SPLASH 2011 – Superhuman Integration Techniques

Andre Kessler
November 19th, 2011

1 Series Expansions
Before we get to our integration techniques, we need to review the notion of a series expansion. The
techniques and methods developed here are fundamental to the derivation of most of the results we will
employ, so it is necesary to have a very solid foundation in this area. To begin, all of the ideas about series
expansions start with the finite geometric series
n
X 1 − x n+1
1 + x + x2 + · · · + xn = xk = .
k=0
1− x

We can verify the closed form on the right hand side of the above equation by multiplying each side by
the quantity 1 − x. This clearly telescopes the sum and gives us the desired result, as long as x 6= 1. In
the case that x = 1, the sum is easily computable by just realizing it’s now the sum of n + 1 ones, but it
is important to note that our formula actually still holds – we just need to be more careful and take the
following limit:
1 − x n+1 −(n + 1)x n
lim = lim = n + 1.
x→1 1 − x x→1 −1
We can also consider infinite geometric series of the form 1 + x + x 2 + x 3 + · · · . This clearly converges as
long as |x| < 1, because in those cases the term x n+1 in our closed-form expression for the series goes to 0
as n goes to infinity, and the result we are left with is well-defined. Specifically, we have the result that

X 1
2
1 + x + x + ··· = xk = .
k=0
1− x

Now, we can turn these ideas on their head and say instead that “1 + x + x 2 + · · · is the power series
representation of the function f (x) = 1/(1 − x) for any x with magnitude less than one.” In other words,
we are expanding a function which is not a polynomial as an infinite-degree polynomial. We can do this
simply because the two sides are equal when the series converges. If the series diverges for a particular
value of x, the two sides are no longer equal. However, the function f (x) may still be well defined even
when the power series does not converge. For example, consider x = −1 in the standard geometric series.
In this case, we have the seqeuence 1 − 1 + 1 − 1 + − · · · . Does this converge? If we group the terms one
way and add them, we get a sum of 0: (1 − 1) + (1 − 1) + · · · = 0. On the other hand, we can group the
terms differently and get a value of 1 as follows: 1 + (−1 + 1) + (−1 + 1) + · · · = 1. Clearly this is not well
defined. Our function, on the other hand, is perfectly reasonable at x = −1 : now f (x) = 1/2. This is
a very important notion to remember when we define a function on some set of numbers using a power
series. For example, later on we will define the zeta function by
∞ 1
X
ζ (s ) = .
n=1 ns

The series on the right hand side above converges for all s with |s| > 1. However, it turns out that we can
consider ζ (s) as a function defined on all complex numbers s 6= 1. This is called analytic continuation, and
while we will not discuss this in depth, it is important to realize that power series can be limited in their
description of a function, and understanding where the series converges is necessary to determine where
a power series expansion will be useful.

1

some examples are shown below. When are these expressions valid? ∞ xn X ex = k=0 n! X∞ x 2k+1 sin x = (−1)k k=0 (2k + 1)! X∞ x 2k cos x = (−1)k k=0 (2k)! X∞ n  (1 + x)n = xk k=0 k 1 ∞ 2k  X p = xk 1 − 4x k=0 k ∞ X x 2k+1 arctan x = (−1)k k=0 2k + 1 X∞ x k+1 − ln (1 − x) = k=0 k +1 2 . we should make sure that the functions have the same slope at the point.From our humble little expansion for 1/(1 − x) we can pull an infinite variety of different expansions. 1 = 1 + x2 + x4 + x6 + · · · 1 − x2 ! 1 11 1 x3 x6 = · = 1− + − +··· 8 + x3 8 1 − − x  3  8 8 64 8 ex 1 x = −x = 1 + e −x + e −2x + e −3x + · · · e −1 1−e Now. To make this a better approximation. This is a good approximation directly at x = x0 . We can start off by simply letting T (x) = f (x0 ). but it’s probably not very good anywhere else. It is important to notice that this only works if f (x) is infinitely differentiable at x = x0 . we can arrive at expressions for some functions. We can do this by saying T 0 (x) = f 0 (x0 ) ⇒ T (x) = f (x0 ) + f 0 (x0 )x. which is equivalently the statement T 0 (x0 ) = f 0 (x0 ). ∞ f (k) (x ) 0 X f (x) = (x − x0 )k k=0 k! Armed with the general Taylor expansion. the question logically arises: how can we find these series expansions in general? Suppose we want to find a polynomial T (x) that approximates a function f (x) around x = x0 . Now let’s make T (x) an even better approximation by making the second derivatives agree: 1 T 00 (x) = f 00 (x0 ) ⇒ T 0 (x) = f 0 (x0 ) + f 00 (x0 )x ⇒ T (x) = f (x0 ) + f 0 (x0 )x + f 00 (x0 )x 2 . 2! This process can clearly be continued indefinitely to obtain an arbitrarily accurate expansion. so if we continue it forever we can write out the Taylor expansion of f (x).

