ENCYCLOPAEDIA OF MATHEMATICS

Volume 2
ENCYCLOPAEDIA OF MATHEMATICS

Managing Editor

M. Hazewinkel

Scientific Board

J. F. Adamst, S. Albeverio, J. B. Alblas, S. A. Amitsur, I. J. Bakelman, J. W. de Bakker, C.
Bardos, H. Bart, H. Bass, A. Bensoussan, M. Bercovier, M. Berger, E. A. Bergshoeff, L.
Berkovitz, E. Bertint, F. Beukers, A. Beutelspacher, K.-D. Bierstedt, H. P. Boas, J. Bochnak,
H. J. M. Bos, B. L. J. Braaksma, T. P. Branson, D. S. Bridges, A. E. Brouwer, M. G. de Bruin,
R. G. Bums, P. Cameron, H. Capel, P. Cartier, C. Cercignani, J. M. C. Clark, Ph. Clement, A.
M. Cohen, J. W. Cohen, P. Conrad, H. S.M. Coxeter, R. F. Curtain, M. H. A. Davis, M. V.
Dekster, C. Dellacherie, G. van Dijk, H. C. Doets, I. Dolgachev, A. Dress, J. J. Duistermaat, D.
van Dulst, H. van Duyn, H. Dym, A. Dynin, M. L. Eaton, W. Eckhaus, J. Eells, P. van Emde
Boas, H. Engl, G. Eskin, G. Ewald, V. I. Fabrikant, A. Fasano, M. Fliess, R. M. Fossum, B.
Fuchssteinert, G. B. M. van der Geer, R. D. Gill, V. V. Goldberg, J. de Graaf, J. Grasman, P.
A. Griffith, A. W. Grootendorst, L. Gross, P. Gruber, E. J. Hannan, K. P. Hart, G. Heckman,
A. J. Hermans, W. H. Hesselink, C. C. Heyde, K. Hirscht, M. W. Hirsch, K. H. Hofmann, A.
T. de Hoop, P. J. van der Houwen, N. M. Hugenholtz, C. B. Huijsmans, J. R. Isbell, A. Isidori,
E. M. de Jager, D. Johnson, P. T. Johnstone, D. Jungnickel, M.A. Kaashoek, V. Kac, W. L. J.
van der Kallen, D. Kanevsky, Y. Kannai, H. Kaul, M. S. Keane, E. A. de Kerf, W. Klingen-
berg, T. Kloek, J. A. C. Kolk, G. Komen, T. H. Koornwinder, L. Krop, B. Kupershmidt, H. A.
Lauwerier, J. van Leeuwen, J. Lennox, H. W. Lenstra Jr., J. K. Lenstra, H. Lenz, M. Levi, J.
Lindenstrauss, J. H. van Lint, F. Linton, A. Liulevicius, M. Livshits, W. A. J. Luxemburg, R.
M. M. Mattheij, L. G. T. Meertens, P. Mekenkamp, A.R. Meyer, J. van Mill, I. Moerdijk, J.P.
Murre, H. Neunzert, G. Y. Nieuwland, G. J. Olsder, B. 0rsted, F. van Oystaeyen, B. Pareigis,
K. R. Parthasarathy, I. I. Piatetski1-Shapiro, H. G. J. Pijls, N. U. Prabhu, G. B. Preston, E.
Primrose, A. Ramm, C. M. Ringel, J. B. T. M. Roerdink, K. W. Roggenkamp, G. Rozenberg,
W. Rudin, S. N. M. Ruysenaars, A. Salam, A. Salomaa, J.P. M. Schalkwijk, C. L. Scheffer, R.
Schneider, J. A. Schouten, A. Schrijver, F. Schurer, I. A. Segal, J. J. Seidel, A. Shenitzer, V.
Snaith, T. A. Springer, J. H. M. Steenbrink, J.D. Stegeman, F. W. Steutel, P. Stevenhagen, I.
Stewart, R. Stong, L. Streit, K. Stromberg, L. G. Suttorp, D. Tabak, F. Takens, R. J. Takens, N.
M. Temme, S. H. Tijs, B. Trakhtenbrot, L. N. Vaserstein, M. L. J. van de Vel, F. D. Veldkamp,
P: M. B. Vitanyi, N.J. Vlaar, H. A. van der Vorst, J. de Vries, F. Waldhausen, B. Wegner, J. J.
0. 0. Wiegerinck, J. Wiegold, J. C. Willems, J. M. Wills, B. de Wit, S. A. Wouthuysen, S~
Yuzvinski1, L. Zalcman, S.l. Zukhovitzki1
ENCYCLOPAEDIA
OF
MATHEMATICS
Volume 2
Coproduct - Hausdorff- Young Inequalities

An updated and annotated translation of the Soviet
'Mathematical Encyclopaedia'

Springer Science+Business Media, B.V. 1995
This International Edition in 6 volumes is an unabridged reprint of the
original lO-volume hardbound library edition.
(ISBN originallO-volume set: 1-55608-101-7)

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DOI 10.1007/978-1-4899-3795-7

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OriginaHy published by Kluwer Academic Publishers in 1995
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retrieval system, without written permis sion from the copyright owner
COPRODUCI' of a family of objects in a category - A [A2] ADAMEK, J.: Theory of mathematical structures, Reidel, 1983.
concept describing the (categorical analogues of the) AMS 1980 Subject Classification: 18AXX
construction of a direct sum of modules or a discrete
union (bouquet) of sets in the language of morphisms.
Let A;, i e/, be an indexed family of objects in a CoRE IN 1HE 1HEORY OF GAMES - The set of
category 9R. An object S, together with morphisms all non-dominated outcomes, that is, the set C of out-
a;:A;~s. is called the coproduct of the family A;, ie/, comes such that a domination s >- Kc cannot hold for
if for any family of morphisms a;:A;~X, ie/, there any outcomes seS, ceC and coalition KE9t;. One
exists a unique morphism a: S ~x such that a;a =a;, defines in this respect:
i e/. The morphisms a; are called the imbeddings of the 1) The core. The set c(v) of imputations that are not
coproduct; the coproduct is denoted by rr
zer·A;(a;), dominated by any other imputation; the core coincides
rr zer·A;, or S=A!*···*An in case /={1, ... ,n}.
with the set of imputations satisfying ~; esx; ;;;tv(S) for
The morphism a figuring in the definition of the copro- any coalition S. If c(v )7!:: 0 and a von
rr
duct is sometimes denoted by IE Ja; or (* ); Elai. The Neumann- Morgenstern solution (see Solution in game
theory) exists, then c(v) is contained in any von
coproduct of a family of objects is defined uniquely up
to an isomorphism; it is associative and commutative. Neumann- Morgenstern solution.
The coproduct is the dual concept of the product of a 2) The kernel. The set k(v) of individually rational
family of objects in a category. configurations (x, ~)(see Stability in game meory) such
The coproduct of the empty family of objects is the that the following inequality holds for any i, 1 E11 e~:
left zero (initial object) of the category. In an Abelian
category, the coproduct is fcequently called the direct [~e(S, x)-p,~e(S, x)Jxj
,, ft
.;;;;; 0,
sum of the family A;, i e/, and is denoted by ~;er4i• or
A 1 +···+An in case /={1, ... ,n}. In most where e(S, x)=v(~)- ~kesxk and Tu is the set ot' coal-
categories of structured sets, the coproduct of a family itions containing the player i and not containing the
of objects coincides with the free product of the family, player j. The kernel k(v) is contained in an M\-
and as a rule requires special description. Thus, in the bargaining set.
category of groups, the coproduct is the free product of
3) The nucleolus. The minimal imputation n(v) rela-
groups; in the category of modules it is the direct sum
tive to the quasi-order --<. defined on the set of imputa-
of modules; etc.
tions by: x <:,y if and only if the vector
In a category with null morphisms, if S =ITer4;(a;) fJ(x, v)=(81(x, v), ... ,9n(x, v)), where
is a coproduct, there exist uniquely defined m~rphisms
'IT;: S ~A; such that a;'IT; = lA, a;'ITj = 0. In an Abelian 8;(x, v) = max mine(S, x),
category the coproduct and the product of a finite fam- llll=iSeU
ily of objects are one and the same.
lexicographically precedes 9(y, v). The nucleolus n(v)
References
[1] TSALENKO, M.SH. and SHUL'GEiFER, E.G.: Fundamentals of exists and is unique for any game with a non-empty set
category theory, Moscow, 1974 (in Russian). M Sh T. l of imputations. In a cooperative game the nucleolus is
. . sa en k o
contained in the kernel.
Editorial comments. Also in not necessarily Abelian
categories the coproduct of a family of objects is frequently References
[1] VOROB'Ev, N.N.: 'The present state of the theory of games',
called the sum of a family of objects or the direct sum of a Russian Math. Surveys 15, no. 2 (1970), 77-136. (Uspekhi Mat.
family of objects. Often used notations are II;eA• ~;e1A; Nauk 15, no. 2 (1970), 103-107) A./. Sobolev
and $;e1A;.

References
Editorijil comments. The Russian word ('yadro') is the
[A1] PoPESCU, N.: Abelian categories with applications to rings same for all three notions defined above, but these notions
and modules, Acad. Press, 1973. may be distinguished by prefixing with the corresponding

1
CORE IN THE THEORY OF GAMES

English letterr c-yadro' for core, 'k-yadro' for kernel and 'n- m-1
yadro' for nucleolus). These three notions do not share Z =X+~ Q;(X)t;
i=l
many properties.
See [A1], [A7] for core, [A2] for kernel and [A3] for as t~O better than it approximates F(x, t). If X has
nucleolus. (A4], (A5] are general references. (A6] deals also zero expectation and unit variance, then the first terms
with mathematical economics and the role of the concept of
of the expansion (1) have the form
the core of a game in that setting.

References
x = z+(y1h 1(z)]+[y2h2(z)+yih3(z)]+ · · ·.
[A1] BoNDAREVA, O.N.: 'Certain applications of the methods of
linear programming to the theory of cooperative games', Here Yl =~e3 I "2 3 1 2 , Y2 =~e.~ I ~et with the r-th "r
Probl. Kibernet 10 (1963), 119-139 (in Russian). cumulant of X, h 1(z)=H 2(z)l6, h 2 (z)=H 3 (z)l24,
[A2] MAscHLER, M. and DAvis, M.: The kernel of a cooperative h 3(z)=-[2H 3(z)+HJ(z)]l36, and with Hr(z) the
game', Naval Res. Logist. Quart. 12 (1965), 223-259.
[A3] ScHMEIDLER, D.: 'The nucleolus of a characteristic function Hermite polynomials, defined by the relation
game', SIAM J. Appl. Math. 17 (1969), 1163-1170.
[A4] OwEN, G.: Game theory, Acad. Press, 1982.
[A5] Sz£P, J. and FoRGO, F.: Introduction to the theory of games, #_z)H,(z) = (-IY d;;:> (#_z)=clY (z)).
Reidel, 1985.
[A6] RoSENMOI.LER, J.: Cooperative games and markets, North-
Holland, 1981. Concerning expansions for random variables obeying
[A7] SHAPLEY, L.S.: 'On balanced sets and cores', Naval Res. limit laws from the family of Pearson distributions see
Logist. Quart. 14 (1967), 453-460. [3]. See also Random variables, transfonnations of.
AMS 1980 Subject Classification: 90012
References
[1] CORNISH, E.A. and FISHER, R.A.: 'Moments and cumu1ants in
the specification of distributions', Rev. Jnst. Intemat. Statist. 5
CORNISH- FISHER. EXPANSION- An asymptotic (1937), 307-320.
expansion of the quantiles of a distribution (close to [2] KENDALL, M.G. and STuART, A.: The advanced theory of statis-
the normal standard one) in terms of the corresponding tics. Distribution theory, Griffm, 1969.
[3] BoL'SHEV, L.N.: 'Asymptotically Pearson transformations',
quantiles of the standard normal distribution, in Theor. Probab. Appl. 8 (1963), 121-146. (Teor. Veroyatnost. i
powers of a small parameter. It was studied by E.A. Primen. 8 (1963), 129-155) VI p
. . agurova
Cornish and R.A. Fisher [1]. If F(x, t) is a distribution
function depending on t as a parameter, if ~(x) is the Editorial comments. For the methods of using an Edge-
normal distribution function with parameters (0, 1), and worth expansion to obtain (2) (see also Edgeworth series),
if F(x, t)~~(x) as t~O, then, subject to certain see also [A1).
assumptions on F(x, t), the Cornish- Fisher expansion
of the function x =p-I [~(z ), t] (where p-I is the References
function inverse to F) has the form [A1] BICKEL, P.J.: 'Edgeworth expansions in non parametric statis-
tics', Ann. Statist. 2 (1974), 1-20.
m-1 · [A2] JoHNsoN, N.L. and Kon, S.: Distributions in statistics. Con-
X = Z + L S,(z )t; +O(tm), (1) tinuous distributions, 1, Houghten Mifflin, 1970.
r=l
AMS 1980 Subject Classification: 60F05, 62E20,
where the S;(z) are certain polynomials in z. Similarly, 60EXX
one defines the Cornish- Fisher expansion of the func-
tion z =~-· [F(x, t)] (~-· being the function inverse to
~) in powers of x:
CoRNU SPIRAL, c/othoid - A transcendental plane
curve (see Fig.) whose natural equation is
m-1
Z = X+ .}: Q;(X )t; + O(tm), (2)
r
a
=-
i=l
s'
where the Q;(x) are certain polynomials in x. Formula
where r is the radius of curvature, a =const and s is the
(2) is obtained by expanding ~-I in a Taylor series
arc length. It can be parametrized by the Fresnel
about the point ~(x) and using the Edgeworth expan- integrals
sion. Formula (1) is the inversion of (2).
If X is a random variable with distribution function
[sin ~ ds,
2 2
x = [cos ~ ds,
I I

F(x, t), then the variable Z=Z(X)=~- 1 [F(X, t)] is y =
normally distributed with parameters (0, 1), and, as fol-
lows from (2), ~(x) approximates the distribution func- which are well-known in diffraction theory. The spiral
tion of the variable of Cornu touches the horizontal axis at the origin. The

2
CORRELATION

asymptotic points are M 1( y:;;; I 2, y:;;; I 2) and strictly isotropic if W C K( W). Any strictly isotropic
M2(- y:;; 12,- y:;; 12). subspace is a null subspace. A polarity relative to
which the whole space is a null space is called a null (or
y symplectic) polarity (see also Polarity).
Let the projective space IIn(K) over a division ring K
be interpreted as the set of linear subspaces of the (left)
linear space Kn + 1 over K. A semi-bilinear form on
Kn + 1 is a mapping f: Kn + 1 X Kn + 1~K together with
0 an anti-automorphism a of K such that

f(x +y, z) = f(x, z)+ f(y, z),
f(x,y+z) = f(x,y)+f(x,z),
f(kx,y) = kf(x,y),
The spiral of Cornu is sometimes called the spiral of f(x, ky) = f(x,y)a(k).
Euler after L. Euler, who mentioned it first (1744).
Beginning with the works of A. Cornu (1874), the spiral In particular, if K is a field and a= id, then f is a bi-
of Cornu is widely used in the calculation of diffraction linear form. A semi-bilinear form f is called non-
of light. degenerate provided f(x,y)=O for all x (ally) implies
y =0 (x =0, respectively). Any auto-correlation " of
References IIn(K) can be represented with the aid of a non-
[1] JAHNKE, E., EMDE, F. and LoscH, F.: Tafeln hiiheren Funk-
tionen, Teubner, 1966. degenerate semi-bilinear form f in the following way:
D.D. Sokolov for a subspace V of K" + 1 its image is the orthogonal
complement of V with respect to f:
Editorial comments.
References K(V) = {y EKn + 1 : f(x,y)=O for all XE V}
[A1] LAWRENCE, J.D.: A catalog of special plane curve, Dover,
reprint, 1972.
(the Birkhof!- von Neumann theorem, [2]). " is a polar-
AMS 1980 Subject Classification: 53A04 ity if and only iff is reflexive, i.e. if f(x,y)=O implies
f(Y, x)=O. By multiplying fby a suitable element of K
CORRELATION, duality - A bijective mapping " one can bring any reflexive non-degenerate semi-
between projective spaces of the same finite dimension bilinear form f and the corresponding automorphism a
such that SP CSq implies K(Sq)CK(Sp). The image of a in either of the following two forms:
sum of subspaces under a correlation is the intersection 1) a is an involution, i.e. a2 = id, and
of their images and, conversely, the image of an inter-
section is the sum of the images. In particular, the f(y, x) = a(f(x,y)).
image of a point is a hyperplane and vice versa. A
necessary and sufficient condition for the existence of a In this case one calls f symmetric if a= id (and hence
correlation of a projective space Iln(K) over a division necessarily K is a field) and Hermitian if a:f=id.
ring K onto a space IIn(L) over a division ring L is 2) a= id (and hence K is a field) and
that there exists an anti-isomorphism a: K~L, i.e. a
bijective mapping for which a(x +y) = a(x) +a(Y ),
f(y, x) = - f(x,y).
a(xy)=a(Y)a(x); in that case IIn(L) is dual to Iln(K). Such an f is called anti-symmetric.
Examples of spaces with an auto-correlation, i.e. a A special example of a correlation is the following.
correlation onto itself, are the real projective spaces Let IIn(K) be a projective space over a division ring K.
(K =R, a= id), the complex projective spaces (K =C, Define the opposite division ring K 0 as the set of ele-
a: z~Z) and the quaternion projective spaces (K =H, ments of K with the same addition but with multiplica-
a:z~Z).
tion
A polarity is an auto-correlation K satisfying ,(2 = id. xy = yx.
A projective space IIn(K) over a division ring K admits
a polarity if and only if K admits an involutory anti- a: x~x is an anti-isomorphism from K onto K 0 which
automorphism, i.e. an anti-automorphism a with a 2 = id. defines the canonical correlation from Iln(K) onto
A subspace W is called a null subspace relative to an IIn(K 0 ). The (left) projective space Iln(K 0 ), which can
auto-correlation " if PC ~e(P) for any point PEW, and be identified with the right projective space Iln(K)*, i.e.

3
CORRELATION

with the set of linear subspaces of the (n +I)- which is best in the sense that
dimensional right vector space Kn + 1, is the (canonical)
dual space of IIn(K) (cf. Projective algebra, the con-
E(X2-X2f = minE(X2-ciXI-c2f;
c.,c2

struction of IIn). see also Regression. As characteristic correlations
Editorial comments. between several random variables there are the partial
References correlation coefficient and the multiple-correlation coef-
[A1] BAER, R.: Linear algebra and projective geometry, Acad. ficient. For methods for testing independence
Press, 1952. hypotheses and using correlation coefficients to study
[A2] BIRKHOFF, G. and NEUMANN, J. VON: 'The logic of quantum
mechanics', Ann. of Math. 37 (1936), 823-843.
correlation, see Correlation (in statistics).
[A3] Dmuoomffi, J.: La geometrie des groupes classiques, A. V. Prokhorov
Springer, 1963.
[A4] HuGHES, D.R. and PIPER, F.C.: Projective planes, Springer,
AMS 1980 Subject Classification: 62JXX
1972.
CORRELATION FUNCTION of a real stochastic pro-
AMS 1980 Subject Classification: 51A10, 10C05,
cess {X(t): teT} - The function in the arguments
15A63
t, seT defined by
B(t, s) = E[X(t)-EX(t)][X(s)-EX(s)].
CORRELATION COEFFICIENT - A numerical
characteristic of the joint distribution of two random For the correlation function to be defined, it must be
variables, expressing a relationship between them. The assumed that the process X(t) has a finite second
correlation coefficient p=p(Xi> X2 ) for random vari- moment EX(tY for all t e T. The parameter t varies
ables X 1 and X 2 with mathematical expectations here over some subset T of the real line; it is usually
a 1 =EX 1 and a2 =EX2 and non-zero variances interpreted as 'time', though an entirely analogous
or =DX I and 0~ =ox2 is defined by definition is possible for the correlation function of a
stochastic field, where T is a subset of a finite-
p(XI> X 2) = E(X1 -a1XX2 -a2).
dimensional space. If X(t)=[X 1(t), ... ,Xn(t)] is a mul-
O'J 0'2
tivariate stochastic process (stochastic function), then
The correlation coefficient of X 1 and X 2 is simply the its correlation function is defined to be the matrix-
covariance of the normalized variables (X 1 -a!) 1 o1 valued function
and (X2 -a2) I o2. The correlation coefficient is sym-
metric with respect to X 1 and X 2 and is invariant where
B(t, s) = II Bij(t, s) li7.J=l>
under change of the origin and scaling. In all cases Bij(t, s) = E[X;(t)-EX;(t)](Xj(s)-EXj(s)]
-1 os;;pos;; 1. The importance of the correlation coeffi-
is the joint co"elation function of the processes X;(t),
cient as one of the possible measures of dependence is
~(t).
determined by its following properties: I) if X 1 and X 2
The correlation function is an important characteris-
are independent, then p(XI> X2 )=0 (the converse is not
tic of a stochastic process. If X(t) is a Gaussian process,
necessarily true). Random variables for which p=O are
then its correlation function B(t, s) and its mean value
said to be non-correlated. 2) I p I = I if and only if the
EX(t) (i.e. its first and second moments) uniquely
dependence between the random variables is linear:
determine its finite-dimensional distributions; hence
also the process as a whole. In the general case, the
first two moments are known to be insufficient for a
The difficulty of interpreting p as a measure of depen- full description of a stochastic process. For example,
dence is that the equality p=O may be valid for both B(t, s)=e-alt-sl is at one and the same time the
independent and dependent random variables; in the correlation function of a stationary Gaussian Markov
general case, a necessary and sufficient condition for process the trajectories of which are continuous, and
independence is that the maximal correlation coefficient also the correlation function of the so-called telegraph
equals zero. Thus, the correlation coefficient does not signal, a stationary Markov point process taking the
exhaust all types of dependence between random vari- two values +I. However, the correlation function does
ables and it is a measure of linear dependence only. determine several important properties of a process: the
The degree of this linear dependence is characterized as so-called second-order properties (i.e. properties
follows: The random variable expressed in terms of second moments). In view of this,
A O"z
and also because of their relative simplicity, correlation
X2 = p-(X 1-a 1)+a 2 methods are frequently employed both in the theory of
O'J
stochastic processes and in its statistical applications
gives a linear representation of X 2 in terms of X 1 (see Correlogram).

4
CORRELATION FUNCTION IN STATISTICAL MECHANICS

The rate and nature of decrease of the correlations as [3] GIKHMAN, 1.1. and SKOROKHOD, A.V.: Introduction to the
I t - s I~ oo provides an idea of the ergodic properties theory of stochastic processes, Saunders, 1969 (translated from
the Russian).
of a process. Conditions relating to the rate of A.S. Kholevo
decrease of correlations, in some form or another, AMS 1980 Subject Classification: 62JXX
appear in limit theorems for stochastic processes. Local
second-order properties, such as mean-square CORRELATION FUNCDON IN SfATISTICAL
continuity and differentiability, provide a useful - MECHANICS - A function describing the influence of
though extremely crude - characteristic of the local particles or groups of particles on one another and the
behaviour of a process. The properties of the trajec- effects due to the interaction of subsystems of the sys-
tories in terms of the correlation function have been tem under consideration.
investigated to a considerable degree in the Gaussian In classical statistical mechanics, the correlation
case (see Sample function). One of the most complete functions G2 (1, 2), G3 (1, 2, 3), ... , are defined by the
branches of the theory of stochastic processes is the relations
theory of linear extrapolation and filtration, which F2(1, 2) = F 1(l)F 1(2)+G2(1, 2),
yields optimal linear algorithms for the prediction and F3(1, 2, 3) = Ft(l)Ft(2)Ft(3)+Ft(1)G2(2, 3)+
approximation of stochastic processes; this theory is
+Ft(2)G2(1, 3)+Ft(3)G2(1, 2)+63(1, 2, 3), ... ,
based on a knowledge of the correlation function.
A characteristic property of the correlation function where the symbols .1, 2, ... , in the arguments of the
is the fact that it is positive definite: functions denote the sets of coordinates r and momenta
n p of the 1-st, 2-nd, ... , particles, respectively, and
~ C;SB(t;, tj) ;;;;, 0, Fs(l, ... ,s) are the reduced distribution functions
i,j=l

for any n, any complex ci, ... , en and any F,(1, ... ,s) =V [ 1- ~] · ..
t I , ... , tn E T. In the most important case of a station-
ary process in the broad sense, B(t, s) depends (only) .. . [ 1- s; 1 ) j D1 d(s + 1) .. · dN,
on the difference between the arguments:
B(t, s)=R(t-s). The condition that it be positive where V is the volume of the system, N is the number
definite then becomes of particles and the D1 = D1(1, ... , N) are the distribu-
n
tion functions in the phase space at time t, normalized
~ C;SR(t;-tj);;;;, 0.
so that
i,j=l
jD,(l, ... ,N)d1 · · · dN = 1.
If R(t) is also continuous at t =0 (in other words, the
process X(t) is mean-square continuous), then The variation of D1 in time is characterized by the

R(t) = j eit>. F(d'A),
Liouville equation aD, at
I =AD,, where A represents
the Liouville operator, which is not explicitly dependent
where F(dA.) is a positive finite measure; here A. runs on time. One usually considers the case in which A is
over the entire real line if T = ( - oo, oo) (the case of the sum of an additive part and a binary part charac-
'continuous time'), or over the interval [-'IT, 'IT] if terizing the interactions of the particles:
T= {... , -1, 0, 1, ... } (the case of 'discrete time'). A= ~ A(j)+ ~ A(jt>h).
The measure F(dA.) is known as the spectral measure of l.;.j.;.N I.;.j,<}2.;.N

the stochastic process. Thus, the correlation and spec- According to the principle of correlation damping, the
tral properties of a stationary stochastic process prove correlation functions satisfy the boundary conditions
to be closely related; for example, the rate of decrease Gs(l, . .. ,s)~O as
in correlations as t~oo corresponds to the degree of max{ I ri-r21• ... , I ri-rs I, ... , I fs-1-rs I }~oo.
smoothness of the spectral density j(A.)=F(dA.) IdA., The correlation functions
etc. G 1(l)=F 1(l),G 2 (1,2), ... ,Gs(l, ... ,s) are the func-

l
In statistical mechanics, the term is also used for the tional derivatives,
joint probability density p(x I> .•• , Xm) of m distinct
c5'A 1(u)
particles of the system under consideration placed at G,(l, ... ,s) = [ c5u(1)6u(2) ... 6u(s) u=O·
points xI, ... , Xm; the totality of these functions
uniquely determines the corresponding discrete stochas- of a functional A1(u) which is related to the so-called
tic field. generating functional

References
[1] DooB, J.L.: Stochastic processes, Chapman and Hall, 1953.
[2) Lo~VE, M.: Probability theory, Princeton Univ. Press, 1963.
ft,(u) f{ [I+ ;uv>]}D,d1···dN
= IT I.;.j<.N

5
CORRELATION FUNCTION IN STATISTICAL MECHANICS

by the relation Lr(u) = eA,(uJ. (9] PREsTON, C.J.: Gibbs states on countable sets, Cambridge Univ.
Press, 1974. AN. . E rmz·tov
The functional A,(u) satisfies the equation
A.M. Kurbatov
aA,(u) = ju(l)A(l) M,(u) dl + AMS 1980 Subject Classification: 82A05, 82A15
at 8u(l)
CORRELATION (IN STATISTICS)- A dependence
+ ~ J{u(l)u(2)+ + ~u(l)+ ~u(2)}A(l, 2) between random variables not necessarily expressed by
a rigorous functional relationship. Unlike functional
8A,(u) 8A 1(u) + 82A,(u) }dl d 2 dependence, a correlation is, as a rule, considered when
{
8u(l) 8u(2) 8u(l)8u(2) · one of the random variables depends not only on the
In quantum statistical mechanics, the correlation other (given) one, but also on several random factors.
functions are operator quantities, defined as follows: The dependence between two random events is mani-
fested in the fact that the conditional probability of one
F 2(1,2) = S(l,2){Ft(l)Ft(2)}+G2(1,2), (*) of them, given the occurrence of the other, differs from
F 3(1,2,3) = S(l,2,3}{Ft(l)Ft(2)Ft(3)}+ the unconditional probability. Similarly, the influence
of one random variable on another is characterized by
+ ~ S(l, 2, 3){F 1(l)G 2(2, 3)+ Ft(2)G2(1, 3)+ the conditional distributions of one of them, given fixed
+F 1(3)G2(1,2)}+G3(1,2,3), ... ,
values of the other. Let X and Y be random variables
with given joint distribution, let mx and my be the
where S(l, 2), S(l, 2, 3) are the symmetrization opera- expectations of X and Y, let o~ and a~ be the vari-
tor for Bose systems and the anti-symmetrization ances of X and Y, and let p be the correlation coeffi-
operator for Fermi systems. The correlation functions cient of X and Y. Assume that for every possible value
(*), forming the density matrix, satisfy the quantum- X= x the conditional mathematical expectation
mechanical Liouville equation (see [2]). y(x) = E[ Y IX= x] of Y is defined; then the function
In quantum statistical mechanics, besides the correla- y(x) is known as the regression of Y given X, and its
tion function (*) one considers correlation functions graph is the regression curve of Y given X. The depen-
based on conventional thermodynamical averages (see dence of Y on X is manifested in the variation of the
[3]), and correlation functions based on quasi-averages mean values of Y as X varies, although for each fixed
(see [3]). value X= x, Y remains a random variable with a well-
Bilinear combinations of correlation functions (both defined spread. In order to determine to what degree of
quantum-mechanical and classical) yield the Green accuracy the regression reproduces the variation of Y as
functions (see [5]). Correlation functions possess spec- X varies, one uses the conditional variance of Y for a
tral representations; they satisfy the Bogolyubov ine- given X=x or its mean value (a measure of the spread
quality and a variation of the mean-value theorem (see of Y about the regression curve):
[4]).
Correlation functions corresponding to the Kirkwood ol1x = E(Y-E(YjX=x)f.
decomposition are sometimes used (see [6]); another If X and Y are independent, then all conditional
version is a space-time correlation function (see [8]). mathematical expectations of Y are independent of x
Correlation functions may be interpreted as charac- and coincide with the unconditional expectations:
teristic functions of probability measures (see [9]). y(x)=my; and then also a~ 1 x=a~. When Y is a func-
References tion of X in the strict sense of the word, then for each
[1] BoGoLYUBOV, N.N.: Problems in the dynamic theory in statisti- X= x the variable Y takes only one definite value and
cal mechanics, Moscow, 1946 (in Russian). a~1x=O. Similarly one defines x(y)=E[XI Y=y] (the
(2] BoGoLYUBOV, N.N. and GUROV, K.P.: Zh. Eksp. i Teoret.
regression of X given Y ). A natural index of the con-
Fiziki 17, no. 7 (1947), 614-628.
[3) BoGoLYUBOV, N.N.: Selected works, 3, Kiev, 1971 (in Rus- centration of the distribution near the regression curve
sian). y(x) is the correlation ratio
[4] BoGoLYUBOV, N.N., JR. and SADOVNIKOV, B.l.: Some questions 2
2 - O'ylx
in statistical mechanics, Moscow, 1975 (in Russian). 71Yix-l- 2 •
O'y
(5) BoGoLYUBOV, N.N. and TYABLIKOV, S.B.: Dokl. Akad. Nauk
SSSR 159, no. I (1959), 53-56. One has 11~ 1x = 0 if and only if the regression has the
[6] LIBOV, R.: Introduction to the theory of kinetic equations, Wiley,
formy(x)=my, and in that case the correlation coeffi-
1969.
[7] lsiHARA, A.: Statistical physics, Acad. Press, 1971. cient p vanishes and Y is not correlated with X. If the
[8] RUELLE, D.: Statistical mechanics: rigorous results, Benjamin, regression of Y given X is linear, i.e. the regression
1974. curve is the straight line

6
CORRELATION (IN STATISTICS)

ay investigation may consist in establishing the concrete
y(x) = my+p-(x-mx),
ax form of the dependence between the variables (see
then Regression).
a~IX = a~(l-p'l) and 'II~IX = p2 ; Among the aids to analysis of two-dimensional sam-
if, moreover, I pI= 1, then Y is related to X through ple data are the scatter plot and the correlation table.
an exact linear dependence; but if 1J~ 1 x=p2 <1, there The scatter plot is obtained by plotting the sample
is no functional dependence between Y and X. There points on the coordinate plane. Examination of the
is an exact functional dependence of Y on X, other configuration formed by the points of the scatter plot
than a linear one, if and only if p2 <11~1x= 1. With yields a preliminary idea of the type of dependence
rare exceptions, the practical use of the correlation between the random variables (e.g. whether one of the
coefficient as a measure of the lack of dependence is variables increases or decreases on the average as the
justifiable only when the joint distribution of X and Y other increases). Prior to numerical processing, the
is normal (or close to normal), since in that case p = 0 results are usually grouped and presented in the form
implies that X and Y are independent. Use of p as a of a correlation table. In each entry of this table one
measure of dependence for arbitrary random variables writes the number niJ of pairs (x, y) with components
X and Y frequently leads to erroneous conclusions, in the appropriate grouping intervals. Assuming that
since p may vanish even when a functional dependence the grouping intervals (in each of the variables) are
exists. If the joint distribution of X and Y is normal, equal in length, one takes the centres x; (or y;) of the
then both regression curves are straight lines and p intervals and the numbers niJ as the basis for calcula-
uniquely determines the concentration of the distribu- tion.
tion near the regression curves: When I p I= 1 the For more accurate information about the nature and
regression curves merge into one, corresponding to strength of the relationship than that provided by the
linear dependence between X and Y; when p =0 one scatter plot, one turns to the correlation coefficient and
has independence. correlation ratio. The sample correlation coefficient is
When studying the interdependence of several ran- defined by the formula
dom variables X 1, ••• , Xn with a given joint distribu-
LL(X; - x)(yj-Y>nu
tion, one uses multiple and partial correlation ratios p = j j
and coefficients. The latter are evaluated using the ordi-
nary correlation coefficients between X; and ~· the
v~n;.(x;-x? V"'fn)yj-yY'
totality of which form the correlation matrix. A meas- where
ure of the linear relationship between X 1 and the total- n;. = Lnu, n) = ~nu
j j
ity of the other variables X2 , ••• ,Xn is provided by and
the multiple-correlation coefficient. If the mutual rela- Ln;.X; Ln·jYj
tionship of X 1 and X 2 is assumed to be determined by :X = _;__ ' y = _j__.
n n
the influence of the other variables X 3 , ••• , Xn, then
In the case of a large number of independent obser-
the partial correlation coefficient of X 1 and X 2 with
vations, governed by one and the same near-normal
respect to X 3 , ••• , Xn is an index of the linear rela-
distribution, p is a good approximation to the true
tionship between X 1 and X 2 relative to X 3, •.. , Xn.
correlation coefficient p. In all other cases, as charac-
For measures of correlation based on rank statistics
teristic of strength of the relationship the correlation
(cf. Rank statistic) see Kendall coefficient of rank corre-
ratio is recommended, the interpretation of which is
lation; Spearman coefficient of rank correlation.
independent of the type of dependence being studied.
Mathematical statisticians have developed methods
The sample value ~~ 1x is computed from the entries in
for estimating coefficients that characterize the correla-
the correlation table:
tion between random variables or tests; there are also
methods to test hypotheses concerning their values,
using their sampling analogues. These methods are col-
lectively known as correlation analysis. Correlation l ~n-j{yj -'j)2'
analysis of statistical data consists of the following n j

basic practical steps: 1) the construction of a scatter where the numerator represents the spread of the con-
plot and the compilation of a correlation table; 2) the ditional mean values y; about the unconditional mean y
computation of sampling correlation ratios or correla- (the sample value ~lF is defined analogously). The
tion coefficients; 3) testing statistical hypothesis con- quantity ~~ 1 x- p2 is used as an indicator of the devia-
cerning the significance of the dependence. Further tion of the regression from linearity.

