equal
There are also certain classes of integrals

which reduction formulae exist. For instance, the formula for
115. Reduction formulae.
for
the derivative of tan n
j-
whence we
(tan"-
be written
may
a;)
= (?i
-l)tan"-
x(l+
tan 2 a;),
find
~
ka,n"xdx
n-l
/tan"
x
--
C
tan"~
The exponent
of tan x in the integrand is diminished by two units.

Repeated applications of this formula lead to one or the other of
the two integrals
I
=x
dx
The analogous formula
C L/UU
J
II
tan x dx
<C
log cos x
for integrals of the type

1
c*r\i~ ** T*
fiw
W-i-C
^^
-
^
______
cot"-
n-l
r
I
I
r/-k r
i
CUu
/cot"
X fit*
(L3C
x dx
is
In general, consider the integral

sin m x cos n xdx,
and n are any positive or negative integers. When one of

these integers is odd it is best to use the change of variable given
above.
If, for instance, n
1, we should set sin x
t, which
2p
where
2 p
reduces the integral to the form />(!
t
) dt.
Let us, therefore, restrict ourselves to the case where
both even, that
is,
to integrals of the type
= f sin
si
J
"
a;
cos j "ccc?x,
and n are
240
*m,m
form
in the
sin 2m
xcos 2n xsmxdx.
2n
Taking cos z since dx as the differential of
an integration by parts gives
l/(2n
pQgZn-fl^
2m 1 C sm = -sin 2m - xr
sin
r+2ft + 1
2n+lJ
l
Lm
"*"
^ cos 2
2 (m
+1
a;,
ajcos*"aj(l-sin x)cte,
"
+1 a;
2m
-**
2n
I)]cos
form
in the
sin 2
7"
-f
116
[V,
+ n)
2 (m
ri)
-*-!,
This formula enables us to diminish the exponent m without alter

If m is negative, an analogous formula
ing the second exponent.
be obtained by solving the equation (A) with respect to /m _ lin
may
and replacing
m by
sin 1
m
~2
**..
? a;
cos 2n+1 a;
The following analogous
1-2WI
easily derived, enable
~1
2n
a;
^ m ,-i
2 (m
+ w)
2(m +
2
l2n
**,-
,-
^l-m,n
m+1 a;cos 1 ~ 8 *a;

_ sin
^-
sin 2m+1 a;cos 2n
which are
formulae,
us to reduce the exponent of cos a;
m + 1)
2 (n
1-2OT
(m
w)
+1
l2n
n)
j
-*,-+!*
Eepeated applications of these formulae reduce each of the num

m and n to zero. The only case in which we should be unable to
proceed is that in which we obtain an integral /TOiB where m + n = 0.
But such an integral is of one of the types for which reduction for
mulae were derived at the beginning of this article.
bers
116. Wallis formulae. There exist reduction formulae whether the exponents
and n are even or odd.
As an example let us try to evaluate the definite integral
n
Im =
Jo
where
is
a positive integer.
7T
2
|
Jo
An
m m xdx,
integration
by parts gives
E
7T
siu m
-1
xsinxtZx
[cosxsin-^]ô + (m
1)
Jo
sin m
-2
cos 2 xdx,
V,
117]
m ~ l x vanishes at both
whence, noting that cosz s\n
limits,
241
we
find the
formula
7T
Im
(m
1)
2
f sin- 2 x(l -
Repeated applications of
even, or to Ii
is
=1
m successively
replacing
-*a
or,
- -1
=m
Im
(13)
(m
--T05
this
if
by
T
-M
l)(/m _
/m),
formula
ivhich leads to the recurrent
if
sin 2 x)<Jx
Jo
is
formula reduce the given integral to IQ = it/2

In the former case, taking m = 2p and
odd.
2, 4, 6,
3
7
Im-2-
T
-*
we
2j>,
find
JT2p
*
>
P- 1
2n~
multiplying these equations together,
_
Similarly,
we
(2p
.
1)
5
2
2p
find the formula
12.P
+1
2p
(2j>
1)
curious result due to Wallis may be deduced from these formulae. It is

m + 1 x is less than
evident that the value of Im diminishes as
increases, for sin
sin m z.
and
if
Hence
we replace I2 p + ^2 P
new inequalities
i>
IS P
-I by their values from the formulae above,
we
find the
where we have
set, for brevity,
2244
1335
It is
evident that the ratio
nitely.
2p
2p
2
1
2p
2p
the limit one as
n/2Hp approaches
factors increases indefinitely.
increases indefi
of
product
p as the number
The law of formation of the successive factors is
It follows that 7T/2 is the limit of the
apparent.
117.
The
integral
/cos (ax
+ b) cos (a
+b
dx.
Let us consider
a product of any number of factors of the form cos (ax

b), where
a and b are constants, and where the same factor may occur several
times.
The formula
cos u cos
^+
cos (u
cos (u
v)
242
[V,
117
enables us to replace the product of two factors of this sort

by the
of two cosines of linear functions of x hence also the
product
of n factors by the sum of two
1 factors each.
products of n
sum
Kepeated applications of this formula

sum of the form 2 H cos (Ax
gral to a
If
immediately integrable.
/
sin
B}dx
+ B),
not zero,
is
cos (Ax -f
finally reduce the given inte
(Ax
each term of which
is
we have
4-
B}I
C,
J\.
when A = 0, /cos B dx = x cos B + C.

This transformation applies in the special case of
products of
the form
cos m a; sin n
while, in the particular case
ic,
where
and n are both positive
For this product
integers.
may
be written
and, applying the preceding process, we are led to a sum of sines and
cosines of multiples of the angle, each term of which is
immediately
integrable.
As an example
let
us try to calculate the area of the curve
which we may suppose given in the parametric form x = acos

0,
to 2-rr for the whole curve. The
y = b sin 0, where 6 varies from
formula for the area of a closed curve,
xdy
ydx,
i/(C)
gives
I
Jo
But we have the formula

2
(sin 6 cos 0)
Hence the area
= - sin
of the given curve
Sab
20
= - (1 -
cos
is
27r
[~
sin40~l
3-rrab
V,
117]
It is
now
easy to deduce the following formulae
243
C,
may be noticed in these formulae. The integrals

= f*
dx have the period 2?r
xdx
and
F(x)
f*sin.
n is even, these integrals
when
other
the
n
is
odd.
On
when
hand,
general law
n
cos"x
<J>(cc)
increase by a positive constant when x increases by 2?r.

dent a priori that these statements hold in general. For
r27r +
/-2Jr
F(x
2-Tr)
sin";rcfa;
Jo
It is evi
we have
a:
sin"
xdx,
Jz-rr
or
/o2ir
F( x
+ 27r) =
since sin x has the period 2?r.

2v
sin
sin n a;rfa;
F(x~)
x dx
is
If
is
it is
even,
a positive quantity.
integral vanishes, since sin (x
sin n
co?a;,
i/O
i/O
i/O
integral
/^2ir
r>x
sinn a;c?ic+
+ TT) =
If
evident that the

is
odd, the same
sin x.
Note. On account of the great variety of transformations appli

cable to trigonometric functions it is often convenient to introduce
them in the calculation of other integrals. Consider, for example,
this integral
the integral
Setting x
x*)*~\dx.
/[!/(!+
becomes f cos
= sin
</>
d<j>
<j>
C.
dx
which
is
ts,n<f>,
Hence, returning to the variable
the result already found in
105.
x,
244
The
118
[V,
wx dx.
Let us now consider an integral

R
where
/R(x)e" dx,
(x) is a rational function of x.
Let us suppose the function R(x) broken up, as we have done
several times, into a sum of the form
118.
integral
/R(x)e
x
of the form
where E(x), A l A 2
A p X 1}
Xp are polynomials, and X is
to
its
derivative.
The
prime
given integral is then equal to the
sum of the integral / E(x)e ax dx, which we learned to integrate in
85 by a suite of integrations by parts, and a number of integrals
of the form
,
There exists a reduction formula for the case when n

than unity.
is
greater
X is prime to its derivative, we can determine

and
which satisfy the identity A = \X + p.X
For, since
two polynomials
Hence we have
A.
/*
and an integration by parts gives the formula
-1
dx.
X"
Uniting these two formulas, the integral under consideration

reduced to an integral of the same type, where the exponent n
reduced by unity.
Eepeated applications of
is
is
this process lead to
the integral
dx,
where the polynomial B may always be supposed to be prime to

and of less degree than X. The reduction formula cannot be applied
to this integral, but if the roots of X be known, it can
always be
reduced to a single new type of transcendental function.
For
defmiteness suppose that all the roots are real.

Then the integral
in question can be broken up into several integrals of the form
dx.
v,
119]
245
=a+
u=
Neglecting a constant factor, the substitutions x
enable us to write this integral in either of the following forms
e"
y/u>,
C du
dy
/e"
The
is
latter integral
f [I/log
it
a transcendental function which
is
u~\du
log
called the integral logarithm.

119.
Miscellaneous integrals. Let us consider an integral of the form
inx, cos
where
a;) eta,
an integral function of sin x and cos

form
is
x.
Any term
of
this integral is of the
where
m and
n are positive
m
product sin x
cos"x
of multiples of x.
two types
We
integers.
ax
cosbxdx,
Integrating each of these by parts,
C
J
I
e"*
cos bx
dx
ax
we
ax
sinbxdx.
find the formulae
sinbx
/pQZC
ax
sin bx
dx
Hence the values of the

e
ax
cos bx dx
QQg
Jjnf*
ft,
Tb
e"*
sin bx
dx
"
cos & x dx.
integrals under consideration are
x
e"
(a cos bx -f b sin bx)L

*
a*
e"*
T
J
I
Among
have seen above that the
be replaced by a sum of sines and cosines

Hence it only remains to study the following
may
sm bx dx =
ax
(a sin bx
5
a2
r:
>
6*
b cos bx)
i
the integrals which may be reduced to the preceding

the following cases
types we may mention
/(log x) x dx
/(x) arc sin x dx
/(arc sin x) dx
/(x) arc tan x dx ,
246
where
denotes any integral function.
[V,
In the
first
EM.
two cases we
should take log x or arc sin x as the new variable. In the last
two we should integrate by parts, taking /(#) dx as the differential
of another polynomial F(x), which would lead to types of integrals
already considered.
EXERCISES
Evaluate the indefinite integrals of each of the following functions
1.
- x 8 - 3x 2 2
8
(x + I)
z*
(x*
I)
(x
+
3
+ Vl +
x2
identities
2
(x
4.
a2 ) 2
x"
t*
+2
of the folium of Descartes
x3
fy dx,
ay2 (2y
3a)
Saxy
where x and y
y 2 (a
one of the following
satisfy
x)
x3
(x
y 2)
a (y 2
x2 )
Derive the formulae

snv -^x cos(n
sin"
/sin
/cos
sm n -
x sin (n
l)xdx
x cos nx
+ l)xdx =
x sin (n
l)xdx
\-C,
cos- 1 xcos(n
cos"-
C,
f-
n xsinnx
+ l)xdx=
/cos"x
sinnx
nx
cos
xcosnx
C,
(7.
[EDLER.]
Evaluate each of the following pseudo-elliptic integrals
x2 )dx
/(l
6.
0.
/.
5.
cos2 x
1)
TV* tan
T
L til X
V a -f
Find the area of the loop
Evaluate the integral
+ Vx(x +
x2
3.
+ Vl +
i _ Vx
Vx + Vx +
XC*COSX,
2.
+ VI + x
i_vT^~x
1
1
I)
(l-x 2 )dx
,.>
Reduce the following
integrals to elliptic integrals
E(x)dx
Va(l
+ x6 +
)
6x(l
x*)
cx 2 (l
x2)
R(x)dx
8
2
Va(l + x ) + 6x (1 +
where R(x) denotes a rational function.
x*)
+ ex*
dx*
V,
EXERCISES
E.]
Let
7*.
Then there
a, 6, c,
247
d be the roots of an equation of the fourth degree P(x)

form
0.
exist three involutory relations of the
+ Ni
Mix"
which interchange the roots by
<=
2,
1,
If the rational
pairs.
3,
function f(x) satisfies the
identity
VP
the integral f[f(x)/

(x)] dx
matique, Vol. XV, p. 106).
8.
The
rectification of a curve of the type
a binomial differential.
9.
If
pseudo-elliptic (see Bulletin de la
is
>
1,
show
= Ax*
SocMM matM-
leads to an integral of
Discuss the cases of integrability.
that
+1
/_,
dx
(a
Vl - x 2
x)
Va2 -
Hence deduce the formula

1
X
^1C
J52
>
0,
dx
10. If
_
~
+ 2Bz +
C)
[Apply the reduction formula of

11.
1)
2.4.6..-2n
show that
dx
2
(^lx
x
X*"*
1. 3. 5-- -(2re
_
~
x2
(2ft
(2n
3)
2)
104.]
Evaluate the definite integral
sin 2 xdx
1
12. Derive the following formulae
2a cos x
a2
dx
Vl - 2ax + a 2 Vl -
JL
LI
2/3x
ax)(l
/3x)
- 2ax + a 2)(l - 2^x +
dz
TT
p?) Vl
x2
2 1
13*. Derive the formula
x m ~ l dx
I/O
,
where
and n are positive integers
partial fractions.]
it
nsin
(m<n).
M*
n
[Break up the integrand into
248
From
14.
the preceding exercise deduce the formula
x n - dx
}
Setting I
p<q
(p
(P
= ft q (t +
i/O
15.
[V, Exs
l)Ip
!)*-*,
l)
it
deduce the following reduction formulae
dt,
= + !( + !)*+!/_,,
= i9 + (t + I) -* ~ (2 + q-p)I- P +
and two analogous formulae for reducing the exponent
i,
q.
16. Derive formulae of reduction for the integrals
xdx
2
V2x
+ 2Bx + C
J
z _
~J
dx
(x
2
a)* V^4z
+ 2Bx + C
17*. Derive a reduction formula for the integral
xn dx
J vnr^
Hence deduce a formula analogous
to that of Wallis for the definite integral

1
dx
vl-x*
Has
18.
the definite integral
dx
1+
Jo^
^
a
finite
19.
value ?
Show
that the area of a sector of an ellipse
and a radius vector through the focus
^j
(1
tSQ
where p denotes the parameter W/a and
and show that the area

A
ab
e the eccentricity.
where
is
<f>
20.
MNT,
t,
u V(l
Applying the gen
e)/(l
e)
succes
in question is
arc tan
may
the eccentric anomaly.
V
Also show that this expression
focal axis
e cos w) 2
method, make the substitutions tan w/2
sively,
bounded by the
is
2
= P
eral
x 4 sin 2 x
+ M/
ab
(*
See
e sin
p. 406.
Find the curves for which the distance NT, or the area of the
triangle
is constant
Construct the two branches of the curve.
(Fig. 3, p. 31).
[Licence, Paris, 1880; Toulouse, 1882.]
EXERCISES
V, Exs.j
21*. Setting
X 2n + l
An =
2
/.I
z 2)"cosxzdz
(1
^
2n Jo
249
derive the recurrent formula
From
this
deduce the formulae
AZ P = Ut p sin x + Vzp cos z

A.i p
+1
= Uz p +
sin
Vz p + 1 cos x
where UZ P V% p UV P + I, V^^ + are polynomials with integral coefficients, and

where 72p and U^ p + \ contain no odd powers of x. It is readily shown that
these formulae hold when n = 1, and the general case follows from the above
,
recurrent formula.
The formula
we assume
for
that
Ao p enables us
2
/4
relation of the form
7T
to show that n 2 is incommensurable.

For if
and then replace x by ir/2 in A^ p we obtain a
b/a,
a 2
4p Jo
V -*)
COB
^<b,
where HI is an integer. Such an equation, however, is impossible, for the

nand side approaches zero as p increases indefinitely.
right*
CHAPTER VI
DOUBLE INTEGRALS
I.
DOUBLE INTEGRALS METHODS OF EVALUATION

GREEX S THEOREM
two variables. Let 2 = f(x, y} be a

two independent variables x and y which is contin
uous inside a region A of the plane which is bounded by a closed
contour C, and also upon the contour itself. A number of proposi
70 for a continuous function
tions analogous to those proved in
variable can be shown to hold for this function. For
of a
120. Continuous functions of
function of the
single
A can be divided into
instance, given any positive number c, the region
the values of z at
between
the
that
a,
such
in
difference
way
subregions
any
points (x, y), (x
tivo
We
shall always proceed
follows
same subregion is less than e.

of successive subdivisions
means
by
in the
as
A divided
into subregions by drawing

to
the two axes at equal dis
parallels
The corre
tances 8 from each other.
Suppose the region
sponding subdivisions of
are either
squares of side 8 lying entirely inside C,

or else portions of squares bounded in
Then, if the prop

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

and the two lines y = c n y = dn which are parallel to the x axis.
As n increases indefinitely a n and bn approach a common limit A,
and c n and dn approach a common limit /A, for the numbers
for example, never decrease and always remain less than a fixed
the two lines x
number.
It follows that all the points of

250
A H approach a limiting
VI,
INTRODUCTION
120]
GREEN
THEOREM
251
The rest of
point (\, //,) which lies within or upon the contour C.
the reasoning is similar to that in
70 if the theorem stated were
;
untrue, the function f(x, y) could be shown to be discontinuous at

the point (A, /*), which is contrary to hypothesis.
Corollary. Suppose that the parallel lines have been chosen
so near together that the difference of any two values of z in
any
one subregion is less than e/2, and let -^ be the distance between
the successive parallels. Let (x, y*) and (x y ) be two points inside
or upon the contour C, the distance between which is less than
rj.
1
These two points will
two
either in the same subregion or else in

which have one vertex in common. In
lie
different subregions
either case the absolute value of the difference
f(x,y}-f(x
,y<}
cannot exceed 2e/2 = c. Hence, given any positive number

number 17 can be found such that
e,
another
positive
\f(x,
y}-f(x>,
)\<
whenever the distance between the two points (x, y*) and (x y ), which
lie in A or on the contour C, is less than
In other words, any func
rj.
,
tion
which
is
continuous in
A and on
its
boundary C
is
uniformly
continuous.
From the preceding theorem it can be shown, as in 70, that every

function which is continuous in A (inclusive of its boundary) is neces
sarily finite in A.
If
M be the upper limit and m the lower limit of

M m
the function in A, the difference

is called the oscillation.
The
method of successive subdivisions also enables us to show that the
function actually attains each of the values

and
at least once
inside or upon the contour C.
Let a be a point for which z
and b a point for which z
M, and let us join a and b by a broken
=m
which
lies entirely inside C.

As the point (x, y) describes this
z
is
a
function
continuous
of
the distance of the point (x, y)
line,
from the point a. Hence z assumes every value p. between
and
line
M at least
once upon this line
Since a and b can be joined

(
70).
an
infinite
number
of
different
broken
by
lines, it follows that the
f unction
assumes
value
between
at an infinite
and
f(x, ?/)
every
number
of points
which
lie
inside of C.
A of the plane is said to be less than I in all its

a circle of radius I can be found which entirely
finite region
dimensions
if
encloses A.
A variable
region of the plane
is
said to be infinitesimal
DOUBLE INTEGRALS
252
[VI,
121
if a circle whose radius is arbitrarily preaswhich

eventually contains the region entirely
signed can be found
a
within it. For example,
square whose side approaches zero or au
axes
approach zero is infinitesimal in all its
ellipse both of whose
On the other hand, a rectangle of which only one side
dimensions.
approaches zero or an ellipse only one of whose axes approaches zero
in all
its
dimensions
not infinitesimal in
is
all its
121. Double integrals.
into subregions a x , a 2
the subregion
a,-,
and
dimensions.
Let the region A of the plane be divided

be the area of
a n in any manner, and let
-,
u>,-
and
m,-
the limits of
/(a;,
y) in a
Consider
sums
the two
each of which has a definite value for any particular subdivision

None of the sums are less than ml* where ft is the area of
of A.
is the lower limit of f(x, y)

the region A of the plane, and where
hence these sums have a lower limit /. Likewise,
in the region A
is the upper limit
none of the sums s are greater than 3/ft, where
;
A hence
these sums have an upper limit /

Moreover it can be shown, as in
71, that any of the sums S is
greater than or equal to any one of the sums s; hence it follows
of f(x, y) in the region
that
/>/
If the function f(x, y) is continuous, the sums S and s approach

a common limit as each of the subregions approaches zero in all its
For, suppose that rj is a positive number such that the

oscillation of the function is less than c in any portion of A which
dimensions.
less in all its
is
a2
less
dimensions than
a n be less in
nii
all its
will be less than
than
eft,
where
S
ft
If each of the subregions a if

each of the differences
rj,
77.
dimensions than
e,
s will be
and hence the difference S
But we have
denotes the total area of A.
-s =
S-I+I- /
where none of the quantities S
7,
,/
-*,
s
can be negative.
7 <eft; and since e is an arbitrary posi

Hence, in particular, /
Moreover each of the numbers
tive number, it follows that 7 = /
/ and /
s can be made less than any preassigned number by
S
.
*If f(x, y)
TRANS.
is
a constant k,
M = m = Mf =
=
m<
k,
and S
= s=
mft
= MQ.
VI,
a proper choice of
/,
GREEN S THEOREM
INTRODUCTION
121]
which
Hence the sums
e.
>S
and
253
have a common limit
called the double integral of the function f(x,

y\ extended
is
over the region A.
denoted by the symbol
It is
J
-//
J(A)
and the region A

If
is called the field of integration.

be
point inside or on the boundary of the subany
77,)
it is evident that the sum
2/(, 77,-) to, lies between the two
(|,.,
region
sums S and
s or is equal to one of them.

It therefore also
approaches the double integral as its limit whatever be the method
of choice of the point (,-, 77,).

The first theorem of the mean
may be extended without difficulty

Let f(x, y) be a function which is continuous
in A, and let
y) be another function which is continuous and
which has the same sign throughout A. For definiteness we shall
to
double integrals.
<f>(x,
suppose that
<$>(x,
f(x, y] in A,
Adding
it is
y)
positive in A.
is
If
M and m are the limits of
evident that*
these inequalities and passing to the limit,
all
we
find the
formula
I
J
where
/x
lies
the value
/A
this in the
(1)
J(A)
Ax
>
y)<K
between
x y)dxdy
>
= nl
J
*(*
J(A)
M and m.
at a point (,
77)
Since the function f(x, y) assumes

inside of the contour C, we may write
form
Jff
J(A)
f(x,
y)4>(x,
y)dxdy =/(,
77)
\\
J
4>(x,
J<A
which constitutes the law of the mean for double integrals. If

= 1, for example, the integral on the right, ffdx dy, extended
y~)
<(a:,
over the region A, is evidently equal to the area

In this case the formula (1) becomes
ff
(2)
If
f(x, y)
equations.
f(x, y) dx dy
J J(A)
is
a constant k,
we
shall
The following formula
have
fl/(
M = m = k,
77)
of that region.
and these inequalities become

M= k. TRANS.
holds, however, with
DOUBLE INTEGRALS
254
[VI,
122
To the
analytic notion of a double integral corre

Let f(x, y) be
notion of volume.
sponds the important geometric
contour C.
a
closed
inside
and
continuous
is
which
a function
upon
122. Volume.
We
shall further suppose for definiteness that this function is posi

Let S be the portion of the surface represented by the equa
tive.
T whose projection
=f(x, y) which is bounded by a curve
denote
shall
C.
We
contour
is
the
by E the por
upon the xy plane
the cylinder
and
the
surface
the
bounded
of
tion
S,
xy plane,
by
space
A
of
the
The
C.
is
section
whose right
region
xy plane which is
in
C
subdivided
contour
the
bounded by
any manner, let a,- be
being
the area of
c
and
contour
a
bounded
the
one of
by
subregions
c cuts
curve
is
the
section
whose
The
this subregion.
right
cylinder
and
Let
a
curve
s
bounded
5
a
the
surface
of
p
out
by
y
portion
tion z
t-,
o>
from the xy plane are a mini

Pf be the points of s whose distances
a
mum and maximum, respectively. If planes be drawn through
these two points parallel to the xy plane, two right cylinders are
and whose altitudes are the
obtained which have the same base
{
o>
and m of the function /(cc, y) inside the contour c,, respec

volumes Vt and v { of these cylinders are, respectively,
The
tively.
The sums S and s considered above therefore repre
and
w,-m,-.*
co,
and ^v of these two types of cylin
sent, respectively, the sums 2F
limit of these two sums the volume
common
the
call
shall
We
ders.
It
E
of
the
of
may be noted, as was done in the case
space.
limits
portion
of area ( 78), that this definition agrees with the ordinary concep
tion of
meant by volume.
S lies partly beneath the xy plane, the double integral
to the
the sign
represent a volume if we agree to attach
what
is
If the surface
will still
volumes of portions of space below the xy plane. It appears then that

sum of volumes, just as
every double integral represents an algebraic
a simple integral represents an algebraic sum of areas. The limits of
are replaced in the case of a
integration in the case of a simple integral
double integral by the contour which encloses the field of integration.
123. Evaluation of double integrals.
The evaluation
of a double
evaluations of two simple

integral can be reduced to the successive
the field of integration
where
the
case
consider
us
first
Let
integrals.
*By the volume of a right cylinder we shall understand the limit approached by
in
the volume of a right prism of the same height, whose base is a polygon inscribed
a right section of the cylinder, as each of the sides of this polygon approaches zero.
but is useful in showing that the
[This definition is not necessary for the argument,
definition of
volume
in general agrees with our ordinary conceptions.
TRANS.]
VI,
INTRODUCTION
123]
GREEN
THEOREM
255
R bounded by the straight lines x = x x = X,

x
X and y F. Suppose this rectangle
where
Y,
y
to be subdivided by parallels to the two axes x = x
y = yk
=
=
The
of
the
small
k
area
n
rectangle
1, 2,
TO).
1, 2,
(i
R ik bounded by the lines x = #,_ a; =
y = yk _ y = y k is
a rectangle
is
y = y
<
<
( ,
or,-,
Hence
the double integral
where
(,*,
inside or
sum
the limit of the
is
is
any point
one
of the
upon
r) ik )
sides of
l ,
ik
We shall employ the indetermination

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

the subintervals
for integrals to each of
&) to find these values of
&.
the portion of the sum S which arises from the row of rec
= a:,-.! and x x is
tangles between the lines x
(a, Xj), (a^,
a- 2
),
(#_,,
Now
^
Let us take ^ a = |/2 =
in such a way that the
/(*,-!
i?n)(yi
^ im
= x^
l}
)G/2
//i)
and then choose
i;
2/0) +/(,-!> i7,-s)(y
!/
way
[ ,
for each of the
two consecutive parallels to the y

(5)
S = *(or )(x
77,2,
- yO H
Y
equal to the integral f f(x i _- y)dy, where the integral
If
evaluated under the assumption that x i _ l is a constant.
is
ceed in the same
sum
is
to be
we pro
rows of rectangles bounded by
axis,
we
finally find the equation
DOUBLE INTEGRALS
256
where we have
[VI,
123
set for brevity
*00 =
f(x y) dy>
JV*
This function
defined by a definite integral, where x
4>(x),
is
con
As all the
sidered as a parameter, is a continuous function of x.
x i _ approach zero, the formula (5) shows that S
intervals x
approaches the definite integral
i
..r
(#)
dx
Jx.
Hence the double
6)
integral in question is given
f
JfJ(,R)
/(*>
!/)
dxdy
= f
J*t
dx
by the formula
Aff(x,
y) dy
In other words, in order to evaluate the double integral, the function

f(x, y) should first be integrated between the limits y and Y, regard
ing x as a constant and y as a variable ; and then the resulting func
tion^ which is a function of x alone, should be integrated again between
the limits x
If
and X.
we proceed
in the reverse order,
i.e. first
evaluate the portion
S which comes from a row of rectangles which lie between two

consecutive parallels to the x axis, we find the analogous formula
of
J/ J(R)
A comparison
/(*>
x;r
is
/>r
dx
Jx
An
dy
Jy
Jx9
f(x, y)dx.
of these two formulae gives the
which
y)dxdy
f(x,
V(S
^x
/->Y
=
y) dy
dy
Jy
Jx
f(x,
y)dx
called the formula for integration under the integral sign.

is that the limits x
X, y , Y
essential presupposition in the proof
are constants, and that the function f(x, y}

the field of integration.
Example. Let z
cc
new formula
^-
/JU>*
= xy/a.
Then the
is
continuous throughout
general formula gives
VI,
GREEN S THEOREM
INTRODUCTION
123]
In general, if the function f(x,

alone by a function of y alone,
/
J
The two
<t>(x)$(y)dxdy
shall
Jxn
J(R)
the product of a function of x
is
y*)
we
257
have
$(x)dx x
.I
integrals on the right are absolutely independent of each
other.
Franklin * has deduced from this remark a very simple demonstration of cer
and f (x) be two functions
Let
tain interesting theorems of Tchebycheff.
which are continuous in an interval (a, b), where
extended over the square bounded by the
lines
<f>(x)
<
b.
o,
Then
6,
the double integral
a,
b is equal
to the difference
2(6
a)
C
Ja
<t>(x)\l/(x)dx
C
Ja
(p(x)dx
x C
\f/(x)dx.
*/a
But all the elements of the above double integral have the same sign if the two
lunctions 0(z) and ^(z) always increase or decrease simultaneously, or if one of
them always increases when the other decreases. In the first case the two func
tions
and \f/(x)
^(y) always have the same sign, whereas they have
Hence we shall have
opposite signs in the second case.
(f>(x)
(f>(y)
(b
-a) C
Ja
<j>(x)t(x)dx
whenever the two functions

<j>(x)
out the interval
(a, b).
(b-
a)
On
f
Ja
>
C
x C ^(x)dx
J a $(x)dx
Ja
and \f/(x) both increase or both decrease through

we shall have
the other hand,
<f>(x)^(x)dx
<
f 0(z)dz x f
Ja
Ja
whenever one of the functions increases and the other decreases throughout the
interval.
The sign of the double integral is also definitely determined in case 0(z) ^(z),
for then the integrand becomes a perfect square. In this case we shall have
(b
-a]
whatever be the function 0(z), where the sign of equality can hold only when
is
<p(x)
The
a constant.
solution of an interesting problem of the calculus of variations may be
and Q be two fixed points in a plane whose
this result.
Let
deduced from
coordinates are
(a,
A) and
(6,
any curve joining these two
Let y =/(z) be the equation of

where /(z), together with its first derivative
B), respectively.
points,
* American Journal
of Mathematics, Vol. VII, p. 77.
DOUBLE INTEGRALS
258
124
[VI,
The problem is to
(a, b).
which the integral f^ y 2 dx is a
and noting
minimum. But by the formula just found, replacing
by
that /(a) = A and f(b) = B by hypothesis, we have
(x), is
supposed
be continuous in the interval
to
find that one of the curves
y=f(x)
for
y"
<f>(x)
*dx^(B(b-a) )Cy
a
The minimum value
of the integral
is
therefore (B
actually assumed when y is a constant,

fixed points reduces to the straight line PQ.
is
i.e.
A)*/(b
a), and that value
the curve joining the two
when
124. Let us now pass to the case where the field of integration is
bounded by a contour of any form whatever. We shall first suppose
that this contour is met in at most two points by any parallel to the
y axis. We may then suppose that it is composed of two straight
lines x = a and x = b (a
6)
B
and two arcs of curves APB
and A QB whose equations are
A
re~
YI = : (cc) and F2 = $2
spectively, where the functions
and
are continuous be
2
tween a and b. It may happen
that the points A and A coin
cide, or that B and B coin
<
<
(#)>
<
<f>!
FIG. 25
cide, or both.
This occurs, for
a convex curve like an ellipse.

Let us
again subdivide the field of integration R by means of parallels to
the axes. Then we shall have two classes of subregions regular if
instance, if the contour
is
they are rectangles which
lie
wholly within the contour, irregular
they are portions of rectangles bounded in part by arcs of the

contour.
Then it remains to find the limit of the sum
if
where
o>
is
the area of any one of the subregions and (,
rj)
is
a point
in that subregion.
Let us
first
evaluate the portion of S which arises from the row
xi _ l x
x
of subregions between the consecutive parallels x
These subregions will consist of several regular ones, beginning
with a vertex whose ordinate
ordinate
is
point (,
77)
is
y ^
Y and
t
going to a vertex whose
Y and
several irregular ones. Choosing a suitable

in each rectangle, it is clear, as above, that the portion
y"
S which comes from these regular rectangles may be written

the form
of
in
VI,
GREEN S THEOREM
INTRODUCTION
124]
(,-_ i,
259
y)dy.
and 2 (a;)
Suppose that the oscillation of each of the functions
x ) is less than 8, and that each of the
l}
differences yk
yk _ is also less than 8. Then it is easily seen that
<
<i(#)
in each of the intervals (x { _
x _ 1 and x
the total area of the irregular subregions between x
xt
is less than 48(x
;_,), and that the portion of S which arises
i
x _^) in absolute value,

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

consideration may therefore be written in the form
where
0,-
between
lies
+ 1.
and
The sum SH8 2,O
(x
ar
_j)
than 87/8(6
a) in absolute value, and approaches zero with
which may be taken as small as we please. The double integral
less
therefore the limit of the
is
8,
is
sum
where
Hence we have the formula
7)
In the
f
JfJ(R)
f(*, V)
first
the limits
constants.
dxd = fdx f
Ja
JY
integration x
are
l
Y and F2
l/
f(x, y) dy.
is
to be regarded as a constant, but
themselves
functions
of
x and not
DOUBLE INTEGRALS
260
[VI,
124
Example. Let us try to evaluate the double integral of the function xy/a
over the interior of a quarter circle bounded by the axes and the circumference
X2
The limits for x are

Hence the integral
and R, and
The
is
#2
constant, y
may vary from
to
VR
z2
is
p r^
Jo
if
yl
Jo
_.
,
2
Jo
<
value of the latter integral
is
i(fe
easily
Jo
/.(. ^
J
shown
be R*/8a.
to
When the field
of integration is bounded by a contour of any form

whatever,
may be divided into several parts in such a way that
the boundary of each part is met in at most two points by a parallel
it
We
might also divide it into parts in such a way that

y axis.
the boundary of each part would be met in at most two points by
any line parallel to the x axis, and begin by integrating with respect
to x.
Let us consider, for example, a convex closed curve which lies
to the
= a, x = b, y = c, y = d,
the
four
which
lie
A,
B, C, D, respectively, for which x
points
upon
and y2 = 2 (cc)
or y is a minimum or a maximum.* Let y =
be the equations of the two arcs ACS and ADB, respectively, and
= 2 (y) be the equations of the two arcs CAD
let o^ =
(y) and x 2
and
are continu
and CBD, respectively. The functions
ous between a and b, and i/^ (y) and i/^ (y) are continuous between c
and d. The double integral of a f unction /(x, y), which is continuous
inside this contour, may be evaluated in two ways.
Equating the
inside the rectangle formed by the lines x
<
1/^1
<#>i()
\j/
<f>i(x~)
values found,
we
obtain the formula
~&
I
(8)
Jo,
fa(x")
~y 2
dx
f(x,
~fi
y}dy
t/c
i/i/j
dy
-.T,
I
/(or,
y)dx.
lyj-,
It is clear that the limits are entirely different in the
two
integrals.
Every convex closed contour leads to a formula of this sort. For

example, taking the triangle bounded by the lines y = 0, x = a,
y = x as the field of integration, we obtain the following formula,
which
is
due
to
Jo
Lejeune Dirichlet
dx
Jo
f(x,
*The reader
y)dy=\dy\
Jo
Jy
is
f(x, y)dx.
advised to draw the figure.
VI,
GREEN S THEOREM
INTRODUCTION
125]
261
125. Analogies to simple integrals. The integral JJf(t)dt, considered as a

There exists an analogous theorem for
function of x, has the derivative /(x).
double integrals. Let f(x, y) be a function which is continuous inside a rec
bounded by the straight
tangle
lines
= a,
A, y
The double integral of /(x, y) extended over a

x = a, x = X, y = b, y = F,(a
A, b Y
X
X and Y of the variable corner, that
<
<
<
nates
<
b,
J5,(a
<
A,
<
B).
rectangle bounded by the lines

.B), is a function of the coordi
is,
F(X,Y)= JCa dxCf(x,y)dy.

Jb
Setting *(x)
= fb
/(x, y) dy, a first differentiation with respect to
= *(X) = f
second differentiation with respect to

2
/<-*,
X gives
V)dy.
F leads to
the formula
(9)
The most general function u(X, Y) which satisfies the equation (9) is evi
dently obtained by adding to F(X, Y) a function z whose second derivative
It is therefore of the form
d 2 z/dXdY is zero.
u(X, Y)
(10)
where
and
<t>(X)
functions
function
\1<(Y)
= C
Ja
Y
dx C f(x, y) dy
Jb
X=a
Y= b
and then
V(Y) =
whence we
<f(X)
+ f (F)
are two arbitrary functions (see 38). The two arbitrary

such a way that u(X, Y) reduces to a given
may be determined in
V(Y) when X = a, and
Setting
conditions
to another given function
in the preceding equation,
+ *(F)
0(a)
U(X) when Y b.
we obtain the two
U(X) - t(X) + f (6)
find
= F(F) - *(a)
and the formula
(10) takes the
u(X, Y)
(11)
*(&)
= (
a
F(6)
- 0(a)
(X)
= U(X) - F(6)
form
*/
dx ( /(x,
Jb
y)
dy
+ U(X) + F(F) - F(6)
Conversely, if, by any means whatever, a function u(X, Y) has been found
which satisfies the equation (9), it is easy to show by methods similar to tne
above that the value of the double integral is given by the formula
(12)
f dx f
/6
/(x,
y)dy
u(X, Y)
u(X,
b)
u(o,
F)
u(a, b).
i/a
analogous to the fundamental formula (6) on page 156.

is in a sense analogous to the formula for integration
Let A be a finite region of the plane bounded by one or more curves
This formula
is
The following formula

by
parts.
DOUBLE INTEGRALS
262
[VI,
126
A function /(a;, y) which is continuous in A varies between its

and its maximum V. Imagine the contour lines /(x, y) = v drawn
where v lies between v and F, and suppose that we are able to find the area of
the portion of A for which /(x, y) lies between v and v.
This area is a func
tion F(v) which increases with u, and the area between two neighboring contour
of
any form.
minimum
lines
is
F(v
+ A) -
F(v)
= AvF
(v
If this area
0Av).
be divided into
infinitesi
mal portions by lines joining the two contour lines, a point (, 77) may be found
in each of them such that /(, i})
v + 6A.v.
Hence the sum of the elements
of the double integral / ffdxdy which arise from this region is
(V
It follows that the
that
is
double integral
is
equal to the limit of the
sum
to say, to the simple integral
v
v
This method
by two contour
is
(v)
dv
= VF( F) -
especially convenient
when
rv
I
the
F(v) dv
field of
integration
/(x, y)
For example, consider the double

the interior of the circle x 2
2
j/
/(x,
y}=
bounded
V.
// Vl + x 2 + y 2 dx dy extended over
we set v = Vl + x 2 + y 2 the field of
contour lines v = 1 and v = \/2, and the
integral
1.
If
bounded by the two

function F(v), which is the area of the circle of radius Vv 2
Hence the given double integral has the value
I).
7[(v*
integration
is
lines
is
/v/iT
|
The preceding formula
2itv 2 dv
2ir
J\
is
(2V5-1).
1, is
equal to
readily extended to the double integral
where F(o) now denotes the double integral

y)dxdy extended over that
portion of the field of integration bounded by the contour line v =f(x, y).
ff<f>(x,
126. Green s theorem.
tive of a
known
integrations
integration.
may
If the function
f(x, y}
is
the partial deriva
function with respect to either x or y, one of the

be performed at once, leaving only one indicated
This very simple remark leads to a very important

is known as Green s theorem.
formula which
*
Numerous
applications of this method are to be found in a

series, Vol. IV, p. 233).
(Journal de Liouville, 1st
memoir by Catalan
VI,
GREEN
INTRODUCTION
126]
Let us consider
first
a double integral
THEOREM
263
// cP/dy dx dy extended
over a region of the plane bounded by a contour C, which is met

in at most two points by any line parallel to the y axis (see Fig. 15,
p. 188).
A and B
Let
be the points of
maximum,
Bb
respectively.
meets C in two points
A
m
at
which x
is
minimum and a
Aa and
Then the double
respectively.
to y may be written
and y z
integral after integration with respect
CCcP
J
dxd>
JJ
parallel to the y axis between

x and
z whose ordinates are y-^
~fy
= C dx C"^P dy= C
J
j ^y
j
But the two integrals fa P(x, y\)dx and fa P(x, y^)dx are line
2 B, respectively; hence
l B and
integrals taken along the arcs
the preceding formula may be written in the form
Am
Am
(13)
where the line integral is to be taken along the contour C in the

direction indicated by the arrows, that is to say in the positive
In order to extend
sense, if the axes are chosen as in the figure.
the formula to an area bounded by any contour we should proceed
as above ( 94), dividing the given region into several parts for each
which the preceding conditions are satisfied, and applying the for
mula to each of them. In a similar manner the following analogous
of
form
is
easily derived
// 1?
>
<
where the
line integral is
always taken in the same sense.

we find the formula
Sub
tracting the equations (13) and (14),
(15)
where the double integral

This is Green s formula
;
extended over the region bounded by C.

Just
applications are very important.
is
its
merely point out that the substitution Q = x and

P = y gives the formula obtained above ( 94) for the area of a
closed curve as a line integral.
now we
shall
DOUBLE INTEGRALS
264
AREA OF A SURFACE
CHANGE OF VARIABLES
II.
127
[VI,
In the evaluation of double integrals we have supposed up to the

present that the field of integration was subdivided into infinitesimal
We are now going
rectangles by parallels to the two coordinate axes.

to suppose the field of integration subdivided by any
two systems of
curves whatever.
Let u and v be the coordinates of a point
127. Preliminary formula.
with respect to a set of rectangular axes in a plane, x and y the coor

dinates of another point with respect to a similarly chosen set of
rectangular axes in that or in some other plane.
x =f(u, v),
(16)
<l>(u,
The formulae
v)
establish a certain correspondence between the points of the

shall suppose 1) that the f unctions /(w, v) and
planes.
We
two
</>(,
v),
together with their first partial derivatives, are continuous for all
points (u, v) of the uv plane which lie within or on the boundary of
A l bounded by a contour C l 2) that the equations (16)

transform the region AI of the uv plane into a region A of the
xy plane bounded by a contour C, and that a one-to-one correspond
ence exists between the two regions and between the two contours
a region
in such a way that one and only one point of A 1 corresponds to any
point of A 3) that the functional determinant A
D(f,
v)
does not change sign inside of C lt though it may vanish at certain
points of A i.
Two
<)/Z>(w,
When
the point (u, v) describes the con

may arise.
in the positive sense the point (x, y) describes the contour C
either in the positive or else in the negative sense without ever
tour
cases
We
shall say that the corre

reversing the sense of its motion.
spondence is direct or inverse, respectively, in the two cases.
The area fl of the region A is given by the line integral
Q=
J(.C
taken along the contour
new
variables
u and
in the positive sense.

In terms of the
by (16) this becomes
v defined
ft
f(u, v)
d<j>(u,
v)
Ac,)
where the new integral is to be taken along the contour C l in the

should be taken
positive sense, and where the sign -f- or the sign
VI,
CHANGE OF VARIABLES
127]
265
according as the correspondence is direct or inverse.

Green s theorem to the new integral with x = u, v = y, P
=/
we
Applying
fd<f>/du,
find
d<f>/dv,
c/u
cv
D(u, v)
whence
A\
dudv
or,
applying the law of the mean to the double integral,

D(f, *)
n=
(17)
where (, rf) is a point inside the contour C l} and n l is the area of

the region A v in the uv plane.
It is clear that the sign -f or the
should be taken according as A itself is positive or negative.
sign
Hence
the correspondence is direct or inverse according as
is
positive
or negative.
The formula (17)

tional determinants
moreover establishes an analogy between func

and ordinary derivatives. For, suppose that the
region A i approaches zero in all its dimensions, all its points approach
ing a limiting point (u, v~). Then the region A will do the same, and
the ratio of the two areas O and f^ approaches as its limit the abso
lute value of the determinant A. Just as the ordinary derivative is
the limit of the ratio of two linear infinitesimals, the functional
determinant is thus seen to be the limit of the ratio of two infinites
imal areas.
From this point of view the formula (17)

mean for derivatives.
is
the analogon
of the law of the
Remarks. The hypotheses which we have made concerning the correspondence

between A and AI are not all independent. Thus, in order that the correspond
ence should be one-to-one, it is necessary that A should not change sign in the
regional of the uv plane. For, suppose that A vanishes along a curve 71 which
divides the portion of AI
positive from the portion
where A
where A
is
is
Let us consider a small arc

negative.
mini of -yi and a small portion of AI
which contains the arc mini.

This
portion is composed of two regions a\
and a\ which are separated by mini
(Fig. 26).
When the point (u, v) describes the

region a\, where A is positive, the point
(x, y) describes a region a bounded by a contour
mi HI pi mi and
mnpm
Fio. 26
mnpm, and
the two contours
are described simultaneously in the positive sense.

the point (, v) describes the region af, where A is negative, the point
When
(x,
y)
DOUBLE INTEGRALS
266
[VI,
128
whose contour nmqr is described in the negative sense as

described in the positive sense.
The region a must therefore
Hence to any point (x, y) in the common part
cover a part of the region a.
nrm correspond two points in the uv plane which lie on either side of the
describes a region a
n\m\q^n\
line
is
mini.
= x, Y = y 2 for which A = 2 y.
which encloses a segment a& of the
x axis, it is evident that the point (X, Y) describes two regions both of which
axis and both of which are bounded by the same segment AB of
lie above the
A sheet of paper folded together along a straight line drawn upon it
that axis.
gives a clear idea of the nature of the region described by the point (X, Y}.
The condition that A should preserve the same sign throughout AI is not suf
= x2 y 2 Y = 2 xy,
In the example
ficient for one-to-one correspondence.
2 is
2
=
if
But
4
the Jacobian A
always positive.
(r, 6) and (.R, w) are the
(x + y )
and
the formulae of
of
the
coordinates
respectively,
points
F),
(x,
y)
(X,
polar
transformation may be written in the form R = r2 u = 2 0. As r varies from a
varies from OtO7T + a(0<a< Tf/2), the point (.R, u) describes
to b (a
b) and
But to every value of
a circular ring bounded by two circles of radii a 2 and b2
and 2a correspond two values of 6, one of which lies
the angle u between
between and a, the other between it and it + a. The region described by the
point (X, Y) may be realized by forming a circular ring of paper which partially
As an example
consider the transformation
If the point (x, y) describes a closed region
<
itself.
overlaps
128. Transformation of double integrals. First method. Retaining

the hypotheses made above concerning the regions A and A l and the
formulae (16), let us consider a function F(x, y) which is continuous
To any subdivision of the region A l into subregions
in the region A.
a n corresponds a subdivision of the region A into subbe the areas of the two corre
an
Let to, and
sponding subregions a, and a,., respectively. Then, by formula (17),
a lf a 2
regions a l} a 2
<r,
(I),-
CTf
D(ui} vj
and v are the coordinates of some point in the region a,.
a point x, =/(,-, v,), y,- =
^.-)
v,-) corresponds
of the region a,-.
Hence, setting *(M, v) = -F[/(w, v),
v)], we
where
To
this point (,-,
<(w,-,
<(w,
may
write
D(f,
D(u i}
<#
Vi )
whence, passing to the limit, we obtain the formula
(18)
ff
J(A)
F(x, y) dx dy
F[f(u,
I
JI */Ui)
v},
<f>(u,
dudv.
v)
D(u, v)
VI,
CHANGE OF VARIABLES
128]
Hence
to
267
perform a transformation in a double integral x and y should

new variables u and v,
We have seen already
be replaced by their values as functions of the

and dx dy should be replaced by A du dv.
|
how
the
new
field of integration is
determined.
In order to find the limits between which the integrations should

be performed in the calculation of the new double integral, it is in
general unnecessary to construct the contour C\ of the new field
of integration A lf
For, let us consider u and v as a system of
curvilinear coordinates, and let one of the variables u and v in the
formulae (16) be kept constant while the other varies.

in this way two systems of curves u
const, and v
We
obtain
const.
By
the hypotheses made above, one and only one curve of each of these
families passes through any
given point of the region A.
Let us suppose for

ness that a curve
family v
const,
definite-
of
the
meets the
C in at most two
MI and MI which cor
contour
points
respond to values w t and u z

of u (HI
w 2 ), and that each
<
(<
of the (v) curves which meets
the contour
between
the two curves v
a and
v
lies
^//^^f^T^
In this case
(a<b~).
Fia. 27
we should
integrate first
with regard to u, keeping v constant and letting u vary from
to w 2 where u l and u z are in general functions of v, and then inte
grate this result between the limits a and
The double
integral
is
f do f
\Ju.
V[/(
Ua
b.
therefore equal to the expression
V),
change of variables amounts essentially to a subdivision of the

by means of the two systems of curves (u) and (v).
Let w be the area of the curvilinear quadrilateral bounded by the
field of integration
curves
(it), (u
du), (v), (v -f dv ), where du and dv are positive.
this quadrilateral corresponds in the uv plane a rectangle whose
sides are du and dv. Then, by formula
A(, 77)) du dv, where
(17), w
lies between u and u
v
dv. The expres
and
between
and
v
du,
77
To
sion
|
b.(u, v)
du dv
|
is
called the element of area in the system of
DOUBLE INTEGRALS
268
[VI,
129
c du dv,
The exact value of is
\
\\ A(M, v)
be
infinitesimal
dv.
This
du
and
with
zero
may
approaches
for
since
limit
of
the
sum
the
in
w,
A(M,
v)
finding
^,F(x, y)
neglected
is continuous, we may suppose the two (u) curves and the two
coordinates
where
o>
u>
(u,
v~).
(y) curves
taken so close together that each of the
less in
e s is
ab
Hence the abso

may be made less than
preassigned positive number.
solute value than
any
lute value of the
sum 2F(x, y^tdudv
itself
any preassigned positive number.

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

Suppose, for
C
of a given
of
the
contour
outside
lies
the
that
origin
instance,
convex closed curve.
Let
OA and OB
be the two tangents from

and 7? 2 =/2( w ) be the
1
=/
the origin to this curve, and let RI

and
equations of the two arcs
ANB
between o^ and
given value of
the value of the double integral
o>
o>
(<o)
A MB,
p varies
respectively.
from RI to
is
/*
6?(0
,
2) Elliptic coordinates.
A
I
/(p cos
GO,
p sin w) p dp.
Let us consider a family of confocal conies
For a
and
7? 2 ,
CHANGE OF VARIABLES
269
where X denotes an arbitrary parameter. Through every point of the plane pass
an ellipse and an hyperbola,
two conies of this family,
for the equation (19)
FIG. 28
c2 ,
and another positive root p. less than c 2 for any

(19) and from the analogous equation where X is
has one root X greater than
From
values of x and y.
replaced by p
we
find
V(X
(20)
To avoid ambiguity, we
shall consider only the first quadrant in the xy plane.

This region corresponds point for point in a one-to-one manner to the region of
the X/u plane which is bounded by the straight lines
X
It is
c2 ,
0,
cz .
evident from the formulae (20) that when the point (X, /u) describes the
this region in the direction indicated by the arrows, the point (a;, y)
boundary of
describes the two axes
transformation
is
Ox and Oy
in the sense indicated
therefore inverse, which
D(x, y)
is
verified
by the arrows.
by calculating A
The
D(X, M )
130. Transformation of double integrals.
Second method.
We
shall
now
derive the general formula (18) by another method which

depends solely upon the rule for calculating a double integral.
We
shall retain, however, the hypotheses made above concerning the

correspondence between the points of the two regions A and A.
If the formula
correct for
is
= f(n,
v)
two particular transformations
it is
evident that
it
is
also correct for the transformation obtained
by carrying out the two transformations in succession. This follows

at once from the fundamental property of functional determinants
(30)
_
D(u
D(u, v}
D(u
DOUBLE INTEGRALS
270
Similarly,
to
if
130
[VI,
the formula holds for several regions A, B, C,

-, L,
B 1) C lf
L 19 it also holds for
,
which correspond the regions A l9
the region A -{transformation
Here
B
is
-\-
Finally, the formula holds
L.
a change of axes
= x + x cos a y sin a,
A = 1, and the equation
J
ff
if
the
=y +x
sin
+y
cos a.
F(x, y} dx dy
J(A)
F(x
is satisfied,
We
+x
since the
cos
two
sin a,
-f
x sin a
+y
cos a) dx
dy
integrals represent the same volume.

formula for the particular trans
shall proceed to prove the
formation
(21^
is
d>(x
11
?/
which carries the region A into a region A which is included between

the same parallels to the x axis, y = y and y = y.
We shall sup
A
to
one
of
of A and
that
given
point
corresponds
any
point
just
pose
conversely. If a paral
to the x axis meets
lel
the boundary
of the
most two
points, the same Avill be
true for the boundary
region
/in
C"
of the region
any pair of points

and m 1 on C whose
To
m
or-
dinates are each y cor
FIG. 29
respond two points ?tt

But the correspondence may be direct or
To distinguish the two cases, let us remark that if
is
x increases with x and the points m and m and m and
shown in Fig. 29 hence the correspondence is direct. On
and m{ of the contour C

inverse.
in at
c<f>/dx
positive,
m{
lie
as
the other hand, if

is negative, the correspondence is inverse.
Let us consider the first case, and let x , Xi, x n x[ be the abscissae
d<f>/dx
m^
of the points ra ,
m. , m{,
Then, applying the for
respectively.
mula for change of variable in a simple integral, we find
f
Jr
F(x,
(*
y ), y
VI,
CHANGE OF VARIABLES
130]
where y and y are treated as constants.
271
single integration gives
the formula
r
I
r*
tfi
dy\
JÔ
ry
c x(
F(x,y)dx=\ dy J F^(
<
J*
But the Jacobian A reduces in this case to

preceding formula may be written in the form
d<f>/dx
Jff
J(A)
F(x,
y}dxdy
Jff
J(A
F[A(x y }, y
,
and hence the
*\dx dy
This formula can be established in the same manner if

negative, and evidently holds for a region of any form whatever.
is
d<f>/dx
In an exactly similar manner
can be shown that the trans
it
formation
(22)
=z
t(x
leads to the formula
F(r,
Jff
J(A)
= ff
J
y)dxdU
F[.r
t(x
y )]
A dx dy
J{4")
where the new
field of integration .1 corresponds point for point

the region A.
Let us now consider the general formulae of transformation
(23)
=f(x l} y
y =f,
x ),
(x,, y,)
tc
where for the sake of simplicity (a-, y) and (x l} y^) denote the coor
dinates of two corresponding points m and MI with respect to the
same system of axes. Let A and A l be the two corresponding regions
bounded by contours C and C 1} respectively. Then a third point m

whose coordinates are given in terms of those of m and
l by the
A
which
=
relations x = x l} y
y, will describe an auxiliary region
each
to
for
for the moment we shall assume corresponds point
point
x
x
The six quantities x, y, lf y l}
of the two regions A and A^
y
,
satisfy the four equations
whence we obtain the

x
relations
y =/i(*nyi),
which define a transformation of the type (22). From the equation
hence
relation of the form y = TT(X y )
y
yj) we find a
(24)
sr l
=/!(#
we may write
(25)
=f(x yO =
,
4>(x
},
=y
DOUBLE INTEGRALS
272
[VI,
131
The given transformation (23) amounts to a combination of the two

transformations (24) and (25), for each of which the general formula
Therefore the same formula holds for the transformation (23).
holds.
We
Remark.
point
Av
assumed above that the region described by the

corresponds point for point to each of the regions A and
At least, this can always be brought about. For, let us con

sider the curves of the region A l which correspond to the straight
If these curves meet a parallel to
lines parallel to the x axis in A.
.
the y axis in just one point,
evident that just one point

of
of
A.
Hence
we
need
any given point
merely divide the region A t into parts so small that this condition
If these curves were parallels to the
is satisfied in each of them.
it is
will correspond to
axis, AVO
should begin by making a change of axes.
Let S be a region of a curved sur

from singular points and bounded by a contour F. Let S
be subdivided in any way whatever, let s be one of the subregions
bounded by a contour y i} and let m^ be a point of s
Draw the tan
taken so
gent plane to the surface S at the point m i} and suppose
small that it is met in at most one point by any perpendicular to
131. Area of a curved surface.
face free
s,-
The contour
this plane.
we
by
y,-
projects into a curve
y-
upon
this plane
shall denote the area of the region of the tangent plane

yl
by
o- f
in such a
the
sum
way
2o\-
As the number of subdivisions is increased indefinitely

that each of them is infinitesimal in all its dimensions,
approaches a limit, and this limit
S of the given
the region
bounded
is
called the area of
surface.
Let the rectangular coordinates x, y, z of a point of S be given in

terms of two variable parameters u and v by means of the equations
x =/(M,
(26)
=
<f>(u,
v),
if/(u,
v)
the region S of the surface corresponds point for

of the uv plane bounded by a closed contour C.
shall assume that the functions /,
and if/, together with their
in such a
way that
point to a region
We
v),
<j>,
Let R be
partial derivatives, are continuous in this region.
subdivided, let ri be one of the subdivisions bounded by a contour c,-,
first
and let w be the area of r

To r corresponds on S a subdivision s
bounded by a contour y
Let a- be the corresponding area upon the
tangent plane defined as above, and let us try to find an expression
-
for the ratio o^/o^.
Let a
{ ,
(3^
at a point
y be the direction cosines of the normal to the surface S

z( of st which corresponds to a point (ui} Vf)
f (ic -, yt)
f
~)
VI,
CHANGE OF VARIABLES
131]
273
Let us take the point m as a new origin, and as the new axes
m and two perpendicular lines m X and m Y in the
direction cosines with respect to the old axes are
whose
tangent plane
of rf
the normal at
a ft y and
respectively. Let X, Y, Z be the coordinates
of a point on the surface S with respect to the new axes.
Then,
by the well-known formulae for transformation of coordinates, we
,
a",
shall
ft",
y",
have
X=
F=
Z=
(x
t)
a"(x
or,
+ ?(y- y +?*(*- *,)

y) +
)
+ (y
y (z
*,.)
-x) +
(x
Xi)
ft"(y
y"(z
?/,) -f-
fti
,-)
is the area of that portion of the A F plane which

The area
bounded by the closed curve which the point (X, F) describes,
the point (u, v) describes the contour c
Hence, by 127,
tr,-
is
as
p(x, y)
^where
u\
and
v\
easy calculation
or,
Hswr^r
are the coordinates of
now
some point inside of
ci
An
leads us to the form
by the well-known relations between the nine direction cosines,

=s 3.
<
D(z,x)
Oi
><X>
Applying the general formula
D(u[, v
(17),
we
T*
)
D(x,y)
D(u[, v
therefore obtain the equation
*D(4O
where
u\
and
uv plane.
the point
T)fii
>y\
iJ\Jh Z)
v\
are the coordinates of a point of the region r{ in the
If this region is very small, the point

(?* f , v,.),
(M,-,
v)
is
very near
and we may write
T)fii
f^\J[t
v\
Z)
f
JT)(\ z
f\
>
Dff
z
u
\
*r\
c)
D(Ui, Vt)
u,
~r
f
C>
D(y,
where the absolute value of 6 does not exceed unity. Since the
and ^ are continuous in the
derivatives of the functions /,
<,
DOUBLE INTEGRALS
274
[VI,
i;;i
region R, we may assume that the regions rt have been taken so

small that each of the quantities e,-, e-, e- is less than an arbitrarily
preassigned number rj. Then the supplementary term will certainly
be less in absolute value than 3^0, where O is the area of the

Hence that term approaches zero as the regions st
region R.
(and
Tf)
sum
So-,
approach zero in the manner described above, and the

approaches the double integral
all
y)
(x,
()
where
a,
ft,
du dv
D(u, v)
D(u, v)
y are the direction cosines of the normal to the surface S
at the point (u,
v~).
Let us calculate these direction cosines.

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

(aft
ba
(be
c&
(ca
ac
which was employed by Lagrange, enables us to write the quantity

F 2 where
under the radical in the form EG
,
(27)
the symbol
indicating that a; is to be replaced by y and z succes
and
the
three
resulting terms added. It follows that the area
sively
of the surface S is given by the double integral
(28)
==
/
J/ J(B
(B)
F*dudv.
VI,
CHANGE OF VARIABLES
132]
275
E, F, and G play an important part in the theory

Squaring the expressions for dx, dy, and dz and adding
The functions
of surfaces.
the results,
we
ds
(29)
find
dx 2
+ dy* + dz* = E du + 2Fdu dv + G dv

2
2
.
It is clear that these quantities E, F, and G do not depend upon

the choice of axes, but solely upon the surface S itself and the inde
pendent variables u and v. If the variables u and v and the sur
face
5 are
evident that
all real, it is
EG
must be
The expression V EG
the surface S in the system
132. Surface element.
positive.
F 2 du dv
is
called the
of coordinates (u, v).

element of area of
The precise value of the area of a small portion of the siirface bounded
F 2 t)dudv,
by the curves (u), (u
du), (v~), (v -\- dv) is (j\EG
where
approaches zero with
that the term
du dv
is
du and
dv.
It is evident, as above,
negligible.
Certain considerations of differential geometry confirm this result.

For, if the portion of the surface in question be thought of as a small
curvilinear parallelogram on the tangent plane to S at the point (u, v),
its area will be equal, approximately, to the product of the lengths
of its sides times the sine of the angle between the two curves (u)
and (v~). If we further replace the increment of arc by the differ
by formula (29), are ^/Edu and

of
du
and
dv
are
taken
^/Gdv,
positive. The direction parameters
the tangents to the two curves (u) and (v) are dx/du, dy/du, dz/du
and dx/dv, dy/dv, dz/dv, respectively. Hence the angle a between
them is given by the formula
^ dx dx
ential ds, the lengths of the sides,
if
COS
=
iV
cu Gv
\du
VI"
2
a = V EG
.F /V EG.
Forming the product mentioned,
we find the same expression as that given above for the element of
area.
The formula for cos a shows that F = when and only when
the two families of curves (u) and (y~) are orthogonal to each other.
When the surface S reduces to a plane, the formulae just found
whence
reduce
we
sin
to
find
the formulae
found in
128.
For,
if
we
set
if/(u,
v)
= 0,
DOUBLE INTEGRALS
276
[VI,
132
whence, by the rule for squaring a determinant,
dx ex
E F
du dv
F G
= EG - F
2
.
du dv
Hence
ÊG
reduces to |A|.
To find the area of a region of a surface whose equa

y} which projects on the xy plane into a region R in
which the function f(x, y), together with its derivatives p = df/dx and
q = df/dy, is continuous. Taking x and y as the independent vari
2
F pq, G = 1 + q 2 and the area in ques
ables, we find E = \ + p
Examples.
tion is z
1)
= f(x
tion
is
given by the double integral
(30)
where y
is
Jff
J(R)
Jff
J(R
(R)
COS y
the acute angle between the z axis and the normal to the
surface.
2) To calculate the area of the region of a surface of revolution
between two plane sections perpendicular to the axis of revolution.
Let the axis of revolution be taken as the z axis, and let z
f(x)
be the equation of the generating curve in the xz plane.

Then the
coordinates of a point on the surface are given by the equations
z=f(p),
where the independent variables p and are the polar coordinates of
the projection of the point on the xy plane. In this case we have
o>
F=0,
p-),
To
G=
P *.
find the area of the portion of the surface
bounded by two plane

whose radii are p and
should
be
allowed
to
from
p 2 respectively, p
vary
Pl to p 2
p 2 ) and
from zero to 2?r. Hence the required area is given by the integral
sections perpendicular to the axis of revolution
,
(pi<
and can therefore be evaluated by a single quadrature.

the arc of the generating curve, we have
ds*
rf
<fe
<
If s denote
VI,
IMPROPER INTEGRALS
133]
277
and the preceding formula may be written in the form
= f
I
p*
27Tp ds
Jpl
The geometrical interpretation of this result is easy 2jrp ds is

the lateral area of a frustum of a cone whose slant height is ds and
whose mean radius is p. Replacing the area between two sections
:
whose distance from each other is infinitesimal by the lateral area

of such a frustum of a cone, we should obtain precisely the above
formula for
A.
For example, on the paraboloid of revolution generated by revolv

9
ing the parabola x = 2pz about the z axis the area of the section
between the vertex and the circular plane section whose radius is r is
III.
GENERALIZATIONS OF DOUBLE INTEGRALS

IMPROPER INTEGRALS SURFACE INTEGRALS
Let f(x, y) be a function which is con

whole
in
the
tinuous
region of the plane which lies outside a closed
double
The
F.
contour
integral of f(x, y) extended over the region
133. Improper integrals.
between F and another closed curve C outside of F has a finite value.

If this integral approaches one and the same limit no matter how
C varies, provided merely that the distance from the origin to the
nearest point of C becomes infinite, this limit is defined to be the
value of the double integral extended over the whole region
outside F.
Let us assume for the moment that the function f(x, y] has a
In this case the limit of the
constant sign, say positive, outside F.
double integral is independent of the form of the curves C.
For,
Cn
be a sequence of closed curves each of which
let Ci, C z
,
encloses the preceding in such a way that the distance to the nearest
/ extended
point of Cn becomes infinite with n. If the double integral
over the region between F and C n approaches a limit /, the same will
which
Cm ,
be true for any other sequence of curves C{, C^,
,
double
of
the
I
the
value
if
be
conditions.
the
same
m
For,
satisfy
integral extended over the region between F and C m n may be
chosen so large that the curve Cn entirely encloses C m and wa
,
shall
have
<
<
/.
Moreover
increases with m.
Hence
Im
DOUBLE INTEGRALS
278
has a limit /
[VI,
133
I.
It follows in the same manner that I
I
Hence
the two limits are equal.
As an example let us consider a function f(x, y), which outside a
circle of radius r about the origin as center is of the form
<
<
I, i.e.
where the value of the numerator \f/(x, y~) remains between two
posi
numbers m and M. Choosing for the curves C the circles
tive
concentric to the above, the value of the double integral extended

over the circular ring between the two circles of radii r and R is
given by the definite integral
\l/(p
/, J,
cos
to,
p sin
o>)p
dp
between the values of the two expressions
It therefore lies
By 90, the simple integral involved approaches a limit as

increases indefinitely, provided that 2a
1
1 or a
1.
But
>
becomes
infinite
with
if
>
R
it
1.
<
If no closed curve can be found outside
which the function /(a;, y)

can be shown, as i
89, that the integral
ffffa y)dxdy approaches a limit if the integral // f(x, y) \dxdy
itself approaches a limit. But if the latter
integral becomes infinite,
has a constant sign,
the former integral

to Cayley,
is
is
it
grate this function first
and the two
r
I
Jo
dx
r
I
lines
The following example, due

Let f(x, y) = sin (x 2 + if), and let us inte
over a square of side a formed by the axes
indeterminate.
interesting.
= a,
= a.
The value
of this integral
is
sin
Jo
(a;
=
I
Jo
+ y }dy
z
sinx^dx x
Jo
cosy
dy+
Jo
cosx*dx x
Jo
siny*dy.
As a increases indefinitely, each of the integrals on the right has

a limit, by 91. This limit can be shown to be
V?r/2 in each case
hence the limit of the whole right-hand side is TT. On the other
;
hand, the double integral of the same function extended over the
quarter circle bounded by the axes and the circle x 1 + y 2 = R 3 is
equal to the expression
/I,
IMPROPER INTEGRALS
134]
279
7T
r*
r
du
\
yo
*/0
which, as R becomes infinite, oscillates between zero and 7r/2 and

does not approach any limit whatever.
We should define in a similar manner the double integral of a

function f(x, y) which becomes infinite at a point or all
along a line.
First, we should remove the point (or the
from the field of
line)
integration by surrounding it by a small contour (or by a contour

very close to the line) which we should let dimmish
For example,
indefinitely.
the function f(x, y) can be written in the form
if
f(x
^(*>
y)
in the neighborhood of the

point (a, b), where \}/(x, y) lies between
two positive numbers m and M, the double integral of
f(x, y)
extended over a region about the point
(a, b) which contains no
other point of discontinuity has a finite value if and
only if a is
less
than unity.
134. The function B(p, q). We have assumed above that the contour C
n
recedes indefinitely in every direction. But it is evident that we
may also sup
pose that only a certain portion recedes to infinity. This is the case in the above
example of Cayley
and
also in the following example.
/(x, y)
where p and q are each

first
quadrant.
and the
lines
-1
e-*
-!
Let us take the function
2
,
This function is continuous and positive in the

over the square of side a bounded by the axes
we find, for the value of the double integral,
positive.
Integrating
a and y
4x P- y
2
first
a,
C 2x2
2
J>-ie-*
Jo
dx x C 2y*i-ie-*dy.
Jo
Each of these integrals approaches a limit as a

definition of the function T(p) in
92,
becomes
infinite.
For, by the
+C
f
T(p)= Jo
whence, setting
= x2 we
,
V-ie-<(K,
find
r(p)= C
(31)
2x*P-*e-**dx.
Jo
Hence the double
integral approaches the limit T(p) T(q) as a becomes infinite.