this is how we obtain the expansion for arctan x (integrating the expansion for 1/(1 + x 2 )). Instead of doing so. it would be quite annoying to compute term by term from the general Taylor series formula. this is because tan x is an odd function. we only kept the terms that could contribute some- thing to the first three terms – anything with a power of x larger than 5 can’t possibly contribute to the first three terms. The tangent function has derivatives of all orders at this point. we will divide the two series for sine and cosine as follows. We observe that this is an antiderivative of . Next. As an example of this process. sin x tan x = cos x 3 x5 x − x3! + ! 5! − ··· x3 x5 1 = 2 4 = x− + − ··· ·  2  x x 3! 5! x4 1− 2! + 4! − ··· 1− x 2! − 4! + ··· ! ! !2  x3 x5 x2 x4 x2 = x− + − · · · 1 + − + ··· + − ··· + ···   3! 5! 2! 4! 2! ! ! x3 x5 x2 5x 4 = x− + − ··· 1+ + + ··· 6 120 2 24 x3 x5 x3 x5 5x 5 x3 2x 5 =x− + + − + + ··· = x + + + ··· 6 120 2 12 24 3 15 Notice several things about this computation. expanding gives us 1 + x + x 2 + · · · as expected. so 1− x Zx dt − ln (1 − x) = − 0 1− t Z xX ∞ = tk dt 0 k=0 ∞ Z X x = tk dt k=0 0 X∞ x k+1 = k=0 k +1 In the second-to-last step. 3 . as it is rather tedious. we can differentiate series or integrate series along with their corresponding functions as much as we please. similar methods can be applied for the division of series in any number of cases like this one. and use a geometric series expansion. notice that we only have odd powers in our Taylor expansion. Another slick method for finding 1− x the series for sin x and cos x involves separating the real and imaginary parts from the two sides of the expansion for the expression e i x = cos x + i sin x. Suppose we want to determine the first three terms in the series expansion for tan x about x = 0. However. consider trying to 1 find the expansion for − ln (1 − x). so our series clearly exists. Finally. you are allowed to do this pretty much whenever the results make sense. suffice it to say that as long as the sequence or integral does not have some strange convergence issues. First. I will not spend a lot of time justifying this step. we interchanged the order of summation and integration. Importantly. 1 In particular.

But we already 0 know how to evaluate the first integral and how to expand the resulting function. so we proceed to do so as below. Let’s consider x 5 ln2 x d x. we can 0 Z1 then compare coefficients to determine the value of any one of the integrals x n lnk x d x. Z1 Z1 Z1 n ε x n+ε dx = x x dx = x n e ε ln x d x 0 0 0 Z 1 ∞ εk X = xn lnk x d x 0 k=0 k! ∞ εk X Z 1 = x n lnk x d x k=0 k! 0 Z 1 Thus. now it’s finally time to compute some integrals.2 Generating Functions Z 1 Okay. 1+n+ε . if we can find the terms of the power series expansion for x n+ε d x in some other way. Look closely at the following manipulation. We’re going to use 0 the fact that a power series expansion for a function about the same point is unique.

1 Z1 .

x x n+ε d x = .

1 + n + ε.

.

we immediately obtain that 1 k!(−1)k Z n k x ln x d x = 0 (n + 1)k+1 and therefore the specific integral we wanted to compute at the beginning is simply 1 2!(−1)2 1 Z 5 2 x ln x d x = = . (HMMT 2011) Determine the value of d x. 0 63 108 2. 0 0 1 1 1 = = · ε 1+n +ε 1 + n 1 + n+1 ∞ X (−1)k = εk k+1 k=0 (n + 1) Comparing coefficients of εk . Determine the value of ln4 x d x. 0 Z 2 2. 1 x 4 .1 Exercises Z 1 1. Compute x ln x d x. 0 ∞ ‚ Œ2011 ln x Z 3.

