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    Integral Talk Sonoma

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    This document provides an introduction to elementary functions and fields, Liouville's theorem, and elementary integration. It defines elementary functions as those built from polynomials, exponentials, logarithms and trigonometric functions. Elementary fields are defined as extensions of the rational function field obtained by adjoining exponentials, logarithms, or algebraic solutions. Liouville's theorem states that a function can be integrated in elementary terms if and only if it can be written as a linear combination of derivatives of elementary functions plus a derivative.

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    Integral Talk Sonoma

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    This document provides an introduction to elementary functions and fields, Liouville's theorem, and elementary integration. It defines elementary functions as those built from polynomials, exponentials, logarithms and trigonometric functions. Elementary fields are defined as extensions of the rational function field obtained by adjoining exponentials, logarithms, or algebraic solutions. Liouville's theorem states that a function can be integrated in elementary terms if and only if it can be written as a linear combination of derivatives of elementary functions plus a derivative.

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    This document provides an introduction to elementary functions and fields, Liouville's theorem, and elementary integration. It defines elementary functions as those built from polynomials, exponentials, logarithms and trigonometric functions. Elementary fields are defined as extensions of the rational function field obtained by adjoining exponentials, logarithms, or algebraic solutions. Liouville's theorem states that a function can be integrated in elementary terms if and only if it can be written as a linear combination of derivatives of elementary functions plus a derivative.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    199 views21 pages

    Integral Talk Sonoma

    Uploaded by

    0)0(0
    This document provides an introduction to elementary functions and fields, Liouville's theorem, and elementary integration. It defines elementary functions as those built from polynomials, exponentials, logarithms and trigonometric functions. Elementary fields are defined as extensions of the rational function field obtained by adjoining exponentials, logarithms, or algebraic solutions. Liouville's theorem states that a function can be integrated in elementary terms if and only if it can be written as a linear combination of derivatives of elementary functions plus a derivative.

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    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 21
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    The document discusses Liouville's theorem and its application to proving certain integrals cannot be expressed with elementary antiderivatives.

    Liouville's theorem characterizes functions that can be primitively integrated in terms of elementary functions. It states that an integral can be expressed in terms of elementary functions only if the integrand is part of a tower of simple extensions built from rational functions.

    The two integrals discussed are the integrals of e^{-x^2} and e^{x/x} with respect to x.

    Introduction Elementary Functions and fields Liouville’s Theorem An example

    Why certain integrals are “impossible”.

    Pete Goetz

    Department of Mathematics
    Sonoma State University

    March 11, 2009


    Introduction Elementary Functions and fields Liouville’s Theorem An example

    Outline

    1 Introduction.

    2 Elementary fields and functions.

    3 Liouville’s Theorem.

    4 An example.
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    Probability

    Central Limit Theorem

    ! x
    1 2 /2
    Φ(x) = √ e −u du
    2π −∞

    For probability applications, we need Φ(∞) = 1.

    This is not proved by finding a formula for Φ(x) (by finding


    2
    an explicit antiderivative of e −u /2 ) and taking the limit as
    x → ∞.
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    Number Theory

    Prime Number Theorem

    π(x) = #{n ≤ x | n is prime }


    ! x
    1
    Li(x) = dt
    2 ln(t)

    π(x) ∼ Li(x) as x → ∞

    1
    This is not proved by finding an explicit antiderivative of ln(t) .

    " 1
    " eu
    If u = ln(t), then ln(t) dt = u du.
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    Elementary formulas

    " 2 " eu
    The indefinite integrals e −u du and u du do not have
    elementary formulas.

    How does one prove such claims?

    First have to give a precise definition of “elementary formula”.

    " 2 "u 2
    After all e −u du = a e −x dx + C for any constants a and
    C by FTC.
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    History

    Newton was perfectly happy to solve an integral by a power


    series.

    Leibniz preferred integration in ”finite terms” and allowed


    transcendental functions like logarithms.
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    Elementary function

    An elementary function (roughly) should be a function of


    one variable built out of polynomials, exponentials,
    logarithms, trigonometric functions, and inverse trigonometric
    functions, by using the operations of addition, multiplication,
    division, root extraction, and composition.

    sin−1 (x 3 − 1)
    Example: #
    ln x + cos(x/x 2 + 1)
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    A simplification

    We will use C-valued functions of the real variable x, i.e., our


    constants will be complex numbers.

    All trigonometric functions and inverse-trigonometric


    functions can be written in terms of complex exponentials and
    logarithms.

    e ix − e −ix e ix + e −ix
    sin(x) = , cos(x) =
    2i 2
    1 x −i
    tan−1 (x) = (ln( ) − iπ)
    2i x +i
    √
    −1 −1 x −1 −1 1 − x2
    sin (x) = tan (√ ), cos (x) = tan ( )
    1 − x2 x
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    Meromorphic functions

    A meromorphic function is a function defined on an open


    interval I of the real numbers whose values are complex
    numbers or ∞ with the property that sufficiently close to any
    x0 in I the function is given by a convergent Laurent series in
    x − x0 .

    Rational functions are meromorphic on R.

    Given a meromorphic function f , both e f and ln f are


    meromorphic (one may have to restrict the domain of f ).
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    Fields of meromorphic functions

    Let C(x) denote the field of rational functions. Notice that


    this field is closed under differentiation.

