dy sin x
dx cos^ X '
y sin X
or dy = ^— . dx.
"^ cos X
33. Let y = cosec x.
Then Ay — cosec (,r + Ax) — cosec ^r
sin {x + Aj) sin X
_ 2 cos (j; + |Ar) sin ^Ax
sin j: . sin {x + Ax) '
Ay _ _^ cos (x + ^Ax) sin 5 Ax
Ax sin X . sin (x + Ax) ' 5 Ax '
, ,, cos (r + 5 Ax) cos X , , sin ^ Ax
and ^^A=o -^ \ , .\ = -^T- , and Ia_. — 5-?-^= 1 by (12),
sm X sin (x + Ax) sin* x -" lAx "J K'^^J>
dy cos X
•*• rfx"~ihP^'
J cos X
sill X
34. Let y = tan x.
Then Ay = tan (x + Ax) - tan x
_ sin (x + Ax) sin x
cos (x + Ax) cos X
sin Ax
cos X . cos (x + Ax) '
Ay 1 sin Ax
Ax cos X . cos (x + Ax) * Ax '
1 ij 1 1 17, sin Ax
^"^ ^''='> cos(x-fAx) = c3^' ^"^ ^'^=^-A^=^^ ^y (^2)'
dy_
dx
= sec X,
dy = sec* x dx.
DIFFERENTIATION. 25
35. Let y = cot x.
Then Ay = cot (x + ^x) - cot x
_ cos {x + Aa;) cos a;
sin {x + Ax) sin x
sin Ax
sin X . sin (x + Ax) '
Ay _ 1 sin Ax
Ax sin ^ sin (x + Ax) Ax '
and U^^—L-^^ =^J_ and lt^_^%^= 1, by (12),
sin (x + Ax) sin x Ax •> j \ j'
• . jT = — cosec" X,
or dy= — cosec^ x dx.
36, Let y = sin~' ^.
Then x = sin _y,
/. dx = cos y cify, by (30),
.•. dy = ■ dx;
"^ cos 7/
or, expressing the differential coefficient in terms of x,
37. If it is required to find the differential of the inverse sine
without assuming that of the direct sine, we must proceed as
follows :
y = sin~' X,
.'. sin y=-x,
.: sin (y + Ay) - sin y = Ax,
.-. 2 cos {y + ^Ay) sin ^Ay = Ax,
, I . . sin \Ay Ax
.'. cos (y + 5 Aw)— ,^ >'- = —-.
and Itt^ cos (y + \Ay) = cos y, and It^^^}^^^ = 1, by (12),
dx
26. DIFFERENTIATION.
Since the steps in the determination of the differential of the
inverse function are precisely the same as for the direct function, it
is needless to repeat the independent proof for cos"' or, sec-'x, &c.,
as the reader will be able to supply it without diflBculty when re-
quired. We shall therefore deduce the differentials of these func-
tions from those already found.
38. Let y = cos~* x.
Then x = cos y,
.'. dx=-s\y\ydy^ by (31),
.*. dti = — -. — dx,
"^ sm y
*=~7a^)
dx.
39. Let y = sec~^ x.
Then x = sec y,
.'. dx = ^^dy, by (32),
, cos^ V , 1 7
.-. dy = ■—. — - dx = dx,
^ sm y tan y sec y
40. Let y = cosec"^ x.
Then x = cosec y,
sin^y , 1 J
.-. du = dx= 7 -— dx,
' ^ cos y cot y cosec y
41. 'Lety = tan~^x.
Then x = tan y,
.'. dx = sec'y dy, by (34),
.'. dy = ■ — 5— dx,
^ sec* y
or
% = Y
1
+ x'
dx.
DIFFERENTIATION. 27
42. Let I) = cor' X.
Then x — cot y^
.'. dx = — cosec^^ di/, by {35),
.'. dy = s— dx,
cosec y
43. Let 3/ = versin"' x.
Then a: = versin y = 1 — cos y,
.-. dx = smydy, by (31),
.*. (/?/ = -; dx,
"^ sm y
and sin^ = ^(l - cos-» = ^(1 - (1 - xj] - J{9.x - x%
•'. dy = — r— ^ dx.
44. Let y = suversin"' x.
Then a; — suversin j/ = 1 + cos r/,
.-. dx= -siny dy, by (28),
.•. dij = : dx,
and sin y = Ji} - cos^ y) = J{i-{x- 1)'] = J(2x - x'),
.'. dy = 7— rr dx.
^ J{2x - x^)
45. We have now shewn how to differentiate all the simple
functions which ordinarily occur in analysis, as well as any func-
tion formed by the addition or multiplication of any number of
them. It remains to differentiate functions compounded of these
simple functions, such as log sin x, d' '°s ^j"^ (.qs (a + bx)", &c. All such
functions are included in the general forms /{«/> (a;)}, /Q0 {\j/^ (•»)}]>
&c., where/, '{x)dx,
which gives the required relation between dy and dx,/'(ii) and ^'(x)
being determinable by our previous methods.
47. The correctness of the above result may not appear quite
obvious, because we have in effect defined dy, not by the funda-
mental definition
dx^^^^-'A-x ^^^
but by compounding the two definitions
£-"-^:' <^>
^•^tr''--'^ ('>
This is however immaterial since the last three equations are not
independent, any one of them being deducible from the other two.
Thus from (2) and (3) we can obtain the same value of dy as that
given by (1).
Ay _/^ Am .
^""^ Ax~ A21 Ax'
•• ^^^='>'^x~^'='Au^='Ax-
By equations (2) and (3) this becomes
Ay _ dy du _ dy^
which is identical with equation (1).
DIFFERENTIATION. 29
48. The following proof of the above proposition is free from
the apparent difficulty. As before, let
u =
{x)
=f'{
{oc)}2.
For putting u = (j> (x),
and ^ =/(«),
we have z = F(i/) ;
___^ .-. dz = F'{y)Mtf
dy =/ («) du,
du = (p' (x) dx ;
.-. dz = F'{y)f'{u)'{x)dx,
or without introducing any new symbols,
dz = F' [/{0 (x)}]/ {) (x)}.^' (x) rfx,
and the theorem may evidently be extended to expressions com-
pounded of any number of functions.
52. The following examples may serve to illustrate the method
of differentiating any explicit function of one variable.
(1) Let 3^ =/ (x) = ha" + ca-'.
Then dy = bda" + cda-^, by (25),
and da'' = log a . a'^dx, by (29),
and da"^ = da", if u = — x
= log a .a'' du ) , ^ , , , ^,
1 *= -X, , X h by (29) and (46 ,
= log a.rt (-f/x) J .' V /
.•. dy = log a {6a' — cw^} dx,
and /' (x) = log a {ba" — ca~'}.
The actual introduction of a new symbol is useless where the
function of x, which it represents, is not very complicated. Thus
(2) Let t/ = log sinx=/(x).
Then dy = d log sin x
d sin X
sinx
by (28),
.*. du = S^!j^-f = cot X dx, by (30),
•^ smx
and /'(x) = cotx;
where the process is evidently the same as if we had substituted
u for sin x.
DIFFERENTIATION. 31
(3) Let^ = a('"'^')"=/(x).
Then dy = log a . aC''»s»)" d {{x log a;)"} by (29),
= log a . a("°g^)" {w (a: log j;)"-' d{x log jc)} by (27 j,
= 71 log a . aC^'os')" a;"-! (log x)""' {dx Xogx^xd log x} by (23),
= « log a . aC^'os-)" X"-' (log x)"-' (1 + log x) dx, (by (28),
and/'(x) = « log a . aC^'os')" a;""' (log a:)""' (1 + logx).
(4) Let y = tan (cot"' x), whence y = -.
We will find dy from each form of the expression as an illus-
tration of Art. 46.
From the second form of the equation we obtain immediately,
since
y = x-\
dii = — x~^ dx = — 5- .
^ x^
Also from the other expression we have
y = tan u, if u = cot~' w,
~— dx
.'. dy = sec* u du, and du = ^ ,
••• d^
-
=
1+ !.
cot M
1 + X*
dx
=
^.dx
1+x'
= . as before.
X-
For examples on this and other parts of the subject, the reader is
referred to Gregory's Examples in the Differential Calculus.
53. The results of this Chapter are here collected, and should be
carefully remembered. ^
lfy=/(:c)=f,(x)+Mx).../,,(x),
dy = d/,(x) + dflx) + ... dfXx), ovf'{x) =f:{x) +f./{x) + ...f,:(x).
32 DIFFERENTIATION.
dy =/,{x) df,(x) +/.(x) dflx), or fix) =/,(^)// W +/.(^)//(^).
= CA(x), dy = Cdflx), f{x) = C//(x),
= x", dy - nx"-' rfx, /' (x) = «a:""\
= loff„ X, dy = . • /' (x) = , ,
° ' "^ \oga.x J \ / \oga.x
= 0", dy = log aM"" dx, f {x) = log a-a",
= sin X, rfy = cos x dx, f (x) = cos x,
~- = cos X, dy = — sin x dx, fi^) ~ — siii ■^>
, sin X , .... sin x
= sec X, dy = 5— ax, / (x) = 5— >
•^ COS^X ^ V v cos^x
, COS X J .... cos X
= cosec X, aw = — ^-s— dx, / (x) = — r-^ — ,
"^ sin'^x ./ V y sin^x
= tan X, dy — sec* x c?x, /X^) = ^ec^ x,
= cot X, dy = - cosec* x dx, f (x) = — cosec' x,
• 1 , dx /.// X 1
= cos-x, dy=-j0^^, /(x) = _^_li_,
= sec-' X, dy = — -y^r-;^ — — , /(x) =
xj{x'-iy -> ^^~ xj{_x'-\y
= cosec-' X, dy = -~j-^ — -^, /'W =
= tan-x, dy = ^,, /'(^) = rT^'
= cot-x, ^i'^f^, /(^)=Ili'
DIFFERENTIATION. 33
(j^j» 1
y =f{x) = F{u) and m = (x), <^y = F' {ii) cp'(x) dx, f (x) - F'(«) >'W-
These results are expressed both in the notation of differentials and
of differential coefficients, in order to familiarise the reader with
both. Both notations express the same fact, namely, that the ratio
^ is equal to a certain function in each case, and, so far as we have
carried the subject at present, may be used with equal convenience.
H. D. c.
CHAPTER IV.
INTEGRATION.
54. In the preceding Chapter we have shewn how to differen-
tiate any explicit function of a single variable, that is, having any
equation of the form y =/(A we have shewn how to determine
the value of /'(a;) in the equation dy =f\x) dx.
Integration is the converse of differentiation, that is, it consists
in finding from any differential equation dy -f'{x) dx the integral
equation ^=/ (a), from which it has been derived.
The symbol (/) by Avhich this operation is represented is the
converse of the symbol {d) which represents differentiation, and is
therefore defined by the equation
jdy=y.
Hence, i^/Xx)dx is the differential of /(^),
|/'Gr)^.r=/(x),
/(x) is called the integral of /'(^) dx^ or sometimes, though not very
correctly, the integral o?f'{x).
55. From the nature of the rules which define a differential,
the form of /'(j:) can always be determined where that of/(j:') is
given. We have only to find — ^— j and determine its limiting
value, and f'(x) is known. No such general method of integration
can be found: for since the integral of any diffei'ential is defined to
be the function from which it may be obtained by differentiation, we
can integrate those functions only to which the differentiation of
other functions has chanced to lead us. Thus, if we are required to
integrate any function (p(x)dx, we cannot be sure that the process is
even possible, that is, we cannot say that there is atiy function whose
differential is cp {x) dx, unless we have observed that this quantity, or
some other to which it is equivalent, has been obtained by the dif-
ferentiation of some known function. It will, however, appear here-
after that all functions of the form (p (x) dx can be integrated in the
form of infinite series, although there are very many whose integrals
cannot be expressed in finite terms by any of the ordinary symbols
INTEGRATION. 35
of analysis. The method to be pursued in integration will therefore
be, first to collect a number of integrals by examining the results of
the differentiation of some simple functions, and then by various
artifices to make the integrals of other functions depend upon those
so determined by inspection. In this way large classes of functions
have been integrated in finite terms, although many are incapable of
such reduction.
56. Since (Art. 22) /(x) + C and /(x) have the same differential
f'{x)dx, it follows that we may take as the integral o£ /' (x) dx
either of the above quantities, giving to C any value we please in-
dependent of X. Hence it appears that while there is only a single
differential of a given function, there is an indefinite number of in-
tegrals of a given differential, all of which are included in the general
form/(x) + C, where C may have any value independent of a; which
we choose to assign to it; C is called an arbitrary constant, and must
be added to every integral in order to express it in its most general
form. Where, however, the form of (/) is the only object of the in-
vestigation, the particular integral f{x) is often spoken of intead of
the general form f{x) + C.
57- By considering the differentials of /(^) and x as measures
of the rates of increase of /(x) and x respectively (as explained in
Art. 18), the problem of differentiation may be said to be — Having
given a function of x, to compare its rate of iiicrease with that of x;
and that of integration. Having given the ratio of the rates of in-
crease of the function atid the variable, to determine the function.
Now it is evident that, for a given function, the rates of increase
can have but one definite ratio for a given value of the variable,
whereas an indefinite number of functions, differing only by constant
quantities, will have the same value of this ratio.
Thus we may draw as many parallel straight lines as we please,
in all of which the rates of increase of the co-ordinates have the
same ratio, since they depend only on the inclination of the line and
not at all upon its distance from the origin. If y = mx is the equa-
tion to one of these lines, they are all included in the general form
y = mx + C, where C is perfectly arbitrary, and all have the same
value of the differential coefficient. The equation to each may there-
fore be obtained by integrating the same differential equation
dy — mdx.