Let us now integrate over the quarter circle bounded by the axes and the
circle z2 + y 2 = R 2
The value of the double integral in polar coordinates is
.
f*R
I
Jo
2p
-P
2<
+ i)- l e-P
dp x
/*
I
DOUBLE INTEGRALS
280
As R becomes
product approaches the limit
infinite this
T(p
where we have
[VI,
q)B(p, q),
set
rr
B(p,q)
(32)
= C
2cos?P-
l
<l>sin
<i-i<t>d<}>.
Jo
Expressing the fact that these two limits must be the same, we find the equation
T(p)T(q)
(33)
The
it
is
called Euler
integral B(p, q}
be written in the
may
form
(34)
B(p,
The formula
(33)
r(p
q)B(p,
s integral
q)= JQ
f
t9-i(l
= vV.
For example,
Setting
Hence the formula
= sin 2
<,
1/2,
we
q) to the calcu
find
(31) gives
p and
T(p)T(l-p) =
1
t)v- dt.
setting
f.
In general, setting q
taking
and
p between
l-p) =
Jo
We shall
q).
of the first kind.
reduces the calculation of the function B(p,
lation of the function T.
whence F(l/2)
see later that the value of this integral
we
find
(~
\
is jr/sin pit.
The definition of surface integrals is analogous to that

Let S be a region of a surface bounded by one or more curves F.
We shall assume that the surface has two distinct sides in such a way that if one
side be painted red and the other blue, for instance, it will be impossible to pass
from the red side to the blue side along a continuous path which lies on the sur
135. Surface integrals.
of line integrals.
and which does not cross one of the bounding curves.* Let us think of S as
m and m be two points
m let us draw that half of
The direction
the normal mn to the surface which does not pierce the surface.
thus defined upon the normal will be said, for brevity, to correspond to that side
of the surface on which m lies. The direction of the normal which corresponds
face
a material surface having a certain thickness, and let

near each other on opposite sides of the surface. At
to the other side of the surface at the point
will
be opposite to the direction
just defined.
Let z
=
<f>(x,
in at
y) be the equation of the given surface, and let -S be a region of

shall assume that the surface is met
bounded by a contour F. We
most one point by any parallel to the
this surface
z axis,
and that the function
0(z, y)
* It is
very easy to form a surface which does not satisfy this condition. We need
only deform a rectangular sheet of paper
by pasting the side B C to the side
in such a way that the point C coincides with A and the point B with D.
ABCD
AD
VI,
is
SURFACE INTEGRALS
135]
continuous inside the region
into
which T
projects.
It is
281
of the xy plane which is bounded by the curve C

evident that this surface has two sides for which
the corresponding directions of the normal make, respectively, acute
and obtuse
We shall call that side whose

angles with the positive direction of the z axis.
corresponding normal makes an acute angle with the positive z axis the upper
Now
side.
let
P(x, y, z) be a function
ofi
the three variables x, y, and z which
continuous in a certain region of space which contains the region S of the sur
face.
If z be replaced in this function by
y), there results a certain function
is
<(x,
P [x,
y,
<p(x,
y)] of
x and y alone
and
it is
to call the double integral of this function
P [x,
vf f
(A)
(35)
natural by analogy with line integrals

extended over the region A,
dx dy
y, 0(x, y)]
<s
the surface integral of the function P(x, y, z) taken over the region S of the given
Suppose the coordinates x, y, and z of a point of S given in terms of two
auxiliary variables u and v in such a way that the portion S of the surface corre
surface.
sponds point for point in a one-to-one manner to a region R of the uv plane. Let
da- be the surface element of the surface S, and 7 the acute angle between the posi
tive z axis and the normal to the upper side of S.
Then the preceding double
integral, by
131-132, is equal to the double integral
rr
(36)
P(x,
y,
z)cos7d<r,
This new expression

x, y, and z are to be expressed in terms of u and v.
however, more general than the former, for cos 7 may take on either of two
where
is,
values according to which side of the surface is chosen. When the acute angle 7
is chosen, as above, the double integral (35) or
(36) is called the surface integral
(37)
extended over the upper side of the surface
But
if 7 be taken as the obtuse

changed in sign, and the new
/ / Pdxdy extended over the
lower side of
In general, the surface integral// Pdx dy is equal to
the double
integral (35) according as it is extended over the upper or the lower side of S.
This definition enables us to complete the analogy between simple aîd double
S.
angle, every element of the double integral will be

double integral would be called the surface integral
<S.
Thus a simple integral changes sign when the limits are interchanged,
while nothing similar has been developed for double integrals.
With the gen
eralized definition of double integrals, we may say that the integral///(x, y) dx dy
integrals.
previously considered is the surface integral extended over the upper side of the
xy plane, while the same integral with its sign changed represents the surface
integral taken over the under side. The two senses of motion for a simple inte
gral thus correspond to the two sides of the xy plane for a double integral.
The expression (36) for a surface integral evidently does not require that the
surface should be met in at most one point by any parallel to the z axis. In the
same manner we might
define the surface integrals
ff Q(z,
y, z)
dy dz,
ff R x
(
v* z )
dz dx
DOUBLE INTEGRALS
282
and the more general
f fp(x,
This latter integral
[VI,
136
integral
y,
z)dxdy +
z)dydz
Q(x, y,
also be written in the
may
R(x, y, z)dzdx.
form
C f [Pcos? + Qcosa + JJcos/3]d<r,

where a,
7 are the direction angles of the direction of the normal which cor
responds to the side of the surface selected.

Surface integrals are especially important in Mathematical Physics.
136. Stokes* theorem.
P(x, y,
z),
Q(x, y,
z),
Let
R(x, y,
L
z)
be a skew curve along which the functions
are continuous.
Then
the definition of the line
integral
C Pdx + Qdy
+Rdz
J((L)
taken along the line L is similar to that given in 93 for a line integral taken
along a plane curve, and we shall not go into the matter in detail. If the curve L
is closed, the integral evidently may be broken up into the sum of three line inte
grals taken over closed plane curves. Applying Green s theorem to each of these,
it is
we may replace the line integral by the sum of

The introduction of surface integrals enables us to state
evident that
integrals.
three double
this result in
very compact form.

Let us consider a two-sided piece S of a surface which we shall suppose for
To each side of the surface
definiteness to be bounded by a single curve P.
corresponds a definite sense of direct motion along the contour r. We shall
of the contour let us draw
assume the following convention At any point
consideration,
and
let
Mn which
corresponds to the side of the surface under

us imagine an observer with his head at n and his feet at
that half of the normal
we
the positive sense

of motion which the observer must take in
shall say that that
is
order to have the region
Thus
at his left hand.
two sides of the surface corre

spond two opposite senses of motion along
to the
the contour F.
Let us
first
face which
any
is
consider a region
met
of a sur
most one point by

axis, and let us suppose
in at
parallel to the z
the trihedron Oxyz placed as in Fig. 30,

where the plane of the paper is the yz plane
and the x axis extends toward the observer.
To
the boundary
of
will correspond a
and these
two curves are described simultaneously in
Let
the sense indicated by the arrows.
z = /(x, y) be the equation of the given surface, and let P(x, y, z) be a function
which is continuous in a region of space which contains S. Then the line inte
closed contour
gral
fr
P(x, y,
z)
dx
is
in the
identical with the line integral
xy plane
VI,
SURFACE INTEGRALS
136]
P[x,
y,
283
y)]dx
<p(x,
/(C)
Let us apply Green
taken along the plane curve C.

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

taken in the other direction along F. And
theorem, no matter what the form of the surface
the line integral
also holds, as does
may
--dzdx
J J(S) cz
other side of
if
do-
and hence we may write
J(F)
<S,
By cyclic permutation of
x, y,
and
we
obtain the following analogous
^ Q(x, y,z)dy=
Jf
C R(x,y,z)dz=
J<n
Adding the
three,
we
C i dydzJ J(S) sy
obtain Stokes theorem in
its
dzdx.
dx
general form
P(x, y, z)dx
Q(z, y, z)dy
R(x, y, z)dz
dP\,
^(dE
^
----dQ\.
2 }dydz + --- \dzdx.
)dxdy +
/d
ty/
The sense
in
which T
double integral
is
is described and the side of the surface over which the

taken correspond according to the convention made above.
DOUBLE INTEGRALS
284
IV.
[VI,
137
ANALYTICAL AND GEOMETRICAL APPLICATIONS
Let us consider, as above, a region of space bounded

surface S above that plane, and a cylinder whose
a
the
xy
plane,
by
We shall suppose that the
generators are parallel to the z axis.
137. Volumes.
is a contour similar to
section of the cylinder by the plane z
that drawn in Fig. 25, composed of two parallels to the y axis and two
APB and A QB
curvilinear arcs
If %
surface S, the volume in question
rb
Jo.
Now
is
f(x, y)
is
given, by
the equation of the

by the integral
124,
rvt
dx
f(x, y)dy.
Jy,
2
the integral f /(o:, y}dy represents the area A of a section of
a
this volume by
plane parallel to the yz plane. Hence the preceding
in the form
be
written
formula may
"
A dx.
V=f
U
(39)
The volume of a solid bounded in any way whatever is equal

For
to the algebraic sum of several volumes bounded as above.
convex
closed
a
bounded
of
a
solid
volume
the
find
by
instance, to
should circumscribe the solid by a cylinder whose gen
erators are parallel to the z axis and then find the difference between
two volumes like the preceding. Hence the formula (39) holds for
surface
we
= a and x = b
any volume which lies between two parallel planes x
surface
bounded
which
is
and
whatever, where A
by any
(a
I)
a
made
a
section
of
denotes the area
by
plane parallel to the two
the
interval
the
Let
us
(a, ) subdivided by
suppose
given planes.
be
the
areas
A
let
A
x
and
A
x
x
u
n _ l} b,
points a, l} z
of the sections made by the planes x = a, x = x lt
-, respectively.
<
Then the
definite integral
$*k dx
is
; ,
the limit of the
sum
The geometrical meaning of this result is apparent. For A,-_! (#,-
a;,-_i),
whose base is
whose height
Hence the volume
for instance, represents the volume of a right cylinder

and
the section of the given solid by the plane x
a-,-_i
is
the distance between two consecutive sections.
of the given solid is the limit of the sum of such infinitesimal cylin
This fact is in conformity with the ordinary crude notion of
ders.
volume.
VI,
APPLICATIONS
138]
A be known as a fnnction of
If the value of the area
ume
285
x,
the vol
be found by a single quadrature. As an

example let us try to find the volume of a portion of a solid of revo
lution between two planes perpendicular to the axis of revolution.
to be evaluated
may
Let this axis be the x axis and let z

f(x) be the equation of the
generating curve in the xz plane. The section made by a plane par
Hence the required
allel to the yz plane is a circle of radius f(x).
2
given by the integral TT^ [/(x)] er.
Again, let us try to find the volume of the portion of the ellipsoid
volume
is
^4.^4. f! =
a*
b*
bounded by the two planes x = x x = X. The section made by a

is an ellipse whose semiaxes are
plane parallel to the plane x =
x 2/a 2
Hence the volume sought is
x 2 /a 2 and c Vl
b Vl
,
V=
cA
To
l-
Trbc
Y8
a-A
find the total
volume we should
set
a and
X=
which
a,
gives the value %irabc.

138. Ruled surface.
Prismoidal formula.
When
the area
is
an integral
function of the second degree in z, the volume may be expressed very simply
in terms of the areas B and B of the bounding sections, the area 6 of the mean
section,
and the distance h between the two bounding
section be the plane of yz,
V = JC
But we
h
also
whence n
If
the
mean
+
2
(te
+ 2mx +
n)
dx
21
2na.
have
b
2a,
sections.
we have
&,
B=
n,
2
h/2, 2Za
Itf
+ 2ma + n
=B+B
26.
B =
la*
- 2ma + n
These equations lead
+B +
F=^[B
o
(40)
to the
formula
4&],
which
is called the prismoidal formula.

This formula holds in particular for any solid bounded by a ruled surface and
two parallel planes, including as a special case the so-called prismoid.* For,
let y = ax + p and z = bx + q be the equations of a variable straight line, where
a, 6, p,
and q are continuous functions of a variable parameter t which resume

when t increases from t Q to T. This straight line describes
their initial values
*
lel
prismoid
and contain
is
all
a solid bounded by any number of planes, two of which are paral

the vertices.
TRANS.
DOUBLE INTEGRALS
286
[VI,
a ruled surface, and the area of the section made by a plane

x = is given, by 94, by the integral
139
parallel to the plane
/T
(ax
p)(b x
q )dt,
Jto
where a
&
derivatives
and
T,
d denote the derivatives of a, 6, c, d with respect to t. These

be discontinuous for a finite number of values between t
may even
which
be the case when the lateral boundary consists of portions of

The expression for A may be written in the form
will
several ruled surfaces.
x2
rr
ab dt
rr
I
Jt
Jt n
rr
pq
+ pb )dt +
(aq
Jt
dt,
where the integrals on the right are evidently independent of x. Hence the
formula (40) holds for the volume of the given solid. It is worthy of notice that
the same formula also gives the volumes of most of the solids of elementary geometry
.
139. Viviani s problem. Let C be a circle described with a radius OA (= R)

of a given sphere as diameter, and let us try to find the volume of the portion
of the sphere inside a circular cylinder whose right section is the circle C.
Taking the origin at the center of the sphere, one fourth the required volume
is
extended over a semicircle described on

dinates p and w, the angle u varies from
we
OA
dxdy
2/
as diameter.
to it/2,
and
Passing to polar coor
from
to
R cos w.
Hence
find
v=
4
If this
rim Rm Bin* w)\*du = RS i*---2 \
- I (R 3
3 Jo
3 \2
3/
volume and the volume inside the cylinder
which
is symmetrical to this one with respect to

the z axis be subtracted from the volume of the
whole sphere, the remainder
is
Again, the area
\2
of the portion of the sur

face of the sphere inside the given cylinder is
FIG. 31
ft
dxdy.
Replacing p and q by their values
polar coordinates,
we
find
x/z and
y/z, respectively,
and passing to
VI,
APPLICATIONS
140]
ftRcoiui
r>
Rf>d(>
V^ 2 -,
Jo
tt
287
4 f
Jo
f 2 (l-sinw)dw = 4R2 (- -
4fl 2
Jo
Subtracting the area enclosed by the two cylinders from the whole area of the
sphere, the remainder
is
it
^
The theorems estab
140. Evaluation of particular definite integrals.
lished above, in particular the theorem regarding differentiation

under the integral sign, sometimes enable us to evaluate certain defi
nite integrals without
proceed to give a
We
knowing the corresponding indefinite integrals

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

x
Ix
1+ax
whence
x dx
log (1
2
<*
fai
.
It follows that
1+a
a
rfa
whence, observing that
Jo
Integrating the
,4
vanishes
log(l4-
arc tan
o/-i
2(1+ a
when a
a
^ + Jr 1+a
0,
)
2
we may
write
log
0/1
(i+<>
2(1+ a
first
2
2\
.,
of these integrals
A =
T~i
by
- arc tan a
log (1
m
"2
parts,
a 2)
we
finally find
DOUBLE INTEGRALS
288
[VI,
140
v
This function is continuous
Again, consider the function x
and 1 and y between any two positive
when x lies between
.
numbers a and
Hence, by the general formula of
b.
/-&
/i
dx
/*
/?>
x v dy
dy
Ja
t/a
123,
x y dx.
UQ
But
>i
ipy
flf
I
,,
Ly
Joo
+ IJ
1
,,
+L
1
hence the value of the right-hand side of the previous equation
-=
On
the other hand,
is
log
we have
r
log
a;
whence
log x
= log
In general, suppose that P(x, y) and Q(x,
two functions
are
?/)
which satisfy the relation dP/dy = dQ/dx, and that x x^ y y^ are

Then, by the general formula for integration
given constants.
under the integral sign, we shall have
,
c?o;
p ap
-dy=\p
ty
J*
J
dy
J,Jo
p0Q
-^-dx,
^
\
J*
or
r^
r*i
(41)
[P(x,
y,}-P(x, y )-]dx=
^ô
[Q(^ 15
y)- Q
^"o
Cauchy deduced the values of a large number of definite inte

It is also closely and simply related to
grals from this formula.
Green s theorem, of which it is essentially only a special case.
For it may be derived by applying Green s theorem to the line
fPdx + Qdy taken along the boundary of the rectangle

formed by the lines x = X Q x
x^ y = y y = y l
In the following example the definite integral is evaluated by a
integral
special device.
The
integral
Jo
log (1
2a
cos x
n-
dx
VI,
APPLICATIONS
110]
has a
value
finite
if
This function
has the following properties.
F(<x)
F(-
1)
a)
For
F(a).
F(or,
from unity.
different
is
\a\
289
a)
log (1
Jo
making the substitution x
F(2
F(a
2)
= 2F(a).
2a cos x
TT
Jo
a-
a 2) dy
dx,
y,
2a
log (1
a)
For we may
cos y
F(a)
set
2F() = F() + F(-a),

whence
2F(a)
Jo
Jo
If
2a cos x
[log (1
log (I
we now make
a2)
- 2a* cos 2x +
= -1
i
+Making a second
= y,
COS x
a 2 )] dx
becomes
this
C"
\og(l-2a cosy
* Jo
2a
a*)dx.
the substitution 2x
2F(a)
+ log (1 +
+ a )dy
4
2*
log (1
substitution y
- 2a
cos y
a 4 ) dy.
z in the last integral,
lit
we
find
f*n
2
\og(l-2a cosy
X2rr
which leads
From
to the
this result
a is
The same
\ F(a
if
<
cos z
a*)dz,
F(a")
than unity, a2 approaches zero as n becomes infinite.

2
for the logarithm approaches zero.
is true of
F(a
= 0.
we
have
1,
F(a)
a|
"),
Hence,
log (1
Jo
less
have, successively,
"
If
a*)dy=
formula
we
F(a)
DOUBLE INTEGRALS
290
a
If
|
greater than unity, let us set a
is
|
F(a)
2 cos x
Jo
F(a)
Finally,
find
Hence we have
2
TT
log
ft
TT
log
can be shown by the aid of Ex. 6,

continuous for all values of a.
it
hence F(a)
Then we
log(l-2/?cos;r
than unity.
is less
\ft\
I//?.
f
Jo
=
where
141
[VI,
in this case
a2
p.
205, that F(
1)
is
141. Approximate value of logF(n + l).

great variety of devices may be
to find either the exact or at least an approximate value of a definite
employed
We proceed
integral.
We
an example.
to give
T(n
+ l) =
have, by definition,
n +00
xn
e- x dx.
Jo
The function xn e~ x assumes its maximum value nn e~ n for x = n. As x increases

from zero to n, xn e~ x increases from zero to nn e~ n (n>0), and when x increases
from n to + oo, x n e~ x decreases from nn er n to zero. Likewise, the function
nn er n e- tt increases from zero to n n er n as t increases from
oo to zero, and
decreases from nn e~ n to zero as t increases from zero to + oo. Hence, by the
substitution
n
(42)
-*
the values of x and

to
+
It
t correspond in such a way that as t increases from

oo
x increases from zero to + oo.
remains to calculate dx/dt. Taking the logarithmic derivative of each side
oo,
of (42),
we
find
2tx
dx,
dt
We
have
also,
by
(42), the
equation
tfl
n log
W
f
For simplicity let us set x = n + z, and then develop log (1 + z/n) by Taylor s
theorem with a remainder after two terms. Substituting this expansion in the
value for
2
<
we
find
nz2
[2
where
6 lies
between zero and unity.
From
this
we
find, successively,
VI,
APPLICATIONS
142]
291
whence, applying the formula for change of variable,
Y(n
The
first
1)
= 2nn
e-"
*/- C
\ / I/
"e-^dt
2n"er
As
C
V
*V<
(1
00
is
integral
e-
not
00
<2
dt
,_
= Vnr.
for the second integral, though we cannot evaluate it exactly, since we do

know 0, we can at least locate its value between certain fixed limits. For
and zero, and they are all positive

elements are negative between
+cc
is ^ ess m
between zero and + oo. Moreover each of the integrals f_ n /
+
ter^dt = 1/2. It follows that
absolute value than /
all its
<x>
F(n
(43)
= \/2nnn e~ n (
1)
V*n/
1 and + 1where u lies between
If n is very large, w/V2n is very small.
Hence,
if
we take
n"e-
as an approximate value of T(n + 1), our error is relatively small, though the
actual error may be considerable. Taking the logarithm of each side of (43), we
find the formula
log r(n
(44)
1)
(n
1) logn
+ 1 log(27r) +
e,
we have an
expression
very small when n is very large. Neglecting e,
This formula is inter
called the asymptotic value of logT(n
1).
esting as giving us an idea of the order of magnitude of a factorial.
where
which
e is
is
142.
s theorem. The formula for integration under the integral

function
any
/(x, y) which is continuous in the rectangle of inte
Hence, if two different results are obtained by two different methods
Alembert
sign applies to
gration.
of integrating the function /(x, y), we may conclude that the function /(x, y) is
Gauss deduced
discontinuous for at least one point in the field of integration.
this fact an elegant demonstration of d Alembert s theorem.
Let F(z) be an integral polynomial of degree m in z. We shall assume for
definiteness that all its coefficients are real.
Replacing z by p(cosw + isinw),
and separating the real and the imaginary parts, we have
from
F(z)
where
If
we
set
P=A
Q=A
V=
m
m smmw
cosm<,}
a/T
and
it is
+ Aip m
+ A\pm ~
arc tan (P/Q),
8V =
we
shall
aP_ p aQ
dp
dp
P*+
Q2
=P+
cos(m
sin(m
iQ,
!)&>
1)
have
8V ~
~^
q^-P^
du
8u
P2
Q2
evident, without actually carrying out the calculation, that the second
derivative
is
of the
form
&V
DOUBLE INTEGRALS
292
where
[VI, Exs.
is a continuous function of p and u.

This second derivative can only
be discontinuous for values of p and
for which P and Q vanish simultaneously,
that is to say, for the roots of the equation F(z) = 0. Hence, if we can show that
<a
the two integrals
r\du
I
(4o)
c -dp,
w*
d du
Jo
Jo
R
*
dp
c"*r*
du
d P Cu
Jo
Jo
are unequal for a given value of R, we may conclude that the equation F(z) =
has at least one root whose absolute value is less than R. But the second inte
is
gral
always zero, for

^
au
Jo
f"
and dV/dp is a periodic function of w, of period 2x.

gral in a similar manner, we find
Calculating the
first
inte
X
and
it is
easy to
show
that
dV/du
of the
is
dV _
form
m+
mA?)
2m -f
p"
du
Ag
where the degree of the terms not written down is less than 2m in p, and where
the numerator contains no term which does not involve p. As p increases indefi
nitely, the right-hand side
approaches
m.
fQ
hence the
first of
R may be chosen so large

m + where e is less than m
Hence
that the value of cV/dw, for p = R, is equal to

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

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

[Licence, Paris, 1889.]
Using the usual system of trirectangular coordinates, let a ruled surface

The plane zOA revolves about the x axis, while the gen
erating line -D, which lies in this plane, makes with the z axis a constant angle
whose tangent is X and cuts off on OA an intercept OC equal to Xa0, where a
is a given length and 6 is the angle between the two planes zOx and zOA.
2.
be formed as follows
EXERCISES
VI.Exs.]
293
the solid bounded by the ruled surface and the planes

1) Find the volume of
xOy, zOx, and zOA, where the angle 6 between the last two is less than 2n.
the portion of the surface bounded by the planes xOy,
2) Find the area of
zOx, zOA.
[Licence, Paris, July, 1882.]
3.
&2 X2
Find the volume of the solid bounded by the xy plane, the cylinder
a 2&2 anc[ the elliptic paraboloid whose equation in rectangular
a2y2
_|_
coordinates
is
2z
&
y*
p2
q*
[Licence, Paris, 1882.]

4.
Find the area of
the curvilinear quadrilateral bounded by the four con-
focal conies of the family
which are determined by giving X the values
c 2 /3,
2c 2/3, 4c a /3, 5c 2/3, respectively.

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

[Licence, Montpellier, 1898.]
6.
In an ordinary rectangular coordinate plane let A and B be any two

be any curve joining A and B which, together
y axis, and let
whose area is a preAB, forms the boundary of a region
AMB
points on the
with the line
AMBA
assigned quantity S.
over the curve
AMB
of the following definite integral taken
Find the value

:
my] dx
m is a constant,
where
<t>
[<t>
(y}e
and where the function
- m]dy,
<f>(y),
together with
[Licence,
7.
By
>
+ 00
/
ft
Jo
/O
e- x
different ways,
show
Jo
that,
sinaxdydx
provided that a
+ 00
8.
Nancy, 1895.]
+00
two
derivative
calculating the double integral

ft
in
its
continuous.
(y), is
sin
ax
is
not zero,
ft
,
Find the area of the lateral surface of the portion of an ellipsoid of revo
an hyperboloid of revolution which is bounded by two planes perpen
lution or of
dicular to the axis of revolution.
DOUBLE INTEGRALS
294
To
9*.
area A
find the area of
[VI, Exs.
Half of the total
an ellipsoid with three unequal axes.
is
1-
X2
C"
dxdy
extended over the interior of the ellipse 62 x2 + a2 ?/ 2 = a 2 ft2 Among the methods
employed to reduce this double integral to elliptic integrals, one of the simplest,
125.
due to Catalan, consists in the transformation used in
Denoting the
.
integrand of the double integral by v, and letting v vary from 1 to +

easy to show that the double integral is equal to the limit, as I becomes
cc,
it is
infinite,
of the difference
il
7tabl(P-l)
This expression
is
nab
an undetermined form
but we
may
write
--
>
and hence the
limit considered above is readily seen to be

+00
/.2
Ttab
ab
dv
1,2
10*. If
from the center of an
dicular be let fall
which
is
ellipsoid
ellipsoid
upon the tangent plane
J
\
(V
2_l +
whose semiaxes are
a, 6, c
C2
\
&*/ -
a perpen
to the ellipsoid, the area of the surface
the locus of the foot of the perpendicular
whose semiaxes are
^W 2_1 +
a2
is
equal to the area of an
be/a, ac/b, ab/c.
[WILLIAM ROBERTS, Journal de
Liouville, Vol. XI, 1st series, p. 81.]
EXERCISES
VI, EXB.]
11.
295
Evaluate the double integral of the expression
(*
V)"f(v)
extended over the interior of the triangle bounded by the straight lines y = i
= x, and x = in two different ways, and thereby establish the formula
dx
From
this result
(x
y) f(y)
dy
f(y)
dy
deduce the relation

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

X
f(x)
dx
=
2
\
6
f
2n Jr
*(x*
2
2/
and verify these formulae by means of the law for differentiation under the
integral sign.
CHAPTER
VII
MULTIPLE INTEGRALS
INTEGRATION OF TOTAL DIFFERENTIALS
I.
CHANGE OF VARIABLES
MULTIPLE INTEGRALS
143. Triple integrals. Let F(x, y, z) be a function of the three

variables x, y, z which is continuous for all points M, whose rec
tangular coordinates are (cc, y, z), in a finite region of space
bounded by one or more closed surfaces. Let this region be sub
()
divided into a number of subregions (e^, (e 2 ~),

(e n ), whose vol
v
be
coordinates
of any
and
let
the
umes are v l9 v z
,
n
(., 17,-, )
,
point
m,-
of the subregion
(e,-).
Then
the
sum
(i)
approaches a limit as the number of the subregions (e.) is increased

indefinitely in such a way that the maximum diameter of each of
them approaches
zero.
the function F(x,

is
y,
This limit
called the triple integral of
is
z) extended throughout the region (), and
represented by the symbol
JJJ
(2)
The proof that
F(x,
dx dy dz
y, z}
this limit exists is practically a repetition of the
proof given above in the case of double integrals.

Triple integrals arise in various problems of Mechanics, for
instance in finding the mass or the center of gravity of a solid
filled with a heterogeneous sub
Suppose the region
body.
stance, and let p.(x, y, z) be the density at any point, that is to say,
()
the limit of the^ratio of the mass inside an infinitesimal sphere about

and /x 2
the point (x, y, ) as center to the volume of the sphere. If
are the
it is
and
maximum and
the
minimum
value of
/t
in the subregion
evident that the mass inside that subregion

fujv,-;
hence
it
is
equal to
v,./i(,.,
suitably chosen point of the subregion

296
17.-,
(e ).
(
,.),
lies
where
(e^),
between ^v,
(,-,
7;,-,
,-)
is
It follows that the total
VII,
CHANGE OF VARIABLES
INTRODUCTION
143]
297
mass is equal to the triple integral fffp dx dy dz extended through

out the region ().
The evaluation of a triple integral may be reduced to the suc
Let us suppose
cessive evaluation of three simple integrals.
first
a rectangular parallelepiped bounded by the

six planes x
x
x
z
z = Z.
Let (E)
X, y
F, z
y y
be divided into smaller parallelepipeds by planes parallel to the
that the region
()
three
yk _
The volume of one

and we have to
,_!),
coordinate planes.
o^j) (yk
(x f
is
(z t
of
the
latter
is
find the limit of
sum
the
(3)
where the point (, w
any point inside the corresponding

first that part of S which arises
parallelepiped.
from the column of elements bounded by the four planes
ij ikl
lW ) is
Let us evaluate
the points
all
taking
= y/c-i(x {
ikl
yM
iw )
upon the straight
This column of parallelepipeds gives
-x_
i
)(yt
yt_i)[^(*,-_i,
yî, Ci)(i
line
rise to
the
ar.-.j,
sum
],
s may be chosen in such a way that the

123, the
inside
the
bracket
will be equal to the simple integral
quantity
and, as in
*(**-!
It only
But
yt-i)
F( x
Jz
i-i>
yt-u
*) d*-
remains to find the limit of the sum
this limit is precisely the double integral
$(x,
?/)
dx dy
extended over the rectangle formed by the lines x

y = 2/o y = Y. Hence the triple integral is equal to
>
dx
or,
pX
I
*(x, y)dy,
its value,
replacing &(x, y) by
(4)
Jv
J*,
*,*
f*Y
dx
f*Z
dy
Jvn
*J *a.
F(x,y,z)dz.
=x
= X,
MULTIPLE INTEGRALS
298
[VII,
144
The meaning of this symbol is perfectly obvious. During the first

integration x and y are to be regarded as constants. The result will be
a function of x and y, which is then to be integrated between the limits
and F, x being regarded as a constant and y as a variable. The
?/
result of this second integration is a function of x alone, and the last
step is the integration of this function between the limits x and X.
There are evidently as many ways of performing this evaluation

on three letters, that is, six. For instance,
as there are permutations
the triple integral
equivalent to
is
rZ
f*Y
r>X
dz
J*
J*
dx
r>
F(x,
y,
z)dy =
J*a
*() denotes the double integral of F(x, y, z) extended over

Y.
We
x x
the rectangle formed by the lines x
X, y
y y
of
the
with
the
this
formula
rediscover
part
might
by commencing
where
arises from the layer of parallelepipeds bounded by the

two planes z = z _ l z = z
Choosing the points (, 77, ) suitably,
the part of S which arises from this layer is
sum S which
and the
rest of the reasoning
is
similar to that above.
Let us now consider a region of space bounded in any

manner whatever, and let us divide it into subregions such that any
line parallel to a suitably chosen
fixed line meets the surface which
144.
bounds any subregion in at most

two points. We may evidently
restrict ourselves without loss of
generality to the case in which a
line parallel to the z axis meets
the surface in at most two points.
The points upon the bounding
surface project upon the xy plane
into the points of a region A
bounded by a closed contour C.
To every
FIG. 32
and
(x, y)
inside
cor
We
shall suppose that the functions

fa( x y}Let us now
are continuous inside C, and that
l
t
>
point
respond two points on the bounding surface whose coordinates are

.
<j>
<<j>
VII,
CHANGE OF VARIABLES
INTRODUCTION
144]
299
divide the region under consideration by planes parallel to the coor

Some of the subdivisions will be portions of paral
dinate planes.
The
part of the sum (1) which arises from the column
lelepipeds.
of elements
y = yk
is
bounded by the four planes x =

by 124, to the expression
Xf_ l}
{ ,
= yk _i,
equal,
(x f
,._!>
(yk
- yt _,)
where the absolute value of
F(x
yt _ lt
may be made
z)
dz
+ fk
,
than any preassigned

parallel planes sufficiently near together.
e ik
number c by choosing the

The sum
less
approaches zero as a limit, and the triple integral in question
is
therefore equal to the double integral
y) dx dy
<(x,
extended over the region (J) bounded by the contour C, where the
function
y) is denned by the equation
3>(z,
r**
(*>
y>
Jz.
*)**
y axis meets the contour C in at most two

are y = ^ (x) and y = fa (x), respectively,
whose
coordinates
points
while x varies from x l to a; 2 the triple integral may also be written
in the form
If a line parallel to the
rt
rx
(5)
dx
i/Xj
The
limits z 1
and
z2
dy
y^
rz
F(x,
Jz l
y,
z)dz.
depend upon both x and y, the limits y t and yz

and finally the limits x l and a? 2 are constants.
are functions of x alone,
We may
invert the order of the integrations as for double inte

grals, but the limits are in general totally different for different
orders of integration.
Note.
If ^(x) be the function of
rz
*()
=|
Jv,
x given by the double integral
dy
J*,
F(x, y, z) dz
MULTIPLE INTEGRALS
300
[VII,
145
extended over the section of the given region by a plane parallel to

the yz plane whose abscissa is x, the formula (5) may be written
This
is
the result
we should have
obtained by starting with the
Xf_ l} x = x
layer of subregions bounded by the two planes x
this
contributes
to the
Choosing the points (, r), ) suitably,
layer
total sum the quantity
Example. Let us evaluate the

out that eighth of the sphere x2
triple integral
y*
z2
fffz dx dy dz extended through
fi*
which
lies in
the
first
octant.
If
integrate first with regard to z, then with regard GO y, and finally with regard
to x, the limits are as follows x and y being given, z may vary from zero to
2
x 2 and x itself
x2
x being given, y may vary from zero to V.R2
V-R 2
y
we
may
vary from zero to B.
/*//
I
J J J
whence we
Hence the
zdxdydz =
~V2-:r2
(*R
I
integral in question has the value
dx
Jo
/>V
dy
Jo
ff2-x2-y4
zdz,
Jo
find successively
zdz
Jo
-x2 -y ),
if
2 Jo
and it merely remains
by the substitution x
Hence the value
to calculate the definite integral
= B cos
<f>,
x2)^dx, which,
is,
by
116,
Let
=
y=
z = $(u,
x
(6)
(R*
takes the form
of the given triple integral
145. Change of variables.
\f
/(?/,, v,
<(?*,
w),
v,
w},
v,
w)
be formulae of transformation which establish a one-to-one corre
spondence between the points of the region (E~) and those of another
region (î). We shall think of u, v, and w as the rectangular coor
dinates of a point with respect to another system of rectangular
VII,
CHANGE OF VARIABLES
INTRODUCTION
145]
301
If F(x, y, ) is a
coordinates, in general different from the first.
continuous function throughout the region (), we shall always have
mF(x, dx dy dz
mF[f(u,
y, 2)
;>
(7)
D(f,
v,
dudv dw,
w),
D(u,
i>
v,
where the two integrals are extended throughout the regions

(E)
and (E-i), respectively. This is the formula for change of variables
in triple integrals.
In order to show that the
commence by remarking that
formula
always holds, we shall
(7)
holds for two or more particular

will hold also for the transformation obtained
by
if it
transformations, it
carrying out these transformations in succession, by the well-known
properties of the functional determinant ( 29). If it is applicable
to several regions of space, it is also applicable to the region obtained
We shall now proceed to show, as we did for

double integrals, that the formula holds for a transformation which
leaves all but one of the independent variables unchanged,
for
by combining them.
example, for a transformation of the form
(8)
We
=x
?/
y z
\!/(x
two points M(x, y, z) and

(x y ,z } are
same system of rectangular axes, and that a parallel
to the z axis meets the surface which
bounds the region (E) in at most two
points. The formulae (8) establish a corre
spondence between this surface and another
surface which bounds the region (E ). The
cylinder circumscribed about the two sur
shall suppose that the
referred to the
faces with its generators parallel to the

z axis cuts the plane z
along a closed
curve C.
Every point
inside the contour
m. of the region
A
C
the projection of
of the first surface,
is
FIG. 33
two points m^ and m 2

whose coordinates are z 1 and z2 respectively, and also of two
points m[ and m 2 of the second surface, whose coordinates are z[
and z 2 respectively. Let us choose the notation in such a way
,
and z[<z 2
The formulae (8) transform the point m^
3
into the point m{, or else into the point
To distinguish the
2
two cases, we need merely consider the sign of d\f//dz
If dty/dz is
that z l
<z
MULTIPLE INTEGRALS
302
[VII,
145
and the points l and 2 go into the

On the other hand, if c\(//dz is
respectively.
t and
2 go into
negative, z decreases as 2 increases, and
s and
m{, respectively. In the previous case we shall have
positive, z increases with %
points m{ and
ra^,
I
*/Zi
F(x, y, z)dz
^ dz
F^x,
y, t(x, y, 2 )]
F\x,
y,
$(x, y, **)] jfc dz
V|>,
y,
t(x, y, z )]
Jzi
whereas in the second case

/"**>
F(x, y, z)
dz
=-
/* 2
I
Jz{
Jz^
In either case we may write
(9)
*F(x, y,
z)dz
If
dz
*) ZJ
C/Zj
we now consider the double
two
integrals of the
sides of this
equation over the region A, the double integral of the left-hand side,
dxdy I
JII
Je
J(A)
is
F(x,
y,
z)dz,
precisely the triple integral fffF(x, y, z) dx dy dz extended through

Likewise, the double integral of the right-hand
out the region (E).

side of (9)
is
equal to the triple integral of
F[x y
,
which readily follows when

extended throughout the region (E
x and y are replaced by x and y respectively. Hence we have in
~),
this particular case
J J J (E)
F(x, y, z) dx dy dz
dx
di
dz
But
in this case the determinant D(x, y, z)/D(x y z } reduces to

Hence the formula (7) holds for the transformation (8).
d(j//dz
,
Again, the general formula (7) holds for a transformation of the

type
(10)
*=/(*
y ,*%
=
<t>(x
,y<,zi),
VII,
CHANGE OF VARIABLES
INTRODUCTION
145]
We
where the variable z remains unchanged.
303
shall suppose that
the formulae (10) establish a one-to-one correspondence between

the points of two regions (E) and ( ), and in particular that the
R and R made in (E) and ( ), respectively, by any

plane parallel to the xy plane correspond in a one-to-one manner.
Then by the formulae for transformation of double integrals we
sections
shall have
(11)
RT
i/
fi-r.
?.
A*(r
-j/
j-
^ dx dy
f.
D(x y
The two members

z
=z
of this equation are functions of the variable

Integrating both sides again between the limits z v
alone.
and 2 between which z can vary

formula
JJ
F (x
y,
>
z)
(), we
in the region
find the
dx dv dz
J(E)
Jill
=
F^^^,^^,^,^
rrr
J(E
JJ
D(x
dx dy dz
,y<)
= D(x, y)/D(x y
But in this case D(x, y, z)/D(x y
Hence
)
the formula (7) holds for the transformation (10) also.
We shall now show that any change of variables whatever
,
(13)
= f(x
l}
yl} zj,
=
<j>(
Xl ,
y l} zj,
~).
= ^(x
lt
y 1}
j)
be obtained by a combination of the preceding transformations.

For, let us set x = x l} y = y lt z = z. Then the last equation of
(13) may be written z = if/(x y z^, whence z v = 7r(x , y z
Hence the equations (13) may be replaced by the six equations
may
(14) x
(15)
=/[*
TT(X<,
xi,
y}
)],
yi,
= ftx
*
<,
ir(x
=
<j>(xi,
yi,
)],
~).
=z
,).
The general formula (7) holds, as we have seen, for each of the
transformations (14) and (15).
Hence it holds for the transforma
tion (13) also.
We
might have replaced the general transformation (13), as the

reader can easily show, by a sequence of three transformations of
the type (8).
MULTIPLE INTEGRALS
304
146.
we
Element
of volume.
Setting F(x,
[VII,
=I
y, K)
146
in the formula (7),
find
//***//
The
du dv dw
left-hand side of this equation
Applying the law of the mean
the volume of the region (").

on the right, we find
is
to the integral
the relation
(16)
D(u,
where Vi
is
v,
the volume of (î), and
This formula
point in (#1).
Chapter VI.
are the coordinates of
rj,
some
exactly analogous to formula (17),

that the functional determinant is the limit
shows
two corresponding
It
of the ratio of
is
infinitesimal volumes.
in (6) be assigned a constant value,

v,
while the others are allowed to vary, we obtain three families of
If one of the variables u,
surfaces,
const., v
= const., w =
const.,
by means
of
which the
region (T) may be divided into subregions analogous to the parallelopipeds used above, each of which is bounded by six curved faces.
The volume
(u),
(u
of one of these subregions
+ dv),
du), (v}, (v
(w),
AF =
D(w,
v,
bounded by the surfaces

is, by (16),
(w + dw}
c f
-j-
w)
c?<
c?v
dw
dv, and div are positive increments, and where c is infini

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

2
VII,
CHANGE OF VARIABLES
INTRODUCTION
14fi]
305
the notation employed being
(19)
(7 IT
C OC G OT
dw
du dw
(JOT
O *y
du dv
where the symbol AJ means, as usual, that x is to be replaced by y

and z successively and the resulting terms then added.
The formula for dV is easily deduced from this formula for ds*.
For, squaring the functional determinant by the usual rule,
we
find
= M,
F,
whence the element
volume
of
is
equal to
\M du dv dw.
Let us consider in particular the very important case in which

the coordinate surfaces (u), (?;), (w) form a triply orthogonal system,
say, in which the three surfaces which pass through any
The tangents to
in
point
space intersect in pairs at right angles.
the three curves in which the surfaces intersect in pairs form a tri-
that
is to
= 0,
0, F2
rectangular trihedron. It follows that we must have FI
The
formulae
for
sufficient.
these
conditions
are
also
and
0;
^=
dV and
(20)
ds*
ds
then take the simple forms
=H
a.
du*
These formulae
+H
may
dv
+ H dw
s
dV
2
,
also be derived
from certain considerations of
Let us suppose du, dv, and dw very small,

infinitesimal geometry.
and let us substitute in place of the small subregion defined above a
small parallelopiped with plane faces. Neglecting infinitesimals of
higher order, the three adjacent edges of the parallelopiped may be
taken to be \fn\ dii, ^/If2 dv, and \/^ dw, respectively. The for
mulae (20) express the fact that the linear element and the element of
volume are equal to the diagonal and the volume of this parallelo
faces repre
piped, respectively. The area ^/H1 H2 du dv of one of the
sents in a similar
As an example
(21)
manner the element
of area of the surface (w).
consider the transformation to polar coordinates
= p sin0cos<,
= p sin
= p cos 6,
MULTIPLE INTEGRALS
306
[VII,
146
where p denotes the distance of the point M(x, y, z) from the origin,
6 the angle between OM and the positive z axis, and
the angle
which the projection of OM on the xy plane makes with the positive
x axis. In order to reach all points in space, it is sufficient to let p
from zero to TT, and
from zero to 2?r.
vary from zero to +
<f>
<
<x>,
From
(21)
we
find
ds 2
(22)
+P
dp
+P
d6 2
sin 2
2
0d<j>
whence
dV =
(23)
These formulae
The three
may
2
p sin 6 dp dO
.
d<f>
be derived without any calculation, however.
families of surfaces
are concentric spheres

(0),
about the origin, cones of revolution
about the z axis with their vertices
(/a),
(<)
and planes through

These
respectively.
surfaces evidently form a triply
orthogonal system, and the dimen
at the origin,
the
axis,
sions of the elementary subregion

are seen from the figure to be dp,
p dO, p sin
d<j>
the formulae (22)
and (23) now follow immediately.
To
FIG. 34
calculate in terms of the va
riables
p, 0,
and
<
a triple integral
extended throughout a region bounded by a closed surface S, which

contains the origin and which is met in at most one point by a radius
vector through the origin, p should be allowed to vary from zero to R,
where R
is the equation of the surface
6 from zero to TT
/(0,
<f>)
and
<
from zero
to 2?r.
V=
d<j>
Jo
The
first
Jo
dO
Jo
- c
d+
i/O
is
we may
write
R 3 sin
dQ.
t/0
made of
and z defined
cylindrical coordinates r,
r sin w, z
z.
It is evident that
y
<a,
by the equations x
is
P sinOdp.
integration can always be performed, and
Occasional use
For example, the volume of such a surface
= r cos
to,
and
dV = r dw dr dz
VII,
147. Elliptic coordinates.
The surfaces represented by the equation
(24)
where X
conies.
an
CHANGE OF VARIABLES
INTRODUCTION
147]
is
-1=0,
a variable parameter and a
>
>
0,
c>
form a family of confocal
in space there pass three surfaces of this family,
Through every point
ellipsoid,
307
a parted hyperboloid, and an unparted hyperboloid.
For the equa
tion (24) always has one root \i which lies between b and c, another root X 2
between a and 6, and a third root X 3 greater than a. These three roots \i, X2 , Xg
are called the elliptic coordinates of the point whose rectangular coordinates are
Any two surfaces of the family intersect at right angles if X be given
(x, y, z).
:
the values Xi
and X 2
tracted, a division
by
and the resulting equations be sub
for instance, in (24),
X2 gives
Xi
(25)
a)
6)(X 2
b)
c)(X 2
= 0,
c)
which shows that the two surfaces (Xi) and (X 2 ) are orthogonal.
In order to obtain x, y, and z as functions of Xi X 2 X 3 we may note that the
,
relation
(X
is
o)(X
6)(X
c)
x2 (X
Setting X
obtain the values
tion,
we
6)(X
c)
a,
y2
(X
6,
c)(X
c,
- a) - z 2 (X - a)(\ - b)
= (X - Xi)(X - X 2 )(X - X 3 )
successively, in this
equa
- a)(a-X )(q-X 2 )
(X 3
b)(a
(a
(26)
(a
(X 8
c)
b)(b
c)
C )(X,
(a
c)(b
c)
whence, taking the logarithmic derivatives,

,
dx
x
2 V Xi
X2
X2
-p
2 \Xi
Forming the sum
of the squares, the terms in
4 L(Xi
a)
X3
Xs
c/
(\!
(X,
6)
XQft,
dXidX 2 dX 2 dX 8 dX 3 dXi must dis

Hence the coefficient of dXj is
(X!
by their values and simplifying,

1
(27)
^)
d\ 3
~T
appear by means of (25) and similar relations.
or, replacing x, y, z
X3
*-5
UZ
X2
- XQ
4(X 1 -a)(X 1 -6)(X 1 -c)
c)
MULTIPLE INTEGRALS
308
The
[VII,
148
and 3f8 of d\\ and d\g, respectively, may be obtained from

The element of volume is
cyclic permutation of the letters.
coefficients 3f2
this expression
therefore
by
-VMi M2 Mz
d\i d\2 d\ a
Consider the triple integral
148. Dirichlet s integrals.
xpyiz r (l
dxdydz
z)
taken throughout the interior of the tetrahedron formed by the four planes
x = 0, 2/ = 0, z = 0, x + y + z = 1. Let us set
where
and
new variables. These
f are three
r/,
TJ
formulae
|r;f ,
the inverse transformation is
When
x, y, and z are all positive and x + y + z is less than unity,

17, and f all
between zero and unity. Conversely, if
17, and f all lie between zero and
The tetra
unity, x, y, and z are all positive and x + y + z is less than unity.
hedron therefore goes over into a cube.
,
lie
In order to calculate the functional determinant,
transformation
z
Z.
X=f, F=)j,
Z=
?;f ,
D(x,
y, z)
D(,
T,,
dg
rV +
*i
/0
D(x,
77,
D(X,
f)
triple integral
t/O
z)
D(JT, r, Z)
Y, Z)
Jo
=F
F, y
+r+2 (i-
_ lyfy
i 7+r+i
l)
Canceling the
found to be
+ 4)
common
of
a- ^ra- f)df.
f,
a function of
77,
and a func
written in the form
X C 7 9 + + l(l
-
T? )?dr,
/o
X f
/o
introducing T functions (see (33),
T(p
becomes
/0
+ 9 + r + 2(l
r,,
J>(|,
The integrand is the product of a function

Hence the triple integral may be
tion of f.
(28)
us introduce the auxiliary
Hence the functional determinant has the value
and the given
or,
let
which gives x
T(q
p. 280),
+ r + 2)T(p+l)
+ q + r + 3)
Y(p
T(q
+r+
2)
factors, the value of the given triple integral is finally
r(p+i)r( g +i)r(r+pr(+i)
VII,
149]
CHANGE OF VARIABLES
INTRODUCTION
A
149. Green s theorem.*
derived for triple integrals.
309
formula entirely analogous to (15),

126, may be
Let us first consider a closed surface S which is
met in at most two points by a parallel to the z axis, and a function R(x, y, z)
which, together with dR/dz, is continuous throughout the interior of this surface.
All the points of the surface S project into points of a region
of the xy plane
bounded by a closed contour C. To every point of A inside C corre

= 2 (x, y).
spond two points of S whose coordinates are z\ =
(x, y) and z 2
The surface S is thus divided into two distinct portions /Si and 83
We shall
which
is
<f>\
<j>
suppose that z\ is less than z 2

Let us now consider the triple integral
.
dz
dxdydz
taken throughout the region bounded by the closed surface S. A first integra
may be performed with regard to z between the limits z\ and z 2 ( 144),
tion
which gives R(x, y, z 2 )

R(x,
equal to the double integral
J J[Jfc(,
The given
y, z t ).
y, z 2 )
triple integral is therefore
R(x, y, Zi)]dxdy
over the region A. But the double integral

surface integral ( 135)
f f R(x,
y, z 2 )dxdy is
equal to the
R(x, y, z)dxdy
taken over the upper side of the surface /S2

Likewise, the double integral of
R(x, y, Zi) with its sign changed is the surface integral
.
R(x,y,z)dxdy
Jff
J(sj
taken over the lower side of
/ / /
where the surface
<Si
aT*
integral
is
Adding these two
^* = ff R ^ y
integrals,
Z)
we may
write
dxd 2/
to be
extended over the whole exterior of the sur
face S.
By the methods already used several times in similar cases this formula may
be extended to the case of a region bounded by a surface of any form whatever.
Again, permuting the letters
and
z,
we
III
^ dxdy
III
-Qdxdydz= JCJC
JJJ**
*
z, y,
obtain the analogous formulae
dz
Q(x, y, z)dzdx.
<^
Occasionally called Ostrogradsky s theorem. The theorem of 126 is sometimes

Riemann s theorem. But the title Green s theorem is more clearly established
and seems to be the more fitting. See Ency. der Math. Wiss., II, A, 7, b and c.
called
TRANS.
MULTIPLE INTEGRALS
310
Adding these three
triple integrals
formulae,
we
150
[VII,
Green
finally find the general
theorem for
(29)
= C
J
P(x,
dy dz
y, z)
Q(x, y, z) dz dx
R(x, y, z)dxdy,
J(S)
where the surface integrals are to be taken, as before, over the exterior of the
bounding surface.
= R = QorQ = y, P R = Q or R = z,
If, for example, we set P = x, Q
P = Q = 0, it is evident that the volume of the solid bounded by S is equal to
any one of the surface integrals
(29
CC
CC
xdydz,
J J(S)
J(S)
JCC
J(S)
ydzdx,
zdxdy.
150. Multiple integrals. The purely analytical definitions which have been
given for double and triple integrals may be extended to any number of vari
ables.
We shall restrict ourselves to a sketch of the general process.
We
shall say for brevity

Let Xi x2
%n be n independent variables.
t
x n of these variables represents a point in
that a system of values x\ x%
x ) = 0, whose first member
,
space of n dimensions. Any equation F(x\, x 2 ,
,
tl
a continuous function, will be said to represent a surface; and if F is of the

Let us consider the
first degree, the equation will be said to represent a plane.
totality of all points whose coordinates satisfy certain inequalities of the form
is
ti(xi,X3,-.-,x H
(30)
)<0,
.-., k.
l, 2,
We shall say that the totality of these points forms a domain in space of n
dimensions. If for all the points of this domain the absolute value of each of
is
the coordinates x,- is less than a fixed number, we shall say that the domain
finite.
If the inequalities
(31)
we
xJ^X!<x},
shall call the
which define
D are
x<;x2<x 2
of the
-,
domain a prismoid, and we
form
<<x
^xj,,
shall say that the
xf are the dimensions of this prismoid.

lies on the frontier of the
point of the domain
functions fr in (30) vanishes at that point.
tities x\
Finally,
domain
if
we
positive
quan
shall say that
at least one of the
x n) be a function which
Now let Z) be a finite domain, and let f(x\ x 2
continuous in that domain.
Suppose D divided into subdomains by planes
= (t = 1, 2,
n), and consider any one of the prisparallel to the planes x t
,
is
moids determined by these planes which lies entirely inside the domain D.
Ax n be the dimensions of this prismoid, and let i 2
Let Axi Ax 2
n
be the coordinates of some point of the prismoid. Then the sum
,
S=
(32)
formed
for all
S/(fc,
,--,) AX! Ax 2
the prismoids which
lie
Ax
entirely inside the
a limit I as the number of the prismoids
is
domain
Z),
approaches
increased indefinitely in such a
way
VII,
that
CHANGE OF VARIABLES
INTRODUCTION
150]
them approach
of the dimensions of each of
all
I the n-tuple integral of f(x\ x 2

denote it by the symbol
limit
The evaluation
=ff-
*2,
dx n
z n )dzidz 2
We
zero.
shall call this
taken in the domain
z,,)
311
D and shall
"fffai
be reduced to the evaluation of

this in general, we need only
(n
l)-tuple integral, it will also be true for an
For this purpose let us consider any point (xi x2
xn )
n-tuple integral.
of D. Discarding the variable z n for the moment, the point (x\ x 2
xn _ i) evi
We shall suppose
dently describes a domain D in space of (n
1) dimensions.
of an n-tuple integral
n successive simple integrals.

show that if it is true for an
may
show
In order to
that to any point (x 1? X2,

x n _i) inside of JK there correspond just two
,
xn _i; x^) and
points on the frontier of Z), whose coordinates are (xi, X2,
,
x n _i x^2) ), where the coordinates x^ and x^2) are continuous func
,
(xi, x 2 ,
tions of the n
1 variables x\ x 2
x n -i inside the domain IX. If this con
;
dition were not satisfied,
we should
that the condition would be
met by each
(xi
treated in
124, that the part of
x2
xn -i)-
It is easy to
S which
r
Ax 1 Ax 2 ---Ax n _ i
where
e
|
may
(i)
it is
*(xi, x 2
which correspond
we
to the (n
(34)
in the
domain
integral,
it
is
to the
did in the similar case
column
this
--^x^dXn +
-,
xn
we now
If
of prismoids
is
~\
e
set
-i)=J
(1)
clear that the integral I will be equal to the limit of the
is,
domains so small
Let us now
be made smaller than any positive number whatever by choos
S*(xi, x 2
that
from
arises
/(x 1 ,x2
ing the quantities Ax* sufficiently small.
(33)
show, as
r *w
into
of the partial domains.
consider the column of prismoids of the domain
same point
domain
divide the
x n _i)AxiAx 2
sum
Ax n _i,
l)-tuple integral
fff- --J^Xi,
x2
xn -i)dxi---dxn -i,
The law having been supposed
ZK.
evident,
to hold for an (n
l)-tuple
it holds in general.
Consider the totality of points
by mathematical induction, that
We
might have proceeded differently.

Then the
Xn) for which the coordinate x n has a fixed value.
xn _i) describes a domain 8 in space of (n
point (xi, x 2
1) dimensions,
and it is easy to show that the n-tuple integral I is also equal to the expression
(xi
za
(35)
where 0(x n) is the (. l)-tuple integral /// -ffdxi

dxn-i extended through
out the domain 5. Whatever be the method of carrying out the process, the limits
for the various integrations depend upon the nature of the domain D, and
MULTIPLE INTEGRALS
312
vary
general for different orders of integration.

by inequalities of the form
in
150
[VII,
An
exception exists in case
D is a prismoid denned
The multiple
integral
and the order
in
is
then of the form
which the integrations are performed may be permuted in any

altering the limits which correspond to each of the
way whatever without

variables.
The formula
for change of variables also
may
be extended to n-tuple integrals.
Let
Xi
(36)
0,-(zi, zg,
x n ),
= l,
-,n,
2,
be formulae of transformation which establish a one-to-one correspondence between

the points (xi z 2 .,--, xn ) of a domain jy and the points (xi
domain D. Then we shall have
,
x2
xn ) of a
(37)
The proof
argument
similar to that given in analogous cases above.

that we shall attempt here.
is
sketch of the
is all
1) If (37)
holds for each of two transformations,
it
also holds for the trans
formation obtained by carrying out the two in succession.

2) Any change of variables may be obtained by combining two transforma
tions of the following types
(38)
Xi
(39)
zi
x2
xf,
Xa,
xn _i
x;,_i,
xn
n (xi, xg,
x;,),
The formula
3)
(37) holds for a transformation of the type (38), since the
given n-tuple integral may be written in the form (34). It also holds for any
transformation of the form (39), by the second form (35) in which the multiple
integral
These conclusions are based on the assumption that

by mathematical
be written.
may
The usual reasoning

l)-tuple integral.
induction establishes the formula in general.
(37) holds for
an (n
As an example
I
let
= CC-
us try to evaluate the definite integral
f xf x?2
x"
(1
xi
x2
-----
x n f dxi dx 2
---
dx n
where ai, cr 2
an
are certain positive constants, and the integral
extended throughout the domain D defined by the inequalities
,
G<X!,
0<z 2
The transformation
0<x n
xi
x2
+x n
<
1.
is
to be
VII,
TOTAL DIFFERENTIALS
151]
D into
carries
new domain IX
it is
easy to show as in
,
The new integrand

+-+ .+
II.
integral
(40)
--,
<<!,
148 that the value of the functional determinant
X2
-,
Xn)
t n-i
fc
is
-2
therefore of the form
is
-i^
and the given
defined by the inequalities
0<&<1,
0<fi^l,
and
313
+-+
may
-*...^ (1 _ f y (1 _ &)
...(1
_&,)-.,
be expressed, as before, in terms of T functions
T(
INTEGRATION OF TOTAL DIFFERENTIALS
151. General method. Let

P(x, y) and Q(x, y~) be two functions of
the two independent variables x and y.
Then the expression
Pdx + Qdy
is not in general the total differential of a
single function of the
variables x and y.
For we have seen that the equation
du
(41)
is
two
= Pdx + Qdy
equivalent to the two distinct equations
(42)
*<-,),
(*,).
.
Differentiating the first of these equations with respect to y and the

second with respect to x, it appears that u(x, y) must satisfy each
of the equations
C2 u
cxdy
dP(x, y)
82 u
dy
Cydx
dQ(x, y)
dx
necessary condition that a function u(x, y) should exist which

requirements is that the equation
satisfies these
(43)
dx
Cy _.!
should be identically satisfied.
This condition is also sufficient.
For there exist an infinite
number
of functions u(x, y) for which the first of equations

(42)
All these functions are given by the formula
is satisfied.
=
/
Jx
n
P(x,y)dj.
MULTIPLE INTEGRALS
314
[VII,
151
where x is an arbitrary constant and Fis an arbitrary function of y.

In order that this function u(x, y) should satisfy the equation (41),
it is necessary and sufficient that its partial derivative with respect
to
x should be equal to Q(x,
f_
that the
y), that is,
dp
fe
<
Jxn
should be
But by the assumed
satisfied.
ftx
7\T>
f*
dx
_=^
Cy
si
f)
-z-dx
CX
The right-hand
there are an
y)
relation (43)
Q(x, y)
whence the preceding relation reduces
equation
Q(x
y)
we have
,
to
Hence
side of this equation is independent of x.
number of functions of y which satisfy the
infinite
formula
equation, and they are all given by the
= f
An
Q(o,
an arbitrary value of y, and C is an arbitrary constant.

It follows that there are an infinite number of functions u(x, y)
which satisfy the equation (41). They are all given by the formula
where y
is
(44)
and
differ
P(x, y} dx
f
Jx
Q(x
/Q
from each other only by the additive constant
C.
Consider, for example, the pair of functions
a;
+ my
+ y*
which
mx
y
x2
x2
+y
Setting x
satisfy the condition (43).
and y
= 1,
formula for u gives
C -^dy
C*x + my.
+
2 dx+
,
u=l
Jo
x*
+y
C,
whence, performing the indicated integrations, we find
u
or,
= -1 [log(a; + y )]* + m
*
2
arc tan
x~\
-
log y
yjo
simplifying,
1
*
log(cc
-f
m arc tan - +
y
C.
C,
the
VII,
TOTAL DIFFERENTIALS
151]
The preceding method may be extended
any number of inde
to
We shall
give the reasoning for three variables.

be three functions of x, y, and z. Then the total
variables.
pendent
Let P, Q, and
315
differential equation
du
(45)
is
= Pdx +
Q dy
+ R dz
equivalent to the three distinct equations
= P,
(46)
= R.
Q,
2
Calculating the three derivatives dû/dxdy, d u/dydz, dû/dzdx in
two different ways, we find the three following equations as neces
sary conditions for the existence of the function u
d_P_d_Q,
dx
dy
2Q
= fL^
dz
dy
<LR
= dJL.
dx
dz
Then, by the
Conversely, let us suppose these equations satisfied.
there exist an infinite number of functions u(x, y, z) whose
first,
partial derivatives with respect to x and y are equal to

respectively, and they are all given by the formula
u
where
P(x,
Z denotes an
y,
z)dx
Q(x
arbitrary function of
tive du/dz should be equal to R,

the equation
it is
y,
z)dy
R(x,
- R(x
y, z}
+ R(x
y, z)
Q,
+ Z,
necessary and sufficient that
satisfied.
Making use of the relations (47),
to hold, this condition reduces to the equation
y, z)
and
In order that the deriva
z.
should be
assumed
- R(x
z)
which were
= R(x,
y, z}
R(x ,y ,z).
an infinite number of functions u(x, y, z) exist

which satisfy the equation (45). They are all given by the formula
It follows that
f* x
(48)
where x
JxK
,
P(x, y, z)dx
f* z
pv
/
Jy
Q(x
y,
z)dy+
\
c>
R(x ,y z)dz
,
yn z a are three arbitrary numerical values, and C

,
arbitrary constant.
+ C,
za
is
an
MULTIPLE INTEGRALS
316
[VII,
152
Pdx + Qdy. The same subject may be

The integral
treated from a different point of view, which gives deeper insight
Let P(x, y) and Q(x, y}
into the question and leads to new results.
x>y)
152.
be two functions which, together with their first derivatives, are

continuous in a region A bounded by a single closed contour C.
It may happen that the region A embraces the whole plane, in
which case the contour C would be supposed to have receded to
The
infinity.
line integral
taken along any path
D which
ties (x
lies in
will
depend
in general
upon
try to find the conditions under

this integral depends only upon the coordinates of the extremi
be any two points
and
y ) and (x i} yv ) of the path. Let
Let us
the path of integration.
which
Pdx + Qdy
first
be any two paths which connect these

two points without intersecting each other between the extremities.
Taken together they form a closed contour. In order that the values
of the line integral taken along these two paths L and L should be
of region A, and let
L and L
it is evidently necessary and sufficient that the integral taken

around the closed contour formed by the two curves, proceeding
equal,
always in the same sense, should be
zero.
issue is exactly equivalent to the following

under which the line integral
Hence the question at

What are the conditions
fPdx + Qdy
taken around any closed contour whatever which
should vanish
The answer
theorem
to this question
Pta + a Ay
where C
is
integral
is
if
in the region
an immediate result of Green
is
(49)
that
lies
=//(|f
double
any closed contour which lies in A, and where the
whole interior of C. It is clear
to be extended over the
the functions
P and Q
the line integral on the left will always vanish.

also necessary.
For,
if
dP/dy
This condition
is
dQ/dx were not identically zero
VII,
TOTAL DIFFERENTIALS
152]
317
in the region A, since it is a continuous function, it would

surely be
possible to find a region a so small that its sign would be constant
But in that case the line integral taken around the
inside of a.
boundary of a would not be

If the condition (43
is
by
zero,
(49).
identically satisfied, the values of the
integral taken along two paths L and

and
are equal provided the
points
between the same two

two paths do not intersect
and N. It is easy to see that the same thing is true
when
the
two paths intersect any number of times between
even
and N. For in that case it would be necessary only to compare
M
between M
the values of the integral taken along the paths L and L with its
value taken along a third path
which intersects neither of the
L",
and N.
preceding except at
Let us now suppose that one of the extremities of the path of
integration is a fixed point (x 0) y }, while the other extremity is a
variable point (x, y) of A.
Then the integral
V)
X(*,
o-
Pdx + Qdy
Vo>
taken along an arbitrary path depends only upon the coordinates

The partial derivatives of this
(x, y*) of the variable extremity.
function are precisely P(x, y) and Q(x, y).
For example, we have
s*(x + A:r, y)
F(x
+ As,
y)
F(x, y}
P(x, y} dx,
/(*
for
we may suppose
that the path of integration goes from (x y )

to (x -f Ace, y) along a line parallel to
y~)
,
to (x, y), and then from (x,

the x axis, along which dy
may
write
F(x
v
?/)
F(L
Taking the limit when
Fy =
= 0.
+ Ace,-*
v)
Applying the law of the mean, we
= P(x +
Ace
0Az, y},
0<0<1.
approaches zero, this gives
Fx = P.
The
line integral F(x, y}, therefore, satisfies the

Similarly,
total differential equation (41), and the general integral of this
Q.
equation is given by adding to F(x, y) an arbitrary constant.

This new formula is more general than the formula (44) in that
the path of integration is still arbitrary.
It is easy to deduce (44)
from the new form.
To avoid ambiguity,
let (x
y ) and (a^, yi) be
two extremities, and let the path of integra
be the two straight lines x = x y = y^ Along the former,
the coordinates of the

tion
MULTIPLE INTEGRALS
318
=x
=
y
y
is
l}
= 0, and
= 0, and x
dx
dy
y varies from y
[VII,
153
Along the second,

Hence the integral (50)
to y t
varies from x to
equal to
r,
I
J;/
which
But
differs
from (44) only
in notation.
might be more advantageous to consider another path of

be the equations of a curve
Let x = /(), y =
integration.
and
let
t be
supposed to vary con
y ) and (x lt y^,
joining (x
t
t
as
the
to
point (x, y) describes the curve
tinuously from
Then
we shall have
between its two extremities.
it
<}>()
pdx
Qdy
=
I
Jf
>
/<%,
If the path be
#),
example, we should set x = x + tfa
to 1.
and we should let t vary from
y = y + t(y
y,,),
(x, y) of the equation (41)
Conversely, if a particular integral
be known, the line integral is given by the formula
where there remains but a single quadrature.

a straight
for
line,
l
(x.
y)
L
which
is
3>(x,
y)
3>(x
yc),
analogous to the equation (6) of Chapter IV.
153. Periods.
first place,
contours.
More general
cases
may
be investigated.
In the
Green s theorem applies to regions bounded by several

Let us consider for defmiteness a region A bounded by
an exterior contour C and two contours
and
which lie inside the first (Fig. 35). Let P
and Q be two functions which, together with
C"
C"
their first derivatives, are continuous in this
region.
and
C"
(The regions inside the contours C

should not be considered as parts of
the region A, and no hypothesis whatever
made regarding
Let the contours
C and
C"
and Q inside these
is
regions.)
be joined to the contour C by trans
and cd. We thus obtain a closed contour abmcdndcpbaqa,

which may be described at one stroke. Applying Green s
theorem to the region bounded by this contour, the line integrals
versals ab
or F,
VII,
TOTAL DIFFERENTIALS
153]
319
which arise from the transversals ab and cd cancel out, since each
It follows that
of them is described twice in opposite directions.
fPdx + Qdy
f/Y-JJ
\&;
r/0
line integral is to be taken along the whole boundary of

in the senses
the region A, i.e. along the three contours C, C , and
indicated by the arrows, respectively, these being such that the
where the
C",
region j\ always lies on the left.

