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The Theory of Riemann Integration: We Begin The Story With Sequence of Events.........
The Theory of Riemann Integration: We Begin The Story With Sequence of Events.........
The Theory of
Riemann Integration1
1
The Integral
Through the work on calculus, particularly integration, and its application throughout the 18th century was formidable, there was no actual
theory for it.
The applications of calculus to problems of physics, i.e. partial
differential equations, and the fledgling ideas of function representation
by trigonometric series required clarification of just what a function
was. Correspondingly, this challenged the notion that an integral is just
an antiderivative.
Lets trace this development of the integral as a rough and ready
way to solve problems of physics to a full-fledged theory.
We begin the story with sequence of events..........
1. Leonhard Euler (1707-1783) and Jean dAlembert (1717-1783)
argue in 1730-1750s over the type of solutions that should be admitted as solutions to the wave equation
uxy = 0
DAlembert showed that a solution must have the form
1
F (x; t) = [f (x + t) + f (x t)]:
2
For t = 0 we have the initial shape f (x).
Note: Here a function is just that. The new notation and designation are fixed.
But just what kinds of functions f can be admitted?
1 2000,
c
G. Donald Allen
where
2Z a
f (x) dx
a a
1Z a
=
f (x) cos nx=a dx;
a a
1Z a
=
f (x) sin nx=a dx:
a a
a0 =
an
bn
5. For Fourier the notion of function was rooted in the 18th century.
In spite of the generality of his statements a general function for him
was still continuous in the modern sense. For example, he would call
f (x) =
2 This
8
x
>
<e
>
:
ex
x<0
x0
discontinuous.
6. Fourier believed that arbitrary functions behaved very well, that any
f(x) must have the form
Z 1
1 Zb
f (x) =
f ()d
cos(px p)dp;
2 a
1
which is of course meaningless.
Z a 1
P
a 1
to
1
P
1
Z a
Z x
He proved:
Theorem I. F is a primitive function; that is F 0 = f
Theorem II. All primitive functions have the form
Z x
f + C.
Ir (x)gr (x);
r=1
and showing
sin 12 (2n + 1)(t x)
1Z
f (x)
dx:
Sn (x) =
sin 12 (t x)
(Is there a hint of Vieta here?)
In his proof, he assumes a finite number of discontinuities (Cauchy
sense). He obtains convergence to the midpoint of jumps. He needed
the continuity to gain the existence of the integral. His proof requires
a monotonicity of f .
15. He believed his proof would adapt to an infinite number of discontinuities; which in modern terms would be no where dense. He
promised the proof but it never came. Had he thought of extending
3 Note.
17. In fact Dirichlets analysis carries over to the case when D(2) =
(D0 )0 is finite (D = set, D0 := limit points of D), and by induction
to D(n) = (D(n1) )0 . (Such sets were introduced by George Cantor
(1845-1918) in 1872.)
Example. Consider the set D = f1=ng; n = 1; 2; : : :. Then
D = f0g; D(2) = ;.
0
k
nX
mj
j=1 pj
j j = 1; 2; : : : ; k ; and mj = 1; 2; : : :
1
0
x is rational
x is irrational.
lim (D1 1 + D2 2 + + Dn n ) = 0
kP k!0
x2I
i :
Di >
8
>
< x m(x)
>
:
x 6= n=2; n odd
x = n=2; n odd
(2x)
(nx)
+ + 2 + :
2
2
n
n!1
Z b
a
fn (x) dx exists
n!1
Z b
a
fn (x) dx = (R)
Z b
f (x) dx:
n!1
Z 1
0
fn (x) dx = 0;
10
Postscript
The (incomplete) theory of trigonometric series, particularly the question of representability, continued to drive the progress of analysis.
The most difficult question was this: what functions are Riemann integrable?5 To this one and the many other questions that arose we
owe the foundations of set theory and transfinite induction as proposed
by Georg Cantor. Cantor also sought conditions for convergence and
defined the derived sets Dn . He happened on sets
1
D1; Dn ; : : :
and so on, which formed the basis of his transfinite sets. Another aspect
was the development of function spaces6 and ultimately the functional
analysis7 that was needed to understand them.