7
CORRELATION (IN STATISTICS)

The testing of hypotheses concerning the significance
11~1x =I-E [ D(YIX)]
DY ,
of a relationship are based on the distributions of the
sample correlation characteristics. In the case of a nor- where DY is the variance of Y, D(YI X) is the condi-
mal distribution, the value of the sample correlation tional variance of Y given X, which characterizes the
coefficient pis significantly distinct from zero if

rl•
spread of Y about its conditional mathematical expec-

(pi> [I+ n~2 tation E(Y 1X) for a given value of X. Invariably,
0~11t1x~l. The equality 11t1x=O corresponds to
where t a is the critical value of the Student !- non-correlated random variables; 11t 1x = 1 if and only
if there is an exact functional relationship between Y
distribution with (n- 2) degrees of freedom correspond-
and X; if Y is linearly dependent on X, the correlation
ing to the chosen significance level a. If p=f.O one usu-
ratio coincides with the squared correlation coefficient.
ally uses the Fisher z-transform, with p replaced by z
The correlation ratio is non-symmetric in X and Y, and
according to the formula
so, together with 'IJlriX• one considers 11i-1 y (the correla-
z = l~n[I+~]-
2 I-p
tion ratio of X relative to Y, defined analogously).
There is no simple relationship between 11t 1x and 'IJi 1y.
Even at relatively small values n the distribution of z is See also Correlation (in statistics).
A. V. Prokhorov
a good approximation to the normal distribution with
mathematical expectation AMS 1980 Subject Classification: 62JXX

llnl.±£.+ p CORitELOGRAM of a time series x 1, ••• , xT - The
2 I-p 2(n-I)
set of serial (sample) correlation coefficients
and variance 1I (n- 3). On this basis one can now I T-r _ _
define approximate confidence intervals for the true - T ~(x,-xXxs+r-x)
-1 s=l
correlation coefficient p. r1 = ----':...._.:..-----,
I T
t=I, ... ,T-1,
For the distribution of the sample correlation ratio - ~(x.-xi
T•=I
and for tests of the linearity hypothesis for the regres-
sion, see [3]. where x is the sample mean of the series, i.e.
- } T
References x = T~x •.
[I] CRAMER, H.: Mathematical methods of statistics, Princeton s=l
Univ. Press, 1946.
(2] WAERDEN, B.L. VANDER: Mathematische Statistik, Springer, The term correlogram is sometimes applied to the
1957. graph of r1 as a function oft. It is an empirical measure
[3] KENDALL, M.G. and STUART, A.: The advanced theory of statis- of the statistical interdependence of the terms of the
tics, 2. Inference and relationship, Griffm, 1979.
[4] AIVAZYAN, S.A.: Statistical study of dependence, Moscow, 1968 sequence {xt}. In time-series analysis, the correlogram
(in Russian). A V. p kh is used for statistical inferences concerning a probabil-
. . ro orov
ity model suggested for the description and explanation
AMS 1980 Subject Classification: 62JXX of an observed sequence of data.
The term theoretical correlogram is sometimes used
CORRELATION MATRIX - The matrix of correla- for the normalized correlation function of a (stationary)
tion coefficients of several random variables. If random sequence {X;}:
X~o ... ,Xn are random variables with non-zero vari-
cov(X., Xs+r)
ances aT, ... ,a~, then the matrix entries Pu (i=fj) are p1 = D(X.) ,t=I,2, ... ,
equal to the correlation coefficients (cf. Correlation
coefficient) p(X;, Xj); for i = j the element is defined to where
be 1. The properties of the correlation matrix P are cov(X.,Xs+r) = E(X,-EX.)(X-+ 1 -EXs+r)
determined by the properties o~ the covariance matrix is the covariance of the random variables Xs, Xs+t• and
~. by virtue of the relation ~=BPB, where B is the D(Xs) is the variance of the random variable Xs. If {xt}
diagonal matrix with (diagonal) entries a" ... ,an. is regarded as a realization of the random sequence
A. V. Prokhorov { X1 }, then, under fairly general assumptions, the sam-
AMS 1980 Subject Classification: 62JXX ple correlogram {r1 } gives consistent and asymptoti-
cally normal estimators for the theoretical correlogram
CORRELATION RATIO - A characteristic of depen- {pt} (see [3]).
dence between random variables. The correlation ratio From a mathematical point of view, the descriptions
of a random variable Y relative to a random variable X of a stationary random sequence in correlation and
is the expression spectral terms are equivalent; in the statistical analysis

8
CORRESPONDENCE

of time series, however, the correlation and spectral respectively, and the intersection of the a-th row with
approaches have different fields of application, depend- the b-th column contains 1 if (a, b)ER, and 0 other-
ing on the initial material and the final aim of the wise. Conversely, every (n Xm)-matrix consisting of
analysis. Whereas spectral analysis gives one an idea of zeros and ones describes a unique correspondence
the existence and intensities of periodic components in between A and B. In the graphical representation, the
a time series, correlation methods are more convenient elements of A and B are represented by points in the
when one is investigating statistical relationships plane. These points are usually denoted by the same
between consecutive values of the observed data. In sta- symbols as the corresponding elements. Then a and b
tistical practice, methods based on the correlogram are are connected by an arrow (arc) from a to b if
usually employed when there are grounds to postulate a (a, b)ER. Thus, the correspondence is represented by
fairly simple stochastic model (auto-regression, moving an oriented graph.
averages or a mixed model with auto-regression and The set of all correspondences between two sets A
moving averages of relatively low orders) generating the and B forms a complete Boolean algebra the zero of
given time series (e.g. in econometrics). In such models, which is the empty correspondence and the identity of
the theoretical correlogram {p1 } possesses special pro- which is the so-called complete correspondence, consist-
perties (it vanishes for all sufficiently large t-values in ing of all pairs (a, b), a EA, b EB. Let R CA X B. The
the moving-averages model; in auto-regression models set
DomR = {aeA: 3b(a,b)ER}
it decreases exponentially with possible oscillation). The
presence of one such property in the sample correlo- is called the domain of definition of R, and the set
gram may serve as an indication for a certain hypothet- RanR = {beB: 3a(a,b)eR}
ical probability model. In order to check for goodness-
is called the range, or image, of R. The correspondence
of-fit and to estimate the parameters of the selected
R is everywhere defined if DomR =A, and surjective if
model, statistical methods have been developed based
RanR =B. For every a EA the set
on the distributions of the serial correlation coefficients.
References ImR a = {beB: (a, b)eR}
[I] ANDERSON, T.W.: The statistical analysis of time series, Wiley,
is called the image of a with respect toR, and for every
1971.
[2) KENDALL, M.G. and STUART, A.: The advanced theory of statis- bEB, the set
tics, 3. Design and analysis, Griffin, 1966. CoimRb = {aeA: (a,b)eR}
[3) HANNAN, E.J.: Multiple time series, Wiley, 1970.
A. S. Kholevo is called the co-image (or pre-image) of b with respect to
R. Then
AMS 1980 Subject Classification: 62M1 0
DomR = U CoimR b, RanR = U lmR a.
CoRRESPONDENCE, relation - A generalization of beB aeA

the notion of a binary relation (usually) between two Any correspondence R establishes a Galois
sets or mathematical structures of the same type. correspondence between the subsets of A and those of
Correspondences are widely used in mathematics and B. Namely, to any subset X CA, one assigns the subset
also in various applied disciplines, such as theoretical u
x' = aEXImR a e;B. Together with the dual
programming, graph theory, systems theory, and correspondence S, which assigns to every Y CB the set
mathematical linguistics. y' = U beYCoimR b, the Galois correspondence defines
A correspondence between two sets A and B is any a closure operator on both A and B.
subset R of the Cartesian product A XB. In other The inverse or involution R •, or R -I, of a
words, a correspondence between A and B consists of correspondence (R, A, B) is defined by the equation
certain ordered pairs (a, b), where a EA and b EB. As a
rule, a correspondence is denoted by a triple (R, A, B) R# = {(b,a): (a,b)eR}.
and one may write aRb or R(a, b) in place of (a, b)ER. This establishes a bijection between the correspondence
Instead of 'correspondence' the term 'binary relation', (R, A, B) and (R #, B, A), which is an isomorphism of
or 'relation' is sometimes used (in the general case Boolean algebras. Given two correspondences (R, A, B)
where A and B need not coincide). and (S, B~ C), their product or composite is given by
For finite sets, the matrix and graphical representa-
tions of a correspondence are commonly used. Suppose
(RS,A,C) = {(a,c): 3b(a,b)eR/\(b,c)eS}.
that A and B have n and m elements, respectively, and Multiplication of correspondences is associative, and
let (R, A, B) be some correspondence. One cart describe its identities are the diagonal binary relations. More-
this by using an n X m matrix the rows and columns of over, (RS)#=S#R#, and R 1 CR 2 implies that
which are labelled with the elements of A and B, Rf CRf. Therefore the correspondences between a

9
CORRESPONDENCE

family of sets form an ordered category with involution. 1
Multiplication and involution enable one to express the
y = cosecx = -.-;
smx
properties of correspondences in terms of algebraic other notations are cscx, coscx. The domain of defin-
relations. For example, a correspondence (R, A, B) is ition is the entire real line with the exception of the
everywhere defined if RR# ;:JEA (EA. is the diagonal of points with abscissas
A), and R is functional, that is, it is the graph of a func-
tion from A into B, if RR# ;:JEA and R# R CEB.
x = 'ITn, n=O, +1, ±2, ....

For any correspondence R, there are functional The cosecant is an unbounded odd periodic function
correspondences F and G such that R =F# G. More- (with period 2'1T). Its derivative is:
over, R c;,RR # R. Any difunctional correspondence (cosecx)' cosx- = -cotgx
= - -.- cosec x.
induces equivalence relations on the domain and on the sm2 x
image whose quotient sets have the same cardinality. The integral of the cosecant is:
This only holds for difunctional correspondences.
Let ~ be a class of mathematical structures of the Jcosecxdx =In ltg ~ j+c.
same type that is closed under finite Cartesian pro-
ducts. By a correspondence between two structures The series expansion is:
A, BE~, one means a substructure R of A XB. Thus 1 x 1x 3 31x 5
cosecx = -;+6+ 360 + 15120 + · · ·' O< I xI <'IT.
one has group correspondences, module correspon-
dences, ring correspondences, and others. Such Yu.A. Gor'kov
correspondences often have useful descriptions of their Editorial comments. See also Sine.
structure. For example, let A and B be groups and let
AMS 1980 Subject Classification: 33A 10, 26A09
R be a subgroup of the direct product A XB. The sets
KerR= {aeA: (a,b)eR}, JR = {beB: (l,b)eR} CosET IN A GROUP G by a subgroup H ifrom the
are called the kernel and the indeterminacy of R, respec- left) - A set of elements of G of the form
tively. KerR is a normal subgroup of DomR, IR is a aH = {ah: heH},
normal subgroup of Ran R, and the quotient groups
where a is some fixed element of G. This coset is also
(DomR) jKer R and (RanR) I IR are isomorphic. It
called the left coset by H in G defined by a. Every left
follows, in particular that all group correspondences are
difunctional.
coset is determined by any of its elements. aH H if =
and only if aEH. For all a, bEG the cosets aH and bH
References are either equal or disjoint. Thus, G decomposes into
[I] KUROSH, A.G.: Lectures on general algebra, Chelsea, 1963
(translated from the Russian).
pairwise disjoint left cosets by H; this decomposition is
[2] MAL'TSEV, A.l.: Algebraic systems, Springer, 1973 (translated called the left decomposition of G with respect to H.
from the Russian). Similarly one defines right cosets (as sets Ha, aEG) and
(3] CALENKO, M.S. (M.SH. TSALENKO]: 'Classification of also the right decomposition of G with respect to H.
correspondence categories and types of regularities for
categories', Trans. Moscow Math. Soc. 1 (1982), 239-282. These decompositions consist of the same number of
(Trudy Moskov. Mat. Obshch. 41 (1980), 241-285) cosets (in the infinite case, their cardinalities are equal).
M.Sh. Tsalenko This number (cardinality) is called the index of the sub-
Editorial comments. In algebraic geometry correspon- group H in G. For normal subgroups, the left and right
dences are used widely, [A1], Chapt. 2, 3. They are decompositions coincide, and in this case one simply
defined as the following slightly more technical concept. A speaks of the decomposition of a group with respect to a
correspondence Z between two (projective) varieties X and normal subgroup.
Y is defined by a closed algebraic subset zcxx Y. It is O.A. lvanova
said to be a rational mapping if Z is irreducible and there Editorial comments. See also Normal subgroup.
exists a Zariski-open subset X0 ex such that each xeX0 is AMS 1980 Subject Classification: 20A05
related by Z to one and only one point of Y (i.e.
card lmz(x)= 1). The correspondence Z is said to be a bira-
COSINE - One of the trigonometric functions:
tional mapping if both Z and Z# are rational mappings.
References y = cosx.
[A1] MUMFORD, D.: Algebraic geometry 1: Complex projective Its domain of definition is the entire real line; its range
varieties, Springer, 1976.
of values is the closed interval [ -1, 1]; the cosine is an
AMS 1980 Subject Classification: 04A05, 14E1 0 even periodic function (with period 2'1T). The cosine and
the sine are related via the formula
CosECANT - One of the trigonometric functions: sin2 x +cos2 x = 1.

10
COSMOLOGICAL CONSTANT

The cosine and the secant are related via the formula Editorial comments. More on the function en u, e.g.
l derivatives, evenness, behaviour on the real line, etc. can
COSX = --.
secx be found in [A1].

The derivative of the cosine is: References
[A1] MARKuSHEVICH, A.I.: Theory of functions of a complex vari-
(cosx)' = -sinx. able, 3, Chelsea, 1977 (translated from the Russian).
The integral of the cosine is: AMS 1980 Subject Classification: 33A25
Jcosxdx = sinx+C.
COSINE, HYPERBOLIC - See Hyperbolic functions.
The series expansion is:
AMS 1980 Subject Classification: 33A10
x2 x4
cosx = 1 -2!- +4!- - · · · -oo<x<oo.
COSINE THEOREM - The square of a side of a tri-
The inverse function is the arccosine. angle is equal to the sum of the squares of the other
The cosine and sine of a complex argument z are two sides, minus double the product of the latter two
related to the exponential function by Euler's formula: sides and the cosine of the angle between them:
eiz = cosz +i sinz. c2 = a 2 +b 2 -2abcosC
If xis a real number, then Here a, b, c are the sides of the triangle and C is the
angle between a and b.
cosx = Yu.A. Gor'kov
AMS 1980 Subject Classification: 51 N10
If z =ix (a purely imaginary number), then

COSMOLOGICAL CONSI'ANT- A physical constant
characterizing the properties of vacuum, sometimes
where cosh x is the hyperbolic cosine.
Yu.A. Gor'kov introduced in the general theory of relativity. Einstein's
Editorial comments. A geometric interpretation of the equations (cf. Einstein equations) including the cosmo-
cosine of an argument (angle) !p is as follows. Consider the logical constant are
unit circle T in the (complex) plane with origin 0. Let !p I 81rG
denote the angle between the radius (thought of as varying) R'l-lg'lR = 71i1 +Ag,1,
and the positive x-axis. Then cos!p is equal to the (signed)
distance from the point ei+ on T corresponding to !p to thE where A is the cosmological constant, g;j is the metric
x-axis. See also Sine. tensor, R;j is the Ricci tensor, R is the curvature of
References space, Tij is the energy-momentum tensor, c is the
(1] MARKusHEVIcH, A.l.: Theory of functions of a complex vari- speed of light, and G is the gravitational constant.
able, 1, Chelsea, 1977 (translated from the Russian). These equations are the Lagrange equations for the
AMS 1980 Subject Classification: 33A10, 26A09 action
J
c3 G (R+2A)dV,
S =So- 1617
CosiNE AMPLITUDE, elliptic cosine - One of the
three basic Jacobi elliptic functions, denoted by where S 0 is the action for matter and V denotes four-
cnu = cn(u, k) = cosamu. dimensional volume. A. Einstein introduced the cosmo-
logical constant in the general theory of relativity [1] in
The cosine amplitude is expressible in terms of the
order to ensure that the equations of the gravitational
Weierstrass sigma-functions, the Jacobi theta-functions
field admit a spatially homogeneous static solution (the
or a power series, as follows:
so-called Einstein cosmological model). However, since
a 1(u) 8o(0)8z(v) the advent of Friedmann's evolutionary cosmological
cnu = cn(u, k) = a3(u) = 8z(0)8o(v) =
model and its experimental verification, the fact that
6
2
= 1-.!!_+(1+4k
4
2 ).!!_-(1+44k 2 +16k 4 ).!!_+ ... , the original Einstein equations have no such solution is
2! 4! 6!. not considered a defect of the theory. There are no
where k is the modulus of the elliptic function, reliable indications that the cosmological constant is
OE;;;kE;;;l; v=u j2<N, and 2<N='1TIJ~(O). For k=O, 1 one distinct from zero. However, the existence of a suffi-
has, respectively, en(u, 0) =cos u, cn(u, 1) = 1 I cosh u. ciently small cosmological constant
( 1A 1 EO;; 10- 55 em- 2 ) does not contradict the observed
References
(1] HURWITZ, A.. and CoURANT, R: Vorlesungen iiber allgemeine data or general physical principles.
Funktionentheorie und elliptische Funktionen, 2, Springer, 1964, The existence of a cosmological constant may essen-
Chapt. 3. E.D. So/omentsev tially modify certain steps in the evolution of the most

11
COSMOLOGICAL CONSTANT

widespread cosmological models (see [2], Chapt. 4). In cal systems may also be categorized as cosmological
this connection, it has been proposed that cosmological models: the Ptolemaic system, the Copernican system,
models with a cosmological constant should be utilized etc. Modem cosmological models enable one to concen-
to explain certain properties of the distribution of qua- trate attention on essential details by introducing the
sars (see [3], [4], (5]). concept of averaging physical properties over a physi-
The term Ag;j in the gravitational field equations cally large volume. The averaged values are assumed to
may be incorporated in the energy-momentum tensor be continuous and (usually) many times differentiable.
of vacuum (see (2]). In this case, vacuum has energy That this averaging operation is possible is not self-
density £ = c4 A I 8'1TG and pressure p = - c4 A I 8'1TG, evident. One can imagine a hierarchical model of the
corresponding to the state equation p = -£. In a theory Universe, in which there exist qualitatively distinct
with a cosmological constant the properties of vacuum objects of ever-increasing scales. However, the available
already appear in the non-relativistic approximation. observational data do not match a model of this type.
Thus, the gravitational potential of a point mass in a As yet, the averaging procedure for general-
theory with a cosmological constant is (see [6], Chapt. relativistic cosmological models lacks an adequate

-<r-7-!
16) mathematical basis. The difficulty is here that different
cp = r2c2. 'microstates', which yield the same cosmological model
The term Ag;j is invariant under transformations of the when averaged,, constitute distinct pseudo-Riemannian
local Lorentz group, corresponding to the principle of manifolds, possibly even possessing distinct topological
Lorentz-invariance of vacuum in quantum field theory. structures (see also Geometro-dynamics).
The concept of the cosmological constant as an index The physical basis for general-relativistic cosmological
of the energy density and pressure of vacuum makes it models is Einstein's general relativity theory (sometimes
possible, in principle, to relate the concept of a cosmo- including the version with a cosmological constant; see
logical constant with the concepts of quantum field Relativity theory). The mathematical form of general-
theory. There are various formulas that Jirik the value relativistic cosmological models is the global geometry
of the cosmological constant to the fundamental physi- of pseudo-Riemannian manifolds. It is assumed that
cal constants and the age of the Universe (see [2], the topological structure of the manifold must be
Chapt. 24). predicted theoretically. The choice of a specific topolog-
ical structure for a cosmological model is complicated
References by the fact that models having different topologies and
[1] EINSTEIN, A.: Sitzungsber. K Preuss. Akml. Wissenschaft.
(1917), 142-152. different global properties may be locally isometric.
[2] ZEL'DOVICH, YA.B. and NoviKOV, I.D.: Structure and evolution One method for solving this problem is to advance
of the universe, Vol. 2. Relativistic astrophysics, 1983 additional postulates, which either follow from general
(translated from the Russian).
[3] PETRosiAN, V., SALPETER, E. and SZEKERES, P.: Astrophys. J. theoretical considerations (such as the causality princi-
147 (1967), 1222-1226. ple), or are experimental facts (e.g. the postulate in [I],
[4] SHnovSKii, I.S.: A,stron. Tsirkulyar 429 (1967). Vol. 2, Chapt. 24, follows from CP-violation). The con-
[5] KAIIDASHEV, N.S.: Astron. Tsirkulyar 430 (1967).
[6] ToLMAN, R.C.: Relativity, thermodynamics and cosmology, struction of a cosmological model usually begins with
Oarendon Press, 1934. DD S k l the assumption of some specific type of symmetry, in
.. 0 oov
respect to which one distinguishes between
Editorial comments. homogeneous and isotropic cosmological models, aniso-
References tropic homogeneous cosmological models, and the like
[A1] WEINBERG, S.: Gravitation and cosmology, Wiley, 1972. (see [1], Vol. 2, [2]). The first general-relativistic cosmo-
AMS 1980 Subject Classification: 83F05, 85A40 logical model was proposed by A. Einstein in 1917 (see
[3]); it was static, homogeneous and isotropic and
COSMOLOGICAL MODELS - One of the basic con- included a A-term, i.e. a cosmological constant. Subse-
cepts in cosmology as a science describing the Universe quently, A.A. Friedmann developed a non-static homo-
(the mega-world surrounding us) as a whole, ignoring geneous isotropic model, known as the Friedmann
details of no significance in this respect. model [4]. The non-static nature predicted by this
The mathematical form of a cosmological model model was observed in 1929 (see [5]). The Friedmann
depends on which physical theory is adopted as basis model has different versions, depending on the values
for the description of moving matter: accordingly, one of the parameters that figure in it. If the density of
distinguishes between general-relativistic models, matter p is not greater than some critical value Po, one
Newtonian models, steady-state models, models with has what is called an open model; if p >Po one has a
variable gravitational constant, etc. The most important clo;ed model. In terms of suitable coordinates, the
of these are the general-relativistic models. Astronomi- metric of the Friedmann cosmological model has the

12
COSMOLOGICAL MODELS

form Prior to the appearance of general-relativistic cosmo-

ds 2 = c2 dt 2 - [.!M]
Ro
2
[ dr 2
l-kr 2 /R5
+r 2(d02+sin 2 8dqi)].
logical models, it was implicitly assumed that the distri-
bution of matter is isotropic, homogeneous and static.
However, this assumption leads to what is known as
where t denotes time, p and Po are the average and so- the gravitational, photometrical and other paradoxes
called critical densities of matter at the moment of time (infinitely large gravitational potential, infinitely large
in question, c is the velocity of light, and r, () and cf> are illuminance, etc.). General-relativistic models avoid
coordinates. This metric is also known as the these paradoxes (see [2]). With respect to mass distribu-
Robertson-Walker metric. The critical density Po is a tions, good Newtonian approximations analogous to
certain function of time, and it turns out that the mag- those valid in general-relativistic cosmological models
nitude p-Po does not change sign. If k<O, the spatial have been obtained for certain general-relativistic
cross-section t =const is Lobachevskii space; if k =0 it cosmological models (see [7]). These cosmological
is Euclidean space (though the cosmological model models are also free of the above-mentioned paradoxes.
itself is not flat); if k >0 one obtains spherical space. References
The function R(t) (the world radius) is determined [I] ZEL'DOVICH, YA.B. and NoviKov, J.D.: Relativistic astrophy-
from the Einstein equations and the equations of state; sics, I - Stars and relativity; 2 - Structure and evolution of the
Universe, 1971-1983 (translated from the Russian).
it vanishes at one (ko;;;;;;O) or two (k>O) values oft, and [2] PETRov, A.Z.: Einstein spaces, Pergamon, 1%9 (translated
simultaneously the average density, curvature and other from the Russian).
physical characteristics of the model become infinite. [3] EINSTEIN, A.: Sitzungsber. K Preuss. Akad. Wissenschaft.
At such points the cosmological model is said to have a (1917), 142-152.
[4] FRIEDMANN, A.A.: Z. Phys. 10 (1922), 377-386.
singularity. Depending on the equation of state, one [5] HUBBLE, E.P.: Proc. Nat. Acad. Sci. 15 (1929), 168-173.
speaks of cold (the pressure p =0) or hot (p =f. 13, [6] PENZIAS, A.A. and WILSON, R.W.: Astrophys. J. 142 (1965),
where f. is the energy density) models. The discovery 419-421.
[7] HECKMANN, 0. and ScHOCKING, E.: Handbuch der Physik,
(see [6]) of isotropic equilibrium radiation (T~3" K) Vol. 53, Berlin, 1959, pp. 489-519.
corroborates the hot model. Regardless of the crude [8] BEUNsKii, V.A., LIFSHITS, RM. and KuAI.ATNIKOV, I.M.:
nature of the Friedmann models, they already convey Soviet Physics Uspekhi 13 (1971), 745-765. (Uspekhi Fiz. Nauk
102, no. 3 (1970), 463-500)
the main features of the structure of the Universe. For [9] PENROSE, R.: 'Structure of space-time', in C.M. DeWitt and
the further construction of cosmological models on the J.A. Wheeler (eds.): Batel/e Rencontres 1967 Lectures in Math.
basis of Friedmann models see [1], Vol 2, Chapt. 3. A Physics, Benjamin, 1968. D.D. Sokolov
theory has been developed for the evolution of small
deviations of a cosmological model from a Friedmann Editorial comments. Exact spherical symmetry around
model. A result of this evolution is apparently the for- every point implies that the Universe is spatially homogene-
mation of galactic clusters and other astronomical ous and that it admits a six-parameter group of isometries,
whose surfaces of transitivity are space-like three-surfaces
objects. The available observational data seem to
with constant curvature (see [A1], [A2]). This Universe has
imply that the real Universe is described to a good
the above mentioned Robertson-Walker metric. The unex-
degree of accuracy by a Friedmann model. These data, pectedly strong requirement of spherical symmetry around
however, do not permit the determination of the sign of every point comes from the fact that here an observational
k (it seems somewhat more probable that k <0). There symmetry (e.g. microwave background) is intended. The
are other possible topological interpretations of Fried- observations refer to the past null-cone and not to the
mann models, obtained by different factorizations by a three-surface of transitivity. All expanding Friedmann models
spatial section (different ways of pasting it together). with zero cosmological constant and non-negative density
The observed data impose only weak restrictions on the and pressure contain a singularity in the past (the 'big
nature of these factorizations (see [1], Vol. 2). In a logi- bang'). The past null-cone stops on this singularity without
cally consistent theory, the construction of a covering all material in the Universe. It is only possible to
see material inside our 'horizon'. The observed isotropy
cosmological model must begin with the selection of a
does not say anything about matter outside the horizon.
manifold- the carrier of a pseudo-Riemannian metric.
It has long been thought, that the initial singularity is a
However, there is as yet no method for selecting mani- result of the imposed symmetry, but a number of recent
folds. There are only a few restrictions on the possible theorems by S.W. Hawking and R. Penrose indicate that
global structure of the cosmological model, based on some initial singularity must exist in many models of the
the causality principle and on CP-violation (see [1], Universe irrespective of symmetry (see [A2], Chapt. 8).
Vol. 2). Because of this singularity and the resulting horizon the
Many other cosmological models have been pro- microwave background from two well separated points on
posed, in particular anisotropic homogeneous models the sky has' no causal connection (i.e. do not have overlap-
(see [1], Vol. 2, Chapts. 18-22, [8]). ping past null-cones). This makes it a surprise that the tern-

13
COSMOLOGICAL MODELS

perature ends up the same everywhere. A solution of this The cotangent of a complex argument z is a mero-
'horizon problem' is given in the inflationary model. This is a morphic function with poles at the points z =7rn,
Friedmann model with a physically special equation of state n=O, +I, +2, ....
for matter and vacuum at ultra-high temperature ("' 1025 K ). Yu.A. Gor'kov
In this regime a phase transition is expected in which the Editorial comments. See also Tangent, curve of the;
true vacuum appears as rapidly expanding bubbles in a sur- Sine; Cosine.
rounding of negative pressure. During this transition the
AMS 1980 Subject Classification: 33A10, 26A09
Universe and the horizon expand exponentially (hence infla-
tion). The presently visible Universe is only a tiny fraction of
COTES FORMULAS - Formulas for the approximate
one bubble of the phase transition and fits inside the infla-
computation of definite integrals, given the values of
tion horizon by a large margin. Also other long-standing
problems find a natural solution in this model. For a physical
the integrand at finitely many equidistant points, i.e.
introduction see (A3], for a more rigorous treatment see quadrature formulas with equidistant interpolation
(A4]. points (cf. Quadrature formula). Cotes' formulas are
Many other cosmological models have been considered in
the literature. For a discussion of the Bianchi type I - IX fJ(x)dx ~ :,ta~>J[!_], n=I,2,.... (*)
-b' k=O n
models see (A5), Chapt. 11. Nearly all known models can
be found in [A6]. The numbers a~> are known as Cotes' coefficients;
they are determined from the condition that formula
References
[A1] WALKER, A.G.: 'Completely symmetric spaces', J. London (*) be exact if j(x) is a polynomial of degree at most n.
Math. Soc. 19 (1944), 219-226. The formulas were proposed by R. Cotes (1722) and
[A2] HAWKING, S.W. and ELus, G.F.R.: The large scale structure considered in a more general form by I. Newton. See
of space-time, Cambridge Univ. Press, 1973.
[A3] Gum, A.H. and STEINHARDT, P.J.: Scientific American May
Newton- Cotes quadrature formula.
BSE-3
(1984), 90-102.
[A4] GIBBONS, G.W., HAWKING, S.W. and SIKLOS, S.T.C. (EDS.): Editorial comments. Cotes' formulas were published in
The very early universe, Cambridge Univ. Press, 1983. [A2] after Cotes' death. In the Western literature these for-
[A5) HAWKING, S.W. and IsRAEL, W. (ms.): General relativity, mulas are known as the Newton- Cotes formulas. A
Cambridge Univ. Press, 1979. detailed analysis of them can be found in [A1], (A3], [A4].
[A6] KRAMER, D., STEPHANI, H., MAcCALLUM, M. and HERLT, E.:
Exact solutions of Einstein's field equations, Cambridge Univ. References
Press, 1980. [A1] BRASS, H.: Quadraturverlahren, Vandenhoek & Ruprecht,
[A7] WEINBERG, S.: Gravitation and cosmology, Wiley, 1972. 1977.
[A8] LANDSBERG, P.T. and EVANS, D.A.: Mathematical cosmology, [A2] CoTEs, R.: Harmonia mensurarum, 1722. Published by A.
Oxford Univ. Press, 1977. Smith after Cotes' death.
[A3) DAVIS, P.J. and RABINOWITZ, P.: Methods of numerical
AMS 1980 Subject Classification: 83F05, 85A40 integration, Acad. Press, 1984.
[A4] ENGELS, H.: Numerical quadrature and cubature, Acad.
COTANGENT- One of the trigonometric functions: Press, 1980.
AMS 1980 Subject Classification: 65032
y = cotanx = C?sx;
smx
COUNTABLE SET- A set of the same cardinality as
other notations are cotx, cotgx and ctgx. The domain
the set of natural numbers. For example, the set of
of definition is the entire real line with the exception of
. ts WI'th abSCISsas
. rational numbers or the set of algebraic numbers.
-- .porn -
x-7Tn, n--0, +_ 1, +2
_ , ....
M.I. Voftsekhovskii
The cotangent is an unbounded odd periodic function
(with period 7T). The cotangent and the tangent are AMS 1980 Subject Classification: 03E1 0, 04A 10
related by I
cotanx = --.
tanx
COUNTABLY·ADDITIVE SET FUNCfiON - An
additive set function p. defined on the algebra ~ of sub-
The inverse function to the cotangent is called the sets of a set M such that
arccotangent. The derivative of. the cotangent is given
by: , -I
(cotan x) = -.-2- .
~ [;~ E;] = ;;~E;)
smx
for any countable family of non-intersecting sets E;
The integral of the cotangent is given by:
from~.
j cotanx dx = In I sinx I +C. M.I. Voitsekhovskii
AMS 1980 Subject Classification: 28A 1o
The series expansion is:

cotanx = ! - ~ - ~; -.. ·, 0< I x I <?T.
CoUNTABLY·COMPACf SPACE - A topological
space X in which it is possible to extract a finite sub-

14
COURANT THEOREM

covering from any countable open covering of that equation. A necessary condition for uh(P) to be con-
space. vergent to u(P) is that, as the grid spacing h is dimin-
M.l. Voftsekhovskii
ished, the dependence region of the difference equation
Editorial comments. covers the dependence region of the differential equa-
References tion, in the sense that
(A1] AluuiANGEL'SICIT, A.V. and PONOMAREV, V.I.: Fundamentals
of general topology: problems and exercises, Reidel, 1984 O(P) c h.....O
lim Oh(P).
(translated from the Russian).

AMS 1980 Subject Classification: 54020 References
[I) CoURANT, R, FRIEDRICHS, K.O. and LEWY, H.: 'Ueber die
partiellen Differenzgleichungen der mathematische Physik',
COUNTABLY·NORMED SPACE - A locally convex Math Ann. 100 (1928), 32-74.
space X whose topology is defined using a countable [2) GoDUNOV, S.K. and RYABEN'Kii, V.S.: The theory of difference
schemes, North-Holland, 1964.
set of compatible norms II * III, ... , II * II n, •.. , i.e. N.S. Bakhvalov
norms such that if a sequence {Xn} c X that is funda- Editorial comments. The Courant-Friedrichs-Lewy
mental in the norms II * liP and II * II q converges to condition is essential for the convergence and stability of
zero in one of these norms, then it also converges to explicit difference schemes for hyperbolic equations cf. [A1]
zero in the other. The sequence of norms { II * II n} can - [AS]. Reference [A2] is the translation of [1] into English.
be replaced by a non-decreasing sequence References
II * liP =e;;;; II * II q• where p <q, which generates the same [A1] CoURANT, R. and FRIEDRICHS, K.O.: Supersonic flow and
topology with base of neighbourhoods of zero shock waves, lnterscience, 1948.
[A2] CoURANT, R, FRIEDRICHS, K.O. and LEWY, H.: On the par-
Up,.={xeX: II x llp<t'}. A countably-normed space is tial difference equations of mathematical physics, NY0-7689,
metrizable, and its metric p can be defined by lnst. Math. Sci. New York Univ., 1956 (translated from the
German).
00 1 II x-y lin [A3] FoRSYIHE, G.E. and WASOw, W.R.: Finite difference methods
p(x, Y) = n~l 2n 1+ II X-Y II n for partial differential equations, Wiley, 1960.
(A4] MITCHELL, A.R and GRIFFITHS, D.F.: The finite difference
An example of a countably-normed space is the space
method in partial equations, Wiley, 1980.
of entire functions that are analytic in the unit disc (A5] RICHTMEYER, R.D. and MORTON, K.W.: Difference methods
I z I < 1 with the topology of uniform convergence on for initial value problems, Wiley, 1967.
any closed subset of this disc and with the collection of AMS 1980 Subject Classification: 65M1 0
norms II x(z) lin =maxi z j.;;I-1 ;n I x(z) I·
References CouRANT NUMBER - A term used in the con-
[1) GEL'FAND, I.M. and SHILOV, G.E.: Generalized functions, Acad. sideration of difference schemes for integrating one-
Press, 1964 (translated from the Russian).
V.I. Sobolev dimensional hyperbolic systems. If T is the grid spacing
AMS 1980 Subject Classification: 46BXX
with respect to t, h the grid spacing with respect to x
and A the maximum inclination of the characteristics,
COUNTABLY ZERO-DIMENSIONAL SPACE - A then the Courant number of the difference scheme
normal space X that can be represented in the form of equals AT I h.
a union X= U ;: 1 X; of subspaces X; of dimension References
[I] GoDUNOV, S.K. and RYABEN'Kii, V.S.: The theory of difference
dimX;=e;;;O. N S B kh l
M.I. Voitsekhovskit schemes, North-Holland, 1964.
. . a va ov
Editorial comments. If X is a metrizable space, then its Editorial comments. The Courant number plays a role in
countable zero-dimensionality is equivalent to it being the Courant-Friedrichs-Lewy condition. References are
countable dimensional, i.e. being the union of countably given there.
many finite-dimensional subspaces.
AMS 1980 Subject Classification: 65M1 0
AMS 1980 Subject Classification: 54F50, 54F45
CoURANT THEOREM on conformal mapping of
CoURANT- FiuEDRims- LEwv coNDmoN - domains with variable boundaries - Let {Dn} be a
A necessary condition for the stability of difference sequence of nested simply-connected domains in the
schemes in the class of infinitely-differentiable coeffi- complex z-plane, Dn+l CDn, which converges to its ker-
cients. Let O(P) be the dependence region for the value nel Dz 0 relative to some point z o; the set Dzo is
of the solution with respect to one of the coefficients assumed to be bounded by a Jordan curve. Then the
(in particular, the latter might be an initial condition) sequence of functions {w = f,(z)} which map Dn con-
and let (MP) be the dependence region of the value formally onto the disc Ll={w: I w I <1}, f,(zo)=O,
uh(P) of the solution to the corresponding difference /n(z 0 )>0, is uniformly convergent in the closed domain

15
COURANT THEOREM

Dz. to the function w =j(z) which maps Dz. confor- The first Cousin problem may also be formulated in
mally onto fl, moreover j(zo)=O, f (zo)>O. a local version. To each set of data {Ua .fa} satisfying
This theorem, due to R. Courant [1], is an extension the compatibility condition there corresponds a
of the Caratheodory theorem. uniquely defined global section of the sheaf .A I ~ ,
where .A and ~ are the sheaves of germs of mero-
References
[1A) CoURANT, R.: Gott. Nachr. (1914), 101-109. morphic and holomorphic functions, respectively; the
[IB) CoURANT, R.: Gott. Nachr. (1922), 69-70. correspondence is such that any global section of
[2) MAllKUSHEVICH, A.I.: Theory offunctions of a complex variable, .A I ~ corresponds to some first Cousin problem (the
3, Chelsea, 1977 (translated from the Russian).
value of the section " corresponding to data {fa} at a
E.D. Solomentsev
point z E Ua is the element of .A z I~ 'z with
Editorial comments. Ct. Caratheodory theorem tor the representative fa). The mapping of global sections
definition of 'kernel of a sequence of domains'. q>: f(.A)~f(.A 1 ~)maps each meromorphic function
AMS 1980 Subject Classification: 30C35, 30C20 f on .A to a section "J of .A I ~ , where Kj{z) is the
class in .A z 1 ~ z of the germ off at the point z, z eM.
CousiN PROBLEMS - Problems named after P. The localized first Cousin problem is then: Given a glo-
Cousin [1], who first solved them for certain simple bal section " of the sheaf .A I ~ , to find a mero-
domains in the complex n-dimensional space en. morphic function f on M (i.e. a section of .A) such
that #/) = "·
First (additive) Cousin problem. Let t¥1 ={Ua} be a
Theorems concerning the solvability of the first
covering of a complex manifold M by open subsets Ua,
Cousin problem may be regarded as a multi-
in each of which is defined a meromorphic function fa;
dimensional generalization of the Mittag-Leffler
assume that the functions fafJ =fa - /tJ are holomorphic
n
in ua{J = ua ufJ for all a, p (compatibility condition).
theorem on the construction of a meromorphic function
with prescribed poles. The problem in cohomological
It is required to construct a function f which is mero- formulation, with a fixed covering t¥1, is solvable (for
morphic on the entire manifold M and is such that the
functions f- fa are holomorphic in Ua for all a. In
=
arbitrary compatible {fa}) if and only if H 1( t¥1, ~) 0
(the Ceeh cohomology for t¥1 with holomorphic coeffi-
other words, the problem is to construct a global mero-
cients is trivial).
morphic function with locally specified polar singulari-
A specific first ·Cousin problem on M is solvable if
ties.
and only if the corresponding section of .A I ~
The functions fafJ• defined in the pairwise intersec-
belongs to the image of the mapping q,. An arbitrary
tions UafJ of elements of t¥1, define a holomorphic 1-
first Cousin problem on M is solvable if and only if 4>
cocycle for t¥1 , i.e. they satisfy the conditions
is surjective. On any complex manifold M one has an
fatJ+ffJa =0 in UafJ• (I) exact sequence
n Up n Uy,
.,
fap+f{:ty+fya =0 in Ua f(.l)-+ f(.l I aJ)-+ H 1(M, fJ).
for all a, p, y. A more general problem (known as the If the Cech cohomology for M with coefficients in ~ is
first Cousin problem in cohomologica/ formulation) is the trivial (i.e. H 1(M, ~)=0), then 4> is surjective and
following. Given holomorphic functions fap in the H 1( t¥1, ~ ) =0 for any covering t¥1 of M. Thus, if
intersections UafJ, satisfying the cocycle conditions (1 ), H 1(M, ~ )=0, any first Cousin problem is solvable on
it is required to find functions ha, holomorphic in ua• M (in the classical, cohomological and local version).' In
such that particular, the problem is solvable in all domains of
fap = hp-ha (2)
holomorphy and on Stein manifolds (cf. Stein mani-
for all a, {J. If the functions fap correspond to the data
fold). If D c C2, then the first Cousin problem in D is
of the first Cousin problem and the above functions ha
solvable if and only if D is a domain of holomorphy.
exist, then the function
An example of an unsolvable first Cousin problem is:
J = lfa+ha in Ua} M=Cl \ {0}, Ua=(za*O}, a= 1, 2, /1 =(ZJZ2)-l,
is defined and meromorphic throughout M and is a /2=0.
solution of the first Cousin problem. Conversely, iff is Second (multiplicative) Cousin problem. Given an open
a solution of the first Cousin problem with data {fa}, covering t¥1 = { Ua} of a complex manifold M and, in
then the holomorphic functions ha =f- fa satisfy (2). each Ua, a meromorphic function fa, fa .,.0 on each
Thus, a specific first Cousin problem is solvable if and component of Ua, with the assumption that the func-
only if the corresponding cocycle is a holomorphic tions fafJ = f Ji 1 are holomorphic and nowhere vanish-
coboundary (i.e. satisfies oondition (2)). ing in UafJ for all a, P (compatibility condition). It is