If the functions P and Q satisfy the relation dQ/dx
dP/dy in
the region A, the double integral vanishes, and we may write the
resulting relation in the
(51)
form
Pdx + Qdy =
Pdx + Qdy +
J(C )
J(C)
where each of the
Pdx
J(C")
line integrals is to
be taken in the sense desig
nated above.
Let us now return to the region A bounded by a single contour

C, and let P and Q be two functions which satisfy the equation
= dQ/dx, and which, together with their

continuous except at a finite number
of points of A, at which at least one of
dP/dy
the functions
or
is
first
derivatives, are
discontinuous.
We
shall suppose for definiteness that

there are three points of discontinuity
a, b, c in
Let us surround each of
A.
these points by a small circle, and then

join each of these circles to the contour
C by a cross cut (Fig. 36). Then the

integral j Pdx -\-Qdy taken from a fixed
point (x T/O) to a variable point (.r, y)
along a curve which does not cross any
,
of these cuts has a definite value at every point.
FIG. 36
For the contour C,
the circles and the cuts form a single contour which may be described
shall call
at one stroke, just as in the case discussed above.
We
such a path
taken along
direct,
from
and shall denote the value of the
line integral
y ) to M(x, y) by F(x, y}.

to
We shall call the path composed of the straight line from
a point a whose distance from a is infinitesimal, the circumference
a loopof the circle of radius aa about a, and the straight line a
it
(x
circuit.
The
line integral
fPdx
-f
Qdy taken along a
loop-circuit
MULTIPLE INTEGRALS
320
153
[VII,
reduces to the line integral taken along the circumference of the

circle.
This latter integral is not zero, in general, if one of the
functions P or Q is infinite at the point a, but it is independent of
the radius of the circle.
It is a certain constant
two senses
A, the
double
which the circumference

be
described.
we
shall
denote
B and
C the
may
Similarly,
by
values of the integral taken along loop-circuits drawn about the two
singular points b and c, respectively.
and
Any path whatever joining
may now be reduced to a
sign corresponding to the
in
combination of loop-circuits followed by a direct path from

to M.
For example, the path
be
reduced
to
a
combination
mdefM may
M
M mdM M deM M efM
and
fM. The path
then
be
reduced
to
a
about
the singular
M^mdM^ may
loop-circuit
and
for
the
other
two.
the
point a,
similarly
Finally,
path
fM
of the paths
is
equivalent to a direct path.
of integration, the value of the line

(52)
F(x, y)
where m,
n,
is
y)
+ mA +
+ pC
nB
and p may be any positive or negative
integers.
The
are called the periods of the line integral.

evidently a function of the variables x and y
quantities A, B,
integral
= F(x,
whatever be the path

will
be of the form
integral
It follows that,
admits of an infinite number of different

origin of this indetermination
is
That
which
determinations, and the
apparent.
Remark. The function F(x, y} is a definitely defined function

whole region A when the cuts aa, b/3, cy have been traced.
But it should be noticed that the difference F(m)
between
in the
the values of the function at two points

and
of
sides
a
cut
does
not
opposite
necessarily vanish.
/""
A- /: +
i/a;
/"
F(m )
which lie on
For we have
r*o
/+/
J,,i
Jmf
But
is
j"^
zero
hence
J^-F<X)= A.
It follows that
to
all
the cuts.
the difference F(ni)
along aa.
F(m
is
constant and equal

for each of
The analogous proposition holds
VII,
TOTAL DIFFERENTIALS
154]
Example.
The
321
line integral
"
xdy
ijdx
~f~
i/fll
y
In order to find the corre
has a single critical point, the origin.

let
sponding period,
= p cos
integrate
2
along the circle x
=p
2
.
we have
this circle
Along
us
o,
whence the period
is
=p
sin w,
xdy
ydx
= p^dto,
= 2?r. It is easy to verify

equal to /
is the total differential of arc tan
y/x.
"dw
for the integrand
this,
Common roots of two equations. Let

and Y be two functions of the
and y which, together with their first partial derivatives, are con
tinuous in a region A bounded by a single closed contour C.
Then the expres
154.
variables x
sion
(XdY
2
YdX)/(X* + Y
the derivative of arc tan
Y/X.
satisfies the
Hence the
(53)
condition of integrability, for
it is
line integral
taken along the contour C in the positive sense vanishes provided the coeffi
dx and dy in the integrand remain continuous inside (7, i.e. if the two
= 0, Y = have no common point inside that contour. But if these
curves
cients of
of common points a, 6, c,
inside C, the value
of the integral will be equal to the sum of the values of the same integral taken
as
along the circumferences of small circles described about the points a, b, c,
two curves have a certain number
centers.
Let (a, 0) be the coordinates of one of the common points. We shall
suppose that the functional determinant D(X, Y)/D(x, y) is not zero, i.e. that
= are not tangent at the point. Then it is pos
the two curves
and
sible to draw about the point (a, /3) as center a circle c whose radius is so small
that the point (JT,
which
circle c
is
(
Y)
describes a small plane region about the point
bounded by a contour 7 and which corresponds point

25 and 127).
(0, 0)
for point to the
As
the point (x, y) describes the circumference of the circle c in the positive
sense, the point (X, Y) describes the contour y in the positive or in the negative
sense, according as the sign of the functional determinant inside the circle c is
But the definite integral along the circumference of c is

positive or negative.
in one revolution, that is,
2x. Similar
equal to the change in arc tan
Y/X
reasoning for
where
all of
the roots shows that
denotes the number of points
-^(^, Y)/D(x, y) is positive, and

determinant is negative.
common
to the
two curves
at
which
N the number of common points at which the
MULTIPLE INTEGRALS
322
The
on the
definite integral
around
in going
c,
that
is,
describes the contour C.
contour
is
composed
left is also
155
[VII,
equal to the variation in arc tan Y/X

Y/X as the point (x, y)
to the index of the function
the functions
If
X and Y are polynomials, and
if
the
number of arcs of unicursal curves, we are led

more rational functions, which involves only
of a finite
to calculate the index of one or

and Y,
elementary operations ( 77). Moreover, whatever be the functions
we can always evaluate the definite integral (54) approximately, with an error
less than 7t, which is all that is necessary, since the right-hand side is always a
multiple of
2it.
The formula (54) does not give the exact number of points common to the
two curves unless the functional determinant has a constant sign inside of C.
Picard s recent work has completed the results of this investigation.*
The results of the preceding paragraphs

without essential alteration to line integrals in space. Let P,
be three functions which, together with their first partial derivatives,
155. Generalization of the preceding.
may be extended
Q,
and
-B
are continuous in a region (E) of space bounded by a single closed surface S.

Let us seek first to determine the conditions under which the line integral
(55)
(v
j/
yo Zo) and (x, y, z) of the path of inte

depends only upon
This amounts to inquiring under what conditions the same integral
vanishes when taken along any closed path T. But by Stokes theorem ( 136)
the above line integral is equal to the surface integral
the extremities (x
gration.
CC/
j
JJ
\ dx
--p\j}dx dy +T /^ R --t>
f>Q\^
\a*
dy/
dy dz
dz/
SR
---
5P
+/
^\cz
,
}dz dx
ex/
extended over a surface S which is bounded by the contour T. In order that

should be zero, it is evidently necessary and sufficient that
this surface integral
the equations
8P_BQ
dy
should be satisfied.
dx
^Q =
^,
dz
dy
<3jR
= eP
dx
If these conditions are satisfied,
dz
U is a function of the
dx + Q dy +
ables x, y, and z whose total differential is
valued in the region (E). In order to find the value of
R dz,
and which
U at any
vari
is
single
point, the path
be chosen arbitrarily.
If the functions P, Q, and E satisfy the equations (56), but at least one of
them becomes infinite at all the points of one or more curves in (E), results
of integration
may
analogous to those of 153 may be derived.

If, for example, one of the functions P, Q, R becomes infinite at all the points
will admit a period equal to the value of the
of a closed curve 7, the integral
line integral taken along a closed contour which pierces once and only once a
surface
<r
bounded by
7.
We may also consider questions relating to
surface integrals which are exactly
analogous to the questions proposed above for line integrals. Let A, B, and C
be three functions which, together with their first partial derivatives, are
*
TraM
d Analyse, Vol.
II.
VII,
TOTAL DIFFERENTIALS
155]
323
continuous in a region (E) of space bounded by a single closed surface S. Let 2

be a surface inside of (E) bounded by a contour r of any form whatever. Then
the surface integral
(57)
= C
A dy dz + B dz dx + C dx dy
in general upon the surface S as well as upon the contour r. In order

that the integral should depend only upon F, it is evidently necessary and suffi
cient that its value when taken over any closed surface in (E) should vanish.
depends
Green s theorem ( 149) gives at once the conditions under which this is true.
For we know that the given double integral extended over any closed surface is
equal to the triple integral
dB
dA
dC\,
\dxdydz
dz /
dy
extended throughout the region bounded by the surface. In order that this latter
that the
integral should vanish for any region inside (E), it is evidently necessary
functions A, B, and C should satisfy the equation
dx
This condition
is
+
~dz~
Ity
also sufficient.
Stokes theorem affords an easy verification of this fact. For if A, J5, and C
are three functions which satisfy the equation (58), it is always possible to deter
mine in an infinite number of ways three other functions P, Q, and R such that
~
In the
first
place,
if
dx
dx
dz
dz
dy
number, for they remain unchanged
if
P, Q,
dx
f *B(x,
y, z)
dz
and
be replaced by
dz
dy
respectively, where X is an arbitrary function

R = 0, the first two of equations (59) give
P=
dy
these equations admit solutions, they admit an infinite
<f>(x,
of x, y,
Q=- C
y),
A(x,
and
z.
y, z)
dz
y) and \f/(x, y) are arbitrary functions of x and y.

values in the last of equations (59), we find
where
<f>(x.
dA
d
h
~
or,
making use
B\
)
dx
d\b
dx
$(x, y)
Substituting these
_,.
C7(j y, z)
dy
of (58),
=
dx
One of
The
d<f>
dz H
dy
Again, setting
the functions
or
C(x, y, z
dy
still be chosen at random.

having been determined, the surface integral, by
^ may
functions P, Q, and
Stokes theorem, is equal to the line integral

evidently depends only upon the contour F.
f(r) Pdx + Qdy + Rdz, which
MULTIPLE INTEGRALS
324
[VII, Exs.
EXERCISES
Find the value
1.
of the triple integral
x -y) 2
+ 3az-
4a*]dxdydz
extended throughout the region of space defined by the inequalities

x2
x2
-az<0,
7/
2
2/
-2a 2
z2
<0.
[Licence, Montpellier, 1895.]
Find the area
2.
of the surface
and the volume
of the solid
& 2 y2
bounded by the same
= C
F(X, F, Z)
considered as a function of
xo
surface.
JT,
dx C dy C /(z,
z
Jo
F, and Z.
(z
which
lies in
the
Reduce
first
C C
I
C x,a x a *
y
<
[Proceed as in
Reduce
solid
= 3a
bounded by the surface
xyz
octant.
x a F(x\
"
Zj
x2
D defined
extended throughout the domain

Xi
z2 8
125.
to a simple integral the multiple integral
J J
<
y, z)dz
Generalize the results of
Find the volume of the portion of the
4.
6.
Investigate the properties of the function
3.
5.
X2
by the
^ xn
xn ) dx\ dx%
inequalities
x\
x2
148.]
to a simple integral the multiple integral
D defined
by the
inequalities
7*. Derive the formula

n
f f f--- JCdx 1 dx---dxn =

JJJ
dxn
iri
-
xn
â
EXERCISES
VII. Exs.]
where the multiple
integral
is
325
D denned
by the
inequality
Derive the formula
8*.
n
C F(a cos 6
r27T
"de
b sin
cos
sin 0) sin 6
c sin
d<j>
- 2n C
Jo
/0
where
a,
F(uR) du
&,
and
are three arbitrary constants,
and where
B = Va2 +
b2
c 2.
[POISSON.]
double integral is equal to a certain surface inte

[First observe that the given
2
2
2 =
1.
Then take the plane
gral taken over the surface of the sphere x + y + z
ax
by
cz
&s the plane of xy in a
new system
of coordinates.]
be the equation in polar coordinates of a closed surface.

Let p = F(6,
that the volume of the solid bounded by the surface is equal to the double
9*.
<f>)
Show
integral
(a)
ip cos y do-
extended over the whole surface, where
da-
represents the element of area, and 7

exterior normal.
makes with the
the angle which the radius vector
10*. Let us consider an ellipsoid
whose equation
is
us define the positions of any point on its surface by the elliptic coordi
and
that is, by the roots which the above equation would have if /*
The application of the formulae (29) to
were regarded as unknown (cf.
147).
and
let
nates
/>,
---
the volume of this ellipsoid leads to the equation

"
r"
dv
Jo
Likewise, the formula (a) gives
- p2
>&
i/O
11.
Jb
V(62-p
)(
C2
dv
-p 2 )(,2 -62 )(c 2 -,2
2
)
Determine the functions P(z, y) and Q(x, y) which, together with their
and for which the line integral
partial derivatives, are continuous,
+ a,y +
/3)dx
Q(z
a,
p)dy
taken along any closed contour whatever is independent of the constants

and depends only upon the contour itself.
a and
/3
MULTIPLE INTEGRALS
326
12*. Consider the point transformation defined
As
[VII, Exs.
by the equations
z ) describes a surface S the point (x, y, z) describes a sur

y be the direction angles of the normal to S a
-/ the
direction angles of the corresponding normal to the surface S
and
and
the corresponding surface elements of the two surfaces.
Prove the formula
the point (z
Let a,
face S.
/3,
y)
coscr-
+r
y)
cos
d<r
d<r
13*. Derive the formula (16) on page 304 directly.

may be expressed by the surface integral
[The volume
V=
z cos
d<r
J(S)
and we may then make use

D(f, *, *)
D(x ,y ,z
which
is
dx
easily verified.]
of the identity
D(/,
J>(/,
D(y ,z
dy
0)
D(z ,x
3z
D(x
it,
CHAPTER
VIII
INFINITE SERIES
SERIES OF REAL CONSTANT TERMS

I.
GENERAL PROPERTIES TESTS FOR CONVERGENCE
156. Definitions and general principles. Sequences. The elementary
in all texts on College Algebra
properties of series are discussed
We shall
and on Elementary Calculus.
review rapidly the principal
discussions.
points of these elementary
First of all, let us consider an infinite sequence of quantities
SQ
(1)
SZ
Si,
Sn ,
which each quantity has a definite place, the order of precedence

if s n approaches
being fixed. Such a sequence is said to be convergent
a limit as the index n becomes infinite. Every sequence which is
in
not convergent
of
two ways
is
sn
This may happen in either

become and remain larger than any
may approach no limit even though it
said to be divergent.
may
finally
preassigned quantity, or
does not become infinite.
sn
In order that a sequence should be convergent,

sufficient that, corresponding
positive integer n should

less
than
In the
a limit
to
first place,
positive
number
e,
sn is
any positive integer p.
the condition
n becomes
and
necessary
exist such that the difference sn+p
in absolute value for
s as
any preassigned
it is
infinite,
is
necessary.
For
number n always
if s n
approaches
exists for
which
is less than
n+p
sn
It follows that the absolute value of sn+p
in
value.
absolute
e/2
will be less than 2 e/2 = c for any value of p.
In order to prove the converse, we shall introduce a very impor
tant idea due to Cauchy.
Suppose that the absolute value of each
each of the differences
sn , s
s n+l ,
of the terms of the sequence (1) is less than a positive
number N.
and -fThen all the numbers between

may be separated into
number
two classes as follows. We shall say that a
belongs to the
class
if
there exist an infinite
number
327
of terms of the sequence (1)
INFINITE SERIES
328
156
[VIII,
which are greater than the given number. A number belongs to

the class R if there are only a finite number of terms of the
It is
sequence (1) which are greater than the given number.
evident that every number between
N and + N belongs to one
of the two classes, and that every number of the class A is less
than any number of the class B. Let S be the upper limit of the
numbers of the class A, which is obviously the same as the lower
limit of the numbers of the class B.
Cauchy called this number the
grande des limites) of the terms of the
This number S should be carefully distinguished
greatest limit (la plus
sequence (1).*
from the upper limit of the terms of the sequence
(1) (
For
68).
instance, for the sequence
11
1
"
11
the upper limit of the terms of the sequence

limit is 0.
is 1,
while the greatest
The name given by Cauchy is readily justified. There always

number of terms of the sequence (1) which lie
and S + e, however small e be chosen. Let us then
between S
consider a decreasing sequence of positive numbers t l} c 2
en
where the general term ^ approaches zero. To each num
of the sequence (1)
ber
of the sequence let us assign a number
S
and
We
which lies between S
shall
thus obtain a
+
e,
e^
an
to
the
suite of numbers a 1? a 2
belonging
sequence (1)
which approach S as their limit. On the other hand, it is clear
from the very definition of S that no partial sequence of the kind just
mentioned can be picked out of the sequence (1) which approaches
a limit greater than S.
Whenever the sequence is convergent its
limit is evidently the number S itself.
Let us now suppose that the difference s n+p
s n of two terms of
the sequence (1) can be made smaller than any positive number c
for any value of p by a proper choice of n.
Then all the terms of
the sequence past s n lie between s
Let S be the
e and s n + e.
exist an infinite
,-
lt
greatest limit of the terms of the sequence.

By the reasoning just
given it is possible to pick a partial sequence out of the sequence (1)
which approaches 5
as its limit.
sequence, after a certain one, lies

*
The
Since each term of the partial
between
sn
and
sn
c,
it
is
Resumes analytiques de Turin, 1833 (Collected Works, 2d series, Vol. X, p. 49).

definition may be extended to any assemblage of numbers which has an upper
limit.
CONSTANT TERMS
VIII, Ufi7]
329
s n is at most equal to e.
S
Now
be any term of the sequence (1) whose index
is greater
than n. Then we may write
clear that the absolute value of
let s m
and the value of the right-hand side is surely less than 2c.
Since e
is an arbitrarily preassigned positive number, it follows that the
general term s m approaches S as its limit as the index m increases
indefinitely.
If S is the greatest limit of the terms of the sequence

(1),
number
greater than S belongs to the class B, and every num
every
ber less than S belongs to the class A.
The number S itself may
Note.
belong to either
class.
Given any
157. Passage from sequences to series.
infinite
sequence
the series formed from the terms of this sequence,
is
+U
H-----\- U n
----
-\
said to be convergent if the sequence of the successive
S
is
(2)
?/
Sl
1( 1
Sn
sums
+ Un
Let 5 be the limit of the latter sequence, i.e. the

convergent.
which the sum Sn approaches as n increases indefinitely:
limit
v=n
Then S
is
called the
lim S
= lim
?/.
sum of the preceding
series,
and
this relation is
indicated by writing the symbolic equation
= MO + MI
H-----h
un
which is not convergent is said to be divergent.

evident that the problem of determining whether the series
convergent or divergent is equivalent to the problem of determin
series
It is
is
ing whether the sequence of the successive sums S0) Slf

convergent or divergent. Conversely, the sequence
S 0)
s li
"
2>
s n)
will be convergent or divergent according as the series

SQ
+ Oi - s + (s
)
*i)
H-----1- (*
---a.-i) H
52
is
INFINITE SERIES
330
For the sum Sn of the
convergent or divergent.
is
of this series
sequence.
The
is
We
[VIII,
first
precisely equal to the general term

shall apply this remark frequently.
series (2) converges or diverges
S + Vn +
(3)
sn
157
terms
of the given
with the series
+ *++
obtained by omitting the first p terms of (2).

For, if S n (n
p)
denote the sum of the first n + 1 terms of the series (2), and 2 n _ p
>
sum
the
of the
p+
1 first terms of the series (3),
i.e.
2 n - P = uo + u \ H-----h Mp_i is independent of w.

Hence the sum 2 n - P approaches a limit if Sn approaches a limit,
the difference Sn
and conversely.
It follows that in
determining whether the series

many of the terms at the
converges or diverges we may neglect as

beginning of a series as we wish.
Let S be the
+1
first
sum
terms, and
Ti
+1
Rn
of a convergent series, Sn the sum of the first

sum of the series obtained by omitting the
the
terms,
=U
RH
It is evident that
we
+l
shall
-----h
+2 H
Un + p
-\
---- .
always have
It is not possible, in general, to find the sum S of a convergent

If we take the sum 5 of the first n -+- 1 terms as an approxi
series.
mate value of S, the error made is equal to R n Since Sn approaches

S as n becomes infinite, the error R n approaches zero, and hence the
number of terms may always be taken so large
at least theoret
that the error made in replacing S by Sn is less than any
ically
In order to have an idea of the degree of
preassigned number.
.
approximation obtained,
Rn
it
is sufficient
to
know an upper
limit
It is evident that the only series which lend themselves

readily to numerical calculation in practice are those for which
of
R n approaches zero rather rapidly.

of properties result directly from the definition of con
shall content ourselves with stating a few of them.
the remainder
number
vergence.
We
1) If each of the terms of a given series be multiplied by a constant

k different from zero, the new series obtained will converge or diverge
with the given series; if the given series converges to a sum S, the sum
of the second series
is
kS.
VIII,
2)
CONSTANT TERMS
158]
If there
two convergent series
be given
wo
io
331
+
+
+w H
+ wH
MI
vi
whose sums are S and S
MH H
1-
vn H
respectively, the
new
series obtained by
adding the given series term by term, namely,
Oo
and
o)
sum
+ (MX + Vj) +
S
-f-
the term-by -term addition of
converges,
its
is
+ (M +
The analogous theorem holds
for
series.
convergent
3) The convergence or divergence of a series is not affected if the

values of a finite number of the terms be changed. For such a change
would merely increase or decrease all of the sums S n after a certain
one by a constant amount.

4)
The
test for
convergence of any infinite sequence, applied to

*
gives Cauchy s general test for convergence
series,
In order that a series be convergent
and sufficient
number
that, corresponding
any preassigned positive
e, an integer
n should exist, such that the sum of any number of terms what
is less than c in absolute value.
For
ever, starting with u ll+l
Sn + p
Sn = U n + + U n + 2 H
?+
it is
necessary
to
\~
In particular, the general term

zero as n becomes infinite.
Cauchy
apply
it
u n+l
Sn+l
Sn must approach
test is absolutely general, but it is often difficult to

It is essentially a development of the very
in practice.
We shall proceed to recall the practical rules most

used
for
frequently
testing series for convergence and divergence.
None of these rules can be applied in all cases, but together they
notion of a limit.
suffice for
the treatment of the majority of cases which actually arise.
158. Series of positive terms.
We
shall
commence by
investigating
a very important class of series,

those whose terms are all posi
tive.
In such a series the sum Sn increases with n.
Hence in
sum Sn should
The most
for the convergence of such a series is based upon com
the given series with others previously studied.
The
order that the series converge
remain
less
general test
parisons of
it is
sufficient that the
than some fixed number for
all
values of n.
following propositions are fundamental for this process

* Exercices
de Mathtmatlques, 1827.
(Collected Works, Vol. VII, 2d series, p. 267.)
INFINITE SERIES
332
159
[VIII,
If each of the terms of a given series of positive terms is less

than or at most equal to the corresponding term of a known convergent
1)
of positive terms, the given series is convergent. For the sum

S n of the first n terms of the given series is evidently less than the
sum S of the second series. Hence Sn approaches a limit S which
series
is
than S
less
2)
If each of the terms of a given
series of positive terms is greater
than or equal to the corresponding term of

of positive terms, the given series diverges.
a known divergent series

For the sum of the first
n terms of the given series is not less than the sum of the first
n terms of the second series, and hence it increases indefinitely
with
n.
We may
lemma.
compare two
also
series
by means of the following
Let
(U)
MO
(V)
+
+
Vl
+ MJ H
+ Va +
...
un
,
...
If the series (7) converges, and if,

v n+l /v n 5: u n+l /u n , the series (V)
we
have
a
certain
term,
always
after
series
also converges.
the
If
(7) diverges, and if, after a certain
have
u
we
term,
always
n+ i/u n ^v n+} /v n , the series (F) also diverges.
be two series of positive terms.
In order to prove the first

u n+i/ u n whenever n
statement, let us suppose that

Since the convergence of a
series is not affected by multiplying each term by the same con
stant, and since the ratio of two consecutive terms also remains
v n+i/ v n^
>
2).
unchanged, we may suppose that vp

should have vp + ûp + 1 vp+2 ûp + 2
<
up and
,
etc.
it is
evident that
Hence the
must converge. The proof of the second statement

Given a series of positive terms which is known
to diverge,
we may make use
is
series
we
(F)
similar.
to converge or
of either set of propositions in order
determine in a given case whether a second series of positive

terms converges or diverges. For we may compare the terms of
to
the two series themselves, or

consecutive terms.
we may compare
the ratios of two
159. Cauchy s test and d Alembert s test. The simplest series which
can be used for purposes of comparison is a geometrical progression
The
is r.
It converges if r
1, and diverges if r ^ 1.
of
of
a
series
terms
with
a
geometrical
given
comparison
positive
progression leads to the following test, which is due to Cauchy:
whose ratio
<
VIII,
CONSTANT TERMS
159]
If the nth
333
\u n
of the general term u n of a series of positive

is
constantlyjess than a fixed number less
than unity, the series converges. If ~\/un after a certain term is con
stantly greater than unity, the series diverges.
root
terms after a certain term
For
in the first case ~\/un
<k<l,
whence u n
of the terms of the series after a certain one
n
<k
is less
Hence each
than the corre
sponding term of a certain geometrical progression whose ratio is

than unity. In the second case, on the other hand, ~\/u
n
whence wn
Hence in this case the general term does not
less
>l
>l.
approach zero.
This test is applicable whenever
fact,
the following proposition
may
V^
approaches a limit.
be stated
In
If -Vu n approaches a limit I as n becomes infinite, the series will

converge if I is less than unity, and it will diverge if I is greater than
unity.
doubt remains if I
1, except when ~^fu n remains greater than
unity as it approaches unity, in which case the series surely diverges.
two consecutive terms of a given series

two consecutive terms of a
geometrical progression, we obtain d Alembert s test:
Comparing the
ratio of
of positive terms with the ratio of
If in a given
of positive terms the ratio of any term to the

a
certain
term remains less than a fixed number
preceding after
less than unity, the series
converges.
If that ratio after a certain
series
term remains greater than unity, the series diverges.
From
this
theorem we
may deduce
the following corollary
un+l /un approaches a limit I as n becomes infinite, the

series converges if I
1, and diverges ifl>l.
The only doubtful case is that in which 1 = 1; even then, ifu
n
If the ratio
<
remains greater than unity as
it
n+l /u
approaches unity, the series is divergent.
General commentary. Cauchy s test is more general than d Alembert s. For

suppose that the terms of a given series, after a certain one, are each less than
the corresponding terms of a
decreasing geometrical progression, i.e. that the
general term u n is less than Arn for all values of n greater than a fixed integer p,
where
is a certain constant and r is less than
rvl 1
and
unity. Hence Vu n
the second member of this
inequality approaches unity as n becomes infinite.
<
/",
a fixed number between r and 1, we shall have after a cer

Hence Cauchy s test is applicable in any such case. But it
may happen that the ratio u n + \/Un assumes values greater than unity, however
far out in the series we may go.
For example, consider the series
Hence, denoting by
term \/M n
k.
tain
A;
<
r sin
|
a +
|
r2 sin
1
2a +
\
r n sin
\
na
-{
\
INFINITE SERIES
334
159
[VIII,
where r 1 and where a is an arbitrary constant. In this case

whereas the ratio
<
v un = r v
sin net
|
<
r,
sin(n + l)
number
assume, in general, an infinite

may
Nevertheless,
advantageous to retain d Alembert

For instance, for the series
it is
many
convenient in
of values greater than unity as

s test, for it is
more
cases.
x
~
A H~
x2
x3
~
"
xn
~T~
1.2.3
1.2
1.2---W,
the ratio of any term to the preceding is x/(n + 1), which approaches zero as n
becomes infinite whereas some consideration is necessary to determine inde
;
n as n becomes infinite.
pendently what happens to Vun = x/\/l 2
After we have shown by the application of one of the preceding tests that each
of the terms of a given series is less than the corresponding term of a decreasing
2
it is easy to find an upper
Ar n
geometrical progression A, Ar, Ar
of
the
first m terms is taken in place of
when
the
sum
made
the
error
limit of
For this error is certainly less than the sum of the
the sum of the series.
.
geometrical progression
Ar m + Ar m +
When
two
.
Ar m
l
each of the two expressions
limits are necessarily the same.
+ uix +
(4)
-\iun and Un + i/u H approaches a limit, the

For, let us consider the auxiliary series
u 2 z2 H-----h u n
x"
H----
In this series the ratio of any term to the preceding

Hence the
approaches the limit Ix, where I is the limit of the ratio u n + \/u n
I /I.
series (4) converges when x
Denoting the
1/Z, and diverges when x
where x
is
positive.
>
<
limit of
by
-\/Un
the expression
the series (4) converges
two
and
tests
if
<
1/i
-\/u n x
also approaches a limit
and diverges
should not give contradictory results,
if
it is
>
1/i
x,
and
In order that the
evidently necessary that
were greater than T, the series (4) would

be convergent, by Cauchy s test, for any number x between 1/Z and 1/i whereas
the same series, for the same value of x, would be divergent by d Alembert s test.
I
should be equal.
for instance,
If,
Still
limit.*
more generally, if Un + \/u n approaches a limit Z,

n approaches the same
For suppose that, after a certain term, each of the ratios
>Xu
Un +
lies
between
as small as
we
and
U,,
e,
+2
U,,
,,
where e is a positive number which may be taken

n sufficiently large. Then we shall have
please by taking
or
*Cauchy, Cours d Analyse.
CONSTANT TERMS
Vlll,
160]
As
number p
the
335
two terms on
and left of this double inequality approach I -f e and I
e,
Hence for all values of m greater than a suitably chosen number
increases indefinitely, while n remains fixed, the
the extreme right

respectively.
we
shall
have
and, since
the
e is
number
It
an arbitrarily assigned number,
as
should be noted that the converse
follows that
not true.
is
sequence
b are
two
a2 62
a6,
a,
1,
where a and
it
Vu^
approaches
its limit.
a"
6,
The
different numbers.
ing is alternately a and

as n becomes infinite.
6,
an bn
Consider, for example, the
~l
a"6
n
,
-,
any term to the preced

approaches the limit Va6
ratio of
whereas the expression
-s/u^
The preceding
tain expressions
proposition may be employed to determine the limits of cer

which occur in undetermined forms. Thus it is evident that
2
1
n increases indefinitely with n, since the ratio n \/(n 1)1
the expression v
increases indefinitely with
.
the expressions
n.
manner it may be shown that each of

approaches the limit unity as n becomes infinite.
In a similar
v n and vôgn
limit. Cauchy formulated the preceding test

a more general manner. Let an be the general term of a series of positive
terms.
Consider the sequence
160. Application of the greatest
in
on,
(5)
a;,
ajj,
-,
a*,
If the terms of this sequence have no upper limit, the general term an will not
approach zero, and the given series will be divergent. If all the terms of the
sequence (5) are less than a fixed number, let w be the greatest limit of the terms
of the sequence.
The
series
Sa n
is
convergent if
is less
than unity, and divergent if u
is
greater
than unity.
a be a number between
first part of the theorem, let 1
Then, by the definition of the greatest limit, there exist but a finite
It follows
a.
number of terms of the sequence (5) which are greater than 1
1
a for all values of n
that a positive integer p may be found such that 3/a n
In order to prove the
w and
1.
<
Hence the series 2a converges. On the other hand, if

1,
let 1 + a be a number between 1 and w.
Then there are an infinite number of
terms of the sequence (5) which are greater than 1 + a, and hence there are an
It follows that
infinite number of values of n for which a n is greater than unity.
the series Sa n is divergent in this case. The case in which w = 1 remains in doubt.
greater than p.
re
>
Cauchy s theorem. In case un+l /un and \u n both approach

without
remaining constantly greater than unity, neither
unity
d Alembert s test nor Cauchy s test enables us to decide whether
the series is convergent or divergent.
We must then take as a
161.
comparison series some series which has the same characteristic
INFINITE SERIES
336
[VIII,
161
is known to be convergent or divergent.

The following
proposition, which Cauchy discovered in studying definite integrals,
often enables us to decide whether a given series is convergent or
but which
when
the preceding rules fail.

be a function which is positive for values of x greater
than a certain number a, and which constantly decreases as x
divergent
Let
<f>(x)
increases past x
Then the x axis
approaching zero as x increases

an asymptote to the curve y =
a,
is
indefinitely.
and the
<f>(%),
definite integral
1
or
may
The
may
<f>(x~)dx
not approach a finite limit as
series
(6)
4>(
a)
4,(a
+!)+
<(>
converges if the preceding integral approaches a limit,

does not.
and
diverges if
it
For, let us consider the set of rectangles whose bases are each
-,
unity and whose altitudes are
1),
n), respec
<f>(a),
<f>(a
<f>(a
Since each of these rectangles extends beyond the curve

the sum of their areas is evidently greater than the area
tively.
y
between the x axis, the curve y
x = a + n, that is,
</>(#),
=
<j>(x),
and the two ordinates x
= a,
Xa
On
the other hand,
altitudes
<j>(a
+1),
<j>(a
we consider the rectangles constructed
if
common
inside the curve, with a
2),
base equal to unity and with the

-f- n), respectively, the sum of
<j>(a
the areas of these rectangles

the curve, and we may write
is
evidently less than the area under

+n
Xa
the integral fj
indefinitely, the sum
Hence,
if
<j>(z)
-\
a+n
<j>(x)dx
is
sum
in question approaches a limit

convergent. On the other hand, if the inte
increases beyond all limit as n increases indefinitely,
hence the series (6)

the same
<f>(a
It follows that the
-f L.
gral f
dx approaches a limit L as I increases

+
+ n) always remains less than
----
<f>(a)
<f(a)
+(x)dx.
true of the
<a
is
-f
sum
<t>a
+1 +
<
",
VHi,
CONSTANT TERMS
161]
as is seen
from the
337
Hence
of the above inequalities.
first
case the series (6) diverges.

Let us consider, for example, the function
= l/x*,
<(ce)
in this
where
/u,
= 1.
This function satisfies all the requirements

and a
of the theorem, and the integral // [1/a^] dx approaches a limit as
It
is greater than unity.
I increases indefinitely if and only if
is
positive
/u,
follows that the series
111
T
2*
1*
_! +
n*
3*
if p. is greater than unity, and diverges if /x ^ 1.

1
consider
the function
I/ [x(logo;) ], where log a;
A.gain,
2.
denotes the natural logarithm, p. is a positive number, and a
converges
<(#)
Then,
if /*
1,
we
shall have
i
^-[(log7 ) -^-(log2)
c/2
1-
The second member approaches a limit if /t

1, and increases
= 1 it
In the particular case when
1.
indefinitely with n if
is easy to show in a similar manner that the integral increases
beyond all limit. Hence the series
>
/u,
"t"
2 (log 2)*
<
/j.
o\u
r f\
w(logn)
if /t
511, and diverges if
More generally the series whose general term
converges
_\U.4
/i
3 (log 3)*
>
/u.
is
n log
7i
log
n log 8
?i
n(log
log""
p
ri)*
In this expression log 2 n

1, and diverges if /x ^ 1.
converges if /t
denotes log log n, log 8 n denotes log log log n, etc. It is understood,
of course, that the integer n is given only values so large that
>
p
The missing terms in
log n are positive.
The
considered are then to be supplied by zeros.
theorem may be proved easily in a manner similar to the demon
=
strations given above.
1, the function
If, for instance, /t
2
log n, log n, log n,
the series
x log x log 2 x
the derivative of (log
approaches a finite limit
is
a:)
if
(log
/(l
/A),
and only
if
xY
and
//.
>
this latter function

1.
INFINITE SERIES
338
s
Cauchy
[vill,
theorem admits of applications of another
that the function

</>(x)
sort.
162
Let us suppose
let us con
conditions imposed above, and
satisfies the
sum
sider the
<j>(n)
4>(n
1)
<f>(n
p)
where n andp are two integers which are to be allowed to become infinite. If the
series whose general term is
is convergent, the
preceding sum approaches
zero as a limit, since it is the difference between the two sums S n + + i and S n
p
each of which approaches the sum of the series. But if this series is divergent,
no conclusion can be drawn. Keturning to the geometrical interpretation given
<p(n)
we
above,
find the double inequality
0(x)dx<0(n)
t/n
l)
+<(n
p)<</>(n).+
t/n
approaches zero as n becomes
Since
<f>(ri)
sum
the
0(n
infinite, it is
evident that the limit of
same as that of the definite integral /n +p 0(x)dx,

depends upon the manner in which n and p become infinite.
"
in question is the
and this
For example, the
limit of the
sum
1
+p
+P
is the same as that of the definite integral

[1/x] dx
p/n). It is
log(l
clear that this integral approaches a limit if and only if the ratio p/n approaches a
limit.
If a is the limit of this ratio, the preceding sum approaches
log(l + a)
f"
as
its limit,
as
we have already
sum
seen in
49.
Finally, the limit of the
Vn
is
the
same
Vn +
Vn + p
as that of the definite integral
I+P j
f
\J n
Vx
Vn + p
Vn).
In order that this expression should approach a limit, it is necessary that the
p/Vn should approach a limit a. Then the preceding expression may be
written in the form
ratio
2Vn + p + Vn
1
and
it is
evident that the limit of this expression
162. Logarithmic criteria.
Taking the
11
j^
2M
is
a.
series
1
n^
Cauchy deduced a new test for convergence

analogous to that which involves -\/u n
as a comparison series,
which
is
entirely
vm,
CONSTANT TERMS
162]
339
is always
If after a certain term the expression log(l/w n )/lognthan
which is greater
unity, the series
greater than a fixed number
If after a certain term log(l/wn)/logn is always less
converges.
than unity, the
series diverges.
If log(l/w n )/log n approaches a limit
and
the series converges if I

1,
1 remains in doubt.
I
>
which
as
increases indefinitely,
The case in
diverges if
I
Ki.
In order to prove the
part of the theorem,
first
we
will
remark
that the inequality

log
is
k log n
>
un
equivalent to the inequality
>
un
since k
1,
>
Likewise,
nk
un
or
<
-Tk
the series surely converges.

if
log
<
Un
log w,
1/n, whence the series surely diverges.

This test enables us to determine whether a given series con
a certain
verges or diverges whenever the terms of the series, after
than
the
corresponding terms of
one, are each less, respectively,
we
shall
have un
>
the series
where A
is
a constant factor and
Un
we
shall
have log
?/
log n
//.
p.
1.
For,
if
A
<
log
<
-S^n
>
or
lo
.
log
>
/A
log
log n
and the right-hand side approaches the limit /A as n increases

If K denotes a number between unity and p., we
indefinitely.
shall have, after a certain term,
log
INFINITE SERIES
340
[VIII,
163
Similarly, taking the series
__
~r n log w(log 2
n(\og n)^
ri)*
we
obtain an infinite suite of tests for con

be obtained mechanically from the preceding
as comparison series,
vergence which may

by replacing the expression \og(l/un )/logn by log[l/(/m n )]/log 2
then by
lognu
log
?i,
8
log n
and so forth, in the statement of the preceding tests.* These tests

apply in more and more general cases. Indeed, it is easy to show
that if the convergence or divergence of a series can be established
by means of any one of them, the same will be true of any of those
which follow.
with these
It
that no matter how far we proceed

no one of them will enable us to determine
may happen
trial tests,
whether the series converges or diverges. Du Bois-Reymond f and

Pringsheim have in fact actually given examples of both convergent
and divergent series for which none of these logarithmic tests deter
mines whether the series converge or diverge. This result is of great
theoretical importance, but convergent series of this
type evidently
converge very slowly, and it scarcely appears possible that they

should ever have any practical application whatever in problems
which involve numerical calculation.
Raabe s or Duhamel s test. Retaining the same comparison

but
series,
comparing the ratios of two consecutive terms instead
of comparing the terms themselves, we are led to new tests which
163.
to be sure, less general than the preceding, but which are

often easier to apply in practice.
For example, consider the series
are,
of positive terms
(7)
?/
+m+
wa H
un
-i
* See
Bertrand, Traitt de Calcul differential et integral, Vol.
de Liouville, 1st series, Vol. VII, p. 35.
t
J
I,
p. 238;
Journal
Ueber Convergenz von Reihen

(Crelle s Journal, Vol. LXXVI, p. 85, 1873).
Allgemeine Theorie der Divergenz
(Mathematische Annalen, Vol. XXXV,
.
1890).
In an example of a certain convergent series due to du

Bois-Reymond it would
be necessary, according to the author, to take a number of terms
equal to the volume
of the earth expressed in cubic millimeters in order to obtain merely half the sum of
the series.
VIII,
in
CONSTANT TERMS
163]
which the
ratio
u n + /u a approaches unity, remaining constantly

l
Then we may write
than unity.
less
341
!+
where a n approaches zero as n becomes
this ratio with [n/(n
first
+1)]
infinite.
The comparison
of
leads to the following rule, discovered
by Raabe* and then by Duhamel.f
If after a certain term the product nan is always greater than a

fixed number which is greater than unity, the series converges. If
after a certain term the
same product
is
always
than unity, the
less
series diverges.
The second part of the theorem follows immediately.

nan 1 after a certain term, it follows that
For, since
<
ratio un + /u n
terms of the harmonic
and the
n+l
ac H
greater than the ratio of two consecutive

Hence the series diverges.
In order to prove the first part, let us suppose that after a certain
term we always have nan >k>l. Let p. be a number which lies
l
between 1 and
k,
<
is
series.
p.
<
k.
Then the
series surely converges if
term the ratio u n + /u n is

of two consecutive terms of the
after
a certain
[_n/(n
+ 1)]
term
is
n~*.
The necessary condition that
than the ratio
less
whose general
should be true
series
this
that
is
(8)
or,
in
developing (1
+ 1/n)
by Taylor
theorem limited to the term
1/n
l+-W + 7T
-i<
where Xn always remains

infinite.
less
l+a
than a fixed number as n becomes
Simplifying this inequality, we
<
nan
may
write
it
Zeitschrift fur Mathematik und Physik, Vol. X, 1832.

Journal de Liouville, Vol. IV, 1838.
in the
form
INFINITE SERIES
342
The
103
[VIII,
left-hand side of this inequality approaches

as its limit as n
infinite.
Hence, after a sufficiently large value of n, the
/u.
becomes
left-hand side will be less than

It follows that
the series
na n which proves the inequality

,
(8).
is
convergent.
approaches a limit
If the product na n
the preceding rule.
The
may apply
n becomes
as
series is
infinite,
convergent
if
we
1>1,
= 1,
except when nan

approaches unity remaining constantly less than unity in that case
and divergent
if
1.
<
doubt exists
if
the series diverges.

If the product na n approaches unity as its limit, we may compare the ratio
w + i/^n with the ratio of two consecutive terms of the series
which converges if
terms of the given series
/*>!>
and diverges
may
"
where
ft,
product
if
The
M^l-
ratio of
two consecutive
ft,
+n
approaches zero as n becomes infinite. If after a certain term the

logn is always greater than a fixed number which is greater than unity,
converges. If after a certain term the same product is always less than
ft,
the series
unity, the series diverges.

In order to prove the first part of the theorem, let us suppose that
Let
/A
be a number between
a certain term
and
k.
Then the
series will surely
ft,
log n
converge
>
if
>
1.
after
we have
u +l
un
"
(9\
in the
<
~n+1
logn
[
Llog(n
T
l)J
form
logn
or,
applying Taylor
theorem to the right-hand
where X B always remains
nl
log n
less
Simplifying this inequality,
it
side,
than a fixed number as n becomes
becomes
infinite.
VIII,
CONSTANT TERMS
lt>;]
343
(n + 1) log (1 + 1/n) approaches unity as n becomes

be written, by Taylor s theorem, in the form
The product
may
infinite, for it
(10)
where
approaches zero.
approaches
fj.
as
The right-hand side of the above inequality therefore

and the truth of the inequality is established for suffi
since the left-hand side is greater than k, which is itself
its limit,
ciently large values of n,

greater than /^.
The second part of the theorem
may be proved by comparing
+ i/w,, with the ratio of two consecutive terms

term is l/(nlogn). For the inequality
of the series
ttn
lg n
+
__
>
un
which
is
to be proved,
may
+ -n
log(n
1)
n/
<(*
log n
1_
+ !) log/1 +
V
The right-hand
the ratio
whose general
--).
*/
side approaches unity through values
which are greater than
The truth of the inequality is there

unity, as is seen from the equation (10).
fore established for sufficiently large values of n, for the left-hand side cannot
exceed unity.
From the above proposition it may be shown, as a corollary, that if the prod
uct (8 n log n approaches a limit I as n becomes infinite, the series converges if I
1,
and diverges if
The case in which I = 1 remains in doubt, unless /3 n logn
>
l<l.
always less than unity. In that case the series surely diverges.
If p n log n approaches unity through values which are greater than unity, we
may write, in like manner,
is
log n
where
approaches zero as n becomes infinite. It would then be possible to
prove theorems exactly analogous to the above by considering the product
>
7,,log n,
and so
Corollary.
forth.
If in
a series of positive terms the ratio of any term to the pre
ceding can be written in the form

.
l
r
---
un
where
/j.
is
n +n
i
a positive number, r a constant, and
value remains less than a fixed

verges If r
H
1
is
greater than unity,
number
as
n increases
and diverges
a quantity
whose absolute
indefinitely, the series con
in all other cases.
INFINITE SERIES
344
For
we
if
shall
we
164
[VIII,
set
have
na n =
r
-
l-
and hence lim na n

if
<
1.
The only
r.
It
follows that the series converges if r

1, and diverges
In order
is that in which r = 1.
>
case which remains in doubt
to decide this case, let us set
From
we
this
find
+1
log n
__ log
-**
log n
and the right-hand side approaches zero as n becomes infinite, no matter how
Hence the series diverges.
small the number /* may be.
Suppose, for example, that u n + \/u n is a rational function of n which ap
proaches unity as n increases indefinitely
~ 2 ----\
Then, performing the division indicated and stopping with the term
may
write
Un +
un
where 0(n)
is
_L
i -r
CTl
in
1/n2
we
^(^
bl -L
-r
>
nz
.,
a rational function of n which approaches a limit as n becomes
the preceding theorem, the necessary and sufficient condition that

the series should converge is that
infinite.
By
bi
is due to Gauss,
general tests for convergence.
This theorem
>
ai
+1
who proved
164. Absolute convergence.
We
it
shall
whose terms may be either positive

term all the terms have the same
directly.*
now
It
was one
of the first
proceed to study series

If after a certain
or negative.
sign, the discussion reduces to
Hence we may restrict ourselves to series

previous case.
which contain an infinite number of positive terms and an infinite
the
(Collected Works, Vol. Ill, p. 138.) Disquisitiones generates circa seriem infinitam
1+
a.B
=
l.y
VIII,
CONSTANT TERMS
164]
number
We
of negative terms.
lowing fundamental theorem
Any
shall prove first of all the fol
whatever
is convergent if the series

formed of the abso
the
terms
of
of the given series converges.
series
lute values
345
Let
UQ
(11)
M! H-----h
u H----
be a series of positive and negative terms, and
l\+
(12)
L\
.--+
let
be the series of the absolute values of the terms of the given series,
where Un
un
If the series (12) converges, the series
(11) like
.
wise converges.
This
For we have
157.
is
a consequence of the general
theorem of
and the right-hand side may be made less than any preassigned num
ber by choosing n sufficiently large, for any subsequent choice of p.
Hence the same is true for the left-hand side, and the series (11)
surely converges.
The theorem may
also be proved as follows
un
= (u n + Un ) - Un
and then consider the auxiliary

(13)
(u
+U +
-)
(u i
series
+U)+
l
Let us write
whose general term
...+ (u n
+ C7 ) +
n
is
un
+ Un
Let Sn Sn and SJ denote the sums of the first n terms of the series
Then we shall have
(11), (12), and (13), respectively.
,
The series (12) converges by hypothesis. Hence the series (13)

also converges, since none of its terms is negative and its
general
term cannot exceed 2Un
It follows that each of the sums Sn and
.
SJ, and hence also the sum Sn approaches a limit as n increases

,
indefinitely.
Hence the given
series (11) converges.
It is evident
that the given series may be thought of as arising from the subtrac
tion of two convergent series of positive terms.
Any
series is said to be absolutely convergent if the series of the
absolute values of
the terms
may
be
In such a series the order of

changed in any way whatever without altering the
its
terms converges.
INFINITE SERIES
34G
sum of the
Let us
series.
first
[VIII,
KM
consider a convergent series of posi
tive terms,
(14)
whose sum
is S,
and
+aH-----\-a
----
-\
let
b
(15)
+b +
.-.
+ bn +
..-
be a series whose terms are the same as those of the
first
series
arranged in a different order, i.e. each term of the series (14) is to

be found somewhere in the series (15), and each term of the series
(15) occurs in the series (14).
Let Sm be the sum of the first m terms of the series (15). Since
these terms occur in the series (14), it is evident that n may be
chosen so .large that the first m terms of the series (15) are to be
found among the first n terms of the series (14). Hence we shall have
all
Sm
<
Sn
<
S,
series (15) converges and that its sum

a similar manner it is clear that S 5 S
which shows that the

not exceed
S.
In
S does
Hence
S.
The same argument shows that if one of the above series
and
(14)
(15) diverges, the other does also.
The terms of a convergent series of positive terms may also be
grouped together in any manner, that is, we may form a series each
of whose terms is equal to the sum of a certain mimber of terms of
Let us first
the given series without altering the sum of the series.*
and
let
consecutive
terms
are
that
grouped together,
suppose
A,
(16)
be the
new
+ A + Ai +
l
>"+A
....
series obtained, where, for example,
Then the sum Sm of the first m terms of the series (16) is equal to
m.
the sum 5 V of the first N terms of the given series, where N
As m becomes infinite, N also becomes infinite, and hence Sm also
>
approaches the limit
S.
Combining the two preceding operations, it becomes clear that any

convergent series of positive terms may be replaced by another series
each of whose terms is the sum of a certain number of terms of the
given series taken in any order whatever, without altering the sum of
* It is often said that
parentheses may be inserted in a convergent series of positive
TRANS.
terms in any manner whatever without altering the sum of the series.
Vlll,
CONSTANT TERMS
165]
347
It is only necessary that each term of the given series

the series.
should occur in one and in only one of the groups which form the
terms of the second series.
Any absolutely convergent series may be regarded as the differ
ence of two convergent series of positive terms hence the preceding

It is evident that an
operations are permissible in any such series.
;
absolutely convergent series

of numerical calculation as
may
if it
be treated from the point of view

were a sum of a finite number of
terms.
165.
A series whose terms do not all
Conditionally convergent series.
have the same sign may be convergent without being absolutely con
This fact is brought out clearly by the following theorem
vergent.
on alternating series, which we shall merely state, assuming that it
is
already familiar to the student.*
series whose terms are alternately positive and negative converges

absolute value of each term is less than that of the preceding,
the
if
and if, in addition, the absolute value of the terms of the series
diminishes indefinitely as the number of terms increases indefinitely.
For example, the
series
i-| + |-* + + (-l)-; +

We saw in 49 that its sum is log 2.
converges.
of the absolute values of the terms of this series
harmonic
series,
which diverges.
series
is
The
series
precisely the
which converges but
is called a conditionally conver

of Cauchy, Lejeune-Dirichlet, and
necessity of distinguishing between
which does not converge absolutely
The investigations
gent
Riemann have shown clearly the
series.
absolutely convergent series and conditionally convergent series.

For instance, in a conditionally convergent series it is not always
allowable to change the order of the terms nor to group the terms
These operations
together in parentheses in an arbitrary manner.
the
sum
of
such
or
alter
a
series,
may change a convergent
may
For example,
series into a divergent series, or vice versa.
let
us
again consider the convergent series
i* It
there.
is
pointed out in
TRANS.
+
2,3
1(K>
1
-
2n+l
that this theorem
is
_!_
+2
2n
a special case of the theorem proved
INFINITE SERIES
348
whose sum
is
m becomes infinite.
order,
166
evidently equal to the limit of the expression
+1
!,
as
[VIII,
2n
2,
Let us write the terms of this series in another
putting two negative terms
~2~4 + 3~ 6~~8
after each positive term, as follows
~~
"*"
"*"
2n
+1
+4
4r* -f 2
"*"
easy to show from a consideration of the sums S3n SStl+l and

S3n+2 that the new series converges. Its sum is the limit of the
It is
expression
yV 2n i+
=o \
as
becomes
2w
infinite.
+1
4ra
evident that the
it is
From
+2
_!_
+2
+4
the identity
4n
sum
4w
4:7i
2 \2n
+1
2n
is
+ 2,
half the
sum
of
the given series.

In general, given a series which is convergent but not absolutely convergent,
possible to arrange the terms in such a way that the new series converges
it is
toward any preassigned number A whatever. Let Sp denote the sum of the
first p positive terms of the series, and S g the sum of the absolute values of the
first q negative terms, taken in such a way that the p positive terms and the q
negative terms constitute the first p + q terms of the series. Then the sum of
Sq As the two numbers p and q increase
the first p + q terms is evidently Sp
.
each of the sums Sp and Sq must increase indefinitely, for otherwise

the series would diverge, or else converge absolutely. On the other hand, since
the series is supposed to converge, the general term must approach zero.
We may now form a new series whose sum is A in the following manner
Let us take positive terms from the given series in the order in which they occur
indefinitely,
in it until their
sum exceeds A.
Let us then add to these,
in the
order in which
they occur in the given series, negative terms until the total sum is less than A.
Again, beginning with the positive terms where we left off, let us add positive
terms until the total sum is greater than A. We should then return to the
It is clear that the sum of the first n terms of the
negative terms, and so on.
new series thus obtained is alternately greater than and then less than A, and
that
it
differs
from
166. Abel s test.
by a quantity which approaches zero as
The following
test,
due
to Abel, enables us to establish the
convergence of certain series for which the preceding tests

based upon the lemma stated and proved in 75.
Let
MO
ui
its limit.
fail.
The proof
is
VIII,
CONSTANT TERMS
166]
349
be a series which converges or which is indeterminate (that is, for which the sum
of the first n terms is always less than a fixed number A in absolute value).
let
Again,
fQ
en
numbers which approach
be a monotonically decreasing sequence of positive

Then the series
foU
(17)
eiMi
en
Wn
converges under the hypotheses made above.

For by the hypotheses made above it follows that
for
any value
of
n and
|u,
Hence, by the lemma just referred
p.
+ U n+p e n+p
+ ie,, + i
<
Sine? en+ i approaches zero as n becomes infinite,
be
write
2Aen + i.
n may be chosen
than any preassigned positive number for
less
we may
so large that
sum
the absolute value of the
will
to,
all
values of p.
The
157.
by the general theorem of
reduces to the series
+ un +
series (17) therefore converges

When the series u
MI
1
+1-
-!-,
+1
whose terms are alternately + 1 and

1, the theorem of this article reduces to
165 with regard to alternating series.
the theorem stated in
As an example under
sin 6
which
is
is
sin 2
is
if
sin
0,
sum
the
sin 3 6
For
convergent or indeterminate.
zero, while
nometry,
the general theorem consider the series
if
sin
0, every term of the series

n terms, by a formula of Trigo
sin 6
of the first
equal to the expression

nft
sin
.9
sin -
/n
sin
+1
which
is less
than
|
I/sin (6/2)
sin 6
I
converges for
all
values of
6.
in absolute value.
sin 2
T
It
sin
I
may
It
n6
-j-
-f-
be shown in a similar manner that the
series
12
cos 6
converges for
all
values of
cos 2 6
except
follows that the series
n6
cos
n
2krt.
INFINITE SERIES
350
[VIII,
Corollary. Restricting ourselves to convergent series,

Let
general theorem.
MO + MI H----- u n +
we may
state a
167
more
f-
be a convergent series, and
let
be any monotonically increasing or decreasing sequence of positive numbers

which approach a limit k different from zero as n increases indefinitely. Then
the series
e
(18)
+ eii
H-----h
H----
also converges.
For definiteness
us suppose that the
let
always increase.
Then we may
write
e
ei
a-i
en
an
where the numbers a a\

an
form a sequence of decreasing positive
numbers which approach zero as n becomes infinite. It follows that the two
,
series
ku
kui
both converge, and therefore the series
II.
ku n
(18) also converges.
SERIES OF COMPLEX TERMS
167. Definitions.
we
In this section
MULTIPLE SERIES
shall deal with certain gen
eralizations of the idea of an infinite series.
Let
(19)
u,
i, z
un
be a series whose terms are imaginary quantities:
Such a series is said to be convergent if the two series formed of

the real parts of the successive terms and of the coefficients of the
imaginary parts, respectively, both converge:
+
&. + &1+6.+- -+^ +
a
(20)
(21)
a,
a 2 -f
an
---
=
=
^".
Let S and
be the sums of the series (20) and (21), respectively.
Then the quantity S = S +
is called the sum of the series
(19).
It is evident that S is, as before, the limit of the sum Sn of the first
n terms of the given series as n becomes infinite. It is evident
S"
is"
that a series of complex terms

two series of real terms.
is
essentially only a combination of
VIII,
COMPLEX TERMS
168]
When
MULTIPLE SERIES
351
the series of absolute values of the terms of the series (19)
converges, each of the series (20) and (21) evidently converges abso
l and IVI =
lutely, for \a n
In this case the series (19) is said to be absolutely convergent. The
sum of such a series is not altered by a change in the order of the
<
vX +
terms, nor by grouping the terms together in
Conversely, if each of the series (20)

the series (22) converges absolutely, for
any way.
and (21) converges
y a* + b\
;>
an
absolutely,
|
bn
.
\
of
Corresponding to every test for the convergence of a series
absolute convergence of
positive terms there exists a test for the
Thus, if the absolute value

a cer
of the ratio of two consecutive terms of a series \un + /un \, after
con
series
the
than
tain term, is less than a fixed number less
unity,
1
=
k
u
Then, since
n+l /un
u,
For, let 7,
verges absolutely.
any
series whatever, real or imaginary.
we
after a certain term,
shall
rl
series of absolute values
+ Un +
If \u n+l /un
the series converges if
<
have also
U + U +
converges.
<
approaches a limit
<
1,
and diverges if
>
as
1.
n becomes infinite,
The first half is
In the second case the general term u n does not

approach zero, and consequently the series (20) and (21) cannot
The case I = 1 remains in doubt.
both be convergent.
self-evident.
More
generally,
if to
be the greatest limit of Vt7n as n becomes
infinite, the
For in the latter case the

and diverges if
The case in
the general term does not approach zero (see
161).
series (19) converges if
w<l,
modulus of
which w = 1 remains
doubt
in
w>l.
the series
may
be absolutely convergent, simply
convergent, or divergent.
168. Multiplication of series.
Let
(23)
Ul
uz
"+-,
(24)
Vl
v,
vn
Let us multiply terms of the first

be any two series whatever.
series by terms of the second in all possible ways, and then group
INFINITE SERIES
352
the products u Vj for which the sum i+j of the sub

the same we obtain in this way a new series
all
together
scripts
168
[VIII,
is
U
(25)
+ (H
+( u
If each of the
VI
<>v
series
series (25) converges,
+ UlV ) + ( M
+ u vn _
l
+u
vi
+W
hw B Vo)H
-{
and (24)
(23)
and
its
sum
is absolutely convergent, the

the product of the sums of the
is
two given
series.
This theorem, which is due to Cauchy, was gener
by Mertens,* who showed that it still holds if only one of the
(23) and (24) is absolutely convergent and the other is merely
alized
series
convergent.
Let us suppose for definiteness that the series
(23) converges
absolutely, and let wn be the general term of the series (25):
Wn =
The proposition
0^n
MlW-l
1-
Un V
we can show
will be proved if
that each of the
differences
+W
ô + w
^0
-\
W Sn
1"
+ w 2n+l
~ (U + %
- (u + u

in each case,
it
we
(v n + l
w n+ i(v
1-
-\
infinite.
)
n
(l
+ i)0o
s, it
h V 2n )
-\
-f
h Vn )
Vl H
+ *i
Since the proof
shall consider the first difference

only.
according to the u
-{
vn + 1 )
the same
is
Arranging
becomes
HI (W n + 1
v_i)+
u n + a (v
-\
+ V 2n _,) H
h M.,-1
h v n _ 2)-\
.+
\-u 2n v
Since the series (23) converges absolutely, the sum U + Ul H

f- Un
than a fixed positive number A for all values of n. Like
wise, since the series (24) converges, the absolute value of the sum
is less
vo
+ Vi +
vn
is
less
than a fixed positive number B.
corresponding to any preassigned positive number

exists such that
Moreover,
number
A +B
c
for any value of p whatever, provided that n

m.
Having so chosen
n that all these inequalities are satisfied, an upper limit of the
quan
u l} u z
U1} U2
tity 8 is given by replacing u
., u 2n by U
L\ nJ
>
* Crelle s
Journal, Vol.
LXXIX.
VIII,
COMPLEX TERMS
169]
MULTIPLE SERIES
v n + 2 -\-----\- v n + p by (./(A
respectively, v n + l
vn _ l , v
vt
of the expressions v
353
+ B), and finally each

v by B.
+ vn _
2
This gives
8
1
<
+ Ul
"
Un
or
A
whence,
+B
finally,
8
1
<
1
e.
+B
Hence the difference 8 actually does approach
Consider a rectangular network which is lim

and
to
the
left, but which extends indefinitely down
upward
ward and to the right. The network will contain an infinite number
of vertical columns, which we shall number from left to right from
It will also contain an infinite number of horizontal
to + oo
to + oo
we
which
shall number from the top downward from
rows,
Let us now suppose that to each of the rectangles of the network a
169. Double series.
ited
is assigned and written in the corresponding rec

a
be
the quantity which lies in the ith row and in the
Let
ik
tangle.
kih column. Then we shall have an array of the form
certain quantity
(26)
We
shall first suppose that each of the elements of this array is real
and
positive.
Now let an infinite sequence of

across this array as follows
1)
curves
Any
C lt C 2
Cn
be drawn
one of them forms with the two
which bound the array a closed curve which entirely

surrounds the preceding one 2) The distance from any fixed point
to any point of the curve C B which is otherwise entirely arbitrary,
becomes infinite with n. Let S be the sum of the elements of the
array which lie entirely inside the closed curve composed of C,- and
straight lines
INFINITE SERIES
354
[VIII,
169
the two straight lines which bound the array.

If S n approaches a
limit S as n becomes infinite, we shall say that the double series
\-~r-
+-r>
(27)
and that its sum is S. In order to justify this definition,

necessary to show that the limit 5 is independent of the form
of the curves C.
Let C{, z
Cm
be another set of curves
which recede indefinitely, and let S{ be the sum of the elements
inside the closed curve formed by C- and the two boundaries.
If m
be assigned any fixed value, n can always be so chosen that the
curve Cn lies entirely outside of C m
Hence S m Sn and therefore
Sm ^ S, for any value of m. Since Sm increases steadily with m, it
must approach a limit S
5 as m becomes infinite. In the same
it
follows
that
S
S
Hence S = S.
way
For example, the curve C. may be chosen as the two lines which
form with the boundaries of the array a square whose side increases
indefinitely with i, or as a straight line equally inclined to the two
converges,
it is
C"
<
<
<
boundaries.
00
+ fan) +
The corresponding sums

11
If either of these
Ol)H
-----
Ka + a
are, respectively, the
H-----h
n\
sums approaches a limit
as
-!, n
following
H-----H
n becomes
0n)
infinite,
>
the
other will also, and the two limits are equal.

The array may also be added by rows or by columns.
For, sup
pose that the double series (27) converges, and let its sum be 5. It
is evident that the sum of
any finite number of elements of the series
cannot exceed 5. It follows that each of the series formed of the
elements in a single row

(28)
% +
converges, for the
*!
sum
<*.
of the first n
+1
0, 1, 2,
terms a ;o
cannot exceed S and increases steadily with n.

the series formed of the elements in the ith row.
(29)
o-
o-,
o-,
an
a, n
sum of
Then the new series
Let
o-,
be the
surely converges.
For, let us consider the sum of the terms of the
This sum cannot exceed S, and
array 2 tt for which i^p, k^r.
increases steadily with r for any fixed value of p; hence it
approaches a limit as r becomes

(30)
<r
o-,
infinite,
-f-
and that limit
tr
is
equal to
VIII,
COMPLEX TERMS
1(50]
MULTIPLE SERIES
355
+ o^ + + vp cannot
any fixed value of p. It follows that
exceed 5 and increases steadily with p. Consequently the series (29)
Conversely, if
converges, and its sum 2 is less than or equal to S.
each of the series (28) converges, and the series (29) converges to a
for
sum
<r
2, it is
sum
evident that the
of any finite
Hence S
of the array (26) cannot exceed 2.
5=
number of elements
and consequently
2,
s.
The argument
just given for the series
formed from the elements
rows evidently holds equally well for the series formed

from the elements in individual columns. The sum of a convergent
double series whose elements are all positive may be evaluated by
rows, by columns, or by means of curves of any form which recede
in individual
indefinitely.
In particular, if the series converges when added by rows,

when added by columns, and the sum will be the
will surely converge

number of
same.
it
terms
may
example
is less,
theorems proved for simple series of positive

be extended to double series of positive elements. For
if each of the elements of a double series of positive elements

than the corresponding elements of a knoivn con
respectively,
vergent double series, the first series is also convergent; and so forth.
double series of positive terms which is not convergent is said
to be divergent.
The sum
of the elements of the corresponding

all limit
array which lie inside any closed curve increases beyond

as the curve recedes indefinitely in every direction.
Let us
now
consider an array whose elements are not all positive.

it is unnecessary to consider the cases in which
It is evident that
the elements are negative, or in which only a finite number of

elements are either positive or negative, since each of these cases
reduces immediately to the preceding case. We shall therefore sup
pose that there are an infinite number of positive elements and an
all
Let a lk be the
of negative elements in the array.
If the array 7\ of positive elements,
general term of this array T.
each of which is the absolute value a ik of the corresponding element
infinite
number
said to be absolutely convergent. Such

an array has all of the essential properties of a convergent array of
in T, converges, the array
is
positive elements.
In order to prove
and
T",
us consider two auxiliary arrays T

is formed from the array T
The array
this, let
defined as follows.
by replacing each negative element by a
zero, retaining the positive
is obtained from
Likewise, the array
a
zero and chang
element
the array
by
replacing each positive
of
the
Each
arrays T and
ing the sign of each negative element.
elements as they stand.
T"
T by
T"
INFINITE SERIES
356
[VIII,
converges whenever the array 7\ converges, for each element of
169
for example, is less than the corresponding element of 7^. The sum
of the terms of the series T which lie inside
any closed curve is
equal to the difference between the sum of the terms of

lie inside the same curve and the sum of the terms of
lie
inside
T
T"
which
which
Since the two latter sums each approach limits as
it.
the curve recedes indefinitely in all directions, the first sum also
approaches a limit, and that limit is independent of the form of
the boundary curve.
This limit is called the sum of the array T.
The argument given above for arrays of positive elements shows
that the same sum will be obtained by evaluating the
array T by
rows or by columns. It is now clear that an array whose elements
are indiscriminately positive and negative, if it converges
absolutely,
may be treated as if it were a convergent array of positive terms.
But
it is
essential that the series 7\ of positive terms be
shown
to
be convergent.
If the array TI diverges, at least one of the arrays T and
If
diverges.
only one of them, T for example, diverges, the other
being convergent, the
sum of the elements of the array T which lie inside a closed curve C becomes
infinite as the curve recedes indefinitely in all directions,
irrespective of the
T"
T"
form of the curve.

If both arrays
and
diverge, the above reasoning
shows only one thing,
that the sum of the elements of the array T inside
a closed curve C is equal to the difference between two sums, each of which
7"
T"
increases indefinitely as the curve C recedes indefinitely in all directions.