sin x and cos x) can have infinitely many zeros. we can answer X questions about the convergence of the infinite product by simply considering the convergence of ln (1 + an ). then the convegence of the infinite product (1+an ) X is implied by the convergence of the series an (to see this. How n→∞ can we now connect this to series? Consider writing a convergent infinite product as the exponential of a sum. the coefficients of these “infinite-degree polynomials. Clearly. 3 Product Expansions Why did we even look at infinite sums in the first place? It was because we were interested in representing some function f (x) which is not a polynomial as a sort of “infinite-degree polynomial. as a product of terms that describe the zeros of the function. n=1 n 2π π 1 Basically. Thus. For example. however. functions (for example. which we are certainly allowed since we restricted convergence of infinite products to exclude zero. 3. an entire function is a function whose power series expansion (say. Alternately. 1+ diverges to infinity. but n=1 n ∞  1 e π − e −π sinh π Y  1 + 2 converges to = . a function that is infinitely differentiable everywhere in the complex plane.” But coefficient form is not the only way to think of a polynomial – we can also consider its factored form. If an consists entirely of positive terms. a necessary condition for an infinite product to converge is that lim un = 1 (why?). Weierstrass’s Factorization Theorem answers with a resounding YES for a particular class of functions in complex analysis known as entire functions1 . about z = 0) converges everywhere in the complex plane. it makes sense to write un = 1 + an for some n→∞ Y Y sequence an with lim an = 0 in our infinite product representations instead: un = (1 + an ). simply consider expanding the logarithm X Y ∞  1  in ln (1 + an ) using our techniques from before). First. Make the substitution x = − ln u in the integral ln u d u to show that x n e −x d x = n! and 0 0 verify this result in some other way (for example. ( ) Y∞ X∞ 1 + an = exp ln (1 + an )  n=1 n=1 Thus. 5 . we will discuss conditions for convergence of such infinite products. Z 1 Z ∞ n 4. This integral will be the basis of our attempt to extend the factorial function to non-integer arguments. This begs the question as to whether it is possible to represent such functions in “factored form” – in other words. via integration by parts).” So far we have been looking at the coefficients of power series – in other words. An ordinary polynomial has finitely many zeros. We will say that the above equation converges if the sequence of partial products u1 u2 · · · un converges to a nonzero limit. However. and we will shortly see how to work with these infinite product representations.1 Convergence of Infinite Products By infinite product we mean something in the form ∞ Y un n=1 where un is some non-zero complex number. we can make an even stronger Y statement: if all of the terms an have the same sign.

we derived that x n e −x d x = n!. Multiplying only the terms for positive roots first would have resulted in a divergent infinite product. r2 . for example. Just from reading off the terms in the infinite sum. Thus. and we know the expansion for sin x is 1 − x 2 /6 + O(x 4 ).2 Representation of Functions Now. so we need to be careful while doing these manipulations that we do not separate our product in ways that are “not allowed.” We are now going to be able to use our infinite product expansion to obtain a very interesting result. we’d like to determine an extension of the factorial function to complex arguments. . but what if we want to know x e −x d x? Even if we assumed that our expression is 0 true for all values of n that cause the integral to converge. with f (0) = 1. in one of the exercises. Well. This is all right and good for nonneg- Z 0∞ p ative integers n. Take. and Γ is logarithmically 6 . . anyways? The most fundamental requirements are the recursion relation n! = n · (n − 1)! and 0! = 1. This will be an infinite sum. if we want to represent a polynomial p(x) that has roots r1 . The two coefficients must be the same. then we can write it in factored form as n ‚ Œ p(0) Y x p(x) = (x − r1 )(x − r2 ) · · · (x − rn ) = p(0) 1− (−1)n r1 r2 · · · rn k=1 rk If some entire function f (x) has infinitely many roots. π2 22 π 2 32 π 2 6 22 32 42 n=1 n 2 6 This important result was first discovered by Euler and brought him a great deal of fame. what are the defining properties of the factorial function in the first place. then by the Weierstrass Factorization Theorem. x π 2 22 π 2 32 π 2 However. Γ(1) = 1. we can see that the expansion will be sin x 1 1 1   =1− + + + · · · x 2 + O(x 4 ). rn . we still wouldn’t know how to determine the value of (1/2)!. 4 The Gamma Function Z ∞ Earlier. in fact. .3. Thus we’ll define the function Γ(z) which satisfies the following relations: Γ(z + 1) = zΓ(z). f (x) = . . it will be a power series for f (x). Consider “expanding” the infinite product by multiplying out the terms. so we know that x 1 1 1 1 1 1 1 ∞ 1 X π2 + + + ··· = =⇒ 1 + + + + ··· = = . Then x we can write sin x  x ‹ x ‹ x ‹ x ‹ =1· 1− 1+ 1− 1+ ··· x π! π ! 2π ! 2π x2 x2 x2 = 1− 2 1− 2 2 1 − 2 2 ··· π 2π 3π ! Y∞ x2 = 1− 2 2 n=1 n π Notice that the order in which we multiplied out the terms was important. the power series expansion for any function f (x) is unique. sin x we can write it as an infinite product of its zeros.