3—2
36 INTEGRATION.
To take a more general case. Referring to the figure of Art. 19-, it
is clear that an infinite number of curves may be drawn having
their tangents at the extremities of a common ordinate, equally in-
clined to the axis of x\ The equation which includes the whole class
of curves is i/ =f(x) + C\ where C is arbitrary, since the addition of
a constant to every ordinate merely changes the distance of the curve
from the axis of x, without altering its form or the inclination of its
tangent. In all these the differentials therefore have the same ratio
for the same value of x, and any one of the equations may be ob-
tained by integrating the differential equation dy =f'{,x) dx which is
common to them all. These observations shew the meaning of the
proposition established in the last article.
We shall now proceed in the empirical manner indicated in
Art. 55., to determine the integrals of the differentials given in
Art. 53., and some others immediately deducible from them.
58. Since
d{A{^) +fM ... +/„(.^)} = f(/. W + 4/'.G^) + ••• dM^)'
.'. /]{x) +Mx) +M^) = j{dMx) 4 dMx) + ... d/jx)},
or f{f/{x) +/,Xx) + . . ./,Xx)\ dx = j/\'{x) dx 4 j/,'(x) dx...+ [//(a-) dx,
that is, the integral of the sum of any number of functions equals
the sum of the integrals of the several functions.
59. Since d Cf{x) = Cdf(x),
.'. C/{x) = jCd/ix) = {Cf{x) dx,
or [Cf'{x)dx^C if'{x)dx;
that is, if the quantity to be integrated is multiplied by a constant
factor, the constant may be placed outside of the sign of integration,
60. ^mce d(x") = nx"~'^dx, where n is any number, integral or
fractional, positive or negative, different from zero.
'dx = -+C,
n
dx:^ , +C,
11+ \
where n is any number different from - 1 ; that is, to integrate
any power of x except - we must increase the index by unity and
INTEGRATION. 37
divide by the index so increased, an arbitrary constant being added
to obtain the general integral.
61. Since dloi^x = — .
I
dx , -, ^
— = log .r + const. == log C x,
if we write the arbitrary constant in the form log C. This deter-
mines the integral of x" in the case excepted from the previous
article. Hence
d e p
f
ax" + bx"~^ . . .+ c A h-5 + ...-^
X X X
= a + 6 — . . . + cj? + ri log a: ... - -, - , „, ■ , + C.
n + \ n ° X {7)1 - 1 ) X
f dx f dx
62. From I — we can find / .. „ „, as follows.
J X J J{x'' ± a-)
Let «* ± a^ = U-,
.', xdx = udu,
dx dii dx + die
' ' n X X + 71 '
"' J Ji.^^ =^a^)~ 111 ~ j x + u '
= log {x + li) + const.,
r= log C^*^ ^^ ,
^ a
C
writing the constant in the form log — to give the integral a more
convenient form.
63. From the same integral we can also deduce the values of
dx , f dx
[ dx . f dx
j?^'""'' j^^^'-
a — a; 2a [a + x a - a: j
and d (a — a) = — dx, and d(a + x) = dx ;
f dx If dx 1 j' dx
J a' — x" 2a J a + X 2a J a — x '
1 fd(a + x) 1 fd(a-x)
2a J a + X 2a J a - x
h
= — loff (a + x) log (a - x) + const. ;
dx 1 , ^,n + X
7, o ~ — log 6 .
' - 1^ 2a ^ a-x
38 INTEGRATION.
f dx _ J_ [ dx _ J_ /• dx
•'■ }x^-a''"^]x-a 2ajx + a'
1 Cd{x-a) 1 /• (/ (x + a)
~ 2a J x-a 2a J x + a *
= — log (x -a)-x~ log {x + a) + const. ;
' ■ j x' - a'' 2a ^ x + a'
f dx
64. From Art. 62, we can deduce the value of / — . 2^_y2\
For let x = -, .'. log a; = log a - log u ;
dx du
' ' X ?< '
1 1
C dx _ f du
ail
du
_ 1 /• du
therefore, by Art. 62,
dx
f dx 1 X
j X Jl^a'^x') ~ a^"^^^ a + J{a' ^ar')'
65. Recurring to Art. 53, we find
d (a^) = log a . a'^dx,
.'. I a'^dx = , . a" + C.
J log«
H a = e, this becomes, / e^dx = e^ + O.
INTEGRATION. 39
Again, d sin x = cos x dx,
cos X dx ^ sin a: + C.
/'
And since d sin 7nx = cos mx d(inx) = in cos mx dx,
f
cos mx dx = — sin mx + €'.
m
Similarly, d cos inx = - m sin mx dx.
' sin mx dx = — cos mx + C-
m
Also, d tan mx = m sec^ 7nx dx ;
I
sec^ mx dx = — tan ?«x + C
m
And d cot mx = — m cosec^ mx dx ;
}
cosec^ mx dx = cot mx + C.
m
d(-\
/
■■= sin"' - + C.
^(a^ - x^) a
o 1 . J -ix \aj dx
bo also, since d cos - = •
/;
// ^ 2\ = - COS ' - + (7.
J{ar-x') a
Here we have obtained a second form of the same integral, but
since
. , X . X IT
sin~ - + COS" - = - = const.
a a 2
the two expressions include precisely the same system of values
when all possible constant values are given to the arbitrary con-
stants.
. . 7 _i X ^ \a) a dx
Again, 6?sec -= 77-5- — 7 = — 77-5 ^;
a X fx' \ xj{x^-a-)'
h
dx 1 iX ^
-^ = - see" - + C.
X J{x^ - a') a a
40 INTEGRATION.
As in the preceding case, this integral might have been expressed in
the form
— cosec"' - + C,
a a
which may be shewn as before to be identical with that already
given,
_^x \a) adx
bmce o tan - -.
" 1 +
/ ^ 7, = - tan - + C.
J a' + X a a
As before, we might have obtained the equivalent form
- -cot-'-+C.
a a
„. J . _, a: V«/ dx
bince aversm
f dx . , X _,
•'• 1^177, j7 = versm-' - + C
; J{2ax - X-) a
or = — suversin"^ - + C.
a
66. Collecting the results of the preceding Articles, we have
I x"dx = h C unless w = - 1, and then
./ 71 + 1
\-J = log ^ + C,
-nr— -2 = - tan-' - + C,
J a^ + x^
a a
dx 1 - ^a + X
= — loff 6 ,
2a ® a-x'
f dx
I a' - x""
f dx 1 , ^x-a
~5 s =7— iogC; ,
] X- - a' 2a ° X + a
I —rr^ 2\ = sm-' - + C, or = - cos"' - + (7,
J-/r^A4xJ< C{/dL
I INTBGRATION. 41
= - sec ' - + C,
X J(x^ - a') a a
dx ■ I ^ ^
-= versin"'- + C,
J(2ax - x^) a
a'dx = ; 1- C,
log a
sin mx dx = cos mx + C,
m
cos mx dx = — sin mx + (7,
m
sec^ mj: .r = - tan mx + C,
m
cosec'mx dx = cot mx + C.
m,
The above are termedj'undamenlal integrals, and should be care-
fully remembered.
All other integrals are obtained by reducing them to some one
of the above forms.
It may be observed that where the function under the integral
sign is homogeneous in x and a, the integral is also homogeneous
and one dimension higher in terms of x and a; or of the same
dimensions, if we consider dx as of the same dimensions as x.
The remainder of this Chapter will be occupied with various
methods of reducing the integrals of several classes of differentials
to some of the fundamental forms.
Integration hy Algebraical Transformations.
67. An integral may often be reduced to the form of one of
the fundamental integrals, or to the sum of two or more by simple
algebraical transformations.
As an example, we may take the following :
{ '^^*'' _ { ^^^
Jl+a; + x'~ Jf + i^ + xy
da4-x)
-\u
2 , 2x- + 1 .,
42 INTEGRATION.
The student will find numerous examples of the application of
this method in Gregory's Examples^ p. 246, et seq., with which he
should make himself familiar.
Integration by Parts,
68. The following theorem is often of great use in reducing
integrals to the required forms.
Since d{uv) = udv + v du,
u and V being any functions of a variable x,
.'. uv = ludv+ Ivdu,
.'. ludv = uv — ivdu (!)•
This is called the formula of integration by parts, and enables
us to integrate any function tidv if the function vdu is in an inte-
grable shape.
69. As an example of its application, we may take
\x log xdx.
f'
Assume log x = u, and x dx = dv,
whence — = du, and -pr = 'v,
X 2
the arbitrary constant being omitted in the value of v for the sake
of simplicity, since the formula holds when v is any quantity whose
diiferential is dv. The constant would, in fact, disappear from the
result if it had been introduced.
Hence \x log xdx= lie dv,
= uv — Ivdu by (1 ),
x^ , fx^ dx
= 2^*'^^-j2-T'
x^ x^
= _]ogx-- + C,
x^
= - {log x-i} + C.
The student is again referred for examples to Gregory's Exatn-
ples, which he is recommended carefully to study in all parts of
the subject.
INTEGRATION. 43
Rational Fractions*.
70. A rational fraction is a fraction of the form
x" + 51^;""' ... + q^„
-where the indices of x are all positive integers and the coefficients
constant.
If the numerator contains powers of x as high or higher than any
in the denominator, the fraction can always be reduced by division
to the sum of a rational integral function of x, and a rational frac-
tion, in which the largest index which occurs in the numerator is
less by unity than the largest in the denominator : the first part of
this can be integrated by inspection, and therefore we need only
consider those rational fractions in which the dimensions of the
numerator are less than those of the denominator.
Rational fractions are integrated by resolving them into the
sum of a number of fractions with simpler denominators, called
partial fractions.
71. This can always be done as follows. Let the rational
fraction be
U _ poX'" + PiX""-^ + ... pn
V x" + qiX"~^ + ... q„
where m is not greater than n -1.
Let the equation V =0 have one real root equal to a, r real roots
equal to b, one pair of impossible roots equal to a ± /3 ^(— 1 ), and s
pairs of impossible roots equal to a'±/3'^(— 1), which comprise all
the forms in which the roots of any rational equation can occur.
U A Br Br-, B, M+Nx
Assume -7> = h -; rrr + r ttt-i • • • + r +
F x-a {x-bj {x-by-'"' x-b x'-2ax + a''+f3'
K, + L,x Ki + LiX
(x'-2a'x+a"+/3'y x'-2a'x + a''+(S"
Then real values of A, Br, ^._,. . .7?,, M, JV, K,. . .K„ L,.. .L„
can always be found to satisfy this equation. For by multiplying
both sides of the equation by V, we obtain an equation
U-/(x) = (2),
" Those readers who are not familiar with the Theory of Equations are recom-
mended to omit the remainder of this chapter. •
44< INTEGRATION.
where £7" is a rational integral function o£ x of not more than (fi — 1)
dimensions, and /(a:) a rational integral function of (« — 1) dimen-
sions, in which the coefficients of the several powers of x are linear
functions of the indeterminate quantities A, Br, &c. in equation (1).
In order that the two sides of equation (l) may be identical, the
coefficients of the several powers of x in equation (2) must vanish.
This condition will give us n linear equations to determine A, Br,
&c. Now the number of these coefficients is evidently equal to the
number of roots of V = 0, that is, to 7i, and therefore the ?i linear
equations will give real values of them which satisfy equation (l).
Hence -„ may always be resolved into partial fractions of the forms
assumed in equation (1).
If the dimensions of U had been greater than n - 1, this method
would have failed, because the coefficients of the higher powers of ^r
would have contained none of the indeterminate quantities, and
could not therefore have been made to vanish by assigning particular
values to these indeterminate coefficients.
If the equation V—0 contains more than one of each of the four
classes of roots, we must add partial fractions of the forms above
given for each of these roots, and it will appear, as above, that real
values may be found for the indeterminate coefficients which will
satisfy the assumption. By this method / -p dx, where -p is a
rational fraction, may always be reduced to the sum of a number of
integrals of the forms
jAdx f Bdx r {M+Nx)dx f (K+Lx)dx
The two first of these are integrable by inspection, the third can
always be integrated by the algebraical artifices before considered,
and the last may be reduced to the third form by the method of
reduction which will be investigated below.
The general method of determining the partial fractions above
given is often very laborious, and may be simplified in practice in
the manner indicated by the following examples.
72. Let V ~0 have neither equal nor impossible roots. We may
then proceed in every case as in the following example.
Let
INTEGRATION. 45
Udx c ^dx
rudx _ r xdx
j ~V' ~ j (x - a) {x -b){x- c)
X ABC
1 hen assume , r-~, j^r? r = 1 r h ,
{x - a){x — o){x - c) X — a x — b x — c
.'. x = A{x-h){x-c)+B{x-a){x-c) + C{x-a){x-b). (i)
Since this must hold for all values of x,
let x — a, .'. a = A (a — h)(a — c),
x = 6, .-. b = B{b-a)ib-c),
X = c, .'. c = C (c — a) {c — i),
which equations determine A, B, and C; and then
( xdx _ fAdx CBdx f Cdx
j(x-a)(x-b){x-c)~ J x-a J x-b J x-c'
= A\og(x-a)-{-B log {x -b) + C log (x - c).
73. If we had pursued the method of Art. 71, we should have
determined the values of ^, B and C, by equating the coefficients
of x^ and x and the constant terms of equation (1). This would
have given us the equations
= A+B + C,
l=-A{b + c)-B(a + c)-C{a + b),
= A be + B ac + C ab,
which give A, B, and C though less readily than the equations of
the last article.