It
may happen that the sum of the elements of T inside C approach different
limits according to the form of the curves C and the manner in which
they
recede, that
to say, according to the relative rate at which the number of

and the number of negative terms in the sum are made to increase.
The sum may even become infinite or approach no limit whatever for certain
methods of recession. As a particular case, the sum obtained on
evaluating by
rows may be entirely different from that obtained on evaluating by columns if
is
positive terms
the array
is
not absolutely convergent.
The following example

1
/1\
2\2/
/2\
SW
(31)
3V3/
/l\"
2\2/
/2\
3\3/
due
/2\
3\3/
l^V-^-V
2V2/
is
1/
Arndt.*
/3
4\4/
V-1/ 3 V
3V3/
n
to
/2\"
3V3/
4\4/
1
Let us consider the array
P+
I/^liV--
P\ P
p\ p
p+
/3\"
4\4/
* Grunert s
Archiv, Vol. XI, p. 319.
VIII,
COMPLEX TERMS
169]
MULTIPLE SERIES
357
of positire and an infinite number of negative

formed from the elements in a single row or from
The sum of the series formed from the
those in a single column converges.
terms in the nth row is evidently
which contains an
Each
elements.
infinite
number
of the series
2\2
Hence, evaluating the array (31) by rows, the result obtained
sum of the convergent series
+
2a
which
(p
is
l)th column, that
converges, and
its
"
2Ml
equal to the
"
the other hand, the series formed from the elements in the
On
1/2.
+
28
is
sum
is,
is
jj-1
p
-1
p+
Hence, evaluating the array (31)

sum of the convergent series
by
p+
p(p +1)
columns, the result obtained
is
equal to the
which
is
1/2.
This example shows clearly that a double series should not be used in a
calculation unless it is absolutely convergent.
We
shall also
meet with double
series
whose elements are complex

two other
quantities. If the elements of the array (26) are complex,

and
may be formed where each element of
arrays
T"
7"
real part of the corresponding element of T

is the coefficient of i in the corresponding
is
and each element of

element of
T.
the
T"
If the
array 7\ of absolute values of the elements of T, each of whose

elements is the absolute value of the corresponding element of T,
converges absolutely, and

converges, each of the arrays T and
The sum of
the given array T is said to be absolutely convergent.
T"
the elements of the array which lie inside a variable closed curve
approaches a limit as the curve recedes indefinitely in all directions.
independent of the form of the variable curve, and it

The sum of any absolutely
of the given array.
be
evaluated
also
by rows or by columns.
convergent array may
This limit
is
is
called the
sum
INFINITE SERIES
358
[VIII,
170
An absolutely convergent double series may be replaced by a simple

formed from the same elements. It will be sufficient to show that the
rectangles of the network (26) can be numbered in such a way that each rec
tangle has a definite number, without exception, different from that of any other
In other words, we need merely show that the sequence of natural
rectangle.
numbers
170.
series
0,
(32)
1,
2,
n,
-..,
-.-,
and the assemblage
of all pairs of positive integers (i, fc), where iÔ, k>0, can
such a way that one and only one number of the sequence (32)
will correspond to any given pair (i, k), and conversely, no number n corresponds
to more than one of the pairs (t, k).
Let us write the pairs (i, k) in order as
be paired
follows
off in
(1,0),
(0,0),
(0,1),
(2,0),
(1,1),
-..,
(0,2),
which i + k = n are written down after

those for which i + k
n have all been written down, the order in which those
of any one set are written being the same as that of the values of i for the various
pairs beginning with (n, 0) and going to (0, n). It is evident that any pair (i, k)
will be preceded by only a, finite number of other pairs.
Hence each pair will
have a distinct number when the sequence just written down is counted off
according to the natural numbers.
where, in general, all those pairs for
<
Suppose that the elements of the absolutely convergent double series SSaa- are
down in the order just determined. Then we shall have an ordinary series
written
(33)
doo
io
oi
2o
ii
floa
+ ao +
a-i,i
whose terms coincide with the elements of the given double series. This simple
and its sum is equal to the sum of the given
double series. It is clear that the method we have employed is not the only pos
sible method of transforming the given double series into a simple series, since
series evidently converges absolutely,
the order of the terms of the series (33) can be altered at pleasure.
Conversely,
any absolutely convergent simple series can be transformed into a double series
in an infinite variety of ways, and that process constitutes a powerful instrument
in the proof of certain identities.*
It is evident that the concept of double series is not essentially different from
that of simple series.
In studying absolutely convergent series we found that
the order of the terms could be altered at will, and that any finite number of
terms could be replaced by their sum without altering the sum of the series.
An attempt to generalize this property leads very naturally to the introduction
of double series.
The notion of double series may be generalized.

we may consider a series of elements a mn with two
oo to + oo
subscripts ra and n, each of which may vary from
The elements of such a series may be arranged in the rectangles of
171.
In the
Multiple series.
first
place
a rectangular network which extends indefinitely in

*Tanuery, Introduction a
hi theorie
desfauctions d une
all directions
variable, p. G7.
VIII,
it
COMPLEX TERMS
172]
evident that
is
type we have
it
MULTIPLE SERIES
359
be divided into four double series of the
may
just studied.
more important generalization is the following. Let us consider

a series of elements of the type
,,. .., mp where the subscripts
from to -f oo or from
values
on
GO
take
m
tK. 1}
any
2
,
p may
,
m
+ oo, but may be
by certain inequalities. Although no

such convenient geometrical form as that used above is available
to
when
the
number
restricted
of subscripts exceeds three, a slight consideration
shows that the theorems proved for double series admit of immediate
Let us first sup
generalization to multiple series of any order p.
Let S l
are
real and positive.
the
elements
all
that
pose
MI ,,,..., mp
be the sum of a certain number of elements of the given series, S2
,
and a certain number of terms previously neglected,

sum of
S a the sum of S2 and further terms, and so on, the successive sums
Sn
S 1} S2
being formed in such a way that any particular
-,
element of the given series occurs in all the sums past a certain one.
the
<S\
If
Sn approaches a limit S as n becomes
infinite,
said to be convergent, and S is called its sum.

double series, this limit is independent of the
is
the given series

in the case of
As
way
in
which the
sums are formed.
successive
If the elements of the given multiple series have different signs

complex quantities, the series will still surely converge if the
or are
series of absolute values of the
terms of the given series converges.
Cauchy s theorem. The following theorem,

a generalization of Cauchy s theorem ( 161), enables us to
determine in many cases whether a given multiple series is conver
172. Generalization of
which
is
gent or divergent.
Let/(.x, y) be a function of the
two variables x
and y which is positive for all points (x, y) outside a certain closed
curve T, and which steadily diminishes in value as the point (x, y)
Let us consider the value of the double
recedes from the origin.*
over the ring-shaped region between
dx
extended
dij
integralJJ"/^, y}
T and a variable curve C outside T, which we shall allow to recede
and let us compare it with the double
indefinitely in all directions
series 2/(wi, n), where the subscripts m and n may assume any posi
;
tive or negative integral values for
which the point (m, n)
Then the double series

a
limit, and conversely.
approaches
side the fixed curve T.

integral
* All that
x\>X2
ond
hypotheses.
is
necessary for the present proof
y\>y^
outside T.
TRANS.
It is
is
lies
out
converges if the double
that/to,
l/i)>/(a; 2)
easy to adapt the proof to
still
7/ 2 ) whenever
more general
INFINITE SERIES
360
= 0, x =
[VIH,173
x=
and y = 0, y =
2,
1, y =
2,
F
divide the region between
and C into squares or portions of squares.
Selecting from the double series the term which corresponds to that
corner of each of these squares which is farthest from the origin, it
The lines x
is
evident that the
1,
sum 2/(w,
n) of these terms will be less than the
value of the double integral

dx dy extended over the region
///(#, y)
between F and C. If the double integral approaches a limit as C
recedes indefinitely in all directions, it follows that the sum of any
number
number
of terms of the series whatever
is always less than a fixed

hence the series converges. Similarly, if the double series
converges, the value of the double integral taken over any finite
hence the integral
region is always less than a fixed number
;
approaches a
The theorem may be extended
limit.
to multiple
any order p, with suitable hypotheses in that case the

of
integral
comparison is a multiple integral of order p.
As an example consider the double series whose general term is
2
2 M
where the subscripts m and n may assume all integral
l/(?n + n )
values from
oo to + o except the values m = n
0.
This series
for
For the double integral
1, and diverges for /x^l.
converges
p.
series of
>
dx dy
extended over the region of the plane outside any circle whose
center is the origin has a definite value if ^
1 and becomes
>
infinite if
(133).
More generally the multiple
p.<l
series
whose general term
is
+ m\ + -.. + miy
m = m = = mp =
(m\
where the
verges
III.
if
set of values
2n
>
SERIES OF VARIABLE TERMS
excluded, con
UNIFORM CONVERGENCE
173. Definition of uniform convergence.
(35)
is
j9.*
(x)
+ KJ (*)+... + u
A
n
series of the
(x)
form
-,
whose terms are continuous functions of a variable x in an inter

val (a, i), and which converges for every value of x belonging to
that interval, does not necessarily represent a continuous function,
*More general theorems
are to be found in Jordan
C ours d Analyse, Vol.
I,
p. 163.
VIII,
VARIABLE TERMS
173]
361
we might be tempted to believe. In order to prove the fact we

4
need only consider the series studied in
as
+x
(1
a;
(1
a;
2
)"
which satisfies the above conditions, but whose sum is discontinuous

for x
Since a large number of the functions which occur in
0.
mathematics are defined by series, it has been found necessary to
study the properties of functions given in the form of a series. The
first question which arises is precisely that of determining whether
sum
or not the
of a given series
is
a continuous function of the
Although no general solution of
variable.
this
problem
is
known,
study has led to the development of the very important notion
its
of uniform, convergence.
series of the type (35), each of
which
whose terms
is
a function of x
defined in an interval (a, 6), is said to be uniformly con

vergent in that interval if it converges for every value of x between
a and
is
and
if, corresponding to any arbitrarily preassigned positive

a positive integer N, independent of x, can be found such
that the absolute value of the remainder R n of the given series
b,
number
c,
R n = U n + () +
l
is
less
which
The
than
-----H
MH + S (*) H
^ n+p (x) ----\
n^N
for every value of

and for every value of x
the interval (a, &).
latter condition is essential in this definition.
For any pre
e
lies in
assigned value of x for which the series converges it is apparent

from the very definition of convergence that, corresponding to any
can be found which will satisfy
positive number e, a number
the condition in question.

it
is
But, in order that the series should con

necessary further that the same number
verge uniformly,
should satisfy this condition, no matter what value of x be selected
in the interval (a, b). The following examples show that such is not
always the
The
series
val (0, 1).
case.
Thus
in the series considered just
above we have
in question is not uniformly convergent in the inter

For, in order that it should be, it would be necessary
(though not sufficient) that a number

1
N exist,
such that
INFINITE SERIES
362
for all values of
[VIII,
in the interval (0, 1), or,
what amounts
17.5
to the
same thing, that
Whatever be the values of
and
there always exist, however,
e,
positive values of x which do not satisfy this inequality, since the

right-hand side is greater than unity.
Again, consider the series denned by the equations
=
The sum of the
first
n terms of this
S n _ lf
series is evidently
The
approaches zero as n increases indefinitely.
Sn (#), which
series is therefore
x
In order
nxe~" *.
convergent, and the remainder R n (cc) is equal to
that the series should be uniformly convergent in the interval (0, 1),
it
would be necessary and
trarily preassigned positive

that for all values of n
>
corresponding to any arbi

exist such
a positive integer
sufficient that,
number
e,
if x be replaced by 1/w, the left-hand side of this inequality is

l/n which is
1.
Since e
greater than 1/e whenever n
equal to e~
may be chosen less than 1/e, it follows that the given series is not
But,
>
uniformly convergent.
The importance
of uniformly
convergent series rests upon the
following property:
The sum of a series whose terms are continuous functions of a

an interval (a, i) and which converges uniformly in that
interval, is itself a continuous function of x in the same interval.
variable x in
Let X Q be a value of x between a and b, and let x -f h be a value

neighborhood of X Q which also lies between a and b. Let n
in the
be chosen so large that the remainder
fl() = u n +
is less
(x)
u n+z (x) H----
than e/3 in absolute value for all values of x in the interval

e is an arbitrarily preassigned positive number.
Let/(cc)
(a, b),
where
be the
sum
where
Then we may write
of the given convergent series.
denotes the
sum
of the
first
-f 1
terms,
().
<}>(x)
K*) =
M uO*0
M,
00 H
VIII,
VARIABLE TERMS
17.5]
363
Subtracting the two equalities
f(x
we
It)
<f>(x
A)
+R
tt
(x
+ A),
find
f(x
h)
-/(*)
The number
was
[>(x
A)
<(*)]
+ /^(û +
A)
- TJ.ô).
we have
so chosen that
On the other hand, since each of the terms of the series is a continu
ous function of x,
is itself a continuous function of x.
Hence
a positive number 77 may be found such that
<(o:)
whenever h
is less
than
whenever
=x
for x
Note.
\h
is
than
less
It follows that
rj.
we
shall have, a fortiori,
This shows that f(x)
rj.
is
continuous
would seem at
first very difficult to determine whether

uniformly convergent in a given interval.
The following theorem enables us to show in many cases that a
It
or not a given series
is
given series converges uniformly.
Let
MO (a:)
(36)
be
series each
interval (a,
b),
of whose terms
and
is
(*)
a continuous function of x in an
let
Jf.
(37)
MI (x)
Jtfi
+ ... + *; + ...
a convergent series whose terms are positive constants.

Then,
tf un ^
n for a H values of x in the interval (a, b) and for all
be
values of n, the first series

(36) converges uniformly in the interval
considered.
For
it is
evident that
we
shall
have
INFINITE SERIES
364
for all values of x between a
the remainder
Rn
and
we
of n greater than N,
shall also
whenever n is greater than N, for

For example, the series
N be
If
b.
[VIII,
is
less
174
chosen so large that

e for all values
than
have
values of x in the interval
all
(a, b).
M + Mi sin x + Mjj sin 2x ----- M smnx ---have the same meaning as above, converges
where M M M
,
l}
-\
\-
-\
uniformly in any interval whatever.

174. Integration and differentiation of series.
Any series of continuous functions which converges uniformly in an

interval (a, b) may be integrated term by term, provided the limits of
integration are finite and lie in the interval (a, b*).
Let x and x v be any two values of x which lie between a and b,
e for all values
and let N be a positive integer such that R B (ar)|
N. Let f(x) be the sum of
of x in the interval (a, b) whenever n
<
>
the series
and
let
us set
rx
/*i.
Dn
Jxt
f(x) dx
rx
u dx
Jr
The absolute value of D n

Hence Dn approaches zero
rx
Uidx
-----
Jx
tA
is less
u n dx
than
x^
rx
whenever
R n dx.
Jx
as n increases indefinitely, and
n^
we have
the equation
r*i
I
J*t
r*i
Jft
rx
r*
-----hi u H (x)dx
Ui(x)dx-\
(x)dx+l
^x
J*
1
f(x}dx=\
-\
----
Considering X Q as fixed and Xj as variable, we obtain a series
J*t
u Q (x)dx-\----
+lu
(x )dx-\
----
J*o
which converges uniformly in the interval (a,

continuous function whose derivative is f(x).
b)
and represents a
VIII,
VARIABLE TERMS
174]
365
Conversely, any convergent series may be differentiated term by term

the
if
resulting series converges uniformly.*
For, let
f(x)
(a;)
Ul (x)
u n (x) -\----
be a series which converges in the interval (a,
ft).
Let us suppose
that the series whose terms are the derivatives of the terms of the
given series, respectively, converges uniformly in the same interval,

let
denote the sum of the new series
and
<(z)
Integrating this series term by term between two limits x and

each of which lies between a and b, we find
= [u
Jx
/
(a:)
M O (* O )]
[MJ
(a;)
x,
*SJCK
or
This shows that
is
<f>(x)
Examples.
1)
The
the derivative of /(x)
integral
dx
cannot be expressed by means of a finite number of

elementary
Let us write it as follows
functions.
/e
The
dx
= C dx
J
x.
C ex
x
J
(-/
dx
may be developed
For we have
last integral
values of
= log x
-f
in a series
C ex
x
J
dx.
which holds for
all
and this series converges uniformly in the interval from

R to + R,
no matter how large R be taken, since the absolute value of any
* It
is
function.
assumed in the proof also that each term of the new

The theorem is true, however, in general.
TRANS.
series is
a continuous
INFINITE SERIES
366
term of the
[VIII,
174
than the corresponding term of the con
series is less
vergent series
It follows that the series obtained
by term-by-term integration
^ =l+ I + 2Y72 +
OC^
OC
3C
+ nl.2...n +
converges for any value of x and represents a function whose deriva

tive is (tf
!)/.
The perimeter
2)
is e is
equal,
an
of
1 12,
by
whose major axis
ellipse
is
2a and whose eccentricity
to the definite integral
4c f
/o
The product
sum
e2 sin 2
lies
between
and
e2
<j>
(<
Hence the
1).
radical
is
equal to the
of the series given by the binomial theorem
Vl
--
= 1 -- e2 sin 2
e 2 sin 2
e4
<f>
2n
sin*^>
The series on the right converges uniformly, for the absolute value of each of
its terms is less than the corresponding term of the convergent series obtained
by
setting sin
since,
by
Hence the
1.
116,
C\
.,.
sin^"0a*
Jo
we
shall
--
series
be integrated term by term; and
may
1.8.6...(2n-l)
2
it
2n
have
Vl-e
2
sinV<Z0
Jo
= -Sl2
(
- e2
4
e*
eft
----
256
64
3.6...(2n-3)-|
2.4.6--.2n J
If the eccentricity e is small,
a very good approximation to the exact value of the

obtained by computing a few terms.
Similarly, we may develop the integral
integral
is
f Vl-
e 2 sin 2
0drf>
Jo
in a series for
any value
of the
Finally, the development of

leads to the formula
upper limit
Legendre
<f>.
complete integral of the
first
kind
Vlll,
VARIABLE TERMS
174]
367
The definition of uniform convergence may be extended to

whose terms are functions of several independent variables.
example,
series
For
let
(x, y)
+ % (x, y)
u n (x,
y}-\
be a series whose terms are functions of two independent variables x

and let us suppose that this series converges whenever the
ij,
and
bounded by a closed contour C.

lies in a region
(x, y}
series is said to be uniformly convergent in the region R if,
point
The
corresponding to every positive number e, an integer

such that the absolute value of the remainder R n
whenever n
N can be found
is
less
than
equal to or greater than N, for every point (x, y)

It can be shown as above that the sum of
inside the contour C.
is
such a series
is
a continuous function of the two variables x and
provided the terms of the series are
in this region,
all
continu
ous in R.
The theorem on term-by-term
integration also
may
If each of the terms of the series is continuous in
denotes the
sum
of the series,
f( x y}dxdy
>
=11
we
shall
ul
un (x,y}dxdy-\
where each of the double integrals
is
if
f(x, y)
have
u9 (x, y) dx dy
+ 11
be generalized.
R and
(x,
y)dxdy
-\
extended over the whole inte
any contour inside of the region R.

Again, let us consider a double series whose elements are functions
rior of
of one or
more variables and which converges absolutely for all sets

domain D. Let the
of values of those variables inside of a certain
elements of the series be arranged in the ordinary rectangular array,

let R c denote the sum of the double series outside any closed
and
curve
C drawn
in the plane of the array.

uniformly in the
series is said to converge
Then the given double

domain D if correspond
ing to any preassigned number c, a closed curve K, not dependent

on the values of the variables, can be drawn such that R c
e for
<
any curve
C whatever
lying outside of
of the variables inside the domain D.
K and
It is evident that the preceding definitions
extended without
for
any
set of values
and theorems may be

any order whose
difficulty to a multiple series of

elements are functions of any number of variables.
INFINITE SERIES
368
Note.
integrate
If
it
a series does not converge uniformly, it

term by term. For example, let us set
SH (x) = nxe-*?,
The
(x)
whose general term

series
f(x)
=
is
u n (x) converges, and
(z)
not always allowable to
its
sum
is
1, 2,
zero, since
Sn (x)
Hence we may write
infinite.
1*1
is
= S n - Sn ^
u a (x)
0,
175
[VIII,
MS (x)
u, (x)
whence J f(x) dx = 0. On the other hand, if we integrate the series term by

term between the limits zero and unity, we obtain a new series for which the
sum of the first n terms is
which approaches 1/2 as
its
n becomes
limit as
infinite.
175. Application to differentiation under the integral sign. The proof

of the formula for differentiation under the integral sign given in
97
is
based essentially upon the supposition that the limits x

If X is infinite, the formula does not always hold.
and X are finite.

Let us consider,
for example, the integral
F(a)
= f
"
max
i/O
This integral does not depend on

y = ax it becomes
dx
a, for if
>
we make
the substitu
tion
y
If we tried to apply
we should find
the ordinary formula for differentiation to F(a~),
F (o-) =
This
cos
ax dx
Jo
surely incorrect, for the left-hand side is zero, while the

right-hand side has no definite value.
Sufficient conditions may be found for the application of the
ordinary formula for differentiation, even when one of the limits
is
by connecting the subject with the study of series.

consider the integral
is infinite,
us
first
Let
p+
f(x)dx,
which we shall suppose to have a determinate value ( 90). Let

a u a2
an
be an infinite increasing sequence of numbers, all
,
Vni,
VARIABLE TERMS
175]
greater than a
where a n becomes
infinite
369
with
ra
/"
we
If
n.
set
+i
Ja n
Ja^
the series
converges and its sum is

nn
is equal to fa f(x) dx.
It
f(x)
we
we
= cosx,
shall
f(x) dx, for the
sum Sn of
be noticed that the converse
should
for example,
If,
j*"
is
the
first
n terms
not always true.
set
0,
TT,
an
-,
mr,
-,
have
Un =
Hence the
series
cos x dx
nit
converges, whereas
the integral
fo cosxdx
ap
becomes infinite.
Now let f(x, a) be a function of the two variables x and a which
is continuous whenever x is equal to or greater than a and a lies
If the integral J f(x, a) dx approaches a
in an interval (a
i)-
proaches no limit whatever as
>
limit as
becomes
infinite, for
function of a,
any
of a, that limit
value"
is
r +x
(a)=
f(x,a)dx,
i/a.
which may be replaced, as we have just shown, by the sum

of a
convergent series whose terms are continuous functions
of a
(a)
\f(x,
a) dx
U, (a)
=
/
/(ar,
^t
A,
a)
rfx
continuous whenever the series converges uni

m
formly.
By analogy we shall say that the integral f* f(xt a) dx
to any
converges uniformly in the interval (a aj if, corresponding
a can
of
number
a
independent
preassigned positive quantity e,
+
for
e whenever I
be found such that f "f(x, a)dx
N,
any value
This function F(a)
is
>
<
of a which lies in the interval (a

* See
TRANS.
W.
F.
a^*
OSGOOD, Annals of Mathematics, 2d
If the integral converges

series, Vol. Ill (1902), p. 129.
INFINITE SERIES
370
For
if
f(x,
cr)
uniformly, the series will also.
we
[vm,i75
a n be taken greater than N,
shall have
\R.\
r+*
Jan
dx
hence the function F(a) is continuous in this case throughout the

interval (a
a^.
Let us now suppose that the derivative df/da is a continuous
,
when x ^ a and a
function of x and a
<
<
a^ , that the integral
da
has a
value for every value of a in the interval (a
finite
that the integral converges uniformly in that interval.

in question may be replaced by the sum of the series
dx
=F
(a-)
F!
(tr)
The
a^, and
integral
+ Fn (a)
where
The new
series converges uniformly, and its terms are

equal to the
corresponding terms of the preceding series. Hence, by the theorem
proved above for the differentiation of series, we may write
In other words, the formula for differentiation under the integral sign
provided that the integral on the right converges uniformly.
The formula for integration under the integral sign ( 123) also
may be extended to the case in which one of the limits becomes
still holds,
Let f(x, a) be a continuous function of the two variables

a a
a a
If the integral // V(*, ) dx is uni
in
the
interval
formly convergent
(a a^, we shall have
infinite.
x and
a, for x
>
<
<
r+*
/
(A)
/>
A|
To prove
r^
f,
dx
da
f(x,a}da=\
^
J
J
us
this, let
first select
f(x,a)dx.
number
>
then
have
C
(B)
û
ra
dx
/
a
J*f
ra
f(x,
a)da= J
da
Ja
f(x, a)dx.
we
shall
VIII,
As
VARIABLE TERMS
176]
371
increases indefinitely the right-hand side of
this
equation
approaches the double integral

+ ao
f(x, a)dx,
between these two double integrals
for the difference
is
equal to
r +x
ai
da
/(cc,
<x)dx.
Jl
Suppose
N chosen
+ :0
a)dx
/(x,
so large that the absolute value of the integral

than c whenever / is greater than N, for any
is less
Then the absolute value of the

value of a in the interval (a a^.
a
and therefore it
difference in question will be less than c a 1
Hence the left-hand
zero as I increases indefinitely.
will
,
approach
side of the equation (B) also approaches a limit as

the symbol
nite, and this limit is represented by
becomes
infi
/!
X+0
dx
f(x, a) da.
J*t
This gives the formula (A) which was to be proved.*

176. Examples.
1)
Let us return to the integral of
F(a}-
er"*
The
is positive.
dx,
Jo
where a
91
integral
/
I
er ax sin x dx
Jo
* The formula for differentiation may be deduced easily from the formula (A). For,
a en
for a
suppose that the two functions f(x, a) and fa (x, a) are continuous
*
+
that the two integrals F(a) = fa */(*, ) dx and *() = fa *S ( x ^ dx have
x
a
<
<
>
;>
finite
values
and that the
the formula (A),
if
a lies
latter
fduC
J
"/<*t)d*=
"o
"o
where
converges uniformly in the interval (a
in the interval (a
<*!)
>
Jmt
dx
may
f
du
= (
Ja
+
*/(*,
o
a)dx- C
Ja o
From
C fu (x,u)du,
a has heen replaced by u under the integral sign.

"*(!*)
Jao
i).
Jao
for distinctness
formula
we have
f(x,
whence, taking the derivative of each side with respect to a, we find
But
this
INFINITE SERIES
372
[VIII,
176
obtained by differentiating under the integral sign with respect to a,

converges
all values of a greater than an
For
arbitrary positive number k.
uniformly for
we have
~ +00
+<=0
e- ax smxdx<l
Ji
and hence the absolute value

values of
e~ ax dx
greater than
It follows that
of the integral
k, if
*-
N, where
>
(X)
on the
is
left will be less than e for all

chosen so large that keky 1/e
>
sin
er al
Ji
ctj&
Jo
The
indefinite integral
was calculated
F (a) =
~e-<*
+ a sinx)~| +
Jo
+ a2
(cosx
I"
whence we
119 and gives
in
+ a2
find
=C-
F(a)
arc tan
C may be determined by noting that the definite integral F(a)

as a becomes infinite. Hence C = x/2, and we finally find the
and the constant

approaches zero
formula
e~ ax
,.
J
This formula
is
sin
Sll
dx
arc tan
established only for positive values of n-, but we saw in

is the sum of an
alternating series whose remainder n
the left-hand side
91 that
is
always
than 1/n. Hence the series converges uniformly, and the integral is a con
tinuous function of a, even for a = 0. As a approaches zero we shall have in
less
the limit
+ao
(39)
Jo
2) If in the
formula
rv-<fc=^
Jo
of
134
we
set
= yVa,
where
+
(40)
r
t/o
is
positive,
we
find
and it is easy to show that all the integrals derived from this one by successive
differentiations with respect to the parameter a
converge uniformly, provided
that a is always greater than a certain positive constant A;. From the
preceding
formula we may deduce the values of a whole series of integrals :
22
(41)
EXERCISES
VIII, Exs.]
We
number
these an infinite
By combining
373
of other integrals
/^
-4-
be evaluated.
oo
t-**W**
Jo
and we
All the integrals on the right have been evaluated above,
\n
=
1 ^0032^ -^--^
/-
may
have, for example,
(2/3)
+ /_iy,
7
2 fl 2
Vn
a-i
^*
"
1.2.3.--2n
find
...
1.8.6..
.(8n-l)8
2"
or, simplifying,
/
*>
e~ a v*cos2pydy
(42)
ô
_ 5!
Iff
%/-
\a
EXERCISES
1.
Derive the formula
[Z"
=1+
(logZ)><]
Si lOgZ
uz"
where Sp denotes the

at a time.
sum
^1.2
(logz)
of the products of the first
"
h
1
(logz)"
n natural numbers taken p

r
,,
[MURPHY.]
[Start with the formula
(log)
1.2
and
2.
differentiate
n times with
+ ..1
respect to z.]
Calculate the value of the definite integral
j
by means
3.
of the formula for differentiation
under the integral
Derive the formula

*
^
r + e -+ &dx
=
=1
Jo
[First
show
that dl/da
=-
21.]
sign.
INFINITE SERIES
374
4.
Derive the formula
J_
e
by making use of the preceding

5.
From
the relation
derive the formula
a_
*?
da
exercise.
= = VTre- 2,.*
Va
rviil,
CHAPTER IX
POWER SERIES
In this chapter we shall study two particularly important classes

power series and trigonometric series. Although we shall
speak of real variables only, the arguments used in the study of
of series
power
without change to the case where the
series are applicable
variables are complex quantities, by simply substituting the expres

sion modulus or absolute value (of a complex variable) for the expres
sion absolute value (of a real variable).*
POWER
I.
SERIES OF A SINGLE VARIABLE
177. Interval of convergence.
+ AiX + A
(1)
where the
coefficients
Let us
2
X*
A 1} A 2
first
consider a series of the form
AH X
-f
-,
are all positive, and where
the independent variable A is assigned only positive values.

evident that each of the terms increases with A
Hence,
.
It is
if
the
any particular value of A, say X l} it converges

a fortiori for any value of A less than X l
Conversely, if the series
diverges for the value A2 it surely diverges for any value of A
We shall distinguish the following cases.
greater than A2
series converges for
1)
Such
The
series (1) may converge for any value of

is the case, for example, for the series
1 f
"
I+
whatever.
lT2
A"
>
"
+ l72T^ +
""
2) The series (1) may diverge for any value of A except

The following series, for example, has this property
A=
+ A + 1 2A
+1.2.3-.-
nX n
3) Finally, let us suppose that the series converges for certain

values of A and diverges for other values.
Let x be a value of A
for
which
it
converges, and
let
* See Vol.
II,
be a value for which
2GG-275.
375
TKAKS.
it
diverges.
SPECIAL SERIES
376
From
the remark
made
series converges if
above,
<A
follows that
it
and
j,
[IX,
it
is less
if
diverges
than
AT>A 2
X2 The
The only
But all
.
2
uncertainty is about the values of A between X l and
the values of A for which the series converges are less than
we
hence they have an upper limit, which

values of
of
the values of
and
Since all the
shall call R.
which the
for
which
for
177
series diverges are greater than any value

converges, the number R is also the lower limit of
for which the series diverges. Hence the series
(1)
it
diverges for all values of

greater than R, and converges for all values
less than R.
It may either converge or diverge when
R.
of
X=
For example, the
series
In this case R =1.

converges if A
1, and diverges if A ^ 1.
This third case may be said to include the other two by suppos
<
ing that
R may
be zero or
may become
Let us now consider a power
(2)
where the
-f
a1 x
+a
infinite.
series, i.e.
a series of the form
+ an x +
and the variable x may have any

From now on we shall set A = |a,-|, X = \x\.
coefficients a,
whatever.
series (1) is the series of absolute values of the
real values
Then the
terms of the series
Let R be the number defined above for the series
(1).
(2).
Then the
any value of x between

It remains
of x whose
This follows immediately from a funda
series (2) evidently converges absolutely for
- R and + R, by the very definition of the number R.

to be shown that the series (2) diverges for any value
absolute value exceeds R.
mental theorem due to Abel *
:
If the
for any particular value x it converges

values of x whose absolute value is less than
\x \.
series (2) converges
absolutely for
any
In order to prove this theorem, let us suppose that the series (2)
be a positive number greater than
converges for x = x and let
the absolute value of any term of the series for that value of x.
Then we
shall have, for
any value of
A
and we
may
lt
n,
<M,
write
/
/X
<M
Recherche sur la sene
in
(m
1)
-\
2t
IX,
POWER
177]
SERIES
377
whenever
It follows that the series (1) converges
X<|cc
|,
which
proves the theorem.

x the series (1)
In other words, if the series (2) converges for x
is less than x
of absolute values converges whenever
Hence
,
R was
cannot exceed R, for
|cc
supposed to be the upper limit of
for which the series (1) converges.

up, given a power series (2) whose coefficients may have
either sign, there exists a positive number R which has the follow
the values of
To sum
The series (2) converges absolutely for any value of x

ing properties
R and -f R, and diverges for any value of x whose absolute
between
:
The
value exceeds R.
which
origin
if
is
interval
R,
is
R)
This interval extends from
convergence.
called the interval of

cc in the case in
oo to
conceived to have become infinite, and reduces to the

= 0. The latter case will be neglected in what follows.
The preceding demonstration gives us no information about what

R.
The series (2) may be absolutely
happens when x = R or x =
For example,
convergent, simply convergent, or divergent.

for each of the three series
for the ratio of
any term to the preceding approaches x as
in each case.
The
series diverges for
first
series diverges for
= 1, and converges for

= 1.
aj
1.
1.
R=
its limit
The second
The third con
verges absolutely for x
The statement
Note.
for
it is
theorem may be made more general,

argument that the absolute value of any
of Abel
sufficient for the
term of the series
+a
be less than a fixed number.
----1- a X
n
Whenever
H---this condition is satisfied,
the series (2) converges absolutely for any value of x whose absolute
value is less than \x
.
The number
is
which
is
the greatest limit of the Sequence
in
160,
For
if
we
connected
in
a very simple
consider the analogous sequence
way with
the
number
to
defined
SPECIAL SERIES
378
[IX,
evident that the greatest limit of the terms of the new sequence is
1/w
1/w, and diverges if
sequence (1) therefore converges if
The
<aX.
it is
178. Continuity of a
series
<
>
178
hence
power series. Let f(x) be the sum of a power

R to + R,
in the interval from
which converges
f(x)
(3)
We
shall first
let R be a positive number less than R.
that the series (3) converges uniformly in the interval from
than R
R
to
For, if the absolute value of x is less
and
remainder
Rn
Rn =
of the series (3)
is
a n+l x n + l
show
R
,
the
+ an+p xn + P +
than the remainder
4.+I*** +-*.+;****
But the series (1) converges for
of the corresponding series (1).
R.
R , since R
may be found
Consequently a number
X=
<
such that the latter remainder will be

number c whenever n ^ N. Hence
less
Rn
positive
provided that
\x\
<
than any preassigned

<
whenever n
>
is a continuous
f(x} of the given series
R.
and
R
For, let x
function of x for all values of x between
is evident
It
R.
than
number whose absolute value is less
be
It follows that the
sum
any
number R may be found which is less than R and greater

than \x \. Then the series converges uniformly in the interval
sum f(x) of the
(_ R + R as we have just seen, and hence the
1
that a
~),
series is continuous for the value
since x belongs to the interval
in question.
R of the
and
The function f(x} remains continuous,
This proof does not apply to the end points

interval of convergence.
+R
however, provided that the series converges for those values.

x = R, its
Indeed, Abel showed that if the series (3) converges for
series
sum for x = R is the limit which the sum /(#) of the
approaches
as x approaches R through values less than J?.f
Let S be the sum of the convergent series
al
+a
R* -\----
an
R"
H----
* This theorem was proved by Cauchy in his Cours d Analyse. It was rediscovered
by Hadamard in his thesis.
to the case of
t As stated above, these theorems can be immediately generalized
series of
imaginary terms. In this case, however, care

TRANS.
See Vol. II, 266.
the generalization.
is
necessary in formulating
IX,
m]
and
let
SERIES
379
n be a positive integer such that any one of the sums
than a preassigned positive number e. If we set x = R0, and

to 1, a; will increase from
to R, and we
increase from
is less
then
POWER
let
shall have
/(z) =/(0J?)
n be chosen
If
+a
+a
n $R"
R(l
4. ....
write
+ # (1 + +
+
--+a n+l R + + an+p R n+ ? +
ai
0)
(4)-
+a
we may
as above,
S -f(x)
0R
a n R n (l
0")
-.
and the absolute value of the sum of the series in the second line can
B + 2
H+P
On the other hand, the numbers O n +
not exceed e.
-,
Abel
s
lemma
in
form a decreasing sequence. Hence, by
75,
proved
l
we
shall
have
n + l
Rn +
\a n + l 6
-i
+ a n+p O n+p R n+p
----
It follows that the absolute value of the
<
sum
n
6 +lt
<
e.
of the series in the
Finally, the first line of the right-hand

which
side of the equation (4) is a polynomial of degree n in
vanishes when 0=1. Therefore another positive number rj may be
third line cannot exceed
e.
found such that the absolute value of this polynomial is less than c
and unity. Hence for all such values
whenever lies between 1
r\
we
of
shall
have
\S~f(x)\<3e.
Hence f(x)
e is an arbitrarily preassigned positive number.
approaches S as its limit as x approaches R.
In a similar manner it may be shown that if the series (3) con
But
R, the sum of the series for x

verges for x
the limit which /(x) approaches as x approaches
R.
greater than
to the preceding.
An
application.
if
Indeed,
we
replace
S =UQ +
S = v +
(6)
be two convergent
(7)
R is equal to
R through values
x, this
case reduces
This theorem enables us to complete the results of
UI
vl
+
+
series, neither of
(ot>i
4-
Uiu
U Z ----\
t>
u n H----
H-----h
which converges absolutely.
H----
168
Let
regarding the multiplication of series.

(5)
x by
uo
H-----
1-
no) H----
The
series
SPECIAL SERIES
380
converge or diverge.
may
the
sums
power
If
two given
of the
it
sum S
its
converges,
series, i.e.
<S<S
[IX,
is
179
equal to the product of
For, let us consider the three
series
f(x)
=
=
tf>(x)
vix
v n x n H----
-\
-----h
Each of these series converges, by hypothesis, when z = 1. Hence each of them

1 and + 1.
For any such
converges absolutely for any value of x between
value of x Cauchy s theorem regarding the multiplication of series applies and
gives us the equation
/(*)0(z)
(8)
*(z).
By Abel s theorem, as x approaches unity the three functions /(x), #(x), \ft(x)
approach S, S and 2, respectively. Since the two sides of the equation (8)
meanwhile remain equal, we shall have, in the limit, S = SS
The theorem remains true for series whose terms are imaginary, and the proof
,
same
follows precisely the
lines.
If a
179. Successive derivatives of a power series.
=a +
f(x)
which converges
av x
+a
in the interval
x 2 -\-----h
*"
power
series
H----
R, -f R) be differentiated term
by term, the resulting power series
In order to prove this, it will be

converges in the same interval.
show that the series of absolute values of the terms of
sufficient to
the
new
series,
A
where A
+ 2A
and
|a,.|
X=
X-\
\x\,
nA n Xn ~
converges for
-\
and diverges for
X<R
X>R.
For the
first
ber between
R, and let R be a
part let us suppose that X
X
the
R R. Then
and R,
auxiliary series
<
num
<
<
4-
Y 4-
4-
I}*
converges, for the ratio of any term to the preceding approaches

X/R which is less than unity. Multiplying the successive terms
,
of this series, respectively,
by the factors
IX,
POWER
179]
each of which
obtain a
new
is less
SERIES
A1
is
than a certain fixed number, since
<R,
we
series
which also evidently converges.

The proof of the second part is similar
where
381
+ 2A X +
2
to the above.
+ nA n Xr +
If the series
>
greater than R, were convergent, the series
A X
l
2A t X*
+ .-- + nA n X n
and consequently the series 2^ n

would con
is
less
than
the
each
of
its
terms
since
corresponding term of
verge,
Then R would not be the upper limit of the
the preceding series.
values of X for which the series (1) converges.
would converge
also,
X"
The sum /j (a:) of the series (9) is therefore a continuous function

x inside the same interval. Since this series con
R -f- R ), where R
R f1 (x)
verges uniformly in any interval (
of the variable
<
174.
the derivative of f(x) throughout such an interval, by
Since R may be chosen as near R as we please, we may assert that
is
the function f(x) possesses a derivative for any value of x between

R and -f R, and that that derivative is represented by the series
obtained by differentiating the given series term by term *
:
/(*)
(10)
+ na n x*- + ....
2a2 x
Repeating the above reasoning for the series (10), we see that f(x)
has a second derivative,
= 2a + 6a
2
/"(a)
+ w (n - 1) a n x n ~ +
2
-,
and so forth. The function f(x) possesses an unlimited sequence of

derivatives for any value of x inside the interval
+ R), and
(/,
these derivatives are represented by the series obtained by differen

tiating the given series successively term by term
:
(11)
If
we
or, in
=
=
f<*\x)
set
1.2---na n
2.3---n(n
in these formulae,
we
+ l~)a
---+ l x-i
find
general,
Although the corresponding theorem
proof follows
somewhat
different lines.
is
true for series of imaginary terms, the
See Vol.
II,
266.
TRANS.
SPECIAL SERIES
382
The development of /(#) thus obtained

ment given by Maclaurin s formula
is
179
[IX,
identical with the develop
/(*)
=/(0)
+ f/
(<>)
+ iTf^/Ô) +
+
f^/"(<>)
-.
an
are equal, except for certain
The coefficients a 0) a l9
numerical factors, to the values of the function f(x) and its succes
sive derivatives for x = 0. It follows that no function can have two
,
distinct developments in
if
Similarly,
series.
power
a power series be integrated term by term, a new

obtained which has an arbitrary constant term and
power series is
which converges
in the
same interval
as the given series, the given

If we integrate again,
first two terms are arbitrary
and so
series being the derivative of the
we
obtain a third series whose
new
series.
forth.
Examples. 1) The geometrical progression

X
X s -\-----
+ X*
whose ratio is
x, converges
+ 1, and its sum is 1/(1 + x).
and x, where x
the limits
of log (1
x*)
found in
49
2)
(l)
X n -\----
for every value of x
<
between
= 1,
for the series on the right con
=1- x +* - x +
2
^-^
and
+1
(-
...
we may
x2
1
)"
"
write
Integrating this series term by term between the limits

Ice
Since the
<
1,
new
TT
and
= 1.
For any value of x between
where
Integrating it term by term between

1, we obtain again the development
This formula holds also for x

verges when x
\-
we
find
series converges for
111
= 1,
it
follows that
1
and
x,
row EH
17 ]
IX,
3) Let F(x) be the
m
where
is
sum
m(m
1)
[m
(m
p +1)
1.2.--OJ-1)
which
is
a:
<
(in,
Then we
1.
(m
(m -1).
a;)
have
p +1)
J
-1
1.2..
(1+
shall
and then
terms
collect the
in
Using the identity
powers of x.
1)
!)
<
Let us multiply each side by
(m
i(m
383
of the convergent series
any number whatever and

!
like
SERIES
(m
-(m
!)
/>)
m(?rc
we
easily verified,
find the
p -f-1)
(m
1)
1.2--.J9
1.2-.-.P
formula
or
From
this result
we
find, successively,
F (x) _ m
~F(x)~l+x
log [/
()]
= m log (1 +
a-)
log
or
To determine the constant C we need merely notice that F(0) = l.

Hence C = 1. This gives the development of (1 + a*) found in 50
"
Y_1.
4) Replacing
we find
m(m-l)...(m-.p+l)
a;
by
x 2 and
/,
1.32.4
H-----
=1+,1
by
1/2
,
1
in the last
formula above,
1.3. 5- ..(27tv
^
2.4.6
2n
1 and +1.
This formula holds for any value of x between
x
where
and
both
sides
between
the
limits
x,
grating
<
obtain the following development for the arcsine

arc
x
sm x = -
a-
7:
-^
-f
1.3a; 5
+^
-=-
H----,
3 5
.
(2n
z
-1) x
g
2.4.6---2n
.
"
+l
Inte
1,
we
SPECIAL SERIES
384
[IX,
180
180. Extension of Taylor s series.
Let/(x) be the sum of a power

which converges in the interval ( R, + R~), a- a point inside
that interval, and x + h another point of the same interval such
that |a; + h\
R.
The series whose sum is f(x + A),
series
<
may be
ai(
A)
+a
(x
A)
\-
an (x
A)"
-]
replaced by the double series obtained by developing each

and writing the terms in the same power
of the powers of (x
A)
of h upon the same line
:
-f-
2a 2 x h
(12)
n(n
1)
1.2
This double series converges absolutely. For if each of its terms

be replaced by its absolute value, a new double series of positive
terms is obtained
:
(13)
If
we add
we
the elements in any one column,
obtain a series
which converges, since we have supposed that x

h
R. Hence
the array (12) may be summed by rows or by columns.
Taking
the sums of the columns, we obtain f(x
Taking the sums
A).
|
<
of the rows, the resulting series

2
A, and the coefficients of A, h
is
are
tively.
(14)
arranged according to powers of
f (x
),f"(x
)/2l,
respec
Hence we may write

A) =/(.r
+
.L
71
we assume that A
R
x
This formula surely holds inside the interval from x
R +\x
to x + R
but it may happen that the series on the right
\x
converges in a larger interval. As an example consider the function
if
<
IX,
(1
POWER
180]
SERIES
386
not a positive integer.

The development
x
for
all
x
of
holds
values
of
1 and
between
powers
x
which
lies
in
of
that
be
a
value
interval.
Then
x
we
Let
x~)
where
is
according to
+ 1.
may
write
(i
+ x} m =
(i
+ x + x - XY = (i +
<r
(i
m
*)
where
z
We may
now develop
new development
(1
=X X
l+X
+ z) m
will hold
according to powers of
whenever
If x
1 and 1 + 2x
between
former
interval
than
the
larger
\z\
<
is positive,
1, i.e.
the
and
2,
this
for all values of
new
interval will be
Hence the new formula
(1, +!)
enables us to calculate the values of the function for values of the

variable
which lie outside the original interval. Further investiga

remark leads to an extremely important notion,
that
tion of this
of analytic extension.
We
shall consider this subject in the second
volume.
Note.
It is evident that the theorems
proved for series arranged

may be extended immedi
according to positive powers of a variable x
a, or,
ately to series arranged according to positive powers of x
more generally still, to series arranged according to positive powers
whatever. We need only consider
of any continuous function
them as composite functions,
being the auxiliary function.
Thus a series arranged according to positive powers of I/a; con
verges for all values of x which exceed a certain positive constant in
absolute value, and it represents a continuous function of x for all
such values of the variable. The function Va/2
a, for example, may
2
The expression (1 a/ar )*
x(\
a/a: )*.
2
may be developed according to powers of I/a; for all values of x
a
in
which exceed
absolute value.
This gives the formula
<(x)
<f>(x)
(2P
2.4.6---2p
3)
a"
a-
a whenever x
which constitutes a valid development of Va; 2
Va.
When x
Va, the same series converges and represents the func
>
<
tion
Va: 2
a.
This formula
may
be used advantageously to obtain
a development for the square root of an integer whenever the first

perfect square which exceeds that integer is known.
SPECIAL SERIES
386
181
[IX,
Dominant functions. The theorems proved above establish a

close analogy between polynomials and power series. Let (
r, + r)
be the least of the intervals of convergence of several given power
When |cc|<r, each of these series
series /i (x), /2 (x),
-,/ (#)
and
they may be added or multiplied together
converges absolutely,
181.
by the ordinary rules for polynomials. In general, any integral poly

nomial in /1 (x),/2 (a;),
,/() may be developed in a convergent
power series in the same interval.

For purposes of generalization we shall now define certain expres
Let f(x~) be a power
sions which will be useful in what follows.
series
f(x)
and
aj_x
+a
x2
h an
-)
x"
be another power series with positive coefficients
let
<f>(x)
<f,(x)
a^x
a 2 x2 H
f-
an x n
-\
which converges in a suitable interval. Then the function

said to dominate * the function f(x) if each of the coefficients a n
is
<(a;)
is
greater than the absolute value of the corresponding coefficient of
/(*):
1
\<
0\<C*0,
Poincare has proposed the notation

f(x)
to express the relation
which
<
<(*)
between the two functions f(x)
exists
and
<f>(x~).
The
lowing fact,
Let P(a a\,
which
of f(x)
ties
aQ
it
<(#),
dominant functions is based upon the fol

an immediate consequence of the definition.
be a polynomial in the first n -f- 1 coefficients
utility of these
whose
is
coefficients are all real
and
positive.
!,
-, a n be replaced by the corresponding
is clear that we shall have
|P(Oo, a 1}
-,
a n ~)\<P(a
For instance, if the function

the series which represents
<f>(x)
[<(:r)]
In general,
a 1}
If the quanti
coefficients of
an ).
dominates the function /(#),

dominate [/(ic)] 2 and so
will
w iU
dominate [/()]". Similarly, if

and
are dominant functions for / and /t respectively, the product
will dominate the product jff\ and so forth.
on.
[<(#)]"
<f>
^>!
<<j
*This expression
pour
la fonction
majorantes."
will be used as a translation of the phrase

est
Likewise, "dominant functions will be used for
"
<p(x)
"
/(a;)."
TRANS.
majorante
"
fonctions
IX,
POWER SERIES
181]
387
Given a power series/(x) which converges in an interval ( R,

R),
the problem of determining a dominant function is of course indeter
But it is convenient in what follows to make the domi
minate.
nant function as simple as possible. Let r be any number less than
R and arbitrarily near R.

the absolute value of
shall call
its
Since the given series converges for x
terms will have an upper
Then we may
M.
write, for
any value of
limit,
= r,
which we
n,
or
Hence the
series
Mx n
M + M-xr
r"
r
n
whose general term is M(x /r ), dominates the given function /(x).

This is the dominant function most frequently used. If the series
/(x) contains no constant term, the function
M
may
be taken as a dominant function.
It is evident that r
that
may
be assigned any value less than R, and

with r. But
can never be less than
M decreases, in general,
not zero, a number p less than R can always be found

such that the function -4 /(1
x/p) dominates the function /(x).
For, let the series
If
is
M + M -r + M ^r +
+ M^ +
where
than rA
/M
whence
|a n p
>
be a
and n
,
first
>
n
<
1,
dominant function.
we
shall
On the
dominates the function f(x).

ently.
than or
r"
If p be a
number
less
have
other hand, |ac
We
shall
=A
Hence the
series
make
use of this fact pres
More generally still, any number whatever which

equal to A may be used in place of M.
is
greater
SPECIAL SERIES
388
may be shown
It
is
in a similar
a dominant function, where

The knowledge
Note.
/t
[IX,
manner that
is
if
0,
182
the function
any positive number whatever.
of a geometrical progression
which dominates the func
tion f(x) also enables us to estimate the error made in replacing the function
f(x) by the sum of the first n + 1 terms of the series. If the series M/(l
x/r)
dominates /(z),
of the given series
of the
dominant
evident that the remainder
it is
is
than the corresponding remainder
It follows that the error in question will
series.
be less than
(T
jfW
182. Substitution of one series in another.
(15)
=/(>/)
iy 4-
Let
y+
an
be a series arranged according to powers of a variable y which con

R.
Again let
\y\<.
verges whenever
/1
A\
-JL
be another
2
series,
TitA
which converges
w.
in the interval
r,
r).
If
in the series (15) be replaced by their

y ) y )
developments in
series arranged according to powers of x from
(16), a double series
y>
+
I
,.
7,
.,
(17)
is
obtained.
7,
7,
~.
a 2 (b\
We
shall
now
investigate the conditions under which
this double series converges absolutely.

In the first place, it is
necessary that the series written in the first row,
IX,
POWER
182]
should converge absolutely,

is also sufficient.
condition
i.e.
SERIES
that
For
\b
389
should be less than R.*
This
if it is satisfied,
the function
<(>(x)
dominated by an expression of the form m/(l

x/p), where
number
than
and
where
r.
We
greater
any positive
p
\b
Let R be another
therefore suppose that m is less than R.
will be
is
<
may
number which lies between m and R. Then the function

dominated by an expression of the form
positive
f(y)
is
R
If y be replaced by wi/(l
x/p) in this last series, and the powers
of y be developed according to increasing powers of x by the binomial
theorem, a
new double
series
M ^
mx
M j^
+
(18)
+ nMt-
is obtained, each of whose coefficients is positive and greater than

the absolute value of the corresponding coefficients in the array (17),
since each of the coefficients in (17) is formed from the coefficients
a*!,
a2
b 0) bi, b 2
-by means of additions and multiplications
The double
series (17) therefore converges absolutely pro

only.
vided the double series (18) converges absolutely. If x be replaced
its absolute value in the series (18), a necessary condition for abso
lute convergence is that each of the series formed of the terms in any
by
If this condition be
one column should converge, i.e. that \x\
p.
column
of
in
the
is equal to
the
sum
the
terms
satisfied,
(n + l)th
<
Then a further necessary condition
is
that
we should have
or
(19)
in
* The case in which the

TRANS.
what follows.
series (15) converges for
= R (see
177) will
be neglected
SPECIAL SERIES
390
[IX,
182
Since this latter condition includes the former, \x\

p, it follows
it is a necessary and sufficient condition for the absolute con
<
that
vergence of the double series (18). The double series (17) will
therefore converge absolutely for values of x which satisfy the
It is to be noticed that the series
inequality (19).
converges
<j>(x)
and that the corresponding value of y

For the inequalities
absolute value.
for all these values of x,

less
than
in
i. t
m.
x,
is,
On
f[$(x)~\-
\x\
necessitate the inequality

(17) by columns, we find
that
is
$(x)\<.R
Taking the sum of the
series
the other hand, adding by rows, we obtain a

powers of x. Hence we may write
series arranged according to
where the
coefficients c
CQ
=
<ZQ
c i} c 2
-f- fti
are given by the formulae
ft 2
t>o
~r
~r
<^
"o
i
>
(21)
which are easily
verified.
The formula
(20) has been established only for values of x which

the
inequality (19), but the latter merely gives an under
satisfy
limit of the size of the interval in which the formula holds. It may
be valid in a
much
solution requires a
shall return to
We
it later.
1) Since the number R which occurs in (19) may

as we please, the formula (20) holds whenever x
Special cases.
be taken as near
This raises a question whose

larger interval.
of
of a complex variable.
functions
knowledge
the inequality \x
p(l
m/R). Hence, if the series (15)
for
value
of
converges
y whatever, R may be thought of as infinite,
any
be
r
taken
as
near
as we please, and the formula (20) applies
p may
satisfies
whenever
<
|a;|
<
r,
that
is,
in the
same interval
in
which the
series
In particular, if the series (16) converges for all

(16) converges.
values of x, and (15) converges for all values of y, the formula (20)
is
valid for all values of
x.
IX,
POWER
182]
2)
tion
When
391
SERIES
the constant term b of the series (16) is zero, the func

is
<(z)
l- p
An
r and where m is any positive number whatever.
where p
case
shows
that
the
in
the
that
used
to
similar
general
argument
formula (20) holds in this case whenever x satisfies the inequality
<
(22)
v
z|<
where
This
\b
<
is
is
evidently
Examples.
1)
arises
satisfied,
+ x).
in
and the
Cauchy gave a method
The inequality
depend upon
practice.
coefficients c n
for obtaining the binomial
theorem from
Setting
write
whence, substituting the
If the
often
case
the development of log(l
we may
R as we please. The corresponding interval

than
that given by the inequality (19).
larger
special
R +
as near to
is
of validity
P
r
first
expansion in the second,
right-hand side be arranged according to powers of x, it is evident that

will be a polynomial of degree n in ju, which we shall call
the coefficient of
x"
n 1, and must
This polynomial must vanish when ^ = 0, 1, 2,
reduce to unity when ^ = n. These facts completely determine Pn in the form
Pn (n)-
.M
~"""
p _M(M-l)---(M-n+l)
P
"
2) Setting z
where
(1
z) /*,
where x
lies
between
and
1,
we may
write
SPECIAL SERIES
392
The
first
\x\<
the
this
1.
first
183
is valid for all values of y, and the second is valid whenever

Hence the formula obtained by substituting the second expansion in
holds for any value of x between
1 and + 1.
The first two terms of
expansion
formula are
T
It
[IX,
follows that
(1
x)
/*
approaches
zero through positive values.
f(
of a
series
power
the interval
r,
less
than
e as
z approaches
__
Let us
consider the reciprocal
first
_
b 2 x*
l+b lX +
...
which begins with unity and which converges

-f-
in
Setting
?).
we may
through values
183. Division of power series.
Ax
__
bv
b 2 x 2 H----
write
/(*)
=1 ~
=
r+~y
y2
whence, substituting the first development in the second, we obtain

an expansion for f(x) in power series,
(25)
f(x)
=1-
+ (b\ - 6.) * +
2
b lX
which holds inside a certain
-,
In a similar manner a devel
interval.
opment may be obtained for the reciprocal

whose constant term is different from zero.
of
any power
series
Let us now try to develop the quotient of two convergent power

series
$(x)
If b
is
ti
not zero, this quotient
= ( a +a
+a
biX
may
x*
b 3 x*
----
-\
--
Then by the case just treated the left-hand side of this equation is the
product of two convergent power series. Hence it may be written
in the
form of a power
series
which converges near the origin
-f
Clearing of fractions and equating the coefficients of like powers

we find the formulae
of x,
IX,
POWER
184]
an
(27)
l cH
from which the

sively.
+ biC
+---
H_l
coefficients c
SERIES
b H c9
c lt
393
0, 1, 2,
may be
cn
-,
calculated succes
same as
It will be noticed that these coefficients are the
we should
obtain by performing the division indicated by the

ordinary rule for the division of polynomials arranged according to
increasing powers of x. .
those
If b
that
= 0, the result is different.

= x fa (x), where is a
Let us suppose for generality

and \l/\(x) is a
A;
ij/(x~)
power
series
whose constant term
positive integer
Then we may write
not zero.
is
and by the above we shall have also
It follows that
the given quotient
"77
*tI
ck
,~
<
expressible in the form
is
-j- Cj.
+ j a; -p
where the right-hand side is the sum of a rational fraction which

becomes infinite for x = and a power series which converges near
the origin.
Note.
In order to calculate the successive powers of a power
venient to proceed as follows.

(a
a\x
Assuming the
a n xn
"
it is
series,
con
identity
ct x
c n xn
us take the logarithmic derivative of each side and then clear of fractions.
This leads to the new identity
let
na n xn - 1
(29)
a,(
The
coefficients
-)(c
Cix
n
4- c n x
x"
the various powers of x are easily calculated.

Equat
we find a sequence of formulae from which
may be found successively if c be known. It is evident that
of
ing coefficients of like powers,

CQ, Ci,
cn
184. Development of
according to powers of
2xz
1/Vl
z.
-|-
Setting y
z2
Let
z 2,
2xz
us develop
we
or
1
(30)
Vl^2xzTP
2xz
~
2
28
- (2xz
8
1/Vl - 2xz
when
shall have,
z 2) 2
\y\<
z2
1,
SPECIAL SERIES
394
[ix,i86
Collecting the terms which are divisible by the same power of

expansion of the form
-- = p
(31)
VI -
?xz
+ p lZ + pzZ 2 +
...
z2
+ pnZ n +
z,
we
obtain an
...,
where
2
Pn is a polynomial of the nth degree in x. These poly

be determined successively by means of a recurrent formula. Dif
ferentiating the equation (31) with respect to z, we find
and where,
nomials
in general,
may
(1
2xz
by the equation
or,
(x
Equating the
is
Vl n is
z",
(1
2xz
z 2 )(Pi
+ 2P 2 z
obtain the desired recurrent formula
and moreover P
and the formula
=X
between three consecutive Legendre

= X\ P2 = 2 Hence Pn = n
(31)
P!
be written
may
~
2xz
z2
the Legendre polynomial of the nth order

-V
-&-n
id
=
2
We
we
identical with the relation
88),
for all values of n,
Pn * n +
coefficients of
This equation
where
(31),
+ PIZ +
z)(P
polynomials
+ z 2 )*
shall find later the interval in
II.
POWER
2n dxn
which
this
i\_n
\\&*
1)1
formula holds.
SERIES IN SEVERAL VARIABLES
185. General principles.
The
properties of power series of a single
may be extended easily to power series in several independ

ent variables. Let us first consider a double series 2 a mn x m y n where
variable
and n vary from zero to + oo and where the coeffi

cients a mn may have either sign. If no element of this series exceeds
a certain positive constant in absolute value for a set of values
x
x y = 2/0) the series converges absolutely for all values of x and
which
y
satisfy the inequalities \x\
\x \, \y\
\y \.
the integers
o>
<
<
For, suppose that the inequality

I
amn x Vo \<M
or
|
a mu
M
<
xo m \yo\
,
IX,
DOUBLE POWER SERIES
185]
395
is satisfied for all sets of values of

and n. Then the absolute value
of the general element of the double series 2a mn .r m
is less than the
m
n
But
corresponding element of the double series 2M\x/x
\y/y
the latter series converges whenever
sum
is
|#|<|a:
|,
|y|<|y
an d
its
|>
M
2/o
we
by taking the sums of the elements by columns and then

adding these sums.
Let r and p be two positive numbers for which the double series
2 a mn \rm pn converges, and let R denote the rectangle formed by the
four straight lines x = r, x =
= p, y
For every point
r, y
p.
inside this rectangle or upon one of its sides no element of the
double series
as
see
m n
exceeds the corresponding element of the series
^\amn \r p in abso
lute value.
Hence the series (33) converges absolutely and uni
formly inside of R, and it therefore defines a continuous function

of the two variables x and y inside that region.
It may be shown, as for series in a
single variable, that the
double series obtained by any number of
term-by-term differen
tiations converges absolutely and
uniformly inside the rectangle
bounded by the lines x = r

= r + c, y = p e y = p + e
c, x
where c and e are any positive numbers less than r and
p, respec
These series represent the various partial derivatives of
tively.
m - n is
F(x,y). For example, the sum of the series 2 ma mn x
y
equal
to cF/dx. For if the elements of the two series be
arranged accord
,
ing to increasing powers of x, each element of the second series is

equal to the derivative of the corresponding element of the first.
m n
Likewise, the partial derivative d m+n F/dx dy is equal to the sum
of a double series whose constant factor is a l 2
1 2
n.
ran
.
Hence the
amn are equal to the values of the correspond

ing derivatives of the function F(x, y) at the point x = y
0, except
for certain numerical factors, and the formula
(33) may be written
in the form
coefficients
/8 m + "F\
F(x,
\
y)=
>yj
SPECIAL SERIES
396
186
[IX,
It follows, incidentally, that no function of two variables can have

two distinct developments in power series.
If the elements of the double series be collected according to
their degrees in x and y, a simple series is obtained
:
F(x, y)
(35)
<
fa
<f>
<
where
is a homogeneous polynomial of the nth degree
y which may be written, symbolically,
in
x and
</>
The preceding development therefore

s series (
Taylor
Let (a-
coincides with that given by
51).
be a point inside the rectangle R, and (x +

be a neighboring point such that x + h
+ \k\
r, \y
for any point inside the rectangle formed by the lines
,
~)
<
ar
[r-|a:
|],
h,
<
[p
- |y
p.
k)
Then
|],
be developed in a power series arranged

xv and y
y
according to positive powers of x
the function F(x, y)
may
F\
ZdT
1.2
For
if
m f)i/n / x=x
,!
1. ;*..*"*
each element of the double series
be replaced by its development in powers of h and k, the new multi

Arrang
ple series will converge absolutely under the hypotheses.
ing the elements of this new series according to powers of h and k,
we obtain the formula

The reader will be
(36).
able to
show without
difficulty that all the
preceding arguments and theorems hold without essential altera

tion for power series in any number of variables whatever.
in n
functions. Given a power series f(x, y, z,
)
shall say that another series in n variables
y, z,
)
is
dominates the first series if each coefficient of
positive
y,z,
)
and greater than the absolute value of the corresponding coefficient
186.
Dominant
variables,
we
</>(,
<j>(x,
of f(x, y,
z,
).
The argument
in
185 depends essentially upon
IX,
DOUBLE POWER SERIES
186]
the use of a dominant function.

verges for x
r,
d>(x,
= p,
if
the series 2,\a mn x
con
"y"\
the function
y}
For
397
x\
/x\
3/2 -
m /vY*
-
)
\ r/
y\
is greater than any coefficient in the

where
The function
dominates the series 2,a mn x m yn
>
\P/
series 2,\amn r
m
p"\,
is
another dominant function.
For the
coefficient of
x m yn in
1/^(3*,
y)
equal to the coefficient of the corresponding term in the expan

sion of M(x/r -+- y/p} m+n and therefore it is at least equal to the
m n in
coefficient of x
is
<f>(x,
y).
Similarly, a triple series
where r, r
which converges absolutely for x = r, y = r z =
is
dominated
an
are three positive numbers,
by
expression of the
form
,
r",
r"
y>
l_Ul_\/l_-
and also by any one of the expressions
M
x\[~.
-
/?/
!-(-,
r/\_
)
If f(x, y, z) contains no constant term,
sions diminished
by
may
182)
\r
z\
~1
r"/
any one of the preceding expres
M may be selected as a dominant function.
The theorem regarding the

another
substitution of one
power
series in
be extended to power series in several variables.
If each of the variables in a convergent power series in p variables

yp b & replaced by a convergent power series in q variables
y\i y-ii
x \j x ii
xq which has no constant term, the result of the substitu
tion may be written in the form of a power series arranged according
)
*>
to
powers of x
x2
xq provided that the absolute value of each

,
of these variables is less than a certain constant.
SPECIAL SERIES
398
[IX,
186
Since the proof of the theorem
number
of variables,
is essentially the same for any

shall restrict ourselves for definiteness to
we
Let
the following particular case.

(37)
be a power series which converges whenever y

-bm
(y=-t>i*--b 2
(38)
f
Cj
00
^2
~~r~
x^
**^
"
~T~
j*
<
and
<
and
let
..,
~J~
<C
be two series without constant terms both of which converge if the

absolute value of x does not exceed p. If y and z in the series (37)
be replaced by their developments from (38), the term in y m becomes
a new power series in x, and the double series (37) becomes a triple
z"
series,
each of whose coefficients
may be calculated from the coeffi

means
of additions and multiplications
by
It remains to be shown that this triple series converges abso
when the absolute value of x does not exceed a certain con
from which it would then follow that the series could be
cients a mn
only.
lutely
stant,
bn
and
cn
arranged according to increasing powers of

the function f(y, z)
In the
x.
first place,
dominated by the function
is
(39)
and both of the
series (38) are
N
(40)
,
(x\
N= ^T^
.V (-)
\P/
L*i
n
,
>
71=
where
M and N are two positive numbers.
If
y and z
in the double
series (39) be replaced by the function (40) and each of the products
m n
y z be developed in powers of x, each of the coefficients of the result
ing triple series will be positive and greater than the absolute value
of the corresponding coefficient in the triple series found above. It
will therefore be sufficient to
show that
this
new
verges for sufficiently small positive values of x.

the terms which arise from the expansion of any
series (39) is
MAT
-"
Vp/
triple series con
Now
the
sum
of
term ym z* of the
IX,
REAL ANALYTIC FUNCTIONS
187]
which is the general term of the

two series
x \m
series obtained
Mry _p_
L*\rl 1 _ x
399
by multiplying the
x
P
term by term, except for the constant factor M. Both of the latter
series converge if x satisfies both of the inequalities
<
<
It follows that all the series considered will converge absolutely,

and therefore that the original triple series may be arranged accord
ing to positive powers of x, whenever the absolute value of x is less
than the smaller of the two numbers pr/(r + JV) and pr /(r + N).
Note.
The theorem remains valid when the
series (38) contain
r and c
r
For
provided that \b
the expansion (37) may be replaced by a series arranged according
to powers of y
b and z
c
by 185, which reduces the discus
constant terms b
and
<
\<
sion to the case just treated.
III.
IMPLICIT FUNCTIONS
ANALYTIC CURVES AND SURFACES

187. Implicit functions of a single variable. The existence of implicit
functions has already been established (Chapter II, 20 et ff.) under
certain conditions regarding continuity.
When the left-hand sides
of the given equations are power series, more thorough investigation

is possible, as we shall proceed to show.
an equation whose left-hand side can be developed

power series arranged according to increasing powers
x
x
and
of
y
y Q where the constant term is zero and the coeffi
is
cient of y
Then the equation has one and
y
different from zero.
root
which
as
one
x
approaches XQ and that root
only
approaches n
can be developed in a power series arranged according to powers of
Let F(x, y~)

in a convergent
be
>/
For simplicity let us suppose that x = y = 0, which amounts to

moving the origin of coordinates. Transposing the term of the first
degree in y, we may write the given equation in the form
(41)
= f(x, y} = a^x +
a 20 a; 2
a n xy
+ a^y* H
SPECIAL SERIES
400
[IX,
187
where the terms not written down are of degrees greater than the
second. We shall first show that this equation can be formally sat
isfied by replacing y by a series of the form
if
= Cl x +
(42)
c2
x*
-.-
cn x
---
the rules for operation on convergent series be applied to the series

For, making the substitution and comparing the coeffi
right.
on the
we
cients of x,
ci
find the equations
c2
io>
a so
-f
anCj
a 02 cf,
and, in general, cn can be expressed in terms of the preceding c s

k
and the coefficients a ik where i
n, by means of additions and
Thus we may write
multiplications only.
cn
(43)
where Pn
integer.
is
<
= Pn (a
10
an
w>
a0n ),
a polynomial each of whose coefficients is a positive

of the operations performed will be estab
The validity
we can show
that the series (42) determined in this way

shall do this by
all
for
sufficiently small values of x.
converges
means of a device which is frequently used. Its conception is due
lished
if
We
to
Cauchy, and
Let
it
is
based essentially upon the idea of dominant
functions.
be a function which dominates the f unction /(x, y), where # 00 = bol =

Let us then
and where b mn is positive and at least equal to a mn
.
consider the auxiliary equation

(41
Y=
Y=C,x+
The values
2b mn x m Y n
=b
lo
C2
C 15 C 2
b 20
...
+c
z"
form
+ --..
can be determined as above,
b n C l -{-b 02 Cl,
-,
in general
(43
=P
C.
\c n
<
\
positive
Cn
and
(b w ,b 20
,*)
from a comparison of the formulae (43) and (43 )

since each of the coefficients of the polynomial Pn is
Hence the series (42) surely converges
\a mn \^b mn
It is evident
that
C 2 x*
of the coefficients
and are
and
Y)
to find a solution of this equation of the
and try
(42
4>(x,
EX,
187]
401
whenever the series (42 ) converges. Now we may

dominant function
Y) the function
select for the
<j>(x,
"
where M,
r,
equation (41
M ~ M 7Y
Then the
and p are three positive numbers.