16
COUSIN PROBLEMS

required to construct a meromorphic function f on M Cousin problem may be regarded as multi-dimensional
such that the functions jJ;; 1 are holomorphic and generalizations of Weierstrass' theorem on the construc-
nowhere vanishing in Ua for all a. tion of a meromorphic function with prescribed zeros
The cohomological formulation of the second Cousin and poles. As in the case of the first Cousin problem,
problem is as follows. Given the covering '¥1 and func- a necessary and sufficient condition for the solvability
tions fafJ• holomorphic and nowhere vanishing in the of any second Cousin problem in cohomological ver-
intersections UafJ• and forming a multiplicative 1- sion is that H 1(M, fJ ·)=0. Unfortunately, the sheaf
cocycle, i.e. /.a{JjrfJa = I UafJ• m·
fJ • is not coherent, and this condition is less effective.
The attempt to reduce a given second Cousin problem
fapfrt·tfya =I in Ua n Up n Uy, to a first Cousin problem by taking logarithms
it is required to find functions ha, holomorphic and encounters an obstruction in the form of an integral 2-
nowhere vanishing in Ua, such thatfap=hph; 1 in Uap cocycle, arid one obtains an exact sequence
for all a, p. If the cocycle ifafJ} corresponds to the data a
H 1(M, ~) ~ H 1(M, ~·) ~ H 2(M, Z),
of a second Cousin problem and the required ha exist,
then the function f=ifaha in Ua} is defined and where Z is the constant sheaf of integers. Thus, if
meromorphic throughout M and is a solution to the H 1(M, fJ)=H 2(M, Z)=O, any second Cousin problem
given second Cousin problem. Conversely, if a specific is solvable on M, and any divisor is proper. If M is a
second Cousin problem is solvable, then the Stein manifold, then a is an isomorphism; hence the
corresponding cocycle is a holomorphic coboundary. topological condition H 2(M, Z)=O on a Stein manifold
The localized second Cousin problem. To each set of M is necessary and sufficient for the second Cousin
data {Ua, fa} for the second Cousin problem there problem in cohomological version to be solvable. The
corresponds a uniquely defined global section of the composite mapping c=aop,
{J a
sheaf .A • I fJ • (in analogy to the first Cousin prob- f(~) ~ H 1(M, ~·) ~ H 2(M, Z)
lem), where u~t• =.A\ {0} (with 0 the null section) is
maps each divisor A to an element c(A) of the group
the multiplicative sheaf of germs of meromorphic func- H 2(M, Z), which is known as the Chern class of A. The
tions and fJ • is the subsheaf of fJ in which each stalk
specific second Cousin problem corresponding to A is
fJ ; consists of germs of holomorphic functions that do
solvable, assuming H 1(M, fJ ) = 0, if and only if the
not vanish at z. The mapping of global sections
Chern class of A is trivial: c(A)=O. On a Stein mani-
If
f(vK*) ~ f(vK* I~·) fold, the mapping c is surjective; moreover, every ele-
ment in H 2(M, Z) may be expressed as c(A) for some
maps a meromorphic function f to a section Kj of the
divisor A with positive multiplicities k1. Thus, the
sheaf vii • I fJ •, where Kj(z) is the class in .A; I fJ ;
obstructions to the solution of the second Cousin prob-
of the germ of f at z, z EM. The localized second
lem on a Stein manifold M are completely described by
Cousin problem is: Given a global section ~e· of the
the group H 2(M, Z).
sheaf vii • 1 fJ •, to find a meromorphic function f on
Examples.I)M=C2\{z1=z2, lz 1 1=1}; the first
M, f-=!=0 on the components of M (i.e. a global section
Cousin problem is unsolvable; the second Cousin prob-
of vK "), such that lfij) = K•.
lem is unsolvable, e.g., for the divisor
The sections of M• I Q• uniquely correspond to
divisors (cf. Divisor), therefore vii • I (!) • =!!) is called
n
A=M {z I =z2, I Zl I< I} with multiplicity 1.
2) M = { I zr + z~ + z~ - I I <I} c C3 , A is one of the
the sheaf of germs of divisors. A divisor on a complex
components of the intersection of M and the plane
manifold M is a formal locally finite sum ~k/l1 , where
z 2 = iz 1 with multiplicity I. The second Cousin problem
k1 are integers and A1 analytic subsets of M of pure
is unsolvable (M is a domain of holomorphy, the first
codimension 1. To each meromorphic function f
Cousin problem is solvable).
corresponds the divisor whose terms are the irreducible
3) The first and second Cousin problems are solvable
components of the zero and polar sets off with respec-
in domains D = D 1 X · · · X Dn C C", where D1 are
tive multiplicities k1, with multiplicities of zeros con-
plane domains and all D1, with the possible exception
sidered positive and those of poles negative. The map-
of one, are simply connected.
ping 1[1 maps each function f to its divisor (/); such References
divisors are called proper divisors. The second Cousin [1] CousiN, P.: 'Surles fonctions den variables', Acta Math. 19
problem in terms of divisors is: Given a divisor A on the (1895), 1-62.
manifold M, to construct a meromorphic function f on [2] SHABAT, B.V.: Introduction to complex analysis, 2, Moscow,
1976 (in Russian).
M such that A=(/). [3] GUNNING, R.C. and ROSSI, H.: Analytic functions of several
Theorems concerning the solvability of the second complex variables, Prentice-Hall, 1965. E.M. Chirka

17
COUSIN PROBLEMS

Editorial comments. The Cousin problems are related to The variables x are called the concomitant variables
the Poincare problem (is a meromorphic function given on relative to Y; the factors F defme a set of conditions of
a complex manifold X globally the quotient of two holo- a qualitative nature under which the observations on Y
morphic functions whose germs are relatively prime for all and x are obtained, and are described by so-called indi-
xeX?) and to the, more algebraic, Theorems A and B of H. cator variables; among the concomitant and indicator
Cartan and J.-P. Serre, cf. [A1], [A2], [A3].
variables can be both random and non-random ones
References (controlled in the experiment); if the random variable
[A1] CAZACU, C.A.: Theorie der Funktionen mehreren komplexer
Veranderlicher, Birkhauser, 1975 (translated from the
Y is a vector, then one talks about multivariate analysis
Rumanian). of covariance.
[A2] GRAUERT, J. and REMMERT, R.: Theory of Stein spaces, The basic theoretic and applied problems in the
Springer, 1979 (translated from the German). analysis of covariance relate to linear models. For
[A3] HORMANDER, L.: An introduction to complex analysis in
several variables, North-Holland, 1973. example, if the scheme under analysis consists of n
[A4] KRANTz, S.G.: Function theory of several complex variables, observations Y 1o ••• , Yn with p concomitant variables
Wiley, 1982, Chapt. 6. and k possible types of experimental conditions, then
[A5] RANGE, R.M.: Holornorphic functions and integral represen-
tations in several complex variables, Springer, 1986, the linear model of the corresponding analysis of
Chapt. 6. covariance is defined by the equations
AMS 1980 Subject Classification: 32C35 = ±.!iA + :tP.(F;)xf•> +t;(F;),
Y; <*>
j=l s=l

CovARIANCE - A numerical characteristic of the i = 1, ... ,n,
joint distribution of two random variables, equal to the
where the indicator variables fij are equal to I if the j-
mathematical expectation of the product of the devia-
th experimental condition prevails for the observation
tions of these two random variables from their
Y; and 0 otherwise; the coefficients Oj measure the
mathematical expectations. The covariance is defined
influence of the j-th condition; x~s) is the value of the
for random variables X I and X 2 with finite variance
concomitant variable x<s) for which Y; is obtained;
and is usually denoted by cov(X~o X2). Thus,
i =I, ... , n; s =I, ... ,p; the Ps(Fi) are the values of
cov(Xt. X2) = E[(X 1 -EXtXX2 -EX2)], the corresponding regression coefficients of Y on x<s)
so that cov(XI, X2)=cov(X2, XI); which, in general, depend on the concrete combination
cov(X, X)=DX=var(X). The covariance naturally of the conditions of the experiment, that is, on the vec-
occurs in the expression for the variance of the sum of tor F; =([; 1, ••• ,Jik); the £;(F;) are random errors hav-
two random variables: ing zero mean values. The main content of the analysis
of covariance is the construction of statistical estima-
D(Xt + X2) = DXt +DX2 +2cov(Xt. X2). tors for the unknown parameters 81, ••• ,fJk;
If XI and X 2 are independent random variables, then PI, ... , Pp, and of statistical criteria for testing various
cov(XI, X2)=0. The covariance gives a characterization hypotheses about the values of these parameters.
of the dependence of the random variables; the correla- If in the model (*) one postulates a priori that
tion coefficient is defined by means of the covariance. PI = · · · = Pp = 0, then a dispersion analysis model is
In order to statistically estimate the covariance one uses obtained; if in (*) one excludes the influence of the
the sample covariance, computed from the formula non-quantitative factors (by setting ()I = . . . = ok = 0),
-1 -~<..W> -XtXX¥> -x2), then a regression analysis model is obtained. The termi-
n -1 i=t nology 'analysis of covariance' refers to the fact that in
where the (X)_i), ..¥q>), i= I, ... ,n, are independent ran- its calculations one makes use of the decomposition of
dom variables and X1 and X2 are their arithmetic the covariance of Y and X in precisely the same way as
means. the decomposition of the sum of squares of the
A. V. Prokhorov deviations of Y is used in dispersion analysis.
Editorial comments. In the Western literature one always References
uses V(X) or var(X) for the variance, instead of D(X). [I] SHEFF~, H.: The analysis of variance, Wiley, 1959.
[2] KENDALL, M.G. and STuART, A.: The advanced theory of statis-
AMS 1980 Subject Classification: 62J10 tics. Design and analysis, and time·series, 3, Griffin, 1983.
[3] Biometrics 13, no. 3 (1951). Special issue devoted to the
CovARIANCE ANALYSIS - A collection of methods analysis of covariance.
. . zvazyan
SA A~
in mathematical statistics relating to the analysis of Editorial comments. Concomitant variables are also
models of the dependence of the mean value of some called covariants, and instead of dispersion analysis one
random variable Y on a set of non-quantitative factors more often uses the term analysis of variance.
F and simultaneously on a set of quantitative factors x. AMS 1980 Subject Classification: 62J1 0

18
COVARIANT

CovARIANCE MATRIX - The matrix formed from
the pairwise covariances of several random variables; Let
more precisely, for the k-dimensional vector U1(m) = ~ 1, U2(m) = ~ 1,
~=m ~=m
X=(Xl. .. . ,Xk) the covariance matrix is the square
matrix I=E[(X -EX)(X -EXlJ, where then the dispersion of the difference of the solutions of
EX=(EX~o ... , EXk) is the vector of mean values. The
(I) and (2) is
components of the covariance matrix are: V' = D ~e(D) (~ I '- ~2') 2'
a;j = E[(X;-EX;XA]-E.\j)] = cov(X;, Aj),
where
i,j = 1, ... ,k,
and for i=j they are the same as DX; (=var(X;)) (that
~1 ' = ~ Ul(n-D'v), ~/ = ~ U2(n-D'v).
••(•) ••(•)
is, the variances of the X; lie on the principal diagonal). Applying an idea of I.M. Vinogradov on smoothing
The covariance matrix is a symmetric positive semi- double sums, one can extend the summation over D ' to
definite matrix. If the covariance matrix is positive all of Din (D). This can only increase the dispersion;
definite, then the distribution of X is non-degenerate; thus
otherwise it is degenerate. For the random vector X the
covariance matrix plays the same role as the variance of where
a random variable. If the variances of the random vari-
ables X~o .. . ,Xk are all equal to I, then the covari-
ance matrix of X=(X 1, ••• ,Xk) is the same as the
correlation matrix. V2 = De(D)
~ (~ ~ );
2
The sample covariance matrix for the sample I

x< l) , . . . , x<n> , where the x<m> , m -I
- , . . . , n,, are here
independent and identically-distributed random k- ~1 = ~U 1 (n-Dv),
••(•)
dimensional vectors, consists of the variance and
covariance estimators:
~2 = ~ U (n- Dv).
2
••(•)

S = _1_ ~ (x<m) _ X)(x<m) _ X)T, In analogy with probability-theoretic concepts, V 2 is
n -1 m=l called the covariance of the number of solutions of ( 1)
where the vector X is the arithmetic mean of the and (2). An asymptotic estimate of V 1, V 3 and the
x<1>, ... ,x<n>. If the x< 1>, ... ,x<n> are multivariate covariance v2 shows that the dispersion v' is relatively
normally distributed with covariance matrix ~. then small, and this is essential in considering additive prob-
S(n -1) j n is the maximum-likelihood estimator of I; lems that lead to equations (I) and (2).
in this case the joint distribution of the elements of the References
matrix (n - I)S is called the Wishart distribution; it is [1] LINNIK, Yu.V.: The dispersion method in binary additive prob-
lems, Amer. Math. Soc., 1963 (translated from the Russian).
one of the fundamental distributions in multivariate
B.M. Bredikhin
statistical analysis by means of which hypotheses con-
cerning the covariance matrix I can be tested. Editorial comments. See also Circle method.
A. V. Prokhorov AMS 1980 Subject Classification: 1OJ1 0
AMS 1980 Subject Classification: 62J 10
CovARIANT of a tensor t on a finite-dimensional
vector space V - A mapping cp of the space T of tensors
CovARIANCE OF THE NUMBER OF SOLUTIONS
of a fixed type over V into a space S of covariant ten-
- A concept in the dispersion method introduced for the
sors over V such that cp(g(t))=g(cp(t)) for any non-
comparison of the number of solutions of the equations
singular linear transformation g of V and any t E T.
n = q,+D'v (1) This is the definition of the covariant of a tensor with
and respect to the general linear group GL(V). If g is not
n = 1/I+D'v, (2)
arbitrary but belongs to a fixed subgroup G cGL(V),
where 4> and 1/J belong to certain sequences of positive then one obtains the definition of a covariant of a ten-
integers, D' runs through some given system of inter- sor relative to G, or simply a covariant of G.
vals on the real axis In coordinate language, a covariant of a tensor on a
(D)= [D~oD 1 +D2], finite-dimensional vector space is a set of functions
and ., runs through a system of intervals on the real S; = 1/l;(l~o ... ,In), i=1, ... ,m,
axis of the components of the tensor t with the following

19
COVARIANT

properties: Under a change of the set of numbers ing the following properties:
t 1 , ••. , tn defined by a non-singular linear transforma- 1) 'iJX+gYU=f\lxU+g'iyU,
tion geG, the set of numbers s., ... ,sm changes 2) 'lx(/U)=f\lxU+(Xj)U, where UeT{(M) and
according to that of a covariant tensor s over V under f, g are differentiable functions on M. This mapping is
the transformation g. In similar fashion one defmes (by trivially extended by linearity to the algebra of tensor
considering instead of one tensor t a -finite collection of fields and one additionally requires for the action on
tensors) a joint covariant of the system of tensors. If tensors U, V of different valency:
instead, one replaces the covariance condition for the 'Vx(U®V) = 'VxU®V+U®'VxV,
tensor s by contravariance, one obtains the notion of a
contravariant. where ® denotes the tensor product. Thus '1 x is a
The notion of a covariant arose in the classical derivation on the algebra of tensor fields (cf. Derivation
theory of invariants and is a special case of the notion in a ring); it has the additional properties of commut-
of a comitant. The components of any tensor can be ing with operations of contraction (cf. Contraction of a
regarded as the coefficients of an appropriate form in tensor), skew-symmetrization (cf. Alternation) and
several contravariant and covariant vectors (that is, vec- symmetrization of tensors (cf. Symmetrization (of ten-
tors of V and its dual v*, cf. 'form associated to a ten- sors)).
sor' in the article Tensor on a vector space). Suppose Properties 1) and 2) of '1 x (for vector fields) allow
that the form f corresponds in this manner to the ten- one to introduce on M a linear connection (and the
sor t and that the form h corresponds to its covariant s. corresponding parallel displacement) and on the basis
Then h if a form of contravariant vectors only. In the of this, to give a local definition of a covariant deriva-
classical theory of invariants h was called the covariant tive which, when extended to the whole manifold, coin-
of f A case that was particularly often considered is cides with the operator '1 x defined above; see also
when h is a form in one single contravariant vector. Covariant differentiation.
l.Kh. Sabitov
The degree of this form is called the order of the covari- Editorial comments. There is not much of a difference
ant. If the coefficients of h are polynomials in the coef- between the notions of a covariant derivative and covariant
ficients of f, then the highest of the degrees of these differentiation and both are used in the same context.
polynomials is called the degre~ of the ~ovariant.
AMS 1980 Subject Classification: 53805, 53A45
Example. Let f= ~tlj, ... ;,x'' · · · x'' be a form of a
degree r, where x 1, ••• ,xn are the components of a
CovARIANT DIFFERENTIAL - A generalization of
contravariant vector. The form f corresponds to a sym-
the notion of a differential to fields of different
metric covariant tensor t of valency r with components
geometric objects. It is a tensor 1-form DU on a mani-
a;, ... ;,. Let
fold with values in the module of tensor fields U
_fl_ a2l defined by the formula
f
(ax 1 ax 1axn
(DUXX) = "7 xU,
h = rn(r -Ir a2l _fl_ where '1 xU is the covariant derivative of the field U
axnax 1 (axnf along X. For detailed information, see Covariant dif-
ferentiation.
Then the coefficients of h are the components of some I.Kh. Sabitov
covariant tensor s. The tensor s (or the form h) is a AMS 1980 Subject Classification: 53A45, 53805
covariant of the tensor t (or form f). The form h is
called the Hessian off CovARIANT DIFFERENTIATION, absolute differen-
References tiation - An operation that defines in an invariant way
[1] GUREVICH, G.B.: Foundations of the theory of algebraic invari- the notions of a derivative and a differential for fields
ants, Noordhoff, 1964 (translated from the Russian).
of geometric objects on manifolds, such as vectors, ten-
V.L Popov
sors, forms, etc. The basic concepts of the theory of
AMS 1980 Subject Classification: 15A72 covariant differentiation were given (under the name of
absolute differential calculus) at the end of the 19-th
CovARIANT DERIVATIVE - A generalization of the century in papers by G. Ricci, and in its most complete
notion of a derivative to fields of different geometrical form in 1901 by him in collaboration with T. Levi-
objects on manifolds, such as vectors, tensors, forms, Civita (see [1]). At first, the theory of covariant dif-
etc. It is a linear operator '1 x acting on the module of ferentiation was constructed on Riemannian manifolds
tensor fields T{(M) of given valency and defined with and 'was intended in the first instance for the investiga-
respect to a vector field X on a manifold M and satisfy- tion of the invariants of differential forms. The defini-

20
COVARIANT DIFFERENTIATION

tion and properties of covariant differentiation subse- (DU"h<oJ = (vY<I)u] '1(0) dt,
quently proved to be related in a natural way with the
notions of connection and parallel displacement on which can be regarded as the principal linear part of
manifolds, which were introduced later. Nowadays the the 'increment' of U (in the sense described above)
theory of covariant differentiation is developed within under the displacement along y of the point by an
the general framework of the theory of connections. As infinitesimal segment dy=y(O)dt.
a device of tensor analysis, covariant differentiation is The knowledge of 'V xU for a tensor field U of type
widely used in theoretical physics, particularly in the (r, s) at each point p EM along each vector field X
general theory of relativity. enables one to introduce for U: I) the covariant dif-
Let an affine connection be given on an n- ferential field DU as a tensor 1-form with values in the
dimensional manifold M as well as the parallel dis- module Ys(M), defined on the vectors of X by the for-
placement of vectors and, more generally, tensors, asso- mula (DU)(X)= 'V xU; 2) the covariant derivative field
ciated with it. Let X be a smooth vector field, Xp¥=0, 'V U as a tensor field of type (r, s + 1), corresponding
p EM, and let U be a tensor field of type (r, s ), that is, canonically to the form DU and acting on 1-forms td
r times contravariant and s times covariant; by the and vectors X; according to the formula
covariant derivative (with respect to the given connec- (VU)(w 1 , ••• ,c.f;X1, ••• ,X., X)=
tion) of U at p EM along X one means the tensor (of
the same type (r, s)) = (VxU)(w1, ••• ,c.f;X~> ... ,X,).
By the covariant differential one usually means not the
( U) =lim T; (Ux<rJ)-Up
1
X 'P t--+0 I 1-form DU itself but its values at the vectors X, and in
this interpretation (DU)X is also converted into a ten-
where x(t) is the point on the integral curve rx of the
sor field of type (r, s) the localization of which, in par-
vector field X with initial condition x(O)=p, Up and
ticular, when p = y(O) and X= y, is the same as the
Ux(t) are, respectively, the localizations (values) of U at
covariant differential (DU}.y(o) along the curve y(t),
p and x(t), and 'T ;-- 1( Ux(t)) is the result of the parallel
introduced above. The covariant derivative 'V U is
displacement of Ux(t) along rx from x(t) top. Thus the
sometimes called the gradient of the tensor U and the
basic idea behind the definition of the covariant deriva-
derivative, the covariant differential.
tive of a tensor field U along a vector field X is that, in
view of the absence of a natural relation between UP
If xi are local coordinates, ei =a axi
1 lp denotes the
corresponding basis of the space of vector fields; ei
and Ux(t)• as they belong to different fibres of the ten-
denotes the dual basis for the space of 1-forms, Xi and
sor bundle over M, that is, they are in tensor spaces Ys
over different tangent spaces TpM and Tx(t)M to M, the
v}: ·.: ·. ). are the coordinates of vector and tensor fields
difference between UP E Ys(TpM) and the image of in these bases, and rij are the coefficients of an affme
Ux(t) E Ys(Tx(t)M) under the parallel displacement along connection introduced on the manifold M (cf. Linear
Yx to Ys(TpM) serves as the 'increment' of U; one then connection), then, denoting by 'V kv}: :::}..or v}: :: :J,k
takes the limit of the ratio of this 'increment' to the the components of the tensor field 'V U, one obtains the
increment of the argument t in the usual way. If, in following expressions (as an example, r =2, s =1 have
particular, for points x(t) near to p the field U is been chosen):
obtained by parallel displacement of the tensor Up
along rx. then ('V xU)p =0, and therefore, in general,
the covariant derivative of U at p along X defines the
= [aut'
axk +f~U':"'+fj' u.om_r(ll.lf.lil]xk =
1 km 1 k1 m -

initial rate of the difference of U along rx from the = '<"'7 U-'i'Xk.
- Vk 1 '
result of the parallel displacement of UP along Yx· For
tensor fields of zero valency, that is, for functions fin (DU'I(rJ)t' = Vkc//' dxk,
the ring ff of differentiable functions on M, dxk = xk dt, y(t) = {xk(t)},

( /) = lim ((x(t))- f(p) DU = (U'k;'e·
), l1
®e·12 ®ei)ek '
X 'P t--+0 t '
which leads to the identification of ('V x/)p with the
derivative off along the vector Xp, that is, with Xpf \?xU= (DU)(X) = u):k'Xke;,®e;,®ei = Ct(VU®X),
When Xp =0 one has, by definition, ('V xU)p =0 for where C] is the operation of contraction (cf. Contrac-
any tensor field U. tion of a tensor) with respect to the third contravariant
The introduction of a covariant derivative enables and second covariant indices.
one to define the covariant differential DU of a tensor If M is an affine space and xi are affine coordinates,
field U along a smooth curve y(t) as then ('V x U)p is the ordinary derivative of the tensor

21
COVARIANT DIFFERENTIATION

field U along the vector field X, the ( k U)p are the (real or complex) vector bundle associated with some
partial derivatives of U at p with respect to xk, and principal fibre bundle with connection r and with a
(DU}.,(r) is the ordinary differential of U along the structure group G which acts on the fibre by means of
curve y(t). Thus the covariant derivative emerges as a a representation in the group of non-singular matrices.
generalization of ordinary differentiation for which the There exist definitions of covariant differentiation in
well-known relationships between the first-order partial the more general situation when the bundle is not
derivatives and differentials remain valid. necessarily a vector bundle. The common part of these
The value of covariant differentiation is that it pro- definitions [9] consists in the analytic expression for the
vides a convenient analytic apparatus for the study and parallel displacement of an object or in the condition of
description of the properties of geometric objects and being parallel of a cross section which is defined by the
operations in invariant form. For example, the condi- requirement that its covariant differential be zero.
tion for parallel displacement of a tensor U along a There are also similar approaches for infinite-
curve y is given by the equation 1U =0, the equation dimensional manifolds.
of a geodesic y is written in the form 1y, the integra- References
bility condition for a system of equations in covariant [1] Ricci, G. and LEvi-CIVITA, T.: 'Methodes de calcul differentiel
derivatives of the first order is reduced to an equation absolu et leurs applications', Math. Ann. 54 (1901), 125-201.
[2] RAslmwSXI, P.K. [P.K. RAsHEVSKI11: Riemannsche Geometrie
for the alternating difference A" U- " AU; exte- und Tensoranalyse, Deutsch. Verlag Wissenschaft., 1959
rior differentiation of forms on a manifold and in bun- (translated from the Russian).
dles over it can also be expressed in terms ·of covariant [3] NORDEN, A.P.: Spaces with an affine connection, Nauka,
differentiation; and there are other examples. Moscow-Leningrad, 1976 (in Russian).
[4] LICHNEROWICZ, A.: Theory of global connections and holonomy
The definition of higher covariant derivatives is given groups, Noordhoff, 1955 (translated from the French).
inductively: \i"mU=(\i"m-l U). Generally speaking, [5] HELGASON, S.: Differential geometry and symmetric spaces,
the tensor m U obtained in this way is not symmetric Acad. Press, 1962.
[6] BISHOP, R.L. and ClurrENnEN, R.J.: Geometry of manifolds,
in the last covariant indices; higher covariant deriva- Acad. Press, 1964.
tives along different vector fields also depend on the [7) GROMOU., D., KLINGENBERG, W. and MEYER, W.:
order of differentiation. The alternating differences of Riemannsche Geometrie im Grossen, Springer, 1968.
[8] KOBAYASHI, S. and NOMIZU, K.: Foundations of differential
the covariant derivatives of higher orders are expressed geometry, I-2, Interscience, 1963-1969.
in terms of the curvature tensor R}kl and torsion tensor [9] LUMISTE, U .: 'Connection theory in bundle spaces', J. Soviet
S}k. which together characterize the difference between Math. 1 (1973), 363-390. (ltogi Nauk. Algebra. Topol. Geom
the manifold M and affine space. For example, 1969 (1971), 123-168)
[10] SULANKE, R. and WINTGEN, P.: Differentialgeometrie und
Faserbiindel, Deutsch. Verlag Wissenschaft., 1972.
[11] SPIVAK, M.: A comprehensive introduction to differential
= r
~R;tU'..-' ···i~-d;•+l
""" ]Ap. }1 "'],
... ;, _ geometry, 1-5, Publish or Perish, 1970-1975. I.Kh. Sabitov
k=l
Editorial comments. The phrase 'covariant differential' is
• more commonly used for the ( r, s +1) tensor field U
-
""" R!J•"" U'.}I.-' ...
~ ;~ ..
.. 'J•-IIJHI
.-
.. '],
I< ·~ ... ;,
SAp. \lkUjl .. ·j,
k=l (instead of 'covariant derivative' as in the article above); that
(the Ricci identity); is, DU and U are more or less identified.
\lx\lyv}::: :j,- \ly\lxv}::: :j, = AMS 1980 Subject Classification: 53805, 53A45

= [ ..(, RitU','.l ... i~-l}iHI ... i , -
""" ]1\jJ. }1'''], CovARIANT TENSOR of valency s ~ 1 - A tensor of
k=l
type (0, s), an element of the tensor product
- ~R)•.,.,.uj: :::J._ iJu ···J,]x">.xp.+
1 1
Ts(E)=E* ® · · · ®E* of s copies of the dual space E*
k=l of the vector space E over a field K. The space Ts(E) is
+\l[x, YJuJ: ·.·.:;,, itself a vector space over K with respect to the addition
of covariant tensors of the same valency and multipli-
where [X, Y] is the commutator of X and Y, and
cation of them by scalars. Let E be finite dimensional,
R;jkl -- axk
a fil j - a fikj + fikp r··'lj- r1fcj r·~.
ax'
let eJ, ... ,en be a basis of E and let e 1, ••• ,en be the
basis dual to it of E*. Then dim Ts(E)=n 3 and the set
sJk = r5k- n1. of all tensors of the form e; 1 ® · · · ®ei,
The definition of covariant differentiation remains l~it. ... ,i3 ~n, forms a basis for T3 (E). Any covari-'
valid in the more general case when instead of a cross ant tensor can be represented in the form
section U of the tensor bundle with an affine connec- t =1; e; ® · · · ®ei,. The numbers t,· ... ,· are called
1 ••• ;
1
' I '
tion one considers a cross section cp of an arbitrary the coorCllilates, or components, of the covariant tensor

22
COVERING

relative to the basis e 1 , ••• , en of E. Under a change geometry, 1-5, Publish or Perish, 1970-1975.
of a basis of E according to the formulas ej =a~e; and AMS 1980 Subject Classification: 15A72, 53A45
the corresponding change of the basis of Ts(E), the
components of the covariant tensor t are changed COVERING - A mapping p: X-+ Y of a space X onto
according to the so-called covariant law a space Y such that each point y E Y has a neighbour-
t ' , ... , -- hood U(y) the pre-image of which under pis a union of
1 1 a}I;, • • • a1i,t
, ; 1 ••• ;,·
open subsets that are mapped homeomorphically onto
If s =I, the covariant tensor is called a covariant vec- U(y) by p. Equivalently: p is a locally trivial fibre bun-
tor; when s~2 a covariant tensor corresponds in an dle with discrete fibre.
invariant way with an s-linear mapping from the direct Coverings are usually considered on the assumption
product E 9 =EX · · · XE (s times) into K by taking that X and Y are connected; it is also usually assumed
the components of the covariant tensor t relative to thc:z that Y is locally connected and locally simply-
basis e 1, ••• , en as the values of the r-linear mapping t connected. Under these assumptions one can establish
at the basis vectors (e;,, ... , e;.) in £S, and conversely; a relationship between the fundamental groups
for this reason a covariant tensor is sometimes defined w1(X, x 0 ) and w1(Y, y 0 ): If p(xo)=yo, then the induced
as a multilinear functional on £S. homomorphism P• maps w1(X, x 0 ) isomorphically onto
For references see Covariant vector. a subgroup of w1(Y, y 0 ) and, by varying the point xo in
I.Kh. Sabitov
p - 1(y ), one obtains exactly all subgroups in the
AMS 1980 Subject Classification: 15A69, 15A72, corresponding class of conjugate subgroups. If this class
53A45 consists of a single subgroup H (i.e. if H is a normal
divisor), the covering is said to be regular. In that case
CovARIANT VECTOR - An element of the vector one obtains a free action of the group
space E' dual to ann-dimensional vector space E, that
G = w1( Y, y 0 ) 1 H on X, with p playing the role of the
is, a linear functional (linear form) on E. In the
quotient mapping onto the orbit space Y. This action is
ordered pair (E, E'), an element of E is called a con-
generated by lifting loops: If one associates with a loop
travariant vector. Within the general scheme for the
q: [0, 1]-+Y, q(O)=q(l)=y 0 , the unique path
construction of tensors, a covariant vector is identified
q: [0, 1]-+X such that q(O)=x 0 and pq=q, then the
with a covariant tensor of valency I.
point q(l) will depend only on the class of the loop in
The coordinate notation for a covariant vector is par-
G and on x 0 • Thus, each element of G corresponds to a
ticularly simple if one chooses in E and E' so-called
permutation of points in p -I (y 0 ). This permutation has
dual bases ei> ... ,en in E and e 1, ••• ,en in E', that
no fixed points if y=#=l, and it depends continuously on
is, bases such that (e;ej)=8~ (where 8~ is the ~~necker
y 0 • One obtains a homeomorphism of X.
symbol); an arbitrary covariant vector wEE 1s then
In the general case this construction defines only a
expressible in the form w=J;e; (summation over i from
permutation in p-I (y ), i.e. there is an action of
I ton), where J; is the value of the linear form w a~ the
w1(Y,y 0 ) on p- 1(y), known as the monodromy of the
vector e;. On passing _from dual bases (e;) and (el) to
covering. A special case of a regular covering is a
dual bases (e;') and (ej ) according to the formulas
universal covering, for which G=w 1(Y,y 0 ). In general,
e;· = pi·e;, ei = q( ei, phlf = 8}, given any subgroup HCw 1(Y,y 0 ), one can construct a
. . i
the coordinates x' of the contravanant vector x =x e; unique covering p: (X, x 0 )-+(Y, y 0 ) for which
change according to the contravariant law x;' =q{ xi, P•(w 1(X, x 0 ))=H. The points of X are the classes of
while the coordinates J; of the covariant vector w paths q : [0, I]-+ Y, q(O) = x 0 : Two paths q 1 and q 2 are
change according to the covariant law ];· =pi·J; (i.e. identified if q 1(I)=q 2 (1) and if the loop q1qi 1 lies in
they change in the same way as the basis, whence the an element of H. The point q(I) for the paths of one
terminology 'covariant'). class is taken as the image of this class; this defines p.
The topology in X is uniquely determined by the condi-
References tion that p be a covering; it is here that the local
(1] SHIROKOV, P.A.: Tensor calculus. Tensor algebra, Kazan', 1961
(in Russian). simple-connectedness of Y is essential. For any map-
[2] BEKLEMISHEV, D.V.: A course of analytical geometry and linear ping f of an arcwise-connected se_ace (Z, z 0 ) into
algebra, Moscow, 1971 (in Russian). .
(Y,y 0 ), its lifting into a mapping f: (Z, zo)-+(X, xo)
(3] ScHOUTEN, J.A.: Tensor analysis for physicists, Cambndge
exists if and only if f•(w 1(Z, zo))CH. A partial order
Univ. Press, 1951. J.Kh. Sabitov
relation can be defined on the coverings of Y (a
Editorial comments. covering of a covering is a covering); this relation is
References dual to the inclusion of subgroups in w1(Y, yo). In par-
[A 1] SPIVAKK, M.: A comprehensive introduction to differential ticular, the universal covering is the unique maximal

23
COVERING

element. max 1 r(e) 1 .;;;;; u, min 1 r- 1(v) l ;;;;. w,
ee£ VE V
Examples. The parametrization (cosq,, sinq,) of the
circle defines a covering of the circle by the real line, then the minimum cardinality K(V, E, f) of the cover-

l
q»ER, often described in the complex form ei4> and ing satisfies the inequalities
called the exponential covering. Similarly, the torus is
covered by the plane. Identification of antipodal points ~.;;;;; rc(V,E, f).;;;;; 1+! [lniiJt
on a sphere yields a covering by the sphere of a projec-
In extremal problems on packings one usually is
tive space of corresponding dimension. In general, free
required to find packings of maximal cardinality.
actions of discrete groups are a source of regular cover-
Sometimes a function A is defined on the covered set
ings (over the orbit space); not every such action yields
V that takes non-negative integer values, and then the
a covering (the orbit space may be non-separable), but
name A-covering (A-packing) is given to a subset P c;,E
finite groups do.
A. V. Chernavskii that satisfies the following condition: For each v E V,
Editorial comments. A covering is also a termed a cov- the number a(v, P), of those elements e EP that are
ering projection. Every covering has the homotopy lifting incident to v obeys the inequality
property (ct. Covering homotopy) and hence is a Hurewicz o(v, P) ;;;;. X(v)
fibre space or fibration.
(correspondingly, a(v, P):E;;A(v)). There is a relationship
References between A-coverings of minimal cardinality and A-
[A1] SPANIER, E.H.: Algebraic topology, McGraw-Hill, 1966,
Chapt. 2. packings of maximal cardinality. That is, let two sets V
and E be given together with a multi-valued mapping
AMS 1980 Subject Classification: 57M1 0
f: E~V and let also functions A and A, be given on V
such that for each v E V,
COVERING AND PACKING- Combinatorial confi-
gurations related to multi-valued mappings of one set A(v)+X'(v) = I r- 1(v) I·
into another. Assume that one is given sets V and E Then, if the set Cis a A-covering of minimal cardinality
together with a multi-valued mapping f of E into V. for ( V, E, f), the set P = E \ C is a A, -packing of maxi-
Let f(e) be the image of an element eEE under f and, mal cardinality, and vice versa. If P is a maximal A-
for any C c;,E, let f(C)= U eEEf(e). A subset C c;,E is packing, the set C = E \ P is a A-covering of minimal
called a covering for (V, E, f) if f(C)= V. A subset cardinality. The following relate, for example, to the
P c;,E is called a packing for (V, E, f) if for any two class of problems concerned with coverings and pack-
different elements e; and e1 from P the sets f(e;) and ings:
f(e1) do not intersect. A subset P c;,E is called a perfect 1) Let G be a graph with set of vertices V and set of
packing, or a perfect covering, if P is simultaneously a edges E. If one considers V as the covered set and E as
covering and a packing. The set E is called the covering the covering set, while the incidence relation for the
set, and the set Vis called the covered set. If the inverse vertices and edges is taken as I, a covering is an edge-
mapping f- 1 is such that f- 1(V)=E, one can consider covering of the graph and a packing is a pairing, while
V as a covering set and E as the covered set. The map- a perfect packing is a perfect pairing. If one takes the
ping f: E ~ V defines an incidence relation I for which v set of vertices as the covering and covered sets, while I
from V and e from E are incident (denoted by vie) if is the adjacency relation for vertices, a covering will be
vEf(e). an externally stable set, while a packing is an internally
The concepts of a packing and a covering are related stable set; moreover, the cardinality of the minimal
to extremal problems involving the search for packings covering is the external stability number, and the cardi-
and coverings (for any given triple (V, E, f)) that pro- nality of the maximum packing is the internal stability
vide an extremum for some functional. That functional number (see Graph, numerical characteristics of a).
may, for example, be specified by means of a function 2) Let V be a non-empty set in a metric space R. A
that puts each element e from E into correspondence system 'TT of sets U r;;,R is called an £-covering of V if the
with a non-negative real number w(e), called the weight diameter d(U) of any set U E'TT does not exceed 2£ and
of the element e. The minimal covering problem con- Vr;;, U uE.,u. A set Sr;;,R is called an £-net for Vif any
sists in constructing a covering C for which ~ eE cw (e) point in the set V is at distance not exceeding £ from
takes a minimal value. One often considers the case some point in S. A set U r;;,R is called £-distinguishable
where w(e)=l; here one is concerned with finding a if any two of different points of it have distance greater
covering of minimal cardinality, or a so-called least cov- than £. Let N (( V) be the minimal number of sets in an
ering. If the triple (V, E, f) is such that £-covering of V, and let M((V) be the maximal number

24
COVERING HOMOTOPY

of points in an £-distinguishable subset of V. The space and 77: X ~en is a local homeomorphism, called a
number lo~ N((V) is called the £-entropy of V, while projection. Covering domains are encountered in the
lo~ M((V) is called the £-capacity of V. The concepts analytic continuation of holomorphic functions. For
of £-entropy and £-capacity are used in the theory of every analytic (possibly multivalent) function f in a
approximation of functions and in information theory. domain p C C" there is a cgrresponding covering
3) Let Bn be the n-dimensional unit cube with the domain D with a projection 77: D~D, just as for every
Hamming metric, while the covered set is the set of its analytic function of one complex variable there is a
vertices and the covering set is the set of spheres of corresponding Ri~mann surface; the function f is
radius r in Bn. Then the set of centres for the sphere single-valued on D. Covering domains are also called
packing is a code that will correct r errors. If the pack- Riemann domains.
ing is perfect, the code is said to be densely packed or
References
perfect. [I) SHABAT, B.V.: Introduction to complex analysis, 2, Moscow,
If for the covered set one takes the subset N1 of ver- 1976 (in Russian).
tices in the cube Bn on which some Boolean function V. V. Zharinov
f (x 1, . . . , Xn) takes the value 1, while the covering set Editorial comments. A covering domain is sometimes
is the set of faces (intervals) entirely contained in N1, called a manifold spread over en. See also Domain of holo-
morphy; Riemannian domain; Holomorphic envelope.
then the covering of minimal cardinality will
correspond to the shortest disjunctive normal form of References
j(x1, ... ,xn), while the covering with minimal sum of [A1] GUNNING, RC. and Rossi, H.: Analytic functions of several
complex variables, Prentice Hall, 1965, Chapt. 1, Section
ranks will correspond to the minimal disjunctive nor- G.
mal form of j(xb ... ,xn) (see Boolean functions, nor- [A2] GRAUERT, H. and REMMERT, R.: Theory of Stein spaces,
mal fonns of). Springer, 1979 (translated from the German).
In problems on coverings and packings, one esti- AMS 1980 Subject Classification: 32005, 3201 0,
mates their cardinality, examines questions of existence, 32015
construction and enumeration of perfect packings, as
well as the possibility of constructing effective algo-
COVERING ELEMENT in a partially ordered set -
rithms for solving these problems.
An element directly following another element; more
References
[I] RoGERS, C.A.: Packing and covering, Cambridge Univ. Press, precisely, the expression 'a covers b in the partially
1964. ordered set P' means that b<a and that there is no
[2] FEJEs Torn, L.: Lagerungen in der Ebene, auf der Kugel und im element xeP such that b<x<a.
Raum, Springer, 1972. T.S. Fofanova
[3] PETERSoN, W.W. and WELDON, E.J.: Error-correcting codes,
M.I.T., 1972. AMS 1980 Subject Classification: 06A 10
[4] Discrete mathematics and mathematical problems in cybernetics,
l, Moscow, 1974 (in Russian).
[5] liARARY, F.: Graph theory, Addison Wesley, 1972. COVERING HOMOTOPY for a homotopy F1 of a
[6] BERGE, C.: 1neorie des graphes et leurs applications, Dunod, mapping F 0 : z~Y, given a mapping p: x~Y - A
1958.
[7] VITUSHKIN, A. G.: Estimation of complexity of tabulation prob-
=
homotopy G1 : Z ~X such that pG1 F1 • In this situa-
lems, Moscow, 1959 (in Russian). tion, if the covering mapping Go for F0 is prescribed in
[8) KOLMOGOROV, A.N. and TIKHOMIROV, V.M.: 't-entropy and advance, one says that G1 extends G 0 • The covering
(-capacity of sets in function spaces', Uspekhi Mat. Nauk 14, homotopy axiom, in its strong version, requires that, for
no. 2 (1959), 3-86 (in Russian).
[9] BAKHVALOV, N.S.: Numerical methods: analysis, algebra, ordi-
a given mapping p: X~ Y, for any homotopy F1 : z~ Y
nary differential equations, Mir, 1977 (translated from the Rus- from a paracompactum Z and for any G0 (pG 0 =F0 ),
sian). an extension of Go to a covering homotopy G1 exists.
[1 0] YABLONSKii, S.V.: Introduction to discrete mathematics, Mos- In that case p is said to be a Hurewicz fibration. The
cow, 1979 (in Russian).
A.A. Sapozhenko most important example is provided by the locally
Editorial comments. trivial fibre bundles (cf. Locally trivial fibre bundle). If
the covering homotopy property is only required to
References
[A1] ScHRUVER, A. (ED.): Packing and covering in combinatorics,
hold in the case that Z is a finite polyhedron, p is
CWI, Amsterdam, 1979. called a Serre fibration.
Let X and Y be arcwise connected and let PA be the
AMS 1980 Subject Classification: 05840
path space of A (i.e. the space of continuous mappings
COVERING DOMAIN, domain over C" - A pair q: [0, l]~A). Consider a continuous mapping
(X, 77), where X is an arcwise-connected Hausdorff p.:D--+ Px,