74. Let V =0 contain equal i-oots but no impossible ones^ as in
(x' + x) dx
. f (x^ + X) dx
the example j y-^ — r^rr t\ ■
^ J(x- ay (x - b)
x^ + x As Ai B
Assume , r„ r jv = 7 xa "■ •" r >
{x—a)-{x — b) {x — ay x — a x-b
.-. x^ + X = A2 (x - b) + A^ {x - a) (x - b) + B (x - a)- . . . (a),
Let x = a, .'. a- + a=Ar^(a-b) (l),
therefore subtracting,
{x^-a^)-¥{x-a)=A„_{x-a) + A,{x-a) {x - b) + B (x ~ a)',
and dividing by x-a,
X + a + I =^ A2 + Ai {x - b) + B (x - a) ((3).
Let x = a, .: 2a + l=A^ + Ai{a-b) (2).*
* This step is admissible although we have previously divided by x — a, because
(a) and {ft) are not equations for the determination of <^', but identical equations.
Thus when the proper values are given to A2, Ai and B both sides of equation {ft)
become x + a+l, and must therefore have the same value when ,r is put equal to a.
46 INTEGRATION.
B may be determined by putting x = b either in (a) or {ft) ; the
former is preferable, as it gives B independently of ^2 by the
equation
b'+b.= B(b-ay (3).
Equations (1), (2), and (3) give A2, ^,, and B, and
r (a;^ + x)dx _ f -^2 dx fA, dx CB dx
J(x — ay {x— b) J (x — ay j x — a j x — b
= ^ +A,\og{x-a) + B log {x-b) + a
The same method applies when there are more than two roots equal
to a, by repeating the substitutions and subtractions.
75, Let V = contain unequal pairs of impossible roots, as in
, , /■ (x — c)dx
the example j ^^,^^,^^^,^^^^^,^ .
x-c Ax + B Cx + D
Assume t-z i^tt-^ — ; tt: = —^ ir +
{x' + a'){x' + bx + b') x' + a^ x^+bx + b"
.-. x-c = {Ax + B) (x' + bx + b') + (Cx + D)(x'+a') ... (a).
Let x^ = — a^; an assumption which we are at liberty to make,
since the above equation, being identical, must be true even when
impossible values are given to x;
.-. X -c = (Ax + B) {bx + b' - a^),
= Abx' + {Aib'- a') + Bb} x+B(b'- a'),
■^{A(b'- a') + Bb}x-Aba' + B {b'- a:),
which cannot hold unless
i=A{b'-(e) + Bb (1),
and -c = -Aba'+B (//- u') (2).
Equations (l) and (2) determine A and B ; C and J) may be
determined in exactly the same manner.
Thus, in equation (a), let x^ = — {bx + b'),
.'. x-c = (Cx + D) (a- -bx- b'),
= -Cbx'+{C (a* - b') -Db}x+D (a' - b'),
= [C (b' + a' - b') - Bh] x + Cbb'+D (fl^ - b'),
which cannot hold unless
l = C{b' + a'-b')-Db (3),
-c=Cbb'+D((r-b') (4).
INTEGRATION. 47
Equations (3) and (4) determine C and T> ; and
\Cx + D) dx
r (x-c)dx _ f {Ax + B)dx f{C
J{x' + a')(x' + bx + b')~J x' + a"" "^ j "^
+ bx + b'
These integrals can be found for all values of a, b, b' by alge-
braical methods.
When only one partial fraction remains to be determined, as in
this example after A and B have been found, it may be done by
substituting for the other indeterminate quantities in (a) their values,
and dividing by the coefficient of {^Cx + D). This is generally a
simpler method of determining the last partial fraction correspond-
ing to a pair of impossible roots ; we shall employ in the following
example,
C x^dx
\{x-\y{x'+i)'
. x^ A^ A. Cx+ D
Assume ; ,.3. , rr- = 7 ~T5 + + — „ , ,
.: x^ = A, (x'+ 1) + A^(x-l){x'+l) + (Cx + D)(x-iy .., (a).
Let x = l, .-. 1 = ^2.2, .-. A.
1.
•2 '
therefore subtracting,
x^~\=A^ {x^ -1) + A,{x- 1) {x' + 1) -t- (C'x + D){x- ly,
.-. x^ + x + l^A^(x+l)+A^(x' + l) + {Cx + D) (x - 1).
3 — '^A
Let x = l, .'. 3 = ^2.2 + >4,.2, .-. ^, = ^^1—^=1;
substituting these values in (a), it becomes
|'-x + l = (Ca:+Z))(x-iy,
.-. Cx + D = ^, or C-0, Z) = A,
r x^dx _ I f ^^ f ^^ 1 ( ^
■'■ J{x- ly {x'+i)~ ^Jj^'^TYy '^jTZ^i + ^jxTl
+ log (jc - 1) + i tan~'^ + C
X - 1
When there are more than two pairs of impossible roots, the
partial fractions may be determined in succession by the method
given in the first example of this article, the last fraction being most
conveniently found by substitution, as in the last example.
48 INTEGRATION.
76. Let V = contain equal pairs of impossible roots, as in
(2x^ — x) dx
f (^x-'-xJdx
the example li-^ — ^^g, ^ — rr
^ J {x- + 2y {x^ + 1)
^x'-x Ax + B A'x + B' Cx+ D
'"^ (x' + 2y (x' + l) '(^^f^ x' + 2 "^ o;^ + 1 '
.-. 2x''-x
= (Ax + B)(x'+l) + (A'x + B') (x^ + 2)(x' + 1) + (Cx + D) (x' + 2)- . . . («)•
Let a:' = -2, .-. - 4 - x = (^x + 5) (- 1) ... (/3')>
which cannot hold unless
-1 = -A, or ^ = 1,
- 4 = - 5, B = 4>.
Subtracting (/3) from (a) we have
2j'+4-(^x + ^)(^' + 2) + (^'x + J5')(*^'+^)(-^'+l) + (^'*^ + -^)(-^' + 2)';
dividing by x^ + 2,
2 = (Ax + B) + (A'x + B') (x^ + 1) + (Cx + D) (x' 4 2) (7).
Let x^ = - 2, .-. 2 = (^x + B) - (A'x + B') (S),
.-. 0=A-A', .'. A'^1,
2 = B- B', B' = 2.
The remaining numerator, Cx + Z), may be determined by put-
ting a;* = - 1, as in Art. 75, or, being the only remaining numerator,
more conveniently by substituting for A, B, A', B', their values in
(a ). If there had been three or more equal pairs of impossible roots,
we must have subtracted (3) from (7), divided by (x^ + 2), and then
put x^ = —2, and repeated the process till all were determined.
The partial fractions being determined, we shall have
C (2x'-x)dx _ f(A x+B) dx f (A'x + B')dx f(C^+D)dx
J(x' + 2y(x'+l)~J (x' + 2y~'^j x' + 2 ^] x' + l '
The first of these integrals may be determined by the method of
reduction, and the others by known methods.
77- We have now considered every case except where roots of
all the different kinds occur together, in which case the different
methods must be applied in succession, as it is easily seen, by observ-
ing the preceding examples, that the determination of any partial
fraction is not at all affected by the number or nature of the rest.
INTEGRATION. 49"
Rationalisalion.
78. Many functions, which are not in the form of rational frac-
tions, may be reduced to a rational form, or, as it is termed, ration-
alized by different transformations. Rules for the rationalization of
several classes of functions have been investigated, but the student
will find that practice will enable him to discover the appropriate
assumptions in most of the cases which ordinarily occur, without
burdening his memory with a variety of rules for the purpose.
, f x^dx
pie, -i i
Take as an exam
Assume x = z^,
1 2
.r^ = ^,
and dx = 6z^dz,
f z' dz
and the integral becomes 6 I — — —^ , which is in a rational form, and
J z^+ a^
may be integrated by the methods already investigated.
Integ7-ation of x'" (a + bx"ydx.
79. Functions of the above form are of very frequent occur-
rence. We shall first shew how to integrate them when the indices
7«, n, and p satisfy certain conditions, and then investigate a general
method of integration applicable to all cases.
, . ,-„ 7rt + 1 . ... 11-
(1) Where is a positive integer, m, n, and p being posi-
tive or negative, integral or fractional.
T ...
Let p — - , where r and q are positive or negative integers.
Assume {a + bx") = z'',
z'' - a
b"
.-. x"'dx=^-^{rJ-a)" dr.,
nh "
H. D. C. 4
50 INTEGRATION.
and multiplying by z", we have
f n f »i+i
n
h"
Now when the above condition is satisfied 1 inust either
n
equal zero or a positive integer, and the function under the integral
sign can be expressed in a finite series of integral powers of ~, and
can therefore be integrated in finite terms.
If had been negative or fractional, the expanded binomial
would have contained an infinite number of terms, and the method
would have failed to give us the integral in a finite form.
The condition = a positive integer, is called the First
Criterion,
/r^\ iTTL tn + 1 , .
(2) VViiere — + p = a negative mteger.
Then x'" (a + bx'y - ar'"^"^ {6 + ax-'Y.
The function in this latter form may be integrated by the
, , .„ 7n + up + 1 . . . , ..„?« + I
previous method if ' = a positive integer ; that is, if
+ /) = a negative integer.
The assumption to be made in this case is therefore
b + ax~" = z'', putting p = - as before.
The condition + p = a negative integer, is called the
>Seco7id Criterion.
80.
The
following
are
examples
of
the
application
of
these
methods.
(0
f x^^dx
J (ah
+ x^'
Here
VI +
n
1 i+ 1
3,
a positive
integer
; therefore
the
first
criterion is satisfied.
Since p = —\t the proper assumption is
fl5 -f x-i = Z-.
INTEGKATION. 51
-T Tri = ^\{^-a^dz,
= 4 [{z'-2a^z'' + a)dz,
= f (rt^ + o;')^ - f a^ («^ + x--f- + 4«(a^ + o:^)^ + C.
Here = , and the first criterion is not satisfied.
n 2
But + p = — i + 5 = — 2, and the second criterion holds.
.{a'-x')Ux ( {a'x-'-\)^dx
Then I ^^ « = | ^^3
/• («^- j:^)'c/jr _ f{
and we must assume ax - — 1 = 2 ,
rt
_ _ -z{z'-^\)dz _
(a^j;-^- l)i («^j:-^-l)t
5a* 3a*
n^x" \ 5
} + C,
(a'-x"-) H3 a' + 2x-) ^ ^
15aV
81. When neither of the criteria is satisfied, we must employ
the following method, which is applicable to all cases. It consists
in making /j;'"(a + ia;")''(/j; depend on another integral of the same
form but with smaller values of 7h or ;; ; by repeating which process,
4 — 2
52 INTEGRATION.
we arrive at last at an integral which can be determined by methods
already given. This is called the method of reduction.
As the treatment of the integral depends on the signs of m and ;?,
we shall use these letters to represent positive quantities only, which
will give the following cases.
(1) To reduce m in f "^ ^^„. - or jx'"{a + bx"y dx.
. r dx {(a + bxy J
(2) To reduce m in \^,^^-^. or j ^^^^ dx.
(3) To reduce p in j x'" (a + bx"y dx or j^ — -^ dx.
, ^ _ -, . f x'^dx f dx
(4) To reduce p m -. j—^ or | ^ — , , „xp-
^ >' ' J {a + bxy J x^{a + bx"y
The mode of treatment is exactly the same in each pair of integrals
as above arranged, that is, the method of reducing m or p depends
only on the sign of the index to be reduced.
n is always supposed to be positive, as the function can always
be reduced to that form by altering the value of m. The follow-
ing are the methods to be employed in the four cases respectively.
••''•"" j -^ (« + bxy ~J \nb (p - 1) (a + bx"y-'j '
therefore, integrating by parts,
71 b [p
71 + 1 f x'"~"\a
p-l)J (04
_ „,_„^i 1 7)1-11 + 1 f x'" "dx
'"""''*' 7ib{p-l){a + bx"y-' ^ lib (p - 1 ) J {a + bx"y-' '"^ ^'
j,...-n+i jfi -^ ji + I f ,r'"~" [rt + bx"] dr
P,n = 7-. T^^ . „ ■ , +
7ib Q)-l){a + bx''jP-' nb {p - 1) J (a + bx")''
p _ J^'""'"^' 7)1 -71+1 f , ,
•'• "'~~ 7ib(p- 1) {a + bxy-' ^ 7ib{p-l) ^" '"-" "^ '"^ '
,, a"'~"+' ?« — ?j + 1 „
. •. j[^ = -)- a I _ '
b {)ip -7)1—1) (a + bx^y-^ b {lip -7)1-1) '" " '
by which formula P,„ is made to depend on P,„_„, that is,
f x'"dx C x"'~"dx
J (a + bx"y °" J (fl 4 bx"y '
and by repeating the process, P,„_„ may be made to depend on
^
INTEGRATION.
P,n-i,n and generally P„, may be made to depend on P„,_r„ where
r is any integer.
By employing the form (A) we make the integral depend on
another of the same form, in which m is diminished by n, and p by
unity, by the repetition of which m may be reduced by any multiple
of n and p by the same multiple of unity.