)
auxiliary
becomes, after clearing of fractions,
-L
*
r
This equation has a root which vanishes for x
0,
namely
F=
The quantity under the
radical
may
where
P
Hence the
root
Y may
be written
]
It follows that this root
verges in the interval

cide with that which
Y may
be developed in a series which con

and this development must coin
a, -f a),
we should obtain by direct substitution, that

the series (42) converges, a fortiori, in
Accordingly
).
the interval (
This is, however, merely a lower limit of
a, + a).
the true interval of convergence of the series (42), which may be
is,
with (42
very
much
larger.
It is evident
from the manner
in
which the
coefficients c n
were
determined that the sum of the series (42) satisfies the equation (41).
= 0, and
Let us write the equation F(x, y) in the form y
f(x, y)
=
be substi
let y
P(x) be the root just found. Then if P(x) +
tuted for y in F(x, y), and the result be arranged according to
powers of x and z, each term must be divisible by z, since the whole
expression vanishes
then F[x, P(x) -f *]
when
= sQ(#,
=
)
We shall have
for any value of x.
where Q(x, z) is a power series in x
402
and
SPECIAL SERIES
z.
z be replaced by
if
Finally,
[IX,
P(x} in Q(x,
we
z),
188
obtain
the identity
where the constant term of Q t must be unity, since the

of y on the left-hand side
(44)
is
unity.
y) = [y
F(x,
coefficient
Hence we may write
P(x)] (1
ax
fa
...).
This decomposition of F(x, y) into a product of two factors is due

to Weierstrass.
It exhibits the root y =
P(x), and also shows that
there is no other root of the equation F(x,
= which vanishes
y)
with x, since the second factor does not approach zero with x and
y.
Note.
for determining the coefficients cn is
46. But it is now evident

essentially the same as that given in
that the series obtained by carrying on the process
indefinitely is
convergent.
188.
The general theorem. Let us now consider a system of p equa
tions in
-f q variables.
0,
-,y,)=
...........
0,
(*u **
yi>y 2 ,
%)==
o,
i(i,*a
x2
(x 1}
*
,x9
yi,y a
yi,y 2
>*;
F1} F
yP )
series near that point.
suppose that the Jacobian
D(Fl} F2
yk = 0,
We shall further
Fp vanishes when x
where each of the functions

and is developable in power
Fp )/D(y
-,
not vanish for the set of values considered.
Under
y2
yp ) does
these conditions
and only one system of solutions of the equations
there exists one
(45)
of the form
where fa, fa,

when x l = a; 2 =
<
y,
are
xq
power
series in
x l} x 2
= 0.
a*,
tvhich vanish
In order to simplify the notation, we shall restrict ourselves to

the case of two equations between two dependent variables u and v
and three independent variables x, y, and z
:
/^CN
(4o)
(F = au
l
<
F =
2
a u
-f bv
Since the determinant ab
equations (46)
may
Vv
+ ex +dy + ez
+cx+dy+ez
----
-\
^----
= 0,
= 0.
ba is not zero, by hypothesis, the two

be replaced by two equations of the form
IX,
188]
403
mnpqr
(v
^b mnpqr
where the left-hand sides contain no constant terms and no terms

It is easy to show, as above, that
of the first degree in u and v.
these equations
be satisfied formally by replacing u and v by
may
power
series in x,
(48)
and z
//,
2c,. t
,a;V*S
= 2c
x yk z
{
ikl
1
,
where the coefficients c ikl and c\ kl may be calculated from a mnpqr and
In order to
b mn r by means of additions and multiplications only.
show that these series converge, we need merely compare them with
the analogous expansions obtained by solving the two auxiliary
(
equations
and p are positive numbers whose meaning has been

to a single
explained above. These two auxiliary equations reduce
where M,
r,
equation of the second degree
+ 4M _
if
+z
,r.
2P
4Af
2p
4(p
___
~
+ 2M)
+z
which has a single root which vanishes for x
__
= y = z = 0,
namely
4( P
-f
2M)
r
where a
= r [p/(p + 4M)]
This root
may
2
.
be developed in a convergent power series when

to
x, y, and z are all less than or equal
ever the absolute values of
Hence the series (48) converges under the same conditions.

v t be the solutions of (47) which are developable in
x and
If we set u = ?/ t + u v = v^ -f v in (47) and arrange the
series.
result according to powers of x, y, z, u v each of the terms must
be divisible by u or by v
Hence, returning to the original varia
bles x, y, z, u, v, the given equations may be written in the form
a/3.
Let
-/ +(-iH =0,
SPECIAL SERIES
404
[IX,
189
are power series in x, y, z, u, and v.

where /,
In this
ft
form the solutions u = u l} v = v-i are exhibited. It is evident also
that no other solutions of (47 ) exist which vanish for x = y = z = 0.
For any other set of solutions must cause ffa
to vanish,
and a comparison of (47) with (47 ) shows that the constant term
is unity in both / and
l} whereas the constant term is zero in
= cannot be met by
and
hence
the
condition
both/!
ffa
u
v
which
and
functions
vanish
x
when
replacing
by
y = z = 0.
,
<f>,
<&/\
<j>
<;
(a)
(y
x$(y)
developable in a power series in y
is
<j>(y)
4>(y)
a)
(a)
(y
a)2
0"(a)
a,
which converges whenever y

a does not exceed a certain number. By the
187, this equation has one and only one root which
general theorem of
approaches a as x approaches zero, and this root is represented for sufficiently
small values of x by a convergent power series
y
In general,
if
is
f(y)
aix
a2 x2
-f
a function which
developable according to positive
is
a, an expansion of f(y) according to powers of x may be obtained

powers of y
by replacing y by the development just found,
f(y) =f(a)
(50)
and
this
+A
expansion holds for
The purpose
of
Lagrange
+ A 2 x* +
A,,x
all values of x between certain limits.
formula
AI,
terms of
A2
to determine the coefficients
is
-,
An
be noticed that this problem does not differ essentially

from the general problem. The coefficient A n is equal to the nth derivative of
f(y) for y = 0, except for a constant factor n!, where y is defined by (49); and
this derivative can be calculated by the usual rules.
The calculation appears to
be very complicated, but it may be substantially shortened by applying the fol
lowing remarks of Laplace (cf. Ex. 8, Chapter II). The partial derivatives of
in
a.
It will
the function y defined by (49), with respect to the variables x

by the formulae
whence we
and
a, are
find immediately
d
i*.i\
(51)
ox
where u =f(y).
On
the other hand,
da
da
it is
!
acJ
easy to show that the formula
W-
-!><*)
dx I
c>a
given
IX,
is
189]
identically satisfied,
where F(y)
is
405
an arbitrary function of
y.
For either
side becomes
We
on performing the indicated differentiations.
for
shall
now
prove the formula
any value of n. It holds, by (51), for n = 1. In order to prove it in gen

assume that it holds for a certain number n. Then we shall have
eral, let us
dx + l
But we
also have,
from
(51)
da n
and
(51
~l
),
du
l-
cxj
ca L
ca [*]-[>*
L
caJ
whence the preceding formula reduces

cn +
dx
to the
form
Bn
which shows that the formula in question holds for all values of n.
Now if we set x = 0, y reduces to a, u to /(a), and the nth derivative of u
with respect to x is given by the formula
da"-
Hence the development
of f(y)
/(2/)=/(a)
by Taylor
+ z0(a)/
(a)
s series
becomes
(52)
It gives an expression for the

is the noted formula due to Lagrange.
shall find later the
root y which approaches zero as x approaches zero.
This
We
limits
between which
Note.
It follows
this
formula
is
applicable.
from the general theorem that the root
y,
considered as a
be represented as a double series arranged according

This series can be obtained by replacing each of the
to powers of x and a.
Hence the series (52) may
coefficients A n by its development in powers of a.
function of x and a,
may
be differentiated term by term with respect to
Examples.
(53)
1)
a.
The equation
y
+ ?(y*~l)
SPECIAL SERIES
40G
has one root which is equal to a when x

following development for that root
190
[IX,
0.
Lagrange
27
da
formula gives the
(54)
_J_M" d- (q2-l)n
1.2...nV27
On
the other hand, the equation (53)
may
do--
be solved directly, and
Vl
2ax
x2
its
roots are
The root which is equal to a when x = is that given by taking the sign ~~.
Differentiating both sides of (54) with respect to a, we obtain a formula which
differs from the formula (32) of
184 only in notation.
2)
Kepler
equation for the eccentric anomaly u,*
(55)
e sin
which occurs in Astronomy, has a root u which is equal to a f or e = 0.

formula gives the development of this root near e = in the form
(56)
1.2 da
Laplace was the
Lagrange
"
da-i
1.2..-n
show, by a profound process of reasoning, that this

series converges whenever e is less than the limit 0.662743
first to
190. Inversion.
Let us consider a series of the form
(57)
where
aix
a z x2
a n xn
from zero and where the interval of convergence is( r, + r).

If y be taken as the independent variable and x be
thought of as a function of y,
by the general theorem of 187 the equation (57) has one and only one root which
approaches zero with y, and this root can be developed in a power series in y
ai is different
(58)
The
coefficients bi, b 2
(57)
by
biy
-f
b2 y
b^y
bn
y"
63,
may be determined successively by replacing x in
expansion and then equating the coefficients of like powers of y.
The values thus found are
,
this
bi
&2
The value
Lagrange
of the coefficient bn of
formula.
3
,
af
the general term
may
be obtained from
For, setting
^(X)
the equation (57)
bs
a?
<*!
may
tti
a2 X
OnX n
~l

1
*See
p. 356.
p. 248,
TRANS.
Ex. 19; and ZIWET, Elements of T?teoretical

Mechanics, 2d
ed.,
IX,
l!ii]
and the development

is given by Lagrange
of the root of this equation
formula
s
1
where the subscript
which approaches zero with y
form
in the
d-i
?/"
407
\"
"
indicates that
we
are to set x
after performing the
indicated differentiations.
The problem
191.
tion of
just treated has
sometimes been called the reversion of series.
we
Analytic functions. In the future

any number of variables x, y, z,
shall say that a func
is
analytic
developed, for values of the variables near the point x

in a power series arranged according to increasing
~x
o>
2/o
~z
"
o>
values of the differences x
if it
can be
z
powers of
which converges for sufficiently small

x
The values which ar y z
.
may
may be restricted by certain conditions, but we shall
not go into the matter further here. The developments of the pres
ent chapter make clear that such functions are, so to speak, inter
take on
Given one or more analytic functions, the operations of

integration and differentiation, the algebraic operations of multipli
cation, division, substitution, etc., lead to new analytic functions.
related.
Likewise, the solution of equations whose left-hand member is ana

Since the very simplest functions,
lytic leads to analytic functions.
such as polynomials, the exponential function, the trigonometric

functions, etc., are analytic, it is easy to see why the first functions
studied by mathematicians were analytic. These functions are still
predominant in the theory of functions of a complex variable and in
the study of differential equations.
Nevertheless, despite the funda

it must not be forgotten
mental importance of analytic functions,
that they actually constitute merely a very particular group

the whole assemblage of continuous functions.*
192. Plane curves.
Let us consider an arc
AB
among
of a plane curve.
We
AB
shall say that the curve is analytic along the arc

if the
coordinates of any point
which lies in the neighborhood of any
fixed point
of that arc can be developed in power series arranged
according to powers of a parameter

(59)
T"
y=
-rw-ô + aiC
to)+*2(t
=y +b
f(f)
which converge for

* In the second
whose derivatives
(t-
b z (t
y + ... + a n (t
- t y + + b n (t to
sufficiently small values of
volume an example of a non-analytic function

exist throughout an interval (a, b).
will be given, all of
SPECIAL SERIES
408
192
[IX,
A point 3/o will be called an ordinary point if in the neighbor

hood of that point one of the differences y
x can be
y x
as
a
of
the
series
in
other.
convergent power
represented
powers
for
can
be
in
a
series
in
If,
example, y
y
developed
power
x0)
x
,
(60)
^(x
>
ca
(x
H-----1- c n (x
H---- ,
h and -a- + h, the point (x y is

an ordinary point. It is easy to replace the equation (60) by two
equations of the form (59), for we need only set
for all values of x between x n
~)
(61)
from zero, which is the case in general, the equa

tion (60) may be solved for x
x in a power series in y
y which
is valid whenever y
is
In this case each of
y
sufficiently small.
the differences x
x , y
y can be represented as a convergent
If c v is different
power
series in
zero, that
axis.
is
In that
oped in a
powers of the
other.
This ceases to be true
to say, if the tangent to the curve

case, as
we
shall see presently,
series arranged according to fractional
It is evident also that at a point
is
if c t is
parallel to the
may
be devel
powers of y
where the tangent
is
parallel to
the y axis x
x can be developed in power series in y
yoy but
cannot
be
x
t/o
y
developed in power series in x
If the coordinates (a-, ?/) of a point on the curve are given by the
.
that point is an ordinary point if

equations (59) near a point
,
at least one of the coefficients a l} bi is different from zero.*
If a l
is
not zero, for example, the
in
powers of x
of y
t-t
in
first
equation can be solved for
and the second equation becomes an expansion

of
x
x when this solution is substituted for
powers
,
The appearance
of a curve at an ordinary point is either the cus

tomary appearance or else that of a point of inflection. Any point
which is not an ordinary point is called a singular point. If all
the points of an arc of an analytic curve are ordinary points, the

arc is said to be regular.
* This condition is
sufficient, but not necessary.
However, the equations of any
curve, near an ordinary point
may always be written in such a way that 04 and
b l do not both vanish, by a suitable choice of the parameter. For this is
actually
accomplished in equations
(61).
See also second footnote,
p. 409.
TRANS.
IX,
KEAL ANALYTIC FUNCTIONS
193]
and
If each of the coefficients a

is
different
the form (x
from zero, the

xu )* = (t
hand member
is
first
)
b v is zero,
409
but a 2 for example,

,
of equations (59)
----f a 8 (t
) -\
may
]*,
be written in
where the
developable according to powers of
t
t
is developable in powers of (x
if t
a^)*, and
second equation of (59) be replaced by that development,
a development for y
z )*
y in powers of (x
right-
Hence
in
we
the
obtain
In this case the point (z y is usually a cusp of the first kind.*

The argument just given is general. If the development of
x
x in powers of t
t
begins with a term of degree n, y
y
can be developed according to powers of (x
aThe appearance
).
of a curve given by the equation (59) near a point
(x y ) is of
,
~)
one of four types
a point with none of these peculiarities, a point

of inflection, a cusp of the first kind, or a cusp of the second kind.*
:
Skew curves.
skew curve is said to be analytic along an arc
the coordinates x, y, z of a variable point
can be developed
in power series arranged according to powers of a parameter t
t
193.
AB if
- n ---+
y
) +
t,} + -..,
(* SS K9 +Cl (t-tj + -~+ Cn (t - ) n +
f
(62)
=x +
=y +
ai(t
b, (t
-----h a n
*) H
(t
tu
-i
b n (t
in the
M
x
is
xoi y
so can be developed in
powers of the third.
z
y<
according to
-,
of the arc.
neighborhood of any fixed point
point
said to be an ordinary point if two of the three differences
power
series arranged
It can be shown, as in the preceding paragraph, that the

point
will surely be an ordinary point if not all three of the coefficients
a l ,b l
cl
vanish.
point must
Hence the value
of the parameter
for a singular
satisfy the equations f
^=
dy_
dt
dt
Q
U
dz_
dt
* For a
cusp of the first kind the tangent lies between the two branches. For a
cusp of the second kind both branches lie on the same side of the tangent. The
point is an ordinary point, of course, if the coefficients of the fractional powers
TRANS.
happen to be all zeros.
t These conditions are not sufficient to make the point 3f
which corresponds to
a value t of the parameter, a singular point when a point
of the curve near Jf
Such is
corresponds to several values of t which approach t as
approaches
the case, for example, at the origin on the curve defined by the equations x = t 3
,
SPECIAL SERIES
410
Let x
[IX,
z be the coordinates of a point

equations are given in the form
whose
F(x,y,z)=0,
(63)
where the functions Fand
The point
F,(x,
194
on a skew curve T
0,
</,*)=
are power series in x
will surely be an ordinary point if not all three of
the functional determinants
D(F, F,}
(F,
D(x, y)
FQ
D(F,
D(y, z)
FQ
D(z, x)
vanish simultaneously at the point x = x y = ?/ z = z

For if
the determinant D(F, Fi)/D(x, y), for example, does not vanish at
the equations (63) can be solved, by
X Q and y
188, for x
yQ
,
as
power
series in z
194. Surfaces. A surface S will be said to be analytic throughout

a certain region if the coordinates x, y, z of any variable point
can be expressed as double power series in terms of two variable
t
and u
HO
parameters t
x =
y
y =
=
U
ex
J
(64)
a 10 (t
b 10 (t
c
io(t
+
) +
+
oi( M
b 01 (u
<o)
- OH
-w)
c oi ( u
o)
-\
of that region, where

any
1 and
the three series converge for sufficiently small values of t
will
u
u
of
the
surface
be
said
to
be
an
point
ordinary
in the neighborhood of
point
if
fixed point
one of the three differences x
D(x, y}
D(z, x)^
D(t, u)
D(t, u)
can be
Every point
D(y, g)
expressed as a power series in terms of the other two.

for which not all three of the determinants
D(t, u)
vanish simultaneously is surely an ordinary point. If, for exam

ple, the first of these determinants does not vanish, the last two of
the equations (64) can be solved for t
equation becomes an expansion of x
and u
and the
first
x in terms of y
y and
u
these
values.
upon replacing
by
Let the surface S be given by means of an unsolved equation
F(x, y, z) = 0, and let x
y z be the coordinates of a point
of the surface.
If the function F(x, y, z) is a power series in
x
x y
zo) an(i ^ n t a ll three of the partial derivatives
z
z
o>
and u
y<
dF/dx 8F/8y 8F/dz vanish simultaneously, the point 3/

an ordinary point, by
188.
,
is
surely
IX,195J
411
The definition of an ordinary point on a curve or on a sur

be an
independent of the choice of axes. For, let 3/ (x y
)
Then the coordinates of any neigh
ordinary point on a surface S.
Note.
face
is
boring point can* be written in the form (64), where not all three of
the determinants D(y, z)/D(t, u), D(z, x)/D(t, u}, D(x, y)/D(t, it}
u
u
t
Let us now select any new
vanish simultaneously for t
axes whatever and let
A =
+ fay + yiz + 8
y -f y z + S
x + fay + y z + 8
ai x
Y= a^x +
Z=
a3
{3 2
be the transformation which carries
1}
the
x, y, z into
new
coordinates
X, Y, Z, where the determinant A = D(X, Y, Z)/D(x, y, z)

ent from zero.
Replacing x, y, z by their developments
we
obtain
three
analogous developments for X, Y, Z
(64),
is
differ
in series
;
and we
cannot have
1>(X,
Y}
for
ii
J^Z) =~ D(Z, X} =
Z>(
D(t, u)
J)(t, if)
D(t, u)
since the transformation can be written in the
X = A X + B Y+
y = A X + B Y+
z
form
C\Z + D ly
C Z + J9
= A X + B Y+C Z + D
1
and the three functional determinants involving

vanish simultaneously unless the three involving
.Y,
x, y,
Y,
z,
cannot
also vanish
simultaneously.
IV.
195. Calculation of the coefficients.
MISCELLANEOUS SERIES
The
series
which we
shall study
section are entirely different from those studied above.

Trigonometric series appear to have been first studied by D. Ber
in
this
noulli, in connection
with the problem of the stretched string. The

we are about to give,
process for determining the coefficients, which

is due to Euler.
Let
first
/(a:) be
a function defined in the interval
suppose that a and
tively,
which
is
have the values
TT
We shall
+ TT, respec
(a, &).
and
always allowable, since the substitution

x
(a -f 1}
2-7TX
7T
r-*o
* See footnote,
p. 408.
TRANS.
SPECIAL SERIES
412
Then
reduces any case to the preceding.

(65) /(#)
= -^ -f (i cos x + b
holds for
all
(tn
sin x)
\-
-\
values of x between
TT
and
195
[IX,
the equation
if
(am cos mx
TT,
+ & m sin mx)
where the
-\
coefficients
ao) a
a bm
are unknown constants, the following device
shall first write down
enables us to determine those constants.
i>
bi>
>---
m>
We
for reference the following formulae, which were established above,

for positive integral values of m and n
:
L
f
\J
sin
mx dx =
cos
= 0,
rfa;
if
cos wcc cos
nx dx
71
"
cos(m
^
ri)x
*
+ cos (m + ri)x rfx =
if
= TT,
if
m 3=
/cos
-mxdx =
r+
0;
"
sin
\J
dx
V/-7T
7T
(66)
m^
mx
sin
nx dx
cos
(m
7T
+*
n) x
r+
I
r+
7r
.
sm 2 ma;rfx=
sin
cos
(m
-f
n)x ^
o
2
C/-7T
"
"
cos 2mrc
^x
=TT,
ifwÔ;
mx cos nx dx
77
sin
(m
+ n) x +
sin (TO
n)x
__
TT and -f
Integrating both sides of (65) between the limits
the right-hand side being integrated term by term, we find
/"
-\-
/^
7T
/(x) dx
J-TT
"t"
TT,
dx
7ra
/-
which gives the value of a

Performing the same operations upon
after
the equation (65)
having multiplied both sides either by cos mx
.
IX,
195]
413
or by sin mx, the only term on the right whose integral between
TT
and + TT is different from zero is the one in cos 2 mx or in sin 2 mx.
Hence we
+
find the formulae
"
mx dx =
f(x) cos
(*
7nz m ,
The values
respectively.
f(x) sin
\J
TT
follows
mx dx =
7rb m ,
TT
of the coefficients
be assembled as
may
=-
**
am
/(a) da,
t/
=-
/(a) cos
*i^/
(67)
bm
r +)r
f(a~) sin
I
"
T7 t/-n-
ma da,
jr
mar
c?nr.
The preceding calculation is merely formal, and therefore tenta

For we have assumed that the function f(x) can be developed
tive.
in the form (65), and that that development converges uniformly

between the limits
TT and -f TT.
Since there is nothing to prove,
a priori, that these assumptions are justifiable, it is essential that
we investigate whether the series thus obtained converges or not.
Eeplacing the coefficients a and
b{
simplifying, the
S m+l =
sum
+7r
fl
/()
-^
of the first
+ cos(a
a-)
by
(m +
from (67) and

seen to be
their values
1) terms
+ cos2(rt
is
1
-----
x}-\
\-COSm(a
x) \da.
But by a well-known trigonometric formula we have
-sin
+ cos a -f cos 2a +
+ cos m a =
2m -+1
>
2sm.
whence
.
sin
or, setting
(68)
=x
S
2m-+ 1
(a
a-)
-f-
The whole question is reduced to that of

sum as the integer m increases indefinitely.
finding the limit of this

In order to study this
question, we shall assume that the function f(x) satisfies the fol
lowing conditions
:
SPECIAL SERIES
414
The function f(x)
1)
and
TT,
except for
a,
between
c
and
we
we
shall call f(c

shall call f(c
approaches zero, f(c

+ 0). Likewise, f(c
0) as
we
-f-
c)
is
It
where f(x)
and /(TT
is
is
TT
value
e)
approaches a limit which

approaches a limit which
If the function f(x)
zero.
approaches
shall have /(c)
f(c
f(c + 0)
0), f(x)
to take the arithmetic mean of these values
=
for /(c).
its
in the following
continuous for x = c,
is
of values of x, for which
TT.
is
As
h.
number
196
manner. Let c be a number

For
value
of
c a number h can be found
+
any
continuous between c
h and c and also between
and
such that f(x)
between
shall be in general continuous
finite
may change suddenly

TT
[IX,
+ 0) =/(c 0). If
= c, and we shall agree
[/(c + 0) + f(c
0)]/2
f(c
discontinuous for x
evident that this definition of /(c) holds also at points

We shall further suppose that /( TT + e)
continuous.
which we
shall call /(
TT
0) and
zero
values.
through positive
approaches
/(TT
The curve whose equation is y f(x) must be similar to that of
have
Fig. 11 on page 160, if there are any discontinuities.
that
the
function
in
is
the
from
seen
interval
integrable
already
/(x)
approach
e)
limits,
0), respectively, as
We
to
TT
TT,
and
it is
evident that the same
is
true for the product
of f(x) by any function which is continuous in the

2) It shall be possible to divide the interval (
finite
number
of subintervals in such a
way
same
TT,
thaty(cr)
interval.
+ TT)
is
into a
a monoton-
ically increasing or a monotonically decreasing function in each of
the subintervals.
For brevity we shall say that the function f(x) satisfies Dirichlet s
conditions in the interval (
It is clear that a function
TT,
TT).
which
finite
is
number
Dirichlet
196.
for
<S
TO
continuous in the interval
TT,
maxima and minima
in
TT)
and which has a
that interval, satisfies
conditions.
f
(x) [sin nx/sin x] dx. The expression obtained
leads us to seek the limit of the definite integral
The
+1
of
integral
sin
nx
f(x) since dx
Jo
n becomes infinite. The first rigorous discussion of this ques

was given by Lejeune-Dirichlet.* The method which we shall
employ is essentially the same as that given by Bonnet. t
as
tion
* Crelle s Journal, Vol. IV, 1829.

t Mtmoires des savants etrangers publics par
Academic de Belgique, Vol. XXIII.
IX,
196]
Let us
first
415

r>h
./
(69)
nx
sin
<K*)~
dx
>
c/O
where h is a positive number less than TT, and

which satisfies Dirichlet s conditions in the interval
is
a function
<j>(x)
a constant C,
we may write
it is
is
easy to find the limit of

sink
I
sin
J=C\
Jo
and the limit of J
as
If
<f>(x)
For, setting y
= nx,
2-dy,
n becomes
Next suppose that
176.
infinite is CTr/2, by (39),
a positive monotonically decreasing
is
<f>(x)
function in the interval

all
/.
(0, A).
The integrand changes sign

Hence J may be written
(0, h).
for
values of x of the form kir/n.
j= Uo - Ul + u - u +
2
+ (- I) m
+ (- 1)*%- +
where
sn nx
"
Jk*
0",,
<
<
1,
dx
supposed to lie between mir/n and

Each of the integrals uk is less than the preceding.
(ra -f T)7r/n.
For, if we set nx = &TT + y in u k we find
and where the upper limit h
is
kw\
sin y
A:TT
it is evident, by the hypotheses regarding <(#), that this inte

Hence we shall have
gral decreases as the subscript k increases.
and
the equations
./
= UQ
which show that /

a positive number
lies
less
\Ml
between
than
ii
?/
But
and n
that
Jo
^4/
y^ s
^"i)
is
u^
It follows that
to say, less
is
than the integral
smnx
-dx.
x
this integral is itself less than the integral
Jo
where A denotes the value of the
definite integral //[(sin y)/y~\ dy.
416
SPECIAL SERIES
The same argument shows that the

.
[IX,
196
definite integral
sm nx
Xh *(x)- x -dx,
where
shown
any positive number less than h, approaches zero as n

If c lies between (i
l)?r/n and i-rr/n, it can be
c is
becomes
infinite.
as above that the absolute value of
"
nx
sin
<p(x)
Jc
than
is less
dx
snnx
Jiz
n
and hence, a fortiori,
less
than
_
c
Hence the integral approaches zero as n becomes infinite.*

This method gives us no information if c = 0. In order
to dis
cover the limit of the integral J, let c be a number between

and h, such that
is continuous from
to c, and let us set
<f>(x)
<l>(x)
<f>(c)
Then
\f/(x").
interval (0, c) from

value zero when x
J=
nx
/""sin
I
<(c)
JO
and then subtract
is
i^(a-)
the value
dx
we
i(-f 0),
(7r/2)<T
(70)
nx
sin
$(x)
Jo
/e
JO
in the
dx
when x
in
the
to the
form
-- dx
nx
sin
Jc
find
I
I
<(c)
write
0)
<(+
we
If
c.
and decreases
positive
f(x)
sinnx
-dx+
-^
,->
I
<#>(x)
Jc
smnir
x
In order to prove that ./ approaches the limit

(Tr/2)
0), it will
be sufficient to show that a number m exists such that the absolute
^>(+
* This result
of the
mean
may
be obtained even more simply by the use of the second theorem

Since the function
is a decreasing function,
for integrals (75).
<f>(r)
that formula gives

.
()
sin
nx
ax
0(c)
-J-J
sin
wx dx
and the right-hand member evidently approaches
-1
<f>M
-j*
zero.
(cos
nc
cosn|)
IX,
196]
value of each of the terms on the right

positive
made
number e/4 when n
is
417
than a preassigned
is less
greater than m.
the remark
By
above, the absolute value of the integral

sin
nx
ax
Jo
is less
than
A$(+
=A
0)
[<(+
0)
<(e)].
Since
<(z)
approaches
x approaches zero, c may be taken so near to zero that

A [>(+ 0) - (c)] and (7r/2)[>(+ 0) - (c)] are both less than e/4.
The number c having been chosen in this way, the other two terms
on the right-hand side of equation (70) both approach zero as n
becomes infinite. Hence n may be chosen so large that the abso
0) as
<(+
lute value of either of
them
(71)
We
is less
than
e/4.
It follows that
lim/=|*(+0).
A
(=QO
shall
now proceed
to
remove the various
restrictions
which
x ) ^ n the preceding argument. If

is
a monotonically decreasing function, but is not always positive, the
function \j/(x)
+ C is a positive monotonically decreasing func
tion from
to h if the constant C be suitably chosen.
Then the
have been placed upon
<f>(
<f>(x)
<f>(x)
formula (71) applies to

*
sinnx
(*
dx
(*)
JO
Moreover we may write
\j/(x).
= C
C h sinnx
sinnx
<K*)-
-dx-C
Jo
dx,
JO
and the right-hand side approaches the limit (w/2) \j/(-{that
is,
<#(+
0)
<(#)
Ch
I
Jo
Hence the
(?r/2) C,
0).
is a monotonically increasing function from

to
a monotonically decreasing function, and we shall have
If
is
(?r/2)
^(*)
sin nx
- dx = - C
sin
h,
<f>(x~)
nx
- dx.
t7o
in this case also.

(7r/2)<(+ 0)
that
is
function
which satisfies DirichFinally, suppose
any
let s conditions in the interval (0,
Then
the interval (0, A)
A).
integral approaches
<(#)
may
be divided into a finite
number
each of which
of subintervals
(0, a), (a, b),
a monotonically increasing
or decreasing function. The integral from
to a approaches the limit
of
Each
the
other
which are of the type
integrals,
(7T/2)
0).
(b, c),
-,
(7,
A), in
is
<f>(x~)
<(-)-
sinnx
=/
Ja
dx,
418
SPECIAL SERIES
approaches
For
zero.
if
is
<f>(x~)
[IX,
a monotonically increasing function,

can be formed
\j/(x)
for instance, from a to b, an

auxiliary function
in an infinite variety of
ways, which increases
to
b, is
continuous from
Then each
to a,
monotonically from
from a to b.
and coincides with
<f>(x)
of the integrals
sinnx
approaches
$(+
sinnx
<**,
/
t/O
which
107
0) as
n becomes
infinite.
Hence
their difference,
is
It follows that the formula

precisely H, approaches zero.
which satisfies Dirichlet s condi
(71) holds for any function
tions in the interval (0, h).
<f>(x)
Let us
now
f=f(x)dX)
(72)
where f(x)
to A.
is
(X/K7T,
a positive monotonically increasing function from

may be written
This integral
x n
ff x \
= C vf(
)~
1
Jo
and the function

tf>(x)
to h.
lim 7
(73)
-,
sill
= f(x) x/sin x
increasing function from

that
sm x J
is
dx,
a positive monotonically
Since /(+ 0)
= /(+
<(+
0), it follows
0).
This formula therefore holds
if
f(x) is a positive monotonically
function
from
to
h.
It can be shown by successive
increasing
as
that
the
restrictions upon f(x) can all be removed,
steps,
above,
and that the formula holds

Dirichlet
for
any function f(x) which
conditions in the interval (0,
satisfies
li).
197. Fourier series. A

trigonometric series whose coefficients are
given by the formulae (67) is usually called a Fourier series. Indeed
it was Fourier who first stated the theorem that
any function arbi
trarily defined in an interval of length 2?r may be represented by a

series of that type.
By an arbitrary function Fourier understood
a function which could be represented

graphically by several cur
vilinear arcs of curves which are
usually regarded as distinct curves.
shall render this rather vague notion
precise by restricting our
discussion to functions which
Dirichlet s conditions.
We
satisfy
IX,
197]
419
In order to show that a function of this kind can be represented

we must find the
by a Fourier series in the interval ( TT, + TT),
Let us divide
limit of the integral (68) as m becomes infinite.
two integrals whose limits of integration are

and let us
and (TT
(TT + x)/2 and 0, respectively,
r)/2, and
=
of
these
z
in
the
second
make the substitution y
integrals.
Then the formula (68) becomes
this integral into
sn
*
1
TT
When
lies
between
lie
Jo
between
and TT.
TT
ox
s,
Jf(x
v
and
sin
2z)
4-
TT,
(TT
Hence by the
(2m
sm
1) *
dz
a;)/2 and (TT

last article the
+ #)/2
both
right-hand
side of the preceding formula approaches
as
m becomes infinite.
It follows that the series (65) converges
and
TT and + TT.
sum is/(x) for every value of x between
Let us now suppose that x is equal to one of the limits of the
Then S m + may be written in the form
TT for example.
interval,
that
its
= -1
C*.,
J/(
7rJ
The
first
Setting y
TT
+
,
2y)
sin(2m4-1)// j
-dy
i
smy
TT
integral on the right approaches the limit /(
the
form
2 in the second integral, it takes
TT
0)/2.
sm*
Hence the sum of the trigonometric
= TT. It is evident
0)] /2 when x
0) +/(
that the sum of the series is the same when x = + TT.
we
If, instead of laying off x as a length along a straight line,
which approaches /(TT

series is [/(TT
lay
it off
0)/2.
TT
as the length of an arc of a unit circle, counting in the
420
SPECIAL SERIES
[IX,
197
positive direction from the point of intersection of the circle with

the positive direction of some initial
diameter, the sum of the series
any point whatever will be the arithmetic mean of the two limits
approached by the sum of the series as each of the variable points
ra and
taken on the circumference on opposite sides of ra,
m.
If the two limits /(
TT +
approaches
are
0) and f(ir
at
ra",
0)
different, the point of the circumference
on the negative direction
of the initial line will be a point of

discontinuity.
In conclusion, every function which

(
TJ
val
may
-f-
is defined in the interval

Dirichlet
s conditions in that inter
satisfies
be represented by a Fourier series in the same interval.
and which
"")
More generally, let f(x) Tê a function which is defined in an

interval (a, a
2?r) of length 2?r, and which satisfies Dirichlet s
conditions in that interval.
It is evident that there exists one and
only one function F(x) which has the period 2?r and coincides with
This function is represented, for
/(#) in the interval (a, a + 2?r).
all values of x, by the sum of a
trigonometric series whose coeffi
cients a m and b m are given by the formulas
(67):
am
The
F(r) cos
coefficient
a m for example,
,
r*
am
mx dx,
F(x) cos
*V-tte
bm
may
F(x) sin
mx dx
i
mx dx + -
r-
2 *-
F(x) cos
vj_ n
mx dx,
where a
is supposed to lie between 2hir

TT and 2hjr + TT.
Since
has
the period 2?r and coincides with
F(x}
f(x) in the interval
(a, a + 2?r), this value may be rewritten in the form
=~
/ (.r) cos
mx dx
2jr
f(x) cos
mx dx
ft
we should
bm
(75)
mx dx +
Jm*+m
,â +
t/
â: + 2T
!r
f(y) cos
V.
Similarly,
"
Ja
(74)
/l2
am
find
=~
"ft
Ja
f(x) sin
mx dx
Whenever a function f(x) is defined in any interval of length 2?r,

the preceding formulae enable us to calculate the coefficients of its
development in a Fourier series without reducing the given interval
to the interval
TT,
TT).
IX,
198]
198. Examples.
it
<
It
J-ir
r
JI -n
am
nm
If
by
Tt
Jo
dx
If
7T/4 for
is
it
is
odd, b m
cosmTT
cos(
mir)-
>
is
4/mir.
Multiplying
all
the coeffi
of the series
2m + 1
x
0, and + ff/4 for
and the sum of the series
<
<
-,
mit
sum
-i-
of discontinuity,
mx dx =
Jo
Sin3x
cos
T* sin mx ax
A =
see that the
(76)
r*
JQ
-\
Tt
is zero.
-\
j
sm mx dx
we
mxdx
7T/4,
<
It
J -T,
even, b m
is
<
cos
= ~I f
71
cients
dx
It
Let us find a Fourier series whose sum is

1 for
f or
x
+ it. The formulae (67) give the values
1)
+1
and
0,
<
421
<
<
The point x = is a point

when x = 0, as it should be.
when sin x is positive,
?r/4
it.
zero
is
More generally the sum of the series (76) is 7t/4

when sin x is negative, and zero when sin x 0.
The curve represented by the equation (76) is composed of an infinite number
of segments of length n of the straight lines y =
7T/4 and an infinite num
ber of isolated points (y
The
2)
0,
on the x
kit)
coefficients of the Fourier
axis.
development of x
in the interval
from
to
27T are
do
dm
1
-Tt
= -1
om
r-*
I
Tt
xdx
Jo
r2
2?r,
x cos mxdx
r2
rxcos?/ixl 2;r
"
x sin
-{
Jo
11171
\_
n Jo
c^
-mit Jo
rxsinmx-l 2 *
"
Jo
mx dx =
--1
-\
mit
\_
Jo
(**"
iwt Jo
sin
mx dx =
cos
2
mx dx = ---
Hence the formula

x
__
it
22
sinx
sin3x
sin 2x
is valid for all values of x between

and 2?r. If we set y equal to the series on
the right, the resulting equation represents a curve composed of an infinite num
ber of segments of straight lines parallel to y
x/2 and an infinite number of
isolated points.
Note.
to say,
if
function /(x) defined in the interval ( - Tt, + Tt) is even, that is

x) =/(x), each of the coefficients b m is zero, since it is evident that
If the
/(
nO
I
J-n
Similarly,
if
coefficients a m
/(x)
is
is
n-n
f(x) sin
mx dx
Jo
/(x) sin
mx dx
an odd function, that is, if /( x) =

a
A function /(x) which
zero, including
/(x),
is
each of the
defined only in
SPECIAL SERIES
422
the interval from
to
it
may
be defined
in the interval
of the equations
/(-*)= /()
if
we choose
by a
to
do
or
/(
z)
from
to
it
by either
= - f(x)
Hence the given function /(x) may be represented

by a series of sines, in the interval from to ic.
so.
199
[IX,
either
series of cosines or
199. Expansion of a continuous function. Weierstrass theorem.

function which is defined and continuous in the interval
(a,
Let /(z) be a
The following
6).
remarkable theorem was discovered by Weierstrass Given any

preassigned posi
tive number e, a polynomial
P(x) can always be found such that the difference
f(x)P(x) is less than e in absolute value for all values of x in the interval (a, 6).
Among the many proofs of this theorem, that due to Lebesgue is one of the
simplest.* Let us first consider a special function \j/(x) which is continuous in
:
the interval
and
and which is defined as follows ^(x) = for

Then \f/(x) =
1, where fc is a given constant.
x
+ 1 we shall have
(1, +1)
2kx for
Moreover for -
V (x)
<
<
<
(x -f
x 0,
x |) k.
<
<
same values
for the
<
of x the radical can be developed in a

uniformly con
It follows that
x|, and
vergent series arranged according to powers of (1 - x 2 ).

hence also i//(x), may be represented to any desired
degree of approximation in
the interval
by a polynomial.
Let us now consider any function whatever, /(x), which is continuous in
the interval (a, 6), and let us divide that interval into a suite of subintervals
ax
a2
ai), (a\ a 2 ),
(a,,_i a n ), where a = a
a n = 6,
a,,_i
1,
(<*oi
in such a
1)
<
<
<
<
<
that the oscillation of /(x) in any one of the subintervals is less

than e/2. Let L be the broken line formed by
connecting the points of the
curve y =f(x) whose abscissae are a a x a 2
b.
The ordinate of any point
on L is evidently a continuous function 0(x), and the difference
is
/(x)
less than e/2 in absolute value.
For in the interval (a M _!, aM ), for example,
way
<f>(x)
we
have
shall
/(x)
where x
a M _i
=
0(a M
0(x)
[/(x)
-/(<v_,)]
(1
a^_i).
unity, the absolute value of the difference/
The function
can be
</>(x)
6)
[/(x)
Since the factor d
split
up
into a
sum
is less
<f>
of
is
-/(aM )]
0,
positive
and
than
e(l
n functions
less
e)/2
than
e/2.
same type as
of L.
Then
of the
A n be the successive vertices

For, let A Q AI, A 2
equal to the continuous function
(x) which is represented throughout the
interval (a, 6) by the straight line A A l
extended, plus a function 0i(x) which
is represented by a broken line
A whose first side A Q A\ lies on the
A{
x axis and whose other sides are readily constructed from the sides of L.
Again,
the function fa (x) is equal to the sum of two functions 2 and
where f 2 is
^
2
zero between a and cti, and is represented by the
extended
straight line
V (x).
</>(x)
is
between
first
aj
and
while
represented by a broken line A(, Ai

whose
Finally, we shall obtain the equation
where
is a continuous function which vanishes
+
+
and o,-_i and which is represented by a segment of a
straight line
6,
three vertices
= fi +
between a
A\A i
A2
An
</"2
lie
</-
2 is
on the x axis.
,
* Bulletin des sciences

mathtmatiques,
p. 278, 1898.
IX,
200]
423
= mx + n, where m
between ai_i and b. If we then make the substitution
and n are suitably chosen numbers, the function \j/i(x) may be defined in the
interval (
1, + 1) by the equation
can be represented by a polynomial with any desired degree of
Since each of the functions f;(x) can be represented in the
interval (a, 6) by a polynomial with an error less than c/2n, it is evident that the
sum of these polynomials will differ from /(x) by less than e.
and hence
it
approximation.
It follows from the preceding theorem that any function f(x) which is contin
uous in an interval (a, b) may be represented by an infinite series of polynomials
e
be a sequence
which converges uniformly in that interval. For, let i c2
of positive numbers, each of which is less than the preceding, where e n approaches
zero as n becomes infinite. By the preceding theorem, corresponding to each of
,
a polynomial P(x) can be found such that the difference /(z)

P,(x)
Then the series
the interval (a, b).
e,- in absolute value throughout
the
e s
less
than
^1
(3)
+ P2 (X) t
Pi
(X)]
+ [Pn (X) - P.-i ()] +
For
which
Moreover the series con
converges, and its sum is/(x) for any value of x inside the interval
the sum of the first n terms is equal to P B (x), and the difference /(x)
is less
than
e,,
is
infinite.
(a, b).
<S
Sn will be less
verges uniformly, since the absolute value of the difference /(x)
than any preassigned positive number for all values of n which exceed a certain
fixed integer
200.
N, when x has any value whatever between a and
continuous function without a derivative.
b.
We shall conclude this chapter
by giving an example due to Weierstrass of a continuous function which does

not possess a derivative for any value of the variable whatever. Let 6 be a posi
Then the function
tive constant less than unity and let a be an odd integer.
F(x) defined by the convergent infinite series
-r
F(x)
(78)
b"
cos
(a"
nx)
x, since the series converges uniformly in any

product ab is less than unity, the same statements
hold for the series obtained by term-by-term differentiation. Hence the func
We shall
tion F(x) possesses a derivative which is itself a continuous function.
is
continuous for
all
interval whatever.
now show that
values of
If the
the state of affairs
is
essentially different
if
the product ab exceeds
a certain limit.
In the
first
place, setting
m-l
Sm = -
b"
b"
(cos [a TT(Z
h)]
cos (a n TTX) }
{cos
h)]
cos
H=U
R, n
we may
(79)
[a"
TT(X
write
ffl*Li!fiL>.
h
.+*..
(a"
nx)}
SPECIAL SERIES
On
the other hand,
function
na n h
|
easy to show, by applying the law of the
it is
cos(a"7rz),
[IX,
that the difference
cos[a"7r(z
Hence the absolute value
in absolute value.
\
cos(a
h)]
Sm
of
mean
200
to the
itx) is less
than
than
is less
m-l
an b n
= n
ab-l
n=(l
and consequently also less than 7r(ab) /(ab 1),

lower limit of the absolute value of B m when h
We
always have
shall
where a m
an integer and m
is
= am +
am x
lies
/j
ab
assigned a particular value.
>1.
,,
+ 1/2.
1/2 and
between
p
Let us try to find a
if
is
If
we
set
5S
,
1
a"
where em is equal to
1, it is evident that the sign of h is the same aa that of
e m and that the absolute value of h is less than 3/2a m
Having chosen h in this
way, we shall have
an - n a m 7c(x + h) = an - m n(a m + e m ).
a"7f(x + h)
.
Since a
is
odd and
em
1,
the product an -
(a m
-f
am +
e m ) is
even or odd with
a m + 1, and hence
cos[a"7r(z
Moreover we
shall
coa(a
or, since
m am
a"~
n
7tx)
is
=
=
follows that
A)]
l)
m am
=
7rz)
- m a Tt cos
m )
cos(a"-
cos
(a"
even or odd with

CQS
It
have
we may
(fin 7f%\
am
1
m
cos[a"-
*(a m
m n)
"
(a"
m)]
^""*
m^
COS {a n
7T^
write
(
_ 1)g, +
*
i
"m
n
Since every term of the series is positive,
it is greater than 6 m since
consequently
or, since
\h\<
3/2a
its
,
sum is greater than the
lies
between
1/2 and
m
,
If
a and b satisfy the inequality

a6>l
(80)
we
shall
have
3
whence, by
ab-l
(79),
F(x
+ h)-
F(x)
>
|B|-|S n
a6-l
first
term, and
1/2.
Hence
EXERCISES
IX, Exs.]
425
As becomes infinite the expression on the extreme right increases indefinitely,

while the absolute value of h approaches zero.
Consequently, no matter how
be chosen, an increment h can be found which is less than
in abso
and for which the absolute value of [F(x + h)
F(x)~\/h exceeds any
preassigned number whatever. It follows that if a and b satisfy the relation (80),
small
lute value,
the function F(x) possesses no derivative for
any value of x whatever.
EXERCISES
1.
Apply Lagrange
formula to derive a development in powers of x of that

ay + x which is equal to a when x = 0.
root of the equation y 2
Solve the similar problem for the equation y
2.
xy m + l
Apply the
0.
result to the quadratic equation a

bx + ex 2
0.
Develop in powers of c that
root of the quadratic which approaches a/6 as c approaches zero.
Derive the formula
3.
l+x
Show
4.
that the formula
Vl +
holds whenever x
Show
5.
is
2 \1
greater than
2.4
x/
1/2.
that the equation

c
2 1
x2
holds for values of x less than
when x
|
>
4 \1
in absolute value.
G \1
x2
What
is
the
sum
of the series
1.2
Show
7.
and
powers
when sinx
respectively,
of sin x
m2 - 1
mx =
[Make use
2 2 0)
l)(m
sm s x + (m
sm 5 x
1.2.3.4.5
m 2 (m 2 -4) 4
sm x
1.2.3.4
.
?n 2
1
sin 2 x H
of the differential equation
satisfied
From
dy 2
is
sinmx and cosmx which reduce
are developable in series according 10
1.2.3
1.2
which
1-2.3
+*
L
cos
that the branches of the function
1,
sm mx = m f sm x
8.
Derive the formula
6.
to
x2 /
by u
dy
cosmx and by u = sinmx, where y
sinx.J
the preceding formulae deduce developments for the functions
cos (n arc cos x)
sin (n arc cos x)
CHAPTER X
PLANE CURVES
The curves and
surfaces treated in Analytic Geometry, properly
speaking, are analytic curves and surfaces. However, the geomet

rical concepts which we are about to consider involve only the exist
ence of a certain number of successive derivatives. Thus the curve
whose equation is y = f(x) possesses a tangent if the function f(x)

has a derivative / (#) it has a radius of curvature if / (#) has a
;
derivative
/"(cc);
and so
forth.
I.
ENVELOPES
Given a plane curve C whose
201. Determination of envelopes.
equation
(1)
f(x, y, a)
involves an arbitrary parameter a, the form and the position of the

If each of the positions of the curve C is
curve will vary with a.
tangent to a fixed curve E, the curve E is called the envelope of the

curves C, and the curves C are said to be enveloped by E.
The
before
is
to
establish
the
existence
us
problem
(or non-existence) of
an envelope for a given family of curves C, and to determine that

envelope when it does exist.
Assuming that an envelope E
exists, let (x, y] be the point of tanE

of
with
that
one
of
the
C which corresponds to a cer
curves
gency
tain value a of the parameter. The quantities x and y are unknown
functions of the parameter a, which satisfy the equation (1).
In
order to determine these functions, let us express the fact that the
tangents to the two curves E and C coincide for all values of a.
Let Sx and 8y be two quantities proportional to the direction cosines

of the tangent to the curve C, and let dx/da and dy/da be the
derivatives of the unknown functions x =
Then a
y = $(&)
<(),
necessary condition for tangency
is
dx
da
dy
da
C *
426
X,
ENVELOPES
201]
427
On the other hand, since a in equation (1) has a constant value for
the particular curve C considered, we shall have
(
+ ^Sy =
dy
sx
(3)
dx
0,
"
which determines the tangent to C. Again, the two unknown func

=
y = ^() satisfy the equation
tions x
<(),
f(x, y, a)
where a
also,
is
now
cfdx
oITda
ex
df
+ cfdt/
aj+a=
da
oa
combining the equations
cy
(2), (3),
The unknown functions x =

y
and the equation (1). Hence
<(),
an envelope
exists, is to be
and
(4),
= \f/(d) are solutions of this equa
tion
case
Hence
the independent variable.
(4)
or,
= 0,
the equation of the envelope, in
found by eliminating the parameter a
between the equations f

0, df/da = 0.
Let R(x, y)
be the equation obtained by eliminating a between
(1) and (5), and let us try to determine whether or not this equation
Let C be the particu

represents an envelope of the given curves.
which corresponds to a value a of the parameter, and let
lar curve
y ) be the coordinates of the point

(atwo curves
,
/(*, y, a
(6)
The equations
x
=
<f>(a),
(1)
*-
0,
of intersection of the
<>.
t/a
and (5) have, in general, solutions of the form

which reduce to x and y respectively, for
\j/(a),
Hence
ti
for a
aQ
we
dx \da/o
shall
c // Q
have
\da/o
This equation taken in connection with the equation (3) shows

that the tangent to the curve C coincides with the tangent to the
curve described by the point (x, y*), at least unless df/dx and
df/dy
unless the point
Q is a singular point for the
curve C
It follows that the equation R(x,
represents either
y)
the envelope of the curves C or else the locus
of singular points on
are both zero, that
.
these curves,
is,
PLANE CURVES
428
This result
may be
[X,
202
has
If each of the curves
supplemented.
one or more singular points, the locus of such points is surely a part
0.
of the curve R(x, y)
Suppose, for example, that the point (x, y)
Then x and y are functions of a which
a
is such
singular point.
satisfy the three equations

^\
f(x,y,a) = Q,
= 0,
/>
= 0,
0.
It follows that x and y
=
obtained
the
eliminating a between
by
equation R(x, y)
satisfy
In the general case the
0.
and df/Sa
the two equations /
and hence also the equation df/da
curve R(XJ y)
one of which
=
is
is
composed
two analytically
of
the true envelope, while the other
distinct parts,
the locus of
is
the singular points.
Example. Let us consider the family of curves
= /-2/ +
2
/(*,*/,)
The
-)
elimination of a between this equation and the derived equation
gives y*
(*
jf.
l,
= 0,
1.
which represents the three straight
The given family
by a translation of the curve
of curves
y*
+x =
2
lines
0,
may be generated
along the x axis.
This curve has a double point at the origin, and it is tangent to

I at the points where it cuts the
each of the straight lines y =
line
the
y = is the locus of double points,
straight
y axis. Hence
lines
two
the
whereas
y = 1 constitute the real envelope.
straight
202.
If the curves
C have an
envelope E, any point of the envelope
the limiting position of the point of intersection of two curves of

the family for which the values of the parameter differ by an infini
is
tesimal.
For, let
f(x, y, a)
(7)
f(x,y,a
0,
h)
two neighboring curves of the family. The

the points of intersection of the two
determine
equations (7), which
be
replaced by the equivalent system
curves, may evidently
be the equations of
f(x,
y,
a)
f(x,
0,
y,
h)-f(x,y,
-
a)
0,
X,
ENVELOPES
202]
429
as h approaches zero, that

the second of which reduces to Sf/da
two
curves
of
the
second
the
as
approaches the first. This prop
is,
In Fig. 37, a, for instance, the

of the two neighboring curves C and C
as C approaches the curve C
approaches the point of tangency
erty
is
fairly evident geometrically.
point of intersection
FIG. 37, b
as its limiting position. Likewise, in Fig. 37, b, where the given

curves (1) are supposed to have double points, the point of intersec
tion of two neighboring curves C and C approaches the point where
cuts the envelope as
The remark
just
made
approaches C.
explains
the locus of singular points
why
found along with the envelope. For, suppose that f(x, y, a) is a

?/ ) chosen at
polynomial of degree m in a. For any point
Q (x
is
random
in the plane the equation
(8)
/(.r
7,0,0
will have, in general,

distinct roots. Through such a point there
different curves of the given family. But if the
pass, in general,
point
lies
on the curve
R (or,
y)
= 0,
the equations
are satisfied simultaneously, and the equation (8) has a double root.
The equation R(x, y)
may therefore be said to represent the
locus of those points in the plane for which two of the curves of
the given family which pass through

one.
The
figures 37, a,
and
37,
b,
have merged into a single

clearly the manner in which
it
show
two of the curves through a given point merge into a single one as
that point approaches a point of the curve
R(x, y) = 0, whether on
the true envelope or on a locus of double points.
PLANE CURVES
430
It often
Note.
becomes necessary to
[X,
203
find the envelope of a family
of curves
F(x, y, a,
(9)
ft)
whose equation involves two variable parameters a and b, which

= 0. This case
themselves satisfy a relation of the form
ft)
does not differ essentially from the preceding general case, however,
for
may be thought of as a function of a defined by the equation
<f>(a,
ft
the rule obtained above, we should join with the given

the
equation
equation obtained by equating to zero the derivative
of its left-hand member with respect to a
<
0.
By
dFdt __
-n
dp
~0
07
ca
But from the
relation
ft)
<f>(a,
d(fr
we have
db
da
d<f>
da
"
da
co
db
also
whence, eliminating db/da, we obtain the equation
_
da db
db
da
and
The parameters a and
required envelope.
between these three equations
203. Envelope
of a straight line
<f>
ft
if
0,
may
determine the
be eliminated
desired.
As an example
of a straight line.
F=
which, together with the equations
let
us consider the equation
D in normal form
zcosa + y
(11)
where the variable parameter
is
with respect to this parameter,
0,
f(a)
the angle a.
Differentiating the left-hand side
find as the second equation
we
xsinct
(12)
sin
y cos
f(a)
0.
These two equations (11) and (12) determine the point of intersection of any
one of the family (11) with the envelope E in the form
(x=f(a)cosa -f
y = f(a) sin a + f
It is
(a) sin
(a) cos
a,
which is described by this

easy to show that the tangent to the envelope
For from the equations (13) we find
the line D.
(z, y) is precisely
point
whence dy/dx
cot
dx
dy
= - [/() + /"()] sin a da

= [/(a) +
cos a da
a which
,
/"(a)]
is
precisely the slope of the line D.
X,
ENVELOPES
203]
Moreover,
point upon
if
it,
431
denote the length of the arc of the envelope from any fixed
we
have, from (14),

ds
dy*
[/(a)
/"(a)]
da-
whence
da
+/
[//(or)
Hence the envelope
known
for /(a) the derivative of a
As an example
let
(<*)].
be a curve which
will
easily rectifiable
if
we merely choose
function.*
us set f(a)
sin
we
cessively in the equation (11),
is
cos a.
Taking y
find (Fig. 38)
OA =
AB
= I. The required
respectively hence
curve is therefore the envelope of a straight
line of constant length Z, whose extremities
;
The formulae
on the two axes.
lie
always
= suc
OB = Zcosa,
and x
sin a,
(13) give in this case
sin 3
and the equation
cos 3
a-
of the envelope
-A*
is
AA?
if*-
which represents a hypocycloid with four

cusps, of the form indicated in the figure.
As a varies from to 7T/2, the point of con
tact describes the arc
DC.
s=
p IG
Hence the length

3 1 sin
of the arc, counted
a cos a da =
sin 2
Jo
from D,
is
a.
Let I be the fourth vertex of the rectangle determined by OA and OB, and
the foot of the perpendicular let fall from / upon AB.
Then, from the tri
angles AMI and APM, we find, successively,
AM = AI cos a =
Hence
AP = sin
AB with the envelope.
OP = OA
the line
cos 2
AP = AM sin a =
a, and the point

Moreover
is
cos 2
a sin a
the point of tangency of
BM = l-AM=lsm*a;
hence the length of the arc
Each
DM = 3BM/2.
which occur
of the quantities
in the
formula for
s,
= f (a) + ff(a)
daf,
the angle between the x axis and the perpendicular

let fall upon the variable line from the origin
is the distance
from the
from
origin to the variable line; and /
is, except for sign, the distance
the point
where the variable line touches its envelope to the foot
of the perpen
has a geometrical meaning
is
ON
dicular let fall upon the line from the origin.
Legendre
formula.
ON
f(<x)
(<*)
The formula
MN
for 5 is often called
PL AXE CURVES
432
204. Envelope of a
where
a, 6,
[X,
Let us consider the family of
circle.
and p are functions
of a variable
parameter
204
circles
The
t.
points where a
circle of this family touches the envelope are the points of intersection of the
circle
and the straight
line
(x
(16)
This straight line
by the center
is
a) a
(y
b) b
and
the variable circle (15),
M T to the curve C described
perpendicular to the tangent
(a, 6) of
pp
its
distance from the center
p dp/ds, where
is
denotes the length of

the arc of the curve C measured from
some
fixed point.
Consequently, if the
meets the circle in the two
line (16)
points
bisected
and
the chord
T
by the tangent
angles.
consists
of
/<j[
It follows
two
NN
is
at right
that the envelope
which
parts,
are,
in
general, branches of the same analytic

curve.
Let us now consider several
special cases.
1) If
tact
NN
is
constant, the chord of con
reduces to the normal
PP
to
the curve C, and the envelope is com

posed of the two parallel curves C\ and
FIG. 39
C{ which are obtained by laying off the constant distance p along the normal,
on either side of the curve C.
reduces to the tan
2) If p = s + K, we have p dp/ds = p, and the chord
gent to the circle at the point Q. The two portions of the envelope are merged
into a single curve T, whose normals are tangents to the curve C. The curve C
is called the evolute of T, and, conversely, T is called an involute of C
(see
206),
If dp
ds, the straight line (16) no longer cuts the circle, and the envelope is
NN
>
imaginary.
Secondary caustics.
Let us suppose that
the radius of the variable circle

tional to the distance
is
propor
from the center to a
fixed point 0. Taking the fixed point O as

the origin of coordinates, the equation of the
becomes
circle
where
A; is a constant
factor,
of the chord of contact is
(x
If 8
a)
and
(y
b)
and the equation
k*(aa
E
+
bb
0.
FIG. 40
denote the distances from the
center of the circle to the chord of contact and to the parallel to

2
origin, respectively, the preceding equation shows that 5 = k d
through the
Let P be a
k*MO, and let C be the
.
point on the radius
MO
(Fig. 40),
such that
MP =
it
X,
CURVATURE
05]
the equation just found shows that the chord of con
Then
locus of the center.
433
the perpendicular let fall from

upon the tangent to C at the center M.
denote that branch of the
Let us suppose that k is less than unity, and let
as does the point 0.
which lies on the same side of the tangent
tact
is
MT
envelope
Let
MN
MO
the two angles which the two lines

r, respectively, denote
make with the normal MI to the curve C. Then we shall have
and
_
=
Mq
~_ Mp
sin
_ Mq _ MQ _
~~
and
M~ MP~ k
Now let us imagine that the point is a source of light, and that the curve C
which O lies from another medium
separates a certain homogeneous medium in
whose index of refraction with respect to the first is l/k. After refraction the
will be turned into a refracted ray MR, which, by the law of
incident
OM
ray
MR
Hence all the refracted rays

the extension of the line NM.
are normal to the envelope, which is called the secondary caustic of refraction.
The true caustic, that is, the envelope of the refracted rays, is the evolute of the
refraction,
is
secondary caustic.
The second branch
it
would correspond
of the envelope evidently has
to a negative index of refraction.
no physical meaning
If
we
set k
1,
the
becomes the locus

reduces to the single point 0, while the portion
with respect to the tangents to C.
of the points situated symmetrically with
This portion of the envelope is also the secondary caustic of reflection for inci
envelope
dent rays reflected from C which issue from the fixed point 0. It may be shown
in a manner similar to the above that if a circle be described about each point of
C with a radius proportional to the distance from its center to a fixed straight
the envelope of the family will be a secondary caustic with respect to a
system of parallel rays.
line,
II.
205. Radius of curvature.
CURVATURE
The
first
idea of curvature
is
that the
greater than that of another if it recedes

more rapidly from its tangent. In order to render this somewhat
vague idea precise, let us first consider the case of a circle. Its
curvature of one curve
is
curvature increases as
its
radius diminishes
it
is
therefore quite
curvature the simplest func

tion of the radius which increases as the radius diminishes, that
Let AB be an arc of a circle
of the radius.
is, the reciprocal
natural to select as the measure of
its
l/R
subtends an angle o at the center. The angle

and
between the tangents at the extremities of the arc AB is also
Hence the measure of the curva
the length of the arc is s =
This last definition may be extended to
ture of the circle is w/s.
of radius
R which
<o,
R<a.
Let AB be an arc of a plane curve without a

at the
point of inflection, and w the angle between the tangents
extremities of the arc, the directions of the tangents being taken
the direction from A
in the same sense according to some rule,
an arc of any curve.
434
PLANE CURVES
toward B, for instance.
Then the quotient w/arc
AB
is called
the
the point B approaches the

this quotient in general approaches a limit, which is called
the curvature at the point A.
The
As
average curvature of the arc AB.

point
[X,205
radius of curvature at the point A is

defined to be the radius of the circle
which would have the same curvature

which the given curve has at the point
it is
therefore equal to the recipro

Let s be the
cal of the curvature.
length of the arc of the given curve
measured from some fixed point, and

a the angle between the tangent and
FIG. 41
some
fixed direction,
the x axis, for example.
Then
it is
clear
that the average curvature of the arc AB is equal to the absolute

value of the quotient Aa/A.s hence the radius of curvature is given
;
by the formula
R=
As
,.
lim
Aa
dsart
Let us suppose the equation of the given curve to be solved for y

in the form y =f(x).
Then we shall have
= arc tan y
da
y"dx
y
"
ds
and hence
(
*=
17
>
y,,
Since the radius of curvature

indicates that
we
essentially positive, the sign

are to take the absolute value of the expression
is
on the right. If a length equal to the radius of curvature be laid

from A upon the normal to the given curve on the side toward
which the curve is concave, the extremity / is called the center of
off
curvature.
The
circle described
about 7 as center with
called the circle of curvature.

The coordinates (x
center of curvature satisfy the two equations
is
R
,
as radius
)
of the
which express the fact that the point lies on the normal at a dis
tance R from A.
From these equations we find, on eliminating x l}
X,
CURVATURE
205]
In order to
tell
435
which sign should be taken,
us note that
let
if
y"
is
y must be positive hence the positive

positive, as in Fig. 41, y^
is negative, y
y is nega
should be taken in this case. If
;
sign
y"
tive,
and the positive sign should be taken in
this case also.
The
coordinates of the center of curvature are therefore given by the
formulae
1
(18)
**-*=-
yi-9*=jf->
1
,
fT-
the coordinates of a point (x, y) of the variable curve are

we have, by 33,
given as functions of a variable parameter t,
When
and the formulae (17) and (18) become

jz
+ dy*?
(dx*
**
j
}
dy(dx*
+ dif~)
&x
=
dxd y-dyd*x
2
and the radius of curvature is

first kind y can be developed according
hence
to powers of x l/2 in a series which begins with a term in x
of
radius
the
therefore
is infinite, and
y has a finite value, but
At a point of inflection
At a cusp of the
infinite.
y"
0,
y"
curvature
is zero.
When
Note.
the coordinates are expressed as functions of the arc s of the
curve,
x
the functions
<f>
and f
<P(s)
dy2
da 2
(/>"
Solving these equations for
where
(20)
and hence they

<
cially elegant
f (a)

2(S)
since dx 2
<
and
\f/
+
,
/2
(S)=1,
also satisfy the relation
-fy
î"
we
find
and the formula for the radius of curvature takes on the espe
form
1,
s[*
PLANE CURVES
436
[X,
206
206. Evolutes. The center of curvature at

any point is the limit
ing position of the point of intersection of the normal at that point
with a second normal which approaches the first one as its
limiting
For the equation of the normal is
position.
where
and
Y are
the running coordinates.
In order to find the
limiting position of the point of intersection of this normal with

another which approaches it, we must solve this equation simulta
neously with the equation obtained by equating the derivative of the

left-hand side with respect to the variable parameter x,
i.e.
The value of Y found from this equation is precisely the ordinate

of the center of curvature, which proves the proposition. It follows
that the locus of the center of curvature is the envelope of the
normals of the given curve,
i.e.
its
evolute.
Before entering upon a more precise discussion of the relations

between a given curve and its evolute, we shall explain certain con
ventions.
Counting the length of the arc of the given curve in a

from a fixed point as origin, and denoting by a the
definite sense
angle between the positive direction of the x axis and the direction
of the tangent which corresponds to increasing values of the arc,
we shall have tan a
y and therefore
cos
On the right the sign -f- should be taken, for if x and s increase
simultaneously, the angle a is acute, whereas if one of the varia
bles x and s increases as the other decreases, the angle
is obtuse
81).
Likewise,
tangent, cos
(3
if (3
dy/ds.
COS
denote the angle between the y axis and the

The two formulae may then be written
or
= dx
as
where the angle a
is
>
Sin
~
= dy
-j
as
counted as in Trigonometry.
On
the other hand, if there be no point of inflection upon the

given arc, the positive sense on the curve may be chosen in such a
way that s and a increase simultaneously, in which case R
ds/da
along the arc. Then it is easily seen by examining the two

possible cases in an actual figure that the direction of the segment
all
X,
CURVATURE
206]
437
starting at the point of the curve and going to the center of curva
a -f 7r/2 with the x axis. The coordinates
ture makes an angle a 1
f the center of curvature are therefore given by the formulae
X
L
y\)
(
>
xl
+ R cos
=x
sin a,
"/
=
+
(\
a
+ R cos a,
whence we find
cfaj
efo/!
In the
=
=
cos
ads
cos
a da
sin
ads
sin
tZa
a dR
show that dy l /dx l
these formulas
first place,
=
+ cos a dR =
sin
sin
a cR,
cos
rf7?
cot a,
which
proves that the tangent to the evolute is the normal to the given
Moreover
curve, as we have already seen.
ds\
or dsi
dx\
dy\
dR*
Let us suppose for definiteness that the radius
dR.
of curvature constantly increases as we proceed along the curve C

and let us choose the positive sense of
l to Jl/2
(Fig. 42) from
motion upon the evolute (D) in such a way

that the arc s 1 of
(Z))
increases simultane
Then the preceding formula

becomes d$i = dR, whence s t = R + C. It
R 1} and we
follows that the arc /!/2 = R 2
ously with R.
see that the length of any arc of the evolute

equal to the difference between the tivo
is
radii of curvature of the curve C which cor

respond to the extremities of that arc.
This property enables us to construct the

be
involute C mechanically if the evolute
(Z>)
FIG. 42
If a string be attached to (D) at an

arbitrary point A and rolled around (D) to /2 , thence following the
given.
tangent to
the point
string, now held

struction may be
taut,
is
will describe the involute
wound
as the
This con
further on round
(Z>).
stated as follows
On
each of the tangents
IM of
where I + s
the evolute lay off a distance IM
const., s being
I,
values
various
the length of the arc AI of the evolute.
Assigning
to the constant in question, an infinite number of involutes may be
drawn, all of which are obtainable from any one of them by laying
off
constant lengths along the normals.
PLANE CURVES
438
All of these properties
may
[X,
be deduced from the general formula
for the differential of the length of a straight line
dl
dar 1
207
COS
(Zcr 2
(D!
COS
o>.
segment
82)
segment is tangent to the curve described by one of its

extremities and normal to that described by the other, we may set
= 7T/2, and the formula becomes dl da^ = 0. If the
TT, w.2
straight line is normal to one of the two curves and Z is constant,
= 0, and therefore cos 2 = 0.
dl = 0, cos
The theorem stated above regarding the arc of the evolute depends
essentially upon the assumption that the radius of curvature con
If
stantly increases (or decreases) along the whole arc considered.
this condition is not satisfied, the statement of the theorem must
In the first place, if the radius of curvature is a maxi
be altered.
mum or a minimum at any point, dR = at that point, and hence
Such a point is a cusp on
dxi = dy l = 0.
If the
<0l
o>
<DI
the evolute.
(Fig. 43),
for example, the radius

at the point
If,
of curvature
is
we
maximum
shall
have
= IM
arc 77, = IM -
arc//!
A-!/!,
72 3/a
whence
arc /! 7/2
2 737
t
to the difference
207. Cycloid.
circle
which
72
72
Hence the difference 7
77
and
not
and
arcs
the
two
between
2
Hi
is
equal
their sum.
cycloid is the path of a point upon the circumference of a

without slipping on a fixed straight line. Let us take the
The
rolls
n
Fio. 44
fixed line as the
x axis and locate the origin at a point where the point chosen on
When the circle has rolled to the point 7 (Fig. 44)
the circle lies in the x axis.
the point on the circumference which
was
at
has come into the position M,
X,
CURVATURE
207]
439
where the cirenlar arc IM is equal to the segment OI. Let us take the angle
between the radii CM and CI as the variable parameter. Then the coordinates
of the point
M are
= 01 - IP =
- E sin 0,
R(f>
MP = 1C + CQ = R
- R cos 0,
on the two lines 01 and IT, respec

where
and Q are the projections of
It is easy to show that these formulae hold for any value of the angle 0.
tively.
In one complete revolution the point whose path is sought describes the arc
If the
OBO\.
motion be continued
=
y =
sin
R(l
and the slope
cos 0)
dx
<p)
R(<}>
dy
of the tangent
is
0/2, the triangle
d<f>
<(>)
d-x
d*y
infinite
number
find
= Rsin0d0 2
= .Rcos0 d0 2
seen to be
sin
dx
MTC =
= R(l cos
= R sin d0
dy ~
which shows that the tangent
we obtain an
we
indefinitely,
From
of arcs congruent to this one.
at
cot
cos
MTC being
the straight line

T, since the angle
Hence the normal at
is the
is
isosceles.
MI
straight line
through the point of tangency I of the fixed straight line with
the moving circle.
For the length of the arc of the cycloid we find
(Zs 2
if
= E2 d02 [sin 2 +
(1
cos 0) 2 ]
= 4R 2 sin 2 - d0 2
the arc be counted in the sense in which
the arc from the point
as origin,
we
<f>
= 2it, we
ds
= 2R sin
4fi(
~ d0
Hence, counting
have
1-cos-Y
2/
OBO
find that the length of one whole section

t is 8R.
is therefore 4.R,
from the origin to the maximum
OMB
length of the arc

the length of the arc
2i
increases with 0.
it
shall
V
Setting
or
The
and
BM (Fig. 44) 4R cos 0/2. From the triangle MTC the

2R cos 0/2 hence arc BM 2MT.
length of the segment MT
is
is
Again, the area up to the ordinate through
A=
f
Jo
ydx= JoC E 2 (l-2cos0 +
sin
2
A= /3-0-2sm0 + - 20\
4 ^)#
V"
is
cos 2 0)d0
Hence the area bounded by the whole arc OBOi and the base OOi
is,
three times the area of the generating circle.
is 37T.K 2 ,
that
(GALILEO.)
The formula for the radius of curvature of a plane curve gives for the cycloid
PLANE CURVES
440
[X,
208
On the other hand, from the triangle MCI, MI = 2R sin 0/2. Hence p = 23fl,
and the center of curvature may be found by
extending the straight line MI
This fact enables us to determine the evolute
past I by its own length.
easily.
For, consider the circle which is symmetrical to the generating circle with
Then the point
respect to the point I.
where the line
cuts this second
circle is evidently the center of
l = MI. But we have
curvature, since
MI
arc
TtR
arc
or
BOi, the point
OB
IM =
TtR
arc
IM = nE -
= OH - OI = IH = T E
BB
already described, with respect to
appearance
describes a cycloid which is congruent to the first one, the

and the maximum at O. As the point
describes the arc
describes a second arc B Oi which is symmetrical to the arc
.
208. Catenary. The catenary is the plane curve

to a suitably chosen set of
rectangular axes is
Its
01,
Hence the point

cusp being at
arc
is
indicated by the arc
MAM
whose equation with respect
in the figure (Fig. 45).
FIG. 45
From
(21)
we
find
denote the angle which the tangent

for y gives
If
X
e~ a
ea
ea
The radius
of curvature
is
cos0
MPN,
en
y"
But, in the triangle
TM makes with
MP =
MNcostf,- hence
COS
=
e
"
a2
the x axis, the formula
a
-
X,
CURVATURE
209]
It follows that the
the normal
MN.
The length
radius of curvature of the catenary is equal to the length of

evolute may be found without difficulty from this fact.
The
of the arc
AM of
the catenary
px e a
y sin
tangent
If
<f>.
MT, we
_y
e
dx
Jo
or s
441
is
a I *
a
-
_ *\
1
2\
Pm
a perpendicular
be dropped from
from the triangle PMm,
(Fig. 46)
upon the
find,
Mm = MP sin = s
<f>
Hence the arc

209.
AM
is
Mm.
equal to the distance
The curve described by the point m (Fig. 45) is called the

an involute of the catenary and has a cusp at the point A. The
Tractrix.
tractrix.
It is
length of the tangent to the tractrix is the distance mP. But, in the triangle
= a hence the length
measured along the tangent to
y
the tractrix from the point of tangency to the x axis is constant and equal to a.
MPm, mP =
The
tractrix
is
mP
cos</>
the only curve which has this property.
Moreover, in the triangle

TP,
radius of curvature and the normal
is
Mm
is
mT = a
2.
Hence the product
a constant for the tractrix.
of the
This property
shared, however, by an infinite number of other plane curves.

