Series

The integral — the series

9 essays on one idea, from the one that introduces it to the one that assumes the rest.
  1. 8 rectangles under a curve. A left-endpoint Riemann sum with 8 rectangles approximating the area under a curve.

    Adding up rectangles until they stop being rectangles

    The integral is defined as a limit of sums of rectangles. The definition is exact, the picture is honest about what it costs, and the gap between them is the whole subject.

    part 1 · analysis
  2. Area is the undoing of slope. Above, a positive function with the area from 0 to 1.80 shaded. Below, that area plotted against where it stops. The lower curve's slope at 1.80 is 1.129, which is exactly the upper curve's height there.

    Area is the undoing of slope

    Two operations invented for unrelated reasons — measuring a region and measuring a rate — turn out to be inverse. The picture is two panels sharing one axis, and the claim is that the lower curve's steepness is the upper curve's height.

    part 2 · analysis
  3. Area out to infinity, for three powers. Left: the curves 1/√x, 1/x, 1/x² from x = 0 to 10, with the region beyond x = 1 shaded under the lowest. Right: the area from 1 to T for each, on logarithmic scales, for T up to 10^6. 1/√x keeps growing, 1/x keeps growing, 1/x² levels off at 1.

    An endless region with a finite area

    A region that runs off to infinity can still have a finite area, and for the curves 1/xᵖ the exponent that makes the far end finite is exactly the one that makes the end at zero infinite. 1/x fails at both, no power succeeds at both, and a horn can hold less than π while needing infinite paint.

    part 3 · analysis
  4. Integration by parts is a rectangle. The increasing curve v = u²/4 between u = 1 and u = 3. The region under it is shaded one way and the region between it and the vertical axis another; together they fill the rectangle from the origin to (3, 2.25) minus the rectangle to (1, 0.25).

    A rectangle cut by a curve

    Integration by parts is taught as the product rule run backwards. It is also a picture: an increasing curve cuts a rectangle into two pieces, one of them the area under the curve and the other the area beside it, and the formula says only that the pieces fill the rectangle. Run repeatedly, the same cut produces the factorials and Wallis's product for π.

    part 4 · analysis
  5. A planimeter's wheel measures an area by going round it. Polar planimeter with arms 2.3 and 2 traced round a closed curve; wheel roll 1.6478, times 2, equals the area 3.2955.

    An area measured by walking round it

    A surveyor's instrument from 1854 measures the area of any shape on a map by having its pointer steered once round the boundary; a small wheel rolls and slides, and its reading, times the length of one arm, is the area. Nothing touches the inside. The reason is that area can be written as an integral over the boundary — Green's theorem — and the instrument is that integral built in brass. Walk a curve that crosses itself and the same integral counts some regions twice.

    part 5 · analysis
  6. Divergent and convergent integrands pressing towards each other. x·f(x) on a log scale for 1/x, 1/(x ln x), 1/(x ln x ln ln x) (divergent) and 1/(x (ln x)²), 1/(x ln x (ln ln x)²) (convergent), for x up to 10^300.

    No integrand sits on the border

    The area under 1/x out to infinity is infinite and the area under 1/x² is finite, so it is natural to look for the dividing line. There is none. Divide any divergent integrand by its own running integral and it still diverges, more slowly; divide any convergent one by the square root of its tail and it still converges, more slowly. Paul du Bois-Reymond proved in 1873 that no single integrand can separate the two families — and the slow ones are slow beyond imagining.

    part 6 · analysis
  7. The Flint Hills series, summed to ten million terms. A staircase of partial sums on a logarithmic scale of n, jumping at 1, 3, 22 and 355 and flat afterwards near 30.3.

    A series that waits on π

    Add 1/(n³ sin² n) for n = 1, 2, 3, … and the terms are mostly tiny, except where n is almost a multiple of π and sin n is almost nought. Ten million terms add to 30.3145, four-fifths of it from the single term at n = 355. Whether the sum is finite depends on how closely fractions can approach π — on a number called its irrationality measure — and the best proof available says only that the measure is below 7.1, where the series needs it below 2.5.

    part 7 · analysis
  8. The factorials, and three smooth curves through all of them. Γ(x+1), Γ(x+1)(1 + 0.5 sin² πx) and the degree-six interpolating polynomial through 0!…6!, on a log scale over 0 ≤ x ≤ 5.4; at x = 1/2: 0.88623, 1.32934, -3.58301.

    Only one curve through the factorials bends the right way

    Infinitely many smooth curves pass through 1, 1, 2, 6, 24, 120, and some of them even obey the factorial's own rule, f(x + 1) = (x + 1)·f(x), at every x. Ask that the logarithm of the curve bend upwards everywhere and exactly one survives — Euler's integral. A wiggle of any size breaks the condition somewhere, the smaller the wiggle the further out, and the proof that nothing else survives is a squeeze that computes √π along the way.

    part 8 · analysis
  9. Where the samples go matters more than how many. n=10: trap -2.65, simp -1.70, cc -1.74, gauss -2.07; n=20: trap -3.69, simp -3.35, cc -3.89, gauss -4.21; n=40: trap -4.31, simp -7.10, cc -8.16, gauss -8.51; n=80: trap -4.93, simp -8.28, cc -14.49, gauss -15.26

    Where to take the samples

    Every numerical integral is a weighted sum of samples of the curve. Spacing the samples evenly gives errors that shrink like a power of their number; choosing where they go, as Gauss did in 1814, makes six samples exact for every polynomial up to degree eleven and turns the power into a geometric rate. The surprise is that the humble trapezoid rule, evenly spaced and exact only for straight lines, does the same thing on any smooth curve that goes once round a circle — and that a single corner defeats every one of them.

    part 9 · analysis

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