excluding the non-positive integers (why?).convex. 0 2. we’ll take n to be a very large positive integer and write a limit definition of the gamma function: z terms z }| { (n + z)! n! (n + 1)(n + 2) · · · (n + z) n!n z Γ(z) = = ≈ (n + z)(n + z − 1) · · · (z + 1)z (n + z)(n + z − 1) · · · (z + 1)z (n + z)(n + z − 1) · · · (z + 1)z n!n z Γ(z) := lim n→∞ (n + z)(n + z − 1) · · · (z + 1)z This will be our way of defining the Gamma function. moreover. sin πz 4.1 Exercises Z ∞ 2 1. It turns out that this function is unique. we can pull apart the expansion for that exact function to obtain the Gamma function reflection identity. Okay. Now. this form is valid for all complex z. Z∞ Z∞ Z∞ 2p (a) x 3 3−x d x (c) x 3 e −x cos x d x (e) x2−x x d x 0 0 0 Z∞ p Z ∞ Z∞ p 3 −x 3 (b) x 2 e −2 x dx (d) x3e dx (f) x 2 x e −x sin x d x 0 0 0 Z ∞ p p x 3. Evaluate the following integrals in terms of the Gamma function. Γ(z) = (z − 1)!. Compute it. additionally. because we’re about to do something pretty crazy. Determine the value of f (ε) = e −ε cos x d x for ε > 0. It is easy to check that it satisfies all of our desired properties in this form. hold on to your chairs. Is your simple expression f (ε) 0 defined at ε = 0? What about the integral? 7 . and simplify as much as possible. in fact. 1 (n + z)(n + z − 1) · · · (z + 1)z n + z n −1+ z z +1   −z ln n = lim = z lim e · ··· Γ(z) n→∞ n!n z n→∞ n n −1 1   z ‹  z   Y n  z‹ = z lim e −z ln n 1 + 1+ · · · (1 + z) = z lim e −z ln n 1+ n→∞ n n −1 n→∞ k=1 k n  z ‹ n  z‹ −z ln n+z nj=1 1j Y P Y −z ln n z/k −z/k −z/k = z lim e e e 1+ = z lim e e 1+ n→∞ k=1 k n→∞ k=1 k ∞  z ‹ = zeγ z Y e −z/k 1 + k=1 k This infinite product reminds us in several ways of the infinite product for sin πz. The integral e −αx d x frequently appears in the study of probability distributions. ! Y ∞ z2 Y ∞  ∞ z ‹Y  z‹ sin πz = πz 1 − 2 = πz e −z/k 1 + e z/k 1 − k=1 k k=1 k k=1 k 1 1 π = πz = zΓ(z) (−z)Γ(−z) Γ(z)Γ(1 − z) π The above manipulations give us the famous result that Γ(z)Γ(1 − z) = .

and see if you can derive the relation p 1 2 2π 3     Γ (1 + ε) Γ +ε Γ + ε = 3ε+1 Γ(1 + 3ε). We know that ∞  ε ‹−1 Γ(1 + ε) = εΓ(ε) = e −γ ε e ε/k Y 1+ k=1 k so we can write an expansion for the natural logarithm of Γ(1 + ε) as follows.   X∞ •ε  ε ‹˜ X∞ ε X∞ (−1) j +1 ε j ln Γ(1 + ε) = −γ ε + − ln 1 + = −γ ε +  −   k k k j  k=1 k=1 j =1 jk X ∞ (−1) j ε j ∞ X ∞ (−1) j ε j X X ∞ 1 = −γ ε + = −γ ε + k=1 j =2 jkj j =2 j k=1 kj X∞ (−1)n ζ (n) = −γ ε + εn . so we will use the infinite product developed earlier to find one. we know that a good way to proceed 0 Z∞ would be to consider the integral x 2+ε e −x d x = Γ(3 + ε) = (2 + ε)(1 + ε)Γ(1 + ε). From the methods we used earlier.2. Does this sum converge “quickly” or “slowly”? What can you do to make it converge faster? 3. Take ε = 1 in our expansion for ln Γ(1 + ε) in order to obtain an infinite series representation for γ . and simplify as much as possible.2 Expansions of Γ(1 + ε) Z ∞ So far we know how to integrate things such as x 2 e −x d x. but we don’t immediately have a way to Z∞ 0 2 −x determine x ln x e d x. n=2 n 4. Does this sum converge “quickly” or “slowly”? What can you do to make it converge faster? Z∞ p 1   −x 4.1 Exercises 1. 0 3 How might you deal with these terms? Consider the infinite product expansion of the gamma func- tion. 3 3 3 8 .4. Your expression should contain terms of the form Γ +ε . Evaluate the following integrals in terms of the Gamma function. It turns out that 0 evaluating these integrals will come down to requiring an expansion for Γ(1+ε). Evaluate the integral 3 x ln x e d x. Take ε = −1/2 in our expansion for ln Γ(1 + ε) in order to obtain an infinite series representation for γ . Z∞ Z∞ Z∞ 2 (a) ln x e −x d x (c) x ln x e −2x d x (e) ln2 x e −x d x 0 0 0 ∞ ∞ x 2 ln πx ∞p Z Z Z (b) ln2 x e −x d x (d) πx dx (f) x ln x e −3x d x 0 0 π 0 2.