    Any elementary function (under our rough definition) should


    be in some “extension” of C(x).
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    Fields of meromorphic functions

    If f1 , . . . , fn are meromorphic functions, let C(f1 , . . . , fn )


    denote the set of all meromorphic functions h of the form

    p(f1 , . . . , fn )
    h=
    q(f1 , . . . , fn )

    for some n-variable polynomials p, q '= 0 and q(f1 , . . . , fn ) is


    not identically zero.
    This definition captures the operations of addition,
    multiplication, and division.
    It is not hard to show that the set C(f1 , . . . , fn ) is a field and
    that this field is closed under differentiation.
    Example: K = C(x, sin x, cos x) = C(x, e ix ).
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    Elementary fields

    A field K is an elementary field if K = C(x, f1 , . . . , fn ) and


    each fj is
    an exponential or logarithm of an element of
    Kj−1 = C(x, f1 , . . . , fj−1 )
    or fj is algebraic over Kj−1 , that is fj is a solution to an
    equation gl t l + · · · + g1 t + g0 = 0 where g0 , g1 , . . . , gl ∈ Kj−1

    An elementary field is built from the the field of rational


    functions in finitely many steps by adjoining an exponential, a
    logarithm, or a solution to a polynomial.
    Composition is captured by adjoining exponentials or
    logarithms. Root extraction is captured by the adjunction of
    algebraic solutions.
    Elementary fields are closed under differentiation.
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    Elementary functions

    A meromorphic function f is an elementary function if it lies


    in some elementary field.

    $
    Example: f (x) = 3 ln x + cos( x ) is an elementary
    x 2 +i
    function
    x x
    i( ) i( )
    C(x) ⊂ C(x, ln x) ⊂ C(x, ln x, e x 2 +i ) ⊂ C(x, ln x, e x 2 +i ,f )
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    Elementary integration

    A meromorphic function f can be integrated in elementary


    terms if f = g # for some elementary function g .

    Recall an elementary field is closed under differentiation so if


    f can be integrated in elementary terms, then necessarily f is
    also elementary.
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    Differential Galois theory

    We can rephrase our problem: Given an elementary function


    f , when does the differential equation dy
    dx − f = 0 have an
    elementary solution?

    The answer is in the affirmative precisely when we can find a


    tower of fields with special properties.

    Consider the analogy with ordinary Galois theory.


    Introduction Elementary Functions and fields Liouville’s Theorem An example

    Liouville’s Thereom

    Theorem (Liouville, 1835): Let f be an elementary function


    and let K be any elementary field containing f . If f can be
    integrated in elementary terms then there exist nonzero
    c1 , . . . , cn ∈ C, nonzero g1 , . . . , gn ∈ K , and an element
    h ∈ K such that
    % gj#
    f = cj + h # .
    gj

    & g! &
    If f = cj gjj + h# , then g = cj ln(gj ) + h is an elementary
    antiderivative of f .

    The theorem is proved by induction on the length of a tower


    of fields constructing K (g ) where g is an antiderivative of f .
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    An important corollary

    Corollary: Let f and g be in C(x) with f '= 0 and g


    nonconstant. If f (x)e g (x) can be integrated in elementary
    terms then there is a function R(x) in C(x) such that
    R # (x) + g # (x)R(x) = f (x).

    If R(x) ∈ C(x) satisfies R # (x) + g # (x)R(x) = f (x), then


    R(x)e g (x) is an antiderivative of f (x)e g (x) .

    2
    We can apply this corollary to show that e −x and e x /x have
    no elementary antiderivatives.
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    2
    Proof for e −x

    Taking f = 1 and g = −x 2 in the Corollary, we must show the


    differential equation

    R # (x) − 2xR(x) = 1 (∗)

    has no solution for R(x) ∈ C(x).

    ODE’s shows" the general solution of (∗) is


    2 2
    R(x) = e x ( e −x dx + c) for any c ∈ C ... but this doesn’t
    help!
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    2
    Proof for e −x

    Suppose that R(x) ∈ C(x) is a solution to (∗).

    R cannot be a constant or a polynomial in x (by degree


    considerations).

    Write R(x) = p(x)


    q(x) for some nonzero relatively prime
    polynomials p(x), q(x) with q(x) nonconstant.

    Let z0 ∈ C be a root of q(x) of multiplicity µ ≥ 1. Then


    p(z0 ) '= 0 and p(x)/q(x) = h(x)/(x − z0 )µ with h(x) ∈ C(x)
    having numerator and denominator that are non-vanishing at
    z0 .
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    2
    Proof for e −x

    The quotient rule yields

    p(x) # −h(x) h# (x)


    ( ) = +
    q(x) µ(x − z0 )µ+1 (x − z0 )µ

    As z → z0 in C the absolute value of (p(x))/q(x))# |x=z blows


    up like A/|z − z0 |µ+1 with A = |h(z0 )/µ| =
    ' 0.
    | − 2z · (p(z)/q(z))| has growth bounded by a constant
    multiple of 1/|z − z0 |µ as z → z0 .
    Therefore
    p(x) # p(x) A
    |(( ) − 2x · ( ))|x=z | ∼
    q(x) q(x) |z − z0 |µ+1
    as z → z0 .
    This contradicts the identity R # (x) − 2xR(x) = 1.
    Introduction Elementary Functions and fields Liouville’s Theorem An example

    References

    1 B. Conrad, Impossibility theorems for elementary integration,


    http://math.stanford.edu/ conrad/papers/finalint.pdf.

    2 T. Kasper, Integration in Finite Terms: The Liouville Theory,


    Mathematics Magazine, Vol. 53, No. 4 (Sep., 1980), pp.
    195-201.

    3 E. A. Marchisotto and G. Zakeri, An Invitation to Integration


    in Finite Terms, The College Mathematics Journal, Vol. 25,
    No. 4 (Sep., 1994), pp. 295-308.

    4 M. Rosenlicht, Integration in Finite Terms, The American


    Mathematical Monthly, Vol. 79, No. 9 (Nov., 1972), pp.
    963-972.

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