25
COVERING HOMOTOPY

where given to any subfamily of the family y that itself is a
D = {(x, q): x eX, qePy, p(x)=q(O)} C XXPy,
covering of X. The fundamental concepts of compact-
ness, countable and final compactness are defined in
and assume that p.(x, q) begins at a point x and covers terms of subcoverings. A space is compact if in each of
q. Then the formula G,(x)=p.(G 0 (x), F,(x)) yields an its open coverings one can indicate a finite subcovering.
extension of G0 to a covering homotopy G,. In partic- A space is countably compact if in each of its countable
ular, a mapping M satisfying these conditions can be open coverings one can indicate a finite subcovering. A
defined naturally for a covering, and also for a smooth space is finally compact if in each of its open coverings
vector bundle with a fixed connection. The validity of one can indicate a countable subcovering. Open cover-
the covering homotopy axiom in Serre's formulation ings are used to define abstract combinatorial objects;
makes it possible to construct the exact homotopy this has opened up ways of applying algebraic methods
sequence of a fibration (see Homotopy group). in research on topological spaces more general than
A. V. Chernavskil polyhedra. P.S. Aleksandrov defined the fundamental
Editorial comments. Thus, a covering homotopy is a lift- concept of the nerve of an arbitrary covering y as an
ing of a given homotopy (a homotopy lifting). The covering abstract complex the vertices of which are put in one-
homotopy property is dual to the homotopy extension pro- to-one correspondence with the elements of y and
perty, which defines the notion of a cofibration.
where a finite set of these vertices constitutes an
References abstract simplex if and only if the intersection of the
[A1] SPANIER, E.H.: Algebraic topology, McGraw-Hill, 1966,
Chapt. 2.
corresponding elements of y is not empty. Systems of
open coverings of a space taken together with the rela-
AMS 1980 Subject Classification: 55PXX, 55R05 tion of being inscribed correspond to systems of
abstract complexes related by simplicial mappings, the
COVERING (OF A SEr)- Any family of subsets of so-called spectra of complexes.
the given set X with union X. Closed coverings also play a substantial part in topol-
1) By a covering of a topological space, a uniform ogy; these are coverings in which all elements are
space or, generally, any set having some structure, one closed sets. If all one-point sets in a topological space
understands any covering of this set. However, in the are closed, an example of a closed covering for this
theory of topological spaces it is particularly natural to space is provided by the family of all its one-point sub-
consider open coverings, i.e. coverings all elements of sets. However, such a covering does not contain any
which are open sets. The considerable importance of information on the topology of the space, apart from
open coverings arises because the elements of such a the fact that the T 1-separation axiom applies. There-
covering contain complete information on the local fore, the requirement of a closed covering should be
structure of the space, while the properties of the cover- combined with other substantial restrictions. In particu-
ing as a whole (in particular, the number of elements, lar, it is useful to consider locally finite closed cover-
the multiplicity and the combinatorial properties) ings. These are important in dimension theory. Another
reflect essential global characteristics of the space. important example of a closed covering is the covering
For example, the Lebesgue dimension dim of a topo- of a polyhedron by the closed simplices of some com-
logical space is defined in terms of the language of plex subdividing this polyhedron.
open coverings: The dimension of a normal space X There are interesting properties of a covering related
does not exceed a natural number n if in each finite not to the character of its elements but to the position
open covering of this space one can inscribe a finite of them, of which the following are most frequently
open covering the multiplicity of which at each point encountered: the cardinality of a covering (the number
(i.e. the number of elements in the covering containing of elements in it), local .finiteness (for each point in the
the given point) does not exceed n + 1. The relation of space there is a neighbourhood that intersects with a
one covering being inscribed in another is a basic gen- finite number of elements from the family of subsets of
eral elementary relation between coverings. A family y this space), point finiteness (the set of elements of the
of sets is inscribed in a family A of sets if each element covering containing a point taken at random is finite),
of the family y is contained in some element of the and star-/ike finiteness (each element of the covering
family A. The class of paracompact spaces (cf. intersects only with a finite number of elements in the
Paracompact space) is defined in terms of open cover- covering).
ings. A family of sets in a topological space is called con-
The name subcovering of a covering y of a set X is servative if the closure of the union of any of its sub-

26
COVERING THEOREMS

families is equal to the union of the closures of the ele- References
ments of that subfamily. Each locally finite family of [A1] SToNE, A.H.: 'Paracompactness and product spaces', Bull.
Amer. Math. Soc. 54 (1948), 977-982.
sets is conservative. Conservative coverings arise in the
2) In combinatorial geometry there are various prob-
study of paracompact spaces, where any conservative
lems and theorems related to special coverings, mainly
covering, not merely open an one, is important and not
for convex sets. Let K be a convex body in the n-
trivial.
dimensional vector space an, let bd K and int K be,
An important role is played by the concept of the
star of a point x with respect to a family y of sets (in correspondingly, the boundary and interior of K. The
particular, a covering). It is the union of all elements following problems concerning coverings are the most
in y containing x, and is usually denoted by Sty(x ). familiar.
Similarly one defines the star Sty(A) of a set A with a) Find the minimal number t(K) of translations
respect to a family of sets y. The concept of a star is (parallel transfers) of intK so that, using these, one can
used in the fundamental relation of one covering being cover K.
star-like inscribed in another, which is considerably b) Find the minimal number b(K) of bodies
finer than the relation of being inscribed. A family A of homothetic to K with homothety coefficient k, 0 < k < 1,
sets is called star-like inscribed in a family y of sets if with which one can cover K.
for each point one can find an element in y containing c) Find the minimal number d(K) of sets homothetic
the star of that point with respect to A. The relation of to K with homothety coefficient k >I and centre of
being star-like inscribed for open coverings is important homothety in an \ int K with which one can cover K.
in dimension theory, some criteria for metrization are If K is bounded, problems a) and b) are equivalent,
based on it, and it is one of the basic elementary con- and they are equivalent to the illmnination problem
cepts in defining a uniform structure and a uniform (from the outside) for the set bdK and are related to
space. It is useful to consider the family F of open the Hadwiger hypothesis. For unbounded K, problems
coverings of a topological space, directed by the rela- a) and b) in general are different, and the numbers
tion of being star-like inscribed in the following sense: b(K) and t(K) may be infinite.
For any YI and y2 from F there exists a p.eF which is References
star-like inscribed both in y1 and in y2 • [I] DANZER, L., GRONJIAUM, B. and KLEE, V.: 'Helly's theorem
and its relatives', in Proc. Symp. Pure Math., Vol. 7, Amer.
The following characterization of paracompactness in Math. Soc., 1963, pp. 101-180.
the language of being star-like inscribed is of impor- [2] BoLTYANSKii, V.G. and GoKHBERG, I.Ts.: Siitze und Probleme
tance (Morita's theorem): A Hausdorff space is der kombinatorischen Geometrie, Deutsch. Verlag Wissenschaft.,
1972 (translated from the Russian).
paracompact if and only if one can inscribe in any of [3] BoLTYANSKii, V.G. and GoKHBERG, I.Ts.: Partitioning figures
its open coverings a star-like open covering. in smaller parts, Moscow, 1971 (in Russian).
Star-like inscription does not have so much content (4] IIADWIGER, H. and DEBRUNNER, G.: Combinatorial geometry
in the plane, Holt, Rinehart and Winston, 1%4 (translated
for the case of arbitrary (or even closed) coverings. In from the German).
particular, this is evident from the fact that the family [5] ROGERS, C.A.: Packing and covering, Cambridge Univ. Press,
of all one-point subsets of a space is star-like inscribed 1964.
in any covering of that space. [6] BOLTYANSKii, V.G. and SoLTAN, P.S.: The combinatorial
geometry of various classes of convex sets, Kishinev, 1978 (in
Russian).
References P.S. So/tan
[I] KELLEY, J.L.: General topology, Springer, 1975.
[2] A.RirnANGEL'SKii, A.V. and PONOMAREV, V.I.: Fundamentals of
AMS 1980 Subject Classification: 54AXX, 05840
general topology: problems and exercises, Reidel, 1984
(translated from the Russian). COVERING SURFACE - The same as a two-
A. V. Arkhangel'skii
dimensional covering.
Editorial comments. A covering of a topological space is
AMS 1980 Subject Classification: 57M1 0
also called a cover of that space. Usually, in Western litera-
ture an inscribed covering is called a refinement and a con-
COVERING TIIEOREMS - Theorems for various
servative covering is called a closure-preserving covering.
classes of regular functions that establish certain pro-
Further, barycentric refinement is used for star-like inscribed
family (of sets). There is also the notion of star-refinement perties of sets that are entirely contained in the range
A family X of sets is a star-refinement of a family y (of sets) of values of each function of the corresponding class.
if the family {St,.(A): AEX} is a refinement of (refines) y. Below some basic covering theorems are presented (see
Finally, Morita's theorem is widely known as Stone's coin- also [1]).
cidence theorem, proved by A. H. Stone [A 1]. Theorem I. If a function w=f(z)=z+a 2 z 2 + · ..

27
COVERING THEOREMS

is regular and univalent in the disc I z I < 1 (i.e. f e S), the disc I z I < 1 one has an analogue of theorem 1
then the disc I w I < 1 I 4 is entirely covered by the with corresponding disc I w I < 1 I'}!+ 1. If moreover
image of the disc I z I < 1 under the mapping of this a1 = · · · =ilp-I =0 or a 1 = · · · =ilp=O, the
function. On the circle I w I = I I 4 there are points not corresponding discs will be I w I < 1 I 4 or
belonging to the image only if fhas the form: I w I < 1 I 2. Analogous results apply for functions that
are p-valent in the mean over a circle, over a region,
z etc. Covering theorem 3 can also be transferred to the
f(z) = . , 0E:;;a<27T.
(1 +e'az, class Sr
See also Bloch's theorem in Bloch constant.
Theorem 2. If ameromorphic function
w=F<n=r+ao+aiir+·· · maps lrl>1 References
univalently, then the entire boundary of the image lies [1] GoLUZIN, G.M.: Geometric theory offunctions of a complex
variable, Amer. Math. Soc., 1969 (translated from the Russian).
in the disc I w -ao I ~2.
G.K Antonyuk
Theorem 3. If feS, then at least one of then points
nearest to w = 0 on the boundary of the image of the CoXETER. GROUP - A group with a distinguished
disc I z I < 1 under the mapping w = f (z) lying on any system of generators {r; : i el} admitting a system of
n rays arising from w =0 at equal angles will have dis- defining relations
tance from w =0 not less than (1 1 4)11". .. 1,
(r;ri )ny-1
- , z,JE
Theorem 4. If feS, the image of the disc I z I< 1
under the mapping w = f (z) contains a set consisting of r7
where n;; = 1 (so that =I for any z) and nij = nji (for
n open rectilinear segments with the sum of the lengths i=f=J) is an integer ;;;;,:2 or equal to oo (in the latter case
not less than n, which emanate from the origin under there is no relation between r; and rj). Under these
equal angles of value 2., In. conditions n;j is the same as the order of the element
For functions feS that in the disc I z I <1 satisfy r;rj. If n;j =2, then r; and rj commute. The matrix
the inequality I f(z) I <M, M;;;;,.l, there are covering (n;j)i,jei is called the Coxeter matrix of the given Cox-
theorems analogous to theorems 1 and 3 (with eter group. The matrix (and therefore the group) can be
corresponding constants). The covering theorems 1 and given by means of the Coxeter graph, which is the
3 can also be transferred to the class of functions graph with vertices a; (i eJ) in which a; and aj are
w = f (z) that are regular and univalent in an annulus joined by an (nij-2)-fold edge if n;j<oo (in particular,
1< I z I <r, that map it into regions lying in I w I > 1, they are not joined if n;j = 2), and are joined by a thick
and that map the circle I z I = 1 into the circle edge if n;j = oo. In an alternative notation, the vertices
lwl=l. a; and aj of the Coxeter graph are joined by a simple
For the class R of functions edge with label nij.
w=j(z)=z+a2z 2 + · · · regular in the disc I z I <1, Examples. 1) Every group generated by two elements
there is no disc I w I <p, p>O, that is entirely covered of order 2 is a Coxeter group with graph
by the values of each of the functions in this class. For m
o--o
the functions
where m is the half the order of the group.
w = F(z) = z9+a 2zq+l + · · ·, q;;;a.I,
2) The symmetric group S, is a Coxeter group with
that are regular in I z I < 1, each image of this disc respect to the generators r;=(i,i+l), i=l, ... ,n-1;
entirely covers a certain segment of arbitrary given its Coxeter graph has the form
slope, containing the point w=O inside it and of length
not less than A= 8w2 I f 4(1 1 4)=0.45 · · · , where the <>-o-- ... --o--o

number A cannot be increased without imposing
additional restrictions. In this class of functions if 3) The group PG~(Z)=G~(Z)/ {+I} is a Coxeter
'
F(z)=I=O in the annulus 0< I z I <1, each image of the group with respect to the generators

, ~HI-~ ~II},,~ HI-: ~II}·
disc I z I< 1 entirely covers the disc 1 w 1 < 1 1 16, but
does not always cover a greater disc with its centre at
w=O.
In the class SP of functions
2
f(z)=zP(l+a 1z +a 2z + · · · ), regular in I z I <1,
such that each value w is taken at at most p points in
r3 = {± II~ -~II};

28
COXETER GROUP

its graph has the form
Designation Its Coxeter
of the group graph
-
11 -
.~.
The group PGI-2(Z) contains the subgroup 1n• n;;;;,2 \,....,,...'
PS~(Z) = s~ (Z) I {+I} of index 2, isomorphic to the J!.n, n;;o,3 >-···--
modular Kleinian group. ~n• n ;;;:,2 ~···~

The notion of a Coxeter group arose in the theory of l!n• n;;;;,4 >-···-<
discrete groups generated by hyperplane reflections (see ~6 ' ' i ' '
Reflection group). ~7 ' ' g I c o c

Every reflection group is a Coxeter group, if one ~8 ' Q X• ' ' C D

takes as generators the reflections in the hyperplanes .f4
that bound its fundamental polyhedron. Included G2 ~

among the reflection groups are the Weyl groups (ordi-
nary and affine) of semi-simple Lie groups (cf. Weyl Table 2. The indecomposable affine Cox-
group). eter groups. The number of generators is
In 1934 H.S.M. Coxeter [I] enumerated all the reflec- one more .than the index in the designa-
tion groups in an n-dimensional Euclidean space En tion of the group.
and proved that they are all Coxeter groups, as they are The affine Coxeter groups have been enumerated by
now called. In his next paper [2], he proved that every Coxeter (see Table. 2); they arise in the theory of
finite Coxeter group is isomorphic to some reflection semi-simple Lie groups as affme Weyl groups.
group in En whose elements have a common fixed
A Coxeter group with k generators is a two-
point, and so obtained a classification of the finite Cox-
dimensional hyperbolic Coxeter group if and only if,
eter groups (see Table 1). under a suitable numbering of the generators,
Designation Its Coxeter Its exponents _1_+_1_+ ... +-1- < 1
n 12 n 23 nkt
the group graph
and nij = oo when I i - j I > 1. With regard to n-
An, n;;o,l ---o--o I, ... , n
dimensional hyperbolic Coxeter groups with n > 2, a
C)--0-- •••

Bn or Cn, n;;o,2 o--o-···~
I, 3, ... , 2n -1
complete enumeration of them is not considered possi-
Dn, n;;o,4 <>-<>-···-< I, 3, ... , 2n -3, n -I
ble, although definite· success has been achieved in the
E6 ~ 1,4,5, 7,8, 11
study of the more important classes of such groups (see
E? o-oroo I, 5, 7, 9, 11, 13, 17
Reflection group).
Es c X o c o c 1,7, 11, I3, 17,19,23,29
The finite, affine and hyperbolic Coxeter groups and
Q

.,.._.. I, 5, 7, 11
F4 the direct products of these constitute only a small frac-
GS_m>, m ;;;;,5
-
m
o-o
l,m-1
tion of the Coxeter groups. An arbitrary Coxeter group
H3 I, 5, 9
._,.....,._, with a finite number of generators admits a finite-
H4 I, II, 19, 28
dimensional real linear representation, as was shown
explicitly by Coxeter [2], under which the generators
Table 1. The indecomposable finite Cox- are mapped onto linear reflections. It has been proved
eter groups. The number of generators is [4] that this representation is faithful, which implies, in
equal to the lower index in the designa- particular, the solution of the word problem in Coxeter
tion of the group. groups [5].
Parabolic subgroups of a Coxeter group. Let G be a
Among the infinite Coxeter groups one distinguishes Coxeter group with system of generators {r;: iEI}. For
the affine and hyperbolic Coxeter groups. A Coxeter any subset J Cl, the subgroup G1 generated by the set
group is affme (or hyperbolic) if it is isomorphic to a {r;: i eJ} is a Coxeter group, where r; f£ G1 when i tf.J.
reflection group in En (or in the Lobachevskii space A subgroup of this form is called parabolic.
Ln) whose elements have no common invariant sub- A Coxeter group is called indecomposable if it is not
space of dimension <n (in the hyperbolic case, the a direct product of two non-trivial standard subgroups;
point at infmity also has to be considered to be a sub- this is equivalent to the connectedness of its Coxeter
space). graph. All finite (or affine) Coxeter groups are direct

29
COXETER GROUP

products of indecomposable Coxeter groups of the Editorial comments.
same type; all hyperbolic Coxeter groups are indecom- References
posable. An indecomposable COxeter group is .finite [A1] APoSTOL, T.M.: Calculus, 2, Wiley, 1969, p. 93.
(respectively, affine, hyperbolic) if and only if the sym- AMS 1980 Subject Classification: 15A06
metric matrix II -cos('IT I n;j) II is positive definite
(respectively, positive semi-definite, has rank at least CRAMER 1HEOREM - An integral limit theorem
I I I - 1 and has negative index 1). for the probability of large deviations of sums of
In the theory of finite Coxeter groups, an important independent random variables. Let XI> X2, ... , be a
role is played by their so-called exponents (see Table 1); sequence of independent random variables with the
these are one less than the degrees of the generating same non-degenerate distribution function F, such that
invariants of the corresponding reflection group. One EX 1 =0 and such that the generating function Ee 1x, of
can express in terms of exponents the order of the the moments is finite in some interval I t I <H (this
group, the number of reflections (elements conjugate to last condition is known as the Cramer condition). Let

[-k ~Xj<x].
the generators), etc., see Reflection group.
The product of all the generators of a finite Coxeter EXT = al, Fn(x) =P em
group, up to conjugacy, does not depend· on the order j=J

of multiplication and is called the Killing- Coxeter ele- If x> 1, x =o(Vn) as n~oo, then
ment or Coxeter element [3].
References l-1-cll(x)
Fn(x) = exp{_£_A [......!..._)} [1 +0 [......!..._)],
Vn Vn Vn
[1] CoXETEll, H.S.M.: 'Discrete groups generated by reflections',

~(<~:; = exp{- ~).[- J;)}[t+o( J;)].
Ann. of Math. 35 (1934), 588-621.
[2] CoXETER, H.S.M.: 'The complete enumeration of finite groups
of the form 1} =(r1r/'i =1', J. London Math. Soc. 10 (1935),
21-25. Here «<>(x) is the normal (0, 1) distribution function and
[3] CoXETER, H.S.M.: 'The product of generators of a finite group
generated by reflections', Duke Math. J. 18 (1951), 765-782. A(t)= ~:=ocktk is the so-called Cramer series, the coef-
[4] BoURBAKI, N.: Elements of mathematics. Lie groups and Lie ficients of which depend only on the moments of the
algebras, Addison-Wesley, 1975 (translated from the French). random variable X 1 ; this series is convergent for all
[5] TITs, J.: Le probleme des mots dans les groupes de Coxeter,
Symp. Math., 1, Acad. Press, 1969, pp. 175-185.£ B Vi' b sufficieritly small t. Actually, the original result,
.. m erg obtained by H. Cramer in 1938, was somewhat weaker
Editorial comments. The diagrams occurring in Tables 1 than that just described.
and 2 in the Western literature are usually called Dynkin References
diagrams, particularly in the context of the corresponding [1] CRAMER, H.: Sur un nouveaux theoreme·limite de Ia theorie des
simple finite-dimensional Lie algebras and the correspond- probabilites, Act. Sci. et Ind., 736, Hermann, 1938.
ing affine Kac-Moody algebras (Kac-Moody Lie alge- [2) IBRAGIMOV, I.A. and LINNIK, Yu.V.: Independent and station·
bras), cf., e.g., [4]. ary sequences of random variables, Wolters-Noordhoff, 1971
(translated from the Russian).
AMS 1980 Subject Classification: 20F05 [3] PETRov, V.V.: Sums of independent random variables, Springer,
1975 (translated from the Russian). V. V. p t
CRAMER RULE - If the determinant D of a square . . e rov
system of linear equations Editorial comments. See also Limit theorems; Probabil-
ity of large deviations.
auXJ + · · · +aJnXn = b~o
References
anJXJ + ''' +annXn = bn [A 1] ELLis, R.S.: Entropy, large deviations, and statistical mechan-
ics, Springer, 1985.
does not vanish, then the system has a unique solution.
This solution is given by the formulas AMS 1980 Subject Classification: 60F1 0
Dk
xk = D' k=l, ... ,n. (*) CRAMER- VON MISES TEST - A non-parametric
test for testing a hypothesis H 0 which states that
Here Dk is the determinant obtained from D when the independent and identically-distributed random vari-
k-th column is replaced by the column of the free terms ables X 1, ••• , Xn have a given continuous distribution
bb ... ,bn. Formulas(*) are known as Cramer's formu- function F(x). The Cramer-von Mises test is based on
las. They have been found by G. Cramer (see [1]). a statistic of the type
References
[I] CRAMER, G.: Introduction a l'analyse des lignes courbes,
Geneva, 1750, p. 657.
w~[i'(F(x))] L
= +oo [ Vn(Fn(x)-F(x))] 2 ir(F(x))dF(x),
[2] KUROSH, A.G.: Higher algebra, Mir, 1972 (translated from the
Russian). where Fn(x) is the empirical distribution function con-
/. V. Proskuryakov structed from the sample X~o ... ,Xn and i'(t) is a cer-

30
CREMONA GROUP

tain non-negative function defined on the interval [0, 1] Editorial comments. Cf. Annihilation operators for a
such that +(t), t+(t) and t 2+(t) are integrable on [0, 1]. precise description of the operators a· (f) and for suitable
Tests of this type, based on the 'square metric', were references.
first considered by H. Cramer [1] and R. von Mises [2]. AMS 1980 Subject Classification: 47BXX, 81EXX,
N.V. Smirnov proposed putting +(t)=l, and showed 81GXX
that in that case, if the hypothesis H 0 is valid and
n~oo, the statistic cJ =w~ has in the limit an 'omega- CREATIVE SET - A recursively enumerable set A of
squared' distribution, independent of the hypothetical natural numbers whose complement A (in the set of
distribution function F(x ). A statistical test for testing natural numbers) is a productive set; in other words, a
H 0 based on the statistic w~, is called an cJ set A is creative if it is recursively enumerable and if
(Cramer-von Mises-Smirnov) test, and the numerical there exists a partial recursive function q,(x) such that,

r
value of w~ is found using the following representation: for any recursively enumerable subset Wx in A, with
GOdel number x,
w~ = I~ +j~ [F(Xul)- 2j2: I 1/J(x)EA-Wx.
where X (I)~ · • • ~X(n) is the variational series based Creative sets are frequently encountered in various
on the sample X 1, • • • , Xn. According to the w2 test algorithmically unsolvable problems, and they therefore
with significance level a, the hypothesis H 0 is rejected constitute the most important class of recursively enu-
whenever w~;;;;.w~, where w~ is the upper a-quantile of merable sets which are not recursive. In many formal
the distribution of cJ, i.e. P{cJ<w~}=l-a. T.W. theories, the sets of (numbers of) provable and refut-
Anderson and D.A. Darling proposed a similarly con- able formulas turn out to be creative (assuming a
structed test, based on the statistic w~[(l- F(x)) I F(x)] natural enumeration of all formulas of the theory); in
(see [5]). particular, this is the case for Peano arithmetic and, in
References general, for all recursively inseparable theories (i.e.
[1] CRAMER, H.: Sannolikhetskalkylen och nagra av dess theories the sets of provable and refutable formulas of
anviindningar, Stockholm, 1926. which are effectively inseparable). All creative sets are
[2) MISES, R. VON: Mathematical theory ofprobability and statistics, recursively isomorphic to one another (i.e. for any two
1964 (translated from the German).
[3] SMIRNOV, N.Y.: 'On the wl-distribution of von Mises', Mat. creative sets there exists a recursive one-to-one mapping
Sb. 2, no. 5 (1937), 973-993 (in Russian). French abstract. of the natural numbers which maps one set onto the
[4] BoL'SHEV, L.N. and SMIRNov, N.Y.: Tables of mathematical other), and they all belong to the same Turing degree
statistics, Libr. of mathematical tables, 46, Nauka, Moscow,
1983 (in Russian). Processed by L.S. Bark and E.S. Kedova. - the largest of the degrees of recursively enumerable
(5) ANDERSON, T.W. and DAIUJNG, D.A.: 'Asymptotic theory of sets. The concept of creativity generalizes to sequences
certain 'goodness-of-fit' criteria based on stochastic processes', of sets and other objects.
Ann. of Matk Stat. 23 (1952), 193-212.
M.S. Niku/in References
Editorial comments. Usually, the choice 'l'(t)=1 is sim- [I I ROGERS, JR., H.: Theory of recursive functions and effective
computability, McGraw-Hill, 1967.
ply called the Cramer-von Mises test in Western literature. [2) SHOENFIELD, J.R: Mathematical logic, Addison-Wesley, 1967.
However, Smirnov first proposed making this choice and
rewrote the statistic in the distribution-free form above. The V.A. Dushskii
limit distribution of w~ is independent of F whatever the Editorial comments. For definitions and discussions of
choice of it. (The term 'square metric' refers to the expres- the various concepts mentioned above, such as recursively
sion [Vn(Fn(x)-F(x)W, not to some choice of 'I'.) Cramer enumerable set, recursive isomorphism, Turing degree, etc.
actually considered the test with 'I'(F(x)) dF(x) replaced by cf. Recursive set theory and Degree of undecidability.
dx, while von Mises used A(x) dx.
AMS 1980 Subject Classification: 03025, 03050
An alternative to [1] is [A 1].
References
[A1) CRAMER, H.: 'On the composition of elementary errors II', CREMONA GROUP - The group Cr(PZ) of bira-
Skand. Aktuarietidskr. (1928), 171-280. tional automorphisms of a projective space PZ over a
field k; or, equivalently, the group of Cremona
AMS 1980 Subject Classification: 62G10
transformations (cf. Cremona transformation) of PZ.
The group PGL(n + 1, k) of projective transforma-
CREATION OPERATORS - A family of closed linear
tions of PZ is contained in a natural manner in Cr(PZ)
operators {a*(/): JEH}, where H is some Hilbert as a subgroup; when n ;;;;.2 it is a proper subgroup. The
space, acting in the Fock space constructed over H. group Cr(PZ) is isomorphic to the group
They are the adjoints of the annihilation operators Autk(x 1, ••• ,xn) of automorphisms over k of the field
{a(/): fEH}. R.A. Min/os of rational functions in n variables over k. The funda-

31
CREMONA GROUP

mental result concerning the Cremona group for the CllEMONA TRANSFORMATION - A birational
projective plane is Noether's theorem: The group Cr(P~) transformation of a projective space PZ, n;;;;;.. 2, over a
over an algebraically closed field is generated by the field k. Birational transformations of the plane and of
quadratic transformations or, equivalently, by the stan- three-dimensional space were systematically studied
dard quadratic transformation and the projective (from 1863 on) by L. Cr~ona. The group of Cremona
transformations (see [1], [7]); relations between these transformations is also named after him - the
generators can be found in [10] (see also [11]). It is not Cremona group, and is denoted by Cr(PZ).
known to date (1987) whether the Cremona group is The simplest examples of Cremona transformations
simple. There is a generalization of Noether's theorem which are not projective transformations are quadratic
to the case in which the ground field k is not algebrai- birational transformations of the plane. In non-
cally closed (see [6]). homogeneous coordinates (x, y) they may be expressed
One of the most difficult problems in birational as linear-fractional transformations
geometry is that of describing the structure of the a 1x+b 1y+c 1 a 3x+b 3y+c3
group Cr(Ph which is no longer generated by the qua- X~ ,J~ b .
a2x+bz.r+c2 a4x+ 4.Y+c4
dratic transformations. Almost all literature on
Among these transformations, special consideration is
Cremona transformations of three-dimensional space is
given to the standard quadratic transformation 'T:

l'
devoted to concrete examples of such transformations.
Finally, practically nothing is known about the struc-
ture of the Cremona group for spaces of dimension (x, y) ~ [! '~
higher than 3. or, in homogeneous coordinates,
An important direction of research in the theory of (Xo, X1o X2) ~ (XtX2, XoX2, XoXt).
Cremona groups is the investigation of subgroups of
This transformation is an isomorphism off the coordi-
Cr(PZ). The finite subgroups of Cr(P~), with k algebrai-
nate axes:
cally closed, have been described up to conjugacy (see
[8], and also [6]). A classification of all involutions in T: P1, \ {xox1x2 =0} ~Pi\ {xox1x2 =0},
Cr(P~) was obtained as far back as 1877 by E. Bertini it has three fundamental points (points at which is it
(see e.g. [4], [5]). The question of describing all involu- undefined) (0, 0, 1), (0, 1, 0) and (1, 0, 0), and maps
tions in Cr(PZ), n;;;;;.. 3, remains open. All maximal con- each coordinate axis onto the unique fundamental
nected algebraic subgroups in Cr(P~) were described by point not contained in that axis.
F. Enriques in 1893 (see [4]): They are just the auto- By Noether's theorem (see Cremona group), if k is an
morphism groups of all minimal models of rational sur- algebraically closed field, each Cremona transformation
faces, i.e. of the plane P~, the quadric P 1 X P 1 and of of the plane P~ can be expressed as a composition of
the series of ruled surfaces FN, N;;;;:.2. There are a few quadratic transformations.
generalizations of this result (see [3], [9]) to the case of An important place in the theory of Cremona
the group Cr(PZ), n ~3. transformations is occupied by certain special classes of
References transformations, in particular - Geiser involutions and
[1] 'Algebraic surfaces', Proc. Steklov Inst. Math. 75 (1967).
(Trudy Mat. Inst. Stek/ov. 75 (1965)) Bertini involutions (see [1]). A Geiser involution
[2) COBLE, A.B.: Algebraic geometry and theta functions, Amer. a: P~---+P~ is defined by a linear system of curves of
Math. Soc., 1929. degree 8 on Pt which pass with multiplicity 3 through
[3] DEMAZURE, M.: 'Sous-groupes algebriques de rang maximum 7 points in general position. A Bertini involution
du groupes de Cremona', Ann. Sci. Ecole Norm. Sup. Ser. 4 3,
no. 4 (1970), 507-588. {J: P~-...+P~ is defined by a linear system of curves of
[4] GODEAUX, L.: Les transformations birationelles du plan, degree 17 on Pt which pass with multiplicity 6 through
Gauthier-Villars, 1927. 8 points in general position.
[5] HUDSON, H.P.: Cremona transformations in plane and space,
Cambridge Univ. Press, 1927.
A Cremona transformation of the form
[6) MANIN, Yu.I.: 'Rational surfaces over perfect fields II', Math. x ~x.
USSR-Sb. 1 (1967), 141-168. (Mat. Sb. 72, no. 2 (1967), 161- P(x)y+Q(x)
192) y ~ R(x).y+S(x), P, Q, R, Sek[x],
[7] NAGATA, M.: 'On rational surfaces II', Mem Coli. Sci. Univ.
Kyoto 33 (1960), 271-293. is called a de Jonquieres transformation. De Jonquieres
[8] WIMAN, A.: 'Zur Theorie der endlichen Gruppen von bira-
transformations are most naturally interpreted as bira-
tionalen Transformationen in der Ebene', Math. Ann. 48
(1897), 195-240. tional transformations of the quadric Pl XPl which
[9) UMEMURA, H.: 'Surles sous-groupes algebriques primitifs du preserve projection onto one of the factors. One can
groupe de Cremona a trois variables', Nagoya Math. J. 79 then restate Noether's theorem as follows: The group
(1980), 47-67.
V:A. Iskovskikh Bir(P 1 XP 1) of birational automorphisms of the qua-
AMS 1980 Subject Classification: 14E07 dric is generated by an involution o and by the de

32
CRITICAL POINT

Jonquieres transformations, where aEAut(P 1 XP 1) is critical region of the test: cf>(x)=1 if xEK, cf>(x)=O if
the automorphism defined by permutation of factors. X ft.K.
Any biregular automorphism of the affine space A~
References
in P~ may be extended to a Cremona transformation of [I] LEHMANN, E.L.: Testing statiStical hypotheses, Wiley, I959.
P~, so that Aut(ADCCr{PO. When n =2 the group
M.S. Nikulin
Aut(A~) is generated by the subgroup of affine
transformations and the subgroup of transformations of AMS 1980 Subject Classification: 62F03, 62GXX

the form x ~ ax+b, y ~ cy+Q(x), (*) CRITICAL IDEAL
a =1= 0, c =I= 0, a, bEk,Q(x)Ek[x], Editorial comments. The same as a ramified prime
moreover, it is the amalgamated product of these sub- ideal.
groups [5]. The structure of the group Aut(AV, n ;;a. 3, is AMS 1980 Subject Classification: 12AXX, 12BXX
not known. In general, up to the present time (1987) no
significant results have been obtained concerning CluneAL LEVEL - The difference between one and
Cremona transformations for dimensions n ;;;:. 3. the critical function. Suppose that a certain hypothesis
H 0 concerning the distribution of a random variable X
References
[1) HUDSON, H.P.: Cremona transformations in plane and space, is being tested, using a test based on a statistic T(X)
Cambridge Univ. Press, I927. the distribution function of which - provided H 0 is
[2] GoDEAUX, L.: Les transformations birationelles du plan, true - is G(t). If the critical region for the test is
Gauthier-Villars, I927.
[3) COBLE, A.B.: Algebraic geometry and theta functions, Amer. defined by an equality T(X)>t, then the critical level is
Math. Soc., 1929. given by 1-G{T(X)}.
[4) NAGATA, M.: 'On rational surfaces II', Mem Coli. Sci. Univ.
Kyoto 33 (I960), 27I-393.
References
[I) LEHMANN, E.: Testing statistical hypotheses, Wiley, I959.
[5] SIIAFAREVICH, I.R: 'On some infinitedimensional groups',
[2] HAJEK, J. and SmAK, Z.: Theory of rank tests, Acad. Press,
Rend. di Math 25 (1966), 208-2I2. V.A. Iskovskikh
I967. M.S. Niku/in
Editorial comments. The fact that Aut(A~) is the amal- AMS 1980 Subject Classification: 62F03, 62GXX
gamated product of the subgroup of affine transformations
(cf. Affine transformation) with that of the transformations
CRITICAL POINT - I) For an analytic function f(z ),
(*)was first proved (for chark=O) by H.W.E. Jung [A1]; the
a critical point of order m is a point a of the complex
case of arbitrary ground field was proved by W. van der
Kulk [A2]. plane at which f(z) is regular but its derivative / (z)
has a zero of order m, where m is a natural number. In
References
[A1] H.W.E.: 'Ueber ganze birationate Transformationen
JUNG,
other words, a critical point is defined by the condi-
der Ebene', J. ReineAngew. Math. 184 (1942), 161-174. tions
(A2) KVLK, W. VANDER: 'On polynomial rings in two variables', lim f(z)- [(a) = 0 lim ((z)- [(a) ~ 0
z-+a (z-aY" ' z-+a ( z-a yn+t -;- .
Nieuw Arch. Wiskunde 1 (1953), 33-41.
AMS 1980 Subject Classification: 14F05 A critical point at infinity, a= oo, of order m, for a
function f(z) which is regular at infinity, is defmed by
CRITICAL FUNCTION - A statistic for which the
the conditions
values are the conditional probabilities of the devia- lim [f(z)- f(oo)]zm
Z-HJO
= 0, lim [f(z)- f(oo)]zm+i =I= 0.
Z-+00
tions from the hypothesis being tested, given the value
Under the analytic mapping w = f(z ), the angle
of an observed result. Let X be a random variable with
between two curves emanating from a critical point of
values in a sample space (I, \B), the distribution of
order m is increased by a factor m + 1. If f(z) is
which belongs to a family {P 8 : OEEl}, and suppose one
regarded as the complex potential of some planar flow
is testing the hypothesis Ho: 8E8o ce, against the
of an incompressible liquid, a critical point is character-
alternative H 1 : 0E8 1 =80 • Let cf() be a measur-
ized by the property that through it pass not one but
able function on l such that Q:s:;;;;cf>(x)~l for all xEl. If
m + I stream lines, and the velocity of the flow at a
the hypothesis is being tested by a randomized test,
critical point vanishes. In terms of the inverse function
according to which H 0 is rejected with probability cf>(_x)
z=V{w) (i.e. the function for which.fll/{w)J=w), a criti-
if the experiment reveals that X=x, and accepted With
cal point is an algebraic branch point of orde~ m +.l.
probability 1-cf>(x), then cf>(·) is called the cri~cal func-
2) A point a of a complex (n- m )-dimensiOnal
tion of the test. In setting up a non-randonnzed test,
irreducible analytic set
one chooses the critical function in such a way that it
assumes only two values, 0 and 1. Hence it is the M = {zEV:ft(z)= · · · =fm(z)=O},
characteristic function of a certain set K E\!3, called the the latter being defined in a neighbourhood V of a in