I x"'(a + bx"y is treated in exactly the same manner, and we obtain
formulae by which yn alone may be reduced by any multiple of?/,
or m reduced by a multiple of 71, and p increased by the same
multiple of unity.
dx
83. Let P„
J X"" (rt
+ bxy '
, \ a h
then -—-, ,—^-, = -—, ,— tni; +
and
dx
x'" (a + /jjc")P-' .1"' (« + bxy x'"-' (fl + bx"y '
j a;'" (a + 6a;"/-' ' "'
1 w6(p — 1) /* dx
-1) r rfj
1 j^"'-"(a-
(/« - 1 ) a;"^i (a + 6x")'-' w - 1 j a;"'"" (a + bxy
by integrating by parts :
. «p I n{p-l) + m-l ,
(^ _ ] ) j;-' (a + bxy-' m - 1
by which formula P„ is made to depend on P,„_„, and therefore
P„ may be made to depend on an integral of the same form, in
which m is reduced by any multiple of n. The other integral in (2)
is treated in the same manner.
84. Let P^
.-. P„
= I x"' {a + bx"ydx ;
; - a [ «"• (a + bxy-' dx + b ( x""-" (a + bx"y-' dx ;
and j x-^" (a + bx^-' dx = j x^^' d {^^^iT ~ } '
a'"^' (a + bx'J' OT + 1 r , ,
= ^^- ^ , — x'" (a + bx^yUx,
nbp nop J ^
by integrating by parts :
. p ^p a-'""' (a + bx-y m + 1
•• ^r = "Pr-r+ ^ ^r,
54! INTEGRATION.
P - 5^ — + « Fp
'' np + ?« + 1 np + in + \
by which formula P^ is iTiade to depend on P^_,, and therefore
P may be made to depend on another integral of the same form in
which p is reduced by any integer. The other integral in (3) is
treated in the same manner.
85. Let P
then
and
''^1 {a + hxy '
x"" _ ax"' 6x"'+"
(fT+^jx")^-' ^ {a + hx"Y "*" (« + bxy '
j (a + hxy J Xnb (p - 1) (o + bxy-'j
7ib{p-i)(a+bx"y-' "^ «6(p-l) j (a + bxy-' '
by integrating by parts :
•'• ''^" ^n{p-l)ia + bxy-' ~ \?i (p - 1) j ^-•'
by which formula Pp is made to depend on P^_,, and therefore
P may be made to depend on an integral of the same form in
which p is reduced by any integer. The other integral in (4) is
treated in the same manner.
86. Of these four forms the first two reduce 7n alone by 7i at
each step, and the last two reduce p alone by 1 at each step, while
the form (A) which occurs in Art. 82 reduces both in and p at once,
and a similar form reduces m and increases p in the other integral
of Art. 81, (1). On account of the increase of p, this latter form is
never more advantageous, and often much less so, than the final
form of Art. 82. Where however it is equally applicable, it has the
advantage of being more readily obtained. The mode of proceeding
with an integral of the general form under consideration, will be to
reduce m and p together by (A), where that is possible, until either
171 is less than 7i, or p equal to unity. If the function is not then
integrable, we must reduce p in the former and ?h in the latter case,
until we arrive at an integrable form. Where formula (A) is not
applicable we must begin by reducing w or p, choosing that one by
INTEGRATION. 55
the reduction of which we arrive most easily at an integrable form.
That we shall always obtain at length an integrable form is evident,
since we may always reduce p to unity, either in the numerator or
denominator, when the function is integrable at once in the first
case, and in the second is either a rational fraction or admits of im-
mediate rationalization.
The reduction of ?« is often preferable to that of p, because it
proceeds by 7t instead of unity at each step, and in many cases,
as where w^ = n^-l, leads to a function which is integrable by
inspection.
The methods employed in the four distinct cases, and Jiot the
resttlling formulae, should be remembered and applied in any par-
ticular case.
/x dx
(a* + x^
x'dx
Here we can first reduce 7 by 2 and f by 1, by means of for-
mula (A), and then reduce the index of x alone by 2, twice, which
will bring us to I j which can be immediately integrated.
J {a^ + x^Y
Employing therefore the method of Art. 82, we have
/■ x''dx _ (x^.xdx
x^ „ [ x^dx
= i + 6 i .
(a" + xy J («' + xy
As we have now to reduce the index of x twice, we will put it
equal to m, that the same process may serve for both reductions.
■r 1 T^ [ ^'"^-^•^
Let then P,„ = — -j ;
J (a- + xy
.: (as in Art. 82) P,„ = a:'-' (a' + .r)' - (m - 1) jx'"-' (a' + x')' dx
= x'"-' {a' + x-'f - (m - 1) {a' P„._„ + P,„},
... P„ = i .r"- (a' + x')'' - "^ a' P,„_, ;
711 ^ ' VI
.'. P, = ix'(a' + x')^^-U'Pz,
an d P, = i x' (a' 4 x') ' - § a' P, ,
56 INTEGRATION.
and P, = I — ^— ^-^ = (rt- + x^)^ + const.
J (a^ + X-)-
{a^ + x")
Hence
r x'dx _ x"
J (a' + x-)i ~ {a- + x-f^
+ 6 lix' (a- + a--)' - ia^ {^x" (a' + .r )* - f «' (a^ + x^)^} + const.]
88. There are some particular values of the indices p, m, and 7i,
in which the above methods become inapplicable on account of the
coefficients which occur becoming equal to infinity. This happens
in the following cases :
(1) Where the index of x is (-1) the reduction of m is im-
possible, as appears from Art. 8.3. The integral is then of the
C n Y C fl Y
form — ; ; — r- or — (« + bx")^. The most general form of p
J x{a + bx")'' } X ^ '
T ...
IS -, r and q being positive integers.
Assume then
a + hx" = z'',
(z^ - af
.-. X- , ;
b"
dx q z^-'dz
" X n {z''-a)'
and the integrals become
91 J z'^-a ?i J z^-a
both of which are integrable as rational fractions.
m + 1 . f x"'dx C(a + bx"Ydx
(2) When p = in ^-— - or ^ — —^ ,
the reductions of m and p respectively become impossible, as appears
from Articles 82 and 84.
r x"'dx _ f. x"''"''dx
^^"' J (a + bxy " I {ax- + by
f dx
= I —7 r^ by the above condition.
J x{ax-+by ^
INTEGRATION. 67
This is the same form as that just integrated, and may therefore
r
be solved by the assumption ax~" + J = 2' if p = - .
(3) When the index of (« + bx") is (- 1) the reduction of p
becomes impossible, as appears from Art. 85. In this case the in-
tegral is / -. — or —, i—r^ , both of which are rational
^ J a + Ox" J x"' {a + 6j: )
fractions.
Integration of sixfx co%"xdx.
89. This function may be integrated by methods similar to
those applied to x"'(rt + bx'y. We will first consider some particular
cases in Avhich the integral may be immediately obtained, and then
proceed to the method of reduction.
(1) Let one of the indices (as m) be an odd positive integer,
then m =: 2r + 1, where r is a positive integer ;
• •. I sin"'a: coa^Xilx = I cos"a; (1 — cos'o;)'" sin xdx.
By expanding the binomial, the integral is reduced to a finite num-
ber of integrals, each of which may be determined by inspection.
If the index of cos x is an odd positive integer, and equal to
2r + 1, we have
isivTx cos^'xdx = i sin"'a: (1 - sin'x)'' cos xdx,
which is integrable as before.
(2) Let {m + n) be an even negative integer =— 2r.
Then I sin'"a: cos"a: dx = j tan'"j: cos"'+"x dx
tan^j: (1 + tan-j;)''"' ^ec'x dx.
i
By expanding the binomial, the integral is reduced to the sum of
a finite number of integrals, each of which may be determined by
inspection. •
90. When neither of these conditions is satisfied we must pro-
ceed by I'eduction.
For this there are only two distinct modes of proceeding, that
for the reduction of a positive index, and that for the reduction of
a negative one.
58 INTEGRATION.
(1) To reduce m in \s.m!" x co^" x dx,
being positive, and n either positive or negative, let
Then P^ = \ sin"'~' x cos" x sin x dx,
sin"^'xcos"+'x m-l f . , . „^, , ...
= ; + , /sin"'-='xcos"+'xrfx (A),
n + 1 n + 1 J ^ '^
sin'^'xcos"+'x »«-l,/"- ^2 „ 7 Tj 1
= + { I sni'^^x cos"x dx - P„],
fi + 1 7^ + 1 V
„ sin"^' X cos"+' X »/ - 1 „
^•^ p ^5 ^. jP
' ' " m +n in +n '""^ *
If the index to be reduced had been that of cosx, the method would
have been exactly analogous. By formula (A) both indices are
altered ; that of sin x reduced, and that of cos x increased or reduced
according as it is positive or negative.
, ^ r^ 1 . {&m"'xdx
(2) To reduce n in I — ,
^ ^ J cos^»
n being positive and m either positive or negative,
„ rsin'"j;(/x
let P„ = „ — ;
} cos X
/" sin*"x (cos^x + sin^x)c?a:
J cos X
r, f • .„xi ^mxdx
= Pn-2 + sm'"+'x -— - — ,
) COS X
p sin"'''"*a: 7n+l fsm'"xdx
"~^ (?J — 1 ) cos""' X 71 — 1 J COS""^X '
sin^+'x ( w + n „
= ? 7^ ^TT- + ^ I r r "r-2-
(m - 1 ) COS X ( M — 1 J
If the index to be reduced had been that of sin .r, the method
* would have been exactly analogous.
It will be seen that in every case the reduction is by 2 at
each step.
91. Take as an exam
, [ dx
pie —5-.
J cos* j;
INTEGRATION. 59
LetP„=f-^^-,
J cos a;
(cos^^ + sin^x)dx
cos'',r
= -r„_a + / sin a: ,
J cos x
_ p s in j; 1 f dx
"~^ {n — \) cos""' X n — I J cos"~^ j; '
.. p sin a: , " - - p
" (/J— l)cos"~'a; ?« — 1 "
• *~4cos^a;"^4^'
_ sin.r 1
'~2cos^r 2 ''
and P. = f = lot? C cot d tt - la:) ;
jcoso; ° ^* ^ '^'
/■ (Ix sin j: 3 sin j;- 3 , ^ ^ / , , s
— 5^ =1 — + o — 2" + ologCcot(V- 5^')-
CHAPTER V.
SUCCESSIVE DIFFERENTIATION.
Theory of the Independent Variable.
92. In Chapter III. we have shewn how from any equation of
the form
y =f{^\ ox x = (p{y) (1),
to determine the value oi f'{x) or ^'{y) in the corresponding dif-
ferential equation
dy=f'{x)dx, or dx = (p'(y)dy (2).
It may now be asked^ are the differentials c?x, dy to be con-
sidered as functions of the variables x and y ? The answer obviously
is, that they may have any values consistent with equations (2), that
is, any values whose ratio equals the differential coefficient. Now
these values may evidently be such as to make them both functions
of the variables; but we are at liberty also, if we please, to give to
either of them any arbitrary constant value, when the other will
receive such a corresponding value as to satisfy equations (2), and
will therefore be a function of the variables.
We have already said that a single equation between two variables
is called an equation of one independent variable, without applying
the term independent variable to one rather than the other ; we will
now add the following definition.
Def. In an equation between two variables, that one whose
differential is assumed to be constant is called the independent
variable.
When no such assumption is made and the differentials are left
in their original generality, the equation is said to have a general
independent variable.
When y is given explicitly in terms of cT, it is generally most
convenient to make x independent variable, and vice versa, as
thereby equations (2) are presented in a more advantageous form.
It is sometimes, however, better to keep the independent variable
general for the sake of symmetry in equations derived from equa-
tions (2) in a manner which will presently be explained.
SUCCESSIVE DIFFERENTIATION.
61
isr L,
93. The following geometrical illustration will make the last
article more intelligible.
Let P, Q be any two points of
the curve corresponding to equa-
tions (1); T, S, any points arbitra-
rily chosen in the tangents at P
and Q. Then, the remaining lines
of the figure being drawn parallel
to the axes respectively, PF and
TF may be taken to represent the
values of the differentials at P, and
QX and SX to represent their values at Q.
The positions of T and S being perfectly ai'bitrary and inde-
pendent of one another, the magnitudes of the differentials at Q are
quite independent of their magnitudes at P. But we may if we
will so fix the positions of T and S that PF and QX shall be con-
nected by any law we please.
Thus we may impose the restriction that one of the differentials,
as da;, shall at every point of the curve be some determinate function
of the corresponding abscissa, or ordinate, when dy will also take a
variable value dependent on the assumed value of dx and on the
form of the curve. Suppose for instance we determine that dx
x^
shall always have the value — , i. e. that T, S, &c. shall be so
chosen that
and that the same law may prevail throughout the curve.
The corresponding values of dy will then be given by the
equations
TF = -^ . tan TP F, SX = -^^- tan SQX.
By this assumption both dx and dy are made functions of the
variables, their analytical values being
dx = —
^i/ = -/W-
In like manner we may determine the positions of the points T^
S, &c., throughout the curve, by any other rule, or we may leave
them if we please, perfectly arbitrary and unfettered by any rule at
62 SUCCESSIVE DIFFERENTIATION.
all, since the equations (2) are equally true whatever rule is adopted
and whether any rule be imposed or not.
One of the simplest rules for fixing the values of the differentials
is to give PV the same value at all points of the curve, so that
QX= PV wherever P and Q may be. In this case TF will not
preserve a constant value, since TV = PV. tan TPF and the angle
TPV varies from one point of the curve to another. In fact we shall
have with the above rule
dx=C, dy = Cf'{x).
Another equally simple rule is to make TV constant throughout
the curve, that is, to assume
dy = C and thence dx = C(p'{y).
When PV retains a constant value x is (as above stated) called the
independent variable, and when TV is constant y is called the inde-
pendent variable.