The coordinates (xi, y\) of the point TO are given by the formulae
x\
x/ a
or, setting e
cos
(f>
eu
e ~a
tan 0/2, the equations of the tractrix are
xi
(22)
a cos
a log (tan-
As the parameter 8 varies from n/2 to n, the point (x l y v ) describes the

Amn, approaching the x axis as asymptote. As varies from n/2 to 0,
,
point (xi yi) describes the arc

the y axis. The arcs Amn and
,
and
AM
Am n
Am n
symmetrical to the
first
with respect to
correspond, respectively, to the arcs
210. Intrinsic equation. Let us try to determine the

equation of a plane
when the radius of curvature R is given as a function of the arc s,
=
Let a be the angle between the tangent and the x axis then
= ds/da, and therefore
ds
ds
<f>(s).
da =
AM
of the catenary.
curve
E
R
arc
the
first
integration gives
a=
tt
ds
-
*()
PLANE CURVES
442
and two further integrations give x and y

x
XQ
+J
cos
a ds
[X,
in the
form
+ f
sin
J *o
*o
a ds
210
The curves defined by these equations depend upon the three arbitrary con
But if we disregard the position of the curve and think
2/o, and a
stants x
only of its form, we have in reality merely a single curve.

sider the curve C defined by the equations
the general formulae
For,
if
we
first
con
may
X cos
X n
=x +
= 2/0 +
si
O-Q
<*o+
Y cos
cr
the positive sign be taken. These last formulae define simply a transforma
If the negative sign be selected, the curve obtained
tion to a new set of axes.
A plane curve is
axis.
is symmetrical to the curve C with respect to the
if
therefore completely determined, in so far as its form is concerned, if its radius

The equation B
#(s) is
of curvature be known as a function of the arc.
More generally, if a relation between
called the intrinsic equation of the curve.
any two of the quantities B, s, and a be given, the curve is completely deter
mined in form, and the expressions for the coordinates of any point upon it
be obtained by simple quadratures.
For example, if B be known as a function of a,
ds = /(a) da, and then
dx = cos af(a) da,
may
dy
sin
af(a) da
B =/(), we
first
find
If J? is a constant, for instance,
whence x and y may be found by quadratures.

these formulae give
and the required curve

from the consideration
XQ
is
+ B sin a
B cos a
This result
a circle of radius B.
is
otherwise evident
of the evolute of the required curve, which must reduce

to a single point, since the length of its arc is identically zero.
As another example let us try to find a plane curve whose radius of curva
ture
is
proportional to the reciprocal of the arc,
B=
a?/s.
The formulas
give
ds
and then
Although these integrals cannot be evaluated in explicit form, it is easy to gain

an idea of the appearance of the curve. As s increases from to + cc, x and y
each pass through an infinite number of maxima and minima, and they approach
Hence the curve has a spiral form and approaches
the same finite limit.
asymptotically a certain point on the line y
x.
CONTACT OSCULATION
X,2ll]
CONTACT OF PLANE CURVES
III.
211. Order of contact.
C and C
Let
be two plane curves which

on C let us assign,
To every point
are tangent at some point A.
according to
443
any arbitrary law whatever, a point
on C
the only
requirement being that the point

should approach A with m. Taking
the
a.TcAm
what amounts
or,
to
Am
the same thing, the chord

the principal infinitesimal, let us
what law of correspond
investigate
make the
ence will
as
first
order of the infin
mm
with respect to Am as
large as possible. Let the two curves
be referred to a system of rectangular
itesimal
or oblique cartesian coordinates, the axis of
common tangent AT.
y not being parallel
to
the
Let
(C)
</=/(*),
(C")
Y=F(x)
be the equations of the two curves, respectively, and let (o

y ) be
the coordinates of the point A.
Then the coordinates of
will
be [a- -f h, f(x -f A)], and those of
will be [#
k, F(x Q
&)],
,
m
+
where k is a function of h which defines the correspondence between

the two curves and which approaches zero with h.
Am
The principal infinitesimal

may be replaced by h
ap, for
the ratio ap/Am approaches a finite limit different from zero as the
m approaches the point A. Let us now suppose that

is
an infinitesimal of order r -f 1 with respect to h, for a certain
mm
point
method of correspondence. Then mm

denote the angle between the axes, we
mm = [F(x +
1
/(*
jfe)
+ *) + (k-
is
of order 2r
h) cos
be an infinitesimal of order not less than r -f
where a and
approaches
/3
-f
a h,* +
F(x
are functions of h
zero.
The second
k)
-f(x
OJ
h and F(x
hence each of the differences k
1,
k)
f(x
that is,
+ A) =
which approach
of these formulae
a/t^ 1 )
If 6
2
2
A) sin 6
(k
-f(x +
A)
must
finite limits as
may
= fih
+ A)
ph +\
*1
be written in
the form
F(x
+ 2.
shall have
PLANE CURVES
If the expression
F(x
+h+
[X,2ii
ah r+l ) be developed
in
powers of
a,
the terms which contain a form an infinitesimal of order not less
than r
Hence the
-f 1.
&
is
difference
F(x Q
an infinitesimal whose order
+ h)-f(x +
is
h)
not less than r
+1
and may exceed
equal to the distance mn between

are cut by a parallel
the two points in which the curves C and
of
order
the
infinitesimal
Since the
to the y axis through ra.
r
But
1.
this difference
is
C"
mm
is
increased or else unaltered by replacing
by
n, it
follows that
the distance between two corresponding points on the two curves is an

infinitesimal of the greatest possible order if the two corresponding
points always
ble order is r
on a parallel to the y axis. If this greatest possi

1, the two curves are said to have contact of order r
lie
at the point A.
This definition gives rise to several remarks. The y axis

whatever not parallel to the tangent A T. Hence, in
order to find the order of contact, corresponding points on the two
Notes.
was any
curves
line
may be
defined to be those in which the curves are cut by

any fixed line D which is not parallel to the tan
lines parallel to
The preceding argument shows that

gent at their common point.
the order of the infinitesimal obtained is independent of the direc
tion of
7),
a conclusion which
is
easily verified.
Let
mn
and
mm
of the curve C which are not

be any two lines through a point
Then, from the triangle
parallel to the common tangent (Fig. 46).
mm
n,
mm
sin
mn
sin
mm
mnm and mm n
which is zero or TT, since the chord m n
approaches the tangent AT. Hence mm /mn approaches a finite
limit different from zero, and mm is an infinitesimal of the same
The same reasoning shows that mm cannot be of
order as mn.
order
than
higher
mn, no matter what construction of this kind is
used to determine m from m, for the numerator sin mnm always
approaches a finite limit different from zero.
The principal infinitesimal used above was the arc Am or the
chord Am. We should obtain the same results by taking the arc
An of the curve C for the principal infinitesimal, since Am and An
are infinitesimals of the same order.
As the point
approaches the point A, the angles
approach limits neither of
X,
CONTACT
212]
OSCULATION
445
two curves C and C have a contact of order r, the points m

on C may be assigned to the points m on C in an infinite number
of ways which will make mm an infinitesimal of order r + 1,
for
that purpose it is sufficient to set k = h + aha +
where s^r and
where a is a function of h which remains finite for h = 0. On the
If
other hand,
if s
<
r,
mm
the order of
cannot exceed
5 -f 1.
212. Analytic method. It follows from the preceding section that

the order of contact of two curves C and C is given by evaluating
the order of the infinitesimal
with respect to h.
Since the two curves are tangent at A,
It may happen that others of the
(x ).
F(x^)
/() and F (x )
derivatives are equal at the same point, and we shall suppose for
=f
the sake of generality that this
F(x )=f(x o)
(23}
is
true of the first
\
I F"(* )
-.,
=/"(*),
but that the next derivatives -F (n +
Applying Taylor
s series to
n derivatives
F (* ) =/ (*),
F^(x ) =/>(x
+
),
and /
are unequal.
(cc )
(a- )
each of the functions F(x) and f(x), we
1)
(n
1)
find
or,
subtracting,
F~y=
(24)
where
and
1.2.^(
are infinitesimals.
It follows that the order of contact

equal to the order n of the highest derivatives of F(x)
and f(x) which are equal for x
x
The conditions (23), which are due to Lagrange, are the necessary
c
of two curves
is
and
sufficient conditions that
order n
x should be a multiple root of
1 of the equation
But the roots of this
F(z) =/(<r).
equation are the abscissae of the points of intersection of the two
PLANE CURVES
446
curves
C and
C"
hence
it
contact of order n have n
may
212
[X,
be said that two curves which have
1 coincident points of intersection.
y changes sign with h if n is

(24) shows that F
and
that
it
if
does
not
n
is
odd.
Hence curves which have
even,
contact of odd order do not cross, but curves which have contact of
The equation
even order do cross at their point of tangency.

It is easy to see why
Let us consider for definiteness a curve C
this should be true.
which cuts another curve C in three points near the point A. If

be deformed continuously in such a way that each of
the curve
C"
the three points of intersection approaches A, the limiting position

of C has contact of the second order with (7, and a figure shows that
the two curves cross at the point A.
This argument
is
evidently
general.
If the equations of the two curves are not solved with respect to
Y and y, which is the case in general, the ordinary rules for the
calculation of the derivatives in question enable us to write down

the necessary conditions that the curves should have contact of
order
n.
culties.
The problem
We
shall
is therefore free from any particular

examine only a few special cases which
diffi
arise
First let us suppose that the equations of each of the

frequently.
curves are given in terms of an auxiliary variable
(X = A
f(u),
"
(c)
an(^ A (ô) =
and that ^( ) =
i- e
that the curves are tan
gent at a point A whose coordinates are f(t ),
Iff (to) w not
-
<
<Kô)
(Xo)>
<f>(t(,)-
zero, as
we
shall suppose, the
common tangent
is
not parallel
to
the
and we may obtain the points of the two curves which have
the same abscissae by setting u = t. On the other hand, x
x is of
the first order with respect to t
t
and we are led to evaluate the
with respect to t
t
In order that the two
order of i/f()
curves have at least contact of order n, it is necessary and sufficient
that we should have
y
axis,
<()
(25)
,K*
<X*o) ,
(<o)
=*
(<b)
(*o)
Co)
and the order of contact will not exceed n if the next derivatives
(n + 1)
and (n + 1) (*o) are unequal.
(*o)
consider
the case where the curve C is represented by the
Again,
two equations
4>
<A
(26)
*=/(0,
X,
CONTACT
212]
OSCULATION
447
and the curve C by the single equation F(x, y} = 0. This case may
be reduced to the preceding by replacing x in F(x, y) by /() and
considering the implicit function y
^(t) defined by the equation
KO] =
F[/(0,
(27)
Then the curve C
is
also represented
(28)
*=/(*)>
In order that the curves C and
o.
by two equations of the form
^CO-
should have contact of order n at
A which
corresponds to a value tn of the parameter, it is

But the
necessary that the conditions (25) should be satisfied.
are
function
successive derivatives of the implicit
given by the
i/r()
a point
equations
?+ 2
[/
(29)
Hence necessary conditions

by
t
for contact of order
n will be obtained
inserting in these equations the relations
=t
The
x ==y(
),
i/ô)
==
resulting conditions
<(ô
may
be expressed as follows
Let
^wo given curves will have at least contact of order n if and
only if
(30)
=
F(<o)
The
0,
F(*o)
0,
..-,
R")(^)
= 0.
are the values of t which cor

roots of the equation F()
two given curves. Hence
to
of
intersection
of
the
respond
points
the preceding conditions amount to saying that t

t is a multiple
root of order n, i.e. that the two curves have n + 1 coincident points
of intersection.
PL AXE CURVES
Given a fixed curve C and another curve
213. Osculating curves.
C which depends upon n
it is
way
-f-
F(x,
(31)
[X,213
parameters
y, a, b,
c,
a, b,
t)
c,
I,
0,
1 parameters in such a
possible in general to choose these n
that C and C shall have contact of order n at any preassigned
For, let C be given by the equations x =/(), y

point of C.
Then the conditions that the curves C and C should have contact
of order
where
at the point
tQ
<KO-
are given by the equations (30),
where
F(0
If
be given, these n
+1
equations determine in general the n +1

The curve C obtained in this way is
-,
parameters a, b, c,
called an osculating curve to the curve C.
/.
Let us apply this theory to the simpler classes of curves. The

equation of a straight line y = ax -+ b depends upon the two param
eters a and b
the corresponding osculating straight lines will have
;
contact of the
first order.
If y =f(x) is the equation of the curve C,
the parameters a and b must satisfy the two equations
A x = ax
o)
hence the osculating line
f (x ) =
b,
we should
the ordinary tangent, as
is
expect.
The equation
(32)
of a circle
(x
a)
(y
- by -
R*
depends upon the three parameters a, b, and R hence the corre

sponding osculating circles will have contact of the second order.
;
Let y
= f(x)
be the equation of the given curve
and
we
shall obtain
R by
requiring that the circle should

meet this curve in three coincident points. This gives, besides the
the correct values of
a, b,
equation (32), the two equations

(33)
-a + (y- b}y = 0,
1+
(y
V)y"
0.
The values
of a and b found from the equations (33) are precisely

the coordinates of the center of curvature ( 205) hence the oscu
;
lating circle coincides
with the
tact is in general of order two,

circle
of curvature. Since the con

may conclude that in general the
circle
we
of curvature of a plane curve crosses the curve at their point
of tangency.
CONTACT
X,2i:<]
OSCULATION
449
All the above results might have been foreseen a priori.

since the coordinates of the center of curvature
For,
depend only on
any two curves which have contact of the second

y\ and
But the center of curva
order have the same center of curvature.
x, y,
y",
ture of the osculating circle is evidently the center of that circle

itself; hence the circle of curvature must coincide with the oscu
lating circle.
On
the other hand, let us consider two circles of

The difference between their radii,
curvature near each other.
which
is
equal to the arc of the evolute between the two centers,

hence one of
greater than the distance between the centers
is
the two circles must
happen
wholly inside the other, which could not

both of them lay wholly on one side of the curve C in
if
lie
the neighborhood of the point of contact.

cross the curve C.
It follows
that they
There are, however, on any plane curve, in general, certain points

which the osculating circle does not cross the curve this excep
tion to the rule is, in fact, typical. Given a curve C which depends
upon n + 1 parameters, we may add to the n + 1 equations (30) the
at
new equation
provided that we regard t as one of the unknown quantities and

determine it at the same time that we determine the parameters
I.
It follows that there are, in general, on any plane
a, b, c,
curve C, a certain number of points at which the order of con
tact with the osculating curve C is n -f 1. For example, there are
usually points at which the tangent has contact of the second order
,
In order to find
these are the points of inflection, for which
0.
the points at which the osculating circle has contact of the third
y"
order, the last of equations (33)
must be differentiated again, which
gives
or finally, eliminating y
b,
(i+yv-*yY"-o.
(34)
The points which satisfy this last condition are those for which
dR/dx = 0, i.e. those at which the radius of curvature is a maxi
mum or a minimum. On the ellipse, for example, these points are
the vertices on the cycloid they are the points at which the tan
;
gent
is
parallel to the base.
PLANE CURVES
450
[X,214
214. Osculating curves as limiting curves. It is evident that an

osculating curve may be thought of as the limiting position of a
which meets the fixed curve C in n
curve
1 points near a fixed
C"
which is the limiting position of each of the points

of intersection.
Let us consider for definiteness a family of
curves which depends upon three parameters a, b, and c, and let
t n + Aj
t + hi, and t + 7t 3 be three values of t near t
The curve
C which meets the curve C in the three corresponding points is
point
of C,
given by the three equations

(35)
F(t
AO
F(t
A2 )
F(t
A,)
Subtracting the first of these equations from each of the others and
applying the law of the mean to each of the differences obtained,
we
find the equivalent system
(36)
F(^
where & t
lies
between h l and
A 1)
0,
(f
7/,
*i)
0,
(*
= 0,
+fc 2 )
and & 2 between A x and h z
Again,
subtracting the second of these equations from the third and apply
ing the law of the mean, we find a third system equivalent to either
of the preceding,
(37)
Fft
where ^
lies
zero, &!,
k2
+ AO-O,
(f
*i)
0,
F"ft,
/,)
0,
between 7^ and 2
As u 2 and h s all approach
and ^ also all approach zero, and the preceding equa
.
7?
7?
tions become, in the limit,
which are the very equations which determine the osculating curve.
The same argument applies for any number of parameters whatever.
Indeed, we might define the osculating curve to be the limiting
position of a curve C which is tangent to C at p points and cuts C
at q other points, where 2p + q = n + 1, as all these p + q points
approach coincidence.
For instance, the osculating
circle is the limiting position of a
which cuts the given curve C
in three neighboring points. It

also the limiting position of a circle which is tangent to C and
which cuts C at another point whose distance from the point of
circle
is
tangency
is infinitesimal.
Let us consider for a moment the latter
property, which is easily verified.

Let us take the given point on C as the origin, the tangent at
that point as the x axis, and the direction of the normal toward the
EXERCISES
X, Exs.]
451
center of curvature as the positive direction of the y axis.

oiigin,
0.
Hence R
and therefore, by Taylor
1/y",
At the
s series,
where e approaches zero with x. It fol

lows that R is the limit of the expres
2
= OP 2 /( 2MP ) as the P oint
sion
/(2y)
M approaches the origin.

hand,
let
On
the other
be the radius of the circle
is tangent to the x axis at the

and
which passes through M.
origin
Then we shall have
Ci which
OP =
Fia
Mm = MP(2R - MP)
l
or
;2
OP
2MP
hence the limit of the radius
M_P.
^
-tti
is really
equal to the radius of
curvature
EXERCISES
Apply the general formulae
1.
bola
2.
to find the evolute of
an
ellipse
of an hyper
of a parabola.
Show
that the radius of curvature of a conic
is
proportional to the cube
of the segment of the normal between its points of intersection with the curve
and with an axis of symmetry.
3.
Show
that the radius of curvature of the parabola
segment of the normal between the curve and the

4. Let F and F be the
normal at that point, and
is
equal to twice the
MN
an ellipse,
a point on the ellipse,
the
point of intersection of that normal and the
Erect a perpendicular
to
at jV, meeting
foci of
N the
major axis of the ellipse.

at K.
At
erect a perpendicular
is
directrix.
NK
KO
to
MF, meeting
the center of curvature of the ellipse at the point
MN
MN at
MF
0.
Show
that
M.
For the extremities of the major axis the preceding construction becomes
Let .4 CM/ be the major axis and BO B the minor axis of the ellipse.
On the segments OA and OB construct the rectangle OA EB. From E let fall
a perpendicular on AB, meeting the major and minor axes at C and D, respec
Show that C and D are the centers of curvature of the ellipse for the
tively.
points A and B, respectively.
5.
illusory.
6.
Show
given spiral.
that the evolute of the spiral p
ae mu
>
is
a spiral congruent to the
PLANE CURVES
452
[X, Exs.
7. The path of any point on the circumference of a circle which rolls with
out slipping along another (fixed) circle is called an epicycloid or an hypocycloid.
Show that the evolute of any such curve is another curve of the same kind.
8. Let AB be an arc of a curve upon which there are no singular points and
no points of inflection. At each point m of this arc lay off from the point m
along the normal at m a given constant length I in each direction. Let wtj and
As the point
describes the arc AB,
2 be the extremities of these segments.
the points mi and
2 will describe two corresponding arcs AiBi and
t B2
Y
Derive the formulae Si = S
and 2 are the
18, S 2 = S + W, where S,
i
is the angle
2
2 respectively, and where
lengths of the arcs AB, A\B\, and
between the normals at the points
and B. It is supposed that the arc -Ai-Bi
<S
A B
A
lies
on the same side of
AB as the
<S
evolute,
and that
it
does not meet the evolute.
9. Determine a curve such that the radius of curvatures p at any point

measured from any fixed point A on the curve
and the length of the arc s
2
2
where a is a given constant length.
satisfy the equation as = p + a
AM
,

10.
at 0.
be a given curve of the third degree which has a double point

revolves about the point O, meeting the curve C in
right angle
Let
two variable points
MON
M and N.
Determine the envelope of the straight line MN.

= x 3 and z3 + y s = f*xy.
In particular, solve the problem for each of the curves Xy 2
[Licence, Bordeaux, July, 1885.]

11.
Find the points

x
at
which the curve represented by the equations
a (nw
sin u),
a (n
cos w)
has contact of higher order than the second with the osculating
circle.
[Licence, Grenoble, July, 1885.]
12. Let m, mi , and

Find
2 be three neighboring points on a plane curve.
the limit approached by the radius of the circle circumscribed about the triangle
formed by the tangents at these three points as the points approach coincidence.
13. If the evolute of a plane curve without points of inflection is a closed
curve, the total length of the evolute is equal to twice the difference between the
sum of the maximum radii of curvature and the sum of the minimum radii of
curvature of the given curve.

14.
At each point
with the normal.
of a curve lay off a constant segment at a constant angle

that the locus of the extremity of this segment is a
Show
curve whose normal passes through the center of curvature of the given curve.
15. Let r be the length of the radius vector from a fixed pole to any point of
a plane curve, and p the perpendicular distance from the pole to the tangent.
Derive the formula R =
rdr/dp, where R is the radius of curvature.
16. Show that the locus of the foci of the parabolas which have contact of
the second order with a given curve at a fixed point is a circle.
Find the locus of the centers of the ellipses whose axes have a fixed direc
and which have contact of the second order at a fixed point with a given
17.
tion,
curve.
CHAPTER XI
SKEW CURVES
I.
OSCULATING PLANE
M T be the tangent at a point M

MT and a point M of
limiting position as the point M
Let
215. Definition and equation.
of a given
F near
skew curve
F.
plane through
in general approaches a
If it does, the limiting position of the
approaches the point M.
plane is called the osculatiny plane to the curve F at the point M.
We
shall proceed to find its equation.
Let
*=A9
(i)
*-rtO
*(0
be the equations of the curve F in terms of a parameter t, and let t

h be the values of t which correspond to the points
and
and
Then the equation
&f, respectively.
A(X
where the
of the plane
MTM
-*)+ B(Y-y) + C(Z- 3) =
coefficients
^4,
B,
is
0,
and C must satisfy the two relations
(2)
(3)
Expanding f(t
h),
<j>(t
A) and
\j/(t
-f A)
by Taylor
series,
the
equation (3) becomes
After multiplying by 7^, let us subtract from this equation the equa
and then divide both sides of the resulting equation by
tion (2),
A 2/2.
Doing
so,
we
find a
system equivalent to
<)
where d,
e2
and
c3
a]
(2)
^[^"(0
approach zero with
A.
and
cs
(3)
^/(0 +
**"(0
453
In the limit as A
approaches zero the second of these equations becomes

(4)
0,
+ cy (o = o.
SKEW CURVES
454
Hence the equation
of the osculating plane
[XI,
is
A(X-x) + B(Y-y-) + C(Z-z) =
(5)
where A, B, and C
Q,
satisfy the relations
(Adx + Bdy + C dz =
Co)
215
<
(Ad
+ Bd
Cd*z
= 0.
The coefficients A, B, and C may be eliminated from (5) and (6),

and the equation of the osculating plane may be written in the form
X -x Y
Among
is
plane
tangent, and
dy
dz
d*
d*z
which pass through the tangent, the osculating

which the curve lies nearest near the point of tan-
us consider any other plane through the

be
the function obtained by substituting
F(f)
+
h) for X, F, Z, respectively, in the left-hand
h), \li(t
this, let
let
f(t
h), $(t -f
side of the equation (5), which
tion of the new tangent plane.
where
77
= 0.
dx
d?x
the planes
the one
To show
gency.
Z -z
approaches zero with
we shall now assume

Then we shall have
The
h.
to be the
equa
distance from any second
of F near
to this plane is therefore an infinitesimal of
point
the second order; and, since F(t) has the same sign for all sufficiently
small values of h, it is clear that the given curve lies wholly on one
side of the tangent plane considered, near the point of tangency.

These results do not hold for the osculating plane, however. For
that plane, Af"

coordinates of a point of
order.
Doing
so,
B<f>"
we
Cif/"
F must be
hence the expansions for the

carried to terms of the third
find
h*
from a point of T to the osculating

an infinitesimal of the third order; and, since F(f) changes
sign with A, it is clear that a skew curve crosses its osculating plane
at their common point.
These characteristics distinguish the oscu
lating plane sharply from the other tangent planes.
It follows that the distance
plane
is
XI,
OSCULATING PLANE
216]
455
The results just obtained are not

of the osculating plane satisfy the
216. Stationary osculating plane.
valid
if
the coefficients A, B,
relation
+ Bd*y +
A ds x
(7)
If this relation
is satisfied,
Cd*z
0.
the expansions for the coordinates must

we should obtain a
be carried to terms of the fourth order, and

A d*x
The
osculating plane
which
(7) is
and
also,
it
+ B d*y + C d* z
any point of F for
Cd*z does not vanish
said to be stationary at
is
if
satisfied;
d*x
+ Bd*y +
F(t) changes sign with h and

Moreover the distance
does not in general,
the curve does not cross its osculating plane.
from a point on the curve to the osculating plane at such a point is

an infinitesimal of the fourth order. On the other hand, if the
relation
d*x
+ Bd*y +
Cd*z
satisfied at the
is
same
point,
the expansions would have to be carried to terms of the fifth order
and so
on.
Eliminating A, B, and
obtain the equation
(8)
C between
the equations (6) and (7),
dx
dy
dz
d*x
d*y
we
0,
ds z
whose roots are the values of t which correspond to the points of F

where the osculating plane is stationary. There are then, usually,
on any skew curve, points of this kind.
This leads us to inquire whether there are curves all of whose
To be precise, let us try to find

osculating planes are stationary.
all the possible sets of three functions x, y, z of a single variable t,
which, together with all their derivatives up to and including those
of the third order, are continuous, and which satisfy the equation
(8) for all values of t between two limits a and b (a
b).
<
Let us suppose first that at least one of the minors of A which

2
correspond to the elements of the third row, say dx d^y
dy d x, does
not vanish in the interval (a, b).
The two equations
(
dz
d*z
= C dx +
=C dx+
l
C 2 dy,
C3
<Py,
SKEW CURVES
456
216
[XI,
C2
which are equivalent to (6), determine C\ and

functions of t in the interval (a, &).
Since A =
0,
as continuous
these functions
also satisfy the relation
d*z
(10)
+C
z
C\d x
d*y.
Differentiating each of the equations (9) and
we
making use
of (10),
find
d\ dx + dC dy =
dC = dC = 0. It
2
whence
and C 2
is
a constant
2
dC\ d x
+ dC
d*i/
follows that each of the coefficients
hence a single integration of the
first
of
equations (9) gives

z
where C s
is
C\x
+C
another constant.
<7
This shows that the curve F
is
plane curve.
If the determinant dxd 2 y
dyd 2 x vanishes for some value c of the variable t
between a and b, the preceding proof fails, for the coefficients Ci and C% might
be infinite or indeterminate at such a point. Let us suppose for definiteness
that the preceding determinant vanishes for no other value of t in the interval
2
dzd*x does not vanish for
(a, 6), and that the analogous determinant dxd z
t = c.
The argument given above shows that all the points of the curve F which
correspond to values of t between a and c lie in a plane P, and that all the
points of F which correspond to values of t between c and 6 also lie in some
dzd*x does not vanish for t = c; hence a number h
plane Q. But dxd^z
can be found such that that minor does not vanish anywhere in the interval
Hence all the points on T which correspond to values of t
h, c + h).
(c
between c
h and c + h must lie in some plane R. Since E must have an
infinite number of points in common with P and also with Q, it follows that
these three planes must coincide.
Similar reasoning shows that all the points of F lie in the same plane unless
all three of the determinants
dxd^y
dyd 2 x,
dxd 2 z
dyd^z
dzd?x,
dzd^y
vanish at the same point in the interval (a, b). If these three determinants do
vanish simultaneously, it may happen that the curve F is composed of several
portions which lie in different planes, the points of junction being points at
which the osculating plane is indeterminate.*
If all three of the preceding determinants vanish identically in a certain
interval, the curve
straight lines.
may
is
If dx/dt
a straight line, or
is
of several portions of
composed
does not vanish in the interval
(a, 6),
for example,
we
write
d 2 zdx
"This
singular case seems to have been noticed

from a purely analytical standpoint.
Interest only
dzd 2 x
first
by Peano.
It is
evidently of
XI,
OSCULATING PLANE
217]
where C\ and
C2
Finally, another integration gives
are constants.
y
which shows that T
is
457
Cix+C"i,
a straight
= Ca z+CJ,
line.
217. Stationary tangents. The preceding paragraph suggests the study of

certain points on a skew curve which we had not previously defined, namely
the points at which we have
d2x
dx
d*y
dy
d*z
dz
The tangent
at such a point is said to be stationary.

It is easy to show by the
formula for the distance between a point and a straight line that the distance
from a point of T to the tangent at a neighboring point, which is in general an
infinitesimal of the second order, is of the third order for a stationary tangent.
If the given curve T is a plane curve, the stationary tangents are the tangents at
the points of inflection.

The preceding paragraph shows that the only curve
whose tangents are all stationary is the straight line.
At a point where the tangent is stationary, A = 0, and the equation of the
But in general this indetermination
osculating plane becomes indeterminate.
can be removed.
For, returning to the calculation at the beginning of
215
and carrying the expansions of the coordinates of

to terms of the third order,
it is easy to show, by means of
(11), that the equation of the plane through
and the tangent at
is of the form
X-x
f
where
ti
e2
c8
Y-y
(t)
<t>
Z-z
=
y/()
(t)
o,
h.
Hence that plane approaches a perfectly
and the equation of the osculating plane is given by
equations (6) by the equation
approach zero with
definite limiting position,
replacing the second of
Bds y
If the coordinates of the point
the second of the equations
(6)
M also satisfy the equation
d x
d3 y
ds z
dx
dy
dz
should be replaced by the equation
Ad<ix
= Bdiy + Cdvz =
0,
where q is the least integer for which this latter equation is distinct from the
dx = Bdy + C dz = 0. The proof of this statement and the exami
equation
nation of the behavior of the curve with respect to its osculating plane are left
to the reader.
Usually the preceding equation involving the third differentials

coefficients A, B, C do not satisfy the equation
is sufficient,
and the
Bd*y
In this case the curve crosses every tangent plane except the osculating plane.
SKEW CURVES
458
218. Special curves.
218
[XI,
Let us consider the skew curves T which satisfy a
xdy-ydx =
(12)
where
is
From
a given constant.
we
(12)
-yd s x + dxd*y -
find immediately
= Kd 3 z.
dyd*x
Let us try to find the osculating plane of T which passes through a given point
The coordinates (x, ?/, z) of the point of tangency must satisfy
(a, b, c) of space.
the equation
a
z b
z
y c
which, by means of (12) and
dx
dy
dz
d2 x
d2 y
d*z
may
(13),
ay-bx + K(c-z) =
(14)
0,
Q.
Hence the possible points of tangency are the points of intersection of the
curve F with the plane (14), which passes through (a, 6, c).
3
Again, replacing dz, d?z and d z by their values from (12) and (13), the equa
tion A = 0, which gives the points at which the osculating plane is stationary,
becomes
A=
\ (dx d
- dy d 2 x) 2 =
hence we shall have at the same points

d2 x
d*y
dx
is
It is
stationary.
easy to write
down
is
- xd 2 y _
2
7/d x
ydx
dy
which shows that the tangent

plane
d2 z
dz
xdy
stationary at any point at which the osculating
the equations of skew curves which satisfy (12)
for
example, the curves
= At m
= Bt,
Ct m + n
where A, B, C, m, and n are any constants, are of that kind. Of these

3
t
and the skew quartic
the simplest are the skew cubic x = t, y = i 2 z
,
t,
3
,
The
t*.
x
is
circular helix
a cos
a sin
another example of the same kind.

In order to find all the curves which satisfy
= Kt
(12), let
the form
If
we
d(xy
Kz)
2ydx.
set
x =/(),
the preceding equation becomes
xy-Kz =
4>(t),
us write that equation in
XI,
ENVELOPES OF SURFACES
219]
Solving these three equations for

in the
and
z, y,
z,
we
459
find the general equations of
form
(15)
= 1%L,
=/(<),
Kz
are arbitrary functions of the parameter t. It is clear, how

where f(t) and
ever, that one of these functions may be assigned at random without loss of
<f>(t)
In fact
generality.
new
we may setf(t) =
since this
amounts
to
choosing/() as a
parameter.
II.
Before taking up the study of the curvature of skew curves,
we
shall discuss the theory of envelopes of surfaces.
Let S be a surface of the family
219. One-parameter families.
f(x,y,z,a)=0,
(16)
where a
is
is
the variable parameter. If there exists a surface

which
to
each
of
the
S
surfaces
a
curve
E
the
surface
tangent
C,
along
called the envelope of the family (16), and the curve of
tangency
is
S and E is called the characteristic curve.

In order to see whether an envelope exists it is evidently neces
sary to discover whether it is possible to find a curve C on each of
of the two surfaces
the surfaces S such that the locus of
all these curves is tangent to

each surface S along the corresponding curve C. Let (x, y, z) be
the coordinates of a point
on a characteristic. If
is not a
is
singular point of S, the equation of the tangent plane to S at
df
dx
i* *^
1
Y -*)
<-
df
df
^y
Cviv
+ ;( r - y) +
(*-)- o.
As we pass from point to point of the surface E, x, y, z, and a are

evidently functions of the two independent variables which express
the position of the point upon E, and these functions satisfy the
Hence their differentials satisfy the relation
equation (16).
-/ dx
(17)
OX
~ du +
cy
Moreover the necessary and

plane to
dz
cz
0.
sufficient condition that the
dy
dz
by (17),
da
+ Jva
should coincide with the tangent plane to S

dx
or,
-/-
t?
= 0.
tangent
is
SKEW CURVES
460
[XI,
220
Conversely, it is easy to show, as we did for plane curves ( 201),

that the equation R(x, y, z)
0, found by eliminating the param
one or
(18), represents
is
an
which
of
more analytically distinct surfaces, each
envelope
of the surfaces S or else the locus of singular points of S, or a com
eter
a between the two equations (16) and
201, the characteristic curve

value of a
represented by the equations (16) and (18) for any given
S with a
of
of
intersection
curve
is the limiting position of the
bination of the two.
Finally, as in
neighboring surface of the same family.

220. Two-parameter families.
Let S be any surface of the two-
parameter family
f(x,
(19)
where a and
b are
y,
z,a,V)
=0,
the variable parameters.
There does not
exist,
in general, any one surface which is tangent to each member of this

be any arbitrarily
<()
family all along a curve. Indeed, let b
relation between a and b which reduces the family (19) to
assigned
a one-parameter family. Then the equation (19), the equation
and the equation
b =
<f>(a),
for any
represent the envelope of this one-parameter family, or,
the
fixed value of a, they represent the characteristic on
correspond
This characteristic depends, in general, on
(a),
ing surface S.
and there are an infinite number of characteristics on each of the
<f>
There
surfaces S corresponding to various assignments of <(a).
both
a
b
and
fore the totality of all the characteristics, as
vary arbi
does not, in general, form a surface. We shall now try to
discover whether there is a surface E which touches each of the
not along a curve. If such a
family (19) in one or more points,
trarily,
surface exists, the coordinates (x, y, z) of the point of tangency of

of the two variable
any surface S with this envelope E are functions
hence their dif
parameters a and b which satisfy the equation (19)
;
ferentials dx, dy, dz with respect to the independent variables

and b satisfy the relation
XI,
221]
461
Moreover, in order that the surface which is the locus of the point
of tangency (x, y, z) should be tangent to S, it is also necessary
that we should have
or,
by
(21),
Since a and b are independent variables,
(22}
must be
da
satisfied
-f-
it
follows that the equations
cb
simultaneously by the coordinates (x, y, z~) of the

Hence we shall obtain the equation of the
point of tangency.
if one exists, by eliminating a and b between the three

The surface obtained will surely be tan
equations (19) and (22).
gent to S at (x, y, z) unless the equations
envelope,
dx
dy
dz
are satisfied simultaneously by the values (x, y, z) which satisfy (19)

and (22) hence this surface is either the envelope or else the locus
of singular points of S.
;
We have seen that there are two kinds of envelopes, depending

on the number of parameters in the given family. For example,
the tangent planes to a sphere form a two-parameter family, and
each plane of the family touches the surface at only one point.
On
the other hand, the tangent planes to a cone or to a cylinder
form a one-parameter family, and each member of the family

tangent to the surface along the whole length of a generator.
221. Developable surfaces.
of planes
(23)
is
The envelope of any one-parameter family
called a developable surface.

z
is
ax
+ yf() +
Let
<K)
be the equation of a variable plane P, where a is a parameter and

where /(a) and <() are any two functions of a. Then the equa
tion (23)
(24)
and the equation

x
+ yf (a) +
* ()
represent the envelope of the family, or, for a given value of a, they
But these
represent the characteristic on the corresponding plane.
SKEW CURVES
462
221
[XI,
two equations represent a straight line hence each characteristic

is a straight line G, and the developable surface is a ruled surface.
We proceed to show that all the straight lines G are tangent to the
same skew curve. In order to do so let us differentiate (24) again
;
with regard to
a.
The equation obtained
y/(a)
(25)
<
on G. We proceed to show that G

determines a particular point
to the skew curve F which
describes as a varies.
is tangent at
The equations of F are precisely (23), (24), (25), from which, if we

desired, we might find x, y, and z as functions of the variable
parameter a. Differentiating the first two of these and using the
third of them, we find the relations
dz
(26)
+ /(a)
a dx
d>j
dx
+ / () dy =
which show that the tangent to F is parallel to G. But these two

straight lines also have a common point hence they coincide.
;
F is the plane P itself. To

to
show
that the first and second
prove this it is only necessary
a satisfy the relations
z
to
of
with
differentials
x, y, and
respect
The osculating plane
to the curve
dz
The
hold.
first
of these
is
the
Differentiating
d*z
it
ad*x
a dx
of equations (26), which is

again with respect to a, we find
first
+ f(a}d
known
to
+ [dx + f(a)dy ]da,
which, by the second of equations (26), reduces to the second of the

equations to be proved.
It follows that
any developable surface

of the tangents to a certain skew curve T.
curve F
may
may be
reduce to a point at a finite

is either a cone or a cylinder.
then the surface
whenever /"(a)
defined as the locus
In exceptional cases the

or at an infinite distance
= 0.
This will happen
Conversely, the locus of the tangents to any skew curve F
developable surface.
For, let
be the equations of any
skew curve
F.
y)
The
osculating planes
+ C(Z -
z)
is
XI,
221]
form a one-parameter family, whose envelope

ceding equation and the equation
dA(X
is
- x) + dB(Y - y) + dC(Z -
2)
463
given by the pre
t the same equations

represent the charac
corresponding osculating plane. We shall show that
this characteristic is precisely the tangent at the corresponding
For any fixed value of

teristic in the
point of
A dx
The
F.
It will be sufficient to establish the equations
+ Bdy + C dz =
first
of these
is
dA dx
0,
the
+ dB dy -f dC dz =
of (6), while the second
first
is
easily
obtained by differentiating the first and then making use of the

second of (6). It follows that the characteristic is parallel to
the tangent, and it is evident that each of them passes through
the point (x, y, z) hence they coincide.
This method of forming the developable gives a clear idea of
the appearance of the surface. Let AB be an arc of a skew curve.
;
At each point
of AB draw the tangent, and consider only that
half of the tangent which extends in a certain direction,
from A
toward B, for example. These half rays form one nappe Si of the
developable, bounded on three sides by the arc AB and the tan
gents A and B and extending to infinity. The other ends of the tan
gents form another nappe S2 similar to Si and joined to Si along the

arc AB. To an observer placed above them these two nappes appear
to cover each other partially.
gent to F through any point
of the developable in
It is evident that
any plane not tan

two nappes Si and S 2
two branches of a curve which has a cusp at O.
of
AB
cuts the
The skew curve F
is often called the edge of regression of the

surface.*
developable
It is easy to verify directly the statement just made.
Let us
take O as origin, the secant plane as the xy plane, the tangent to F as
2, and the osculating plane as the xz plane.
Assuming
that the coordinates x and y of a point of F can be expanded in powers
of the independent variable 2, the equations of F are of the form
the axis of
az z 2
a 3 z*
-\
=b
z*
for the equations
dx
_ dy _
dz y
dz
dz
dz*
The English term edge of regression does not suggest that the curve is a locus
The French terms "arete de rebroussement and "point de rebroussement
are more suggestive.
TRANS.
of cusps.
"
"
"
"
SKEW CURVES
464
must be
Hence the equations
satisfied at the origin.
222
[XI
of a tangent
at a point near the origin are
Z=
Setting
0,
F of
the coordinates .Y and
the point where the tan
gent meets the secant plane are found to have developments which
2
8
begin with terms in z and in
respectively hence there is surely
;
a cusp at the origin.

Example. Let us
z
t 8.
edge of regression the skew cubic

of the osculating plane to the curve is
select as the
The equation
*-3
(27)
Jr
+ 3tr-Z =
t,
2
,
0;
hence we shall obtain the equation of the corresponding developable by writing

down the condition that (27) should have a double root in t, which amounts to
eliminating
between the equations
*The
0.
result of this elimination is the equation
(XY -
Z)
- 4(X2 - F)(F 2 -
which shows that the developable

It
Z=
is
JTZ)
0,
of the fourth order.
should be noticed that the equations (28) represent the tangent to the given
cubic.
F(x, y) be
the equation of a developable surface, the function F(x, y) satisfies
rt
the equation s 2
0, where r, s, and t represent, as usual, the
three second partial derivatives of the function F(x, y).
222. Differential equation of developable surfaces.
If z
For the tangent planes to the given surface,
Z =pX + qY +
px
qy,
must form a one-parameter family hence only one of the three

coefficients p, q, and z
px qy can vary arbitrarily. In particular
there must be a relation between p and q of the form f(p, q) = 0.
2
s must vanish
It follows that the Jacobian D( p, q)/D(x, y) = rt
;
identically.
2
s
0, p and q
Conversely, if F(x, y) satisfies the equation rt
two
distinct
there
were
If
are connected by at least one relation.
be
of
the
form
would
relations, p and q would be constants, F(x, y)
ax
-f
by
c,
and the surface
= F(x,
y)
would be a plane.
If there
XI,
223]
465
a single relation between p and q, it may be written in the form

where p does not reduce to a constant. But we also have
a
is
= f(p\
v (rt
y(rt
zpx
hence
rt
0.
derivatives
qy
is
_ n - D(*-px-qy,p\
also a function of p, say
*l/(p),
Then the unknown function F(x, y) and

p and q satisfy the two equations
whenever
its
partial
Differentiating the second of these equations with respect to x and

with respect to ?/, we find
=
Since
L*
ff
does not reduce to a constant,
^W + f
we must have
hence the equation of the surface is to be found by eliminating

between this equation and the equation
which is exactly the process for finding the envelope of the family
of planes represented by the latter equation, p being thought of as
the variable parameter.
of
223. Envelope of a family of skew curves.

skew curves has, in general, no envelope.
one-parameter family
Let us consider first
a family of straight lines
(29)
= az+p,
= bz +
q,
a.
a, b, p, and q are given functions of a variable parameter
shall proceed to find the conditions under which every member
Let z
of this family is tangent to the same skew curve T.
<(a)
where
We
line
touches
envelope T.
the
equations
represented by
z
<(<*),
its
(29) together with the equation

an(l the direction cosines of the tangent to T will be pro
portional to dx/da, dy/da, dz/da,
<
M at
which the variable straight

Then the required curve T will be
be the z coordinate of the point
() +
*() +JP
b<j>
i.e.
to the three quantities
(a)+b
<l>(a)
(a),
SKEW CURVES
466
where a
tively.
The necessary and
p and
,
the straight line
q are the derivatives of
a, b, p,
and
sufficient condition that this
q,
223
respec
tangent be
we should have
itself is that
dx
da
that
[XI,
dz_
d_y
da
da
dz
da
is,
The unknown function
must
<(a)
satisfy these
two equations;
hence the family of straight lines has no

envelope unless the two
are compatible, that
is,
unless
aq
If this condition is satisfied,
-b p = 0.
we
shall obtain the envelope
by setting
<t>(a}=-p /a<=-q.
It
easy to generalize the preceding argument. Let us consider a

one-parameter family of skew curves (C) represented by the equations
is
(30)
F(x, y,
where a
a,
a)
*( x y,z,a)
Q,
the variable parameter.

If each of these curves C is
same curve T, the coordinates (x, y,
z) of the point
at which the envelope touches the curve C which
corresponds to
the parameter value a are functions of a which
satisfy (30) and
is
tangent to the
which also satisfy another relation distinct from those two.
Let
dx, dy, dz be the differentials with respect to a displacement of

along C since a is constant along C, these differentials must satisfy
;
the two equations
dF
-jdx
0*
dx
dF
-7
^
*y
-dx
dF
dy
+ -^-dy +
dy
On
the other hand,
and a with respect

tials satisfy the
J =
dz
+ -^**
let &r, 8y, &s,
a*
(32)
cy
A
= Q.
cz
8a be the differentials of
to a displacement of
equations
dz
0,
M along
T.
x, y, z,
These differen
XI,
223]
The necessary and
sufficient conditions that the curves
be tangent are
dx _ dy
~Sx~ 8~y
making use of (31) and
or,
467
~~
C and T
dz
~Sz
(32),
It follows that the coordinates (x, y, z) of the point of tangency
must
*=
F-0,
(33)
dF
^=
0,
d&
^=
0,
0.
if the family (30) is to have an envelope, the four equations

a.
Conversely, if these
(33) must be compatible for all values of
four equations have a common solution in x, y, and z for all values
of a, the argument shows that the curve T described by the point
it to the correspond
y, z) is tangent at each point (x, y, z) upon
Hence,
(x,
ing curve C. This is all under the supposition that the ratios between
dx, dy, and dz are determined by the equations (31), that is, that the
point (x,
y, 2) is
not a singular point of the curve C.
If the curves
Note.
are the characteristics of a one-parameter

0, the equations (33) reduce to
family of surfaces F(x, y, z, a)

the three distinct equations
F.p,
(34)
|f
0,
hence the curve represented by these equations is the envelope

This is the generalization of the theorem
of the characteristics.
proved above for the generators of a developable surface.
The equations
in the
of a one-parameter family of straight lines are often written
form
x
(35)
-x _y -yo_z - z
^
where XQ yo
,
Zo
o, &, c
are functions of a variable parameter a.
It is
easy to
Let I
find directly the condition that this family should have an envelope.
denote the common value of each of the preceding ratios then the coordinates
;
of
any point of the straight

x
la ,
by the equations
lb
ZQ
Ic
is to determine whether it is possible to substitute for I such a

that the variable straight line should always remain tangent to
and the question

function of
line are given
SKEW CURVES
468
the curve described
that
by the point
The necessary condition
(z, y, z).
224
[XI,
for this
is
we should have
Xp
,q<n
ôo;
+gZ_
2/6
Denoting by
the
common
26
l
.
value of these ratios and eliminating I and

we find the equation of condition
from
the three linear equations obtained,
(37)
0.
If this condition is satisfied, the equations

(36)
determine
I,
and hence
also the
equation of the envelope.
III.
CURVATURE AND TORSION OF SKEW CURVES
224. Spherical indicatrix.
Let us adopt upon a given skew curve F

let s be the length of the arc
AM
a definite sense of motion, and
measured from some fixed point A as origin
to
any point M, affixing

the sign -f or the sign
according as the direction from A toward
is the direction adopted or the
be
opposite direction. Let
the positive direction of the tangent at M, that is, that which cor
MT
responds to increasing values of the arc. If through any point O in

space lines be drawn parallel to these half rays, a cone S is formed
which is called the directing cone of the developable surface formed
by the tangents to F. Let us draw a sphere of unit radius about O

as center, and let 2 be the line of intersection of this
sphere with
the directing cone. The curve 2 is called the spherical indicatrix
FIG. 48
of the curve F.
curves
is
The correspondence between the points of these two

to a point
of F corresponds the point m where
MT pierces the sphere. As the point describes the
one-to-one
the parallel to
CURVATURE
TORSION
curve F in the positive sense, the point

s
and
m describes
the curve
in
we
shall adopt as positive.

Then the corre
increase simultaneously (Fig. 48).
a certain sense, which
sponding arcs
469
o-
O be displaced, the whole curve 2

translation
hence we may suppose that
the
same
lies
undergoes
at the origin of coordinates.
Likewise, if the positive sense on the
It is evident that if the point
;
curve F be reversed, the curve 2 is replaced by a curve symmetrical

but it should be noticed that the
it with respect to the point
mt
to
the
sense
of
2 is independent of the sense of
tangent
positive
to
motion on
T.
to the directing cone along the generator Om is

CZ
For, let
parallel to the osculating plane at M.
of the sphere being
the center
be the equation of the plane
,
The tangent plane
AX + BY +
Omm
at
hence,
spond to
if t
M and M
and
parallel to the two tangents at
h are the parameter values which corre
respectively, we must have
This plane
at the origin.
and
}
is
Af (t) + BV(t) + Cf (0 =
(38)
Af(t
(39)
The second
*)
A)
B#(t
of these equations
which becomes,
k)
may
0.
+ Cf (* +
A)
0.
be replaced by the equation
+c
in the limit as h approaches zero,
(40)
Af"()
B<j>"()
+ Cf 09 =
0.
(38) and (40), which determine A, B, and C for the

at
m, are exactly the same as the equations (6) which
tangent plane
determine A, B, and C for the osculating plane.
The equations
225. Radius of curvature. Let

be the angle between the positive
T at two neighboring points
directions of the tangents
and
of F.
and
Then the limit of the ratio w/arc
as
,
F
is
called
the
curvature
of
at
the
,
M,
approaches
point
just as
o>
MT
MM
for a plane curve.
The
reciprocal of the curvature
is
called the
MM
radius of curvature ; it is the limit of arc

/to.
Again, the radius of curvature R may be defined to be the limit
of the ratio of the
arc
MM
two infinitesimal arcs

arc
MM
arc
mm
VX
arc
MM
mm
mm
chord
mm for we
chord mm
and
have
SKEW CURVES
470
[XI,
mm
mm
m
225
and (chord
(arc raw )/(chord)
The arcss( = 3/Af
limit
as
the
unity
approaches
approaches
and o-(=mm ) increase or decrease simultaneously; hence
and each of the fractions
)/<a
*=
(>
Let the equations of T be given in the form
where
point
x=f(t),
(42)
*(0,
lKO
Then the coordinates of the

the origin of coordinates.
are nothing else than the direction cosines of MT, namely
is
dx
dy
ete
efo
Differentiating these equations,
- dx d
ri
2
s
where
>
dB=
we
find
- -
ds d*y
- dy d*s
,22
ds
indicates as usual the
obtained by replacing x by
= dz
3
ds
sum
of the three similar terms
x, y, z successively.
Finally, expanding
find
2
and making use of the expressions for ds 2 and ds d s, we
Sdx*
ds4
By Lagrange
identity
131) this equation
may
be written in
the form
,
A*
where
dyd?z
!A
dzd^y,
B*
C*
-*T
B = dzd
dxd*z,
=
Then
a notation which we shall use consistently in what follows.

the formula (41) for the radius of curvature becomes
and
it is
evident that
z".
x",
y",
The
irrational, but
it
is
a rational function of
x, y, z,
y z
,
expression for the radius of curvature itself
is
is
essentially a positive quantity.
XI,
CURVATURE
226]
Note.
curve
r,
471
If the independent variable selected is the arc s of the

the functions /(*), <(), and
^(s) satisfy the equation
/"(*)
Then we
TORSION
shall
*"()=!
= * (),
dp =
=/ (*)
(45)
*"()
have
y
ft
=/"(*) fe,
dy
4>"(s)ds,
=
=
and the expression for the radius of curvature assumes the

partic
ularly elegant form
(
^=
44/ )
226. Principal normal.
through
M (on
[/"()]
[*"(*)?
+ Cf ()]*
Center of curvature.
T) parallel to
w,
Let us draw a
2 at m. Let
the tangent to
line
MN
be the direction on this line which corresponds to the

positive direc
The new line
is called the
principal normal to T at
MN
tion mt.
that normal which lies in the

osculating plane, since mt is
perpendicular to Om and Omt is parallel to the osculating plane
The direction
is called the positive direction
(
224).
of the
normal.
This
direction
is uniquely defined, since the
principal
posi
tive direction of mt does not
depend upon the choice of the positive
direction upon T.
shall see in a moment how the direction in
is
it
MN
We
question might be defined without using the indicatrix.

If a length
be laid
equal to the radius of curvature at
on
from the point A/, the extremity C is called the center
MC
MN
curvature of T at M, and the circle drawn around

is called the circle
ing plane with a radius
off
of
in the osculat
MC
of curvature. Let
ft
y be the direction cosines of the principal normal. Then the
coordinates (aj u y lt z-^ of the center of curvature are
>
>
But we
also have
= ^_^î_ p^.
ds
da-
and similar formulae for

the expression for
x,
we
ds
da-
/?
dsd z x
and y
dxd z s
ds
Replacing a by
find
x^x + R^da&x
-7^
ds
2
its
value in
SKEW CURVES
472
But the
R 2 may
coefficient of
be written
226
[XI,
form
in the
S dx *- dx
d*x
ds*
ds*
terms of the quantities A, B, and C,
or, in
Bdz
Cdy
ds*
The values
may be written down by cyclic permutation

and the coordinates of the center of curvature
the form
and
of y l
from
this value of x l
may
be written in
zl
B dz
A dz
C dx
(46)
ds*
B dx
dii
These expressions for x lt y : and z v are rational in

,
x"
y"
x, y, z,
z".
MN
passes through the

perpendicular to
plane Q through
T
We shall proceed
at M.
curve
cross
the
not
does
and
tangent
lie
to show that the center of curvature and the points of T near
MT
on the same side of

variable the arc
the. coordinates
To show
Q.
this, let
us take as the independent
M as origin. Then
M are of the form
T counted from
of T near
point
of the curve
X, Y,
of
a,
dx
the expansions for Y and Z being similar to the expansion for X.

But since s is the independent variable, we shall have
dx
dz x
da
da
ds
ds 2
ds
da-
and the formula for
d<r
ds
becomes
1.2
If in the equation of the plane Q,
a (X
*)
J8
(F
y)
1
,
XI,
CURVATURE
227]
F,
A",
Z be replaced by these
and
member
the value of that
where
t]
values of
W+
<
is
rf)
TORSION
473
expansions in the left-hand member,

to be
found
+ 0(5 +
I (! +
approaches zero with s. This quantity is positive for all

s near zero.
Likewise, replacing (X, Y, Z} by the coordi
Ra , y Rfi , z .Ry ) of the center of curvature, the

Hence
result of the substitution is R, which is essentially positive.
nates (x
the theorem
is
227. Polar
proved.
Polar surface.
line.
The perpendicular A
to the oscu
lating plane at the center of curvature is called the polar line. This
For, in
straight line is the characteristic of the normal plane to T.
the first place,

to
evident that the line of intersection
is
it
two neighboring points

T hence
each of the lines MT and
normal planes
at
M and M
of the
perpendicular
also perpendicular to
it is
is
approaches M, the plane mOm approaches

parallelism to the osculating plane hence the line D approaches a
On the other hand, to
line perpendicular to the osculating plane.
show that it passes through the center of curvature, let s be the
the plane
mOm
As
independent variable
then the equation of the normal plane
a(X -x) + fi(Y-y) + y(Z
(47)
and the characteristic
| (X
(48)
x)
is
is
-*)*,
denned by (47) together with the equation
+ |(Y -
y}
(Z
-1=
This new equation represents a plane perpendicular to the principal

normal through the center of curvature hence the intersection of
;
two planes
the polar line.

The polar lines form a ruled surface, which is called the polar
It is evident that this surface is a developable, since we
surface.
the
is
have just seen that
it
the envelope of the normal plane to F.
is
a plane curve, the polar surface is a cylinder whose right

section is the evolute of F in this special case the preceding state
ments are self-evident.
If
is
228. Torsion.
new
If the
words
"tangent
line"
in the definition of
osculating plane," a
225) be replaced by the words
geometrical concept is introduced which measures, in a manner,
curvature
"
Let
be the angle
the rate at which the osculating plane turns.
and
between the osculating planes at two neighboring points
a>
SKEW CURVES
474
then the limit of the ratio
MM
[XI,
228
as
is called
/arc
,
approaches
the torsion of the curve F at the point M.
The reciprocal of the
torsion is called the radius of torsion.
o>
The perpendicular
to the osculating plane at

is called the
Let us choose a certain direction on it as positive,
we
shall determine later which we shall take,
and let
be
binormal.
a",
ft",
y"
the corresponding direction cosines.

The parallel line through the
the
unit
at
a
origin pierces
sphere
point n, which we shall now put
into correspondence with the point

of T.
The locus of n is a
curve
and
it
is
to
as
spherical
above, that the radius
show,
easy
,
T may
of torsion
sponding arcs
have
be defined as the limit of the ratio of the two corre
MM
and nn of the two curves T and
Hence we
shall
1--^,
dr
2
where T denotes the arc of the curve

The coordinates of n are
which are given by the formulae
.
a",
ft",
215)
A
q"=
ft"
where the radical
From
formulae.
da",
dp",
==,
=>
dy";
da"
"=
taken with the same sign in all three

it is easy to deduce the values of
to be
is
y",
these formulae
for example,
(X
B2
+ C*)dAA(AdA + BdB + CdC)

(A + B + C )
+
+
2
2
whence, since dr
2
da"
dft"
2 f
dy"
m SA* S**-IS(***)7
(A + B + C )
2
or,
by Lagrange
2 2
s identity,
S^dC-CdB}*
(A + B + C )
2
2 2
where & denotes the sum of the three terms obtained by cyclic per
mutation of the three letters A, B, C. The numerator of this expres
sion may be simplified by means of the relations
Adx+ Bdy + C dz = 0,
dB dy + dC dz = 0,
dA dx
-f-
whence
dx
B dC - C dB
CdA - AdC
A dB
d*
- B dA
XI,
CURVATURE
228]
where
475
K is a quantity defined by the equation (49) itself.

2
_
~
2
(A
K is defined by
where
TORSION
dz
(49)
dx
or,
This gives
+ B* +
C 2) 2
expanding,
dx
dy
ds x
da y
dx
dy
dz
dx
d*z
da x
d*y),
where
denotes the
mutation of the three
sum
of the three terms obtained by cyclic per

But this value of
is exactly
letters x, y, z.
the development of the determinant
A*
is
216]; hence
[(8),
+ B* + C
and therefore the radius of torsion
^2_|_^2_j_ ^2
T=
(50)
If we agree to consider T essentially positive, as we did the radius

of curvature, its value will be the absolute value of the second mem
should be noticed that the expression for T is rational

hence it is natural to represent the
y, z
radius of torsion by a length affected by a sign.
The two signs
But
ber.
in x, y,
it
z,
z"
x",
y",
which T may have correspond to entirely different aspects of the

curve F at the point M.
Since the sign of T depends only on that of A, we shall investigate
the difference in the appearance of F near

when A has different
Let us suppose that the trihedron Oxyz is placed so that an
signs.
observer standing on the xy plane with his feet at

and his head in
the positive z axis would see the x axis turn through 90 to his left
if
the x axis turned round into the
y axis
(see footnote, p. 477).
MN
has been so
Suppose that the positive direction of the binormal
b
chosen that the trihedron formed from the lines MT, MN,
b has
the same aspect as the trihedron formed from the lines Ox, Oy, Oz
MN
that
with
is, if
the curve F be
moved
MN
MT
into such a position that

with Oy, the direction
M coincides
MN
with Ox, and

will coin
O,
b
cide with the positive z axis. During this motion the absolute value
of T remains unchanged hence A cannot vanish, and hence it cannot
;
SKEW CURVES
176
228
[XI,
In this position of the curve T with respect to

in the figure the coordinates of a point near the origin
even change sign.*

the axes
now
will be given by the formulae
=
=
\y
f*
(51)
provided that the parameter t is

For with the system of axes
at the origin.
so chosen that t =
2
=
=
d z = when t = 0. Moreover
dz
employed we must have dy
where
e,
e"
approach zero with
we may suppose that a

t
will
>
at
change a t to
0, for
The
be positive near the origin, but

On the other hand, f or t 0, A
is
c3
the sign of
>
0,
e3
x and z
t,
a change in the parameter from

coefficient & 2 is positive since
cz
to
y must
be either positive or negative.

Hence the sign of A
1 J 2 c 3 dt*.
may
= 12a
There are then two cases to be distinguished. If

t
h
are both negative for
0, and both positive
.
<
<
where h is a sufficiently small positive number i.e.

an observer standing on the xy plane with his feet at a point P on
f or
<
<
h,
y
M
/
,-
"X
^v
M"
FIG. 49, 6
FIG. 49, a
MM
at
the positive half of the principal normal would see the arc
his
MM"
at
arc
the
and
right
his left and above the osculating plane,
below that plane (Fig. 49, a). In this case the curve is said to be
On the other hand, if c 3 0, the aspect of the curve
sinistrorsal.
would be exactly reversed (Fig. 49, b), and the curve would be said
These two aspects are essentially distinct. For
to be dextrorsal.
drawn on the
example, if two spirals (helices) of the same pitch be
same right circular cylinder, or on two congruent cylinders, they
will be superposable if they are both sinistrorsal or both dextrorsal
but if one of them is sinistrorsal and the other dextrorsal, one of
them will be superposable upon the helix symmetrical to the other
one with respect to a plane of symmetry.
<
* It would be
easy to show directly that A does not change sign when
one set of rectangular axes to another set which have the same aspect.
we
pass from
XI,
CURVATURE
229]
TORSION
477
In consequence of these results we shall write
r __4i*<?
(52)
at a point where the curve is dextrorsal T shall be

positive, while
shall be negative at a point where the curve is sinistrorsal.
dif
ferent arrangement of the original coordinate trihedron
would
Oxyz
i.e.
lead to exactly opposite results.*
229. Frenet s formulae. Each point

of T is the vertex of a trirectangular trihedron whose aspect is the same as that of the trihe
dron Oxyz, and whose edges are the tangent, the principal normal,
and the binomial. The positive direction of the principal normal is
That of the tangent may be chosen at pleasure, but

already fixed.
this choice then fixes the positive direction on the binormal. The dif
ferentials of the nine direction cosines
(a, ft, y), (a ft /). (a",
of these edges may be expressed very
simply in terms of R, T, and
1
the direction cosines themselves,
We
to Frenet.f
=a
ds
The
dft
*ds
>
dy-
ft
>
"
1.
Since the trihedron (MT,
aspect as the trihedron Oxyz,
MN,
the other hand, the formula for
by (49) and the relation
da
ds
* It
"
=^
(A
da"
-AdB} +
(A
or,
y
i
R
(
228) are
MN
has the same
b)
=
l
B(B dA
we must have
or
On
ds
where
y")
by means of certain formulae due

dft, and dy
direction cosines of the positive binormal
~"--
ft",
have already found the formulae for da,
da
/KQN
oo
A =
may
C(C dA
+B +C
2
+B +C
be written
- A dC)
)*
A,
Cft-By
~
+ B 2 + C 2) 3
q A
^ + &+ C
12
usual in America to adopt an arrangement of axes precisely opposite to that

Hence we should write T = + (A* + B^ + C 2 )/A, etc. See also
the footnote to formula (54), 229.
TRANS.
is
described above.
Nouvelles Annales de Mathematiques, 1864,
p. 281.
SKEW CURVES
478
The
dp"
229
[XI,
a is precisely 1/T, by (52). The formulae for

be calculated in like manner, and we should find
coefficient of
and
dy"
may
ds
ds
which are exactly analogous to

In order to find da d(3 dy
,
ds
(53).*
us differentiate the well-known
let
formulae
2
cm
replacing da,
d(3,
dy,
da",
+
+
(3
/3/3
d/3",
+
+
dy"
yy
= l,
= 0,
by their values from (53) and
This gives
(54).
a da
dp +
ft
+ J3
a da
d/3
y dy
y dy
ds
= 0,
= 0,
ds
whence, solving for da
ds
The formulae
dft
dy
(53), (54),
ds
ds
and (55) constitute Frenet
s formulae.
The formulae (54) show that the tangent to the spherical

is
described by the point n whose coordinates are
can
be
verified
This
normal.
to
the
geometrically.
principal
parallel
and whose directrix is the
Let S be the cone whose vertex is at
Note.
curve
a",
curve
The generator On
tangent to the cone
S along
is
Om
/?",
y"
perpendicular to the plane which is

(
228). Hence S is the polar cone
But this property is a reciprocal one, i.e. the generator Om

of 5 is surely perpendicular to the plane which is tangent to
along On. Hence the tangent mt to the curve 2, since it is perpen
to S.
.S"
On and Om, is perpendicular to the

is
For the same reason the tangent nt to the curve
nt
are
mt
and
mOn.
It
follows
that
to
the
plane
perpendicular
dicular to each of the lines
plane mOn.
parallel.
* If
Frenet
we had written the formula for the torsion in the form l/T= A/ (A* + B* + C 2
a /T, etc.
s formulae would have to be written in the form
/ds =
[Hence
),
da"
this
would be the form
if
the axes are taken as usual in America.
TRANS.]
XI,
CURVATURE
230]
TORSION
479
230. Expansion of x, y, and z in powers of s. Given two functions

T \l/(s) of an independent variable s, the first of which
R=
<(s),
there exists a skew curve T which
is completely defined
except for its position in space, and whose radius of curvature and
radius of torsion are expressed by the given equations in terms of
is positive,
some
the arc s of the curve counted from
fixed point upon it.

rig
orous proof of this theorem cannot be given until we have discussed
the theory of differential equations. Just now we shall merely show
how
on the
to find the expansions for the coordinates of a point
required curve in powers of s, assuming that such expansions exist.

Let us take as axes the tangent, the principal normal, and the
dx
i (*y\
1 \C&/I
o^z\
-ri)
1.2 VdsVo
shall
+
+
/<?_
Vo^
/ o
W/o +
1.2.3
g
/rf
^\
1.2.3\A i /t
are the coordinates of a point on F.
and
have
/d x\
123 \ds
+ 172
#, y,
Then we
T.
*=I
(56)
where
on
O, the origin of arcs
binormal at
dx
as
d x
-r-T
a,
as
da
But
-7-
as
ll
whence, differentiating,
d*x
_ ~_ a dR
R 2 ds
~d&~
la
"
R \R
T,
In general, the repeated application of Frenet
formulae gives
of R, T, and their successive

where L n
n P n are known functions
In a similar manner the successive
derivatives with respect to s.
derivatives of y and z are to be found by replacing (a, a
by
But we have, at the origin,
and
respectively.
/?
,
(/3,
(y,
/8")
y"),
$ = 1,^ = 0,
- 0, an 0,
0, y
ft
hence the formulas (56) become
1,
3
.s
(56
2R
dR
BR* ds
QRT
a")
= 0, $ = 0, ^ = 1
SKEW CURVES
480
[XI,
where the terms not written down are of degree higher than
It is understood, of course, that R, T, dR/ds,
0.
by their values for 5
231
three.
are to be replaced
These formulae enable us to calculate the principal parts of cer

For instance, the distance from a point of the
curve to the osculating plane is an infinitesimal of the third order,
tain infinitesimals.
and
principal part is
the curve to the x axis,
its
i.e.
The distance from a point on
/6RT.
to the tangent, is of the second order,
and
its principal part is s*/2R (compare

214).
culate the length of an infinitesimal chord c.
Again,
We
let
us cal
find
where the terms not written down are of degree higher than
This equation may be written in the form
four.
c is an infinitesimal of the
which shows that the difference s
8
2
third order and that its principal part is s /24#
manner
it
be
shown
that
the shortest
In an exactly similar
may
at
the
and
the
distance between the tangent
origin
tangent at a
neighboring point is an infinitesimal of the third order whose prin
s
This theorem is due to Bouquet.
cipal part is s /12RT.
.
231. Involutes and evolutes.
second curve F
if all
A curve
I\ is called an involute of a
the tangents to F are
among
the normals to I\,
and conversely, the curve F is called an evolute of F^ It is evident

that all the involutes of a given curve F lie on the developable sur
face of
which F
is
the edge of regression, and cut the generators of
the developable orthogonally.

of F, (a, ft, y) the
Let (x, y, z) be the coordinates of a point
direction cosines of the tangent MT, and I the segment MMi between
where a certain involute cuts

and the point
a
are
coordinates of
l
MT.
Xl
whence
=X + la,
7/
= dx +
= di/ +
dzi = dz +
dx l
dyi
1=:7/
/yS,
Ida
l</(3
dy
Kl
+ a dl,
+ (3 dl,
+
y dl.
=z+
ly,
Then the
XI,
CURVATURE
231]
TORSION
481
In order that the curve described by Afx should be normal to

it is necessary and sufficient that a dx^ + (3 dy l + y dz should vanish,
i.e.
that
we should have
a dx
(ldy
ydz
dl
+ {3dp +
l(ada
y dy)
0,
which reduces to ds -\- dl = 0. It follows that the involutes to a

given skew curve F may be drawn by the same construction which
was used for plane curves ( 206).
Let us try to find
the evolutes of a
all
given curve F, that is, let us try to pick

out a one-parameter family of normals to
the given curve according to some contin
uous law which will group these normals

Let
into a developable surface (Fig. 50).
D be an evolute, the angle between the

normal MM^ and the principal normal MN,
FIG.
and the
and I the segment MP between
l on the principal normal.
projection P of the point
<
M
M
coordinates (x i} yi, z^) of
/"
(57)
ly"
we
see
by projecting the broken
The tangent
successively.
must be the line
MM
Then
the
are
"
as
50
line
tan
<,
tan
<,
tan
<,
MPM^
upon the three axes
to the curve described by the point
itself,
that
is,
dx l
dz l
Let k denote the common value of these ratios
then the condition
dx l = k(x l
x) may be transformed, by inserting the values of
and dx l and applying Frenet s formulae, into the form
a ds 1
\
- 4) +
K/
+
The conditions
(
\
a"
M^
we must have
T
d(l tan
kl)
I
- ^-
x^
kl tan
>
=0.
dy^
k(z l
z) lead to exactly
]c(y^
y) and dz l
similar forms, which may be deduced from the preceding by repla
and (y, y
cing (a, a
respectively. Since the
by ((3, /3
,
a")
")
y"),
SKEW CURVES
482
determinant of the nine direction cosines
[XI,
is
231
equal to unity, these
three equations are equivalent to the set
dl
(58)
ds
I
tan
Ids
d(l tan
kl,
kl tan
<f>
<)
.
<f>
From the first of these I R, which shows that the point P is the
center of curvature and that the line
is the polar line.
It fol
lows that all the evolutes of a given skew curve T lie on the polar sur
PM
face. In order to determine these evolutes completely it only remains

to eliminate k between the last two of equations
Doing so
(58).
and replacing I by R throughout, we find ds
T
Hence
may
<
d<j>.
be found by a single quadrature
(59)
-*
we
consider two different determinations of the angle

which
the difference
correspond to two different values of the constant
If
<
<
between these two determinations of

It follows that two
normals
to the
<
remains constant
curve
all
along T.
to two
T which are tangent
different evolutes intersect at a constant angle.

