Friday, July 19, 2013

The Logarithmic Function From Scratch

That counterpart to last week's development of the exponential function is the logarithm. As anyone who ever played with the antique known as a slide rule, the logarithmic function converts multiplication into addition:

Log(a b) = Log(a) + Log(b)  ,  (1)

but that's getting ahead of ourselves.

Assume that (1) is all we know: Consider a real function G defined on at least some part of the real numbers, and having the property

G(a b) = G(a) + G(b)  ,  (2)

for any real numbers a and b. What can we say about this function?

First, take a = 0. Then we have

G(0 b) = G(0) + G(b)  , or
G(0) = G(0) + G(b)  .  (3)

So either G(b) = 0 for all b, or G(0) is undefined. (Yes, we can say that G(0) = ∞, but I'd rather not go there right now.) Since G = 0 is uninteresting, we'll assume that G(0) is undefined. For now, at least, we'll restrict ourselves to x > 0 and so avoid the problem.

If we set a = 1 in (2) we get

G(b) = G(1) + G(b)  , which means that

G(1) = 0  ,  (4)

which implies G[a (1/a)] = G(a) + G(1/a) = G(1) = 0  , or

G(1/a) = - G(a)  .  (5)

For any integer M we can repeatedly apply (2) and get

G(aM) = M G(a)  .  (6)

If we let b = aM, or a = b1/M, then by turning around (6) we get

G(b1/M) = (1/M) G(b)  ,  (7)

and combining the two we get

G(xM/N) = (M/N) G(x)    (8) for any integers M and N.

Furthermore, we can play the same trick as we did last week and extend this to all positive real numbers y:

G(xy) = y G(x)  .  (9)

What about continuity? I'm going to be a little more physicist-like this week (though last week was probably not properly mathematical anyway), and go through it rather quickly. Let's take two numbers, x > 0 and y > -x. Then we can always write

x + y = x Q  ,  Q = 1+y/x > 0  ,

and we want to study the behavior of

G(x + y) = G(x Q) = G(x) + G(Q)   as y → 0 or Q → 1.

When we put it like that, the answer is obvious. Write Q = h1/N. Then as N → ∞, Q → ∞ 1, and

limN → ∞ G(Q) = limN → ∞ G(h)/N → 0  .  (10)

Thus

limy→0 |G(x+y) - G(x)| = 0  ,  (11)

and G(x) is a continuous function for x > 0.

Using the same tricks, let's look at the derivative, if it exists:

G'(x) = limy→∞0 [G(x+y)-G(x)]/y  ,  (12)

With the above substitutions we can write this as

G'(x) = limN→∞ [G(x h1/N) - G(x)]/[x (h1/N-1)  ,  (13)

which reduces to G'(x) = [G(h)/x]/ [limN→∞ N (h1/N - 1)]  .  (14)

Last week we showed that the limit in the denominator of (14) is finite, so it follows that G'(x) is well defined for x > 0.

To evaluate the derivative, we do the standard tricks:

d/dy G(x y) = x G'(x y) = d/dy [G(x) + G(y)] = G'(y)

and set y = 1. Then

G'(x) = G'(1)/x  , x > 0  .  (15)

Thus each and every log function (2) is uniquely defined once we define G'(1). Since G(1) = 0, we can integrate (15) to find

G(x) = G'(1) ∫1x dt / t  .  (16)

The logical prototype logarithm function (which we could call the, ahem, natural logarithm) is then the function with G'(1) = 1:

ln x = ∫1x dt / t  .  (17)

Which is exactly how my college calculus course started out.

One more thing: we want to show that ln x and exp x are inverse functions of one another. Write

H(x) = ln(exp x)  .  (18)

Obviously H(0) = ln(exp 0) = ln(1) = 0. Furthermore,

H'(x) = [d/dx exp x]/exp x = exp x/exp x = 1  ,  (19)

so H(x) = x. We could go the opposite way as well and show that

exp(ln x) = x  .  (20)

That concludes this little exploration of the log and exponential functions. Next week we'll take a look at sines and cosines.

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