z). we can write 1 Γ(α)Γ(β) Z t α−1 (1 − t )β−1 d t = = B(α. Previously we would have needed to 0 0 make somewhat annoying trig substitutions. From the beta  we can also quickly derive the Legendre Duplication Formula. this expression is nothing all that special.4. but now we can simply “plug and chug” to get the answer quickly. Z∞ Z∞ Γ(α)Γ(β) = x α−1 e −x d x y β−1 e −y d y Z0∞ Z∞ 0 d x x α−1 y β−1 e −x−y ” — = dy Z0∞ Z0 u d x x α−1 (u − x)β−1 e −u ” — = du 0 0 Z∞ Zu x ‹α−1 β−1  x ‹β−1 −u – ™ = du dx u· u 1− e 0 0 u u Z∞ Z1 u d t u α−1 t α−1 u β−1 (1 − t )β−1 e −u ” — = du 0 0 Z ∞ Z 1 α+β−1 −u = u e du t α−1 (1 − t )β−1 d t 0 0 Z 1 = Γ(α + β) t α−1 (1 − t )β−1 d t 0 Rearranging our expression. which  function 1 allows us to express Γ + z in terms of known quantities. 0 Γ(α + β) For simple integer values of α and β. Making the substi- tutions u = x + y and t = x/u will allow us to obtain the celebrated Beta function integral. we see that 2 1 p Γ(2z)   Γ + z = 21−2z π . or 2 Γ(z)Γ(z) Z1 = t z−1 (1 − t ) z−1 d t Γ(2z) 0 u + 1 z−1 u + 1 z−1 d u Z1    = [1 − ] −1 2 2 2 Z 1€ 1 Š z−1 = 2z−2 1 − u2 du 2 0 1 Γ(1/2)Γ(z) Z1 1 = 2z−1 x −1/2 (1 − x) z−1 d x = 2z−1 € Š 2 0 2 Γ 12 + z 1   Solving for Γ + z . but its real power comes Z 1Æ Z1 p when we consider integrals such as t (1 − t ) d t or t 1 − t . Consider B(z.3 The Beta Function A particularly lucrative result can be obtained by considering the product Γ(α)Γ(β). β). 2 Γ(z) 9 .

integrals involving logarithms of sines Z1 and cosines over the interval 0 to π/2). we obtain the result that Z π/2 Γ(α)Γ(β) cos2α−1 θ sin2β−1 θ d θ = . What if we want to determine the value of ln x ln (1 − x) d x? 0 Similar to our earlier expansion methods. we can obtain an extremely useful expression involving the Beta function and powers of trigono- metric functions.Finally. 0 Γ(2 + ε + δ) 10 .3.1 Logarithms and the Beta Function We can apply regularization techniques similar to those developed earlier in order to compute integrals in- volving logarithms of x or 1−x over the interval 0 to 1 (or. similarly. previously unknown results such as the fact that sin θ d θ = Γ2 (3/4). 0 π 4. Consider substituting x = u 2 and y = v 2 in the product Γ(α)Γ(β) as follows. we will consider the integral 1 Γ(1 + ε)Γ(1 + δ) Z x ε (1 − x)δ d x = . 0 2 Γ(α + β) This allows us to obtain previously known results much more easily – such as Z π/2 5π sin6 θ cos6 θ d θ = 0 2048 π/2 p È 2 Z – in addition to entirely new. Z∞ Z∞ Γ(α)Γ(β) = x α−1 e −x d x y β−1 e −y d y 0 Z ∞ 0  Z ∞  2α−1 −u 2 2α−1 −v 2 = 2 u e du 2 v e dv 0 0 Z ∞ Z π/2 h i 2 =4 r dr d θ r 2α+2β−2 e −r cos2α−1 θ sin2β−1 θ 0 0 Z ∞ Z π/2 2α+2β−1 −r 2 =4 r e dr cos2α−1 θ sin2β−1 θ d θ 0 0 Z ∞ Z π/2 =2 u α+β−1 e −u d u cos2α−1 θ sin2β−1 θ d θ 0 0 Z π/2 = 2 Γ(α + β) cos2α−1 θ sin2β−1 θ d θ 0 Solving for the integral.