Another form of restriction sometimes imposed upon the differen-
tials is to take some function of one of the variables as >// (x) and
make its differential ^|/'(x) dx constant, that is, to determine dx and
dy by the equations
, C , Cf{x)
\}/-{x)' ^ ^^ (•■»■)
When this is done, \//(a;) is said to be the independent variable.
When no restriction is imposed on the values of PFand TV, the
independent variable is said to be general. In this case therefore
the differentials must be treated as arbitrary functions of the vari-
ables, to which we can at any time assign such definite forms as may
be found convenient.
94. Since dx, dy are in general (before any variable is made the
independent variable) functions of the variables, they, like all other
functions, may have differentials, and we shall meet with such quan-
tities as d{dx), d{dy), d{d{dx)], d{d{di/)). Sec, which are written for
consciseness
d^x, d'y, d\v, d^y . . . d''x, d"y,
and are called the second, third ... ?«'*' differentials of x and y re-
spectively.
Again, f'{x) being a function of x must have a differential co-
efficient, and this a third, and so on. These are written
f"{x),f"'{x)...f'%x),
SUCCESSIVE DIFFERENTIATION. 63'
and are called the second, third . . . n^^ differential coefficients of
/(.r) or 1/ with respect to x. So also we have
the second, third ... m"* differential coefficients of (p{i/) or x with
respect toy.
95. It should be observed that the idea of a particular inde-
pendent variable applies only to differentials and not to differential
coefficients. The ratio -~- ov f\x) is the same whether dx or dy be
variable or constant and is in no way affected by the assumption of
a particular independent variable. So from the figure of Art. QS,
it is evident that tan TPV is independent of the position of T.
df'(x)
Again, /"{x) v/hich = - ' . has the same value whatever be the inde-
pendent variable, and the same is evidently true of all the successive
differential coefficients. An equation among differential coefficients
therefore, if it involves no differentials, does not imply the assumption
of any particular independent variable and is equally true irrespective
of any such assumption. It will be seen hereafter that an equation
among differential coefficients with respect to x, is immediately con-
vertible into a corresponding equation among differentials with x for
indepe?ident variable. In consequence of this, x is sometimes incor-
rectly called the independent variable in the former as well as in the
latter equation. It is important that the student should avoid this
error*, as some of the following propositions wholly rest upon the
fact that an equation among differential coefficients is unaltered by
a change of the independent variable.
96. When /'(x) or ^'(y) is known, the ratio o^ dy to dx is also
known. So when /'(a;) and/" (a;) or (p'{r) and (p'\x) are known, we
can find the relation between dx, d"x, dy and d'y ; and generally
when the first w differential coefficients of one variable with respect
to the other are known, we can find the corresponding I'elation among
the differentials of the variables of the orders up to the «"'. These
relations we shall now determine.
" The phraseology referred to is called errorieous, with reference only to the defini-
tions before given. Totally different definitions are sometimes employed wliich
would justify that application of the term ' independent variable.'
64 SUCCESSIVE DIFFERENTIATION.
97. To find the relations between the successive differentials
and differential coefficients when the independent variable is general.
Let y =/(x),
then dy=f'{x)dx (l);
differentiating both sides of this equation, we obtain
d'y^d{f'{x)dx}
= df'{x) dx +/{x) d'x. Art. 23.
.-. d'y ^f"{x) dx' +f(x) cPx (2).
By differentiating this equation, we obtain (Art. 21 and 23),
d^y = df"{x) da? + d (dx')/"{x) + df'{x) d'x + d^xf'{x),
.'. d^y =f'\x) dx^ + 3f"{x) dx d'x +f{x) d^x (3),
and similar equations may be found connecting the differentials and
differential coefficients of higher orders.
These equations give the successive differentials of y explicitly
in terms of the differentials of x and the differential coefficients of y
with respect to x. The differential coefficients may be found expli-
citly in terms of the differentials from the above equations, but more
readily as follows.
98. To express the differential coefficients in terms of the dif-
ferentials when the independent variable is general.
If y^fi'^).
/'«4: ^*)'
... (An..6)/'W = i<^{g} = 5?^^?^^/ (5).
Again,/-(:.) =-^ = d^^XTx"^ \tJ]
dx (dxd^y - dy d^x) - 3d'x (dxd^y - dyd^x) ^
= d^' ~" ^^^'
and similar equations may be found for the differential coefficients of
higher orders, the equations (4), (5), (6), &c. being equivalent to
(1)' (2)5 i.^)' ^^' ^^^^ deducible from them.
99. To find the relations between the successive differentials
and differential coefficients when x is independent variable.
SUCCESSIVE DIFFERENTIATION. 65
When X is made independent variable dx is constant, and therefore
d^jc, d^x, &c., all equal to zero. Hence we obtain by differentiating
the equation,
dy =/'(.^) doe,
.'. d^y =f"(x)dx', since dx is constant,
d'y=f"{x)dx',
equations which might have been obtained from those of Arts.
97 and 98 by equating d^x, d^x, &c. to zero.
100. Examples of successive differentiation.
1. To find the successive differential coefficients of 1/ where
2/ =/(/) = «'^"-
We have by repeated applications of the rule of Art. 27,
/'(x) = 11 . aa;""^
f"{x) = n.n-l. cx"-^
f"\x) = n. 71-1... 2.1 .a,
• From the above equations we see that when x is independent variable the
successive difFerential coefficients may be written as above — — ^...---^. These
dx dx^ dx"
expressions are sometimes used instead of /' (a-), f"{x), &c., when x is not inde-
pendent variable, but in that case it is clear that the numerators will no longer
represent the successive diff'erentials of y, and that these expressions in fact cease to
be fractions, and become mere symbols equivalent to fix), f"{x)...f'-"l{x). Thus,
if this practice were adopted, equation (2) of Art. 97 would become
the d^y on the left of the equation, meaning the second differential of y, while in the
numerator of -r-^ it has no such meaning. It is better to avoid such a use of the
notation, but as it is often met with, it must be remembered that -r^, &c. are then
mere symbols and not fractions.
II. D. c. 5
66 SUCCESSIVE DIFFERENTIATION'.
and all the difFerential coefficients after the Ji*-^ vanish, since /"(x)
is constant.
The successive differentials when x is independent variable follow
at once from the differential coefficients: as appears generally in
Art. 99.
Thus we have
di/ =f'{j'c) dx = n . ax"~Ulx,
d^y =f"{x) dx^ = n.n-l. ax^'-dx".
d^y =f"\x) dx" = n.n-l ...2.l.a dx''.
If it is required to find the values of dy, d^i/, &c. when the inde-
pendent variable is general, we must proceed exactly as in the
general case of Art. 97- Thus, by differentiating repeatedly and
considering dx variable, we obtain
y = ax"",
dy = n. ax"'^ dx,
d'y = n.n-l. ax^-^dx" + n . ax""' d%
d^i/ = n.n-l.n-2. ax^'^dx^ + n.n-l. ax''-\2dxd'x)
+ n .n-1. ax"~- dxd^x + n . ax"~^ d^x,
= n.n-l .n-2. ax"-^dx^ + 3n.n-l . ax^-'dxd^x + n . ax"-^d%
and by pursuing the same method the higher differentials may be
found.
2. Let t/ =/{x) = e\
Then proceeding as before, /'C-^) = ^^»
f\x) = e\
f'Xx) = e-,
and when x is independent variable,
di/ = e"dx,
d^y = e'dx^,
d^y = e^Jx".
When the independent variable is general, we have
dy = e^dx^
d^y = e'dx' + e^d^
SUCCESSIVE DIFFERENTIATION. 67
d^y = e'dx^ + e' . 2dxd'x + e^'dxcPx + efd^x,
= e^dx^ + Se'dxd'x + e'd^x,
Sec. = &c.
Further examples of successive difFerentiation will be found in
Gregory's Examples, Chap. ii. Sect. 1. The quantities there obtained
are successive differential coefficients expressed by the notation men-
tioned in the note to Art, QQ ; or if x is considered to be the inde-
pendent variable " {z)dz%
d"x = (p^"\z)d2" ;
by substituting which values in the original equation we obtain the
required equation between the differentials of ^ and z.
By dividing by some power of dz, this may be at once trans-
formed into the equation among the differential coefficients of ^ with
respect to z. (Art. 107).
111. In the preceding cases, one of the two forms of the equa-
tion, either that to which or that from which we have had to pass,
has had a general independent variable. In those that follow, both
equations have determinate independent variables. Such transfor-
mations are of much more frequent occurrence than the former ones.
112. Having given an equation among the differentials of x and
y when X is independent variable, to find the equivalent equation
among those of i/ and z when z is independent variable, z being a
function of one of them as x, or as it is commonly expressed, to change
the independent variable J'rotn x to z.
By dividing by some power of dx, the original equation may be
transformed into the equation among the differential coefficients of _y
with respect to x. (Art. 107).
Then by differentiating /(x) = i/, remembering that, when z is
independent variable, dx is variable, we obtain
w/.^N _1 ^/M _ d'i/dx~d'xdi/
J ^''^~ d'x'^Kdx) ~ dx'
^"'( \ ^ rl\^ .(dy\[ _dx{dxd^y- dyd^x)-3d^x{dxd^y-dyd^x)
J ^''^^di'^Ui \tx)]- ' d^' '' '
&c. = &c.
Also, if the given relation between x and z is put in the form
x = (p{z\
SUCCESSIVE DIFFERENTIATION". 73
we have dx = (f)'{z)d3.
d"x = (}>^"\z) dz",
when z is independent variable.
By substituting these values of x and its differentials in the
former equations, /' (x), /"(x), &c. may be expressed in terms of z,
dz and the differentials of ?/, and the required transformation effected
by the substitution of these values in the original equation.
By dividing by some power of dz, this equation is transformed
into the equation among the differential coefficients of ^ with respect
to z. (Art. 107).
113. Instead of first expressing the differential coefficients at
length in terras of the successive differentials of x and i/, and sub-
stituting for those of x their values derived from the equation ^ = (z),
it will be found more convenient in practice to invert the order of
these operations, and first substitute for dx its value in the unex-
panded forms off(x), f"{x), &c., and then perform the differenti-
ations, remembering that dz is constant. As an example, we will
change the independent variable from x to z, where x = e' in the
equation
x^ d^y + 9.xdy dx +y dx"^ = 0.
This is equivalent to
"" dx'^"^ dx^^ '
or to ^y (^) + 2x/(:r) +/(x) = 0,
since x is independent variable.-
Then, since x = e% dx = e''dz,
"J ^^~dx~ e'dz'
-^W- ,1^ -eUlz'^Vdz) e'^dz' '
since z is independent variable, and therefore dz constant.
Hence the equation becomes
d-y + dy dz + y dz^ = 0,
74 SUCCESSIVE DIFFERENTIATION.
where -j- , j4 ^^"^ ^^ differential coefficients of y with respect to z.
114. Having given an equation among the differentials of a; and
y when x is independent variable, to find the equivalent equation
when y is independent variable, or to change the independent variable
from X to y.
By dividing by some power of dx, the given equation may be
transformed into that among the differential coefficients of 3/ with
respect to x. (Art. 107)«
Then, differentiating successively, remembering that y is inde-
pendent variable, we obtain from the equation
, Sid-xY-d^xdx
= ^•^^-^1? '
&c. = &c. ;
and by substituting these values in the original equation the required
transformation is effected.
The resulting equation may be transformed into that among the
differential coefficients of x with respect to y, by dividing by some
power of c?^. (Art. 107)-
115. The methods of effecting these transformations will be easily
remembered, if it is observed that
(1) An equation with x as independent variable is immediately
transformed into an equation involving only differential coefficients
with respect to x, by division by some pov/er of dx.
(2) The expressions for the differential coefficients when any
variable is made independent, are obtained from the expressions in
which the independent variable is general, viz.
/
'W=l-/"W=i
where d^F(x,y) and i^'(x) signify the differential and differential
coefficient respectively of F (x, y) obtained on the hypothesis that y
is constant and F (x, y) a function of x alone. Similarly
// ^yFJ.^, y) _ dyF(x, y) _
"^-^ A^^ ~ dy -^ ^-^^
where dyF(x,y) and F'{y) are the differential and differential co-
efficient respectively of F(x, y) obtained on the hypothesis that x is
constant and F(x, y) a function of j/ alone;
. // ^yF(x,y) _ F(x,y) Ay
•• '^^-» A^ «A=o ^^ •"^=OAx
_ (Zy F (.r, ?/) dy^p,, .di
dy dx ^"^^ dx
_ d,jF (x, J/) ^
Substituting these values in the above equation and multiplying
by c?x, we obtain
du = d,F(x,y) + d,F(x,y) (3),
or du = F' (x) dx + F' (y) dy (4).
F'(x), F'{y), being differential coefficients obtained by treating
F(x, y) as a function of one variable only, may be found by the
methods of Chap, iii., and equation (4) will then give one relation
between the three differentials du, dx and dy.
80 DIFFERENTIATION OF
By differentiating equation (2) we obtain
cly=f{x)dx,
by which equation together with (4), du may be expressed in terms
either of dx or dy.
d:,F(x,y) and d^ F(x, y) are sometimes written for conciseness
dji dyU*, and are called the partial differentials of u with respect to
X and 3/ respectively; F'{x), F'(ij) are called the partial differential
coefficients of u with respect to x and y respectively ; du is what we
have already defined (in Art. 17), as the differential of «: to dis-
tinguish it from the partial differentials, it may be termed the total
differential of u. It is evidently the same quantity which we should
have obtained by eliminating one of the variables between equations
(l) and (2) and differentiating the result.