33
CRITICAL POINT

the complex space en
by the conditions roughly like the standard imbedding of Rk into R1;
fi(z)= · · · =fm(z)=O, where f~> ... ,fm are holo- more precisely, there exist local coordinates x 1, ••• , xk
morphic functions on V in n complex variables, near x 0 (on M) andY~> ... ,y1 near f(xo) (on N), in
z =(zh .. . ,zn), is called a critical point if the rank of terms of which f is given by
the Jacobian matrix 11 ajj;azk
11. J=l, ... ,m, y; =X;, i<.k; Yk+l = ... = Yl = 0.
k = I, ... , n, is less than m. The other points of M are
called regular. There are relatively few critical points on In the second case the image of a neighbourhood of x 0
M: They form an analytic set of complex dimension at need not be a manifold, displaying instead various
most n -m -1. In particular, when m = 1, i.e. if singularities - cusps, self-intersections, etc. For this
reason, the definition of a critical point is often modi-
M = {{1(z )=0}, and the dimension of M is n -1, the
fied to include only points x 0 such that
dimension of the set of critical points is at most n - 2.
Rkx. f<min(k, /); corresponding modifications are
References
[1] HURWITZ, A. and CoURANT, R: Vorlesungen iiber allgemeine then necessary in the definitions of the other terms
Funktionentheorie und elliptische Funktionen, 1, Springer, 1%4. listed above [5].
[2] SHABAT, B.V.: Introduction to complex analysis, Moscow, 1976 The behaviour of mappings in a neighbourhood of a
(in Russian).
E.D. Solomentsev critical point is investigated in the theory of singulari-
Editorial comments. A point as described under 2) is ties of differentiable mappings (see [5], [6]). In that con-
also called a singular point of M, cf. [A1]. text one studies not arbitrary critical points (concerning
References which little can be said), but critical points satisfying
[A1] GRAUER.T, H. and FRITZSCHE, K.: Several complex variables, conditions which ensure that they are 'not too strongly
Springer, 1976, 95 (translated from the German). degenerate' and 'typical'. Thus, one considers critical
3) A critical point of a smooth (i.e. continuously dif- points of sufficiently smooth mappings, or families of
ferentiable) mapping f of a k-dimensional differentiable mappings (which depend smoothly on finitely many
manifold M into an /-dimensional differentiable manifold parameters), which are 'unremovable' in the sense that,
N is a point x 0 EM such that the rank Rkx.f off at under small perturbations ('small' being understood in
this point (i.e. the dimension of the image df(Tx.M) of the sense of em for suitable m) of the original
the tangent space to M under the differential mapping mapping, or of the original family, the perturbed map-
df: Tx.M~Tf(x.)N) is less than /. The set of all critical ping (family) has a critical point of the same type in
points is called the critical set, the image f(x 0 ) of a some neighbourhood of the original critical point. For a
critical point x 0 is called a critical value, and a point mapping M ~R (i.e. an ordinary scalar function; in this
yEN which is not the image of any critical point is case critical points are often called stationary points),
called a regular point or a regular value (though it need critical points which are typical in the indicated sense
not belong to the image f (M)); non-critical points of are the non-degenerate critical points at which the Hes-
Mare also called regular. sian is a non-degenerate quadratic form. Concerning
According to Sard's theorem, iff is smooth of class typical critical points for a family of functions see [6),
em' m >min(k -I, 0), then the image of the critical set [7].
is of the first category in N (i.e. it is the union of at References
most countably many nowhere-dense sets) and has /- [1] SARD, A.: 'The measure of critical values of differentiable
dimensional measure zero (see [1], [2]). The lower maps', Bull Amer. Math Soc. 48 (1942), 883-890.
[2] STERNBERG, S.: Lectures on differential geometry, Prentice Hall,
bound for m cannot be weakened (see [3]). The case 1%4.
most frequently needed is m = oo (in which case the [3] WHITNEY, H.: 'A function not constant on a connected set of
proof is simplified, see [4]). This theorem is widely used critical points', Duke Math. J. 1, no. 4 (1935), 514-517.
[4] MILNOR, J.: Topology from the differential viewpoint, Univ.
for reductions to general position via 'small move- Press of Virginia, Charlottesville, 1965.
ments'; for example, it may readily be used to prove [5] GoLUBITSKY, M. and GUILLEMIN, V.: Stable mappings and
that, given two smooth submanifolds in Rn, there exists their singularities, Springer, 1974.
[6] BROcKER, P. and LANDER, L.: Differentiable germs and catas·
an arbitrarily small translation of one of them such that
trophes, Cambridge Univ. Press, 1975.
their intersection will also be a submanifold (see [2], [4], [7] ARNoL'D, V.I.: 'Normal forms of functions near degenerate
and also Transversality of mappings). critical points, the Weyl groups At. Dt. Ek and Lagrangian
According to the above definition, when k <I every singularities', Funktsional. Anal. i Prilozh. 6, no. 4 (1972), 3-25
(in Russian).
point x 0 EM must be considered as critical. Then, how- D. V. Anosov
ever, there are considerable differences between the AMS 1980 Subject Classification: 30-01, 32A1 o,
properties of the points x 0 for which Rkx.f=k and the 32C40, 57R45
points for which Rkx.f<k. In the former case there is
a neighbourhood of x 0 in which the mapping f looks CRmcAL REGION - A region of a sample space

34
CROSS RATIO

with the property that if the observed value of a ran-
dom variable, the distribution of which is connected l~agtg] [~Pgtg] h~ L~h.(axP?Px,y+h·
x,yeG
with the tested hypothesis, falls in that region, then the This ring is denoted by K(G, p, a); the elements tg form
hypothesis is rejected. Let H 0 be the tested hypothesis a K-basis of it.
concerning the distribution of a random variable X, If a maps G onto the identity automorphism of K,
taking values in a sample space (I, ~). In constructing then K(G, p) is called a twisted or crossed group ring,
a non-randomized test for H 0 , one divides the space I and if, in addition, Pg,h =1 for all g, h E G, then
into two disjoint sets K and K such that K U K=I, K(G, p, a) is the group ring of Gover K (see Group alge-
K E~. The test amounts to the following rule: Reject bra).
H 0 if an experimental realization x o~X falls in the set Let K be a field and a a monomorphism. Then
K; accept H 0 otherwise (i.e. if x EK ). The set K ~ K(G, p, a) is a simple ring, being the cross product of
called the critical region of the test; its complement K the field with its Galois group.
is called the acceptance region. In this sense, the prob-
References
lem of selecting a critical region is equivalent to the [1] SEHGAL, S.K.: Topics in group rings, M. Dekker, 1978.
construction of a non-randomized statistical test for the [2] Bovm, A.A.: 'Cross products of semi-groups and rings',
hypothesis H 0 • Naturally, the critical region is decided Sibirsk. Mat. Zh. 4 (1963), 481-499 (in Russian).
[3] ZALESSKii, A.E. and MIKHALEv, A.V.: 'Group rings', J. Soviet
upon before sampling to test for H 0 ; on the other Math. 4 (1975), 1-74. (Itogi Nauk. i Tekhn. Sovrem Probl
hand, within the context of the Neyman- Pearson Mat. 2 (1973), 5-118)
theory, the actual choice of the critical region is deter- [4] PASSMAN, D.S.: The algebraic structure of group rings, Wiley,
1977.
mined by the probabilities of the errors of the first and A.A. Bovdi
second kind occurring in problems of statistical
Editorial comments. In the defining relations for a factor
hypotheses testing. system above pg;~9 ,, e.g., of course stands for the result of
References applying the automorphism a(g 1 ) to the element p9 ,, 9 ,. If
[1] CRAMER., H.: Mathematical methods of statistics, Princeton
Univ. Press, 1946. Pg,h = 1 for all g, hE G, then one obtains the skew group ring
[2] LEHMANN, E.L.: Testing statistical hypotheses, Wiley, 1959. K(G, 1, a). Cross products arise naturally when dealing with
[3] WAERDEN, B.L. VANDER: Mathematische Statistik, Springer, extensions. Indeed, let N be a normal subgroup of G.
1957. M.S. Nikulin Choose a set of representatives {g} of G 1 N in G. Then
every a E KG, the group algebra of G, can be written as a
AMS 1980 Subject Classification: 62F03, 62GXX
unique sum a= ~agg, a9 E KN. Now write
CRrncAL vALUE - The value of a differentiable gh = p-g,t,gh, ga = a-g(a)g.
mapping at a critical point. Then the P9.t. define a factor system (for the group GIN
AMS 1980 Subject Classification: 57R70 and the ring KN relative to the set of automorphisms a-g) and
KG= KN(G IN, p, a).
CROSS PRODUCf, crossed product, of a group G and
Up to Brauer equivalence every central simple algebra is a
a ring K - An associative ring defined as follows. Sup-
cross product, but not every division algebra is isomorphic
pose one is given a mapping a of a group G into the to a cross product. Two algebras A, 8 over K are Brauer
isomorphism group of an associative ring K with an equivalent if A®Mn,(K) is isomorphic to B®Mn,(K) for
identity, and a family suitable n 1 and n 2 . Here Mn(K) is the algebra of nxn
p = {Pg,h: g, h EG} matrices over K. Ct. also Brauer group.

of invertible elements of K, satisfying the conditions AMS 1980 Subject Classification: 16A26, 16A27

CRoss RATIO, double ratio, anharmonic ratio, of
four points M 1 , M 2 , M 3 , M 4 on a straight line - A
number denoted by the symbol (M 1M 2M 3M4) and
for all aEK and gh g 2, g 3 EG. The family p is called a
factor system. Then the cross product of G and K with equal to
MIM3 MIM4
respect to the factor system p and the mapping a is the M 3Mz: M4M2.
set of all formal finite sums of the form
Here, the ratio M 1M 3 I M 3M 2 is considered to be
~agtg, gEG, agEK
geG positive if the directions of the segments M 1M3 and
M 3M 2 coincide, and is considered to be negative if
(where the tg are symbols uniquely assi~ed to every these directions are opposite. The cross ratio depends
element g E G), with binary operations defmed by on the numbering of the points, which may or may not
~agtg+ ~/3gtg = ~(ag+/3g)tg; be the same as the order of their appearance on the
geG geG geG

35
CROSS RATIO

straight line. As well as the cross ratio of four points, CRossED MODULES - A concept arising from the
one may consider the cross ratio of four straight lines concept of a G-module (see Module). A group M (not
passing through a point. This ratio, which is denoted necessarily Abelian) with a group of operators G and
by the symbol (m 1 m2 m 3 m4 ), is equal to homomorphism f: M --+G such that for any g E G and all
sin(m 1m 3) . sin(m1m4) x,yEM,
sin(m3m2) · sin(m4m2)' j(gx) = g(jx)g- 1, (jx)y = xyx- 1,
and the angle (m;mj) between the straight lines m; and is called a crossed (G,f)-module. M is a G-module (i.e.
mj is considered together with its sign. If the points its underlying group is Abelian) if and only if f=const
M~o M 2 , M 3 , M 4 lie on the straight lines mi> m 2 , m 3 , (=eEG).
m 4 , one has M.l. Voftsekhovskif

(M1M2M3M4) = (m1m2m3m4). AMS 1980 Subject Classification: 16A53, 13C13

If the points MI> M 2 , M 3 , M 4 and M;, M~, M~, M~
CROSSING STRAIGHT LINES
are obtained by the intersection of the same quadruple
of straight lines mh m 2 , m 3 , m4, then Editorial comments. See Skew lines.

(M1M2M3M4) = (M}MiM3M~). AMS 1980 Subject Classification: 51 N 1 0

The cross ratio is an invariant of projective transfor- CRYPrOGRAPHY
mations. A cross ratio equal to - I is known as a har- Editorial comments. During recent years the increase in
monic ratio (cf. Hannonic quadruple of points). the amount of studies concerning cryptography has been
E. G. Poznyak really explosive, and there are two main reasons for this. In
Editorial comments. the first place, the seminal idea of public key cryptography,
apart from being of extraordinary interest on its own right,
References
[A1] CoXETER, H.S.M.: Projective geometry, Univ. Toronto Press, has created entirely new types of applications, some of
1974. which are rather contra-intuitive with respect to the common
sense notions concerning communication between different
AMS 1980 Subject Classification: 51 A05, 51 N15
parties. In the second place, the need for cryptography has
increased tremendously due to various aspects of data
CROSSED HOMOMORPIUSM of a group G into a security. This can be expressed briefly by saying that there
group r with group of operators G - A mapping are now really many 'positive' applications of cryptography,
cj>: G--+f satisfying the condition cj>(ab)=cj>(a)(acj>(b)). If whereas the earlier applications were mainly 'negative', i.e.,
G acts trivially on r, then crossed homomorphisms are secret communication during wars, criminal activities, etc.
just ordinary homomorphisms. Crossed homomor- Besides, it seems that the range of applications will become
phisms are also called 1-cocycles of G with values in f larger and larger with the expansion of electronic mail and
(see Non-Abelian cohomology). Every element yEf similar systems.
defines a crossed homomorphism cj>(a)=y- 1(ay) Consider messages sent via an insecure channel (cf.
(a E G), called a principal crossed homomorphism, or Communication channel). (The channel might be a tele-
cocycle cohomologous to e. A mapping cj>: G--+f is a phone line subject to wiretapping by an eavesdropper, or it
might be some data storage device in an information sys-
crossed homomorphism if and only if the mapping p of
tem.) Such messages will be referred to as plaintext. To
G into the holomorph of r (cf. Holomorph of a group)
increase security, the sender encrypts the plaintext and
given by p(a)=(cj>(a), a(a)), where a: G--+Autf is the sends the resulting cryptotext via the channel. The receiver
homomorphism defining the G action on f, is a then decrypts the cryptotext back to the plaintext. (Instead
homomorphism. For example, if a is a linear represen- of plaintext and cryptotext, the terms cleartext and cipher-
tation of G in a vector space V, then any crossed text are often used.)
homomorphism cj>: G--+ V defines a representation p of The encryption and decryption are usually carried out in
G by affine transformations of V. The set cj>- 1(e)CG is terms of a specific cryptosystem. Essentially, a cryptosystem
called the kernel of the crossed homomorphism cj>; it is specifies several (often infinitely many) keys. Each key K
always a subgroup of G. determines an encryption function eK and a decryption
A.L Ohishchik function dK. Cryptotext cis obtained from plaintext w using
Editorial comments.
eK(w) =c.
References
Conversely,
[A1] MAcLANE, S.: Homology, Springer, 1963.
[A2] LANa, S.: Rapport sur Ia cohomologie des groupes, Benja-
dK(c) = w.
min, 1966. Thus,
dK(eK(w)) = w.
AMS 1980 Subject Classification: 20JXX, 18G50
More specifically, a cryptosystem CS consists of a plain-

36
CRYPTOGRAPHY

text space, a cryptotext space and a key space. All three is due toW. Diffie and M. Hellman, [A3]: the knowledge of
items are at most countable. Typically, a plaintext space eK does not necessarily give away dK. More specifically, the
could be~·. for some alphabet~. or the set of all mean- computation of dK from eK may be intractable, at least for
ingful sentences in a natural language such as English. almost-all keys K.
Similarly, the cryptotext space could bet:.·. for some alpha- The idea of public key cryptosystems is very simple -
bet !::.. Each key K determines mappings eK and dK in the why was it presented so late in the history of cryptography?
sense discussed above. For instance, if the plaintext and One apparent reason is that some theory of computational
cryptotext spaces are ~· and !::. ·, then eK will be a transla- complexity had to be ready before the realization of the idea
tion of~· into t:. • (cf. Translation). of public key cryptography (cf. Complexity theory).
'Legal' communication activities may be intercepted by an The system RSA due to R. Rivest, A. Shamir and L. Adle-
eavesdropper or cryptanalyst. In a good cryptosystem crypt- man [A4], is by now the most tested one among the public
analysis will be very difficult. No satisfactory formalization of key systems. At the time of writing (1988), nothing serious
these notions has been found so far: formalizations do not has come up against RSA.
capture the essential issues from the point of view of appli- RSA is based on the fact that it is almost impossible to
cations. recover two large prime numbers p and q from their product
Perhaps the oldest and best known among all cryptosys- n = pq - at least according to the presently known factori-
tems is called Caesar cipher or briefly CAESAR. Both the zation algorithms. On the other hand, large random prime
plaintext space and the cryptotext space consist in this case numbers can be generated fast. The public key encryption
of all words over the English alphabet ~={A, ... ,Z} (cf. is based on n, whereas decryption requires that one knows
Word). The key space is {0, ... , 25}. If K is an element of p and q. Details are presented below.
the key space, then eK is the morphism mapping each letter Let p and q be two large random primes (typically, having
K letters ahead in the alphabet. (The ordering of ~ is the at least 100 digits in their decimal representation). Denote
natural alphabetic one, and the end of the alphabet is con- n = pq and cp(n) = (p-1)(q-1).
tinued cyclically to the beginning, cf. Lexicographic order.)
(Here cfl is the Euler function.) Choose a number.e>1 rela-
For instance, tively prime to cp(n) and a number d satisfying the
e25 (1BM) = HAL, e6 (MUPIO) = SAVOJ,
e3 (HELP) = KHOS, e0 (CRYPTO) = CRYPTO.
congruence
=
ed 1 (modcp(n)).
(Since e and cp(n) are relatively prime, the congruence has a
The decryption function dK corresponding to the key K is solution. It can be found rapidly by the Euclidean algo-
defined by rithm.)
Thus, The numbers n and e, referred to as the modulus and the
ds(SAVOJ) = e20 (SAVOJ) = MUPIO. encryption exponent, respectively, constitute the public
Clearly, in this case all functions eK and dK are bijections of encryption key. The cryptotext c will be the least positive
~· onto~· (cf. Bijection). remainder of we (mod n), where w is the plaintext word over
The cardinality of the key space of CAESAR is very the alphabet {0, ... , 9}. One assumes that the length i of
small. No cryptosystem with this property can be good in w satisfies the inequalities 10;- 1 <n<W. This is to make
the sense described above: cryptanalysis can be carried out sure that the modular calculations do not cause any ambi-
simply by trying all possible keys. This is particularly easy if guities and that, on the other hand, the plaintext blocks are
the plaintext is in some natural language. Then, for reason- not too short.
ably long cryptotexts (say with length ;;;;.10), in general only It can be shown by straightforward elementary number
one decryption key produces a meaningful plaintext. This theory that cd=w (mod n). Thus, the trapdoor d enables
redundancy of natural languages constitutes the foundation one to decrypt.
for the cryptanalysis of many cryptosystems; knowledge of For example, choose p=47 and q=59, yielding n=2773
the statistical distribution of individual letters, pairs of con- and cp(n)=2668. Choose further e= 17, yielding
secutive letters and triples of consecutive letters uncovers d=157. Since 1o><n<104, the plaintext blocks should
the correspondence between plaintext and cryptotext letters. consist of four decimal digits. For instance, 192017 =21 09
CAESAR is the oldest widely used cryptosystem. A great (mod2773). For decryption, 2109157 =1920 (mod2773).
variety of other cryptosystems has been developed. A pro- It is rather easy to factorize 2773 and, hence, to find the
perty shared by all of these classical cryptosystems is that, decryption exponent d=157. However, one might still want
whenever one knows the encryption key eK, one also knows to consider the case where p and q are so large that they
the decryption key dK. More explicitly, dK is either immedi- cannot be recovered from their product n. How could crypt-
ately implied by eK or else can be computed from eK analysis be carried out in this case?
without too much difficulty. Thus, if one is dealing with any For instance, assume that one is able to compute cp(n)
of the classical cryptosystems, the encryption key eK must without actually factorizing n. Then p+q is immediately
be kept secret: once it is publicized, the decryption key dK obtainable from cp(n)=n-(p+q)+1 and the public infor-
is given away. mation n. On the other hand, p-q is the square root of
The seminal idea of public key cryptosystems (as (p +q)2 - 4n and, thus, also immediately obtainable. Now p
opposed to what has been called above 'classical' systems) and q can be immediately computed from p + q and p- q.

37
CRYPTOGRAPHY

This means that an algorithm tor computing cp(n) yields an The purpose of a cryptosystem is to encipher an intelligi-
algorithm of essentially the same complexity for factorizing ble cleartext (also called plaintext), thus producing an unin-
n. telligible ciphertext (also called cryptogram). The intended
Public key cryptosystems are especially suitable for receiver must be able to decipher the ciphertext, thus recov-
authentication and electronic signatures. ering the cfeartext. However, eavesdroppers (also called
Consider two parties A and 8 with conflicting interests, (passive) cryptanalysts) must be unable to decrypt the
e.g. a bank and a customer or two superpowers. When A ciphertext. .
sends a message to 8, it should be signed and the signa- A cryptosystem is restricted it its security is based on
ture should give the parties the following two kinds of pro- keeping secret the nature of the enciphering and decipher-
tection. ing algorithms. Restricted cryptosystems are usually
i) Both A and 8 should be protected against messages designed by amateurs and are almost always childplay for
addressed to 8, ted in the information system by a third qualified cryptanalysts. More importantly, they can be of no
party C who pretends to be A. use in the modern context of a large number of users.
ii) A should be protected against messages forged by B Codes (ct. Code) are instances of restricted cryptosystems.
who claims to have received them from A, properly signed. These are not discussed any further here.
If a classical cryptosystem is used, then the requirement i) A cryptosystem is general if its security lies not in the
can be satisfied in a reasonable fashion: A and 8 agree secrecy of the enciphering and deciphering algorithms, but
upon a secret encryption key known only to them. On the rather in a relatively short secret parameter known as the
other hand, the requirement ii) is apparently more difficult to key. It should be easy for individual users to come up with
satisfy because 8 should know something about the way A their own keys so that even the designer of the cryptosys-
generates the signature, and yet it should be impossible for tem cannot break it if he does not know which key has
8 to generate A's signature. Observe also that if one is deal- actually been used. General cryptosystems should allow a
ing with a big network of communicating parties (say, a net- very large number of possible keys, so as to discourage
work of mail users) then it is impractical to use a distinct exhaustive search (trying systematically to decipher a given
secret method of signing tor every pair of users. ciphertext using each possible key until meaningful cleartext
It a public key cryptosystem is used, both i) and ii) can be emerges). However, there is no safety in large numbers
satisfied, at feast in principle. A sends the message w to 8 alone.
in the form e8 (dA(w)). 8 can first recover dA(w) by the A general cryptosystem is secret-key if some secret piece
secret decryption key d8 . From dA(w), 8 can recover w by of information (the key) has to be agreed upon ahead of
the publicly known eA. (Recall that eA and dA are inverses.) time between any two parties that wish to communicate.
Now both i) and ii) are satisfied because only A knows dA. This implies a need tor secure key distribution, which can
Hence, neither C nor 8 forge A's signature. Also A cannot be a serious problem if a large number of users are
later deny sending the message to B. involved.
A general cryptosystem is public-key if it provides secure
References
[A1] BEKER, H. and PIPER, F.: Cipher systems, Northwood Books, communication over insecure channels (ct. Communication
1982. channel) between two totally unacquainted parties. In such
[A2] DENNING, D.E.: Cryptography and data security, Addison- systems, each user selects a private key from which she
Wesley, 1982. obtains a pair of algorithms. She makes one of them avail-
[A3] DIFFIE, W. and HELLMAN, M.: 'New directions in cryptogra-
able to everyone as her public enciphering algorithm,
phy', IEEE Trans. Information Theory IT-22 (1976), 644-654.
[A4] RivEST, R., SIIAMIR, A. and ADLEMAN, L.: 'A method for whereas she keeps secret the other one, which is the
obtaining digital signatures and public-key cryptosystems', corresponding private deciphering algorithm. This allows
Comm. ACM 21 (1978), 120-126. even a complete stranger to use her public algorithm to
[AS] SALOMA, A.: Computation and automata, Cambridge Univ. encipher a message for her; yet only she can decipher it
Press, 1985. G R b
. ozen erg through the use of her private algorithm.
A. Salomaa Cryptographic techniques have a large number of appli-
cations beyond secure communication, such as authentica-
AMS 1980 Subject Classification: 94AXX tion, digital signature, password protection and minimum
disclosure proofs, which are discussed below. In addition,
CRYPI'OLOGY the following applications are mentioned in [A3]: certified
Editorial comments. Cryptography is the art of providing mail, coin flipping, contract signing, secure distributed com-
secure communication over insecure channels and crypt- puting, election schemes, playing electronic poker, comput-
analysis is the dual art of breaking into such communica- ing with encrypted data, exchange of secrets, oblivious
tion. Cryptology is the combined arts of cryptography and transfer, privacy amplification, the protection of privacy,
cryptanalysis. The very first electronic computers in history secret sharing and software protection.
were built in England for the purpose of cryptanalysis. Con- Secret-key systems. A secret-key cryptosystem consists of
sult the books of D. Kahn, in particular [A 13], for a detailed a key space K and, for each kEK, of a cleartext message
historical perspective. For more information and additional space Mk, a ciphertext message space Ck and a pair of
references on the topics treated here, see [A3]. functions Ek: Mk~ck and Dk: ck~Mk such that

38
CRYPTOLOGY

Dk(Eim))=m for each plaintext message mEMk. Given any The purpose of diffusion is to dissipate the cleartext
key k, it must be easy to obtain efficient algorithms for com- redundancy by spreading it out over the ciphertext.A trans1-
puting Ek and Dk. The cryptosystem is used as follows for position cipher rearranges the order in which letters are
the purpose of secure communication. If A and B expect written in the message. Another approach to diffusion is to
that they might eventually have to communicate privately, have each letter of the ciphertext depend on as many letters
they must initially agree on some secret key kEK. Whenever of the cleartext as possible. The cipher block chaining mode
A wishes to send a specific mEMk to B, she uses the enci- is excellent at creating diffusion.
=
phering algorithm Ek to produce c Ek(m); she sends c to B The purpose of confusion is to make the relation between
over an insecure channel; and B uses algorithm Dk to the key and the ciphertext as complex as possible. As a
recover m=Dk(c). In many practical cryptosystems, both result, the cryptanalyst should not gain much useful infor-
Mk and Ck are finite sets, often independent of the key k mation on the key from statistical studies of the ciphertext.
(such as the set of all eight-character strings). In this case, This is usually brought about by the technique of substitu-
it could be that the actual message m is too long to be enci- tion. It is advisable to use substitution on blocks of several
phered directly. If this occurs, m must be broken in pieces letters, and/or to use a different substitution for each posi-
and Ek must be used several times. tion in the cleartext.
Consider a cryptosystem in which the message space Although the cryptanalyst's ultimate goal is to figure out
consists of t-bit blocks. The obvious solution to encipher a exactly the key or at least the plaintext message, he may be
longer message is to cut it into t-bit slices and encipher satisfied to learn some probabilistic information about the
each of them independently using the same secret key. This latter. The cryptanalyst may have a priori information about
idea, known as the Electronic Code Book mode, is to be the plaintext even before looking at the ciphertext. For
avoided as much as possible. Its most obvious weakness is instance, he knows that 'hello' is more probable than
that two identical slices of ciphertext indicate 'xykph'. Cryptanalysis tries to sharpen this a priori informa-
analyst that the two corresponding slices of plaintext are tion by modifying the probabilities associated with each pos-
also identical. sible plaintext message, thus making the correct plaintext
There exist several other modes of operation [A17]. Only more probable, although not necessarily certain. Shannon's
the Cipher Block Chaining mode is described here. In this information theory formalizes this notion [A19].
mode, the secret key is supplemented by a t-bit block c0 A cryptosystem achieves perfect secrecy if knowledge of
(whose secrecy is not essential). The plaintext m is split into the ciphertext yields no information whatsoever on the
t-bit blocks m=m 1 · · · mn. For each i.;;;,n, ciphertext block corresponding plaintext, with the possible exception of its
=
q is computed as C; Ek( m; G) C; _ 1 ) , where G) denotes the length. In other words, the a posteriori probabilities after
bitwise exclusive-or. The resulting ciphertext is seeing the ciphertext are exactly the same as the a priori
c=c 1 · · · Cn. Given the ciphertext and knowledge of k and probabilities. Such systems exist, but the problem of key-
c0 , decipherment is achieved by computing distribution is amplified because perfect secrecy is only pos-
m;=C;- 1 (f}Dk(c;). Errors do not propagate when using this sible if the key is at least as long as the cleartext and used
mode: plaintext block m; depends only on ciphertext blocks once only.
c;_ 1 and C;. A transmission error can therefore disrupt only If a cryptosystem does not offer perfect secrecy,
two blocks of deciphered cleartext. Nonetheless, each block knowledge of the ciphertext yields some information on the
of ciphertext depends on the entire cleartext up to that corresponding cleartext message. The unicity distance of a
point. cryptosystem is the length of ciphertext that is required in
Secret-key cryptography distinguishes three levels of order to expect that there exists only one meaningful
cryptanalytic attack. decryption for it. For classic cryptosystems with fixed key
1) Ciphertext only attack the cryptanalyst is given space, the unicity distance is approximated by the formula
=
c 1 Ek(m 1), ... , c;= Ek(m;). He is to infer k or, lacking this H(K) 1 D, where H(K) is the key space entropy (roughly the
ability, as many among m1 , . • . , m; as possible. logarithm base 2 of the number of keys) and D measures
2) Known plaintext attack the cryptanalyst is given the redundancy of the plaintext source language in bits (cf.
c 1 , . . . , C; as above, but also the corresponding Bit) per letter (about 3.5 for English). A cryptosystem offers
m1 , . . . , m;. He is to infer k or, lacking this ability, m;+ 1 ideal secrecy if its unicity distance is infinite. With such
=
from some new ciphertext C;+1 Ek(m;+1 ). cryptosystems, some uncertainty normally remains after a
3) Chosen plaintext attack the cryptanalyst gets to select ciphertext-only cryptanalysis, however long the ciphertext is,
plaintext messages m1 , . . . , m; and he is given the but cryptanalysis may nonetheless bring out some informa-
corresponding c 1 =Ek(m 1), ... ,c;=Ek(m;). He is to infer k tion on the corresponding plaintext.
or, lacking this ability, m;+ 1 from some new ciphertext The one-time pad offers perfect secrecy. Let m be a
C;+1 =Ek(m;+1). cleartext message, such as 'hello', and let k be a purely
The main cryptanalytic threat on secret-key cryptosystems random string of letters of equal length, such as 'iwpbu'.
comes from the high redundancy of the source language. Each character of m is subjected to a cyclic shift in the
This allows several kinds of statistical attacks [AS]. C. Shan- alphabet, whose magnitude is given by the corresponding
non suggests two basic cryptographic methods 'for frustrat- character of k. In our example, plaintext letter 'h' is replaced
ing a statistical analysis': diffusion and confusion. by 'q', the nineth following letter in the alphabet, because

39
CRYPTOLOGY

the corresponding key letter is 'i', the nineth letter in the in the above formula or by computing simply
alphabet. Continuing this way, the resulting ciphertext is c =DESk, (DESk2 (m)), but these alternatives are vulnerable
'qbbnj'. It is easy to recover the plaintext from the ciphertext to more sophisticated attacks.
provided the key is known. Without this information, how-
Public-key systems. A public-key cryptosystem consists of
ever, any plaintext of the same length could be accounted
a key space K and, for each kEK, of a cleartext message
for by an appropriate key, assuming the key is indeed
space Mk, a ciphertext message space Ck and a pair of
purely random and used once only.
functions Ek: Mk~ck and Ok: ck~Mk such that
A sequence is pseudo-random if it appears to be random,
Ok(Ek(m))=m for each plaintext message mEMk. Given any
although it was in fact produced by a deterministic process
key k, it must be easy to obtain efficient algorithms for com-
known as a pseudo-random generator (ct. Pseudo-random
puting Ek and Dk· The difference with secret-key systems is
numbers). Such generators are given a random starting
that it must be infeasible to infer any efficient algorithm for
sequence known as the seed, and they are to deterministi-
computing Dk from knowledge of the algorithm for comput-
cally produce from it a much longer pseudo-random
ing Ek.
sequence. A pseudo-random generator is cryptographically
A public-key cryptosystem is used as follows. Once and
strong if the sequence it produces from a short secret seed
for all, each user selects a random k E K. He uses it to
is essentially as good as a truly random sequence for the
obtain both algorithms for Ek and Dk. He makes Ek publicly
purpose of being used as a one-time pad. Such gen~rators
available but keeps Dk secret. Whenever another user
can be used to implement a secret-key cryptosystem 1f both
wishes to send him a message, she looks up in the direc-
parties agree on the secret seed they are going to use.
tory for his public enciphering algorithm and uses it to enci-
However, the same seed should not be used directly more
pher her message. Using his secret, only the legitimate
than once. The advantage over using a true one-time pad
receiver can decipher the message. This notion was
is that the secret can be much shorter than the message.
invented independently by W. Diffie and M.E. Hellman [A6]
An efficient pseudo-random generator that is cryptographi-
and by R.C. Merkle [A14].
cally as strong as factoring is hard is described in [A1].
The cryptanalyst's ability to come up with ciphertexts for
Diffusion and confusion work best when they are com-
cleartext messages of his choice causes the collapse of the
bined. A prime example of this phenomenon is displayed by
classic levels of attack discussed about secret-key cryp-
the widely used Data Encryption Standard (DES), which
tosystems. However, the following meaningful attack can
enciphers 64-bit blocks of data using a 56-bit key. The DES
sometimes be mounted:
algorithm transforms the key into sixteen 48-bit partial keys
4) Chosen ciphertext attack against a given user whose
through a key scheduling algorithm that uses each of the
functions are Ek and Dk, the cryptanalyst gets to select
key bits several times. After a standard initial permutation, a
ciphertext messages c 1 , . . . , C; and he is given the
64-bit block of data goes through sixteen rounds followed
corresponding m1 =Dk(c1), ... ,m;=Dk(c;), provided they
by the inverse initial permutation. Each round performs one
exist. He is to infer k or any efficient algorithm for comput-
step of confusion (using the corresponding partial key and
ing Dk or, lacking this ability, he is to infer m;+1 from some
the so-called S-boxes) followed by one step of diffusion.
new ciphertext C;+1 = Ek(m;+1 ).
The DES algorithm is designed so that deciphering is per-
Consider two arbitrary sets X and Y. A function f: x~ Y is
formed by the exact same process, except that the order of
one-way if it is easy to compute f(x) for every XEX,
the partial keys is reversed in the key scheduling. Therefore,
whereas it is hard for most yEYto figure out any XEXsuch
the same device can be used both for enciphering and deci-
that t(x)= y (provided at least one such x exists). Although
phering. Very high encryption and decryption speeds can
the current state of knowledge does not allow one to prove
be achieved with the DES when implemented in hardware
the existence of one-way functions, there are functions that
(more than 14 megabits per second in 1987). The algorithm
are believed to be one-way. Consider for instance integer
is described in [A 16].
multiplication. It is easy to multiply very large integers,
There is a controversy about the safety of DES, which whereas even the most powerful computer with the best
comes mostly from having a key space small enough to known algorithm is incapable (within the lifetime of the
make exhaustive search feasible. One million processors universe) of factoring a mere two hundred digit number that
working in parallel, each trying one million keys per second, is the product of two prime numbers of roughly equal size.
would exhaust the key space within twenty hours. Nonethe- A function f: x~ Y is trap-door one-way if it can be com-
less, it appears to be quite adequate for privacy considera- puted efficiently both forwards and backwards, yet one can
tions in small to medium security applications. A simple disclose an efficient algorithm to compute f such that even
technique can be used to make exhaustive search more dif- complete knowledge of how this algorithm works does not
ficult, and DES should not be used without it. Instead of
enable one to figure out an efficient algorithm to reverse the
using one 56-bit key, use three such keys k 1 , k2 and k3. computation. The secret that enables one to obtain both effi-
Then encipher a 64-bit block of plaintext m as
cient algorithms is known as the trap-door. An example can-
c=DESk,(DESk; 1(DESk.(m))). The use of DES inverse in the
didate of a trap-door one-way function is squaring modulo a
second stage of this formula is designed to offer compatibil- composite integer. Let n be the product of two distinct large
ity with single encryption by making all three keys equal. It primes. Let x=y 2 (mod n), where both x and yare between
has been suggested to use only two keys by setting k 3 = k1 0 and n -1. Computing x from y and n is easy. However,

40
CRYPTOLOGY

computing y from x and n (or any other z such that x=z2 guesses about secret keys can always be verified efficiently
(mod n)) can be done efficiently if and only if the factoriza- against the published information. Moreover, there are
tion of n is known or easy to obtain. Squaring modulo a theoretical reasons to believe that there cannot even exist a
composite integer is thus a trap-door one-way function pro- public-key cryptosystem whose cryptanalytical task is NP-
vided factoring is hard, and the trap-door consists in the complete.
factors of the modulus. Authentication and signature. Until now, only the notion
Public-key cryptosystems can only exist if both one-way of a passive cryptanalyst, that is, someone whose purpose
and trap-door one-way functions exist. Indeed, the enci- is merely to eavesdrop on the communication channel, has
phering functions must be trap-door one-way and the func- been discussed. An active cryptanalyst goes further: he may
tion that maps the keys into the enciphering algorithms must also inject messages of his own in the hope of deceiving the
be one-way. Therefore, one has to be content with public- receiver into believing it was sent by someone else. He may
key cryptosystems whose security has not been proven. The also modify genuine messages in transit.
best-known such candidate is the RSA cryptosystem, An authentication scheme consists of a key space K and,
named after its inventors: R.L. Rivest, A. Shamir and L. for each kEK, of a message space Mk, a tag space Tk and
Adleman [A 18]. It is based on computational number an authentication function Ak: Mk~ Tk. The function Ak does
theory and is at most as secure as it is hard to factor large not have to be one-to-one, and it may even be compressive.
integers (but it could be weaker). Both hardware and Given any key k, it must be easy to obtain an efficient algo-
software implementations are available. Note that Merkle rithm for computing Ak. However, given m and A(m) only, it
and Hellman's so-called knapsack cryptosystem [A15] has must be infeasible to infer k or even A(m') for some mes-
been broken by Shamir [A5]. sage m· different from m. The authentication scheme is
A drawback of public-key cryptography is that eavesdrop- used as follows. If A and B expect that they might eventually
ping on the ciphertext always leaks some information about have to authenticate messages between them, they must ini-
the corresponding plaintext. For instance, an eavesdropper tially agree on some secret key kEK. Whenever A wishes to
can use the public enciphering algorithm to verify any authenticate some message mEMk for B, she computes
specific guesses as to what the cleartext might be. The pur- t=~(m) and sends it along together with m. In order to
pose of probabilistic encryption, a notion invented by S. verify the authenticity of the message, B also computes
Goldwasser and S. Micali [A11], is to encipher messages in Ak(m) and compares it with the tag he received. Of course,
a way that it is essentially as hard to obtain any partial infor- this does not preclude the encryption of m if both privacy
mation on the cleartext as it is to break the cryptosystem and authenticity are sought.
completely. The enciphering algorithm in a probabilistic Although an authentication scheme allows A to gain high
encryption scheme is probabilistic: the same cleartext mes- confidence that the message she received originated from
sage can give rise to a large number of distinct ciphertexts. B, it does not allow her to convince anyone else that B
M. Blum and Goldwasser's implementation of probabilistic actually sent it. This makes authentication schemes suitable
encryption [A2] is based on the trap-door one-way function between two mutually trusting parties, but it cannot be used
and the cryptographically strong pseudo-random generator to settle a dispute between them. The stronger notion of
mentioned previously. Intuitively, the generator is used by digital signature was invented by Diffie and Hellman [A6]. If
the sender to produce a pseudo-random one-time pad of B sends a digitally signed message to A, the latter will not
appropriate length from his randomly selected seed. The only be convinced that the message was signed by none
receiver's ability to extract square roots (based on his trap- but the former, but she will also be able to prove to a judge
door information) allows him to recover the pad and figure that B actually signed that very message.
out the cleartext. The difficulty of breaking this cryptosystem A public-key cryptosystem offers signature capability if,
is equivalent to the difficulty of factoring large integers. for each key k, Mk = Ck and if Ek(Dk(m)) = m for each mes-
Despite the advantages of public-key cryptography and sage mEMk. It is used as follows for signature purposes.
Let a be some user A's private key and let Ea and Da be her
probabilistic encryption, none of the implementations pro-
public enciphering and private deciphering functions,
posed thus tar can compete in speed with secret-key sys-
respectively. Consider some cleartext message m and let
tems such as the DES. A hybrid cryptosystem uses a
s=Da(m). Anyone can compute Ea(s) and find out that its
public-key cryptosystem once in order to share a short
value is m. However, only A has the knowledge to come up
piece of information that is then used as key to encipher
with some s such that Ea(s)=m. In this sense, s can be
and decipher the actual message through a secret-key cryp-
considered as A's signature of message m. If secrecy is
tosystem. If the message is sufficiently long, it is advisable
also desirable, the digitally signed message should be enci-
to use the public-key cryptosystem several times during the
phered with the receiver's public enciphering algorithm Eb,
transmission, so as to change secret keys often. In this con-
yielding Eb(Da(m)). If the message is very long, it may be
text, it may be preferable to use a public key distribution
preferable to sign a one-way compression of it.
system [A6] instead of a public-key cryptosystem.
The inability to prove that secure public-key cryptography Password protection. Whenever a would-be user seeks
or probabilistic encryption can exist is linked to the funda- the services of a computer (or a customer wants to use an
mental question of whether P equals NP [A9]. Indeed, such automatic teller, or the teller wishes to access the bank's
=
systems would not be possible should P NP because central computer), how can the latter make sure the former