0 (1 + u)α+β ∞ x m−1 π mπ Z From this obtain n dx = csc and then compute the following integrals.4 n-Dimensional Hyperspheres Consider an n-dimensional hypersphere. we will define an n-sphere as the surface that satisfies the equation x12 + x22 + · · · + xn+1 2 = r2 (1) 11 . Thus.The integral we are looking for corresponds to the εδ term in the double Taylor expansion. Make the substitution u = −1 + 1/t in the Beta function integral to obtain ∞ u β−1 Z = B(α. Γ(1 + ε)Γ(1 + δ) 1 Γ(1 + ε)Γ(1 + δ) = · Γ(2 + ε + δ) 1+ε+δ Γ(1 + ε + δ) ζ (2) € 2 ¨ € Š Š 2 = 1 − (ε + δ) + (ε + δ) − · · · exp −γ (α + β) + ε + δ2 + · · · 2 ζ (2) « + γ (α + β) − (ε + δ)2 2 = 1 − (ε + δ) + (ε + δ)2 − · · · e −ζ (2)εδ € Š € 2 2 Š π2 = 1 − ε − δ + ε + 2εδ + δ + · · · (1 − ζ (2)εδ + · · · ) ⇒ our εδ − term is 2 − . we can manipulate this expression of Gamma functions to yield the desired term. Additionally. β). Hence. to be more specific. but once you have it down you can obtain some very important results – all that is required is algebraic fortitude. 4. and simplify as much as possible. When we think of the word sphere. 6 This technique takes some getting used to. we are usually thinking of a 2-sphere (the surface itself is 2-dimensional and it is embedded in three-dimensional space). 0 x +1 n n Z∞ p p x ln2 x ln x ∞ Z∞ Z 3 x x (a) 3 dx (b) (c) dx 0 x +1 2 2 0 x4 + 1 0 (x + 1) 4.3. Evaluate the following integrals in terms of the Gamma function. Z1 Z π/2 Z1 ln x (a) p dx (e) sin x ln sin x d x (i) x ln x ln (1 − x) d x 0 1− x 0 0 Z1 Z1 Z π/2  1 1 1  (b) ln dx (f) ln2 x ln (1 − x) d x (j) csc x − dx 0 x 1− x 0 0 x Z1 Z 1 ln x Zπ 2 3 (g) d x (c) x (1 − x) ln x d x p (k) sin2 x cos8 x d x 0 0 x(1 − x) 0 Z1 Z π/2 Zπ p p (d) x3 1 − x d x (h) sec x ln sin x d x (l) sin4 x sin x d x 0 0 0 2.2 Exercises 1. it makes sense to set d := n +1 as the dimension of the space the sphere is “embedded” in.

we have d xk = r sin θ1 sin θ2 · · · sin θk . for 1 ≤ k ≤ n − 1. Clearly. . we need to determine what the “area” differential d x1 d x2 · · · d xn−1 is in terms of these angular variables. . 1 1 X∞ 1 ζ (s) = 1 + s + s + · · · = 2 3 k=1 ks The sum on the right converges absolutely whenever Re[s] > 1. so 2 3 2 4 6 1 1 1+ + +· · · = L/2 as well. . Clearly. Γ n+1 Γ(d /2) 2 5 The Zeta Function The Riemann Zeta function is defined for complex numbers s with real part greater than 1 by the follow- ing series..where the radius r is some positive number. . suppose the sum converges to a particular limit L = 1 + + + · · · . ϕ (simply think of the case of the 2-sphere. To see the Zeta function’s connection to the prime numbers. observe that we can “factor” the series as an infinite product over all primes: ∞ 1 X Y ps ζ (s) = = . . . xn = r sin θ1 sin θ2 · · · sin θn−1 cos ϕ xn+1 = r sin θ1 sin θ2 · · · sin θn−1 sin ϕ To easily obtain the surface area. θn−1 . k=1 ks p ps − 1 12 . x2 . . xn+1 is shown below. contradiction. ϕ) with 0 ≤ θi ≤ π and 0 ≤ ϕ ≤ 2π. To see that we encounter “problems” for 1 1 1 1 1 s = 1. so we can write the surface area Sn as Z π Z π Z π Z 2π Sn = d θ1 d θ2 · · · d θn−1 d ϕ r sin θ1 · · · sin θn−1 · r sin θ1 · · · sin θn−2 · · · r sin θ1 · r   0 0 0 0 Zπ Z π Z π Z 2π ” — = d θ1 d θ2 · · · d θn−1 d ϕ r n sinn−1 θ1 sinn−2 θ2 · · · sin θn−1 0 0 0 0 π π  Z π  ‚Z 2π Z  Z Œ n n−1 n−2 =r sin θ1 d θ1 sin θ2 d θ2 · · · sin θn−1 d θn−1 dϕ 0 0 0 0 € Š € Š € Š € Š € Š Γ n2 Γ 12 Γ n−1 2 Γ 12 Γ (1) Γ 12 n =r € Š · € Š ··· € Š · 2π n+1 Γ 2 Γ n2 Γ 32 n+1 2π 2 2π d /2 d −1 = € Šrn = r . we can parametrize this surface using n angular vari- ables θ1 . The specific parametrization of x1 . where we get away with parametrizing the surface with just the variables θ. θ2 . x1 = r cos θ1 x2 = r sin θ1 cos θ2 x3 = r sin θ1 sin θ2 cos θ3 . but every corresponding term of the sequence of odd terms is larger than the 3 5 sequence with even terms. Then L/2 = + + + · · · . . .