In a not uncommon reversal we see so much in mathematics; these
spaces have played a major role in the analysis of solutions of the
partial differentials equations and trigonometric series that initiated their
invention. Some of the most active research areas today are theh direct
decendents of the questions related to integrability.
I might add that these pursuits were fully in concordance with the
fundamental philosophy laid down by the Pythagorean school more than
two millenia ago.
5 This question of course has been answered. The relevant theorem is this:Theorem. Let J be a closed
interval. The function f (x) is R-integrable over J if and only if it is continuous almost everywhere-J. In
the case that f is non negative, these conditions in turn are equivalent to the graph of f (x) being (Jordan)
measurable.
6 To name just a few, there are the Lebesgue, Hardy, Lipschitz, Sobolev, Orlicz, Lorentz and Besov
spaces. Each space plays its own unique and important role in some slightly different areas of analysis.
7 And this is an entire area of mathematics in and of itself.
11
The Mathematicians
12
13
14
15
Joseph Fourier studied the mathematical theory of heat conduction. He established the partial differential equation governing heat diffusion and solved it by using infinite series of
trigonometric functions.
16
Lagrange survived the French Revolution while others did not. Lagrange said on the death of the chemist Lavoisier, It took only a moment to cause this head to fall and a hundred years will not suffice to
produce its like.
During the 1790s he worked on the metric system and advocated
17
18
Numerous terms in mathematics bear his name: the Cauchy integral theorem, the Cauchy-Kovalevskaya existence theorem, the Cauchy
integral formula, the Cauchy-Riemann equations and Cauchy sequences.
Cauchy was the first to make a rigorous study of the conditions for
convergence of infinite series and he also gave a rigorous definition of
an integral. His influencial text Cours danalyse in 1821 was designed
for students and was concerned with developing the basic theorems of
the calculus as rigorously as possible.
He produced 789 mathematics papers but was disliked by most of
his colleagues. He displayed self-righteous obstinacy and an aggressive
19
Georg Cantor founded set theory and introduced the concept of infinite numbers with his discovery of cardinal numbers. He also advanced the study of trigonometric series.
20
21
Cantor founded set theory and introduced the mathematically meaningful concept of infinite numbers with his discovery of transfinite numbers. He also advanced the study of trigonometric series and was the
first to prove the nondenumerability of the real numbers.
His first papers (1870-1872) showed the influence of Weierstrasss
teaching, dealing with trigonometric series. In 1872 he defined irrational numbers in terms of convergent sequences of rational numbers.
In 1873 he proved the rational numbers countable, i.e. they may be
placed in 1-1 correspondence with the natural numbers.
A transcendental number is an irrational number that is not a root of
any polynomial equation with integer coefficients. Liouville established
in 1851 that transcendental numbers exist. Twenty years later Cantor
showed that in a certain sense almost all numbers are transcendental.
Closely related to Cantors work in transfinite set theory was his
definition of the continuum. Cantors work was attacked by many mathematicians, the attack being led by Cantors own teacher Kronecker.9
Cantor never doubted the absolute truth of his work despite the discovery of the paradoxes of set theory. He was supported by Dedekind,
Weierstrass and Hilbert, Russell and Zermelo. Hilbert described Cantors work as the finest product of mathematical genius and one of the
supreme achievements of purely intellectual human activity.
Cantor died in a psychiatric clinic in Halle in 1918.
9 Leopold Kronecker was a particularly traditional mathematician. He is attributed to have
said in 1886 at the Berlin meeting of the \Vereinigung deutscher Naturforscher und Arzte"
that \ Die nat
urlichen Zahlen hat der liebe Gott gemacht, alles andere ist Menschenwerk."
(The natural numbers were made by God, all the rest is man made.) As such it is quoted by
Heinrich Weber on p.19 of his memorial article Leopold Kronecker, Jahresber. DMV 2 (1892)
25-31. There is, however, no direct quotation, or anything related, in Kronecker's published
works. As an advocate of constructive mathematics, he had diculties accepting innities,
countable or uncountable.
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