The theorem proved above may therefore be stated thus :
The total differential of a function of two variables, which are
themselves functions of one another, equals the sum of the partial
differentials with respect to the separate variables, or (with the ab-
breviated notation)
du = d^u + dytt.
119. We will apply the theorem to the example of Art. 117-
u = Jx' + f,
where j/ = mx + c.
* In using this notation, it must be borne in mind that u is merely an abbrevia-
tion for the function F (.r, t/). The pair of equations (1) (2) may be transformed into
a number of different pairs, each of which would give the same value of u in terms of
either of the other variables, but all leading to different values of dxU dyU. Thus
the pair of equations u = xy^ and j^ = c' is equivalent to the pair m = wye' and y = ^' %
but the former give d^u = y'^dx = e^'dx, and dyU — Ixydy = 2xe'dy, while the latter
give dxU={\-vx)ye'dx ={\ + x)e^'dx and dyU = xe'dy. Hence when dxU and dyu
occur, u must be understood to stand for the same function of x and y in both.
Another variation of notation must also be noticed. The partial differential co-
d 'it d It
efficients F'(a') F'(y) which with the notation of the text equal -^, -~- respectively,
dll du , , . , . • 1 fni 1
are sometimes written — , — , the subscripts being omitted. Ihese latter quantities
then cease to be ratios, and become mere symbols equivalent to F'{x), F'{y), and the
partial differentials are then written -r- • dx, -7- . dy. This is the notation used in
*^ dx dy
Gregory's examples. We shall recur to the general subject of notation in Art. 138,
infra.
FUNCTIONS OF SEVERAL VARIABLES. 81
Here cim = , _ , a,.u =
J^' + f' " J^' + f'
, , , X dx + 11 dif
.: an = dji + dji = — , ' .
du
If we wish to obtain -7- as a function of x we must employ the
second equation to eliminate y and dy. Thus differentiating, we have
dy = m dx, .
and substituting in the value of du for y and dy their values, we find
, X dx + hnx + c)m dx
du = . / '^ - ,
Jx^ + (rnx + cy
du (I + 7)1^') X + mc
or -^ = ^ == ,
"^ sjx'^ + {mx + cf
the same result which we should have obtained by pursuing the
method indicated in Art. 11 7.
In like manner -— may be obtained.
dy ^
120. The relation between x and ^ was expressed in Art. 118.,
for simplicity's sake, by the explicit equation y =f{x) ; but the
theorem du = dji + dyti, is independent of that assumption (which
nowhere enters into the proof) and is equally true whatever be the
form of the relation between x and y provided they are in fact
functions of one another. Thus the relation may be expressed by
the implicit equation /(x, y) = 0, or by the pair of equations
^ = 0(2)^ y = ^{^)>
or more generally still by a system of n equations involving j:,^and
n — \ other variables, since by solution or elimination any of these
forms will give ^ as a function of x.
121, As an example, let it be required to express du in terms
of dz from the equations
Here dju = cos
H. D. c.
82 DIFFERENTIATION OF
dx -
= e" (/~,
dy-
= 22 dz,
du =
= dji + dyif,
-.
--©{"'/■
vdt/)
--(i){—
- 2e'z dz
z*
_
= r-3 cos (-\ (z-2
)dz.
}'
If we had first substituted for x and y their values, we should
have had
= sin f pj
by differentiating which equation we may obtain the same result
as before.
In like manner, du may be expressed in terms o£ dx or dy.
122. If there are more than two variables under the functional
sign, it may be proved in a precisely similar manner that the total
differential equals the sum of the partial differentials with respect to
these variables. Thus, if u =f{pc, y, z . . . v) where x, y, z ... v are
connected by a sufficient number of equations to make u a function
of one independent variable only*,
du = d^u + dyU + d^^u ... + d^u.
Drfferenliation of Implicit Funciiojis of one Independent Variable.
123. We are now able to find -^ where x and y are connected
dx ^
by an implicit equation, without solving it with respect to either of
them. Let x and y be connected by the equation
F{x,y) = 0.
Then if Ai-, Aj/ be corresponding increments of x and y, the
equation must be satisfied by x + Aj; and y + Ay,
.-. F(x + Ax, y + Ay) = 0,
* This condition is essential. The very iirst step in Art. 118 depends upon it,
since without it, an increment An' of x would not produce corresponding increments
of y and u.
FUNCTIONS OF SEVERAL VAKIADLES, p3
^ ^F{x,y) _ F{x + ^x,y + ^y)-F{x,y) _^^
"Ax Ax
which being true always is true in the limit;
... ^^j^'-y) = 0, or dF {x, y) = 0.
But dF(x, y) is the sum of the partial differentials of F(x, y),
.'. F'(x)dx + F'(y)dy = 0,
whence -r--- t^,, i •
dx F'(^)
124. In like manner, if
F{x,y,z) = 0,
where x, y and 2 are connected by a second equation so as to make
them functions of one independent variable the variables will have
corresponding increments Ax, Ay, Az, all of which vanish together.
Then
F(x + Ax, y + Ay, s + Az) = 0,
AF(x, y, z) _ F{x + Ax, y + A^, z + Az) - F{x,y, g) _ ^
A^ Ax ~ '
.-. iE^^^lil) = 0, and dF{x, y,z) = 0;
.-. F'(x) dx + F'{y) dy + F'{z) dz = 0,
and generally if
lil F(x,y,z...v) = 0,
where the variables are connected by a sufficient number of equa-
tions to make them functions of one independent variable,
dF{x,y...v) = 0,
and therefore (Art. 122)
F'(x) dx + r(y) dy+... F'(v) dv = 0.
125. Hence if n variables x„ X2.. .x„ are connected by the « - 1
equations
i^i (j:„ ^2 . . . a;,,) = 0,
F^i^i, Xs.. .x„) = 0,
F„.i(xi, irj...x„) = 0,
in which case they are functions of one independent variable only,
we shall have
F/ (x.) rfx, + F/ (r,) dx,...+ F,' (xj dx, = 0,
6—2
hi DIFFERENTIATION OF
F/ (x.) dxi + F/ (j-g) dxa...+ F,' (x„) dx„ = 0,
F'„_i{x,)dx^ + F'„_,(x,)dx,... + F'„_,{x„)dx„ = 0.
From these w — 1 equations, any n-2 of the diiferentials may be
eliminated, leaving an equation to determine the ratio of the remain-
ing two, that is, the differential coefficient of one of the corresponding
variables with respect to the other.
126. Let the explicit equations corresponding to
F(x,i/) = (1),
be 7/=/{x), x = \yy
127. Again, let three variables be connected by the two
equations ^tf
Fix,y,u) = (1),
F,{x,y,v) = (2),
and let the explicit equations obtained by the solution of (l) be
u=f{x,y), x = {u,y), y^y^{x,u) (S).
Then the ratios of the differentials may be determined by combining
the equation dFi = with the differential of either of the above
forms of equation (1), that is, by combining dF^ = with either of
the following equations :
F'{x)dx + F'{y)dy + F'(n)du = (4),
du=fix)dx+/(y)dy....^ (5),
dx = (p'(y)dy + tp'(ii)du (6),
dy = \lrXx)dx + \l/'(ti)du (7),
and since the ratios of the differentials must be the same from which
ever form they are derived, the above equations must be identical.
FUNCTIONS OF SEVERAL VARIABLES. t5
Hence by dividing (4) by F' (?<) and comparing the coefficients
with those of (5), we obtain
So, from (4) and (()) we find in like manner.
And from (4) and (7)
^^^^ = -F^y ^(") = -7^y
^W = -T^)- ^(«) = -p(7)-
128. The same results may be obtained somewhat differently,
as follows.
If we differentiate equation (1) on the hypothesis that _y is con-
stant, we obtain an equation between the differentials of x and ti,
which may be written in either of the forms
P (x) dx + F' (u) dji = 0,
or F'(x) d„x + F' (m) du ^ 0,
the former expressing the fact that y is constant, by assuming it to
be expressed as a function of x and y, and differentiated with respect
to X alone, the latter by assuming x to be expressed as a function of
u and y, and differentiated with respect to ii alone. The one form
tacitly refers to the first, the other to the second of equations (3).
Again, by differentiating equations (3) partially, we have
d^u =/' (x) dx, d^x — (p'{ii) du,
■which being substituted in the above give
F'{x) + F'{it)f(x)^0,
r{x)4>'(jc)+F\u) = 0;
•• F'{u) ^ ^^~(p'{u)'
Similarly, by differentiating equation (1) on the hypotheses that
£ is constant and that ii is constant respectively, we should have
obtained
F'{y) ^^' {x,y),
we obtain by equating the differentials of each side,
f{x)dx+f{y)dy = cp'{x)dx + 4>'{y)dy,
the same equation which results from the differentation of
« =/('^, y)-
(2)>
x = (p{tc, y), (3),
i/ = \}^(u, x), (4).
Then it will be found impossible to attach any meaning to the
differentials du, dx, dy.
For the only definition yet given of a differential is that of
Art. 1 1, which is in terms restricted to the case of functions of one
independent variable^ and may be stated as follows.
If X and y are functions of one another and an increment i\x be
given to x, y will receive a corresponding increment Ay bearing a
definite ratio to Aa; and vanishing with it. Such increments will
have a limiting ratio^ and this limiting ratio is denoted by the
ratio -f- .
dx
For the sake of perspicuity we have, in Art. 118, prefixed the
term total to the differential of u, but we added nothing to the
definition and the -j- of that article means nothing more than the
A?<
limiting value of -r— which might have been obtained by first elimi-
nating y between the given equations. So the partial differentials
of Art. 118 are merely the differentials of u, obtained from the
fundamental definition on a particular hypothesis, and involve no
extension of the definition.
Now if we endeavour to apply the definition to an equation such
as (1) or (2), we find that it gives no meaning to the term differ-
ential (J. e. total differential) of n, because the hypothesis on which
the definition rests, viz., that ?< is a function of some one other variable
is no longer true.
Thus, if
X + /\x, y + Aj/, n + An,
be values of the variables which satisfy equation (2) we have
Au=fix + Ax, y + Ay)-f{x,y),
and no other relation exist between the increments. When an arbi-
FUNCTIONS OF SEVERAL VARIABLES. B9
trary value is given to Ax, Au does not assume a definite value,
until Ay also has been arbitrarily determined. Hence Au does not
bear a definite ratio either to Ax or Ay but depends on both of them,
and no such thing exists as a definite limiting value of either of the
ratios -.— , -r— , on which our definition of a differential was founded.
Ax Ay
In short, the definition of Art. 17, was framed exclusively with re-
ference to functions of one independent variable and has no applica-
tion to the case we are now considering.
It is otherwise however with respect to the partial differentials
and diffei-ential coefficients. The values of /'(*), /'(i/) rnay l^e ob-
tained as before, since the supposition of only one variable receiving
an increment, while the other remains constant, reduces the function,
so far as these operations are concerned, to a function of one variable
only, and brings it within the scope of the original definition. Thus,
if ,r receives an increment Ax while y remains constant, u will re-
ceive a corresponding increment A^u, bearing a definite ratio to Ax.
A II.
—^ will therefore have a limiting value when Ax approaches zero.
Ax
and we may define the differentials d^u and dx to be any quantities
whose ratio equals that limiting ratio, whence we have (as before),
dM ^ , Am ^, . , I'M! dji . A„?/ .,, ^
W = -^^A^o ^=/(^-), and similarly -^ = //,,=„ ^^ =f{y).
Hence, partial differentials of functions of two independent vari-
ables have the same meaning as when the variables are connected.
Total differentials of such functions have no meaning whatever.
If then, the term total differential is to be applied at all to func-
tions of two independent variables, it must be by virtue of some new
definition. As yet, it is undefined, and we are at liberty either to
leave it undefined and unused, or to define it in any way which may
be found convenient. In selecting a definition, we shall seek one,
which, while it applies to functions of two independent variables, in-
cludes within it the definition before given of a total differential of
a function of one independent variable only. The advantage of sucli
a definition is obvious as it will enable us to work with differentials,
without enquiring in each case into the number of independent vari-
" We cannot now use ll^_^ instead of ltjy,_^ becaitse Ac and i\y do not necessarily
vanish toijetlier.
90 DIFFERENTIATION OF
ables. Indeed, unless we attached to the term when extended to
functions of two independent variables, a meaning analogous to that
which it bears when there is only one, it would be better to leave it
undefined and to confine its use exclusively to the latter case.
In order to maintain this analogy we define the total differential
as follows.
Def. The total differential of a function of two independent
variables is the sum of the partial differentials.
When expressed in analytical language (with reference to
equation 2,), the definition is as follows. The total differential, dit,
of ?< is a quantity which satisfies the equation
du = d^u + dyii,
or du^f(x)dx+f'{y)dy (5).
So {with reference to equations (3) and (4)} the total differentials
of X and_y are defined by the equations
dx = (p'(u) du + (p'{y) di/, (6),
and dy=^-^'{u)du + y\/'{y) dy, (7),
or still more generally with reference to the implicit equation (l),
the definition assumes the following shape.
If dx, dy, du are any three quantities which satisfy the equation
F'{x)dx + F'{y)dy + F'{z)dz = 0, (8),
dx, dy and du are called the total differentials of x, y and u.
The several equations (5) (6) (7) and (8) are all identical, by
virtue of the necessary relations which exist between the forms of
F,f,(p and y^/, as appears fi-om Art. 127, so that the differentials on
the right hand side of equations (5) (6) and (7) as well as those on
the left, represent total differentials.