41
CRYPTOLOGY

is not forging a false indentity? The classic solution to this some publicly agreed upon verification procedure. In order
problem is through the use of passwords. Assuming the to convince you that I know some verifiable information, I
user and the computer share some confidential piece of could simply show it to you and let you run the verification
information, the latter can request this information from the procedure yourself. This would be a maximum disclosure
former whenever his identity is questionable. The safety of proof of this knowledge because it results in your learning
this solution depends crucially on the ability to keep pass- all the information. By contrast, a minimum disclosure proof
words secret, which points at two weak links: the existence allows me to convince you beyond any reasonable doubt
of a password table in the computer and the threat of wire that I have the information I claim, but in a way that does
taps while the user enters his password. not help you determine this information.
One-way functions can be used to overcome the vulnera- The original notion of zero-knowledge interactive proofs
bility of a password table: store in the computer the image was put forward by Goldwasser, Micali and C. Rackoff
of the users' passwords under some fixed one-way function. [A12]. They showed the existence of such proofs for
Because it is one-way, the function itself needs not be kept specific number-theoretic problems such as being a qua-
secret. Whenever a user wishes to prove his identity, he dratic residue or not. Under cryptographic assumptions, it
transmits his actual password on which the computer was later discovered that·the technique extends to member-
immediately applies the one-way function. The result can ship to ahy language in NP (and even a probabilistic gen-
then be validated against the computer's table. An enemy eralization of NP) [A10], [A4]. More specifically, consider
would find useless a listing of the table stored in the com- any LENP and any xEL for which I know an NP certificate
puter because of his inability to reverse the one-way func- that gives x E L. Ther'3 is a protocol by which I can convince
tion, hence to determine the actual passwords. This scheme you that XEL in a way that you do not learn anything about
is rather weak if the users are likely to use easy-to-guess my certificate. Using such techniques, for instance, I can
passwords, although a simple technique known as salting convince you that I know the factors of a given large integer
can help. without helping you to factor it. This is a very significant tool
Despite the use of a one-way function, passwords are for the construction of safe crypto-protocols.
vulnerable to interception either while they are in transit The general technique consists of an interactive protocol.
towards the computer or inside the computer memory In each round of the protocol, I allow you to ask me one of
before they have been transformed by the one-way function. two possible challenges in a way that I could answer both of
Intelligent terminals or, preferably, personal smart cards can them only if I had the secret I claim to have, but also in a
be used to solve this problem. For this, each user of the way that answering either one challenge does not give you
system chooses a private random key from some public-key any information about this secret. Because I cannot predict
cryptosystem. He uses it to generate a corresponding pair ahead of time which challenges you will issue, each round
of enciphering and deciphering algorithms. He reveals the increases your confidence in my claim. In fact, I could only
enciphering algorithm to the computer and he programs the hope to fool you in k successive rounds with exponentially
deciphering algorithm into his own terminal or smart card. vanishing probability 2-k. One calls such techniques cut-
Whenever the computer wishes to assert the identity of a and-choose because each round is similar to the classic
user, it generates a random message, computes the alleged 'protocol' by which two children split a piece of cake -
user's enciphering function on that input and sends the one of them cuts and the other one chooses. The great util-
result to the user's terminal as a challenge. The latter runs ity of such cut-and-choose is that it gives an exponential
its secret program to recompute the original message, increase in security at the cost of only a linear increase in
which is sent back to the computer for validation. This iden- the number of rounds.
tification scheme can be used in a continuous challenge
mode, in which the computer challenges the terminal at reg- References
[A1] BLUM, L., BLUM, M. and SHUB, M.: 'A simple unpredictable
ular intervals. For a practical implementation, it is best if the
pseudo-random number generator', SIAM J. Computing t5,
challenges can be constructed very quickly even if meeting no. 2 (1986), 364-383.
them requires more computation. This is so because the [A2] BLUM, M. and GowwASSER, S.: 'An efficient probabilistic
mainframe may have a large number of terminals to attend, public-key encryption scheme which hides all partial informa-
whereas each individual terminal can work on its challenges tion', in Proc. Crypto 84, Springer, 1985, pp. 289-299.
[A3] BRASSARD, G.: Modern cryptology: a tutorial, Springer, 1988.
in the background, while still functioning at full speed from
[A4] BRASSARD, G., CHAUM, D. and CREPEAU, C.: Minimum disclo-
its user's point of view. sure proofs of knowledge, Techn. Report PM-R8710, CWI,
This identification problem can also be solved by 1987. Revised version.
minimum disclosure techniques [A7], a notion described [A5] BRICKELL, E.F.: 'The cryptanalysis of knapsack cryptosys-
below. tems'. in Proc. Third SIAM Discrete Mathematics Cont..
[A6] DIFFIE, W. and HELLMAN, M.E.: 'New directions in cryptog-
Minimum disclosure proofs. Assume I have found a proof raphy', IEEE Transact. Inform. Th. IT-22 (1976), 644-654.
of, e.g., Fermat's last 'theorem'. How could I convince you [A7] FEIGE, U., FIAT, A. and SnAMIR, A.: 'Zero knowledge proofs
that I know such a proof without disclosing anything about it of identity', in Proc. 19th ACM Symp. Theory of Computing,
1987, pp. 210-217.
beyond its existence and my knowledge of it? More gen-
[A8] FRIEDMAN, W.F.: Elements of cryptanalysis, Aegean Park
erally, let us say that an information is verifiable if its
Press, Laguna Hills. CA. 1976. Written earlier.
correctness can be established efficiently by the use of [A9] GAREY, M.R. and JoHNSON, D.S.: Computers and intractabil-

42
CRYSTALLOGRAPHIC GROUP

ity: a guide to the theory of NP-completeness, W.H. Free- Theorem I yields the following description of the
man, 1979.
(A10] GoLDREICH, 0., MICALI, S. and WIGDERSON, A.: 'Proofs that
structure of crystallographic groups as abstract groups.
yield nothing but their validity and a methodology of ~rypto­ Let L be the set of all parallel translations in a crystal-
graphic protocol design', in Proc. 27th IEEE Symp. Founda- lographic group r. Then L is a normal subgroup of fin-
[A11]
tions of Computer Science, 1986, pp. 174-187.
GoLDWASSER., S. and MICALI, S.: 'Probabilistic encryption', J.
ite index, isomorphic to zn' and is its own centralizer
Computer and System Sciences 28 (1984), 270-299. in r. The existence of a normal subgroup L of an
(A12] GoLDWASSER, S., MICALI, S. and RACKOFF, C.: 'The abstract group r possessing these properties is a suffi-
knowledge complexity of interactive proof-systems', in Proc.
cient condition for r to be isomorphic to a crystallo-
17th ACM Symp. Theory of Computing, 1985, pp. 291-304.
[A13] KAHN, D.: The codebreakers: the story of secret writing, graphic group [7].
Macmillan, 1967. The group G of linear parts of a crystallographic
[A14] MERKLE, R.C.: 'Secure communications over insecure chan- group f preserves the lattice L; in other words, relative
nels', Comm. ACM 21 (1978), 294-299.
[A15] MERKLE, R.C. and HELLMAN, M.E.: 'Hiding information and to a basis of L the transformations in G are represented
signatures in trapdoor knapsacks', IEEE Transactions on by matrices with integer entries.
Information Theory IT-24 (1978), 525-530. In order to specify a crystallographic group r it is
[A16] 'Data encryption standard', in Federal Information Processing
necessary to specify - in addition to G and L - a
Standard, FIPS PUB, Vol. 46, Nat. Bureau Standards, U.S.
Department Commerce, 1977. vector a(g) for each gEG such that the transformation
[A17] 'DES modes of operation', in Federal Information Processing
X f->gx+a(g), XEE\
Standard, FIPS PUB, Vol. 81, Nat. Bureau Standards, U.S.
Department Commerce, 1980. belongs tor. The vector a(g) is defined up to addition
(A18] RivEsT, R.L., SHAMIR, A. and ADLEMAN, L.: 'A method for by a vector from L. The mapping
obtaining digital signatures and public-key cryptosystems',
Comm. ACM 21 (1978), 120-126. a:g f-> a(g)+L
[A19] SHANNON, C.E.: 'Communication theory of secrecy systems',
Bell System Technical Journal28 (1949), 656-715. is a one-dimensional cocycle on G with values in V I L,
G. Brassard where Vis the vector space associated with En.
AMS 1980 Subject Classification: 94AXX Any triple {G,L,a}, where GCGL(V) is a finite
linear group, L is a G-invariant lattice and a a one-
dimensional cocycle on G with values in V I L,
CilYSfALLOGRAPWC GROUP- A discrete group
corresponds as just described with some crystallo-
of motions of an n-dimensional Euclidean space En
graphic group. Under this correspondence, two triples
having a bounded fundamental domain. Two crystallo-
{G, L, at} and {G, L, a 2}, where a 1 and a2 are coho-
graphic groups are said to be equivalent if they are con-
mologous cocycles, correspond to equivalent crystallo-
jugate in the group of affine transformations of E".
graphic groups. To the zero cohomology class
The origin of the theory of crystallographic groups is
corresponds the split (or symmorphic) crystallographic
connected with the study of the symmetry of ornaments
group, which, relative to a suitable choice of an origin,
(n =2) and the structure of crystals (n =3). A classifica-
is the set of all transformations
tion of all planar (two-dimensional) and spatial (three-
dimensional) crystallographic groups was achieved at the
end of the nineteenth century by E.S. Fedorov and where gEG, aEL.
somewhat later by A. Schoenflies (see [2], [3], and also In matrix interpretation, the description of all n-
[6], [7], [9)). Up to equivalence, there are 17 planar and dimensional crystallographic groups reduces to the
219 spatial crystallographic groups; if, however, the description of all finite groups of square matrices of
spatial groups are considered up to conjugacy with order n with integer entries (up to conjugacy in the
respect to orientation-preserving affine transformations, group GLn(Z)) and, for each such group G, to the com-
their number is 230. In 1910, L. Bieberbach investi- putation of the cohomology group H 1 (G, R" IZn).
gated crystallographic groups of arbitrary dimension Two cohomology classes define equivalent crystallo-
[4]. In particular, he proved the following theorems: graphic groups if and only if they are transformed into
1) Any n-dimensional crystallographic group r con- one another by the ·normalizer of G in GLn(Z).
tains n linearly independent parallel translations; the Bieberbach's theorem 2 and a result due to H.
group G of linear parts of the transformations from f Zassenhaus [7] imply that the natural homomorphism
is finite. (For n = 3 this was proved in [3].)
H 1(G, Rn ;zn)-+ H 2(G, zn)
2) Two crystallographic groups are equivalent if and
only if they are isomorphic as abstract groups. is an isomorphism. This is readily deduced from the
3) For any n, there are - up to equivalence - only exact cohomology sequence of G.
finitely many n-dimensional crystallographic groups Two crystallographic groups belong to the same class
(this is a solution to Hilbert's 18-th problem). (arithmetical class) if their groups of linear parts are

43
CRYSTALLOGRAPHIC GROUP

conjugate in GLn(R) (in Gln(Z)). For n = 3 there are and let o be an irreducible representation of r x such
32 classes and 73 arithmetical classes of crystallo- that o(/)=x(l)-1, where IEL. Then the representation of
graphic groups. f induced by the representation 0 Of its subgroup f X
Among the finite groups of matrices with integer (see Induced representation) is irreducible. All irreduci-
entries one can single out the lattice symmetry groups, ble representations of r
are obtained in this way (see
i.e. the groups of all orthogonal transformations that [9], [10]).
preserve some fixed lattice in a vector space (and are
References
presented relative to a basis of this lattice). In 1848, A. [IA] BRAVAIS, A.: Abhand/ung iiber die systeme von regelmiissig auf
Bravais determined all possible 3-dimensional lattice seiner Ebene oder Raum vertheilten Punkten, Teubner, 1897.
symmetry groups and accordingly divided all 3- [IB] BRAVAIS, A.: Abhandlung iiber symmetrische Polyeder, Teubner,
1890.
dimensional lattices into 14 types (known as Bravais [2] FEDOROV, E.S.: Symmetry and structure of crystals. Fundamen-
types). The subgroups of Gln(Z) that are lattice sym- tal works, Moscow, 1949, pp. lll-255 (in Russian).
metry groups are called Bravais subgroups. [3] ScHOENFUES, A.: Kristallsysteme und Kristallstruktur, Teubner,
1891.
The Bravais subgroups may also be interpreted as [4A] BJEBERBACH, L.: 'Ueber die Bewegungsgruppen der Eukli-
stabilizer subgroups for the natural action of Gln(Z) dischen Riiume 1', Matk Ann. 70 (1911), 297-336.
on the set of positive-definite quadratic forms in n vari- [4B] BJEBERBACH, L.: 'Ueber die Bewegungsgruppen der Eukli-
dischen Riiume IJ', Math. Ann. 7Z (1912), 400-412.
ables. They may therefore be determined using reduc-
(5) I>ELONE, B., PADUROV, N. and ALEKsANDROV, A.: Mathemati-
tion theory (see [ 11] and Quadratic fonns, reduction of). cal foundation for the lattice analysis of crystals, Moscow-
Every maximal finite subgroup of GLn(Z) is a Bravais Leningrad, 1934 (in Russian).
subgroup (but the converse is not true). [6] SlruBNIKOV, A.V.: An atlas of crystallographic symmetry groups,
Moscow-Leningrad, 1946 (in Russian).
The following table lists the number of finite sub- (7] ZASSENHAUS, H.: 'Ueber ein Algorithmus zur Bestimmung der
groups in Gln(Z) (up to conjugacy). Raumgruppen', Comm. Matk Helv. ll (1948), ll7-14l.
(8] MAL'TSEV, A.l.: 'Classical algebra', in Selected works, Vol. 1,
Moscow, 1976, pp. 371-375 (in Russian).
n Number of Number of Number of [9] LYUBARSKii, G.YA.: Anwendung der Gruppentheorie in der Phy-
maximal finite Bravais finite sik, Deutsch. Verlag Wissenscbaft., 1962 (translated from the
subgroups Russian).
subgroups subgroups
[10] FADDEEV, O.K.: Tables of the fundamental unitary representa-
1 1 1 2 tions of Fedorov groups, Moscow-Leningrad, 1961 (in Russian).
2 2 5 13 [11] OELONE, B.N., GAUULJN, R.V. and SHfROGRIN, M.l.: 'Qn the
Bravais types of lattices', J. Soviet Matk 4, no. 1 (1975), 79-
3 4 14 73 156. (/togi Nauki i Tekhn. Sovrem. Probl. Mat. l (1973), 119-
4 9 64 710 254)
5 17 ? ?
E.B. Vinberg
Editorial comments. Let A be the group of affine
An intersection of Bravais subgroups is again a transformations of P. The translations in A form a normal
Bravais subgroup. The smallest Bravais subgroup G subgroup T and the quotient A 1 T is the group of linear
containing the group G of linear parts of a crystallo- transformations. Let G be a subgroup of A. Then the
graphic group f, up to conjugacy in GLn(R) (in n
translations in G form a normal subgroup T G; the quo-
GLn(Z)), is known as the geometrical (arithmetical) n
tient G I (T G)CGL(En) is often called the point group of
holohedry of r. If r is a crystallographic group in general G; this is called the group of linear parts above.
position, in the sense that there is no affine transforma- Fedorov obtained his classification results during 1885 -
tion mapping it onto a crystallographic group whose 1889, whereas Schoentlies obtained a classification around
1!lttice of parallel translations has lower symmetry, then 1891. The correct list of 230 groups was found only after
comparing the lists of Fedorov and Schoenflies (see [A1] for
G is the lattice symmetry group of parallel translations
historical and other remarks). The book [A2] by L. Sohnke
of f. Two crystallographic groups belong to the same
was known to both.
syngony (Bravais type) if their geometrical (arithmetical) For maximal finite subgroups of GL(n, Z) for n=S, 6, 7
holohedries coincide. For n = 3 there are 7 syngonies one may consult [A3].
and 14 Bravais types of crystallographic groups.
References
Linear representations of crystallographic groups. The [A1] ScHWARTZENBERGER, R.L.E.: N-dimensional crystallography,
irreducible finite-dimensional complex linear represen- Pitman, 1980.
tations of a crystallographic group rare described as [A2] SoHNKE, L.: Entwicklung einer Theorie der Kristallstruktur,
Teubner, 1879.
follows. Let x be some character (a homomorphism [A3] Pr.EsuN, W. and PoST, M.: 'On maximal finite irreducible
into the multiplicative group of complex numbers) of subgroups of GL(n, Z) I, II', Math. Computation 31 (1977),
the group L, put 536-551; 552-573.
[A4] KLEMM, M.: Symmetrien von Ornamenten und Kristallen,
fx = {yEf: X(y/y-I>=x(/) for all/EL} Springer, 1982.

44
CUBATURll FORMULA

[A5] BUIUCHARDT, JJ.: Die Bewegungsgruppen der Kristallogra- classes are described by limit point groups, which con-
phie, Birkhauser, 1947. tain axes of symmetry of an infinite order. The
AMS 1980 Subject Classification: 20H15, 51 F15, existence of such an axis means that the object coin-
92A40 cides with itself under rotation through any angle -
including an infinitely small one. There are seven such
CRYSTALLOGRAPHY, MATHEMATICAL - The groups.
totality of methods for describing the external forms of The spatial symmetry group (or space group) of a crys-
crystals and their internal spatial structure. Mathemati- tal lattice is described by the groups G~. The operations
cal crystallography is based on the conception that the characteristic for the lattice are three non-coplanar
particles forming the crystal lattice are arranged in an translations a, b, c, which correspond to the three-
ordered, periodic three-dimensional configuration. dimensional periodicity of the atomic structure of crys-
Crystals grown under equilibrium conditions have the tals.
form of regular convex polyhedra with some sort of Thanks to the possibility of combining translations
symmetry. The symmetry groups are classified accord- and point symmetry operations in the lattice, the
ing to the dimension n of the space in which they are groups G~ also contain operations and corresponding
defined, according to the dimension m of the space in symmetry eleme~ts with a translation component -
which the object is periodic (the groups are accordingly screw axes of various orders and sliding planes.
denoted by G~). and according to various other cri- All in all, there are 230 known spatial symmetry
teria. In order to describe crystals one uses various groups G~ (Fedorov groups), and any crystal belongs to
symmetry groups, of which the most important are the one of these groups. The translation components of the
spatial groups G~ describing the atomic structure of microsymmetry elements do not appear macroscopi-
crystals, and the point symmetry groups Gij describing cally; therefore, each of the 230 groups G~ is macros-
their external form. copically similar to one of the 32 point groups. The set
The operations of a point symmetry group are the fol- of translations in a given space group is a translation
lowing: rotations through 360° IN about an axis of subgroup of it, or a Bravais lattice; there exist 14 such
symmetry of order N; reflection in a plane of symmetry lattices. See also Crystallographic group.
(a mirror reflection); inversion I (a symmetry about a References
point); and inversive rotations N (a combination of a [1] SHUBNIKOV, A.V., FLINT, E.E. and BoKii, G.B.: Fundamentals
rotation through 360° IN followed by an inversion). of crystallography, Moscow-Leningrad, 1940 (in Russian).
[2) FEDOROV, E.S.: Symmetry and structure of crystals, Moscow,
Inversive rotations are sometimes replaced by reflec- 1949 (in Russian).
tional rotations N. The number of groups Gij is infinite. [3] SHASKoL'SKAYA, M.: Crystals, Moscow, 1959 (in Russian).
In crystals, however, because of the existence of a crys- Based on material from the article Symmetry of crystals
tal lattice, the only possible operations are the follow- in BSE-3
ing. There can only be rotations (and corresponding AMS 1980 Subject Classification: 92A40, 20H15,
axes of symmetry) of orders up to 6, excluding 5. These 51F15
are denoted by 1, 2, 3, 4, 6. There can be also inversion
axes I (this is a centre of symmetry) and there can be CuBATURE FORMULA - A formula for the approx-
inversive rotations 2=m (this is a plane of symmetry), imate calculation of multiple integrals of the form
3, 4, 6. The number of point crystallographic groups I(j) = £p(x)j(x)dx.
describing the external forms of crystals is bounded: 32
groups. The integration is performed over a set Sl in the
Groups containing only rotations describe crystals Euclidean space Rn, x=(xJ. ... ,xn)· A cubature for-
that consist exclusively of compatible equal particles. mula is an approximate equality
These are known as groups of the first kind. Groups
containing reflections, or inversive rotations, describe (1)
crystals in which there are mirror-image particles
(though there may also be compatible equal particles). The integrand is written as the product of two func-
These are known as groups of the second kind. Crystals tions: the first, p(x ), is assumed to be fixed for each
described by groups of the first kind may crystallize in specific cubature formula and is known as a weight
two enantiomorphic forms, arbitrarily named 'right' function; the second, f(x ), is assumed to belong to
and 'left', each of which does not contain second-kind some fairly broad class of functions, e.g. continuous
symmetry elements, though they are mirror images of functibns such that the integral/(/) exists. The sum on
one another. the right-hand side of (1) is called a cubature sum; the
Many properties of crystals belonging to certain points xU> are known as the interpolation points

45
CUBATURE FORMULA

(knots, nodes) of the formula, and the numbers Cj as and only if the matrix
its coefficients. Usually xU> EO, though this condition is [q,1(x (j) ), ... , q,,.(x (j) )JJ=
N
1
not necessary. In order to compute the integral J(j) via
formula (1), one need only calculate the cubature sum. has rank N. This condition holds when n = 1, so that a
If n = 1 formula (1) and the sum on its right-hand side quadrature formula with N <.m + 1 knots that has the
are known as a quadrature formula and sum (see Qua- m-property is an interpolatory formula. The actual con-
struction of an interpolatory cubature formula reduces ·
drature fonnula).
Let a=(ai> ... ,an) be a multi-index, where the a; to a selection of the knots and a calculation of the coef-
ficients. The coefficients cj are determined by the
are non-negative integers; let I a I =a1 + · · · +an;
linear algebraic system of equations
and let x« = x~' · · · x~ be a monomial of degree I a I
in n variables; let ~ C1q,;(xV>) = p;, i =I, ... , p.,
j=l
p. = M(n, m) = (n +m)!
n!m! which is simply the mathematical expression of the
be the number of monomials of degree at most m in n statement that (1) (with N=p.) is exact for all monomi-
variables; let tf>j(x), j= 1, 2, ... , be an ordering of all als of degree at most m. The matrix of this system is
monomials such that monomials of lower degree have precisely v' ( = vr).
lower subscript while the monomials of equal degree Now suppose it is necessary to construct a cubature
have been ordered arbitrarily, e.g. in lexicographical formula (1) with the m-property, but with less than p.
order. In this enumeration tp1(x)= 1, and the t/>j(x), knots. Since this cannot be done by merely selecting
j = 1, ... , p., include all monomials of degree at most the coefficients, not only the coefficients but also the
m. Let t/>(x) be a polynomial of degree m. The set of knots are unknowns in (1), giving N(n + 1) unknowns
points in the complex space C" satisfying the equation in total. Since the cubature formula must have the m-
t/>(x)=O is known as an algebraic hypersurface of property, one obtains p. equations
degree m. N
~c1 q,;(xV>)=p;, i=I, ... ,/L (3)
One way to construct cubature formulas is based on j=l
algebraic interpolation. The points x<i> EO, It is natural to require the number of unknowns to
j = 1, ... , p., are so chosen that they do not lie on any coincide with the number of equations: N(n + l)=p..
algebraic hypersurface of degree m or, equivalently, This equation gives a tentative estimate of the number
they are chosen such that the Vandermonde matrix of knots. If N =I' I (n + 1) is not an integer, one puts
V -- [(I>I(x (j) ), ... ,q,,.(x (j) )]j=t N =[J.L I (n + 1)]+ 1, where [J.L I (n + 1)] denotes the
is non-singular. The Lagrange interpolation polynomial integer part of p. I (n + 1). A cubature formula with this
for a function f(x) with knots xU> has the form number of knots need not always exist. If it does exist,
its number of knots is 11 (n + 1) times the number of
rP(x) = ~9'1 (x)f(xU>), knots of an interpolatory cubature formula. In that
j=l
case, however, the knots themselves and the coefficients
where .!l'j(x) is the polynomial of the influence of the are determined by the non-linear system of equations
j-th knot: !Rj(x<i))=8ij (8;j is the Kronecker symbol). (3). In the method of undetermined parameters, one
Multiplying, the approximate equality f(x )-- {iJ (x) by constructs a cubature formula by trying to give it a
p(x) and integrating over 0 leads to a cubature formula form that will simplify the system (3). This can be done
of type (1) with N = p. and when 0 and p(x) have symmetries. The positions of the
c1 = 1(9'), j=I, ... •#L (2) knots are taken compatible with the symmetry of 0 and
The existence of the integrals (2) is equivalent to the p(x ), and in that case symmetric knots are assigned the
existence of the moments of the weight function, same coefficients. The simplification of the system (3)
p; =I(t/>; ), i = 1, . . . , p.. Here and below it is assumed involves a certain risk: While the original system (3)
that the required moments of p(x) exist. A cubature may be solvable, the simplified system need not be.
formula (1) which has N=p. knots not contained in any Example. Let O=K2 ={-l<.xl>x 2 <.1},
algebraic hypersurface of degree m and with coeffi- p(xi> x2)= I. One is asked to construct a cubature for-
cients defined by (2), is called an interpolatory cubature mula with the ?-property; n =2, p.=M(2, 7)=36, and
formula. Formula (1) has them-property if it is an exact 12 knots. The knots are located as follows. The first
equality whenever j(x) is a polynomial of degree at group of knots consists of the intersection points of the
most m; an interpolatory cubature formula has the m- circle of radius a, centred at the origin, with the coordi-
property. A cubature formula (1) with N <.p. knots nate axes. The second group consists of the intersection
which has the m-property is an interpolatory formula if points of the circle of radius b, also centred at the ori-

46
CUBATURE FORMULA

gin, with the straight lines x 1 = + x 2 • The third group that OE;;;a; E;;;2k -1, i = 1, ... , n, and in particular for
is constructed similarly, with radius denoted by c. The all polynomials of degree at most 2k- I. The number
coefficients assigned to knots of the same group are of knots of such cubature formulas increases rapidly, a
identical and are denoted by A, B, C for knots of the fact which limits their applicability.
first, second and third group, respectively. This choice Throughout the sequel it will be assumed that the
of knots and coefficients implies that the cubature for- weight function is of fixed sign, say
mula will be exact for monomials x\ x~ in which at p(x) ~ 0 in Sl and p 1 > 0. (4)
least one of i or j is odd. For the cubature formula to
possess the 7-property, it will suffice to ensure that it is The fact that the coefficients of a cubature formula
with such a weight function are positive, is a valuable
exact for 1, xt, x1, xt x~, xt x1 x~. This yields a non-
property of the formula.
linear system of six equations in the six unknowns
Theorem 2: If the domain of integration 0 is closed
a, b, c, A, B, C. Solving this system, one obtains a
and p(x) satisfies (4), there exists an interpolatory
cubature formula with positive coefficients and with
cubature formula (1) possessing the m-property, N E;;;p.,
knots lying in K2 •
with positive coefficients and with knots in 0. The
Let G be a finite subgroup of the group of orthogo-
question of actually constructing such a formula is as
nal transformations O(n) of the space Rn which leave
the origin fixed. A set 0 and a function p(x) are said to yet open.
be invariant under G if g(O)=O and p(g(x))=p(x) for
Theorem 3: If a cubature formula with a weight satis-
xeO and any geG. The set of points of the form ga, fying (4) has real knots and coefficients and possesses
where a is a fixed point of Rn and g runs through all the m-property, then at least A=M(n, /) of its coeffi-
elements of G, is known as the orbit containing a. A cients are positive, where I= [m I 2] is the integer part
cubature formula (1) is said to be invariant under G if of m I 2. Under the assumptions of Theorem 3, the
number Ais a lower bound for the number of knots:
0 and p(x) are invariant under G and if the set of
knots is a union of orbits, with knots belonging to the N~A.

same orbit being assigned identical coefficients. Exam- This inequality remains valid without the assumption
ples of sets invariant under G are the entire space Rn, that xV> and Cj are real.
and any ball or sphere centred at the origin; if G is the Regarding cubature formulas with the m-property,
group of transformations of a regular polyhedron U one is particularly interested in those having a
onto itself, then U is also invariant. Thus, one can minimum number of knots. When m = 1, 2 it is easy to
speak of invariant cubature formulas when 0 is Rn, a find such formulas for any n, arbitrary 0 and p(x)~O;
ball, a· sphere, a cube or any regular polyhedron, and the minimum number of knots is precisely the lower
when p(x) is an function invariant under G, e.g. p(r }, bound A: It is equal to 1 in the first case, and to n + 1
where r= xt + · · · +x~. in the second. When m ~ 3, the minimum number of
Theorem 1: A cubature formula which is invariant knots depends on the domain and the weight. For
under G possesses the m-property if and only if it is example, if m = 3, the domain is centrally symmetric,
exact for all polynomials of degree at most m which are and if p(x)= 1, the number of knots is 2n; for a sim-
invariant under G (see [5]). The method of undeter- plex and p(x)= 1, it is n +2.
mined coefficients may be defined as the method of By virtue of (4), (!/I, 1/1) = I(#) (S)
constructing invariant cubature formulas possessing the
m-property. In the above example, the role of the group is a scalar product in the space of polynomials. Let fJJ k
G may be played by the symmetry group of the square. be the vector space of polynomials of degree k which
Theorem 1 is of essential importance in the are orthogonal in the sense of (5) to all polynomials of
construction of invariant cubature formulas. degree at most k - 1. This space has dimension
For simple domains of integration, such as a cube, a M(n -1, k) - the number of monomials of degree k.
simplex, a ball, or a sphere, and for the weight p(x)= 1, Polynomials in fJJ k are called orthogonal polynomials
one can construct cubature formulas by repeatedly for 0 and p(x ).
using quadrature formulas. For example, when Theorem 4: There exists a cubature formula (1) pos-
O=Kn={-lE;;;x;E;;;l: i=l, ... ,n} is the cube, one sessing the (2k- 1)-property and having
may use the Gauss quadrature formula with k knots t; N=M(n, k-1) knots (the lower bound) if and only if
and coefficients A; to obtain a cubature formula the knots are the common roots of all orthogonal poly-
k
nomials for 0 and p(x) of degree k.
(j(x)dx,...,. ~--A;,· ··A;J(t;,, ... ,t;.) Theorem 5: If n orthogonal polynomials of degree k
k~ IJ,·· .,111 -1
have kn finite and pairwise distinct common roots,
with kn knots; this is exact for all monomials xa such these roots can be chosen as knots for a cubature for-

47
CUBATURE FORMULA

mula (I) possessing the (2k-l)-property. each of which emanate 3 edges (which are perpendicu-
The error of a cubature formula (I) in which p(x)= I lar to one another). The cube is sometimes called a hex-
and 0 is bounded is defined by ahedron.
N 2) The cube of a number a is its third power a 3 •
/(/) = [f(x)dx-j~{jf<xU>). AMS 1980 Subject Classification: 52A25, 1OAXX
Let B be a Banach space of functions such that /(/) is
a linear functional on B. The norm of the functional CUBE-LIKE CONTINUUM, n-cube-like continuum -
A compactum (metrizable compactum) admitting, for
IIlii =supll/11 =I/(/) characterizes the quality of a any £>0, an £-mapping onto the ordinary cube In. If a
given cubature formula for all functions of B. Another
approach to the construction of cubature formulas is compactum X is the limit of a countable spectrum of
compacta imbeddable in In, then X is a subset of a
based on minimizing Ill II as a function of the knots
and the coefficients of the (unknown) cubature formula cube-like continuum. The class of cube-like continua
(with only the number of knots fiXed). Implementation contains a universal element, i.e. a cube-like continuum
of this approach, however, involves difficulties even for U such that every cube-like continuum is
n = I. Important results for any n ;;;;a.2 have been homeomorphic to some subspace of U.
obtained by S.L. Sobolev [4]. The question of minimiz- References
ing Ill II as a function of the coefficients for a given set [1] PASYNKOV, B.A.: 'On universal compacta', Russian Math. Sur-
veys 21, no. 4 (1966), 77-86. (Uspekhi Mat. Nauk 21, no. 4
of knots has been solved completely; the problem of
( 1966), 91 "100) LG. Zambakhidze
choosing the knots is based on the assumption that
they form a parallelepipedal grid and that the minimi- Editorial comments. In the special case n =1, these
zation depends exclusively on the parameters of this continua are also called snake-like, see [A1].
grid. The space B, in particular, may be L'.;: (Rn), where In [1] it is shown that a space is 1n-like if and only if it is
m >n I 2, and in that case the desired cubature for- homeomorphic to the limit of an inverse sequence of copies
mula is assumed to be exact for all polynomials of of In with surjective bounding mappings.
degree at most m - I. References
[A1) BING, R.H.: 'Snake-like continua', Duke Math. J. 18 (1951),
References 553-663.
[1] KRYLOV, N.M.: Approximate calculation of integrals, Macmil-
lan, 1962 (translated from the Russian). AMS 1980 Subject Classification: 54F15, 54F20,
[2) KRYLOV, V.I. and SHUL'GINA, L.T.: Handbook on numerical 54F50, 54035
integration, Moscow, 1966 (in Russian).
[3) STROUD, A.H.: Approximate calculation of multiple integrals,
Prentice-Hall, 1971. CuBIC - A plane curve of the third order, i.e. a set
[4) SOBOLEV, S.L.: Introduction to the theory of cubature formulas, of points in the (projective, affine, Euclidean) plane the
Moscow, 1974 (in Russian). homogeneous coordinates x 0, x 1, x 2 of which (in a pro-
[5) SoBOLEV, S.L.: 'Formulas for mechanical cubature on the sur·
face of a sphere', Sibirsk. Mat. Zh. 3, no. 5 (1962), 769-796 (in jective, affine or Cartesian coordinate system, respec-
Russian). tively) satisfy a homogeneous equation of the third
[6] MYSOVSKIKH, J.P.: Interpolatory cubature formulas, Moscow, degree:
1981 (in Russian).
J.P. Mysovskikh 2

Editorial comments. The polynomial !l';(x) 'of the influ-
F(x) = ~
i,j,k=O
aijkx;xjxk = 0, aijk =ajik =a;kj·
ence of the j-th knot' (i.e. defined by !l';(xCI)) =8;;) is also The number of tangents that can be drawn to a cubic
called the basic Lagrangian (for x(J)). from a point outside it is known as the class of the
The 'm-property' is also known in Western literature as cubic. The conic
the degree of precision; i.e. a cubature formula has the m- . {-, aF X·-
~
, _0
property if it has degree of precision m. i=O ax; I

Reference [A1] is both an excellent introduction as well is known as the conic (or first) polar of the point
as an advanced treatment of cubature formulas.
M '(x~, x'I> x~ ); the point itself is called a pole. The
References straight line
[A1] H.: Numerical quadrature and cubature, Acad. 2 aF
~-a,x; =o
ENGELS,
Press, 1980. i=O X;
[A2) DAVIS, P.J. and RABINOWITZ, P.: Methods of numerical
integration, Acad. Press, 1984. is known as the rectilinear (or second) polar of the point
relative to the cubic. If the pole M' is a point of the
AMS 1980 Subject Classification: 65032
cubic, its rectilinear polar is tangent at M' to the cubic
itself and to the conic polar of M'. The Hessian of a
CuBE - 1) One of the five types of regular polyhe- cubic is the set of points whose conic polars consist of
dra; it has 6 square faces, 12 edges and 8 vertices from two straight lines; it is defined by the equation

48
CUBIC FORM

H3 = det [ a!:Jxj j = o. p
b2
= ---- c
3a2 a'
2b 3 be d
A cubic intersects its Hessian at nine common points of q = 27a 3 - 3a 2 +;,
inflection. The straight lines into which the conic polars
of the points of the Hessian split, and also the straight and the solution to this equation may be obtained by
lines joining pairs of corresponding points of the Hes- using Cardano's formula (cf. Cardano formula); in other
sian, form the envelope of a curve of order six and of words, any cubic equation is solvable in radicals.
the third class - the Cayleyan of the cubic. The set of The cubic equation was first solved in the sixteenth
cubics on the plane that pass through the nine points of century. At the beginning of that century, S.. Ferro
inflection of a given cubic forms a syzygetic pencil, solved the equation x 3 +px = q, where p >0, q >0, but
which contains the Hessians of all curves in the pencil did not publish his solution. N. Tartaglia rediscovered
and four curves, each of which splits into three straight Ferro's result; he also solved the equation x 3 =px +q
lines and forms a syzygetic triangle. The conic polar of (p >0, 1 >0), and announced without proof that the
a point of inflection M' splits into two straight lines: equation x 3 +q=px (p>O, q>O) could be reduced to
that form. Tartaglia communicated his results to G.
The t~gent to the cubic at M' and the harmonic polar
Cardano, who published the solution of the general
of M - the set of points harmonically conjugate to
cubic equation in 1545.
M' relative to the two points at which the cubic inter-
sects the secant through M'. The harmonic polars of References
[I] KUROSH, A.G.: Higher algebra, Mir, 1972 (translated from the
three collinear points of inflection intersect at a single Russian).
point. There exist various projective, affine and metric I. V. Proskuryakov
classifications of cubics: according to the types of the Editorial comments. The history is treated in [A2],
canonical equations; according to the types of the where Cardano's name (wrongly) occurs as Cardan (Chapt.
singular points of the cubic; according to the nature of 12).
the asymptotes; etc. References
The best-known cubics on the Euclidean plane are: [A1] WAERDEN, B.L. VANDER: Algebra, 1-2, Springer, 1967-1971
the folium of Descartes (x 3 +y 3 -3axy=O); the witch (translated from the German).
[A2] RousE BALL, W.W.: A short account of the history of
of Agnesi (y(a 2 + x 2 )=a 3 ); the cubic parabola mathematics, Dover, reprint, 1960.
(y =ax 3); the semi-cubic parabola (y 2 =ax 3 ); the stro-
phoid (y 2(a-x)=x 2(a+x)); the cissoid of Diocles AMS 1980 Subject Classification: 12A30, 10810
(y 2 (2a-x)=x 3 ); the trisectrix
(x(x 2 +y 2 )=a(3x 2 -y 2 )); and the conchoid of Sluze CuBIC FORM - A homogeneous polynomial of
(a(x -aXx 2 +y 2)=k 2x 2 ). In algebraic geometry, the degree 3 in several variables with coefficients in some
term cubic is applied both to a cubic hypersurface and fixed field or ring. Let k be a field and F 3 (x 0 , ••• ,xn)
to a three-dimensional cubic curve. a cubic form with coefficients in k (one calls it a cubic
form over k). The equation
References
(I] SMOGORZHEVSKii, A.S. and STOLOVA, E.S.: Handbook of the F3(Xo, ... ,Xn) =0
theory ofplanar curves of the third order, Moscow, 1961 (in
Russian). defines a cubic hypersurface in the projective space pn,
V.S. Malakhovskii so that the algebraic-geometric theory of cubic forms
Editorial comments. over an algebraically closed field k is reduced to the
References theory of cubic hypersurfaces (see [1]).
[A1] BRIESKORN, E. and KNORER, H.: Plane algebraic curves, The arithmetic theory of cubic forms over number
Birkhauser, 1986. fields (and their rings of integers) is still (1987) rather
AMS 1980 Subject Classification: 14H45 poorly developed in comparison with the rich and
meaningful arithmetic theory of quadratic forms. For
CUBIC EQUATION - An algebraic equation of cubic forms in two variables, the arithmetic theory is
degree three, i.e. an equation of the form just the theory of cubic extensions of number fields (see
ax 3 +bx 2 +cx+d = 0 [2]). For cubic forms in three variables, it is part of the
arithmetic theory of elliptic curves (see [3]). In particu-
where a:;i=O. Replacing x in this equation by the new
lar, examples are known of cubic forms in three vari-
unknown y defined by x =y - b / 3a, one brings the
ables that violate Hasse's principle. The same holds for
equation to the following simpler (canonical) form:
cubic forms in four variables (see [1], [4], [6]). Th~re is
yl+py+q = 0, no general theory at all for cubic forms in a larger
where number of variables.

