What is one way to prove that there exists no ellipse that matches the exact curvature of the sin wave?

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Preferably by not graphing both and showing they don't match visually. By the sin wave, I mean just plain old y=sinx.

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Hint: An ellipse is formed by collecting all of the points where the distances from two foci add to a constant value.

While it is possible to approximate the sine curve using an ellise, the sine curve will soon spread apart from the ellipse.

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An ellipse has all possible slopes, from $-\infty$ to $\infty$. The slope of a sine wave is limited from $-1$ to $1$.

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Both the sine wave and (a part of) an ellipse are given by analytic functions. Hence they are either identical or do not coincide over any open interval.

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For an ellipse passing through a particular point, the first 4 (I think that's right) derivatives at that point will uniquely determine the ellipse. By comparing the the first 5 derivatives of sin at a particular point you could show sin diverges from the 'local ellipse' in the 5th derivative.

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By reduction to the absurd: Assume that the opposite were true. But first, let us shift the graphic of the sine function by $\dfrac\pi2$ to the right, so that its shape around $x=0$ might resemble that of a half ellipse centered in the origin. Now, on one hand, the shifted sine function is nothing else than $\cos x$ since $\sin\bigg(x+\dfrac\pi2\bigg)=\cos x$. On the other hand, an ellipse centered in the origin has the property that $\bigg(\dfrac xa\bigg)^2+\bigg(\dfrac yb\bigg)^2=1$. Here, $y=\cos x$. Making $x=0$, we deduce that $b=1$, since $\cos0$ is $1$. Then, by subtracting $\cos^2x$ from both sides, and extracting the radical, we have $\sin x=\dfrac xa$ for x around $0$, implying that the sine function is linear around the origin$(!)$. But $\sin x=2\sin\dfrac x2\cos\dfrac x2$ for all x, implying $\dfrac xa=2\dfrac x{2a}\sqrt{1-\bigg(\dfrac x{2a}\bigg)^2}$ for all x in the vicinity of $0$, which is absurd. QED.

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As I said in a comment, if you're looking for an open interval where the curves are identical, you can just express both as functions $f(x),g(x)$, examine $f(x)-g(x)$, and see if there exists a choice of $a,b>0$ that produces $f-g=0$. But that's not how we define curvature, atleast not in the class I took.

Curvature is a well defined property of a curve passing through a point: $\kappa = 1/R$ where R is the radius of the circle that best approximates the curve at a point. What your question boils down to is whether or not there is a point where this best approximating ("osculating") circle is the same for an ellipse and a sine.

Just thought I'd point that out, since most answers thus far has implied that curvature is a property of an INTERVAL and not a point, which is a hugely important distinction. Read more about osculating circles at http://en.wikipedia.org/wiki/Curvature, they're very interesting objects.