Hence, if we know
a single family of normals to T which form a developable surface,
all other families of normals which form
developable surfaces may
be found by turning each member of the given family of normals

through the same angle, which is otherwise arbitrary, around its
point of intersection with T.
Note
If
formula gives
is
=
<f>
a plane curve, T is infinite, and the preceding

= is
The evolute which corresponds to
<.
<
the plane evolute studied in

206, which is the locus of the centers
of curvature of F.
There are an infinite number of other evolutes,
which
lie
lute.
We
on the cylinder whose right section is the ordinary evo

shall study these curves, which are called helices, in the
next section. This is the only case in which the locus of the cen
ters of curvature is an evolute.
In order that (59) should be satis
= 0, it is necessary that T should be infinite or

should vanish identically hence the curve is in any case a
plane curve ( 216).
fied
by taking
that
<
XI,
CURVATURE
232]
Note
If the curve
II.
is
TORSION
an evolute of
483
follows that
T, it
is
an
Hence
involute of D.
= d(MM
ds t
l) ,
where s x denotes the length of the arc of the evolute counted from
some fixed point. This shows that all the evolutes of any given
curve are rectifiable.
232. Helices. Let C be any plane curve and let us lay off on the perpendic
ular to the plane of C erected at any point
on C a length
proportional to
the length of the arc a- of C counted from some fixed point A. Then the skew
mM
curve F described by the point

as the
xy plane and
z=/(o-),
(60)
is
the relation
where
<t>(v)
in
*(cr),
=1
2
<
denotes the length of the arc of T.
K<r,
<f>
satisfy
= cr Vl + K 2 + J7,
= Vl + -K 2 since H = 0.
It follows that s
and a- be counted from the same point A on

The direction cosines of the tangent to F are
C, s
<r
(61)
is
independent of
angle with the z axis
(r, it is
evident that the tangent to
F makes a constant
Any
curve whose tangent

In order to prove
this property is characteristic
makes a constant angle with a fixed

this, let
the coordi
hence, from (60),
or, if s
Since y
Then
o".
The functions / and
the given factor of proportionality.
terms of the arc

of the curve F will be
x=/(<r),
TO of
nates of the corresponding point
where
Let us take the plane of
called a helix.
is
let
straight line is a helix.
us take the z axis parallel to the given straight line, and let C be the
F on the xy plane. The equations of F may always
projection of the given curve

(62)
=/(<r)
z
<t>(v),
^(<r)
2
2 =
where the functions / and
4satisfy the relation /
1,
amounts to taking the arc o- of C as the independent variable.
<
</>
v/V / 2 4-
dS
rf/2
_1_
for this merely

It follows
that
1/~1
should
hence the necessary and sufficient condition that y be constant is that
It follows that
be constant, that is, that \f/(a-) should be of the form Kcr + z
the equations of the curve F will be of the form (60) if the origin be moved to
.
the point x = 0, y = 0, z = z
Since y is constant, the formula dy/ds = y /B shows that y = 0.
principal normal is perpendicular to the generators of the cylinder.
.
Hence the
Since
it is
also perpendicular to the tangent to the helix, it is normal to the cylinder, and
It follows that the
therefore the osculating plane is normal to the cylinder.
SKEW CURVES
232
[XI,
binormal lies in the tangent plane at right angles to the

tangent to the helix
hence it also makes a constant angle with the z axis, i.e.
is constant.
Since y = 0, the formula dy /ds = - y/B - y"/ T shows that y/R +
= 0;
y"/ T
hence the ratio T/R is constant for the helix.
y"
Each of the properties mentioned above is characteristic for the helix. Let
us show, for example, that every curve for which the ratio T/R is constant is a
helix.
(J.
BERTRAND.)
From Frenet
formulae
we have
T_
_dp ~
_dy _
~
~
7 ~
dc^
da"
hence,
if
a constant, a single integration gives
is
a"
where A, B,
dy
dp"
= Ha - A
multiplying them by a,
/3,
= Hp -
$"
new
are three
constants.
y, respectively,
Aa +
B,
y"
= Hy - C
Adding these
we find
three equations after
Bp + Cy = H,
ABC
or
Aa + Bp +
\*A*
Cy
+ B* -r C 2
But the three quantities

2
^/
(72
A +
+ B2 + C2
Vvl 2
(72
are the direction cosines of a certain straight line A, and the

preceding equa
tion shows that the tangent makes a constant angle with this line.
Hence the
given curve
Again,
is
let
a helix.
us find the radius of curvature.
R
whence, since y
_da
_
~
~
By
(53)
pi
and
(61)
we have
~ds~
0,
<63)
This shows that the ratio
+ K 2)/R
(1
is
independent of K.
But when
K=
this ratio reduces to the reciprocal 1/r of the radius of curvature of the
right
section C, which is easily verified ( 205).
Hence the
formula
R=
r(l
may
preceding
2
),
ratio of the radius
of curvature of a helix to the radius of curvature of the

corresponding curve
is a constant.
It is
now
easy to find
For, since the ratio
T/R
all
the curves for which
and
are both constant.
constant, all the curves must be helices, by Bertrand s

theorem. Moreover, since
is a constant, the radius of curvature r of the
curve C also is a constant. Hence C is a circle, and the
required curve is a
is
helix which lies on
a circular cylinder.
This proposition
is
due to Puiseux.*
* It is assumed in this
proof that we are dealing only with real curves, for we
assumed that A 2 + B* + 2 does not vanish. (See the thesis by Lyon Sur les
<?
courbes a torsion constante, 1890.)
XI,
CURVATURE
233]
TORSION
485
233. Bertrand s curves. The principal normals to a plane curve are also the
the parallels to the
principal normals to an infinite number of other curves,
given curve. J. Bertrand attempted to find in a similar manner all the skew
curves whose principal normals are the principal normals to a given skew
curve F. Let the coordinates x, y, z of a point of F be given as functions of the
Let us lay off on each principal normal a segment of length I, and let the
arc
.
coordinates of the extremity of this segment be
X = x + la
(64)
X,
Y = y + lp,
F,
Z=
then
ly
we
shall
have
sufficient condition that the principal normal to the curve

described by the point (X, F, Z) should coincide with the principal normal to F
is that the two equations
The necessary and
I"
dX +
dY+y
dZ =
0,
y (dXd 2 Y
- dYd*X) =
should be satisfied simultaneously. The meaning of each of these equations is

hence the length of the segment I should be a
From the first, dl =
evident.
;
2
in the second equation by their values
Replacing dX, d JT, dF,
from Frenet s formulae and from the formulas obtained by differentiating
Frenet s, and then simplifying, we finally find
constant.
whence, integrating,
I+l-
(65)
where
is
1
.
It follows that the required curves are
the constant of integration.
those for which there exists a linear relation between the curvature
On
and
the torsion.
easy to show that this condition is sufficient and that

the length I is given by the relation (05).
A remarkable particular case had already been solved by Monge, namely
the other hand,
it
is
that in which the radius of curvature
is
a constant.
In that case (65) becomes
defined by the equations (64) is the locus of the centers

R, and the curve
of curvature of F. From (64), assuming I
R = constant, we find the equations
I
T"
which show that the tangent to T is the polar

ture R of F is given by the formula
da"
2
d/3"
line of F.
The radius
of curva
dy"*
is constant and equal to R.

The relation between the two curves
therefore a reciprocal one each of them is the edge of regression of
It is easy to verify each of these statements for
the polar surface of the other.
the particular case of the circular helix.
hence
F and F
also
is
SKEW CURVES
486
Note.
It is
curvature
is
[XI,
23*
easy to find the general formulae for all skew curves whose radius of
Let R be the given constant radius and let a, /3, 7 be any
constant.
three functions of a variable parameter which satisfy the relation
a 2 + /32 + y 2 = 1.
Then the equations
X=
(66)
= Vda2 +
2
2
d/3 + (fry
represent a curve which has the required prop
easy to show that all curves which have that property may be
obtained in this manner. For a, /3, 7 are exactly the direction cosines of the
is the arc of its spherical indicatrix ( 225).
curve defined by (66), and
where daand
it is
erty,
<j
CONTACT BETWEEN SKEW CURVES

CONTACT BETWEEN CURVES AND SURFACES
IV.
The order
234. Contact between two curves.
skew
and
of contact of
two
Let F
same way as for plane curves.
curves is defined in the
To each point
be two curves which are tangent at a point A
F
of
a
A
us
let
of F near
according to such a law
assign
point
A
We proceed to find
and
that
simultaneously.
approach
.
I"
MM
maximum
with respect to the

order of the infinitesimal
If
arc
of
this
maximum order
the
F.
infinitesimal
AM,
principal
curves
have
contact
the
two
that
shall
is n
of order n.
1, we
say
*
in
axes
of
a
Let us assume
trirectangular
space, such
system
to
the
common
not
is
that the yz plane
tangent at A, and
parallel
the
let
the equations of the two curves be
/N
If
f(x\.
V
/
/fN
./
(
\
Y=
F(x),
ZQ are the coordinates of A, the coordinates of
M and M
are, respectively,
[x -f
h,
f(x
+ A),
<f>(x
/*)]
[ar c
k,
F(x
+ k},
4>(.r
&)] ,
A; is a function of h which is defined

by the law of corre
and
and which approaches zero
spondence assumed between
with h. We may select h as the principal infinitesimal instead of
where
MM
AM
should
(211); and a necessary condition that
be an infinitesimal of order n + 1 is that each of the differences
the arc
k-h,
* It
is
F(x
()
7c)
- f(x +
h}
&(x
fc)
<K*o
A)
easy to show, by passing to the formula for the distance between two points
in oblique coordinates, that this assumption is not essential.
CONTACT
XI,L;a]
487
+1
should be an infinitesimal of order n
or more.
It follows that
we must have
k-h = ah
+l
<D(z
where
its
a,
ft,
y remain
value h
F(x
k)
finite as
$(x
+
+
A + 1)
+
<rA"
ahn +
+l
1
,
zero.
Replacing k by
of these equations, the latter
- /(*,, +
+
X(>
<j>(
A)
A)
= /8A- +
=
two
1
,
yA"*
and
+ A + ahn+l ) by Taylor s
+
the terms which contain a will have a factor
hence,
Expanding F(x
<t>(z
series, all
in
h)
= yh
h approaches
first
become
+
+
+ h) = /3h
-f(x
K)
<fr(x
ahn+l from the

F(x,
A"
order that the preceding condition be satisfied, each of the
differences
F(x
+ A) - f(x +
n
should be of order n
order n
order n
A)
or more.
-f 1
4>(a;
h)
<f>(
X()
It follows that if
MN between
A)
MM
is
of
the points
and
of the
1,
two curves which have the same abscissa x -f h will be at least of
the distance
Hence the maximum order
1.
of the infinitesimal in
question will be obtained by putting into correspondence the points

of the two curves which have the same abscissa.
This
maximum
are tangent
we
order
shall
is
easily evaluated.
Since the two curves
have
Let us suppose for generality that we also have
but that at least one of the differences
MM
does not vanish.

Then the distance
will be of order n + 1
and the contact will be of order n. This result may also be stated
as follows
To find the order of contact of two curves Y and T con
:
sider the two sets of projections (C,

and (C l C{) of the given
curves on the xy plane and the xz plane, respectively, and find the
C")
order of contact of each set ; then the order of contact of the given
curves F and
will be the smaller of these two.
I"
SKEW CURVES
488
If the
(F
two curves F and F are given
*(
o)
*(
o)
= * (*o)
form
if
*(*o)
236
Z=*(M),
= =
they will be tangent at a point u

*(*o)
in the
r=*(w),
X=.f(u),
[XI,
"KM
* (*o) =
<A
(V>
we suppose that f (t ) is not zero, the tangent at the point of

contact is not parallel to the yz plane, and the points on the two
T/*
curves which have the same abscissa correspond to the same value
In order that the contact should be of order n it is neces
of t.
sary and sufficient that each of the infinitesimals
1 with respect to
should be of order n
\l/(t)
*()
<(Y)
<$()
i.e.
and
that
we should have
(*o)
* (*)=
and that
*
*
(*o)
(<),
-,
=
* (M =
*
(n)
(*o)
"
4>
"
Co)
(^),
at least one of the differences
should not vanish.

It is easy to reduce to the preceding the case in which one of the
curves F is given by equations of the form
(67)
and the other curve F by two implicit equations
of
212, we could show that a necessary
condition that the contact should be of order n at a point of F
where t = t is that we should have
Resuming the reasoning
(F(*.)
where
F(0
0,
[Ft^-0,
=
nf(t)>
(*o)
F|(o)
*(0 -KO]
=
=
0,
-..,
0,
r
f
(0
F<">(*
Fi->(*
=
=
)
)
0,
0,
F,
Let F be a curve whose equations are

and let F be one of a family of curves in
235. Osculating curves.
given in the form (67),

2n + 2 parameters a, b, c,
(69)
F(x,
y,z,a,b,-->,l)
I,
which
0,
is
defined by the equations
(*, y,
z,a,b,c,
>,
I)
0.
XI,
CONTACT
235]
489
2 parameters in such
it is possible to determine the 2n
T
of order rti with
curve
contact
has
the
that
corresponding
way
The curve thus determined is
the given curve F at a given point.
In general
a
called the osculating curve of the family (69) to the curve T.

which determine the values of the parameters a, b, c,
equations
The
,
It should be noted that

2 equations (68).
are precisely the 2n
and
these equations cannot be solved unless each of the functions
contain at least n
-f-
For example,
1 parameters.
if
the curves
F are plane curves, one of the equations (69) contains only three
hence a plane curve cannot have contact of order
parameters
with a skew curve at a point taken at random on
two
than
higher
;
the curve.
the
Let us apply this theory to the simpler classes of curves,
on
four
line
A
the
circle.
line
and
straight
depends
param
straight
eters
hence the osculating straight line will have contact of the
;
It is easy to show
we write the equations of
that it coincides with the tangent,

the straight line in the form
first order.
for if
= az + p,
= bz + q,
the equations (68) become
where (x
these equations,
is
we
the supposed point of contact on F.
Solving
find
which are precisely the values which give the tangent. A neces
sary condition that the tangent should have contact of the second
order
is
that xJ
= az^
= bztf,
xo
The points where

The family of
that
is,
zo
l/o
happens are those discussed in 217.

space depends on six parameters;
hence the osculating circle will have contact of the second order.
Let the equations of the circle be written in the form
(x, y, z)
F, (x, y, z)
this
all circles in
= A(x = (x-
a)
2
a)
+
+
B(y
(y
b)
C(z
-W+( -
=0,
c~)
c)
- /2 = 0,
2
SKEW CURVES
490
where the parameters are
R, and the
two
circle are
A(x
) -f
A *2
at
a)
B(y -b}
C(z
e)
236
ratios of the three
The equations which determine
coefficients A, B, C.
(x
a, b, c,
[XI,
the osculating
0,
+B %
+C *1-0,
at
at
(y
-H>-
and ^(), respec

<(),
of these equations show that the
third
tively.
of the curve F.
plane of the osculating circle is the osculating plane
If a, b, and c be thought of as the running coordinates, the last
where
x, y,
and s are to be replaced by /(),
The second and the
two equations represent, respectively, the normal plane at the point

at a point whose distance from
(x, y, z) and the normal plane
center of the osculating circle
Hence
the
infinitesimal.
is
(x, y, z)
is the point of intersection of the osculating plane and the polar
It follows that the osculating circle coincides
line.
with the
circle
foreseen by noticing that two curves

which have contact of the second order have the same circle of
are the same for the two
curvature, since the values of y z
of curvature, as
we might have
z"
y",
curves.
236. Contact between a curve and a surface.
and T a curve tangent

near
let
M and M
to
at a point A.
Let S be a surface
To any point
M of
of 5 according to such a law that

simultaneously. First let us try to find what
us assign a point
approach A
will render the order
and
law of correspondence between
a. maximum.
with respect to the arc
of the infinitesimal
Let us choose a system of rectangular coordinates in such a way
that the tangent to T shall not be parallel to the yz plane, and that
Let
the tangent plane to S shall not be parallel to the z axis.
be the coordinates of A Z = F(x, y) the equation of S
MM
(*oi
y<
*o)
y =f(x),
AM
infinitesimal
<fr(x)
MM
1 the order of the

the equations of T and n
The
for the given law of correspondence.
;
CONTACT
491
are [x + h, f(x + A),

+ &)]. Let X, Y, and
be
the
coordinates
of
In
order
that
should
Y)
F(X,
be of order n + 1 with respect to the arc AM, or, what amounts to
coordinates of
<f>(x
Z=
the same thing, with respect to h,
differences
least of order
X-x =
where
have
a,
+1
ah"
ft,
x,
1,
y,
that
and
Y-y = /3h
y remain
finite as
ahn + y
F(x
and the difference F(x, y)
n+
necessary that each of the
it is
z should be an infinitesimal at
that
is,
MM
we should have
Z-z=
l
,
h approaches
F(X, F)
Hence we
zero.
+ (3h n + ) -z = yh n +
l
- z = yh n +
shall
l
,
z will be itself at least of order
This shows that the order of the infinitesimal
MN, where
+ 1.
is
the
point where a parallel to the z axis pierces the surface, will be at

least as great as that of
The maximum order of contact
MM
which we shall
of contact of the curve and the surface

therefore that of the distance
with respect to the arc
call the order
MN
is
AM
or with respect to h.
Or, again, we may say that the order of con
tact of the curve and the surface is the order of contact between T
and
the curve
in which the surface
is
cut by the cylinder
which
projects T upon the xy plane.

(It is evident that the z axis may be
any line not parallel to the tangent plane.) For the equations of
the curve T are
y=f(x),
Z=F[>,
/(*)]
*(*),
and, by hypothesis,
*(*)
If
we
also
K*o),
* (*) = *
(*).
have
the curve and the surface have contact of order

tion $(x)
n.
Since the equa
gives the abscissae of the points of intersection of

the curve and the surface, these conditions for contact of order n
<t>(x)
at a point
A may
be expressed by saying that the curve meets the
surface in n -f 1 coincident points at A.
T is given by equations of the form x =f(f),

and the surface S is given by a singly equation
Finally, if the curve
<(<),
\fr(f),
of the form F(x, y,

0, the curve T just defined will have equa
z}
tions of the form x
*
=/(*), y
<(),
w(), where ir(t) is a func
tion defined
by the equation
+(),*(*)]
0.
SKEW CURVES
492
[XI,
237
In order that F and F should have contact of order n, the infini

t
must be of order n + 1 with respect to t
7r(Y)
\l/(f)
that is, we must have
tesimal
Using F()
tions
may
234, these equa
to denote the function considered in
These conditions may be expressed by saying that the curve and

the surface have n + 1 coincident points of intersection at their
point of contact.
If 5 be one of a family of surfaces which depends on n + 1
the parameters may be so chosen that S
, I,
parameters a, b, c,
has contact of order n with a given curve at a given point

called the osculating surface.
In the case of a plane there are three parameters.
surface
this
is
The equations
which determine these parameters for the osculating plane are
Af
(t}
Af (t)
Af"(t)
D=
+
(t) + C$ (t) +
=
+ B# (t) + Cy ()
=
+
+
B<j>
B4"(t)
It is clear that these are the
C^"(f)
i.e.
"(t)
0,
0.
same equations we found before
the osculating plane, and that the contact

If the order of contact is higher,
order.
Af
0,
Bt"
()
for
in general of the second
is
we must have
Cf"(f)
= 0,
the osculating plane must be stationary.
The equation of a sphere depends on four

hence
the
osculating sphere will have contact of the
parameters
For simplicity let us suppose that the coordinates
third order.
x, y, K of a point of the given curve F are expressed in terms of the
237. Osculating sphere.
;
arc s of that curve.
and whose radius
is
at a given point
F(*)
0,
where
F()
In order that a sphere whose center is (a, b, c}

p should have contact of the third order with
(a;,
y, z)
(*)
= (x -
on
F,
0,
F"(*)
a)
-f-
we must have
(y
i)
0,
(z
F"(*)
c)
- p*
= 0,
XI,
CONTACT
238]
and where
493
z are expressed as functions of s.

Expanding the
condition and applying Frenet s
x, y,
of the equations of
find
we
formulae,
last three
F 0)
(x
a)
(y
O/
{3
*)
+ (* - c)y = 0,
+ (* + 1=
)
0,
\R
/z
b)
These three equations determine a, 6, and c. But the first of them

represents the normal plane to the curve F at the point (x, y, z) in
the running coordinates (a, b, c), and the other two may be derived
from this one by differentiating twice with respect to s. Hence
the center of the osculating sphere is the point where the polar line
touches its envelope. In order to solve the three equations we may
reduce the last one by means of the others to the form

(x
from which
a
it is
a) a
(y
J)0r, +
J
c)
yr
=T
D
,
easy to derive the formulae
+ Ra
-Tâ",
Hence the radius
= y + R? - T
of the osculating sphere
is
is constant, the center of the osculating sphere coincides with

the center of curvature, which agrees with the result obtained in
233.
If
238. Osculating straight lines. If the equations of a family of

curves depend on n -f 2 parameters, the parameters may be chosen
in such a way that the resulting curve C has contact of order n with
For the equation which expresses
a given surface S at a point M.
that
C meets S
there are n
-f-
at
M and
the
-f 1
equations which express that
1 coincident points of intersection at
2 equations for the determination of the parameters.
constitute
SKEW CURVES
494
[XI,
EM.
For example, the equations of a straight line depend on four

of a given surface S,
Hence, through each point
parameters.
there exist one or more straight lines which have contact of the
second order with the surface. In order to determine these lines,
let
us take the origin at the point M, and let us suppose that the
z axis is not parallel to the tangent plane at M.

Let z
F(x, y)
be the equation of the surface with respect to these axes. The
required line evidently passes through the origin, and

are of the form
_z_
Hence the equation

that
cp
its
equations
F(ap, bp) should have a triple root p
we should have
is,
where p,
ap
+ bq,
denote the values of the
q, r, s, t
first
and second deriva
tives of F(x, y) at the origin. The first of these equations expresses

that the required line lies in the tangent plane, which is evident
a priori.
and
ft/a,
The second equation

its
is
2
roots are real if s
a quadratic equation in the ratio

Hence there are in
rt is positive.
general two and only two straight lines through any point of a given
surface which have contact of the second order with that surface.
rt is positive
These lines will be real or imaginary according as s 2
We shall meet these lines again in the following
or negative.
chapter, in the study of the curvature of surfaces.
EXERCISES
1.
Find, in finite form, the equations of the evolutes of the curve which
cuts the straight line generators of a right circular cone at a constant angle.
Discuss the problem.
[Licence, Marseilles, July, 1884.]
2.
Do
skew curves T
which the three points of intersection

with the tangent, the principal normal, and the binormal are
there exist
for
of a fixed plane
the vertices of an equilateral triangle ?
3. Let T be the edge of regression of a surface which is the envelope of

a one-parameter family of spheres, i.e. the envelope of the characteristic circles.
Show that the curve which is the locus of the centers of the spheres lies on
Also state and prove the converse.
the polar surface of T.
4.
space.
on
Let T be a given skew curve,
Through
this parallel a
draw a
segment
Ma
point on T, and
line parallel to the polar line to
a fixed point in
at
ON equal to the radius of curvature of
M, and lay off

at M. Show
EXERCISES
XI, Exs.]
495
and the curve

described by the
that the curve F described by the point
center of curvature of F have their tangents perpendicular, their elements of
T"
length equal, and their radii of curvature equal, at corresponding points.
[ROUQUET.]
If the osculating
5.
show
of
sphere to a given skew curve F has a constant radius a,

a, at least unless the radius of curvature
on a sphere of radius
constant and equal to a.
that F
is
lies
6. Show that the necessary and sufficient condition that the locus of the
center of curvature of a helix drawn on a cylinder should be another helix on a
cylinder parallel to the first one is that the right section of the second cylinder
should be a circle or a logarithmic spiral. In the latter case show that all the
helices lie on circular cones which have the same axis and the same vertex.
[Tissox, Nouvelles Annales, Vol. XI, 1852.]
7*. If two skew curves have the same principal normals, the osculating
planes of the two curves at the points where they meet the same normal make
a constant angle with each other. The two points just mentioned and the cen
two curves form a system of four points whose anharThe product of the radii of torsion of the two curves
ters of curvature of the
monic
ratio is constant.
at corresponding points
is
a constant.
[PAUL SERRET
8*.
and
Let
x, y, z
MANNHEIM
SCHELL.]
be the rectangular coordinates of a point on a skew curve F,

Then the curve F defined by the equations
s the arc of that curve.
I a"ds,
yo
are the running coordinates,

where x yo,
and the curve defined by the equations
,
z<>
Z sin0,
where
I P"ds,
T= y cos0 + y
is
ty"ds,
called the conjugate curve to F;
sin0,
Z=
cos0
-f
2 sin0,
are the running coordinates and 6 is a constant angle, is called

JT, F,
a related curve. Find the orientation of the fundamental trihedron for each of
these curves, and find their radii of curvature and of torsion.
If the curvature of F is constant, the torsion of the curve F
the related curves are curves of the Bertrand type ( 233).
is
constant, and
find the
Hence
general equations of the latter curves.

9.
Let F and
I"
be two skew curves which are tangent at a point A. From

two curves in the
AM
AM
and
from
lay off infinitesimal arcs
along the
same direction. Find the limiting position of the line
MM
[CAUGHT.]
10. In order that a straight line rigidly connected to the fundamental trihe
dron of a skew curve and passing through the vertex of the trihedron should
describe a developable surface, that straight line must coincide with the tangent,
at least unless the given skew curve is a helix.
In the latter case there are an
infinite
number
of straight lines
which have the required property.
SKEW CURVES
496
For a curve of the Bertrand type there
exist
[XI, Exs.
two hyperbolic paraboloids

of whose generators
rigidly connected to the fundamental trihedron, each

describes a developable surface.
,
Bivista di Mathematical,, Vol. II, 1892, p. 155.]
11*. In order that the principal normals of a given skew curve should be the
binormals of another curve, the radii of curvature and the radii of torsion of
the first curve must satisfy a relation of the form
A /JL
\R*
where
and
1\ =
TV
are constants.
[MANNHEIM, Comptes rendus,
1877.]
[The case in which a straight line through a point on a skew curve rigidly
connected with the fundamental trihedron is also the principal normal (or the
binormal) of another skew curve has been discussed by Pellet (Comptes rendus,
May, 1887), by Cesaro (Nouvelles Annales, 1888, p. 147), and by Balitrand
(Mathesis, 1894, p. 159).]
12. If the osculating plane to a
sphere whose center
skew curve F
show
is
always tangent to a fixed
that the plane through the tangent perpen

dicular to the principal normal passes through 0, and show that the ratio of
the radius of curvature to the radius of torsion is a linear function of the arc.
State
is
0,
and prove the converse theorems.
CHAPTER
XII
SURFACES
CURVATURE OF CURVES DRAWN ON A SURFACE
I.
239. Fundamental formula. Meusnier s theorem. In order to study

the curvature of a surface at a non-singular point M, we shall sup
pose the surface referred to a system of rectangular coordinates
such that the axis of z
is not parallel to the tangent plane at M.

If the surface is analytic, its equation may be written in the form
(1)
F(x,y),
where F(x, ?/) is developable in power series according to powers of

x
X Q and y
y in the neighborhood of the point
)
(x y
But the arguments which we shall use do not require the
(
194).
assumption that the surface should be analytic we shall merely

suppose that the function F(x, ?/), together with its first and second
We shall use
derivatives, is continuous near the point (x
y
:
Monge
It is
notation, p,
q, r, s,
t,
~)
for these derivatives.
seen immediately from the equation of the tangent plane
that the direction, cosines of the normal to the surface are propor
tional to p, q, and
1.
If we adopt as the positive direction of the
normal that which makes an acute angle with the positive z axis,
the actual direction cosines themselves
A,
/*,
v are
given by the
formulae
\
A
u,
Let C be a curve on the surface S through the point M, and let

the equations of this curve be given in parameter form then the
functions of the parameter which represent the coordinates of a
point of this curve satisfy the equation (1), and hence their differ
;
entials satisfy the
two relations
(4)
= p dx + q di/
+ q d*y + r dx + 2s dxdy + t dy*.
dz
(3)
<Pz
= p d*x
497
SURFACES
498
[XII,
239
of these equations means that the tangent to the curve C

In order to interpret the
the tangent plane to the surface.
second geometrically, let us express the differentials which occur in
If the independent
it in terms of known geometrical quantities.
The
first
lies in
we
variable be the arc a of the curve C,
dx: _
~ a
^/_o
~
~fo
do-
^f_
"
dv*
da 2
<&*
da2
=
~
letters a, ft, y, a , /3 y R have the same meanings as in

Substituting these values in (4) and dividing by
where the
229.
&y__P_
~
d*x_<^
do-~ y
have
shall
that equation becomes
y -pa -gp*
R^/l + p* + q 2
or,
by
(2),
\a
fji/3
=
= ra + 2sa@ +
2
vy
+ p.(3 + vy is nothing but the cosine of the

included between the principal normal to C and the positive
direction of the normal to the surface hence the preceding formula
But the numerator Xa
angle
ra 2
COS 6
(5)
+ tfB*
2sa/3
is exactly equivalent to the formula (4); hence it

contains all the information we can discover concerning the curva
This formula
ture of curves
drawn on the
Since
surface.
and
Vl + p* +
are both essentially positive, cos and ra -f 2saft

tf} have the same
is acute or
sign, i.e. the sign of the latter quantity shows whether
obtuse.
In the
first place, let
us consider
all
the curves on the sur
which have the same osculating plane

face S through the point
(which shall be other than the tangent plane) at the point M. All
these curves have the same tangent, namely the intersection of the
osculating plane with the tangent plane to the surface. The direc
tion cosines a, /?, y therefore coincide for all these curves. Again,
the principal normal to any of these curves coincides with one of
the two directions which can be selected upon the perpendicular to the
be the angle which the
tangent line in the osculating plane. Let
o>
normal to the surface makes with one of these directions then we

= TT to. But the sign of ra 2 + 2sa/3 + tfP
shall have 6 =
or
;
o>
shows whether the angle
is
acute or obtuse
hence the positive
XII,
CURVES ON A SURFACE
239]
499
direction of the principal normal is the same for all these curves.
Since 6 is also the same for all the curves, the radius of curvature
them all that is to say, all the curves on the sur

which have the same osculating plane have
the
point
face through
the same center of curvature.
the same for
is
It follows that
we need only study
the curvature of the plane
First let us study the variation of the

curvature of the sections of the surface by planes which all pass
sections of the surface.
through the same tangent MT.

2
z
generality, that ra + 2sa(3 + fy3
We may
>
suppose, without loss of

change in the direction
0, for a
of the z axis is sufficient to change the signs of r, s, and t.

For all
these plane sections we shall have, therefore, cos
and
the
0,
If
is
acute.
be
the
of
radius
curvature
6
of
the
section
R!
angle
by the normal plane through MT, since the corresponding angle
>
is zero,
we
shall
have
1 __ ra*
R
Comparing
this
of curvature of
+ 2sa(3 +
t/3
formula with equation
any oblique
section,
(5),
we
which gives the radius
find
cos0
W^-JT
R=
or
R! cos
0,
center of curvature of
any
oblique section is the projection of the center of curvature of the

normal section through the same tangent line. This is Meusnier s
theorem.
The preceding theorem reduces the study
of the curvature of
oblique sections to the study of the curvature of normal sections.

shall discuss directly the results obtained by Euler.
First let
We
us remark that the formula (5) will appear in two different forms
for a normal section according as ra 2 + 2saft + t{P is positive or
negative.
In order to avoid the inconvenience of carrying these
two
we
signs,
shall agree to affix the sign

or the sign
to the
R of a normal section according as the direction
radius of curvature
from
M to the center of
curvature of the section
is
the same as or
opposite to the positive direction of the normal to the surface.

With this convention, R is given in either case by the formula
1
(7)
ra*
28ap
+ tF
SURFACES
500
[XII,
which shows without ambiguity the direction

of curvature
in
239
which the center
lies.
From
(7) it is easy to determine the position of the surface with

to
its tangent plane near the point of
For if
respect
tangency.
2
2
2
0, the quadratic form ra
2saft }- tfi keeps the same
of
r
and
t
the
of
as
the
normal
sign
sign
plane turns around
the normal; hence all the normal sections have their centers of
rt
<
curvature on the same side of the tangent plane, and therefore all
on the same side of that plane the surface is said to be convex
lie
and the point is called an elliptic point. On the

2
2
if
s
rt
+ 2sa(3 + tfi 2 vanishes for two
0, the form
contrary,
particular positions of the normal plane, and the corresponding
normal sections have, in general, a point of inflection. When the
normal plane lies in one of the dihedral angles formed by these two
planes, R is positive, and the corresponding section lies above the tan
gent plane when the normal plane lies in the other dihedral angle,
R is negative, and the section lies below the tangent plane. Hence
at such a point,
>
in this case the surface crosses its tangent plane at the point of
Such a point is called a hyperbolic point. Finally, if
tangency.
s
rt
0, all
the normal sections
lie
on the same side of the tan
gent plane near the point of tangency except that one for which
the radius of curvature is infinite.
The latter section usually
crosses the tangent plane.
Such a point is called a parabolic point.
It is easy to verify these results by a direct study of the differ
z
ence n
z of the values of z for a point on the surface and for
the point on the tangent plane at

For
point (x, y} on the xy plane.
z
= p(x
a*
M which
+ q(ij
whence, for the point of tangency (xn
du _
cz
dx
dx
projects into the
same
we have
?/
i/
),
^M
_n
dy
and
d2 u
It follows that if s 2
(ft
d2 u
u is a maximum or a minimum at
M. it has the same sign for all other
On the other hand, if s 2 rt 0, u
points in the neighborhood.
has neither a maximum nor a minimum at M, and hence it changes
sign in any neighborhood of M.
(
56),
and
since
rt

XII,
CURVES ON A SURFACE
240]
The
240. Euler s theorems.
501
In order to study the varia
indicatrix.
tion of the radius of curvature of a normal section, let us take the

as the origin and the tangent plane at
as the xy plane.
point
With such a system
we
of axes
p=
have
shall
= 0,
and the
formula (7) becomes
= r cos
(8)
2
<
2s cos
sin
<
<f>
sin 2
<,
where
is the angle which the trace of the normal plane makes
with the positive x axis. Equating the derivative of the second
member to zero, we find that the points at which R may be a maxi
<
mum
minimum
stand at right angles. The following geomet

convenient means of visualizing the variation of R.
Let us lay off, on the line of intersection of the normal plane with
the xy plane, from the origin, a length Om equal numerically to the
or a
rical picture is a
square root of the absolute value of the corresponding radius of cur

The point ra will describe a curve, which gives an instanta
vature.
neous picture of the variation of the radius of curvature. This ciirve

is called the indicatrix.
Let us examine the three possible cases.
2
rt
0.
In this case the radius R has a constant sign, which
1) s
we shall suppose positive. The coordinates of
are
cos
and r)
V-R sin
hence the equation of the indicatrix is
<
= V#
<
<
re
(9)
which
is
the equation of an ellipse whose center is the origin. It is

R is at a maximum for the section made by the normal
clear that
plane through the major axis of this ellipse, and at a minimum for
the normal plane through the minor axis. The sections made by two
planes which are equally inclined to the two axes evidently have the
same curvature. The two sections whose planes pass through the
axes of the indicatrix are called the principal normal sections, and
the corresponding radii of curvature are called the principal radii of
If the axes of the indicatrix are taken for the axes of x
curvature.
and
y,
we
shall
have
0,
R
With
T cos 2
<
sin 2
(8)
<j>
and
<f>
Tr/2, respectively
(10)
^cos
R and R 2
hence 1/Ri
sin
<ft
<fr
>
becomes
<.
these axes the principal radii of curvature
to
and the formula
r,
correspond
1/R 2
t,
and
SURFACES
502
2) s
rt
The normal
0.
>
which
values of
sections
240
which correspond to the
<f>
r cos 2
have
[XII,
<
2s cos
sin
<
<j>
sin 2
<
Let L(OL^ and LÔL 2 be the inter

two planes with the xy plane. When the trace of
infinite radii of curvature.
sections of these
the normal plane lies in the angle LÔL^^ for example, the radius
is positive.
Hence the corresponding portion of the
of curvature
indicatrix
where
is
and
point m.
represented by the equation
is
L[OL l and L Z OL Z
other angle
the previous case, the coordinates of the

an hyperbola whose asymptotes are the lines
When the trace of the normal plane lies in the
are, as in
77
This
L ÔL lt R
is
negative, and the coordinates of
= V R cos
<f),
Hence the corresponding portion
which
is
t]
sin
of the indicatrix
conjugate to the preceding hyperbola.
m are
<.
is
the hyperbola
These two hyper
bolas together form a picture of the variation of the radius of curva

If the axes of the hyperbolas be taken as the
ture in this case.
x and y axes, the formula (8) may be written in the form (10), as in
the previous case, where now, however, the principal radii of curva
ture R and R 2 have opposite signs.
2
rt
0.
3) s
fixed sign, which
In this case the radius of curvature
has a
we
The indicatrix is still

shall suppose positive.
the equation (9), but, since its center is at the origin
represented by
and it is of the parabolic type, it must be composed of two parallel
If the axis of y be taken parallel to these lines, we
straight lines.
shall
have
0, t
0,
and the general formula
-=
it
(8)
becomes
rcos*$,
or
R
This case may also be considered to be a limiting case of either of
the preceding, and the formula just found may be thought of as the
limiting case of (10), when R 2 becomes infinite.
XII,
CURVES ON A SURFACE
241]
503
Euler a formulae may be established without using the formula (5). Taking
of the given surface as the origin and the tangent plane as the xy
the point
plane, the expansion of z by Taylor s series may be written in the form
rz 2
2sxy
~o-
where the terms not written down are
ty*
-
-"
of order greater than two.
In order
made by a plane y = x tan 0, we
to find the radii of curvature of the section
may
introduce the transformation
and then
set
=
2
x cos
y sin
<t>
x sin
y cos
<
This gives the expansion of z in powers of x
0.
r cos 2
<(>
2s sin
cos
<f>
<f>
sin 2
2J
|-
1.2
214, leads to the formula (8).
which, by
The
Notes.
section of the surface
rz 2
by
2sxy
its
ty*
<j>
3 (x,
y)
given by the equation
is
tangent plane
and has a double point at the origin. The two tangents at this point are the
asymptotic tangents. More generally, if two surfaces S and Si are both tangent
at the origin to the
xy plane
is
xy plane, the projection of
=
where
for S.
on the
(r
- n)x2 +
2(8
Sl )xy
(t
t^y*
-,
r\, s\, ti have the same meaning for the surface Si that r, s, t have
The nature of the double point depends upon the sign of the expression
2
(s
their curve of intersection
Si)
(r
ri)(t
ti).
If this
expression
is
zero, the curve of intersection
has, in general, a cusp at the origin.
To recapitulate, there exist on any surface four remarkable posi

tions for the tangent at any point two perpendicular tangents for
:
which the corresponding radii of curvature have a maximum or a

minimum, and two so-called asymptotic, or principal,* tangents, for
which the corresponding radii of curvature are infinite. The latter are
to be found by equating the trinomial ra 2 -+-2saft + t{P to zero ( 238).
We proceed to show how to find the principal normal sections and
the principal radii of curvature for any system of rectangular axes.
241. Principal radii of curvature. There are in general two different
normal sections whose radii of curvature are equal to any given
value of R.
value of
is
The only exception
is
the case in which the given

which case
one of the principal radii of curvature, in
The reader should distinguish sharply the directions of the principal tangents
and the directions of the principal normal sections
To avoid confusion we shall not use the term principal
(the axes of the indicatrix)
TRANS.
tangent.
(the asymptotes of the indicatrix)
.
504
SURFACES
[XII,
241
only the corresponding principal section has the assigned radius

of curvature.
To determine the normal sections whose radius of
curvature is a given number R, we
determine the values of
may
a,
y by the three equations
ft,
Vl + p + a* =
ra* + 2sa/3 + tft\
2
-J
It is easy to derive
=p a + qft,
a2
/3
+ y =l.
2
from these the following homogeneous combina
tion of degree zero in a and
ft
<**
+ ft* + (pa + qpf
It follows that the ratio

ft/ a is given
a\l + p* - rD) +
D Vl +p +
2aft(pq
by the equation
- sD) + (?(!+
<f
tD)
= 0,
where R
If this equation has a double root, that
q
root satisfies each of the equations formed
by setting the two first
derivatives of the left-hand side with respect to a and
ft equal to
zero
2
(12)
I
a(pq-
sD}
=0,
D)
+ ft(l + q* -
tD)
0.
and replacing D by its value, we obtain an

Eliminating a and
equation for the principal radii of curvature
:
On the other hand, eliminating D from the equations

(12), we obtain
an equation of the second degree which determines the lines of inter
section of the tangent plane with the
principal normal sections
:
-pqr]
From
the very nature of the problem the roots of the

equations (13)
real.
It is easy to
verify this fact directly.
In order that the equation for R should have
equal roots, it is
and (14) will surely be
necessary that the indicatrix should be a circle, in which case all

the normal sections will have the same radius of curvature. Hence
the second member of
must be
of the ratio
independent
(11)
which necessitates the equations
pq
ftfa,
XII,
CURVES ON A SURFACE
241]
505
The
At
points which satisfy these equations are called umbilics.
such points the equation (14) reduces to an identity, since every
diameter of a circle is also an axis of symmetry.
It is often possible to determine th e principal normal sections
from certain geometrical considerations. For instance, if a surface
S has a plane of symmetry through a point
on the surface, it is
clear that the line of intersection of that plane with the tangent
is a line of symmetry of the indicatrix
hence the sec
plane at
tion by the plane of symmetry is one of the principal sections. For

example, on a surface of revolution the meridian through any point
is one of the principal normal sections
it is evident that the
plane
;
of the other principal normal section passes through the normal to

the surface and the tangent to the circular parallel at the point.
But we know the center of curvature of one of the oblique sections
through this tangent line, namely that of the circular parallel itself.
It follows from Meusnier s theorem that the center of curvature of
the second principal section is the point where the normal to the
surface meets the axis of revolution.
At any point of a developable surface, s

rt
0, and the indica
trix is a pair of parallel straight lines.
One of the principal sec
2
tions coincides with the generator,
curvature
is infinite.
The plane
and the corresponding radius of
of the second principal section is

All the points of a developable
perpendicular to the generator.

surface are parabolic, and, conversely, these are the
only surfaces
which have that property ( 222).
If a non-developable surface is convex at certain
points, while other
points of the surface are hyperbolic, there is usually a line of para
which separates the region where s

rt is positive from
the region where the same quantity is negative. For example, on the
anchor ring, these parabolic lines are the extreme circular parallels.
2
bolic points
In general there are on any convex surface only a finite number of umbilics.
proceed to show that the only real surface for which every point is an
umbilic is the sphere. Let X, p, v be the direction cosines of the normal to the
surface.
Differentiating (2), we find the formulae
We
ax
CX
dfj.
or,
by
_
~ pqs-(l+q*)r
(l + p2 +9 2)J
5X
_ pqr-(l+p*)s
dp
(15),
=
~
dy
^
=
~
dx
_ pqt-(l +
Sy
=
~
dx
-dy
q*)s
SURFACES
500
[XII,
242
first equation shows that X is independent of y, the second that /x is inde

pendent of z hence the common value of d\/cx, dp/dy is independent of both
x and y, i.e. it is a constant, say I/a. This fact leads to the equations
The
X=
-X
-
Va2 -
-Mo
(x
2
)
(y
2
2/o)
a
X
Va2 -
(x
2
)
(y
yo)
y -2/0
)
Va2 -(x-x
whence, integrating, the value of z
which
is
surface
is
+ Va -
2
)
-(2/-2/o)
found to be
(x
2
)
(y
)*
the equation of a sphere. It is evident that if 8\/dx

dp/dy = 0, the
But the equations (15) also have an infinite number of
a plane.
is
2
2
imaginary solutions which satisfy the relation 1 + p + q = 0, as we can see by
with
to
x
and
with
this
respect to y.
respect
equation
differentiating
II.
ASYMPTOTIC LINES
CONJUGATE LINES
242. Definition and properties of asymptotic lines.
At every hyper
bolic point of a surface there are two tangents for which the corre
sponding normal sections have infinite radii of curvature, namely
The curves on the given surface

each of their points to one of these asymptotic
If a point moves along any
directions are called asymptotic lines.
curve on a surface, the differentials dx, dy, dz are proportional to
the asymptotes of the indicatrix.
which are tangent
at
For an asymptotic tangent

the direction cosines of the tangent.
dx and dy at any point
differentials
hence
the
roP
tft*
2saf3
of an asymptotic line
must
rdx 2
(16)
2sdxdy
+ tdif = 0.
=
If the equation of the surface be given in the form z

F(x, y), and
we substitute for r, s, and t their values as functions of x and y,
this equation
may
be solved for dy/dx, and
we
shall obtain the
two
solutions
We
shall see later that each of these equations has an infinite num
ber of solutions, and that every pair of values (x y ) determines
It follows that there pass
in general one and only one solution.
,
through every point of the surface, in general, two and only two
XII,
242]
ASYMPTOTIC LINES
asymptotic lines
lines
upon the
all
CONJUGATE LINES
507
these lines together form a double system of
surface.
Again, the asymptotic lines
may be
defined without the use of
any metrical relation the asymptotic lines on a surface are those

curves for which the osculating plane always coincides with the tan
gent plane to the surface. For the necessary and sufficient condition
:
that the osculating plane should coincide with the tangent

plane to
the surface is that the equations
dz
p dx
q dy
d2 z
p d^x
q d*y
should be satisfied simultaneously (see

The first of these
215).
equations is satisfied by any curve which lies on the surface. Dif
ferentiating it, we obtain the equation
d*z
p d*x
q d*y
dp dx
dq dy
which shows that the second of the preceding equations may be

replaced by the following relation between the first differentials
:
dp dx
(18)
+ dqdy= 0,
an equation which coincides with (16). Moreover it is

easy to
Since the radius of
explain why the two definitions are equivalent.
curvature of the normal section which
of the indicatrix
is infinite,
totic line will also
be
by -Meusnier s theorem, at least unless

perpendicular to the normal plane, in which
theorem becomes illusory. Hence the osculating
the osculating plane

case Meusnier
is tangent to an
asymptote
the radius of curvature of the asymp
infinite,
is
an asymptotic line must coincide with the tangent plane,

at least unless the radius of curvature is infinite
but if this were
true, the line would be a straight line and its osculating plane
plane to
would be indeterminate.
It follows
from this property that any
projective transformation carries the asymptotic lines into asymp

totic lines.
It is evident also that the differential equation is of
the same form whether the axes are rectangular or oblique, for the
equation of the osculating plane remains of the same form.
It is clear that the
asymptotic lines exist only in case the points of
the surface are hyperbolic.
But when the surface
is
analytic the
differential equation (16) always has an infinite number of solu

1
rt is positive or negative.
As a
tions, real or imaginary, whether s
generalization we shall say that any convex surface possesses two sys
tems of imaginary asymptotic lines. Thus the asymptotic lines of an
unparted hyperboloid are the two systems of rectilinear generators.
SURFACES
508
243
[XII,
For an ellipsoid or a sphere these generators are imaginary, but

they satisfy the differential equation for the asymptotic lines.
lines of the surface
Example. Let us try to find the asymptotic

z = x m y*.
In this example we have
r
and
= m(m
l)x
m - 2 yn
mnx m -
the differential equation (16)
may
may
yn
-1
n(n
l)x
2
y"-
x dy/
This equation
\x dy
be solved as a quadratic in (ydx)/(xdy).
Let hi and h^ be
the two families of asymptotic lines are the curves which

project, on the xy plane, into the curves
the solutions.
Then
243. Differential equation in parameter form. Let the equations of

the surface be given in terms of two parameters u and v
:
x=f(u,
(19)
v),
$(u,v},
^(u,v}.
Using the second definition of asymptotic lines, let us write the

equation of the tangent plane in the form
A(X -
(20)
x)
+ B(Y - y) +
C(Z
z)
0,
where A, B, and C satisfy the equations
ov
dv
8v
39.
Since the
for A, B, and C found in
as
this
line
is
the
same
of
an
tangent
asymptotic
osculating plane
must
the
coefficients
these
same
equations
satisfy
plane,
which are the equations
Adx +
Ad*x
The
first
entiating
which
set
of these equations, as above, is satisfied identically. Differ

it, we see that the second may be replaced by the equation
dA dx
(22)
is
Bdij + Cdz =0,

+ Bd*y + Cd?z = 0.
+ dBdy + dCdz =
0,
the required differential equation.

If, for example, we
1 in the equations (21), A and B are equal, respectively,
p and q of z with respect to x and

the equation (22) coincides with (18).
to the partial derivatives
y,
and
XII,
244]
ASYMPTOTIC LINES
CONJUGATE LINES
509
This equa
Examples. As an example let us consider the conoid z =
z =
and the equations (21)
is equivalent to the system x = u, y =
<f>(y/x).
tion
w>,
become
A + Bv =
These equations are
Bu +
(v)
C = u, A =
we
satisfied if
</>(),
C<j>
set
# (),
.B
# ()
hence
the equation (22) takes the form

2
24>
utf>"(v)dv
(v)dudv
0.
One
tors.
solution of this equation is v

const., which gives the rectilinear genera
Dividing by dv, the remaining equation is
dv
<t>"(v)
<j>
whence the second system

by the equation w 2
defined
(v)
du
u
on the surface
which project on the xy plane into the
of asymptotic lines are the curves
=
K<f>
(v)
curves
Again, consider the surfaces discussed by Jamet, whose equation
may
be
written in the form
z and u = y/x, the differential equation of

written in the form
Taking the independent variables

the asymptotic lines
may be
JTW
/(u>
from which each of the systems of asymptotic
lines
may
be found by a single
quadrature.
A helicoid is a surface defined by

The reader may show that the
pf"(p)
dp*
equations of the form
differential equation of the asymptotic lines is
- 2h dw dp +
p*f
(p)
du*
from which w may be found by a single quadrature.

244. Asymptotic lines on a ruled surface. Eliminating A B, and C
between the equations (21) and the equation
,
n*
A
JT. /-/2
\JU
*J
we
^^
J-f
sj*
U/
.-I*
I/
/"*
[^
\*>
& __
^-72 fj
Uv
||
V/
find the general differential equation of the asymptotic lines
f
du
du
du
df
8$
d$
dv
dv
dv
(23)
<j>
diff
=0.
SURFACES
510
[XII,
244
This equation does not contain the second differentials d z u and d 2 v,

for
we have
CUCV
CV
du dv
dv*
ov*
and analogous expressions for d2 y and d 2 z. Subtracting from the

2
third row of the determinant (23) the first row multiplied by d u
2
d
the
differential
and the second row multiplied by
v,
equation
becomes
cu
_
du
en
df_
c_$
cj,
do
cv
cu cv
0.
vtr
Developing this determinant with respect to the elements of the

first row and arranging with respect to du and dv, the equation
may
D du + 2D
2
(24)
where D,
and
D"
du dv
D"
dv*
= 0,
denote the three determinants
(25)
As an
application let us consider a ruled surface, that
is,
a surface
whose equations are of the form
where x
a,
/8,
y are
all
functions of a second variable param
u = 0, the point (a- y z ) describes a certain

On the other hand, if we set
curve F which lies on the surface.
v
const, and let u vary, the point (x, y, z) will describe a straighteter
v.
If
we
set
XII,
ASYMPTOTIC LINES
245]
CONJUGATE LINES
511
line generator of the ruled surface, and the value of u at any point
of the line will be proportional to the distance between the point
the point (x , y , s ) at which the generator meets the
(x, y, z) and
curve
It is
F.
evident from the formulae (25) that D = 0, that

is a polynomial of the second
u, and that
Z>
independent of
degree in u:
is
D"
D"
Since dv
is
a factor of (24), one system of asymptotic lines consists
of the rectilinear generators v

const. Dividing by dv, the remain
ing differential equation for the other system of asymptotic lines is
of the form
CL
(26)
tl>
dv
+ Lu + Mu + N = 0,
2
are functions of the single variable v. An equa

L, M, and
tion of this type possesses certain remarkable properties, which we
shall study later.
For example, we shall see that the anharmonic
where
ratio of
monic
any four
solutions is
a constant.
It follows that the
anhar
which a generator meets any four

of the other system is the same for all generators,
ratio of the four points in
asymptotic lines
which enables us to discover all the asymptotic lines of the second

system whenever any three of them are known. We shall also
see that whenever one or two integrals of the equation
(26) are
known, all the rest can be found by two quadratures or by a single
quadrature.
Thus, if all the generators meet a fixed straight line,
that line will be an asymptotic line of the second system, and all
the others can be found by two quadratures.

If the surface pos
sesses two such rectilinear directrices, we should know two asymp
second system, and it would appear that another

would
be required to find all the others. But we can
quadrature
obtain a more complete result.
For if a surface possesses two
rectilinear directrices, a protective transformation can be found
which will carry one of them to infinity and transform the surface
into a conoid but we saw in
243 that the asymptotic lines on a
conoid could be found without a single quadrature.
totic lines of the
245. Conjugate lines.
Any two
conjugate diameters of the indica-
S are called conjugate tangents.

the surface there corresponds a conjugate
tangent, which coincides with the first when and only when the given
trix at a point of a given surface
To every tangent
to
SURFACES
512
[XII,
245
an asymptotic tangent. Let z = F(x, y) be the equation of

m and m be the slopes of the projections of
two conjugate tangents on the xy plane. These projections on the
xy plane must be harmonic conjugates with respect to the projec
is
tangent
the surface S, and let
two asymptotic tangents at the same point of the sur

But the slopes of the projections of the asymptotic tangents
tions of the
face.
+ 2s +
p.
2
.
tp.
In order that the projections of the conjugate tangents should be

harmonic conjugates with respect to the projections of the asymp
totic tangents, it is necessary and sufficient that we should have
r
(27)
If
+ s (m + m ) + tmm =
be a curve on the surface
the envelope of the tangent
S,
at points along this curve is a developable surface which

At every point
is tangent to S all along C.
of C the generator of
this developable is the conjugate tangent to the tangent to C.
Along
plane to
C, x, y,
2,
p,
and q are functions of a single independent variable

of the developable is defined by the two equations
a.
The generator
Zdz
+p
dx
- p(X q dy
x)
- q(Y -
dp (X
y)
0,
dq( Y
x~)
y}
the last of which reduces to
y
x
dp
rdx
dq
dx
+ sdy
+
tdy
m be
the slope of the projection of the tangent to C and

Then we shall have
of
the
slope
projection of the generator.
Let
*y
dx
=m
y-
and the preceding equation reduces

the theorem stated above.
y
x
=m
to the
the
>
form
(27),
which proves
Two one-parameter families of curves on a surface are said to

form a conjugate network if the tangents to the two curves of the
two families which pass through any point are conjugate tangents
It is evident that there are an infinite number of
on any surface, for the first family may be
networks
conjugate
the
second family then being determined by a
assigned arbitrarily,
at that point.
differential equation of the first order.
XII,
CONJUGATE LINES
ASYMPTOTIC LINES
245]
513
Given a surface represented by equations of the form (19), let us find the
conditions under which the curves u = const, and v = const, form a conjugate
network.
we move along
If
tangent plane
is
the curve v
const.
the characteristic of the
represented by the two equations
A(X -
x)
+ B(Y -y) + C(Z -z) =
0,
In order that this straight line should coincide with the tangent to the curve
= const., whose direction cosines are proportional to dx/dv, dy/dv, dz/dv, it
is necessary and sufficient that we should have
cv
dv
dv
dA
dx
dB dy
dC
du
dv
du
du dv
dv
dz
first of these equations with regard to u,

be replaced by the equation
Differentiating the
second
may
(28)
dudv
we
see that the
dudv
and finally the elimination of A, JB, and C between the equations (21)
leads to the necessary and sufficient condition
This condition
is
dy
dz
du
du
dx
dy
dz
dv
dv
dv
du dv
cu dv
du dv
equivalent to saying that
differential equation of the
(29)
where
dx
du
and
(28)
0.
are three solutions of a
x, y, z
form
du dv
du
M and N are arbitrary functions of
u and
v.
follows that the
It
knowl
edge of three distinct integrals of an equation of this form is sufficient to

determine the equations of a surface which is referred to a conjugate network.
= = 0, every integral of the equation (29) is
For example, if we set
the sum of a function of u and a function of v hence, on any surface whose
M N
equations are of the form

(30)
x=/(u)+/i(t>),
*(u)+^(w),
^(u)
the curves (u) and (v) form a conjugate network.

Surfaces of the type (30) are called surfaces of translation.
î(t),
Any such
surface
be described in two different ways by giving one rigid curve F a motion of

translation such that one of its points moves along another rigid curve T
For,
may
SURFACES
514
[XII,
246
M M
be four points of the surface which correspond, respectively,

MQ, MI
2
to the four sets of values (u
o), (M, v ), (w
), (u, v) of the parameters u and u.
By (30) these four points are the vertices of a plane parallelogram. If is fixed
and u allowed to vary, the point MI will describe a curve T on the surface like
let
wise,
if
is
kept fixed and v
is
allowed to vary, the point
will describe
another curve T on the surface. It follows that we may generate the surface by
or by
giving F a motion of translation which causes the point M% to describe
It is
giving T a motion of translation which causes the point MI to describe T.
evident from this method of generation that the two families of curves (M) and (v)
are conjugate.
For example, the tangents to the different positions of T at the
r",
various points of T form a cylinder tangent to the surface along F

tangents to the two curves at any point are conjugate tangents.
III.
hence the
LINES OF CURVATURE
246. Definition and properties of lines of curvature. A curve on a

given surface S is called a line of curvature if the normals to the
surface along that curve form a developable surface.
If z
f(x, y)
is the equation of the surface referred to a
system of rectangular
axes, the equations of the
normal
Y=-qZ
to the surface are
+(y+qz).
The necessary and sufficient condition that this line should describe
a developable surface is that the two equations
- Z dq +
d(y
+ qz) =
Z
should have a solution in terms of
223), that
is,
that
we
should have
d(x
+ pz} _
d(y
qz)
dq
dp
or,
more simply,
dx
+ p dz
dp
dy
-\-
q dz
dq
Again, replacing dz, dp, and dq by their values, this equation may
(l
+ p*)dx + pqdy _ pqdx

rdx + sdy
sdx +
tdy
This equation possesses two solutions in dy/dx which are always

real and unequal if the surface is real, except at an umbilic.
For,
if we replace dx and dy by a and /3,
respectively, the preceding
XII,
LINES OF CURVATURE
246]
515
241] for
equation coincides with the equation found above [(14),
the determination of the lines of intersection of the principal normal
sections with the tangent plane. It follows that the tangents to the
lines of curvature
We
indicatrix.
through any point coincide with the axes of the
shall see in the study of differential equations that
is one and only one line of curvature through every nonsingular point of a surface tangent to each one of the axes of the
These lines are
indicatrix at that point, except at an umbilic.
always real if the surface is real, and the network which they form
there
once orthogonal and conjugate,
is at
and the
differential equation (33) is
(a2
we
In this example
xy/a.
If
lines of curvature of the paraboloid z
Let us determine the
Example.
a characteristic property.
2
2/
)dx
(a
dx
z2 )dy 2
dy
or
Vz 2 +
Vy 2 +
a2
=Q
a2
take the positive sign for both radicals, the general solution
(x
which gives one system
+ Vz 2 +
a 2 )(y
Vy 2 +
4-
of lines of curvature.
(34)
Vy2 +
may be
the equation of this system
a2
a2 )
If
we
Vx2 +
is
C,
set
a2
written in the form
+ VX2 +
a*
= C
by virtue of the identity

(z
Vy 2 +
a2
Vz 2 +
a2 )
a*
[xy
+ V(x2 +
a2 )(j/2
a2 )]
It follows that the projections of the lines of curvature of this first system are
represented by the equation (34), where X is an arbitrary constant. It may be
shown in the same manner that the projections of the lines of curvature of the
other system are represented by the equation
(35)
From the
(35) may be
Vy 2 +
a2
Vx2 +
a2
/*.
az of the given paraboloid, the equations (34) and

equation xy
written in the form
Vx 2 +
z2
+ Vy 2
-f
z2
C,
Vx2 +
z2
- Vy 2 +
z2
=C
Vz 2 + z 2 and Vy 2 + z 2 represent, respectively, the dis

It follows that the lines
tances of the point (z, y, z) from the axes of z and y.
of curvature on the paraboloid are those curves for which the sum or the difference
of the distances of any point upon them from the axes of x and y is a constant.
But the expressions
SURFACES
516
247. Evolute of a surface.
face S.
As a
point
Let C be a
247
[XII,
on a sur
line of curvature
M describes the curve
C, the
normal
MN to the
surface remains tangent to a curve T.

Let (X, Y, Z) be the coor
dinates of the point A at which
is tangent to T.
The ordinate
Z is given by either of the equations (32), which reduce to a single
MN
e<
{nation since
is
The equations
a line of curvature.
(32)
may
z_z_
+P
(1
r dx
+ pq dy ^pgdx + (l+ ?
s dx + tdy
+ s dy
dx
dy
Multiplying each term of the first fraction by dx, each term of the
second by dy, and then taking the proportion
by composition, we
find
dx 2
r dx 2
+ (p dx +
+ 2s dx dy +
dy*
g dy}*
t
dif
Again, since dx, dtj, and dz are proportional to the direction cosines
ft, y of the tangent, this equation may be written in the form
a,
*5
-_
a2
+ (pa +
+ 2sp +
2
/?
2
ra 2
tfi
+ 2safi
this formula with

(7), which gives the radius of curva
of the normal section tangent to the line of curvature, with
the proper sign, we see that it is equivalent to the equation
Comparing
ture
where
Z-z=
(36)
= RV
the cosine of the acute angle between the z axis and the
direction
of the normal.
But z
Kv is exactly the value
positive
of
for the center of curvature of the normal section under con
v is
of tangency A of the normal

T
with
coincides
the
center of curvature of the
envelope
normal
section
to
C
at
M. Hence the curve F is
principal
tangent
sideration.
MN
It follows that the point
to its
the locus of these centers of curvature.
If
we consider
all
the lines
of curvature of the system to which C belongs, the locus of the cor

responding curves r is a surface 2 to which every normal to the
given surface S
tangent at
The other
The normal
which
is
is tangent.
For the normal
to the curve r which lies on 2.
line of curvature
C through
MN,
M cuts
for example,
is
at right angles.
always tangent to a curve T
the locus of the centers of curvature of the normal sections
to
S along C
is
itself
XII,
LINES OF CURVATURE
248]
517
The locus of this curve T for all the lines of curva

tangent to
ture of the system to which C belongs is a surface 2 to which all
the normals to S are tangent. The two surfaces 2 and 2 are not
C".
usually analytically distinct, but form two nappes of the same sur
face,
which
is
then represented by an irreducible equation.
The normal MN to S is tangent to each of these nappes 2 and 2

at the two principal centers of curvature A and A of the surface S
at the point M.
It is easy to find the tangent
planes to the two nappes at the points A and A
(Fig. 51).
As
the point
M describes the curve
MN
normal
describes the developable
surface D whose edge of regression is F at
the same time the point A where
touches
2 describes a curve y distinct from F since
the straight line
cannot remain tangent to
two distinct curves F and F
The developable
D and the surface 2 are tangent at A hence
C, the
MN
MN
the tangent plane to 2 at A is tangent to D

It follows that it is the plane
all along MN.
NMT, which
passes through the tangent to C.

Similarly, it is evident that the tangent plane
to 2 at A is the plane
through the tan
NMT
gent to the other line of curvature
NMT
FIG. 51
NMT
The two planes

and
stand at right angles. This fact
leads to the following important conception.
Let a normal
be
from
O
in
on
the
surface
S, and let A and
dropped
any point
space
OM
be the principal centers of curvature of S on this normal.
The
tangent planes to 2 and 2 at A and A , respectively, are perpendic

ular.
Since each of these planes passes through the given point 0, it
is clear that the two nappes of the e volute of any surface S, observed
from any point O in space, appear to cut each other at

The converse of this proposition will be proved later.
248. Rodrigues
of the normal,
formulae.
and
If
X,
/A,
right angles.
denote the direction cosines
one of the principal radii of curvature, the

corresponding principal center of curvature will be given by the
formulae
(37)
X=
Z=
Rv.
As the point (x, y, z) describes a line of curvature tangent to

the normal section whose radius of curvature is R, this center of
SURFACES
518
[XII,
249
curvature, as we have just seen, will describe a curve F tangent to

the normal MN; hence we must have
dX
_dY _dZ
X
or,
replacing X, Y, and
fji
by their values from (37) and omitting the
common term dR,

dx
R d\ _
-f
dy
Rdp.
_ dz + Rdy
v
p.
The value
of any of these ratios is zero, for if we take them

by
composition after multiplying each term of the first ratio by X, of
the second by p., and of the third by v, we obtain another ratio

equal to any of the three but the denominator of the new ratio is
;
unity, while the numerator
X dx
is
identically zero.
Rodrigues
(38)
fj.
dy
dz
R(\ dX
p.
dp.
v dv)
This gives immediately the formulae of Olinde
dx
+ R dX = 0,
dy
+ Rdn =
0,
dz
+ Rdv =
0,
which are very important
in the theory of surfaces.

It should be
that
these
formulae
to
a
noticed, however,
apply only
displacement
of the point (a;, y, z) along a line of curvature.
249. Lines of curvature in parameter form. If the equations of the

surface are given in terms of two parameters u and v in the form
(19), the equations of the normal are
Xx _ Yy_Zz
B
where A, B, and C are determined by the equations (21).

The
and
sufficient
condition
that
line
this
should
describe
a
necessary
developable surface
(39)
is,
by
223,
dx
dy
dA
dB
ABC
dz
0,
dC
x, y, z, A, B, and C are to be replaced by their expressions

in terms of the parameters u and v; hence this is the differential
equation of the lines of curvature.
where
XII,
LINES OF CURVATURE
249]
As an example
us find the lines of curvature on the helicoid
let
whose equation
is
a arc tan x
A cos + B sin =
Taking
find
A=
a sin
0,
B=
a cos
becomes
+ V/o2 +
for example,
a2
0.
-f
Ca =
dp
and integrating, we find
= ae-o,
or
[e-ec - e~(-
The
projections of these lines of curvature on the xy plane are

are easily constructed.
The same method enables us

\, n, v
we
o)]
all spirals
which
to form the equation of the second
degree for the principal radii of curvature.