When u is a function of more than two independent variables,
the total differential is defined in like manner as the sum of the
partial differentials. Thus, if
F{x, y ... ti, v] = 0,
one of the explicit equations being
the total differentials of the variables are defined by the equation
F'{x) dx + F'{y) dy ... +F' {ic) du + F'(v) dv = 0,
FUNCTIONS OF SEVERAL VARIABLES.
91
or by any of the equivalent equations, as
du =f'{x) dx +f'{y) dy+... f'{v) dv.
These equations, therefore, having been deduced from the original
definition of Art. 17, in the only case where that definition applies,
and being themselves taken as the definition in all other cases, are
universally true whatever may be the number of independent
variables.
131. Hence, generally, if n variables are connected by r equa-
tions,
i^,(xi,A-2 ... j:„) = 0,
F^ (j?! , Xa . . . X,^ = 0,
the relations among the total differentials will in all cases be given by
the equations
F\(x^) dxi + F\{x;) dx^...+ F\{x„) dx„ = 0,
F'g{xi) dxi + F\{x^ dx^ ...+ F's,(x„)dx„ = 0,
F\{xi) dx^ + F'X^,) dx^...+ F',(x^) dx„ = 0.
132. Whatever be the number of equations between the varia-
bles, there will be the same number between their differentials.
Hence, when the variables are functions of one independent variable,
the number of equations between the differentials will be one less
than the number of differentials, and one differential may have an
arbitrary value given to it when the others will take definite corre-
sponding values. When there are two independent variables, arbi-
trary values may be given to any two of the differentials, and in
general as many differentials may be arbitrarily determined as there
are independent variables in the original equations.
Thus when the only equation between the variables is
F{x, y, u) = 0,
dx, dy, du are by the definition any quantities which satisfy the
equation
F'(x)dx + F'(y)dy+F'(u)du = 0.
To any two of them, therefore, we may give what values we
please, when the above equation determines the value of the other.
So in all cases where there is but one equation given between the
0% . DIFFERENTIATION OF
variables, all but one of the differentials may have arbitrary values
assigned to them,
]33. The definitions of Art. 130 will not at once enable the
student to attach any other idea to differentials of functions of several
independent variables than that of quantities which satisfy a par-
ticular equation. There is nothing in this notion analogous to the
fundamental idea of differentials of a function of one independent
variable, viz. quantities whose ratio equals the limiting ratio of the
increments. Such an idea is however involved in the definition of
Art. ISOj and it is important to consider it, on account of its value in
geometrical and other applications of the subject.
An alteration in the form of Art. 17 will help to make this clear.
Let y —fix) be any equation connecting x and y ; Ax, Ay, corre-
sponding increments of x and y.
Conceive two quantities Ix, ly which do not vanish with Ax and
A_y but which (as Ax and Ay vary) so change that ly always bears
the same ratio to Zx which Ay bears to Ax. Then, instead of the
definition of Art. 17, we might have defined the differentials to be
the limiting values of Ix and ly. For this would have given us
|! = ''^l?- =;,,_. J = ft.., ^ , as before.
dx It^^o'l^ ^^ Ax
The definition so modified may readily be extended to functions
of any number of independent variables when it will be expressed
as follows.
Def. The total differentials of variables connected by any num-
ber of equations, are the limiting values of any quantities bearing the
same proportion to one another as the increments, but not vanishing
Avith them.
It remains to shew that this is identical with the analytical defini-
tion of Art. 130, which may be done as follows.
Let u =f{x, y).
Let Ax, Ay and A?e be any increments consistent with the above
equation. Then
Ah =/(x + Ax, y + Ay) -/(x, y)
= {/(x + Ax, y + Ay) -/(x + Ax, y)} + {/(x + A.v, y) -/(x, y)\
= Aj,/(x + Ax,y) + A,/(x,y)
= P.Ax+Q.Ay,
FUNCTIONS OF SEVERAL VARIABLES.
93
where P= ^^— , Q- ^^,
Therefore if hi, Sx, By be any quantities bearing the same pro-
portion to one another as Am, Ax, Ay, we have
lu = P.lx + a.hj.
In the limits when all the increments approach zero, hi, Ix and
ly become, according to the above definition, du, dx and dy, and we
have
du = It A=oP ' dx + It^i^Q . dy.
Also as in Art. 118,
and/^.=.Q=.Z/.=„M(-^^.lI./(y);
.-. du=f{x)dx+fiy)dy,
which is the equation by which the differentials were defined in Art.
130. A similar proof may be applied to functions of any number of
variables*.
* The mode in which the definition of a differential is extended in the text to
cases not contemplated by the original definition may occasion some little difficulty.
The principle however is not peculiar to this subject and is precisely the same as that
adopted with reference to the fundamental definitions of Algebra. One instance will
be familiar to most readers : «"" is defined when m is a positive integer as the product
obtained by multiplying a by itself m - 1 times. Hence result the equations
a'".a'' = «"■+",
(a™)" = a"'-".
The above definition is obviously unmeaning when m is negative or fractional. We
can attach no idea for instance to the multiplication of a by itself half a time. A new
definition becomes necessary, and accordingly we define a" (when m is other than a
positive integer) to be such a quantity as satisfies the above equations, which then
hold universally. This is precisely analogous to what we did in Art 130 of the text.
Having so defined a" in all cases, the next question is whether we caji attach any
meaning to it beyond that of a quantity satisfying particular equations, and the
result obtained is that a-"" means — and a™ means "Ja. The analogy between this
explication of the definition of a" and the process of Art. 133 will be readily seen.
The primary rules of algebra require to be extended beyond their original
meaning in the same way as the definition of a", although such an extension is com-
monly omitted in elementary works for the sake of evading a difficulty at the
94
DIFFEUENTIATION OP
134. It may be observed, that to any two of the increments
Am, A.r, Ay, in the last Article, we may give arbitrary values.
Hence two of the quantities Sm, ^x, hi/, which are in the same pro-
portion, will also be arbitrary, and the same must be true of their
limiting values du, dx, dy^ a conclusion somewhat differently arrived
at in Art. 132.
135. The foUowing figure will be intelligible to those who are
acquainted with Analytical Geometry of three dimensions, and will
shew the geometrical meaning of the differentials of functions of two
independent variables.
PQRS represents a portion of the surface whose equation is
2=f(x,7/), the axis of a; being parallel to Pw?, that of _y parallel toPn,
and that of s downwards (which makes the figure clearer than if
s were measured, as usual, upwards).
Let P be the point x, y, z ;
PM = Ax, PN=Ay.
Then the increment of z corresponding to an increment of x alone
threshold of the subject, and the rules are in fact proved only for particular cases and
then tacitly assumed to be universally true. In strictness they can only be gene-
ralized by a method similar to that of the text and affording a useful illustration of it.
On this subject the reader is referred to Ohm's Mathematical Analysis, trans-
lated by Ellis, liondon, 1843.
FUNCTIONS OF SEVERAL VARIABLES. 95
is MQ, that corresponding to an increment of y alone is NR, and
that corresponding to increments of both variables is LS ;
Also RF and QU being drawn parallel to x and ^,
LU=/l,z, LV=A^z,
VS = A,/(x, y + Aj/), US = Aj{x + Ax, y\
since VS is what MQ, becomes when y + Ay is put in the place of
y, and US the value of NR when x + Ax is put for x.
If Pm, Pii are lines of any length parallel to x and y respectively,
Pqsr the tangent plane at P, and therefore Pq, Pr the tangents to
the sections PQ, PR, we may put
Pm = c?x, P?J = dy ;
whence we have (as in Art. 19)
mq = d^z = lu, nr = d^z = Iv.
Also since qs is parallel to Pr, us = nr;
.: Is = III + us = lu + nr = d^z + d^z^
.: ls = dz.
Hence the significance of the definition of Art. 133 appears. For
as PM and PiV diminish, the surface becomes more and more nearly
identical with its tangent plane ; and since the increments are the
co-ordinates from P of any point whatever {S) of the surface, the
differentials (or the limiting values of quantities in the same pro-
portion as the increments) must be the co-ordinates from P of any
point whatever (s) of the tangent plane at P ; which agrees with
the above construction.
136. Exactly as in the case of equations of one independent
variable, so when there are more, those variables whose differentials
are assumed to be constant are called the independent variables, and
when none of the differentials are considered constant, the inde-
pendent variables are said to be general.
Since the partial differentials and differential coefficients are gene-
rally variable, we may have second, third... n"" partial differential
coefficients and partial differentials, as has already been seen with
respect to total differentials of functions of one variable. The same
will also be true of the total differentials of functions of several
variables, these being generally variable.
96 DIFFERENTIATION OF
Again, if u is a function of two variables x and y, the partial
differential or differential coefficient of ti with respect to x will
generally be a function of ^ as well as x, and may therefore be dif-
ferentiated partially with respect to y. Hence Ave may have such
quantities as
dAd.{u)}, dMij-% -^y-, -^'
These latter may be represented in the functional notation by the
symbols f"{y, x), f"(x, y), these symbols being understood to mean
that we are to differentiate u twice, first partially with respect to x,
and then partially with respect to y, and in the reverse order re-
spectively. We shall now shew that the order in which such dif-
ferentiations are performed is immaterial.
'^(f)_'^(g)
137. To shew that ,- j-
dx ay
By the definition of partial differentials, we have, if ti — /(.r, y'),
dy^ 7, J /(.r, ;/ + Ay) -f(x, y) \
dy ^ ^'^-^ I A^ / •
Now when x becomes ■r + A^, the above expression becomes
i f(x + Ax,y + A y ) -f(x + Ax, y) \
and A- -.''— is the difference between these two values :
dy
(j/) ••• (2).
When we first find the partial differential coefficient of ic with
respect to x, and then with respect to y, the result has been repre-
H. D. V. '
98 DIFFERENTIATION OF
sented by F''{x, ?/) ; a notation which cannot conveniently be ex-
tended to the case where the function is differentiated m times with
respect to x, and n times with respect to y. This might be expressed
by the symbol i^ <'"+"' (,r,„, ?/„), but such a notation would be very in-
convenient in practice.
Since, as far as partial differentiation is concerned, u may be con-
sidered as a function of one variable only, the values of the differ-
ential coefficients in terms of the differentials will be, (Art. 98), when
the independent variables are general,
dji \dx J f. d^u ^\dyj \dy J
d7' —37^'^'' tj' —dT'^^' -TT-'^'---^'^'
which differ from the expressions in the case of one independent
variable, only by the use of the subscripts, to denote the variable
with respect to which the differentiations are performed. When x
and y are both independent variables, these become (Art. 99).
dji d/u d"ii d^u dfu d,"n d^dyU d/'dy"u . .
~d^' ~d^"'li^' liy' 'df-""tf' dxdy'" dx"'df"'^ ^'
These notations (2), (3), (4-) are precise, but the functional nota-
tion (2) cannot be conveniently extended to the general case ; (3) if
used merely as a notation to represent differential coefficients, is
excessively cumbersome, and (4) holds only when x and y are made
independent variables. To obviate these objections a less expressive
but more convenient notation is generally employed.
In the first place the expressions (4) are used for the differential
coefficients, not only when x and y are independent variables, but in
all cases. When this is done, the numerators cease to represent the
successive differentials as heretofore ; but this will occasion no error
if we regard those expressions merely as symbols, and not as frac-
tions. This inseparability of numerator and denominator is indi-
cated by enclosing them in brackets ; and since the variable with
respect to which the differentiations are performed is then sufficiently
indicated by the inseparable denominator, the subscripts also are
omitted.
The partial differential coefficients are then represented by
fdu\ f(fn\ fdUi\ fda\ f(fu\ (dJ^juS
W' \dx"-)--W)' \dy)' \dfj-\dfj'
( dhi \ ( d-^-u \
\dxdy)'"\dx"'dy"J"'^ '''
FUNCTIONS OF SEVERAL VARIABLES. 99
Where the natui-e of the problem precludes any probability of
error, even the brackets are frequently omitted. .
The notation (2) is recommended in preference, where no differ-
ential coefficients beyond the second occur ; in other cases (5) should
be employed. The latter however is more generally adopted in all
cases. For the sake of familiai-ising the reader with it, we shall
employ it in the following propositions.
139. To express the successive total differentials of ?< or F(x, tj)
in terms of those of x and y, and the partial differential coefficients of
«, neither x nor y being independent variables.
We have
du = dji + dyU (1),
•■•■''-''{(£)''4-4(|)M'
Substituting these values, remembering that (j^J = (x"^) ' '^^
have
(2)
Equations (l) and (2) give du and d'u, and by proceeding in the
same way the expressions for the differentials of higher orders may
be obtained, but they increase rapidly in complexity as we advance,
when X and y are not independent variables.
140. The expressions for the successive total differentials in
terms of the successive partial differentials of u are easily obtained
Thus
dti = dxU + djjii,
d'u = d, {dji + dyii] + dy {dji + d^u},
.-. d^u = d/u + d^ d,ji + dy dji + dyU ;
7—2
100 DIFFERENTIATION OF
and similar equations for the differentials of higher orders. It will
be observed that d^ d^u and dy d^u are not equal because x and y are
not independent variables.
Equations in the above form are of little use, but we may deduce
from them the equations of the preceding Article, which we will
now do as an illustration of the principles above explained.
141. From the equation
d^u = d/ii + d^ dyii + dy dji + dy^ii,
to express d^u in terms of the partial differential coefficients of m.
similarly
d.dyu = d^ { ©^-^l = (.Sy)^"'^^^Q^^^^'
chdji ^ dy I (I;) dx } = Q^;;^ d. drj + g) dydx.