as well as an expression for the derivative of the function at the negative evens. there are some specific integrals in which the Zeta function makes a very important appear- ance.Additionally. Additionally. ∞ x n−1 ∞ x n−1 e −x ∞ ∞ Z Z Z X dx = = x n−1 e −x e −k x d x 0 ex − 1 0 1 − e −x 0 k=0 ∞ X Z ∞ ∞ X 1 Z ∞ n−1 −(k+1)x = x e dx = n u n−1 e −u d u k=0 0 k=0 (k + 1) 0 = Γ(n)ζ (n) ∞ x n−1 Z A virtually identical sequence of manipulations can be used to show that = Γ(n)η(n). 2n 3n k=1 kn 2 As usual. considering a more general form of the integral allows us to differentiate through the integral sign and produce many more highly useful results: ∞ x n−1 Z ax = a −n Γ(n)ζ (n) 0 e −1 ∞ xnex Z = Γ(n + 1)ζ (n) 0 (e x − 1)2 ∞ xn Z = Γ(n + 1) [ζ (n) − ζ (n + 1)] 0 (e x − 1)2 Although it is beyond the scope of this course to derive (it required a good background in complex analy- sis). 13 . we will find the reflection identity for the zeta function useful. 2(2n + 1)! ζ (−2n − 1) = (−1)n+1 ζ (2n + 2) (2π)2n+2 (2n)! ζ 0 (−2n) = (−1)n ζ (2n + 1) 2(2π)2n From these results. since they trivially exist due to the sine function apparent in this reflection identity. This identity allows us to compute the value of the zeta function for various values that were previously inaccessible. we can pull an expression for the values of the Zeta function at the negative odd integers. Consider the following manipulations. It states that ζ (2s) = 22s π2s−1 sin πsΓ(1 − 2s)ζ (1 − 2s). we can “assign” value of −1/12 to the divergent sum 1 1 + 2 + 3 + 4 + · · · = ζ (−1) = − 12 It turns out that this can actually be a meaningful result in various physical applications. where ex + 1 0 the Dirichlet eta function η(n) is defined as a sort of “alternating” zeta function: 1 1 ∞ (−1)k+1 X  1  η(n) = 1 − + − +··· = = 1 − n−1 ζ (n). it is clear that ζ (−2n) = 0 for positive integers n. For example. The negative even integers are thus known as the trivial zeroes of the zeta function.

