oe DIFFERENTIAL ca & INTEGRAL CALCULUS VOLUME II DIFFERENTIAL & INTEGRAL CALCULUS F R. COURANT BLACKIEDIFFERENTIAL AND INTEGRAL CALCULUS by R. COURANT Vowume I In this volume Professor Courant dis- ‘cusses the more advanced parts of the Calculus, such as the theory of functions of several variables and multiple integrals, in a masterly manner, attractive and at the same time reasonably rigorous. Chap- fers on Calculus of Variations and Com- plex Variable have been specially written for the English edition. Print in Gre Brain From BLACKIE’S List ‘The Mathematical Discoveries of Newton. By H. W. Turnbull, MA, RS. 6s, 6d, net. The Absolute Differential Calculus. (Cal- clus of ‘Tensors.) By ‘Tullio Levi-Civit Professor of Rational Mechanics in the Uni versity of Rome, Fellow of R. Accademia Nazionale dei Lincei. Edited by Dr. Enrico Persico, Authorized translation by Miss M. Long, late scholar of Girton College, Cam- bridge. 730s. net. ‘Theory and Application of Infinite Series. By Dr. Konrad Knopp, Professor of Mathe- matics in the University of Tubingen, ‘Second Edition, 50s. net. ‘The Calculus of Observations. A Treatise on Numerical. Mathematics, By E. T. Whittaker, LL.D. ScD, PRS; and George Robinson, M.A., BSc. Fourth Edition. 355. net. A Simplified Presentation of Einstein’s Unified Field Equations. By Tullio Levi-Civita. Authorized translation by Joha Dougall, M.A., D.Sc, F.RSE, 3s. met. Mathematical Notes. By C. F. G. ‘MacDermott, M.A. Intended to help in th preparation and revision for such examina tions as ‘Mathematics for Science” at “A” level, the Qualifying Examination for the Mechanical Sciences ‘Tripos, “ Higher “Mathematics” for the Services Examination, etc. 38. 6d. Examples in Applied Mathematics. By F, W. Kellaway. For students at the G.CE, Advanced Level and O.N.C., &c. ‘Second Bdition 7s. 6d. net.DIFFERENTIAL AND INTEGRAL CALCULUSBLACKIE & SON LIMITED 16/8 Witt TV Street, Canine Crm Lavon, WiC "7 Sanbope Sree GUAssow BLACKIE & SON (INDIA) LIMITED ‘ols Pore Suet, Bown BLACKIE & SON (CANADA) LIMITEDDIFFERENTIAL AND INTEGRAL CALCULUS BY R. COURANT ‘rofestor of Mathexutica in New York Universicy ‘TRANSLATED BY E. J. McSHANE Professor of Mathematica in the University of Virginia VOLUME II BLACKIE & SON LIMITED LONDON AND GLASGOWion pba 2996 ‘Reprinted S997, 1940 94%, 1948 med), 2948.14 3045. 967 28a 900, 90.1981 8a 1055, 1080) roadie, fy. BBE ee soakenen, 95 ces 2998 ‘Printed in Ort Britain by Blache Son i, GlasgoePREFACE ‘Tho present volume contains tho more advanced parts of the differential and integral calculus, dealing mainly with functions of several variables, As in Volume I, I have sought to make definitions and methods follow naturally from intuitive ideas and to emphasize their physical interpretations—aims which are not at all incompatible with rigour. I would impress on readers new to the subject, oven more than I did in the preface to Volume I, that they are not expected to read book like this conseoutively. ‘Those who wish to get a rapid grip of the most essential matters should begin with Chapter II, and noxt pass on to Chapter IV; only then should they fill in the gaps by reading Chapter IIT and the appendices to the various chapters. It is by no means necessary that they should study Chapter I systematically in advance. ‘The English edition differs from the German in many details, and contains a good desl of additional matter. In particular, the chapter on differential equations has been greatly extended. Chapters on the calculus of variations and on functions of a ‘complex variable have been added, as well as.» supplement on real numbers. Thave again to express my very cordial thanks to my German publisher, Julius Springer, for his generous attitude in con- senting to the publication of the English edition. I have also to thank Blackie & Son, Ltd., and their staff, especially Miss ‘W. M. Deans, for co-operating with me and my assistants and relieving me of a considerable amount of proof