49
CUBIC FORM

The purely algebraic theory of cubic forms contains, The function
. - 1728.rl
in addition to results concerning the structure of sets of 1 - g~ -21g~
points on cubic hypersurfaces, various results pertain-
ing to the classical theory of invariants. Indeed, the takes arbitrary values in k and depends only on the
structure of the algebra of (absolute) invariants of a curve X; it is called the absolute invariant of X.
cubic form in two or three variables is known; in these One can define a binary composition law
cases the algebra has no syzygies - it is the algebra of (xh x 2 )~x 1 ox 2 on the set of points X(k) of a cubic
polynomials in one (degree 4) and two (degrees 4 and curve: x 1ox 2 is the third point of intersection of X with
6) algebraically independent homogeneous generators. the straight line through x 1 and x 2 • If one fixes some
If the number of variables exceeds 4, the algebra in point x 0 EX(k), the composition
question contains syzygies [5) and its structure is very (XJ,Xz) ~ x 0"(X 1°Xz)
complicated. H. Poincare investigated the orbits, stabil- turns X(k) into an Abelian group with neutral element
izers and canonical representatives, and also the fami- x 0 • A cubic curve endowed with this structure is a
lies of orbits under the natural action of the group SLn one-dimensional Abelian variety (an elliptic curve).
on the space of all cubic forms in three and four vari- If k=C is the field of complex numbers, X(C) is a
ables [6]. Riemann surface of genus I, i.e. a one-dimensional
References complex torus - a quotient group C I f{X), where
[I) MANIN, Yu.I.: Cubic forms. Algebra, geometry, arithmetic, f(X) is a two-dimensional period lattice. The field k of
North-Holland, 1986 (translated from the Russian).
[2) DELONE, B.N. and FADDEEV, D.K.: 'Theory of irrationalities of rational functions of the curve X is then isomorphic to
the third degree', Trudy Mat. Inst. Akad. Nauk SSSR 11 (1940) the field of elliptic functions on C with period lattice
(in Russian). f(X). The coefficients g 2 , g 3 are interpreted as modular
[3) CASSELS, J.W.S.: 'Diophantine equations with special reference
to elliptic curves', J. London Math. Soc. 41 (1966), 193-291. forms of weight 4 and 6, respectively, that are identical,
[4) SEGREE, B.: 'On the rational solutions of homogeneous cubic up to a constant factor, with the forms defined by
equations in four variables', Math. Notae (Univ. Rosario) 11 Eisenstein series of lowest weights. In that case the
(1951), 1-68.
[5) KATS, V.G., PoPOv, V.L. and VINBERG, E.B.: 'Surles groupes function f is none other than the modular invariant.
lineaires algebriques dont l'algebre des invariants est libre', A rich arithmetic theory has also been developed for
Acad. Sci. Paris 283 (1976), 875-878. English summary. cubic curves over algebraically non-closed fields k (see
[6] PoiNCARE, H.: Oevres, Vol. 2, Moscow, 1972, pp. 819-900 (in
[2]). Significant achievements in that respect are the
Russian). VA. Iskovskikh Mordell- Weil theorem, the theory of complex multi-
VL Popov plication and the homology theory of principal homo-
AMS 1980 Subject Classification: 14J25, 14H45, geneous spaces. The main unsolved problems (as of
12EXX, 10C10 1982) are: boundedness of the rank over an algebraic
number field; the finiteness conjecture for the group of
CuBIC HYPERSURFACE - A projective algebraic principal homogeneous locally trivial spaces; the con-
variety defined by a homogeneous equation jecture of Birch and Swinnerton-Dyer on the zeta-
F3(x 0 , ••• ,Xn)=O of degree three with coefficients in function; Weil's uniformization conjecture, etc. (See
some ground field k. also Elliptic curve.)
Cubic curves. An irreducible cubic curve is either Cubic surfaces. Over an algebraically closed field k,
smooth (in which case its canonical class is 0, its genus every irreducible cubic surface (that does not degen-
I) or has a unique singular double point (in which case erate into a cone) is a rational surface. The class of a
it is rational). Cubic curves are the curves of lowest hyperplane section h of a surface F is precisely the
degree for which there exist moduli (cf. Moduli canonical class (- KF ). Any smooth cubic surface can
theory). Every smooth cubic curve X over an algebrai- be obtained from the projective plane P 2 by blowing-
cally closed field k of characteristic =1=2 or 3 can be up (i.e. performing a monoidal transformation) of 6
reduced by birational transformations to Weierstrass points, no three of which are collinear, which do not lie
form, which is, in terms of non-homogeneous coordi- on a single conic. The appropriate birational mapping
nates on the (x, y )-plane, cp: P 2 ~F is determined by the linear system of cubic
y2 = 4x3 -gzx-gJ, curves passing through the 6 points. There are 27
straight lines on F, each of which is exceptional (see
where g2. g 3 Ek, .rl- 27g1 =f=O. Two cubic curves with Exceptional subvariety); they are the only exceptional
coefficients (g 2 , g3) and (g;, g~) in Weierstrass form are
curves on F. The configuration of these 27 lines is rich
isomorphic if and only if
in symmetries: The automorphism group of the
corresponding graph is isomorphic to the Weil group of
type E6. Cubic surfaces belong to the class of del Pezzo

50
CUBIC RESIDUE

surfaces - projective surfaces with an ample anti- [3] CLEMENS, C.H. and GRIFFITHS, P.A.: 'The intermediate Jaco-
canonical class. bian of the cubic threefold', Ann. of Math. 95 (1972), 281-356.
[4] MANIN, Yu.I.: Cubic forms. Algebra, geometry, arithmetic,
Over an algebraically non-closed field k, there are North-Holland, 1986 (translated from the Russian).
smooth cubic surfaces F which are not birationally iso- [5] MURRE, J.P.: 'Reduction of the proof of the non-rationality of
morphic to P 2 over k (i.e. F is not rational over k). a non-singular cubic threefold to a result of Mumford', Comp.
Math. 27 (1973), 63-82.
Among these surfaces one finds surfaces possessing k- [6] SEGRE, B.: The non-singular cubic surfaces, Clarendon Press,
points, and these are unirational over k. Such cubic 1942.
surfaces provide a counterexample for the Liiroth prob- [7] TYuluN, A.N.: 'Five lectures on three-dimensional varieties',
lem on surfaces over non-closed fields. There exist Russian Math. Surveys 27 (1972), 1-53. (Uspekhi Mat. Nauk
27, no. 5 (1972), 3-50)
fields k over which there are minimal cubic surfaces. [8] TvmuN, A.N.: 'The geometry of the Fano surface of a non-
Segre's minimality criterion [6]: Pic(F):::Z. The group of singular cubic F CP 4 and Torelli theorems for Fano surfaces
birational automorphisms of a minimal surface has and cubics', Math. USSR-Izv. 5, no. 3 (1971), 517-546. (lzv.
Akad. Nauk SSSR Ser. Mat. 35 (1971), 498-529)
been determined (in terms of its generators and defin- [9] SHAFAREVICH, I.R.: Basic algebraic geometry, Springer, 1977
ing relations) and an arithmetic theory of cubic surfaces (translated from the Russian). V.A. Iskovskikh
has been developed [4]. In order to describe the set of
points F(k) one appeals to non-associative structures, Editorial comments.
such as quasi-groups and Moufang loops. References
[A1) GRIFFITHS, P.A. and HA!uus, J.E.: Principles of algebraic
Cubic hypersurfaces of dimension 3. All smooth cubic geometry, Wiley, 1978.
hypersurfaces of dimension ;;;;;. 2 over an algebraically
AMS 1980 Subject Classification: 14H45
closed field are unirational. As far back as the eighties
of the nineteenth century, the following question was
CuBIC PARABOLA - The plane curve (see Fig.)
posed: Is a smooth three-dimensional cubic hypersur-
whose equation in a Cartesian coordinate system is
face rational? A negative answer has been obtained [3].
y=ax 3 •
This also provide$/ a negative solution to the Liiroth
problem for three-dimensional varieties. For every y
smooth three-dimensional cubic hypersurface V there
exists a principal polarized five-dimensional Abelian
variety- the intermediate Jacobian J 3(V). If k=C it X

is defined as as the complex torus
H 1•2(V, q I H 3(V, Z),
where H 1•2 (V, C) is the corresponding Hodge
component in the decomposition of the homology space
H 3 (V, C). In order to prove that Vis non-rational, it AMS 1980 Subject Classification: 14H45
was shown that J 3(V) is not the Jacobian of any curve
of genus 5. The fact that a cubic hypersurface over a CuBIC RFSIDUE modulo m - An integer a for which
field of finite characteristic is non-rational was esta- the congruence x 3=a (modm) is solvable. If the
blished in [5]. congruence has no solution, a is called a cubic non-
A cubic hypersurface V is uniquely determined by its residue modulo m. If the modulus is a prime number p,
Fano surface ~(V). For ~(V) one has the Torelli the congruence x 3 =a (modp) may be checked for sol-
theorems (which are also valid for V itself). The follow- vability using Euler's criterion: The congruence x 3 =a
ing problem is unsolved: Given a three-dimensional (modp ), (a, p )=I, is solvable if and only if
cubic hypersurface, describe its group of birational
automorphisms.
a(p-I)/q = 1 (modp),
It is not known ( 1987) whether every smooth cubic where q = (3, p - I). When the condition is satisfied, the
hypersurface of dimension ~4 is rational. Rationality congruence has exactly q distinct solutions modulo p. It
has been proved in this case for certain hypersurfaces follows from the criterion, in particular, that for a
of a special type; for example: prime number p, the sequence of numbers I, ... ,p-I
2m+!
contains exactly (q- I )(p - 1) I q cubic non-residues
~ a;x[ = 0, m~2. and (p -1) I q cubic residues modulo p.
i=O
S.A. Stepanov
References Editorial comments. From class field theory one
[1] HUllWITZ, A. and CoURANT, R.: Vorlesungen iiber allgemeine obtains, e.g., that 2 is a cubic residue modulo a prime
Funktionentheorie und elliptische Funktionen, Springer, 1964.
[2] CASSELS, J.W.S.: 'Diophantine equations with special reference number p if and only if p can be written in the form
to elliptic curves', J. London Math. Soc. 41 (1966), 193-291. p =x 2 +27y 2 with integers x and y. See also Quadratic

51
CUBIC RESIDUE

residue; Reciprocity laws; Complete system of residues; velocity v along a closed contour (L):
Reduced system of residues.
r = (i)
m1 v 1 cos(vds)ds,
A

AMS 1980 Subject Classification: 1OA10 A

where ds is the arc element of the contour L and (v ds)
CuMULANT - The same as a semi-invariant. denotes the angle between v and ds. The study of the
AMS 1980 Subject Classification: 15A72 properties of velocity circulation leads to the theorem
of Lagrange on the constancy of non-turbulent motion
CURL, rotation, of a vector field a(M) - The vector with time.
field given by the 'rotational component' of this field. The principal task of the theory of curls is to deter-
If a(M) is the velocity field of the p3:f!icles of a moving mine the velocity field of the liquid motion along a
continuous medium, the curl is equal to one-half the given curl vector field. If the region occupied by the
angular velocity of the particles. The curl is denoted by liquid is infinite in all directions and if the region (D)
curl a (sometimes by rot a). In orthogonal Cartesian occupied by the curl is bounded by a closed vortical
surface, the velocity field can be found with the aid of
coordinates x, y, z the curl is defined by the expression
the vector potential

{ _!_ ow] . [.£!. _~]
[ ow _ .£!_] . _!_ [~ _
2 oy oz ' 2 oz ox ' 2 ox
_!_
oy
} II = _1 J[J curl v dT,
4-zr<> r
where u(M), v(M), w(M) are the components of a(M). from the formula
An integral curve of the curl of a vector field is
v = curlii.
known as a vortical line. Any surface generated by a If the task consists of determining velocities along
one-parameter family of vertical lines is known as a vortical lines in a bounded space, its solution is very
vortical surface. A very important special case of vorti- difficult, involving integral equations with singular ker-
cal surfaces are vortical tubes, formed by the vortical nels. For a complete solution of this problem see [6],
lines issuing from all points of some closed curve. If [7].
this curve is infinitely small, the generated vortical sur- In the important special case of plane-parallel
face is said to be a vortical thread. Vortical surfaces are motion
also known as vortical layers, these layers being u = u(x,y), v = v(x,y), w = w(x,y),
regarded as consisting of a geometrical surface with a two components a, fJ of the curl are zero, while the
facing of vortical lines. When intersecting the vortical third component y represents all of the curl which, in
layer the velocities of the liquid particles undergo a that particular case, is perpendicular to the plane XOY.
tangential discontinuity which is proportional to the A tiny area, known as a curl point, is formed at the
curl at the respective point. intersection of a curl thread with the plane XOY. If
According to the fundamental Helmholtz theorem in
several curl points are present in a liquid, there results
hydrodynamics, if the volume forces have a potential,
a motion of the points themselves, due to the velocities
then, during the flow of a homogeneous ideal non-
they generate in the liquid. The equation of motion of
compressible liquid or a barotropic gas, those particles
curl points has the form of canonical equations of
of the medium located at a certain moment of time on
mechanics.
a vorticalline will also be on the vorticalline at all suc-
cessive moments of time. Thus, vortical surfaces, and in References
[1] APPEll, P.: Traite de mecanique rationelle, 3, Gauthier-Villars,
particular vortical tubes and vortical lines, are per- Paris, 1909.
sistent in time. Any vertical tube may be characterized [2] VILLAT, H.: 1'heorie des rotations, Leningrad-Moscow, 1936 (in
by some number - the strength of the tube - which is Russian; translated from the French).
[3] LICHTENSTEIN, L.: Grundlagen der Hydromechanik, Springer,
equal to the flux of the curl vector field across an arbi- 1929.
trary cross-section of the tube. This number is indepen- [4] MILNE-THOMSON, L.M.: Theoretical hydrodynamics, MacMil-
dent of the form of the cross-section, since lan, 1950.
[5] LAMB, H.: Hydrodynamics, Cambridge Univ. Press, 1906.
divcurla=O. It means that the vortical tube may be
[6A] GYUNTER, N.M.: Izv. Akad. Nauk SSSR Ser. 6 20, no. 13-14
either closed (a vortical ring) or may have a beginning (1926), 1323-1348.
and an end on the boundaries of the liquid. The (6B] GYUNTER, N.M.: Izv. Akad. Nauk SSSR Ser. 6 20, no. 15-17
strength of a vortical tube in an ideal liquid remains ( 1926), 1503-15 32.
[7] GYUNTER, N.M.: Zh. Leningrad. Fiz-Mat. Obshch. 1, no. 1
unchanged with time. (1926), 12-36.
These properties of vortical tubes, discovered by H. LN. Sretenskil
Helmholtz, can be very simply demonstrated with the Editorial comments. See also Rotation of a vector
aid of w. Thomson's concept of the circulation r of the field. A mathematical treatment of the vector differentiation

52
CURVATURE

operator curl can be found in, e.g., [A3] - [A5] (see also
Vector analysis). k1 = [ ~;1 , n],
References
[A1] SERRIN, J.: 'Mathematical principles of fluid mechanics', in where tis the natural parameter on y, is called the nor-
Handbook of Physics, Vol. 8, Springer, 1959. mal curvature of ~ in the direction I. The normal curva-
[A2] NEWMAN, J.N.: Marine hydrodynamics, M.I.T .. t~e is equal to the curvature of the curve y1 up to the
[A3] SPIVAK, M.: Calculus on manifolds, Benjamin, 1965.
[A4] BISHOP, R.L. and GoLDBERG, S.l.: Tensor analysis on mani- stgn.
folds, Dover, reprint, 1980. . Th~ tangent plane TP contains two perpendicular
[A5] CRAVEN, B.D.: Functions of several variables, Chapman and directions l1 and h such that the normal curvature in
Hall, 1981.
any direction can be expressed by Euler's formula:
AMS 1980 Subject Classification: 70A05, 73A05,
kt = kt cosl 8+k 2 sin2 8,
76A02, 53A45
where 8 is the angle between 11 and I. The numbers k 1
CullvATVKE - A collective term for a series of and k2 are called the principal curvatures, and the direc-
quantitative characteristics (in terms of numbers, vec- tions l1 and h are known as the principal directions of
tors, tensors) describing the degree to which some the surface. The principal curvatures are extremal
object (a curve, a surface, a Riemannian space, etc.) values of the normal curvature. The construction of the
deviates in its properties from certain other objects (a normal curvature at a given point of the surface may be
straight line, a plane, a Euclidean space, etc.) which are
considered to be flat. The concepts of curvature are
usually defined locally, i.e. at each point. These con-
equation _
r(l) - I
II
represented graphically as follows. When kr:f=O, the

k;
1112
'
cepts of curvature are connected with the examination
of deviations which are small to the second order; where r(l) is the radius vector, defines a certain curve of
hence the object in question is assumed to be specified the second order in the tangent plane TP, known as the
by C 2 -smooth functions. In some cases the concepts Dupin indicatrix. The Dupin indicatrix can only be one
are defined in terms of integrals, and they remain valid of the following three curves: an ellipse, a hyperbola or
without the C 2 -smoothness condition. As a rule, if the a pair of parallel lines. The points of the surface are
curvature vanishes at all points, the object in question accordingly classified as elliptic, hyperbolic or para-
bolic. At an elliptic point, the second fundamental form
is identical (in small sections, not in the large) with the
of the surface is of fixed sign; at a hyperbolic point the
corresponding 'flat' object.
form is of variable sign; and at a parabolic point it is
The curvature of a curve. Let y be a regular curve in degenerate. If all normal curvatures at a point are
the n-dimensional Euclidean space, parametrized in zero, the point is said to be flat. If the Dupin indicatrix
terms of its natural parameter t. Let a(P, P 1) and is a circle it is called an umbilical (or spherical) point.
s(P, P 1) be the angle between the tangents to y at the The principal directions are uniquely determined (up
points P and P 1 of y and the length of the arc of the to the order), unless the point in question is an umbili-
curve between P and P 1, respectively. Then the limit cal point or a flat point. In these cases every direction
k = lim a(P, Pt) is principal. In this connection one has the following
p,_,p s(P, PI) theorem of Rodrigues: A direction I is principal if and
only if
is called the curvature of the curve y at P. The curvature dn = -A dr in the direction I,
of the curve is equal to the absolute value of the vector where r is the radius vector of the surface and n the
d 2 y(t) 1 dt 2 , and the direction of this vector is just the unit normal vector.
direction of the principal normal to the curve. For the A curve on a surface is called a curvature line if its
curve y to coincide with some segment of a straight line direction at every point is principal. In a neighbour-
or with an entire line it is necessary and sufficient that hood of every point P on a surface, other than an
its curvature k vanishes identically. umbilical point or a flat point, the surface may be so
The curvature of a surface. Let ~ be a regular surface parametrized that its coordinate curves are curvature
in the three-dimensional Euclidean space. Let P be a lines.
point of~. TP the tangent plane to ~ at P, n the nor- The quantity
mal to ~ at P, and a the plane through n and some
unit vector I in Tp. The intersection y1 of the plane a is called the mean curvature of the surface. The quantity
and the surface ~ is a curve, called the normal section
of the surface ~ at the point P in the direction I. The K = k 1k 2
number is called the Gaussian (or total) curvature of the surface.

53
CURVATURE

The Gaussian curvature is an object of the intrinsic The Riemann tensor possesses the following sym-
geometry of the surface, i.e. it can be expressed in metry properties:
terms of the first fundamental form: = -R(Y, X)Z,
R(X, Y)Z
E Eu E, <R(X, Y)Z, U> = - <R(X, Y)U, Z>,
K= l
(EG-Fzy
FF.F.
u • -
(1) <R(X, Y)Z, U> = <R(Z, U)X, Y>,
G Gu G, R(X, Y)Z+R(Y, Z)X+R(Z, X)Y = 0,
which may be written in local coordinates in the form:
Rik/m = - Rkilm = - R;kml•
R;klm = Rlmik,
where E, F, G are the coefficients of the first funda- R;klm +R;mkl +Rumk = 0.
mental form of the surface.
The Riemann tensor has n 2(n 2 -1) 1 12
algebraically
Using formula (1), one defines the Gaussian curva-
independent components. The covariant derivatives of
ture for an abstract two-dimensional Riemannian mani-
the Riemann tensor satisfy the (second) Bianchi identity:
fold with line element ds 2• A surface is locally isometric
to a plane if and only if its Gaussian curvature van- (\lxRXY, Z, U)+("VrRXZ, X, U)+(\lzRXX, Y, U) = 0,
ishes identically. where ( xRXY, Z, U) is the covariant derivative of
The curvature of a Riemannian space. Let Mn be a reg- R(Y, Z)U with respect to X. In local coordinates, this
ular n-dimensional Riemannian space and let BMn be identity is
Rilcl;m+R;"mk;I+R;7m;k = 0.
the space of regular vector fields on Mn. The curvature
of Mn is usually characterized by the Riemann (curva- The Riemann tensor is sometimes defined with the
opposite sign.
ture) tensor (cf. Riemann tensor), i.e. by the multilinear
A Riemannian space is locally isometric to a
mapping
Euclidean space if and only if its Riemann tensor van-
defmed by ishes identically.
Another, equivalent, approach is sometimes adopted
R(X, Y)Z = \lx'lrZ-\lr'lxZ-\l!x. YJZ, (2) with regard to describing the curvature of a Riemann-
where is the Levi-Civita connection on Mn and [ , ] ian space Mn. Let a be a two-dimensional linear space
denotes the Lie bracket. If one puts X= aI axk' in the tangent space TMn to Mn at a point P. Then the
Y=a I 3x 1 in some local coordinate system xi, one can sectional curvature of Mn at P in the direction a is
rewrite (2) as follows: defined as
Z{k;I-Z{I;k = zmR!..Jc" K = <R(V, W)W, V>
where ; is the symbol for covariant differentiation. a <V, V><W, W>-<V, W> 2 '
Thus, the Riemann tensor is a quantitative charac- where V and Ware vectors defining a. The same area
teristic of the non-commutativity of the second covari- element a may be defmed by different vectors V and
ant derivatives in a Riemannian space. It also yields a W, but Ka is independent of the specific vectors
quantitative description of certain other properties of chosen. For a two-dimensional Riemannian space, the
Riemannian spaces - properties that distinguish them sectional curvature coincides with the Gaussian curva-
from Euclidean spaces. ture. The Riemann tensor can be expressed in terms of
The coefficients of the Riemann tensor in the local the sectional curvatures:
coordinate system xi may be expressed in terms of the <R(X, Y)Z, U> = t{k(X+U, Y+Z)-k(X+U, Y)+
Christoffel symbols and the· coefficients of the metric
tensor, as follows: -k(X+U, Z)-k(X, Y+Z)-k(U, Y+Z)+k(X, Z)+
Rl. = ar)k - oflk I r - I r +k(U, Y)-k(Y+U, X+Z)+k(Y+U, X)+

l
•Jk oxi oxi + f;,rjk rj,rik.
+k(Y+U, Z)+k(Y, Z+X)+
Rklm =l [ o2gu + o2gkm _ o2g;m _ o2gkl + +k(U, Z +X)-k(Y, Z)-k(U, X}},
I 2 0Xk0Xm 0XjOX 1 0XkOX 1 0Xi0Xm
where
+gnp (r{mf~-ffmrzt).
k(V, W) = Ka(<V, V><W, W>-<V, W> 2 ).

where Riktm is the Riemann tensor with fourth covari- Weaker characteristics of the curvature of a Riemann-
ant index, or - in a coordinate-free notation - the ian space are also used - the Ricci tensor, or Ricci cur-
mapping <R(X, Y)U, Z> (where <·, ·> denotes the vature:
scalar product).

54
CURVATURE

R;k = Rhk, tensor. Using formula (4) one can define the geodesic
and the scalar curvature: curvature for curves on .an abstract two-dimensional
Riemannian space. A curve on a Riemannian manifold
R = gikR;k· coincides with a geodesic or with part of a geodesic if
The Ricci tensor is symmetric: R;k = Rk;. and only if its geodesic curvature vanishes identically.
The curvature is sometimes characterized in terms of Let ~ be a two-dimensional submanifold of a three-
more complicated constructions - particularly qua- dimensional Riemannian space M. There are two
dratic ones - based on the Riemann tensor. One of approaches to the definition of the curvature for~- On
the most common invariants of this type is the one hand, one can consider ~ as a Riemannian
C = RktmR;klm' space whose metric is induced by that of M, and then
use formula (1) to define its curvature. This yields what
which is used in investigating the Schwarzschild gravity
is called the internal curvature. On the other hand, one
field.
can carry out the same construction that gives the
For a two-dimensional space, the Riemann tensor is
definition of the curvature for surfaces in a Euclidean
R(X, Y)Z = K(<Y, Z>X-<X, Z>Y), (3) space and apply it to submanifolds in a Riemannian
where K is the Gaussian curvature. In this case the space. The result is a different concept of the curva-
scalar curvature is equal to K. For a three-dimensional ture, known as the external curvature. One has the fol-
space the Riemann tensor has the form lowing relationship:
R;k/m = Rugkm - R;mgkl +Rkmgil- Rklgim +
K; = Ke+Ko,
R where Ka is the curvature of Min the direction of the
+ l(g;mgkl- gugkm), tangent plane to ~. and K; and Ke are the internal and
where g;j is the metric tensor, Rij is the Ricci tensor external curvatures, respectively.
and R is the scalar curvature. The concepts of normal, internal and external curva-
If the sectional curvatures are independent both of tures can be generalized with respect to the dimension
the point and of the two-dimensional direction, the and codimension of the submanifold in question.
space M" is known as a space of constant curvature; the The concept of the Riemann tensor may be general-
Riemann tensor of such a space has the form (3) (the ized to various spaces with a weaker structure than
constant K is then called the curvature of the space M"). Riemannian spaces. For example, the Riemann and
When n > 2 it turns out that, if in all points the curva- Ricci tensors depend only on the affine structure of the
ture is independent of the direction, then M" is a space space and may also be defined in spaces with an affine
of constant curvature (Schur's theorem). connection, although in that case they do not possess
all the symmetry properties as above. For example,
The curvature of submanifolds. Let ~ be a regular sur- R;k=I=Rk;· Other examples of this type are the confor-
face in E 3 , let y be a curve on ~ and let ap be the mal curvature tensor and the projective curvature ten-
tangent plane to ~ at a point P on y. Suppose that a sor. The conformal curvature tensor (Weyl tensor) is
small neighbourhood of P is projected onto the plane
ap and let y be the projection of the curve y on ap. C;klm = R;kJm -RII;gkJm +RmligkJI+ ~ RIJ;gkJm•
The geodesic curvature K of the curve y at P is defined
where the brackets denote alternation with respect to
as the number equal in absolute value to the curvature
the relevant indices. Vanishing of the conformal curva-
of the curve :Y at P. The geodesic curvature is con-
ture tensor is a necessary and sufficient condition for
sidered positive if the rotation of the tangent to :Y as
the space to coincide locally with a conformal
one passes through P forms a right-handed screw with
Euclidean space. The projective curvature tensor is
the direction of the normal to the surface. The geodesic
curvature is an object of the intrinsic geometry of ~- It Pf!c; = Rf!c; +8i Rli +Ru + 8? Rk; +R;k + 8? R1k- Rkl'
can be evaluated from the formula n 2 -1
n 2 -1 n +l
where c5f is the Kronecker symbol and n is the dimen-
d2xi d2xj . dxk dx 1 dxj
eij +f'w-;I;-d;d;
ds2 ds1 sion of the space. Vanishing of the projective curvature
(4) tensor is a necessary and sufficient condition for the
;,; = -~-. .[g-;,-d-~-j
. -d~-,"""".]....3/..,.,2,.-----"--
space to coincide locally with a projective Euclidean
space.
where xi(s) is the natural equation of the curve y in The concept of curvature generalizes to the case of
local coordinates xi on~. g;j are the components of the non-regular objects, in particular, to the case of the
metric tensor of ~ in these coordinates, are the n, theory of two-dimensional manifolds of bounded curva-
Christoffel symbols, and eij is the totally discriminant ture. Here the curvature in a space is defined not at a

55
CURVATURE

point, but in a domain, and one is concerned with the tensor) and the curvature of space-time. The conformal
total or integral curvature of a domain. In the regular curvature tensor is used in the theory of formation of
case the total curvature is equal to the integral of the particles in a gravitational field.
Gaussian curvature. The total curvature of a geodesic References
triangle may be expressed in terms of the angles /J; at [I] R.AsHEww, P.K. [P.K. R.AsHEvSKii]: Riemannsche Geometrie
und Tensoranalyse, Deutsch. Verlag Wissenschaft., 1959
its vertices: K = 'I,/J; -'IT, (S) (translated from the Russian).
[2] POGORELOV, A.V.: Differential geometry, Noordhoff, 1959
this relationship is a special case of the Gauss- Bonnet (translated from the Russian).
theorem. Formula (5) has been used as a basis for the (3] BLASCHKE, W.: Vorlesungen aber Differentialgeometrie und
definition of the total curvature in manifolds of geometrische Grundlagen von Einsteins Relativitiitstheorie.
Elementare Differentialgeometrie, I, Springer, 1921.
bounded curvature. [4] ALEicsANDROV, A.D.: Die innere Geometrie der konvexen
The curvature is one of the fundamental concepts in Fliichen, Akademie-Verlag, 1955 (translated from the Russian).
modem differential geometry. Restrictions on the cur- (5] GROMOLL, D., KLINGENBERG, W. and MEYER, W.:
Riemannsche Geometrie im Grossen, Springer, 1968.
vature usually yield meaningful information about an [6] POGORELOV, A.V.: Extrinsic geometry of convex surfaces, Amer.
object. For example, in the theory of surfaces in E 3 , Math. Soc., 1972 (translated from the Russian).D D S k l
the sign of the Gaussian curvature defines the type of a .. 0 oov
point (elliptic, hyperbolic or parabolic). Surfaces with Editorial comments. Formula (1) can be expressed in
an everywhere non-negative Gaussian curvature share a various ways, e.g., in [2] it reads:
whole spectrum of properties, by virtue of which they K= 1 X
can be grouped together in one natural class (see [4], (EG-f=2) 2
[6]). Surfaces with zero mean curvature (see Minimal Guu · Ew Eu Ev
--+F.-- F.--
surface) have many specific properties. The theory of 2 uv 2 2 u 2
non-regular surfaces especially studies classes of sur- Gu
faces of bounded integral absolute Gaussian or mean
X F.--
v 2 E F +
curvature. Gv
F G
In Riemannian spaces, a uniform bound on the sec- 2
tional curvatures Ka at any point and in any two-
Ev Gu
dimensional direction makes it possible to use com- 0
2 2
parison theorems. The latter enable one to compare the
Ev
rate of deviation of the geodesics and the volumes of E F
2
domains in a given space with the characteristics of the
corresponding curves and domains in a space of con- Gu
F G
stant curvature. Some of the restrictions on Ka even 2
predetermine the topological structure of the space as a
whole. For example: The first Bianchi identity is the usual name given to the
The sphere theorem. Let M be a complete simply- fourth symmetry relation for the Riemann tensor, i.e. to
connected Riemannian space of dimension n ;;;a. 2 and let R(X, Y)Z+R(Y, Z)X+R(Z, X)Y=O. The second Bianchi
1 / 4<8~Ka ~ 1. Then M is homeomorphic to the identity is the relation
sphere sn. 'VxR(Y, Z, U)+'VyR(Z, X, U)+VzR(X, Y, U)=O,
The Hadamard- Cartan and Gromoll- Meyer called the Bianchi identity above.
theorems. Let M be a complete Riemannian space of Such concepts as mean curvature, conformal curvature
dimension n;;;a.2. If Ka~O everywhere and M is simply tensors, geodesic curvature, and projective curvature tensor
connected, or if Ka>O everywhere and M is not com- are also defined in higher dimensional settings (than sur-
pact, then M is homeomorphic to the Euclidean space faces), cf. e.g. [A2] (mean curvature), [A3], [1] (conformal
En. and projective curvature tensors). (Cf. also Conformal
The concepts of curvature are utilized in various Euclidean space.) The absolute value of the geodesic cur-
natural sciences. Thus, when a body is moving along a vature of a curve on a surface is 1 v r y 1 , where y is
assumed to be described by its arc length parameter
trajectory, there is a relationship between the curvature
(natural parameter) and is the Levi-Civita connection on
of the trajectory and the centrifugal force. The Gauss-
the surface. For the concepts of natural parameter and
ian curvature first appeared in Gauss' work on cartog- natural equation of a curve, cf. Natural equation. The vari-
raphy. The mean curvature of the surface of a liquid is ous fundamental (quadratic) forms of a surface are dis-
related to the capillary effect. In relativity theory there cussed in Fundamental forms of a surface; Geometry of
is a connection between the distribution of mass and imbedded manifolds and Second fundamental form.
energy (more precisely, between the energy-momentum The sectional curvature of a Riemannian space Mn at p in

56
CURVATURE TENSOR

the direction of the tangent plane o is also called the point of which the tangent has one of the principal
Riemannian curvature. directions. The curvature lines are defined by the equa-
Let R;; denote the Ricci tensor and let Q be the quadratic tion
form on TpMn given by R;; at PEMn. Then the value OW
dv 2 -du dv du 2
for a unit vector ~E TpMn is the mean of K. for all plane E F G = 0,
directions o in TpMn containing ~. and is called the Ricci L M N
curvature or mean curvature of the direction ~ at P. The where E, F, G are the coefficients of the first funda-
mean R of all the Q(~ is the scalar curvature at P, cf. also mental form of the surface, and L, M, N those of the
Ricci tensor and Ricci curvature. If M is a Kahler mani- second fundamental form. The normals to the surface
fold and o is restricted to a complex plane (i.e. a plane along curvature lines form a developable surface. The
invariant under the almost-complex structure), then K. is
curvature lines on a surface of revolution are the meri-
called the holomorphic sectional curvature.
dians and the parallels of latitude. The curvature lines
For a simply-closed space curve C of length L the integral
K= f k(s) ds is called the total curvature of C;
on a developable surface are its generators (which are
generally straight lines) and the lines orthogonal to them.
K,.;;2~. and K=2., if and only if Cis a closed curve lying in A.B. Ivanov
a plane 0/'1. Fenchel). Fix an origin 0 in £3 and consider the
unit sphere S2 around 0. For each point P of C let P be the Editorial comments.
point on S2 such that OP is the (displaced) unit tangent vec- References
tor to C at P. As P runs over C the Ptrace out a curve on [A1] STRUIK, D.J.: Differential geometry, Addison-Wesley, 1950.
S2 , the spherical indicatrix C of C. The correspondence AMS 1980 Subject Classification: 53A05
C~--+C is called the spherical representation. The total curva-
ture of C is equal to the length of C. Instead of the tangents CuRVATURE LINES, NET OF - An orthogonal net
to C one can also use the principal normal and binormal on a smooth hypersurface Vn -l in an n-dimensional
vectors and perform a similar construction yielding other Euclidean space En (n ;;;;, 3), formed by the curvature
spherical indicatrices, cf. Spherical indicatrix. lines (cf. Curvature line). A net of curvature lines on
References Vn -I is a conjugate net. E.g., if V2 CE 3 is a surface of
[A1] HsiUNG, C.C.: A first course in differential geometry, Wiley, revolution, the meridians and the parallels of latitude
1981.
[A2] KoBAYASHI, S. and NoMizu, K.: Foundations of differential form a net of curvature lines. If Yp CEn (2~<n) is a
geometry, II, lnterscience, 1969, p. 33. smooth p-dimensional surface with a field of one-
[A3] ScHOUTEN, J.A.: Ricci-Calculus, Springer, 1954, Chapt. VI. dimensional normals such that the normal [x, n] of the
AMS 1980 Subject Classification: 53A04, 53A05, field lies in the second-order differential neighbourhood
53820 of the point x E Yp, then the normals of the field define
curvature lines and a net of curvature lines on Yp,
CuRvATURE FORM - A 2-form 0 on a principal exactly as on Vn -I . However, a net of curvature lines
fibre bundle P with structure Lie group G, taking on Yp (p<n -1) need not be conjugate.
values in the Lie algebra g of the group G and defined References
by the connection fonn fJ on P by the formula [1] EISENHART, L.P.: Riemannian geometry, Princeton Univ. Press,
1949.
1
0 = d0+2[0, 0]. [2] SHULIKOVSKii, V.I.: Classical differential geometry in a tensor
setting, Moscow, 1963 (in Russian).
V. T. Bazylev
The curvature form is a measure of the deviation of the
Editorial comments.
given connection from the locally flat connection charac-
terized by the condition 0=0. It satisfies the Bianchi References
[A1] HsiUNG, C.C.: A first course in differential geometry, Wiley,
identity 1981.
dO= [0, 0]
and .defines the holonomy algebra (see Holonomy AMS 1980 Subject Classification: 53A07
group). U. Lumiste
CuRVATURE TENSOR - A tensor of type (1, 3)
Editorial comments. The equation O=dO+[O, OJ! 2 obtained by decomposing the curvature form in a local
called the structure equation. co-basis on a manifold Mn. In particular, in a bolo-
References nomic co-basis dx;, i = 1, ... , n, the components of the
[A1] KoBAYASHI, S. and NoMizu, K.: Foundations of differential
geometry, I, lnterscience, 1963.
i
curvature tensor R 1 of an affine connection are
expressed in terms of the Christoffel symbols of the
AMS 1980 Subject Classification: 53C05 connection rt
and their derivatives:

CultvATURE LINE - A line on a surface at each

57
CURVATURE TENSOR

In similar fashion one defines the curvature tensor for for curves in three-dimensional space mentioned above,
an arbitrary connection on a principal fibre space with such as trihedron, cf. Differential geometry.
structure Lie group G in terms of a decomposition of AMS 1980 Subject Classification: 53A04
the appropriate curvature form; this applies, in particu-
lar, to conformal and projective connections. It takes CuRVE OF PURSUIT - A curve representing a solu-
values in the Lie algebra of the group G and is an tion of the 'pursuit' problem, which is posed as follows:
example of a so-called tensor with non-scalar com- Let a point M be moved uniformly along a given curve.
ponents. The trajectory has to be found of the uniform move-
For references see Curvature. ment of a point N, such that the tangent drawn
M.l. Voitsekhovskif
towards the trajectory at any moment of the movement
AMS 1980 Subject Classification: 53820, 53805, would pass through the position of M corresponding to
53C05 that moment in time.