Some of these problems will require you to develop your own results to solve. 1. Z ∞ dx Z π/2 Z π/2  1  (a) 2 2 p (b) sec x ln sin x d x (c) csc x − dx 0 x(e x − 1) 0 0 x2 14 . determine if the integral converges and if so. It turns out that the digamma function can be evaluated at all positive rational arguments. For each of the following integrals. Make sure that all your answers are simplified as much as possi- ble by applying the Gamma reflection identity if necessary and by reducing the argument of any Gamma functions to something less than one. see if you can figure out how to sum the following series. With the logic behind (2k)! 2 k=0 this sum in mind. if you persevere. The Digamma function Ψ(z) is defined by Ψ(z) = ln Γ(z) = . Deter- mine Ψ(1/3).6 Problems This selection of problems is intended to both be a source of practice for material from the lecture. It is fairly simple to convince yourself that = e 1 + e −1 = cosh 1. you will undoubtedly gain a much greater understanding of the material and be able to apply it in a wider variety of situations. as well as an invitation to results that I haven’t had time to discuss. 5. 4. some of these problems are very hard. evaluate it. Still. ∞ X 1 ∞ X 1 ∞ X 1 (a) (c) (e) k=0 (2k + 1)! k=0 (3k + 1)! k=0 (4k)! X∞ 1 X∞ 1 X∞ 1 (b) (d) (f) k=0 (3k)! k=0 (3k + 2)! k=0 (4k + 1)! ∞ X From this you should be able to figure out how you would represent the series aq k+ p x q k+ p in k=0 ∞ X terms of the function f (x) = an x n . Evaluate the following integrals. Write a power series expan- Z∞ dz Γ(z) p 3 sion for Ψ(1 + z) and evaluate the integral ln x e −2x d x in terms of the Gamma and Digamma 0 functions. Z∞ Z∞ Z∞ 2 −x x ln x (a) x ln x e d x (d) x cos 2x sin 3x e −5x d x (g) dx 3 0 0 0 x +1 ln x 3 Z 1‚ Œ Z1 Z∞ sin x p (b) p dx (e) d x (h) x 2 x ln (1 − x)2 d x 0 x − 1 0 x  0  Z∞ 2 Z∞ x  1 2 cos x (f) − 4x  dx  (c) p dx 0 2  cosh 2x − 1 e − 2e 2x cos x + 1 0 x cos x ∞ X 1 1€ Š 2. k=0 d Γ0 (z) 3.

and use your results to evaluate the s=1 s following sums. ranging from the basic reflection identities to the prime number theorem. ∞  1 1 ∞ – ™ 1 1 X  X k (a) − (d) (−1) − k=0 3k + 1 3k + 2 k=0 (4k + 1)3 (4k + 3)3 X∞  1 1  X∞ – 1 1 ™ (b) − (e) + k=0 6k + 1 6k + 5 k=0 (12k + 1) 2 (12k + 11)2 ∞ ∞ – ™ 1 1 1 1 X   X k (c) (−1) − (f) + k=0 6k + 1 6k + 5 k=0 (6k + 1)4 (6k + 5)4 7 References If you have found the concepts of series expansions and the Gamma function interesting. Osborne in his Advanced Mathematical Techniques course at TJHSST. fascinating discussion of the Riemann hypothesis – it reads like a gripping mystery novel but the mathematics remains present and clearly exposited. I suggest Julian Havil’s book Gamma: Exploring Euler’s Constant as a very readable exposition of the many different facets of Euler’s γ . I could not be teaching this to you today as I would simply not know these techniques in the first place! For a strong basis in complex analysis. First and foremost. Veech’s A Second Course in Complex Analysis. ξ ) as a logarithm of a infinite product. In other areas. Fourier analysis. there are a number of books that you can check out to learn more about these fascinating subjects . there is no better place to turn than A. Re-express k=−∞ (k + ξ ) s ∞ s X x the sum f (s. Consider f (s. John Derbyshire’s book Prime Obsession is a very well-written. I suggest H. Without that course. for a much more theoretical take on the subject. this lecture is very strongly based on the material taught by Jonathan A. I. the material of which can also be found in the textbook he wrote for the course. 15 . Edward’s Riemann’s Zeta Function as a good advanced text for learning about the developments in theory caused by Riemann’s landmark 1859 paper. And finally. Finally. I suggest Richard A. What dimension d has the hypersphere with maximum volume? And what is that volume? ∞ X 1 7. If the Zeta function and the Riemann hypothesis interest you. condensed version of Markushevich’s text. π/2  ∞ e −x Z p ∞ 1 Z  Z 2 (d) 4 csc x − dx (g) ln x e −x dx (j) p dx 0 x4 0 0 x x π/2  ∞ sin 8x 3 1 Z Z 1 1 Z  (e) csc3 x − − d x (h) 3 dx (k) x ln2 x ln2 (1 − x 2 ) d x 3 2x x 0 x 0 0 1 ln (1 − x) ∞ 3 ∞ x 3 ln x Z cos 8x Z Z (f) dx (i) dx (l) dx 0 x 0 x3 0 (x 4 + 1)3 6. Silverman’s text Introductory Complex Analysis. Advanced Mathematical Techniques: for Scientists and Engineers.and to get a more rigorous background in the material. Markushevich’s work Theory of Functions of a Complex Variable. M. and other topics. ξ ) = for some complex number ξ that is not an integer. Second Edition. For a (significantly!) cheaper. since given the time constraints I had to skim through parts of the proofs. I suggest William A.