reading. Finally,vi PREFACE I must express my gratitude to the friends and colleagues who have assisted me in preparing the manuscript for the press, Treading the proofs, and collecting the examples; in the first place to Dr. Fritz John, now of the University of Kentucky, and to ‘Miss Margaret Kennedy, Newnham College, Cambridge, and also to Dr, Schénberg, Swarthmore College, Swarthmore, Pa, R. COURANT. New Rocurutz, New Your. ‘March, 1936.CONTENTS Cuarre 1 PRELIMINARY REMARKS ON ANALYTICAL GEOMETRY AND VECTOR ANALYSIS 1, Rectangular Co-ordinates and Veetors- 4 2 The Ame fw rang, he Vote of Teen, he Yetor ‘Multiplication of Veotors = - 2 8. Simple Toor on Dtominanta of the Sond and Thin Order =~ » 4, Afine Transformations and the Multiplication of Determinanta - 27 (Onarren I FUNCTIONS OF SEVERAL VARIABLES AND ‘THEIR, DERIVATIVES 1. The Concept of Funotion in the Caso of Several Variables =~ 2 Continuity = = = = = 2 ee 3, The Derivatives of « Function - = 44. The Total Diflerntal of » Punotion nd ita Geometrical Meaning 5 Fustions of Wunctions (Compound Function) an the Into- duction of New Independent Variables - 6. Tho Mean Valoe Thor sn Tayl's There for Fuston of Several Variables - = =~ ao 11. The Application of Veotor Methods - = + + + + Ss sere ee APPENDIX 1. Tho Prinsiple of the Point of Accumlation in Sorel Dinen sions and ita Applications ~~ : 2. The Concoptof Limit for Functions of Several Variables = R Homogeneous Funetiont’= = = = = == “ 95, 101 108CONTENTS Cuarram IIT DEVELOPMENTS AND APPLICATIONS OF THE ‘DIFFERENTIAL CALCULUS 1. Implicit Bunotions == foe 2, Curve and Surin in Implicit Form > : 2: Spies of Festus, rvnoratons, a Mapas 4 Applications ~~ 5. Belin of Carve, Heil of Sra, and thes Hartge 6. Maxima nd Minima = APPENDIX 1, Suffolent Conditions for Extreme Values - 9 - = ++ 2, Singular Pointe of Plane Curves = - = = = = = 8, Singular Points of Surfaces - 4 Guerin Intern Bun? aod Tagrngy Reprostation of ‘the Motion of a Biuid = si . 6. Tangential Repreceatation of a Cheol Curve 7} + Carre IV MULTIPLE INTEGRALS 1. Ordinary Integrala as Funotions of a Parameter = 2, he tga ef Cantino Pension ovr» Repo th Pane or of Space 3. Reduction of the Mltiplo Integral to Repeated Single Integrals 4 Trunaformation of Mall Intagral 5, Improper Integrals = = 6. Geometrical Applications = = + 17. Physical Applications == = = SESESB APPENDIX 1, The Rxistenos of the Multiple Integral - 2 General Formula for the Area (or Volume) of « Region bounded by Sagmena of Stright Tine or Plane Aree (Gali Formula), The Polar Planimeter =~ 5 {. Volumes and Aress in Space of any Namber of Dimensions 4 Improper Intgrls ws Functions of « Parameter = + 5, The Fourier Integral = 7 ore 6. The Bnlerian Integrals (Gamma Function) aoa Page Mm 12 133 159 169 183 aeeee~ CONTENTS: 11. Differentiation and Integration to Fractional Order. Abel Integral Equation - = a 8, Note on the Dlnition ofthe Aree of a Curved Surfs > Curren V INTEGRATION OVER REGIONS IN SEVERAL ‘DIMENSIONS: 1, Line Integrala = E Comecion betwee Lin Tntorls and Double Integra in tho Plane. (The Integral Theorems of Gauss, Stokes, and Green) 3 Tatarpretation and Applications of the Integral Theorems for ‘the Plane zi 4, Surface Integrals - © Gann’ Theorem and Green's Theres in Space 6. Stokes's Theorem in Space = 4th Coneron been Dentin ad Totton for Soveral Variables a . APPENDIX 1. Remarks on Gauss's Theorem and Stokee's Theorem = + = 2. Repreeentation of « Source-free Vector Field as Curl + = Cuarrm VI DIFFERENTIAL EQUATIONS 1. The Diwontial Bquatins of the Motion of « Parte in Thre Dimensions : 2, Ramps on tho Mechanios of Parislo = 8 Further Example of Diferetial Equations 4. Linear Diflerential Equations = - 5. General Remarks on Differential Equations 6. The Potential of Attracting Charges = : 4, Farther Example of Partial Diflerental Equations + (Caarrm VII CALCULUS OF VARIATIONS 1. Introduction = Peeenar 2 Es Dental Brain he Sit Case 560 6 £8 ix 2 ge23 397 88 ‘ 20 438 450 403 ges