Adding these quantities, we obtain
since f/j, f/>r + dydx = d'x and c?^ f/y + dy dy — d'y.
142. The expressions which we have found for the differentials
of II, hold not only when x and y are connected by some further
equation, when one at least of the differentials dx, dy must be vari-
able, but also when there is no other relation between the variables
than the equation u = F(x, y), so long as the independent variables
ai'e left general. On account of the complexity of those expressions
this is seldom done, but the variables under the functional sign are
almost always made the independent variables.
FUNCTIONS OF SEVERAL VARIABLES. 101
143. To express the successive total differentials of u or F {x, y)
in terms of the partial differential coefficients when x and y are
independent variables.
We have du = dji + dyU,
Also ^M = djiu + dydu,
since dx and dy are constant.
By differentiating d'hi, we obtain, in like manner,
In these equations it may be observed that the coefficients and
the indices of the operations -y-, -j- and of the differentials dx, dy
are the same as those of the binomia theorem. By assuming this
for d'li, it may be proved for d"^hi, by differentiation, and being true
for which
may be found from the above equations.
In like manner, we have
/^\ _ fdti\ fdr\ fdu\ fdd\
\dy)-\dr)\dy)^\de)\Ty)'
by substituting which values in the given equation the transforma-
tion is effected.
The expressions for the differential coefficients of higher orders
are obtained in a similar manner, but the general expressions are
somewhat complicated, and all that is necessary is to pursue the
same method in any particular case.
145. When the equations connecting r and Q with x and y can-
not be reduced to such a form as to give r and Q explicitly in terms
of X and y, we must proceed as follows.
Let x = (p (r, 0), y = ylr (r, 0).
(S) = (s)(S)-(|)©'
(l') = (S)(l)-(S)(|)-
Eliminating successively [-/-) and ( t- ) , we obtain
^du\ (dy\ /du\ /dy\
\drj \ddj~\de) [drj
© =
^dx\ /dy\ /dx'K ^di/y
\dr) \ddj~\dd) W
^dic\ ^dx\ /dH\ fdx\
fdu\ fdx\ /du\ /dx\
/chA _ \dd) \dJ^) ~ \d?) \ddj
\dy) ~ (dx\ fdy\ _ fdx\ (dj/\ "
\dr) \dd) \dd) \dr)
FUNCTIONS OF SEVERAL VARIABLES. 103
The partial differential coefficients of x and y are immediately de-
ducible from the equations connecting x and y with r and 0, and the
transformation is effected by substituting in the given equation the
above values of (-7- j and (;7-).
146. We will take as an example the expression
fdR\ /dR\
the new independent variables being determined by the equations
r- = x^ + if. tan = ^ .
^ ' X
T,, (dR\ (dR\ X (dR\ -y
^^^" \-d^)=Kd?)-r^\le)-^l^e'
= (f)-s-(f)
'dR\ sin
Ai fdR\ /dR\ y A/i?\ 1
^^^° {-dt,)-{-dF)r'-{-de)jl^e'
fdR\ . . fdR\ cos d
/dR\ /dR\ z'dRs , ^ . ^,
••• ^ U) "-^ W; = Kdi) ^^ ''''^'■^ «"^ ^J
f—\ \y cos - X sin 01 _ fdR\
\dd)\ r \-'\d^)-
We will treat the same function by the method of Art. 145, em-
ploying the equations
x = r cos Q, y = r sin Q.
-» (|)=(§);--(f)-«.
•••(S)=(f)---(S)^.
(f)Kf)--(f)^.
whence, as before, the expression is reduced to the form
Examples will be found in Gregory's Examples, Chap. i. 11.
and III.
CHAPTER VII.
DEVELOPMENT OF FUNCTIONS.
147. To expand f(x + Ji) in ascending powers of h.
Lemma, If (p (x) be any function of x, such that cp (a) = and
(p'(x) is positive for all values of a; from a to a + h inclusive, then
(p (.r) will (between the same limits) have the same sign as h ; and
if cp' (x) be negative for all values of x within those limits, then (.r) must by the assumed conditions pass through A, and (if the
differential coefficient is positive from A to B) its form must be that of figure 1, and
y will be positive between A and B. So if A is negative, and therefore OB' less than
OA, y -will be negative. If >' is negative, the curve will be asin figure 2.
DEVELOPMENT OF FUNCTIONS. 105
the above quantities -will be the values of (p/ (x) and cp^'ix), and
(pi (x) and (p2 (x) will satisfy the conditions of the lemma, and will
thex'efore both be positive or both negative within the given limits,
. F{x) . F(x) ^
.: A - 7 — M- and 7 — Mr„ - B,
{x — a) {x — a)
have the same sign ; wherefore, giving to x one of the admissible
values, viz. a + h, ■ — ^~ — '- lies between A and B.
This may be expressed by the equation
where 0, has some unknown value between and 1, since the
quantity on the right of the equation may, by varying B-^ from to 1,
be made to assume all values from B to A, some one of which must
therefore satisfy the above equation.
If not only F {a) but also F'(ci) equals zero, we may prove in the
same way that
F'{a + e,h) _ F"{a + dji)
where 6^ has some unknown value between and 0, , and therefore
a fortiori between and 1 .
If all the quantities F(a), F'{a) .. . F'"-"(a), equal zero, we may
obtain a series of equations similar to the above, of which the last is
F^{a + P„,i/0 _ J^w (a + eh)
ie„_,hy 1
where the value of 6 must lie between and 1 .
Collecting these equations, Ave have (with this last set of con-
ditions),
F(a + h) _ J-f"' ( g + e/Q
A" \n ^^^'
where Q has some unknown value between and 1.
We will now give a particular value to F(.i;), viz.
By differentiating F {£) successively, we obtain.
106 DEVELOPMENT OF FUNCTIONS.
F"ix) =r W- |/"(a) +/-(«) (^-«) + - +/""'(«) ^^^TT- } '
j«(x) =/t^) - { fK^) +/^^"(«) (X - a) + . . . +/"-"(«) ^^^V } '
2r.-i)(^)=/-)(x) -{/■-' (a)}, ,
i^(x)=/"'(x).
All the terms -within the brackets in the above expressions, ex-
cept the first, are multiplied by some power of (x-a), and will
therefore vanish when x is made equal to a, unless some of their
coefficients are infinite.
If, therefore, f(x) be such a function that none of the differential
coefficients /(a) /"(a) .../""^(a) are infinite, we shall have
F (a) = 0, FXa) = ... F^%a) = ... F"-"(a) = 0,
and F^^x) =f'(x),
F(x) therefore satisfies the conditions necessary to equation (1) and
by substituting the values of F(x) and F'"\x) in that equation it
becomes
/(a + ^)=/(«)+/'(«)AV''(«)-|^••V''^''(«)J|^+/"(« + 0/O^,
~ (2).
In this expression we may give to n any value we please (if by
so doing we introduce no infinite differential coefficients) ; and if
none of the differential coefficients o^ f{x) become infinite when
x = a, n may be taken indefinitely large, and we have
f{a-i.h)=f(a)^f'{a)h+f"{a)^ + &iC.ininf. (3).
The series in this form is called Taylor's theorem.
The last term in expression (2) is evidently the difference between
this infinite series and its first (w) terms. Its value cannot be exactly
determined, since 6 is unknown, but we can determine the greatest
and least values which it can assume while Q lies between and 1.
Since the remainder of the series after («) terms must lie between
these values, they are called the limits of the remainder of Taylor's
series.
148. The above series is true for all values of h, and therefore
among others for the value dx. If u =f{x) and h = dx, the general
DEVELOPMENT OP FUNCTIONS. 107
term of the series becomes •^^^—^'^-^, or (if x is taken for indepen-
dent variable) -7— .
In this case, therefore, we have
/(a: + (/a,) =« + «* + -|^ +.-.+ -|^- • •«« ««/•
149. As an example of the application of Taylor's theorem, let
f{x) = \og X, and let it be required to expand log (1 + x) in powers
of X.
We have
f{x) = \o^x, .-. /(l) = log(l) = 0.
/(-'(x) = (- 1)-' 1= , /""(O = (- 1)"-' \!l^'
.-. log(l + a:)=x-|" + [2^... + (-ir'i^:ii^.. .«■«"?/:
= x +— + (-1) ^n mf.
2 3 ^ ^ n •"
The limits of the remainder after n terms will be the greatest
and least values of -^-^-^^-^a;" from = to = 1, and
\n
\n n {l + Oxf
Hence the limits are (- l)""' - and (- 1)"-' nil+x)" '
150. To expand f(x) in ascending powers of x.
If in the expansion of /(a + h) given by Taylor's theorem, we put
a = 0, ^ = a;, we have,
Ax) =/(0) +/(0) X 4-r(0) I . . . +/->(0) ^^ +/"'(0x) ^;
or /(^) =/(0) +/(0)x +/'(0) ^+ . . .. m inf.
108 DEVELOPMENT OF FUNCTIONS.
This is called Stirling's or Maclaurin's theorem, and is, as we
see, only a particular case of Taylor's theorem.
The condition that none of the quantities /(O), f'(0), &c. should
be infinite is necessary to its truth in the second form, the first re-
quiring only that those up to the h"* order should be finite.
151. As an example of the application of Stirling's theorem, let
it be required to expand sin x in powers of x.
We have f(x) = sin x, .: /(O) = 0,
f(x) = cosx, .-. /(0) = 1,
/'Xx) = -smx, .•./"(0) = 0,
fXx) = sin fx + « l) , .-. /'"'(O) = (- 1)''""" if n is odd,
= if 71 is even.
x^ x^ ^r'"*""'*
••• ^^^^ = ^--[3^ [5 +(-^^""'[2^31 i^inf.
The limits of the remainder after the term involving a:""-' will be the
greatest and least values of /'^'"'(0a-) -t^— ,
and f^-'Hex) -r— = sin {dx + mir) . — ,
= (- irsinr^x) -^.
Hence the limits are and (- 1)"' sin x t^— •
152. To determine the nature of the expansion of /(a + li) when
Taylor's theorem fails.
This will happen when any of the functions f{a),f'{a),f"{a), &'c.
become infinite.
(1) Suppose /(a) = CO .
Then f{x) can generally be expressed in the form
where m has such a value that ^ (a) is finite. Hence Taylor's
theorem holds with respect to (a + A),
... f(a + h) = ^^-^ = h-'" {
.
Hence we have, as in the proof of Taylor's theorem,
F{a + h) _ F^'-\a + Oh)
F(a + h) _ F^Xa + dh)
h- ~ [l '
which equations being always true, are true in the limit j
. F(a + /0_ F^-\a)
' ' "h=o ITZi \ 7— = y>
and .^.£&i±5=^,co.
Now there will generally be some value of m such that
V ( n ■X-h\
^fk=o — j^ — shall be neither zero nor infinite; and in order that
the above equations may be true, m must lie between r — 1 and r.
We shall therefore have
where C is independent of h and P a quantity which vanishes with
h, and which, when arranged in powers of h, must be of the forni
C'A" + C"h^ + &c.
.'. F{a + h) = C/r + CVr-^+p' + (7'7«''»+*' + &c.
or, putting for F{a + Ji) its value,
/(« + h) =f{a) +f{a)h +/'•-"(«) r^ + CA'" + 07^+" + &c.
i. e. the expansion follows the law of Taylor's theorem so long as that
gives finite coefficients, after which a series of fractional powers of h
commences, the first of which lies between the last integral index
and the integer next greater than it.
110 DEVELOPMENT OF FUNCTIONS.
153. It will be observed that the term generally has been used
in these demonstrations. The fact is, that our assumption that /(a:)
may be expi-essed in the form
A^^O, ^, = 1,
and making « in the above equation successively 2, 3, 4 . . . 2m,
2w + 1, we obtain
^, + 2.1.^2 = 0,
^,4 3.2.^3 = 0,
^2 + 4.3.^4 = 0,
A,
= 0,
A,
1
~ 2.3'
A,
= 0,
-A 2m
= 0,
A 2m-2 + 2?«.27W - 1 ^2m = 0,
^2m-l + 2?M + 1.27W ^2m+l = 0, .•- ^2,„+i = (- l)"
\2m + l '
„2m+l
155. To expand /(a: + h, 7/ + k) in powers of k and k.
If we consider f(x, 7/) as a function ofy alone, and differentiate
partially with respect to j/, we shall have, by Taylor's theorem,
/(x, 7/ + k)
If in the above we write x + h for x, we obtain
f(x + h,7/ + k) =f{x + h, y)
^ df{x + h, 7/) j^ ^ (Pf{x + h, y) F +^7(^±]bjlK +
dy dy' [2*" df \j'_ '"
" The brackets are omitted from the partial differential coefEcients for convenience,
as no error can arise from so doing.
y f i,^ i-'^j - /fr ^ ^ t/^J
112 DEVELOPMENT OF FUNCTIONS.
Expanding, in like manner, each term of the above series,
d/ix + h^ ^ df{x, y) ^ dy(x, y) j^ _^dy{x,y) J^ ^ __
dy dy dxdy dx'"-"^ dy \n-\
d'f(x + h,y) _ ^Ax, y) , drf{x,y) h"-' ^ _
flfy dy" '" dx"~'dy' \ n-2
drf{x^-h,y) _ ^ dy{x,y) A- ^
dy" dx" ''dy" I n — r
Therefore, substituting these values in the above equation, we obtain
^/ 7 7^ ^/ X . ( df(x, y) df{x, y) , \
+
L I mx^ ;^. ^ , dY(x, y) ^^^. ^ dYJx, y) ^, I
2 \