A, B, C,
After expansion and simpli
de-
or
are
Ap sin + Bp cos
fication the differential equation (39)
Choosing the sign
equivalent to the system
In this example the equations for A, B, and
C = p, we
519
With the same symbols
shall have, except for sign,
B2 + C 2
We
shall adopt as the positive direction of the normal that which

If .R is a principal radius of
given by the preceding equations.
curvature, taken with its proper sign, the coordinates of the corre
is
sponding center of curvature are
where
R = pÂ* + B 2 + C 2
If the point (x, y, z) describes the line of curvature tangent to the

principal normal section whose radius of curvature is R, we have
seen that the point (X, Y, Z) describes a curve F which is tangent
to the
dx
normal to the surface.
+ p dA +
A
A dp
dy
Hence we must have
+ p dB + B dp _
B
dz
+ pdC + Cdp
C
SURFACES
620
or,
denoting the
common
values of these ratios by dp
+ pdA A K
+ pdB - BK=
dz + pdC - CK=
(dx
dy
Eliminating p and
0.
from these three equations, we
ox
^
du
du
dC by
K,
0,
find again the
differential equation (39) of the lines of curvature.
replace dx, dy, dz, dA, dB, and
250
[XII,
But
if
we
the expressions
dx
dC
^ dv,
dv
tin
respectively, and then eliminate du, dv,

for the determination of p
T
du
dC
Hh
a~
cv
and K, we
find an equation
(41)
0.
B -f C this equation becomes an

replace p by R/ ~vA*
for
the
radii
of curvature.
equation
principal
The equations (39) and (41) enable us to answer many questions
If
we
which we have already considered. For example, the necessary

and sufficient condition that a point of a surface should be a para
bolic point is that the coefficient of p 2 in (41) should vanish.
In
order that a point be an umbilic, the equation (39) must be satisfied
for all values of
As an example
helicoid.
in this
With a
example
du and dv
let
= MCOS,
A=
and the equation
us find the principal radii of curvature of the rectilinear
slight modification of the notation used above,
(41)
as mv,
B=
acosv,
sin v,
C=
we
shall
have
av,
u,
becomes
2
2
R
Hence the principal radii of curvature of the helicoid
(a + u )/a.
are numerically equal and opposite in sign.
whence
250. Joachimsthal s theorem. The lines of curvature on certain

surfaces may be found by geometrical considerations. For example,
it is quite evident that the lines of curvature on a surface of revolu
tion are the meridians and the parallels of the surface, for each of
XII,
LINES OF CURVATURE
251]
521
tangent at every point to one of the axes of the

This is again confirmed by the remark
that the normals along a meridian form a plane, and the normals
in each case the normals
along a parallel form a circular cone,
these curves
is
indicatrix at that point.
form a developable surface.
On
a developable surface the
first
system of lines of curvature
The second system consists of the

of the generators.
the
of
generators, that is, of the involutes of
orthogonal trajectories
consists
the edge of regression

If
rature.
we know one
231). These can be found by a single quad

of them, all the rest can be found without
All of these results are easily verified directly.

of the theory of evolutes of a skew curve led Joachimsthal to a very important theorem, which is often used in that
even one quadrature.
The study
Let S and S be two surfaces whose line of intersection C

The normal
to S along
to S along
describes a developable surface, and the normal
theory.
is
C
C
is
a line of curvature on each surface.
MN
MN
describes another developable surface. But each of these normals

normal to C. It follows from 231 that if two surfaces have a
common
that
line of curvature, they intersect at
a constant angle along
line.
Conversely, if two surfaces intersect at a constant angle, and if

their line of intersection is a line of curvature on one of them, it is
For we have seen that if one
also a line of curvature on the other.
family of normals to a skew curve
C form
a developable surface,
the family of normals obtained by turning each of the first family

through the same angle in its normal plane also form a developable
surface.
Any
curve whatever on a plane or on a sphere is a lie of curva

It follows as a corollary to Joachimsthal s
ture on that surface.
theorem that the necessary and
sufficient condition that
a plane curve
or a spherical curve on any surface should be a line of curvature is

that the plane or the sphere on which the curve lies should cut the
surface at a constant angle.
We
have already considered [

251. Dupin s theorem.
43, 146]
The origin of the theory of
triply orthogonal systems of surfaces.
such systems lay in a noted theorem due to Dupin, which we shall
proceed to prove
Given any three families of surfaces which form a triply orthogonal

system : the intersection of any two surfaces of different families is a
line of curvature on each of them.
SURFACES
522
[XII,
251
We shall base the proof on the following remark. Let F(x, y, z) =

be the equation of a surface tangent to the xij plane at the origin. Then
we shall have, for x y = z 0, dF/dx = 0, dF/cy = 0, but cF/dz does
not vanish, in general, except when the origin is a singular point.
It follows that the necessary and sufficient condition that the x and
y axes should be the axes of the indicatrix
2
s = c
z/cx dy
value of this second derivative
r\
f\
r\
CX CZ
Ci
Cy CZ
<7y
J"^
CZ*
is
is
that s
0.
But the

O
V 7
CZ
Since p and q both vanish at the origin, the necessary and sufficient
condition that s should vanish there is that we should have
dx dy
Now let the three families
of the triply orthogonal system be given
by the equations
where
F F F
l
fA
(4:0)

1
<3\
-^
cx
ox
J
I
_1
cy
cy
<
^cz
1
"
f\
^
cz
and two other similar relations obtained by cyclic permutation of

in space there passes,
1, 2, 3.
Through any point
in general, one surface of each of the three families. The tangents to
the three curves of intersection of these three surfaces form a trirec-
the subscripts
In order to prove Dupin s theorem, it will be

tangular trihedron.
sufficient to show that each of these tangents coincides with one of
the axes of the indicatrix on each of the surfaces to which it
tangent.
In order to
is
as origin and the

show this, let us take the point
edges of the trirectangular trihedron as the axes of coordinates
then the three surfaces pass through the origin tangent, respec
;
tively, to the three coordinate planes.
At the
origin
we
for example,
l&Y-o.
Uo,
IÛo,
l^) = o.
shall have,
XII,
LINES OF CURVATURE
251]
The axes
of x
=
z)
and y
523
will be the axes of the indicatrix of the surface
at the origin if (c^F^/dx dy)
0.
To show
F(x, y,
is the case, let us differentiate (43) with respect to
terms which vanish at the origin we find
y,
that this
omitting the
\ /
e
1^\
\dx
/d_F\\
\ dz / \dy
di/
or
relations analogous to (43) we could deduce two

equations analogous to (44), which may be written down by cyclic
From
two
the
permutation
_
;
From
(44) and (45)
evident that
it is
we
shall
have also
which proves the theorem.

A remarkable example of a
triply orthogonal system is furnished

It was doubtless the
in
147.
discussed
by the confocal quadrics
led
which
Dupin to the gen
investigation of this particular system
on an ellipsoid
lines
of
curvature
the
that
It follows
eral theorem.
or an hyperboloid (which had been determined previously by Monge)

are the lines of intersection of that surface with its confocal quadrics.
The paraboloids represented by the equation

.1
(/
o~
_
,
where X is a variable parameter, form another triply orthogonal

system, which determines the lines of curvature on the paraboloid.
Finally, the system discussed in
24G,
=
is
triply orthogonal.
y,
SURFACES
524
[XII,
252
The study of triply orthogonal systems is one of the most interest

ing and one of the most difficult problems of differential geometry.
very large number of memoirs have been published on the subject,
the results of which have been collected by Darboux in a recent

work.* Any surface S belongs to an infinite number of triply
orthogonal systems. One of these consists of the family of surfaces

S and the two families of developables formed by the
parallel to
normals along the

on the normal
on S. For, let O be any point

S at the point M, and let MT
the two lines of curvature C and
lines of curvature
MN
to the surface
and MT be the tangents to

which pass through M; then the tangent plane to the parallel sur
face through O is parallel to the tangent plane to S at M, and the
tangent planes to the two developables described by the normals to
S along C and C are the planes MNT and MNT respectively. These
three planes are perpendicular by pairs, which shows that the system
C"
is
triply orthogonal.
An
infinite
number
of triply orthogonal systems can be derived
from any one known triply orthogonal system by means of succes

sive inversions, since any inversion leaves all angles unchanged.
Since any surface whatever is a member of some triply orthogonal
system, as we have just seen, it follows that an inversion carries the
lines
of curvature on any surface over into the lines of curvature on
the transformed surface.
It is easy to verify this fact directly.
252. Applications to certain classes of surfaces. A large number of problems

have been discussed in which it is required to find all the surfaces whose lines
AVe shall proceed to
of curvature have a preassigned geometrical property.
indicate
some
of the simpler results.
which one system of lines of

Joachimsthal s theorem, the plane of each of the
Hence all the normals to the
circles must cut the surface at a constant angle.
First let us determine all those surfaces for
curvature are
circles.
By
surface along any circle C of the system must meet the axis of the circle, i.e.
The sphere
the perpendicular to its plane at its center, at the same point 0.
as center is tangent to the surface all along C hence the
through C about
;
required surface must be the envelope of a one-parameter family of spheres.

Conversely, any surface which is the envelope of a one-parameter family of
spheres
is
a solution of the problem, for the characteristic curves, which are
circles, evidently
form one system of
lines of curvature.
Surfaces of revolution evidently belong to the preceding class. Another

interesting particular case is the so-called tubular surface, which is the envelope
of a sphere of constant radius whose center describes an arbitrary curve F. The
characteristic curves are the circles of radius
whose planes are normal

*
Lemons sur
les
to T.
The normals
systemes orthogonaux
whose centers
to the surface are also
ft les
on r and
normal to T
lie
coordonntes curvilignes, 1898.
XII,
LINES OF CURVATURE
252]
525
hence the second system of lines of curvature are the lines in which the surface
cut by the developable surfaces which may be formed from the normals to r.
If both systems of lines of curvature on a surface are circles, it is clear from
is
the preceding argument that the surface may be thought of as the envelope of
either of two one-parameter families of spheres.
Let
S 2 S3 be any three
spheres of the first family, C\ C2 C3 the corresponding characteristic curves,
and MI
C2 C3 are cut by a line of curva
2
s the three points in which Ci
<Si
ture
C"
is
M M
of the other system. The sphere

which
also tangent to the spheres Si , S 2 , S s at MI ,
C"
<S
is
tangent to the surface along
JV/2
respectively.
Hence
the required surface is the envelope of a
This surface
three fixed spheres.
is
family of spheres each of which touches

the well-known Dupin cyclide.
Mannheim
gave an elegant proof that any Dupin cyclide is the surface into which a certain
anchor ring is transformed by a certain inversion. Let 7 be the circle which
is
orthogonal to each of the three fixed spheres Si, S 2 83. An inversion whose
is a point on the circumference of 7 carries that circle into a straight line
,
pole
00
and
carries the three spheres Si, S 2 , Ss into three spheres 2i, 2 2

7
that is, the centers of the transformed spheres lie on
orthogonal to
Let Ci,
OO
23
OO
C2 C
be the intersections of these spheres with any plane through

O(y, C a circle tangent to each of the circles C{, C2
3, and 2 the sphere
on which C is a great circle. It is clear that 2 remains tangent to each of the
,
spheres Si,
S2 2 3
,
as the whole figure
revolved about
is
00
and that the
envelope of 2 is an anchor ring whose meridian is the circle C

Let us now determine the surface for which all of the lines of curvature of
one system are plane curves whose planes are all parallel. Let us take the xy
.
plane parallel to the planes in which these lines of curvature
x cos a
sin
a=
F(a,
lie,
and
let
z)
be the tangential equation of the section of the surface by a parallel to the xy

plane, where F(a, z) is a function of a and z which depends upon the surface
under consideration. The coordinates x and y of a point of the surface are

given by the preceding equation together with the equation
x sin
The formulae
(46)
Any
a +y
a=
dF
da
for x, y, z are
dF
sin
Fcos<r
da
surface
cos
may
a,
= Fs ma-\
da
cos a,
z.
be represented by equations of this form by choosing the
The only exceptions are the ruled surfaces whose

properly.
It is easy to show that the coefficients A, B, C
directing plane is the xy plane.
of the tangent plane may be taken to be
function F(a,
z)
A=
cos
.B
sin
C=
dF
dz
hence the cosine of the angle between the normal and the z axis
In order that
ture,
it
is
is
all the sections by planes parallel to the xy plane be lines of curva

necessary and sufficient, by Joachimsthal s theorem, that each of
SURFACES
526
[XII,253
these planes cut the surface at a constant angle, i.e. that v be independent of a.
This is equivalent to saying that z (a, z) is independent of a, i.e. that F(a, z)
is
form
of the
F(a,
z)
t(z)
f (a)
where the functions

and
are arbitrary.
Substituting this value in (46), we
Bee that the most general solution of the problem is given by the equations
\f/
(47)
-|
x
y
=
=
f(a) cos a
\j/(a)
sin
a+
() sin a +
f (a) cos a +
cos
<f>(z)
<(z)
sin
a
a
These surfaces may be generated as follows. The first two of equations (47),
and a variable, represent a family of parallel curves which are
the projections on the xy plane of the sections of the surface by planes parallel
to the xy plane.
But these curves are all parallel to the curve obtained by set
= 0. Hence the surfaces may be generated as follows Taking in the
ting
xy plane any curve whatever and its parallel curves, lift each of the curves verti
cally a distance given by some arbitrary law ; the curves in their new positions form
a surface which is the most general solution of the problem.
for z constant
<f>(z)
It is
easy to see that the preceding construction
following
plane
rolls
may be replaced by the

The required surfaces are those described by any plane curve whose
without slipping on a cylinder of any base. By analogy with plane
This fact may

curves, these surfaces may be called rolled surfaces or roulettes.
be verified by examining the plane curves a
const.
The two families of lines
of curvature are the plane curves z
IV.
const,
and a
const.
FAMILIES OF STRAIGHT LINES
The equations of a straight line in space contain four variable

Hence we may consider one-, two-, or three-parameter
parameters.
families of straight lines, according to the number of given relations
between the four parameters. A one-parameter family of straight
A two-parameter family of straight

surface.
a line congruence, and, finally, a three-parameter
family of straight lines is called a line complex.
lines
form a ruled
lines
is
called
253. Ruled surfaces.
Let the equations of a one-parameter family
of straight lines (G) be given in the form
(48)
= az+p,
bz
q,
where a, b, p, q are functions of a single variable parameter u. Let

us consider the variation in the position of the tangent plane to the
surface S formed by these lines as the point of tangency moves along
any one of the generators

equation z
= z,
G.
The equations
give the coordinates x,
y, z
(48), together with the

on S in terms
of a point
XII,
253]
of the two parameters z and u

is
tangent plane at
1=0,
z+p
39, the equation of the
hence, by
+q
b z
b p q denote the derivatives of

Eeplacing x and y by az -f p and bz
simplifying, this equation becomes
where a
a, b,
to u.
In the
(b z
(49)
we
first place,
p, q with respect
and
respectively,
q,
- aZ -p) - (a z + p )(Y -
q }(X
527
bZ
q)
0.
see that this plane always passes through the
generator G, which was evident a priori, and moreover, that Jthe plane
moves along G, at least
turns around G as the point of tangency
is independent of z, i.e. unless

p )/(b z
)
discard
this
we
shall
a q
bp
0,
special case in what follows.
in
linear
ratio
is
Since the preceding
z, every plane through a gen
unless the ratio (a z
<?
As the
is tangent to the surface at one and only one point.
the
in
recedes
either
of
generator
indefinitely along
point
tangency
direction the tangent plane P approaches a limiting position P ,
which we shall call the tangent plane at the point at infinity on that
erator
The equation
generator.
is
(X- aZ -p)-a (Y-bZ -q) = 0.

angle between this plane P and the tangent
b
(50)
Let w be the
a point
and (a,
of this limiting plane
M
/?,
plane
of the generator. The direction cosines (a

P and P are proportional to
y) of the normals to
(x, y, z)
ft
ab
and
b z
+q
z+p ),
1
-(a
b(a
z+p )-a(b z + q ),
respectively; hence
cos
u>
aa
(3/3
yy
Az
j=^
Az*
+B
+ 2Bz + C
where
=a
+b
=
B ap + b
C=p +q
After
art
12
easy reduction,
we
+(ab -ba Y,
+ (ab -
tan
CD
find,
-B
=
=
Az + B
-
bp
+(aq -bp y.
(51)
ba }(aq
by Lagrange
(a q
identity
- b p } Vl -f
Az + B
a*
at
131),
SURFACES
528
It follows that the limiting plane
at a point
plane v
the formula
KI
The point
_B_
A~
is
ap
the tangent plane
plane
is
z { is given
+ (aV - ba )(ag - bp
+ b + (ab -baj
2
by
~)
called the central point of the generator, and the tan

O t is called the central plane. The angle 6 between
gent plane P! at
whose ordinate
g
2
253
perpendicular to the tangent
is
of the generator
[xii,
Tr/2
at any point
of the generator and this central
and the formula (51) may be replaced by the
o>,
formula
tan o
b
p ) Vl
1
Let p be the distance between the central point O^ and the point M,
taken with the sign + or the sign
according as the angle which
makes with the positive z axis is acute or obtuse. Then we
Oi
shall
have p
= (z
t)
Vl -f
a2
-j-
2
,
and the preceding formula may
tan0
(53)
where
k,
which
is
fy,
called the parameter of distribution,
is
defined by
the equation
>*
<-
a>*
The formula (53) expresses in very simple form the manner in which
the tangent plane turns about the generator. It contains no quantity
which does not have a geometrical meaning we shall see presently
that k may be defined geometrically. However, there remains a cer
:
tain ambiguity in the formula (53), for it is not immediately evident

in which sense the angle
should be counted. In other words, it is
not clear, a priori, in which direction the tangent plane turns around
the generator as the point moves along the generator. The sense of
this rotation
may
be determined by the sign of
k.
In order to see the matter clearly, imagine an observer lying on a

moves from his feet toward
generator G. As the point of tangency
his head he will see the tangent plane P turn either from his left
to his right or vice versa.
show that the

way remains unchanged if the
little reflection will
sense of rotation defined in this
observer turns around so that his head and feet change

places.
Two hyperbolic paraboloids having a generator in common and
XII,
253]
529
lying symmetrically with respect to a plane through that generator

Let us now move
give a clear idea of the two possible situations.
the axes in such a way that the new origin is at the central point O l
,
the
new
z axis is the generator
tral plane
itself,
and the xz plane
It is evident that the value of the
tribution (54) remains unchanged during this

and that the formula (53) takes the form
(53
tan0
is
the cen
parameter of dis
movement
of the axes,
&*,
where 6 denotes the angle between the xz plane P l and the tangent
For the value of u which
plane P, counted in a convenient sense.
corresponds to the z axis we must have a = b = p
q = 0, and the
equation of the tangent plane at any point
(b e
M of that axis becomes
+ q )X-(a z+p )Y=Q.
In order that the origin be the central point and the xz plane the
central plane, we must have also a = 0, q =
hence the equation
of the tangent plane reduces to Y = (b z/p ^X, and the formula (54)
;
k=b
It follows that the angle

in (53 ) should be
/p
counted positive in the sense from Oy toward Ox. If the orienta
tion of the axes is that adopted in
228, an observer lying in the
gives
z axis will see the tangent plane turn from his left toward his right
if k is positive, or from his right toward his left if k is negative.
The locus of the central points of the generators of a ruled surface
is
called the line of strict ion.

The equations of this curve in terms
u are precisely the equations (48) and (52).
of the parameter
Note.
same
at
If a q
= bp
for a generator G, the tangent plane is the

If this relation is satisfied
any point of that generator.
for every generator, i.e. for all values of u, the ruled surface is a
developable surface ( 223), and the results previously obtained can
be easily verified.
the tangent plane
For
is
if
a and
the same at
do not vanish simultaneously,

points of any generator G,
all
and becomes indeterminate for the point z = p /a ==

q /b i.e.
for the point where the generator touches its envelope. It is easy
to show that this value for z is the same as that given by (52) when
a q = bp
It follows that the line of striction becomes the edge
,
of regression on a developable surface.

is infinite
If a
The parameter of
distribution
for a developable.
=b =
the central point
for every generator, the surface

is
indeterminate.
is
a cylinder and
SURFACES
530
[XII,
254. Direct definition of the parameter of distribution.
The
254
central
point and the parameter of distribution may be defined in an entirely

different manner.
Let G and G^ be two neighboring generators cor
to
the
u and u -f- h of the parameter, respectively,
values
responding
and let GI be given by the equations
(55)
Let
(a
+p
Aa) z
common
perpendicular.
(Aa)
Aa Ay
_
V(Aa)
+ (Aft) +
=+
V(Aa)
v
As h approaches
<*)/8
Ay.
G and G
zero,
(Aft)
a the
approaches
(Aft)
(a Aft
- 6 Aa)
(6
+ Aft)Ap]
- & Aa) 2
-
Aft
Aa)
V(a
Aa)[(a + Aa) Ay
(a Aft
Va + b + 1
(sin
Ap
Aft
2
and
(X, Y, Z) the point where G meets the

Then, by well-known formulae of Analytic
_ _ Aa Ay + Aft Aj? + (a Aft
Aft)
G and G l} and
Geometry, we shall have
sin
= (b +
be the shortest distance between the two lines
angle between
-f Aj5,
2
-f-
Aa)
+ (b + Aft) + 1
2
approaches the quantity
defined by (52),
Hence the
central point is the limiting

perpendicular to G and G l while
k.
position of the foot of the common

the parameter of distribution is the limit of the ratio (sin a)/8.
In the expression for 8 let us replace Aa, A&, A/?, Ay by their
,
expansions in powers of h:
Aa
ha
and the similar expansions for
h2
a"
Aft, A/?,
----
-\
Ay.
Then the numerator
of
the expression for 8 becomes
while the denominator

to h.
is
always of the first order with respect

an infinitesimal of the first
It is evident that 8 is in general
order with respect to h, except for developable surfaces, for which

b j)
But the coefficient of h s /2 is the derivative of a q
bp
a y
hence this coefficient also vanishes for a developable, and the shortest
distance between two neighboring generators
is
of the third order
This remark is due to Bouquet, who also showed that if

230).
this distance is constantly of the fourth order, it must be precisely
zero; that is, that in that case the given straight lines are the
(
XII,
255]
531
tangents to a plane curve or to a conical surface. In order to prove

Aft
to
this, it is sufficient to carry the development of Aa Ay
A/>
terms of the fourth order.

255. Congruences. Focal surface of a congruence.
family of straight lines
(56)
= az+p,
bz
Every two-parameter
q,
where a, b, p, q depend on two parameters a and ft, is called a line

Through any point in space there pass, in general, a
congruence.
certain number of lines of the congruence, for the two equations (56)
determine a certain number of definite sets of values of a and
ft
when
any relation between a and ft

be assumed, the equations (56) will represent a ruled surface, which
and z are given definite values.
a-,
y,
is
not usually developable.
If
In order that the surface be developable,
we must have
da dq
or,
db dp
replacing da by (da/da) da
(*tr\
(57)
^~
r*
0,
-f (da/d/3) dft, etc.,
112
^
**
dft
This
^}\ca
a quadratic equation in dft/da.

obtain
two distinct solutions,
ally
is
dft
(oo)
dft
\j/i
(cr, ft)
Solving
\I/2
(<*)
rtnr
<x
either of
dft
p)
it,
we should usu
which defines a developable surface. Under very gen

which we shall state precisely a little later and
eral limitations,
which we shall just now suppose fulfilled, each of these equations

is satisfied by an infinite number of functions of a, and each of them
has one and only one solution which assumes a given value ft when
a = a
It follows that every straight line G of the congruence
.
belongs to two developable surfaces, all of whose generators are

members of the congruence. Let F and F be the edges of regression
two developables, and A and A the points where G touches

The two points A and A are called the focal
respectively.
points of the generator G.
They may be found as follows without
of these
F and F
integrating the equation (57). The ordinate z of one of these points

must satisfy both of the equations
z
da
-f-
dp
.~
db
dq
532
or,
SURFACES
[XII,
255
replacing da, db, dp, dy by their developments,
Eliminating z between these two equations, we find again the equa

tion (57).
But if we eliminate dp/da we obtain an
equation of the
second degree
whose two solutions are the values of z for the focal

points.
The locus of the focal points A and A consists of two
nappes
2 and 2 of a surface whose equations are given in parameter form
by the formulae (56) and (59). These two nappes are not in general
two distinct surfaces, but constitute two portions of the same ana
The whole surface is called the focal surface. It is
lytic surface.
evident that the focal surface is also the locus of the
edges of regres
sion of the developable surfaces which can be formed from
the lines
of the congruence.
For by the very definition of the curve T the

is a line of the
congruence; hence a is a
tangent at any point a
focal point for that line of the

congruence.
is tangent to each of the
of the congruence
is
tangent to each of two curves which
lie
Every straight
line
nappes 2 and 2 for it

on these two nappes,
,
respectively.
By an argument
precisely similar to that of
247
it is
easy to
determine the tangent planes at A and A to 2 and 2

(Fig. 51).
As the line G moves, remaining tangent to r, for
example, it also
remains tangent to the surface 2
Its point of
tangency A will
describe a curve y which is
Hence
necessarily distinct from r
the developable described by G
during this motion is tangent to 2
.
at
since the tangent planes to the
two surfaces both contain the

the tangent line to y
It follows that the
tangent plane
to 2 at A is
precisely the osculating plane of r at A.
Likewise,
the tangent plane to 2 at A is the
at A
osculating plane of
line
G and
These two planes are called the focal

planes of the generator G.
It may happen that one of the
nappes of the focal surface degen
erates into a curve C.
In that case the straight lines of the con

tangent to 2, and merely meet C.
One of the
families of developables consists of the cones circumscribed about
2
gruence are
all
XH,
aw]
whose
vertices are on C.
If both of the
533
nappes of the focal surface
the two families of developables

degenerate into curves C and
consist of the cones through one of the curves whose vertices lie
C",
on the other.
is
congruence
If both the curves
arid
are straight lines, the
called a linear congruence.
256. Congruence of normals. The normals to any surface evidently

form a congruence, but the converse is not true there exists no
surface, in general, which is normal to every line of a given con
gruence. For, if we consider the congruence formed by the normals
:
to a given surface S, the two nappes of the focal surface are evidently
the two nappes 2 and 2 of the e volute of S ( 247), and we have seen
that the two tangent planes at the points A and A where the same
normal touches 2 and 2 stand at right angles. This is a character
istic
we
property of a congruence of normals, as
shall see
by trying
to find the condition that the straight line (56) should always remain
normal to the surface. The necessary and sufficient condition that it
should
is
that there exist a function /(a,
/3)
such that the surface 5
represented by the equations
(60)
is
= az+p,
normal to each of the lines (6 ).
8x
8x
b
dp^
or,
bz
replacing x and y by az
ing by
Va +
I)
+p
+ q,
It follows that
we must have
dz
dy
z=f(a,p-)
dz
W W
and bz
q,
respectively,
and divid
+ 1,
a dp
dq
~
"
^( g Va +
&*
ft
+l)+
Va
t~
"
-0;
=0.
Va
The necessary and
patible
(62)
is
sufficient condition that these equations be
com
SURFACES
534
If this condition
z can be found
is satisfied,
The
[XII,
256
from (61) by a single
surfaces obtained in this
quadrature.
way depend upon a con
stant of integration and form a one-parameter family of parallel
surfaces.
In order to find the geometrical meaning of the condition

(62), it
should be noticed that that condition, by its very nature, is inde
pendent of the choice of axes and of the choice of the independent
We may therefore
variables.
choose the z axis as a line of the con
gruence, and the parameters a and ft as the coordinates of the point

where a line of the congruence pierces the xy plane. Then we shall
have p = a, q = ft, and a and b given functions of a and ft which van
ish for a = ft = 0. It follows that the condition of
integrability, for
the set of values a = ft = 0, reduces to the equation
=
da/dft
8b/da.
On
the other hand, the equation (57) takes the form
Qj"%
**"!*
0/3
"-
\tfa
Oy-l
lxl
AW AJ
!**
V/
da
<?/?/
which
is the equation for determining the lines of intersection of

the xy plane with the developables of the congruence after a and
have been replaced by

and ?/, respectively. The condition
= db/da, for a = ft = 0, means that the two curves of this
kind which pass through the origin intersect at right angles that
ft
da/dft
the tangent planes to the two developable surfaces of the congru

ence which pass through the z axis stand at right angles. Since the
is,
line
taken as the z axis was any line of the congruence, we
may
state
sufficient condition that the straight lines
of a
the following important theorem:
The necessary and
given congruence be the
normals of some surface
is
that the focal planes
through every line of the congruence should be perpendicidar
to
each
other.
Note.
the line
If the parameters a and ft be chosen as the cosines of the

angles which
makes with the x and y axes, respectively, we shall have
a
Vl~- a2 -
and the equations
(61)
Vl -
a*
VI +
a2
p*
become
(63)
Vl- *-/3V
eft
dft
62
Vl -
a*
XII.
FAMILIES OF STRAK1IIT LINES
2,-i7]
535
Then the condition of integrability (62) reduces to the form dq/da = dp/ dp, which
means that p and q must be the partial derivatives of the same function F(a, p)
dF
dF
ejs
p) can be found by a single quadrature.

solution of the total differential equation
where F(a,
It follows that z is the
d(-
Badp
dp
whence
z
where C
= Vl - a 2 - p
C+
F-
da
an arbitrary constant.
is
257. Theorem
Malus.
of
If
rays of light from a point source are reflected (or
refracted) by any surface, the reflected (or refracted) rays are the normals to
each of a family of parallel surfaces. This theorem, which is due to Malus, has
been extended by Cauchy, Dupin, Gergonne, and Quetelet to the case of any
number of successive reflections or refractions, and we may state the following
more general theorem
:
If a family of rays of
that property after
normal
light are
any number of
to
reflections
some surface at any time, they retain

and refractions.
may be regarded as a refraction of index 1, it is evidently

prove the theorem for a single refraction. Let S be a surface nor
mal to the unrefracted rays,
an incident ray which meets the surface of
Since a reflection
sufficient to
mM
MR
the refracted ray.

separation S at a point M, and
incident ray, the refracted ray, and the normal
MN
angles
n sin
and r
(Fig. 52) satisfy the relation
sin
For definiteness we
n is
r.
pose, as in the figure, that

unity.
Let
denote the distance
By
lie
Descartes law, the

and the
in a plane,
shall sup
than
less
Mm, and
us lay off on the refracted ray extended

a length I =
equal to k times I, where
A; is a constant factor which we shall deter
let
Mm
mine presently.
surface S
We
The point
describes a
proceed to show that

k may be chosen in such a way that
is
normal to S
Let C be any curve on S.
.
shall
Mm
As
the point
describes C the point
describes a curve T on the surface 2, and
the corresponding point
describes another
FIG. 52
curve
C"
on S
Let
s, cr, s
be the lengths of the arcs of the three curves C, r,
C measured from
corresponding fixed points on those curves, respectively,

w the angle which the tangent
to the
TI to r makes with the tangent
MT
normal section by the normal plane through the incident ray, and
and
the
and Mm respectively. In order to find
angles which
T\ makes with
a unit length and project it upon 3/Tlt
cos0, for example, let us lay off on
<
<p
Mm
Mm
SURFACES
536
[XII,
M 7\.
first directly, then by projecting it upon NT and from

T upon
and the similar projection from Mm upon -MTi, give the equations
sin
Applying the formula (10
of
cos
cos
ments
Mm
and
Mm
we
<p
da- cos
denotes the angle between

cos
ds cos
assuming k
di
dcr(k sin
sin r)
n,
Mm
follows that
It
,
3fm
is
is
normal
normal
also
m M and the tangent to
ds cos
sin
da- cos u sin r
by k dl, we find
or,
82 for the differential of a segment to the seg
=
=
dl
dl
sin r cos o
This,
find
dl
where
cos
<f>
258
to
C",
to the surface
ds cos
C".
Hence, replacing
0.
and, since C is any curve whatever on

S
This surface S is called the anti.
It is clear that S is the envelope of

caustic surface, or the secondary caustic.
as center with a radius equal to n times
the spheres described about
hence we
may
Mm
theorem
state the following
Let us consider the surface S which is normal to the incident rays as the envelope
of a family of spheres whose centers lie on the surface of separation 2. Then the
anticaustic for the refracted rays is the envelope of a family of spheres with the
same
centers, whose radii are to the radii of the corresponding spheres of the first
family as unity is to the index of refraction.
composed of two nappes which correspond, respectively,

which are numerically equal and opposite in sign. In
general these two nappes are portions of the same inseparable analytic surface.
This envelope
is
to indices of refraction
258. Complexes. A line complex consists of all the lines of a three-parameter

Let the equations of a line be given in the form
family.
(64)
Any
complex may
line
az
+ p,
bz
be defined by means of a relation between
a, b, p, q of
the form
F(a,b,p,q)
(65)
and conversely.
0,
a polynomial in a, b, p, q, the complex is called an

The lines of the complex through any point (x yo, Zo) form
algebraic complex.
a cone whose vertex is at that point its equation may be found by eliminating
If
is
a, 6, p,
q between the equations (64), (65), and
(66)
Hence the equation

r
(yi)
+p
yo
of this cone of the complex
vi x
/7\
az
\z
ZD
y ~ y
z - ZQ
x z
bz
q.
is
xz
Z/oZ
yz
>
Similarly, there are in any plane in space an infinite number of lines of the
complex these lines envelop a curve which is called a curve of the complex.
If the complex is algebraic, the order of the cone of the complex is the same as the
;
XII,
-5,s]
class of the curve of the complex.
if
For,
we wish
to find the
537
number
of lines of
P
P
the complex which pass through any given point

and which lie in a plane
through that point, we may either count the number of generators in which
cuts the cone of the complex whose vertex is at A, or we may count the number
of tangents which can be drawn
in the plane P. As the number
from A to the curve of the complex which lies

must be the same in either case, the theorem is
proved.
If the cone of the complex is always a plane, the complex
and the equation (65) is of the form
Aa + Bb + Cp + Dq +
(68)
Then
is
the locus of
all
A(x -
XQ)
point, that
bp)
+ F=
said to be linear,
0.
any given point
(XQ, 3/0, ZQ)
is
B(y
+ D(y
The curve
the lines of the complex through
the plane whose equation

(
E(aq
is
of the complex, since

is, all the lines of the
C(x
2/)
z x)
+ E(y Q x -
x y)
F(z
0.
must be of class unity, degenerates into a

complex which lie in a plane pass through a
it
linear com
single point of that plane, which is called the pole or the focus.
plex therefore establishes a correspondence between the points and the planes
of space, such that any point in space corresponds to a plane through that
point,
and any plane to a point in that plane.
correspondence is also established
A
D
the straight lines in space.

Let
be a straight line which does not
and F the foci of any two planes through D, and A
belong to the complex,
the line
Every plane through A has its focus at its point of intersection
among
FF
<p
with the line D, since each of the lines
and
evidently belongs to the

and A belongs to the
complex. It follows that every line which meets both
complex, and, finally, that the focus of any plane through I) is the point where
</>F
<f>F
that plane meets A.

The lines
and A are called conjugate lines; each of
is the locus of the foci of all planes
through the other.
If the line
D recedes
to infinity, the planes
through
it
become
them
parallel,
and
clear that the foci of a set of parallel planes lie on a straight line.
There
always exists a plane such that the locus of the foci of the planes parallel to it
is perpendicular to that plane.
If this particular line be taken as the z axis,
it is
the plane whose focus is any point on the z axis is parallel to the xy plane.
By
(69) the necessary and sufficient condition that this should be the case is that
A = JB = C = D = 0,
and the equation
(71)
complex takes the simple form
aq-bp + K=0.
(70)
The plane whose focus
of the
is
at the point (x, y, z) is given
Xy -Yx + K(Z-z) =
by the equation
Q,
JT, Y, Z are
As an example
where
the running coordinates.

let us determine the curves whose tangents belong to the
Given such a curve, whose coordinates x, y, z are known
preceding complex.
functions of a variable parameter, the equations of the tangent at any point are
Xdx
Y-y
dy
Z-z
dz
SURFACES
538
The necessary and
complex
that
is,
is
that
that
it
sufficient condition that this line
should
lie in
218
in
is
to the
the point
given
(x, y, z),
ydx = Kdz.
xdy
saw
should belong
the plane (71) whose focus
we should have
(72)
We
[XII, Exs.
how
to find all possible sets of functions x, y, z of
parameter which satisfy such a relation
a,
single
hence we are in a position to find
the required curves.

The results of 218
may be stated in the language of line complexes.

example, differentiating the equation (72) we find
For
xd*y -yd*x = Kd*z,
(73)
and the equations

(x, y, z) is
theorem
(72) and (73) show that the osculating plane at the point
precisely the tangent plane (71); hence we may state the following
// all the tangents to a skew curve belong to a linear line complex, the osculating
plane at any point of that curve is the plane whose focus is at that point.
(APPELL.)
in
Suppose that we wished to draw the osculating planes from any point
space to a skew curve F whose tangents all belong to a linear line complex. Let
be the point of contact of one of these planes. By Appell s theorem, the
straight line
is
the point 0.
line
belongs to the complex hence

if the point
of T
;
Conversely,
MO, which belongs to the complex,
lies
lies in
the plane
whose focus
that plane, the straight

in the osculating plane at
hence
lies in
that osculating plane passes through O.

It follows that the required points are
the intersections of the curve with the plane whose focus is the
point
(see
218).
Linear line complexes occur in many geometrical and mechanical applica

The reader is referred, for example, to the theses of Appell and Picard.*
tions.
EXERCISES
1. Find the lines of curvature of the
developable surface which is the
envelope of the family of planes defined in rectangular coordinates by the
equation
= ax +
y<f>(a)
where a is a variable parameter,

and R a given constant.
+ R Vl + a 2 +
<f>(a)
2
<p
(a)
an arbitrary function of that parameter,

[Licence, Paris, August, 1871.]
2. Find the conditions that the lines x = az +

a, y - bz + /3, where a, 6, a, /3
are functions of a variable parameter, should form a developable surface for
which all of the system of lines of curvature perpendicular to the generators lie
on a system of concentric spheres.

* Annales
scientifiques
tie I
Ecole
Normale superieure, 1876 and
1877.
XII,
EXERCISES
Ex S .]
539
Determine the lines of curvature of the surface whose equation in rec
3.
tangular coordinates
is
ez
cos x cos y
Consider the ellipsoid of three unequal axes denned by the equation
4.
x2
y2
z2
*-
and the
in the xz plane.
of
Find, at each point
elliptical section
1) the
values of the principal radii of curvature B\ and -R 2 of the ellipsoid, 2) the rela
tion between HI and R%, 3) the loci of the centers of curvature of the principal
sections as the point
describes the ellipse E.
:
[Licence, Paris,
November, 1877.]
5. Derive the equation of the second degree for the principal radii of curva
ture at any point of the paraboloid defined by the equation
-+T=
6
a
ift
/j.2
2z
Also express, in terms of the variable z, each of the principal radii of curva
ture at any point on the line of intersection of the preceding paraboloid and the
paraboloid denned by the equation
X
[Licence, Paris,
6.
Find the
loci of the centers of
paraboloid defined by the equation xy
November, 1880.]
curvature of the principal sections of the

= az as the point of the surface describes
the x axis.
7.
Find the equation of the surface which
vature of
is
the locus of the centers of cur
the plane sections of a given surface

of the surface.
through the same point
all
S by planes which
all
8. Let
T be any tangent line at a point If of a given quadric surface,
center of curvature of the section of the surface by any plane through
and
the center of curvature of the evolute of that plane section.

as the secant plane revolves about MT.
pass
the
MT,
Find the
locus of
[Licence, Clermont, July, 1883.]

9. Find the asymptotic lines on the anchor ring formed by revolving a
about one of its tangents.
[Licence, Paris,
10. Let
circle
November, 1882.]
be a given curve in the xz plane in a system of rectangular coordi

is described by a circle whose plane remains parallel to the
xy plane and whose center describes the curve C, while the radius varies in such
a way that the circle always meets the z axis.
Derive the differential equation
nates.
surface
of the asymptotic lines
on
this surface, taking as the variable
parameters the
SURFACES
540
[xn, Exs.
coordinate z of any point, and the angle which the radius of the circle through
the point makes with the trace of the plane of the circle on the xz plane.
Apply the result to the particular case where the curve C is a parabola
whose vertex
is
at the origin
and whose axis
is
the x axis.

11. Determine the asymptotic lines on a ruled surface which is tangent to
another ruled surface at every point of a generator A of the second surface,
every generator of the first surface meeting A at some point.
12. Determine the curves on a rectilinear helicoid whose osculating plane

always contains the normal to the surface.
Find the asymptotic
13.
(1
lines
on the ruled surface defined by the equations

y
u) cosv,
(\
w)sinv,
[Licence,
14*.
The
u.
Nancy, November, 1900.]
S by planes through a straight line A and the

cones circumscribed about S with their vertices on A
sections of a surface
curves of contact of the
form a conjugate network on the surface.

[KOENIGS.]
15*.
upon
it
As
a rigid straight line moves in such a way that three fixed points
always remain in three mutually perpendicular planes, the straight line
always remains normal to a family of parallel surfaces. One of the family of

surfaces is the locus of the middle point of the segment of the given line bounded
by the point where the line meets one of the coordinate planes and by the foot
of the perpendicular let fall upon the line from the origin of coordinates.
[DARBOUX, Comptes rendus, Vol. XCII,
On any surface one imaginary

which the equation 1 + p 2 + q 2
16*.
for
p. 446, 1881.]
line of curvature is the locus of the points

is satisfied.
[In order to prove this, put the differential equation of the lines of curvature
in the form
(dp dy
dq dx)(l
+ p* +
q-)
(p dy
q dx)(p dp
q dq)
0.]
[DARBOUX, Annales de VEcole normals, 1864.]
INDEX
names numbers in italic are page numbers and num
roman type are paragraph numbers, which are the same as in the original
[Titles in italic are proper
bers in
edition.]
Abdank-Abakanowicz
Assemblages 140, 68.

Asymptotic lines 506, 242.
Asymptotic value of F 291, 141.
Average value theorem : see Law
the mean.
201, ftn.
Abel: 153, 75; 215, 105; 348, 166;
577, 177.
Abel
lemma: 153, 75 378, 166
379,
178; test: 348, 166; theorem: 577,
of
177.
Balitrand: 495, ex. 11.

Beltrami: 87, ex. 21.
Abelian integrals : see Integrals.

Absolute value : see Value.
see Curves
Algebraic curves
and
Bernoulli, D.: 411, 195.
Bertrand
Functions, implicit.
Algebraic equations
theorem.
see
Ampere: 68, ftn.; 78, 42.

Ampere s transformation
Amsler: 201, 102.

Amsler s planimeter
Analytic extension
Alembert
80, ftn.
133, ex. 10
see Covariants.
Binomial differentials : 247, ex. 8.

Binomial theorem 104, 50 383, 179
:
391, 182
201, 102.
Bonnet
etc.:
see
196.
480, 230.
s series
133, ex. 11.
Bruno, Faa de
406,
474, 228.
4U,
Bouquet
Borda
248, ex. 19
Bilinear covariants
78, 42.
Analytic functions, curves,

Functions, Curves, etc.
Anomaly, eccentric
484, 232 485, 233.

Bertrand s curves : 485, 233.
385, 180.
63, 32
201, 101
34, ex. 19.
189.
Apsidal surfaces
Appell
Calculus of variations
see Surfaces.
538, 258.
Cardioid, length
see Variations.
154, 80.
Catalan : 262, ftn. 294, ex. 9.

Catenary: 220, 107; 292, ex. 1; 440,
s theorem : 538, 258.

Approximate evaluation see Evalua
Appell
208.
tion.
Archimedes
Cauchy:
134, 64.
Arcsine, series for : 383, 179.
Arctangent, series for: 382, 179.
:
Area, of a curve
see
also
curve:
135, 64
Quadrature
187,
P dx + Q dy
of
in oblique
91, 44
106, 50
s test (series constant terms):

332, 159; theorem (series constant
terms) : 335, 161 ; theorem (integral
convergence
189,
Caustics
95.
Arndt: 356, 169.

Array 353, 169 see also Double
and Infinite series.
29, 18
Cauchy
coordinates
in polar coordinates
352, 168; 359, 172; 378, ftn.; 391,

182 400, 187; 495, ex. 9 ; 535, 257.
94; see also Integral

of a surface 264,
191, 95
15S, 76
a closed
272, 131
7,
183, 91; 288, 140; 328, 156; 331,

157 332, 159 ; 335, 160 347, 165
test)
432, 204
359, 172.
536, 257.
Cayley: 279, 134.

series
Change
of variables
mation
541
see also
Transfor
definite integrals: 166,
84;
INDEX
542
double integrals: 264, 127; line in

tegrals : 186, 93 ; multiple integrals :
curve (center, radius, etc.): 469, 225;

; of a surface : 497, 239 ff.
471, 226
312, 150 ; triple integrals 300, 145.

Characteristic curve: 459, 219.
(principal centers of) : 128, 61 501,

240; (principal radii of): 128, 61;
Chasles : 166, 83.

Chasles theorem : 166, 83.
Center of curvature : see Curvature.
of
Cesaro: 495, exs. 10 and
501, 240; 503, 241; 519, 249; lines
11.
Complex variable
575.
plane : 5, 5
62, 32
92, 45
192 426, 201 ff ; regular : 408,
skew: 5, 5; 51, 27; 409, 193;
215 ff.; unicursal: 215, 105;
;
convergence
see
Con
vergence.
Conies (as unicursal curves) : 21 5, 105

222, 108.
Conjugate curves: 495, ex. 8; lines:
511, 245 ; tangents : see Tangents.
;
Conoid
509, 243.
(of
plane curves): 443, 211;
skew curves)
4S6, 234 ;
curves and surfaces) 490, 236.
:
(of
(of
Congruences, line : 53.7,255; linear:

533, 255 ; of normals : 533, 256.
Contact
etc.): 536, 258.
Conditional
521, 250, 251.

:
see also
221, 108
Functions, implicit ; analytic : 407,

192 409, 193 ; deficiency of : 221,
108
see also Curves, unicursal ;
(algebraic, linear, cone of,
Complexes
514, 246
Curves, algebraic
407,
192 ;
453,
221,
108.
Curvilinear integrals
see
Integrals,
line.
Cusp
113, 53
403, 192.
Cuspidal edge: see Striction, line of.

Cuts (for periodic function) : 3 IS, 153.
Cyclide (Dupin
Cycloid
524, 252.
s)
438, 207.
Contact transformations
see
D Alentbert:
Trans
formations.
131, 63; 201, 142; 332,
159.
Continuity (definition) : 2, 3 12, 10

uniform : 144, 70 251, 120.
;
Alembert
:
327, 156 350, 167; 354,
169; 359, 171; see also Infinite series,
Darboux:
Integrals, etc. ; absolute

344, 164
351, 167 555, 169; conditional: 347,
165; interval of: 375, 177; of inte
Darboux
6, ftn.; 140, ftn.

151, 73;
524, 251; 540, exs. 15 and 16.
;
Deficiency
theorem
:
:
151, 73.
221, 108 ; see also Inte
grals, Abelian,
and Curves, unicursal.
grals: 369, 175; uniform: 367,174.

Convex surfaces : 500, 239.
Definite integrals
Coordinates, elliptic: 268, 129; 307,

147 ; orthogonal : see Orthogonal
systems ; polar 31, ex. 1
66, 34
Density
74,
38
Corner
268, 129.
(of
a curve)
see
434, 205
32;
448, 213
66, 34;
Hospital, de.
296, 143.
5, 5
12,11;
J7, 13; extensions of definition of:
265, 127
38, 21
Descartes folium
of implicit func
42, 24 ; rules
40, 23
246, ex.
Determinants, functional
tional determinants.
:
Developable surfaces
Development
(radius of) : 63,

433, 205; of a skew
;
see Integrals.
L"
for: 15, 11.
Forms.
Curvature, of a plane curve (center of)

63, 32 433, 205 (circle of) : 63, 32
see
Derivatives, definition of
tions
6, 5.
Cotes: 199, 100.

Covariants, bilinear: 87, ex. 20.
Cubic curves (unicursal) : 222, 108.
Cubic forms
De V Hospital:
17, 13
:
constant
Continuous functions : see Functions.

Contour lines : 262, 125.
Convergence
test (series of
332, 159 ; theorem

terms)
131,
63 291, 142 see also Roots, exist
ence of.
in series
2.
see
Func
see Surfaces.
:
405, 189
see
also Infinite series, Taylor s series,
Fourier
s series, etc.
INDEX
Dextrorsal (skew curve) : 476, 228.
Differential equations : see Equations ;
invariants: see Invariants; notation:
87,
19, 14 ff. ; parameters : 81, 43
;
ex. 21
510, 244.
Differentials, binomial
differentials
Binomial
see
definition of
19, 14
higher orders: 20, 14; total: S3,

16 313, 151 ff. see also Integrals,
;
line,
P dx + Q dy.
and Integral
Differentiation, order immaterial
543
Ellipse, area of:
366, 174.
: 294, ex. 9 ; volume
of: 285, 137.
Elliptic coordinates : see Coordinates ;
Ellipsoid, area of
functions
13,
Envelopes
(of
faces)
370, 175; of line
Equations,
integrals:
194, 97; of series: 364,
174; 380, 179; 405, 189.

Direction cosines: 164, 81.
148; 347,
^,
Func
Double integrals see Integrals, double.

Double points, of a curve 112, 53
:
221, 108; of involutions: 232, 112;

of unicursal curves : 222, 108.
Power series,
182
353, 169;
see
also
367, 174;
Infinite
series
and Substitution of series.

Duhamel: 135, ftn.; 151, ftn.; 340,
163.
terms)
test
s
:
(series
of
constant
Dupin: 521, 251; 524, 252 535, 257.

Dupin s cyclide 524, 252 ; theorem
;
see
Anomaly.
of regression : 463, 221.

Element of area: 267, 128
Element of volume
line of;
80,
(ol
Alembert
a curve)
s
:
Remainder and
see
103, 49 ; integrals :
280, 134 see also Function
constant
184, 92
theorem (surfaces) 501, 240.

Evaluation, approximate (of definite
:
integrals)
101
207,
nimeter
197, 99
ex. 24
199, 100
see
(factorials)
also
201,
Pla141
291,
291, 141.
Evaluation of integrals
297, 143
:
287,
811, 160
140
;
373,
176.
Evolute:
432, 204; 436, 206; 480,

516, 247.
Existence of roots : see Roots and
;
Functions, implicit.
Exponential, series for
Extrema:
275, 132.
304, 146.
tangential
Euler
231
521, 251.
Edge, cuspidal: see Striction,
(classi
s)
Euleri 184, 92; 236, 113; 246, ex. 4;

280, 134 411, 195 501, 240.
254, 123
340, 163.
Eccentric anomaly
see Dif
72, 38.
and
Roots
see
(log T)
Duhamel
see
Evaluation.
double.
388,
(reduction of)
207, ex. 21.

Error, limit of
Division of series: 392, 183.

Dominant functions see Functions.
series:
Asymptotic
etc.
theorem
Double
Equations, partial differential

fication) : 73, 38
(Laplace
of
tions.
see
(developable
Equations, total differential
43
condi
7.
differential
Equations, intrinsic (of a curve) : 441,

210; reciprocal: 234, 113; solutions
6, ftn.
Discontinuity : 4, 4
Discontinuous functions: see
Double power series
452, ex.
308, 148
ferentials, total.
319, 153.
Dirichlet: 250, 124; 308,
196.
165
Dirichlet s integrals
tions: 414, 195.
plane curves) 426, 201 ;

:
465, 223 ; (of sur
surfaces, asymptotic lines, etc.)
lines,
:
; integrals
500, 239.
Surfaces, developable
Direct path (for periodic functions)
points
459, 219.
Epicycloid
Functions
see
skew curves)
11; of integrals: 154, 76; 192, 97;

194, 97; 368, 175
see Integrals
(of
:
189, 94; 220, 106;

19; length of: 234, 112;
248, ex.
128, 61
100, 48.
116, 65; 118, 56; 125, 69;

;
251, 120
and Minima.
see also
Maxima
INDEX
544
Families
253
straight
(of
526,
lines)
Fermat : 137, 66.

Finite functions : see Functions.
cubic
Forms, binary
determinate
531,
in
Indeterminate
forms.
Reduction
see
formulae.
see also
407, 191 ff. ;

analytic :
279, 134 ; continuous : 143,
q)
70; 200, ftn.;
250, 120; 362, 173;
422, 199; see also Con

discontinuous ^, 4
161,
378, 178;
tinuity
79;
denned by
6 and 7;
192, 97
195,
205, exs.
98;
195,
integrals
98; 221, 108; dominant: 386, 181;

396, 186; elliptic: 33, 112; expo
nential
92
313,
see
Exponential
279, 134
290, 141
:
183,
308, 148 ;
T(a)
homogeneous:
150;
18;
9,
hyperbolic: 219, 106; implicit: 35,

20;
147,
23
see
25; 395, 187; integrable
-45,
72
Logarithm
monotonic
148,
72; periodic: SIS, 153; primitive:

see Primitive functions and Inte
grals; rational: 3, 3; 158, 77; 205,
ex. 12
05, 103; real variables: 2,
;
2; 11, 10; (etc., see special titles) ;

transcendental 221, 108 236, 114
422, 199; trigonometric: 700, 48;
:
220, 106;
36, 114; trigonometric
(inverse): 104, 50;
35,
309, 149
305, 149
375, 153.
378, ftn.
Halphen: 33, ex. 11; 56, ex. 18.

Harmonic series 103, 49 347, 165.
Haro s series: 183, ex. 11.
Helicoid
509, 243
579, 249.
Helix: 482, 231; ^53, 232.

Hermite 97, 46 777, 87; 205, ex. 12
:
236, ftn.
^-j.,,
Hessians 55, 30.
:
Higher dimensions
Highest
:
370, 150.
divisor :
77, 104.
common
Hilbert: 171, 87.

Hospital, de V : see
Houel: 219,
L"
Hospital, de.
106.
Hyperbola, area of 218, 106.

Hyperbolic functions see Functions.
:
Hyperbolic point
500, 239.
Hypocycloid: 242, 117; ^5,

Implicit functions
Alembert
ex. 7.
see
Functions and
see
theorem.
Improper integrals see Integrals.

Incommensurable numbers 7^, ftn.
:
777, 87; 249, ex. 21.

Indefinite integrals
see Integrals.
Independence of Path: 376, 152; see

also Integral P dx + Qdy; of sur~
face
33,
155
see also Integrals,
surface.
Indeterminate forms
Index
179.
Fundamental theorem of Algebra

D Alembert s theorem.
335, 160
205, ex. 8 ; inverse : 41,

^06, 190 ; logarithmic :
50, 26
Functional determinants: 46, 25; 52,

28 58, 29 265, 127 304, 146.
;
328, 156
377, 177.
Hadamard:
:
477, 229.
Fresnel: 86, ex. 17.
Fresnel s wave surface: 86, ex. 17.
:
262, 126 288, 140
316, 152
318, 153.
Green s theorem : 288, 140
316, 152
477, 229.
formulae
Functions,
Greatest limit
Green
ff.
Trigonometric series.
Franklin: 257, 123.
B (p,
23.
351, 167
Fourier: 418, 197.

Fourier s series: 418, 197
see
Higher dimensions.
Gergonne: 535, 257.
Goursat: 35, ftn.; 45, ftn.; 88, ex.
Graves 166, 83.
Graves theorem 166, 83.
:
Formulse of reduction
439, 207.
function: see Function T(a).
Gauss: 199, 101; 291, 142; 344, 163.
30
60,
see
Frenet
Geometry of higher dimensions
Focal planes : 532, 255 ; points

255 ; surface : 531, 255.
Frenet
Galileo
Gamma
ff.
(of
exs. 11
70, 8
97, 47.
a function): 757, 77;
and 12
322, 154.
Indicatrix: 507, 240
ff.
05,
INDEX
Infinite, definition of
Infinite limits
series:
Infinite
improper.
183,
99, ftn.;
1;
2,
Integral Pdx + Qdy, and Green s

theorem; logarithm: 245, 118 ; mul
4, 4.
see Integrals,
constant terms: 329, 157 ff.; devel

opment in 93, 46 98, 48 201, 101
:
375, 177; 404, 189; 411, 195; 418,

also
see
199;
422,
197;
differentiation of : 364,
;
380, 179; 405, 189 ; division of :
392, 183 ; dominant see Functions,
dominant ; Fourier s 418, 197 ff ;
series, etc.
174
harmonic
103, 49 347, 165 ; of in

see Substitution of series
and Double
s
integration of:
series;
McLaurin
see
multiplication of:
178;
157
reversion
substitution of
sum
series;
see also
Taylor
195
331,
terms:
positive
ff. ;
Mc-
364, 174; 368, 174;
201, 101;
Laurin
finite series
of
series
158;
379,
1;
329,
100 ;
2,
407,
see Substitution of
of: 99, ftn.; 329, 157;
Convergence
s series
Taylor
trigonometric
see
4H,
variable terms: 860, 173;
ff.;
Double
see also
ff.
Q dy
358, 171 ; 367,

316, 152 ff. ;
pseudo-elliptic : 234, 113 246, ex. 5

247, ex. 7 ; surface : 280, 135 ff. ; 322,
19, 14
see
155; triple: 296, 143; xdy -ydx:

189, 94 191, 96 206, ex. 14.
;
Integraphs: 201, 102.

Integration, of binomial differentials
224, 109; of
integrals:
123;
256,
mechanical
201, 101
:
201, 102 ; of series
364, 174
368, 174 ; see
also Integrals.
Interpolation: 198, 100.

Interval function defined in
:
2, 2
7,
of convergence : see Convergence.

Intrinsic equations : see Equations.
Invariants : 59, 30 70, 37.
;
Inverse functions
see Functions.
Inversion, of functions : see Func

tions ; transformation of : 66, 35
69, 36.
Involutes: ^5^,204; 436,206; 480, 231.

Involutions: 231, 112; 234, 113; 247,
ex. 7.
Involutory transformations
series, etc.
Infinitely small quantity
P dx +
Taylor
174
310, 150
tiple
156; alternating: 182,

complex terms : 350, 167 ff. ;
327,
91;
91 ;
545
78, 41
69, 36
79, 42.
also Infinitesimal.
Infinitesimal:
14; 150, 72; 252,
19,
120.
55, ftn.
Integrable functions
Integrals, Abelian
Jacobians
see Functions.
215, 105; 221, 108;

differentiation of see Dif
:
:
226, 110 ;
ferentiation of integrals ; definite :
see also Evaluation of
149, 68 ff.
;
integrals
tic
double
250, 120
Functional
see
determi
nants.
Jamet
509, 243.
Joachimsthal
520, 250.
Joachimsthal
Jordan
ellip
ff.;
226, 110; 231, 112; 233, 112;

246, ex. 6 ; functions defined by
theorem
520, 250.
360, ftn.
see
Jacobi: 22, ftn.; 3#, ex. 5; 46, ftn.;
Functions
hyperelliptic
226,
Kelvin, Lord
s
110; improper: 175, 89; 179, 90;

183, 91
236, 140
277, 133
289,
Kepler
161; 553,173; 369, lib; indefinite:

154, 76 208, 103 ff. see also Func
Koenigs
55, ex. 10.
equation
249, ex. 19
406,
189.
:
540, ex. 14.
tions, primitive,
and Evaluation of
integrals; integration of: see Inte

gration of integrals ; line : 184, 93
201, 102 263, 126 316, 152 322,

155 see also Differentials, total, and
;
Kepler: 406, 189.
Lagrange
198, 100
212.
Lagrange
tions)
5,
;
7,
274, 131
formula
34, ex. 8
20, 18
90, 44
^-4, 189
(implicit
404, 189
445,
func
formula
INDEX
546
(interpolation)
274, 131.
198, 100
identity
Lame: 80, ftn.; 82, 43; 325, ex. 10.

Laplace : 73, 38 84, ex. 8 404, 189.
Laplace s equation : 73, 38.
;
253, 121
8,
Lebesgue: 422, 199.
Legendre: 33, ex. 9;
36; 275, 88;
6<9,
366, 174; 394, 184.

:
77, 41.
Leibniz
27, 17
Leibniz formula 27, 17.

Lemniscate: 22S, 108; 5^,
29, 18.
Meusnier: 497, 239.

Meusnier s theorem
Minimum
5,
497, 239.
55
see also
226,
Extremum.
Mobius strip 280, ftn.
Monge: 29, 18 44, 24
:
Monotonically
523, 251.
functions
increasing
see Functions,
monotonic.
Multiple series: 310, 150
ff.,
358, 171;
567, 174.
Multiplication of series
7,6; 19,
52, 120
s series: 99, 48; 382,

179;
Taylor s series.
Mean, law of the see Law.
Mechanical quadrature 201, 102.
Mertens: 352, 168.
polynomials
33, ex. 9
275, 88; 201, 101; formula: ^252,
203; integrals: 233, 112; 566, 174;
394, 184 ; transformation
68, 36
s
Legendre
ff.
see also
252, 74; 205, ex.13; generalizations:

10, 8
98, 48
265, 127.
;
3,3; 116, 55
McLaurin
for integrals (2d law)
Extremum.
see also
8; 25,11; 16, ftn.; 55,48; 255,76;

05, 127; for integrals (1st law) : 252,
74
24.
Maximum
Laugel: 140, ftn.

Law of the mean, for derivatives
Mansion 207, ex.

Mass: 296, 143.
Murphy: 373,
ex.
see Series.
1.
Length
Lie,
1
L"
262, 80
26^, 80
Newton
Normal
112.
etc.
68, ftn.
8.
2,
a lower
8.
;
an
ftn.; 140, 62; greatest:

Greatest limit ; of error
see
:
Evaluation
of integration
see In
the lower: 142, 68;
tegrals;
upper : 2^2, 62.

Line complexes : see Complexes
see Congruences ;
gruences
con
inte
Line of striction : see Striction.

Linear transformations
see Trans
:
formations.
Liouville: 231, 111.
.57,
28
102, 49;
382, 179.
Loop-circuit: 523, 153.
Lyon
555, 257.
theorem
Mannheim
tal: 272, 87.
see Contact,
Ordinary points see Points.

Orthogonal systems, of curves: #75,
:
132; triple: 80, 43

Oscillation
521, 251.
52, 120; 448, 213.
142, 69;
Osculating plane: 453, 215
sphere : 492, 237.

Osculation : ,95, 45
;
^55, 216
455, 216;
448, 213 453,

488, 235 492, 237.
;
Osgood: 53, ftn.; 252, ftn.; 369, ftn.

Ostrogradsky : 309, ftn.
Ostrogradsky s theorem : 309, 149.
Parabola
555, 257.
88, ex. 23.
255, 64 257, 66 220, 107.

Parabolic point : 500, 239 520, 249.
Paraboloid: 525, 246; 523, 251.
:
495, exs. 7 and 11 524, 252.

;
30,
: 142, ftn.
272, 87; 249, ex. 21; transcenden
Painleve
Mams
256
plane curves
4$4, ftn.
Mains
501, 240.
555,
Numbers, incommensurable
215
100, 49
226.
Order of contact
;
of
the
grals : see Integrals.

Line of curvature : see Curvature.
Logarithm
497, 239
19; principal (skew curves): 471,
140, 68
upper: 91,
see
length of : 30, 19
Hospital, de, theorem: 10,

:
sections
Normals, congruence
Hospital, dei 10,
Limit
19, ftn.
INDEX
Parallel curves
207, ex. 20
86, ex. 16.

Parameter of distribution
surfaces
differential
Differ
see
equations
see
207, exa. 21
22.
:
see Equations
Transformations ; radii
Reduction formulse
104;
Periodic functions
Poincare: 386, 181.

Point transformations
see Transfor
:
110, 53 408, 192.
114, 54
Points, singular : 110, 53
319, 153 ; 408, 192 ; 409, ftn.
Poisson : 204, ex. 6 325, ex. 8.
;
Riemann: 140,
;
Green
see Coordinates.
Roberts
473, 227.
Polar surface : 473, 227.
Laplace
equa
ftn.; 309, ftn.;
ff. ;
double:
theorem
139, 67; 154, 76
Principal normals, tangents, etc.
Protective transformations
formations.
Pseudo-elliptic integrals
Puiseux : 484, 232.
see
7, 7.
Roulette
207, ex. 23
Rouquet 495,
Ruled surfaces
:
134, 64
220, 107
526,
see Surfaces.
Trans
Series
series,
135, 65
ex. 22.
Sequences: 327, 156
see also Infinite
series.
160,
see also Area, Integrals, etc.
535, 257.
ex. 4.
Schwarz 11, 9.
Schwarzian : 88,
see Integrals.
Quadrics, confocal : 533, 251.

Quartic curves 223, 108.
:
see also
294, ex. 10.
see
Infinite
Double
series,
series,
Simpson: 199,
Taylor
etc.
:
234, ftn. 495, ex.
Serret s curves : 234, ftn.
Serret
Quetelet
Kcheffer: 125, 56.

Schell : 495, ex. 7.
309, ftn.
see
Normals, Tangents, etc.

Pringsheim: 340, 162.
Prismoid : 285, 138 310, 150.
Prismoidal formula: 285, 138.
theorem.
252.
see also Integrals.
78
347,
tion.
407, 190.
511, 244.
Roots, existence of: 3, 3; 291, 142;

see also Functions, im
321, 154
plicit, and D Alembert s theorem.
375, 177
s
s
Rolle s theorem
Polynomials, continuity of : 3, 3 ; rela

214, 104.
tively prime : 211, 104
Quadrature
Rodriguez: 33, ex. 8; 517, 248.

Rodrigues formula : 517, 248.
series:
90, 44
165.
Riemann
see
s series)
Reversion of series
394, 186.
Primitive functions
210,
98, 48.
Points, ordinary
103;
26, 110; 227, 110; 239, 115;
Riccati equations
Potential equation
see Length.
208,
Remainder (Taylor
mations.
16, and 17;

49, ex. 21.
Regression, edge of: 463, 221.
Regular curves : see Curves.
see Functions.
Periods: 318, 153.

Picard : 322, 154 538, 258.
Planimeter: 201, 102.
Polar coordinates
240, 116; 244, 118; 248, exs. 15,
Pellet: 495, ex. 11.
Power
see
Rectification of curves
456, ftn.
Pedal curves: 69, 36;
Polar line
polars
see Transformations.
Equations, partial differential.
and
see
Reciprocal equations
differential
Partial
Curvature, Torsion.
Rational functions : see Functions.
ential.
Peano
Raabe 340, 163.

Raabe s test 340, 163.
Radius of curvature, of torsion:
:
528, 253
530, 254.
Parameters,
547
7.
100.
110, 53; 114, 54;

319, 153; 408, 192; 409, ftn.
Singular points:
Sinistrorsal (skew curve)
476, 228.
INDEX
548
Skew curves
Steiner
see Curves.
Tractrix
207, ex. 23.
Stokes: 282, 136.
Stokes theorem
Striction, line of
Subnormal
Substitutions
nates: 65, 34; 76, 40; etc.; of curves:

66, 35; of independent variable : 61,
31
388, 182
397,
series.
see Transformations.
70, 38
74,
59, 30
39
Change
of variables
68, 36
77,
of coordi
of integrals
point
40 ; projective
lytic: 410, 194ff.
66, 35
36.
Trigonometric functions:
apsidal: 86, ex.
see
66, 35
78, 41
Surface integrals : see Integrals.

Surfaces: 75, 39; 497, 239 ff. ; ana
37; reciprocal polars: 69, 36;

; reciprocal radii : 66, 35
69,
69,
19.
Subtangent: 30,
78,
174, 88.
Double
see also
77,
41; 79, 42; linear
Substitution of series
186
529, 253.
30, 19.
171, 87.
Sturm
:
174, 88.
Sturin sequences
441, 209.
Transformations, contact : 67, 36

41
78, 42 ; involutory : 69, 36
282, 136.
Transcendental numbers
17; developable: 79,42; 461,221;

464, 222 505, 241 ; focal : 531, 255 ;
parallel: 86, ex. 16; ruled : 285, 138
;
509,244; 526, 253; translation 513,

245 ; tubular : 524, 252 ; unilateral :
tions
series
Triple integrals
see
Func
411, 195.
see Integrals.
Triply orthogonal systems : see Orthog

onal systems.
280, 135; wave: 86, ex. 17.
Umbilics
:
505, 241 52 0, 249.
Uniform curves, continuity, conver
;
infinitesimal
see
Curves,
Continuity, Convergence, Infinitesi
mal, etc.
Unilateral surfaces see Surfaces and
gence,
Tangential equations
207, ex. 21.
Tangents, asymptotic : 503, 240 ; con

jugate 511, 245 ; length of : 30, 19 ;
:
principal: 503, 240; stationary: 457,

217 ; to curves (plane) : 5, 5 ; 63, 32
97,47; to curves (skew)
92, 45;
51, 27
22
76, 39
Tannery
Taylor
to surfaces
and
16, 12
39,
ftn.
ff.
95, 48
384, 180
ff.
596, 185.
Tchebycheff: 257, 123.

ferentiation of series
see Dif
integration
Tests for convergence
see
Conver
Tissot
495, ex.
see Kelvin, Lord.
6.
Torsion and Radius of torsion
and 474,
see Limit.
Value, absolute
375.
Wallis: 240, 116.

Wallis formula: 240, 116.
473
surface
Weierstrass
86, ex. 17.
6, 5;
153, 75; 200, ftn.;

402, 87; 422, 199.
Weierstrass theorem: 422, 199.
:
228.
Total differentials
3,
Viviani: 286, 139.

Viviani s formula : 286, 139.
Volume: 254, 122 284, 137; 325, ex. 8;
326, ex. 13.
Wave
gence.
:
see Integration of series.
Wm.
limit
Upper
Term-by-term differentiation
Thompson, Sir
strip.
Variable, complex : 575.

Variations, calculus of : #57, 123.
89, 44
^97, 51
Mobius
5,
555, ftn.
s series
171, 86
see Differentials.
Ziwet
406, ftn.
r>
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STAT,

THE UNIVERSITY OF PARIS

EARLE RAYMOND HEDRICK

DERIVATIVES AND DIFFERENTIALS

GINN AND COMPANY

ENTERED AT STATIONERS HALL

EARLE RAYMOND HEDRICK

GINN AND COMPANY

course at the University of Paris.

have modified somewhat

that has to do with functions of real variables, except

the theory of differential equations.

being treated in the

differential notation not

treated this notation from the beginning,

and have presupposed only

a knowledge of the formal rules for calculating derivatives.

essentially the science of the con

would seem that every course

in analysis should begin,

with the study of irrational numbers.

however, that the student

well-known works f that

already familiar with that subject.

for the other

enter upon such

fundamental notions which

such as the upper limit, the definite integral, the

have endeavored to treat them with

desirable rigor, seeking to retain the elementary character of the

work, and to avoid generalizations which would be superfluous in a

interesting account of French

methods of instruction in mathematics

supplementary matter which the reader

at the first read

examples which are directly illustrative of the methods treated in

latter are taken, for the

from original memoirs to which references are made.

old students at the Ecole Normale,

I take this occasion to tender

Clairin, have kindly assisted in the correction of proofs

was undertaken at the suggestion

translation of this Course

whose review of the original appeared

hope that this book will help to

the need so generally

throughout the American mathematical world.

system of instruction as a text for a second course

and as a book of reference

an American student throughout his work.

changes of notation have been introduced occasionally for conven

gestion of Professor Goursat,

has very kindly interested himself

the additional matter

though not of his

I take this opportunity to express

sympathetic attitude which he has consistently assumed. I am also

the typography excellent.

& Company, have spared

Their spirit has been far from com