CuRVATURE TRANSFORMATION - A mapping
R(X, Y) of the space !T(M) of vector fields on a mani-
fold M, depending linearly on X, Y e !T(M) and given
by the formula
R(X, Y)Z = "ilx\lyZ-\ly\lxZ-V!x. YJZ;
here '\/ x is the covariant derivative in the direction of X In a plane, the system of equations which the curve of
and [X, Y] is the Lie bracket of X and Y. The mapping pursuit must satisfy takes the form
R = R(X, Y)Z: .9"3(M) ~ 9"(M) 71-y = 1;<~-x), F(tTI) = 0,
is the curvature tensor of the linear connection defined
where dy I dx is the slope of the curve of pursuit, and
by '\/X· M.I. Voftsekhovskif F(~, '11)=0 is the equation of the given curve.

AMS 1980 Subject Classification: 53820 The 'pursuit' problem was posed by Leonardo da
Vinci and solved by P. Bouguer (1732). For a generali-
CuRVE - An ordinary line (cf. Line (curve)), not zation of it see the last Chapter of [2].
excluding a straight line. References
[1] SAVELOV, A.A.: Plane curves, Moscow, 1960 (in Russian).
AMS 1980 Subject Classification: 53A05 [2] LITILEWOOD, J.E.: A mathematician's miscellany, Methuen,
1953.
CuRVE OF CONSTANT SLOPE - A curve the D.D. Sokolov
tangent to which forms a constant angle with a fixed AMS 1980 Subject Classification: 53A04
direction. A helical line is an example of this. The ratio
between the torsion and the curvature of a curve of CuRVILINEAR. INTEGRAL, line integral - An
constant slope is constant. The spherical indicatrix of integral along a curve. In n-dimensional Euclidean
the tangents of a curve of constant slope is a circle. If space Rn consider a given rectifiable curve
r=r(s) is the natural parametrization of a curve of con- y={x=x(s): OE;;sE;;S}, x=(xb ... ,xn), where s is
stant slope, then (r1 , cfii, cfV)=O (see [2]). The evolutes the arc length; let F=F(x(s)) be a function defined on
of a plane curve y are curves of constant slope, the y. The curvilinear integral
tangents of which are inclined towards the plane of the jF(x)ds
curve y at a constant angle (see [1]). For every curve of l
constant slope there is a comoving cone connected with is defmed by the equality
its accompanying trihedron, the vertex of which lies on $

the curve, while the generators describe developable £F(x)ds = [F(x(s))ds (1)
surfaces.
References (the integral on the right is an integral over a real inter-
[1] BLASCHKE, W.: Vor/esungen iiber Differentialgeometrie und val), and is called a line integral of the first kind, or a
geometrische Grundlagen von Einsteins Relativitatstheorie. line integral with respect to arc length. It is the limit of
E/ementare Differentialgeometrie, 1, Springer, 1921.
[2] FoRSYTH, A.R.: Lectures on the differential geometry of curves
suitable integral sums, which can be described in terms
and surfaces, Cambridge, 1912. related to the curve. For example, if F(x(s)) is
[3] APPELL, P.E.: Arch. Math. Phys. 64, no. 1 (1879), 19-23. Riemann-integrable (see Riemann integral), T={s;}l"=o
E. V. Shikin is a partition of [0, S ], 8.,. =max;= 1, ... , m(s; - s; -i) is its
Editorial comments. For the various concepts defined mesh, ~;e[s;-~>s;], fls;=s;-s;- 1 is the length of the

58
CURVILINEAR INTEGRAL

section of y from the point x(s;- 1) to the point x(s;), and hence the integrals on the right of these equalities
i=l, ... ,m, and are independent of the choice of the parameter on y. If
m -r=(cosa~o ... ,cosa,) is a unit tangent vector to the
a. = ~F(x(€;))As;, curve y, then the line integral of the second kind may
i=l
then be expressed in terms of a line integral of the first kind
jF(x)ds
y
= 6.,-->0
lima•. via the formula
If the rectifiable curve y is given parametrically by jF(x)dxk = jF(x)cosakds.
y y
x=x(t)=(cf>1(t), ... ,cf>,(t)), a<.t<.b, and F=F(x(t)) is If is given m vector
y notation
a function defmed on y, then the integral r(t)=(cf>J (t), ... 'cf>,(t)) and
jF(x)dxt. k= I, ... ,n, a(x(t)) =(a 1(x(t)), ... , a,(x(t)) is a vector function
y
defined on y, then, by definition,
is defined by
b ja(x)dr = j(a,r)ds = ±Jak(x)dxk.
jF(x)dxk = jF(x(t))dq,k(t) (2) y y k=ly
y a The relationship between line integrals and integrals of
(the integral on the right is a Stieltjes integral), and is other types is established by the Green fonnulas and
called a line integral of the second kind or a line integral the Stokes fonnula.
with respect to the coordinate xk. It is also the limit of Line integrals may be used to calculate the area of
suitably constructed Riemann sums: If T = { t;} l"=o is a plane domains: If a finite plane domain G is bounded
partition of [a, b], 1J;E[t;-~o t;], llxk;=cf>k(t;)-cf>k(t;-I), by a simple rectifiable curve y, then its area is
i=l, ... ,m, and
mesG = jx 1 dx 2 =- jx 2 dx 1 = tJx 1 dx 2 -x 2 dx~o
a. = ~F(x('ll;)).ixk;,
m y y y

i=l where the contour y is oriented in the counter-clockwise
then sense.
jF(x)dxk
y
= 6.,-->0
lima•. If M is a mass distributed over y with linear density
p(x), then
If F is a continuous function on y, then the curvilinear M = jp(x)ds.
integrals (1) and (2) always exist. If A is the initial y

point and B the end point of y, then the curvilinear If F(x) is the intensity of a force field (i.e. the force act-
integrals (1) and (2) are denoted by ing on a unit mass), then
[F(x)ds and f F(x)dxt. jF(x)dr
AB h y

respectively. is equal to the work performed by the field in moving a
unit mass along y.
Line integrals of the first kind are independent of the
Line integrals are used in the theory of vector fields.
orientation of the curve:
If a=a(x)=(a 1(x), ... ,a,(x)) is a continuous vector
~F(x)ds = lF(x)ds, field defined on some n-dimensional domain G, n >I,
then the following three properties are equivalent:
but line integrals of the second kind change sign when 1) For any closed rectifiable curve yCG,
the orientation is reversed:
ja(x)dr =0
( F(x)dxk = - [F(x)dxk. y

~ AB
(a vector field possessing this property is called a
If y is a continuously differentiable curve given by a potential field).
continuously differentiable representation 2) For any pair of points A, BeG and any two rectif-
x(t)=(cf>1(t), ... ,cf>,(t)), a<.t<.b, and F is a continu- iable curves (AB) 1, (AB)2 with initial point A and end
ous function on y, then point B:
( a(x)dr = ( a(x)dr.
jF(x)ds
b
= jF(x(t))
n
~ 14>k(t)f dt
dn>. dnn
Y a k=l 3) There exists in G a function u(x) (called a poten-
tial function of the field a(x)), such that v:'u(x)=a(x),
[k~1 [4>;.(t)f > oj. i.e. au(x)jaxk=ak(x), k=I, ... ,n, and moreover, for
b any A, BeG and any curve AB C G,
jF(x)dxk = jF(x(t))q,k(t)dt, k=l, ... ,n,
y a
ina(x)dr = u(B)-u(A).

59
CURVILINEAR INTEGRAL

If n = 2 or 3 and G is a simply-connected domain Here n =2 is taken for convenience. There is a second
(n =2) or a simply-connected surface (n =3), while the more technical (and more precise) notion of a branch in
field a(x) is continuously differentiable, then the pro- algebraic and analytic geometry which defines the branches
perties 1) - 3) are equivalent to the following property: at a point x E C as the points above x on the normalization
of the curve C (cf. Normal scheme). Using this concept a
4) The rotation of the vector field vanishes in G:
cusp is a singular point of a curve which has only one
rota(x) = 0, xEG. branch at this point.
If G is not simply connected, then 4) need not be A curve with a cusp of the first kind (Fig. a) is, e.g.,
equivalent to 1)- 3). For example, for the field X4 +X2V2+2X2 Y-XV2+V2=0, and one with a cusp of
the second kind (Fig. b)- e.g. y2 =X3 .

= [- x~~x~· xy~x~]· The word 'cusp' is also used in the theory of modular
a(xhxz) forms (see Fuchsian group; Modular form).
defined on the plane punctured at the origin one has References
rota(x)=O, x:f=O, but [A1] WALKEil, R.J.: Algebraic curves, Springer, 1978.

{ adr = 2'17 =F 0. AMS 1980 Subject Classification: 14805
lr(=l
References CusP, ordinary cusp - A singular point of specific
[1] IL'IN, V.A. and E.G.PozNYAIC: Foundations of mathematical type of an algebraic curve. Namely, a singular point x
analysis, 2, Moscow, 1980 (in Russian).
[2] KUDRYAVTSEV, L.D.: A course of mathematical analysis, 2, of an algebraic curve X over an algebraically closed
Moscow, 1981 (in Russian). field k is called a CU:sp if the completion of its local
[3] NIKOL'SKii, S.M.: A course of mathematical analysis, 2, Mos- ring (I) x,x is isomorphic to the completion of the local
cow, 1975 (in Russian).
LD. Kudryavtsev ring of the plane algebraic curve y 2 + x 3 =0 at the ori-
Editorial comments. Line integrals are a special gin.
instance of integrals of differential forms over chains, Editorial comments. A cusp can also be defined via the
namely integrals of a 1-form over a 1-chain (cf. Differential so-called intersection number of two plane curves at a
form; Chain and especially Integration on manifolds). point, cf. [A1], pp. 74-82. A generalization of a cusp is a
References hypercusp, cf. [A1], p. 82.
[A1] RUDIN, W.: Principles of mathematical analysis, McGraw-Hill, References
1976. [A1] FuLTON, W.: Algebraic curves. An introduction to algebraic
[A2] SPIVAK, M.: Calculus on manifolds, Benjamin-Cummings, geometry, Benjamin, 1969.
1965.
AMS 1980 Subject Classification: 14805
AMS 1980 Subject Classification: 26815, 58C35
CUT in a domain D c C along a non-closed simple
CusP, cuspidal point - A singular point of a curve, arc y={z(t): O~t~l} -The removal of the points of
the two branches of which have a common semi- the arc y from the domain D, that is, replacing the
tangent there. In the case of a plane curve one distin- domain D by the domain (or domains) D \ y, as well as
guishes cusps of the first and the second kind. In the the set y itself. Here it is assumed that either the whole
former case the curve lies on one side of the tangent arc y or the whole arc except the initial or end point
cone (Fig. a); in the second, on different sides (Fig. b). z(O), z(l) belongs to D and that z(O) or z(l) belong to
the boundary aD. To each point z(t) of the cut y, when
0< t < 1, there correspond two prime ends of the part
of the domain D which belongs to y; the left and right
prime ends (cf. Limit elements). The union of these
prime ends form the left and right-hand sides of the cut
'Y· E.D. Solomentsev
Fig. a. Fig. b. Editorial comments. A cut is also called a slit.
One also speaks of boundary elements instead of limit
A.B. Ivanov
elements or prime ends. These notions do not coincide in
Editorial comments. In the above the word 'branch' is general, but for 'nice' domains D (e.g. with Jordan boun-
used in a naive and non-technical sense as follows. View a dary) they can be identified. A related notion is that of a
curve C as the image of a finite or infinite interval in crosscut an open simple arc that begins and ends at two
Euclidean space P. Let q, be a single-valued analytic func- different points of ao, cf. [A1], especially Chapt. 3.
tion defined on some interval. If x=cp(y) (or y=cp(x)) The word 'cut' also occurs in several more meanings in
defines a subset C0 of C, one speaks of a branch of C. various parts of mathematics. Thus, there is the notion of a

60
CUTIING PROBLEM

Dedekind cut in the real or rational numbers, cf. Real kilns, and the positioning of cargo on freight cars and
number. The notion cut point on a geodesic line; and a ship decks.
cut or cutset in a graph or transportation network (cf. Flow In the case of mass production with identical pieces
in a network for the latter). Finally there are the cut locus
of material and when it is possible to list explicitly all
and the cutting problem.
admissible patterns i = 1, . . . , N of cutting the piece
References into parts of some of the required j = 1, ... , m types,
[A1] OHTsUKA, M.: Dirichlet problem, extrema/length and prime
ends, v. Nostrand Reinhold, 1970. the cutting problem reduces to the following linear pro-
gramming problem: Find the level X; ~0 at which each
AMS 1980 Subject Classification: 30840, 30040
pattern is used, for which ~;xi =min subject to the
conditions ~;aiJxi ~bj, where au is the number of parts
CuT LOCUS from a point 0 - The set of points x of
a Riemannian manifold W on the geodesic rays of the j-th type in the i-th cutting, and bj is the number
emanating from 0 for which the ray Ox is not extend- of such parts required for the production per a unit of
able as a geodesic beyond the point x. In the two- volume. In practice it usually is impossible to list all
dimensional case the cut locus is a one-dimensional the patterns. Then the above linear programming prob-
graph with no cycles (see [2]); if W is analytic of arbi- lem is solved, starting with some fixed set of admissible
trary dimension, then it is a polyhedron of analytic patterns, by the simplex method. In the course of the
submanifolds (see [3]). The cut locus depends continu- simplex procedure the list of patterns under considera-
ously on 0. The cut locus is defined not only with tion usually changes. At every step, one of those pat-
respect to a point but also with respect to other sub- terns is selected (generated by a computer) that accord-
sets, for example, the boundary aW, and also in spaces ing to the estimates of the dual linear programming
other than Riemannian manifolds, for example, on con- problem could improve the current basic solution. In
vex surfaces (~ee (4]) and in two-dimensional manifolds case of a 'one-dimensional' material (that has to be cut
of bounded curvature. in length only) this generation can be performed in
acceptable time using dynamic programming (see (1],
References
(1) GROMOLL, D., KLINGENBERG, W. and MEYER, W.: [2]). In the case of cutting rectangles this approach can
Riemannsche Geometrie im Grossen, Springer, 1968. also be implemented in principle, but in real problems
[2) MYERS, S.B.: 'Connections between differential geometry and the computations may be too laborious. If so, heuristic
topology. I Simply connected surfaces', Duke Math. J. 1
(1935), 376-391.
algorithms are used to generate better patterns: as a
[3) BucHNER, M.A.: 'Simplicial structure of the real analytic cut rule, it is enough to consider cuttings with not more
locus', Proc. Amer. Math. Soc. 64, no. 1 (1977), 118-121. than three different types of parts (cf. [2], [3]).
[4) KUNZE, J.: Der Schnittort auf konvexen Verheftungsjliichen,
Springer, 1969. Similar cutting problems are formulated and solved
V.A. Zalgaller in cases when it is possible to choose one or several
Editorial comments. 'Non-extendable as a geodesic' standard sizes of material or if it is necessary to use
means that Ox looses the property of minimality after the available material of different sizes (see [1]). Programs
point x, i.e. Ox' is no longer the minimal path from 0 to x' if for solving cutting problems in the one-dimensional
Oxc:Ox'. and rectangular cases take account of constraints
AMS 1980 Subject Classification: 53C20 imposed by characteristics of the equipment used (see
[2], [3]). These programs include some service functions
CurnNG PROBLEM, rational cutting problem - The such as calculation of material norms for parts and the
choice of an allocation of parts in pieces of material output of cutting maps.
that gives, as a rule, all the parts of a given complete A one-dimensional material of varying length is often
set with minimal material expenses. Due to differences used in mass production. In this case the cutting prob-
in technology and organization, distinctions are made lem is to choose a pattern for the next piece of a cer-
among mathematical rational cutting models for mass tain specific length. In machine manufacturing it is
and individual production: for straight (segments, rec- advantageous to use specially calculated rulers prescrib-
tangles, parallelepipeda) or curved parts, for constant ing a cutting plan for the remainder left after several
or varying sizes and forms of the pieces of material, parts have been cut out [1]. In the clothing industry
and models accounting for the location of defects on specialized mini-computers solving only the cutting
the material (see [1]). Constraints on the admissible problem are used to design the cutting of fabric rolls of
pattern can be taken into account to reflect the specific different lengths (see [4]). In metallurgy the length of a
features of the industry and the equipment used. Cut- steel plate is measured at the rolling mill while in
ting problems are equivalent to packing problems, i.e. operation and the cutting device is controlled automati-
certain problems of allocation of objects in drying cally on the basis of the solution of the cutting problem

61
CUTIING PROBLEM

obtained from a computer (see [5]). In the glass indus- ment problem', European J. Operations Research 19 (1985),
try outside the USSR, defects of glass are detected 253-261.
[A2] GILHoRE, P.C. and GouoRY, R.E.: 'A linear programming
automatically and computers solve a cutting problem approach to the cutting Stock problem', Operatons Research
subject to the requirement that defects should be 11 (1963), 863-888.
avoided. In the timber industry logs also have a scatter [A3] LADSON, L.S.: Optimization theory for large systems, Macmil-
lan, 1970, Chapt. 4.
of sizes and forms. But the coefficients auk (characteriz-
ing the output of boards of type j from logs of type k AMS 1980 Subject Classification: 90C27, 90C10
with the saws positioned according to variant i) are sta-
tistically stable. In this branch of industry the cutting CW -cOMPLEX, cellular decomposition - A cell com-
problem was mathematically formulated long ago (see plex X satisfying the following conditions: (C) for any
[1]) and was solved effectively in reality (see [6]). x EX the complex X(x) is finite, that is, consists of a
For the case of mass production and curved parts finite number of cells. (For any subset A of a cell com-
useful programs were developed which allow one to plex X, X(A) is the notation for the intersection of all
choose optimal patterns for one- and two-row stamping subcomplexes of X containing A.) (W) IfF is some sub-
in the case of an infinite strip (see [7], [8]), or for
stamping strips cut out from a given plate. Judging by
set of X and if for any cell t in X the intersection F t n
is closed in t (and therefore in X as well), then F is a
eye also remains effective for preliminary planning sets
closed subset of X. In this connection, each point x EX
of patterns involving various curved parts with subse-
belongs to a_ definite set tx of X, and
quent solution of the linear programming problem on
X(x) = X(tx) = X(tx ).
the chosen set of patterns.
The notation CW comes from the initial letters of the
In the case of individual production the cutting prob-
(English) names for the above two conditions- (C) for
lem requires the solution not of a linear programming
closure finiteness and (W) for weak topology.
problem but of a more complicated integer program-
A finite cell complex X satisfies both conditions (C)
ming problem, again with an implicit coefficient matrix
and (W). More generally, a cell complex X each point x
since the feasible allocations have not been listed. For
of which is contained in some finite subcomplex Y(x)
linear and rectangular parts applicable heuristic
is a CW-complex. Let F be a subset of X such that
approximation algorithms have been programmed (see
n
F t is closed in t for each cell t in X. Then for any
[2]).
There have been some developments for the case of
X E y the intersection F nY(x) is closed in X. If the
curved parts in individual production but up to now point x does not belong to F, then the open set
(1983) satisfactory computer algorithms have not been Ux=X\(F n Y(x)) contains X and does not intersect
developed yet. The shipbuilding industry is among the F. The set (X\F)= U xEX\FUx is open and F is
most interested in algorithms of this kind. Fairly effec- closed.
tive are interactive systems combining the advantages The class of CW-complexes (or the class of spaces of
of the human eye assessments with the computer's abil- the same homotopy type as a CW-complex) is the most
ity to process corrections, calculations and output of suitable class of topological spaces in relation to homo-
the designed variants. topy theory. Thus, if a subset A of a CW-complex X is
References closed, then a mapping f from the topological space A
(1] KANTOROVICH, L.V. and ZALGALLER, V.A.: Rational cutting of into a topological space Y is continuous if and only if
industrial materials, Novosibirsk, 1971 (in Russian).
(2] MUKHACHEVA, E.A.: Kuzn.-Shtampovochn. Proizvodstvo 6
the restrictions of f to the closures of the cells of X are
(1979), 14-17. continuous. If Cis a compact subset of a CW-complex
[3] Software for linear and rectangular cutting. Proc. All-Union Sci. X, then the complex X( C) is finite. There exists for
Sem, Ufa, 1980 (in Russian).
~very cell!._ of a CW-complex X a set D that is open in
(4) GALYNKER, 1.1. and SAFRONOVA, I.V.: Mechanical technology in
the clothing industry, Moscow, 1977 (in Russian). t and bas t \ t as a deformation retract.
(5] EPSTEIN, V. and LAGUTIN, A.: Materiai.-Tekhn. Snabzhenie 11 In practice, CW-complexes are constructed by an
(1976), 77-81.
inductive procedure: Each stage consists in glueing cells
[6] SoBOLEV, I.V.: Production control in the timber industry, Petro-
zavodsk, 1976 (in Russian). of given dimension to the result of the previous stage.
[7] BELYAKOVA, L.B. and RYABININA, N.O.: Kuzn.-Shtampovochn. The cellular structure of such a complex is directly
Proizvodstvo 11 (1977), 25-28. related to its homotopy properties. Even for such 'good'
(8] STOYAN, Yu.G. and PANASENKO, A.A.: Periodical allocation of
geometrical objects, Kiev, 1978 (in Russian). V.A z I /'' spaces as polyhedra it is helpful to consider their
. . aga ter representation as CW-complexes: There are usually
Editorial comments. LV. Kantorovich fewer in such a representation than in a simplicial tri-
References angulation. If X is obtained by attaching n-dimensional
[A1] BEASLEY, J.E.: 'An algorithm for the two-dimensional assort- cells to the space A, then the subset X X 0 U A X I,

62
CYBERNETICS

where I= [0, 1], is a strong deformation retract of X X I. CYBERNEOCS - The science of the control, com-
A relative CW-complex is a pair (X, A) consisting of munication and processing of information (literally
a topological space X and a closed subset A, together 'helmsmanship'). The ancient Greek philosopher Plato
with a sequence of closed subspaces (X, A'/', k ;;;.o, appears to have been the first to apply this terminology
satisfying the following conditions: a) the space (X, A )0 to control in the general sense. A.M. Ampere (1834)
is obtained from A by adjoining 0-cells; b) for k;;a.l, suggested the name 'Cybernetics' for the science of the
(X,A'/' is obtained from (X,A'/'- 1 by adjoining k- management of human society. N. Wiener (1948) used
dimensional cells; c) X= U(X,A'/'; d) the topology of the name 'Cybernetics' for the science of control and
X is compatible with the family {(X, A'/'}. The space communication in a living organism and in a machine.
(X, A'/' is called the k-dimensional skeleton of X relative The subsequent development of cybernetics has been
to A. When A = 0, the relative CW-complex greatly influenced by the computer. At the beginning of
(X, 0)=X is a CW-complex in the previous sense and the nineteen-seventies, cybernetics finally took shape as
its k-dimensional skeleton is xk. a science of mathematical-physical nature with the
Examples. 1) The pair (K, L) of simplicial complexes specific purpose of studying so-called cybernetic sys-
K, L, with L CK, defines a relative CW-complex tems. Cybernetics systems are an abstraction from a
(I K I, I L 1), where (I K I, I L 1'/'=(Kk UL). 2) The specific (informational) point of view of the complex
ball V" is a CW-complex: (V"'/'=p 0 for k<n-1, systems studied by a broad spectrum of natural, techni-
(V")"- 1 =S"- 1 and (V"'/' = V" for k;;:.n. The sphere cal and social sciences (from their own specific stand-
S" - 1 is a subcomplex of the CW-complex V". 3) If the points). By revealing the general aspects in systems of
pair (X,A) is a relative CW-complex, then so is such different nature, cybernetics provides a general
(XXI, A XI), and and moreover new method of studying them. This is
(XXI, A XI'/'=(X,A'/' X{O, 1}) U ((X,A'/'- 1 XI) the so-called method of computer simulation, which is
(when k=O, (X,A)- 1 is, by definition, A). 4) If (X,A) intermediate between the classical deductive method
is a relative CW-complex, then X 1A is a CW-complex and the classical experimental method. Because of this,
and (X,A'/'=(X I A'/', where X 1 A is the quotient cybernetics, just like mathematics, can be used as a
space of X obtained by identifying all points of A with research technique in other sciences. Furthermore, the
a single point. spectrum of problems amenable to investigation by
References cybernetic methods is, by comparison with classical
[I] TELEMAN, C.: Grundziige der Topologie und differenzierbare (analytical) mathematical methods, considerably
Mannigfaltigkeiten, Deutsch. Verlag Wissenschaft., 1968 broader and encompasses practically all sciences. In the
(translated from the Rumanian).
[2) SPANIER, E.H.: Algebraic topology, McGraw-Hill, 1966.
simplest case, a cybernetic system is reduced to a single
[3] Dow, A.: Lectures on algebraic topology, Springer, 1980. element. An element A of a cybernetic system, con-
D. 0. Baladze sidered in an abstract setting, is a quintuple
Editorial comments. CW-complexes have been intro- <x,y,z,f,g>. The so-called input signal of A is
duced by J.H.C. Whitehead [A4] as a generalization of sim- denoted by x =x(t), more precisely, it is a finite set of
plicial complexes (cf. Simplicial complex). An obvious functions of time t: x = <x 1(t), ... , xk(t)>. In many
advantage is that the number of cells needed in a decompo- specific cybernetic systems, time is regarded as a
sition is usually much smaller than the number of simplices parameter taking only a discrete set of values (usually
in a triangulation. This is particularly profitable when com- integer values). However, without loss of generality, it
puting homology and cohomology, and fundamental groups is also possible to consider the usual 'continuous-time'
(cf. Fundamental group; [A 1]). CW-complexes have proved case (and this is what is done below). For one and the
useful in the context of classifying spaces for homotopy
same element A of a cybernetic system the ranges of
functors, and occur as Eilenberg- Mac lane spaces (cf.
values of the functions x;(t) can be different sets of real
Eilenberg-MacLane space).
Two textbooks specialized on CW-complexes are [A2] numbers. Most often, the ranges of the functions are
and [A3]. ordinary continuous numerical intervals, the set of
integers, or various finite subsets of it. The xi(t) them-
References
[A 1) BROWN,R.: Elements of modern topology, McGraw-Hill, selves are usually assumed to be piecewise continuous.
i968. The symbol y denotes the output signal y = y(t) of the
[A2] CooKE, G.E. and FINNEY, P.L.: Homology of cell complexes, element, being a finite set of functions
Princetone Univ. Press, 1967.
y = <y 1(t), ... ,ym(t)> of the same type as the input
[A3] LUNDELL, A.T. and WEINGRAM, S.: The topology of CW-
complexes, v. Nostrand, 1969. functions xi(t). The internal state of the element A is
[A4] WHITEHEAD, J.H.C.: 'Combinatorial homotopy 1', Bull. Amer. denoted by z =z(t), which is also a finite set of func-
Math. Soc. 55 (1949), 213-245. tions z=<z 1(t), ... ,z11 (t)> of the same type. The
AMS 1980 Subject Classification: 55UXX, 55P20 symbols f and g denote, respectively, functionals giving

63
CYBERNETICS

the current values of the internal state z(t) and the out- signal y(t) of the system. In contrast to the input sig-
put signal y(t): nal, in the output signal y(t) there may (according to
the definition of the system being constructed) also be
z(t) = f(t, x(t), D,z(t)); y(t) = g(t, x(t), D,z(t)). (1) an arbitrary number of non-free components of output
Here D,z(t) denotes the restriction of the vector- signals of the elements forming the system S. By defin-
function z(t)=<z 1(t), ... ,zn(t)> to the domain ition, the initial state of the system is taken to be the
determined by the half-open vector consisting of the components of the initial states
intervals
of all its elements (ordered in some way). The vector
[TJ, t), ... , ['~"n• t), where the T; =T;(t) are piecewise-
continuous functions of t such that T; <t, i =1, ... , n. z(t) defining the state of the system at any moment of
The above definition of an element of a cybernetic time is constructed in a similar manner.
In defining a system in terms of the set of its ele-
system presupposes that the time t can take arbitrary
ments and the set of identifying relations (2), it is
real values. In practice, these values are restricted to
the non-negative numbers in the majority of instances. necessary to ensure that the definition is well-posed, i.e.
Moreover, the definition of the element can be supple- that it is possible in fact to calculate the output signal
y(t) for all t>O given the initial state z(O) of the system
mented by assigning its initial state z 0 =z(O) and also,
possibly, its initial output signal y 0 =y(O). For this and the input signal x(t) for all t~O. A necessary con-
case, the relations (1) are considered only for positive dition for the definition of the system to be well-posed
values of t. A complication results from the fact that, is, for instance, that the range of the function f(t) in
besides the deterministic elements of a cybernetic sys- (2) should be contained in the range of values of xf(t).
tem, one often has to cope with stochastic elements. In order to simplify the problem of ensuring the well-
For this, it usually proves to be sufficient to add, as posedness of the definition of the system, it is usual not
to allow the identification of one input component with
arguments of the functionals on the right-hand side of
(1), a random function w(t) taking values in a continu- more than one output component.
The set of relations (2) defines the structure of the
ous or discrete set of real numbers.
There are further possible generalizations of this cybernetic system (not to be confused with the abstract
definition; in particular the introduction of infinite- notion of a structure in mathematics!). It is useful in a
dimensional vector-functions for the input signals and number of applications to consider systems with a vari-
for the internal state of the element. It should however able structure. In this connection, it is possible, by the
be borne in mind that, in contrast to mathematics, a introduction of additional subsystems, to reduce any
constructive approach to the objects under study is system with a variable structure to a system with a con-
characteristic of cybernetics. This means that there stant structure.
should be a possibility of actually calculating (to some The above definition of an abstract cybernetic system
degree of accuracy) the values of all functions under encompasses a very large number of specific systems
consideration. Therefore, in practice, when studying considered in the various areas of knowledge. These
cybernetic systems, and hence their elements as well include logical networks and networks of abstract auto-
' mata (cf. Automaton), mechanical dynamical systems,
one is sooner or later obliged to tum to finite approxi-
mations. electromechanical and electronic assemblies of various
Multi-element cybernetic systems are constructed from kinds (including computers), biological organisms and
a (usually finite) set M of elements by identifying the their various subsystems (for example the nervous sys-
output signals of some elements with the input signals tem), and ecological, economic and social systems. In
of others. Formally such identifications are given by a order to be able to consider specific biological, techni-
~al and social systems as abstract cybernetic systems, it
system of equations
ts n~ssary to abstract from the majority of their
Xf(t) = yj(t), p, rEM, i Elp, j EJp, (2) specific properties (such as dimension, mass, chemical
~here xf(t) denotes the i-th component of the input s~ructure, the many concrete forms of representing the
stgnal of the p-th element and yj(t) the j-th component signals and states, etc.).
of the output signal of the r-th element. Under a simi- The cybernetic aspects of studying systems is a
lar identification (combination of elements of the sys- purely informational one. In other words, the states of
tem), some of the components of the input signals of the elements and their interactions are described by a
some of the elements turn out to be free, that is, are system of codes with the primary aim of ascertaining a
not identified with any output components. All such me~sure of their differences (to within some pre-
components are combined into the input vector-signal assigned accuracy of the description), and not of actu-
x(t) of the systemS under construction. The remaining ally measuring certain real physical quantities. For
free components of the output signals form the output example, if only two voltage levels v1 and v2 are

64
CYBERNETICS

involved in an electrical network, they can be defined tion of part of the system, or all its elements, in the
by numerical codes 0 and 1 independently of the actual form of systems consisting of smaller elements (subsys-
values of these voltages. It should be pointed out that, tems). Of special importance in a large number of
although in the definition of a cybernetic system given applications are systems representable as a combination
above only numerical codes are used, it is not difficult of two subsystems (elements), usually called the control-
to replace them, should the need arise, by alpha- ling system (controller) and the controlled system (plant).
numeric codes using letters of an arbitrary finite Such a system can be depicted in diagramatic form (see
alphabet. Fig., where A denotes the controlling system, and B the
Every system with a non-trivial input signal x(t) and object of control; the letter x denotes the so-called
output signal y(t) can be regarded as a processor of channel of direct communication (the output of the ele-
information, changing the flow of information x(t) into ment A has been identified with the input of the ele-
the flow of information y(t). In the case of discrete ment B), andy denotes the channel of reverse communi-
time and finite domains of definition for x(t) and y(t), cation, a denotes the input signal of the system (the
the processing (under an appropriate coding of the influence of the surrounding medium and of various
input information) can be interpreted as a correspon- kinds of noise), and b denotes the output signal charac-
dence between words over some fixed pair of alphabets. terizing the performance of the subsystem B (the effec-
In this case, the system can be regarded as a discrete tiveness of the control)).
information processor. Systems with a non-trivial input
signal are called open. In contrast to these, closed sys-
tems have no free input components at any of their ele-
ments. In such systems the input vector-signal x(t) has
a zero number of components and consequently cannot
carry any information. Closed systems in the strict
sense of the word can have neither an input nor an out- For such systems the problem of synthesis is gen-
put. However, even in this case they can be regarded as erally posed in the following way: For a given system
generators of information by considering the change B, a given class of external influences a and a given cri-
with time of their internal state z(t). In what follows, it terion for the control effectiveness b, to construct a
will be convenient to regard generation as a special controlling system A ensuring the specified criterion for
case of information processing. the control performance b. Falling within this definition
For cybernetic systems, the problems of their are problems of synthesis of open loop control (b being
analysis and synthesis are highly important. The prob- a vector-function of time), servomechanisms (minimiz-
lem of analysis of a system consists in the determination ing the vector b -a in some sense or other), systems of
of the various properties of information processing optimal control (systems that direct the controlled plant
given by the system; in particular, the presentation in into some desirable region of its state space in minimal
convenient form of an algorithm for the processing. In time), etc.
the latter case, it is really a question of aggregation An important place in the theory of cybernetic sys-
(composition) of the system into a single element. The tems is occupied by the problem of ensuring that sys-
problem of synthesis of a system is the opposite of the tems function in a reliable fashion. Here, the cybernetic
problem of analysis. It is necessary in the description of aspect of reliability is concerned with questions of the
the processing to be done by a system to construct a organization of the system itself (redundancy of ele-
system that actually carries out this processing. As a ments and their communication, special coding systems,
starting point it is necessary of course to define the etc.), rather than ensuring the physical reliability of the
class of elements from which the required system has to elements and their intercommunications.
be constructed. For sufficiently simple systems, the majority of the
Of great significance is the problem of finding formal problems listed above (if not in full, then at least in a
transformations of cybernetic systems which do not simplified formulation) can be solved by classical
alter the processing (and possibly also other invariants) mathematics augmented by some minor variations. For
determined by these systems. This then leads to various complex systems, which one is obliged to deal with in
definitions of equivalence of systems, making it possible practice, these methods prove, as a rule, to be unsuit-
to pose the problem of optimization, that is, the problem able. Here one means by the complexity of systems not
of finding in a class of equivalent systems a system so much quantitative complexity (the number of ele-
with extremal values of functionals defined on the sys- ments, the number of communications, the dimension
tems in the class. of the state, input and output vectors) as primarily the
The problem of decomposition involves the representa- basic qualitative complexity. A system is called complex

65
CYBERNETICS

in this sense if there are no simple descriptions for it. pose. The basis of such model languages consists in a
This presupposes, besides a large number of elements means (suitable for the researcher) of providing the
in use and a large diversity of their parameters actual description of the parameters, the functions and
(assumed irreducible), a large diversity and irregularity communications used in the description of the systems.
of the communications between the elements. An effec- By preserving universality, as a rule (that is, the possi-
tive investigation of such systems by classical deductive bility of describing arbitrary systems), the model
methods turns out to be a practical impossibility. The languages are usually oriented towards a simpler and
classical experimental method of investigation also easier description of the systems than certain other
proves to be applicable only within very restricted lim- classes of languages. Furthermore, these model
its. In many cases, such an application is restricted by languages include additional means of describing the
the high cost of the experiment, and in a number of procedures implementing the computer simulation
cases (meteorology, ecology, macro-economics, etc.) described above. At present (1987) dozens of universal
natural experiments are either completely impossible or and specialized languages have been developed for sys-
at any rate excessively risky. tem modelling and for resulting computer simulations;
One therefore uses as a method of investigating com- the Western languages include Simula, Simscript, while
plex cybernetic systems the method of computer simu- the Soviet ones include Sleng, Nedis and others.
lation by turning to the new powerful universal In many systems of computer simulation, the
methods of scientific knowledge which has arisen as a methods are supplemented by the possibility of using
result of the emergence of high-speed general-purpose the analytical apparatus of some branches of
computers. The method of machine simulation is based mathematics (for example, queueing theory), as well as
in its pure form on the use of so-called simulation modem computing methods. In the first place, this has
models. Such models are in essence a simple translation to do with various kinds of methods of optimization:
of the descriptions of the systems being modelled into linear programming, dynamic programming, gradient
computer codes. Special programs implementing the methods, stochastic programming, etc.
model generate the various concrete realizations of the In the study of cybernetic systems, it turns out advis-
input signal x(t) of the system being modelled, and able in a number of cases to supplement computer
construct, in accordance with the description of the sys- simulation with simulation in nature. In this connec-
tem introduced into the computer (including its initial tion, some parts of the cybernetic systems to be
state), the output signal y(t). Thereupon, as for an ordi- modelled are presented to the general-purpose com-
nary experiment (in nature), the results obtained are puter (via special translations) in the form of natural
processed by means of special programs consisting, for models, while the modelling of the remaining parts, the
example, of histograms of the distributions of various control by the experiment and the processing of its
quantities characterizing the behaviour of the system results are carried out in the general-purpose computer
under study, determining the various qualitative charac- using the method described earlier. The use of general-
teristics (namely that the system and the information purpose and specialized computers for the automation
processing defined by it should belong to some class or of control by natural experiments, as well as for the
other), etc. First and foremost, problems of analysis of gathering and processing of the experimental data
cybernetic systems are solved by this method. For the obtained, is an important trend towards the perfection
solution of the problems of synthesis and optimization of the research process in all experimental sciences.
by the method of computer simulation, the system of Even so, pure computer simulation has extensive possi-
computer programs implementing the experiment is bilities for application.
supplemented by setting up an interactive dialogue The relation of cybernetics to mathematics is not res-
between the computer and the human investigator, and tricted solely to the use of mathematical methods in
by introducing modifications into the description of the cybernetics. Mathematics and cybernetics also have
system being modelled by human intervention, and by common objects of investigation. Thus, algorithms, for
implementing also means of providing procedures for example, which are an object of research in the
automatic processing and organizing the corresponding mathematical theory of algorithms, can at the same
modifications. time be regarded as cybernetic systems and are both a
Transferring the description of the cybernetic system means and an object of study in cybernetics. However,
to a computer code is a somewhat time-consuming pro- the mathematical and cybernetic approaches differ
cess. Therefore the equipment of computer simulation greatly. For mathematics, the algorithm stands out pri-
nowadays includes special compilers (or interpreters) marily as one of the fundamental concepts in the foun-
which automatically transform into machine code sys- dations of mathematics. The main problem, therefore,
tem model languages specially developed for this pur- consists in the study of general properties of this con-

66
CYBERNETICS

cept, for which it is necessary to reduce its definition to intervention) of the various aspects of human intellec-
a minimum number of simple basic concepts and tual activity and, in the end, of intelligence as a whole.
operations. Cybernetics sets itself the problem of Besides the automation of logical thought (deductive
developing suitable methods in practice for the syn- constructions), important constituents of the problem
thesis of concrete systems, among them algorithms. of 'artificial intelligence' are problems of pattern recog-
This practical approach necessitates the development of nition (primarily visual and aural), operations in
problem- and procedure-oriented algorithmic languages natural human languages (recognition of the meaning
that are suitable for applications (cf. Algorithmic of sentences and expressions, maintaining a dialogue,
language). Instead of being concerned with the possibil- etc.), problems of instruction and self-instruction, etc.
ity of establishing equivalence of certain classes of algo- Of great importance are the problems of the study and
rithms, which is characteristic for mathematics, cyber- synthesis of effective algorithms for the control of the
netics is primarily interested in the creation of moveme:J.ts of the artificial limbs of humanoid robots,
apparatus suitable for the actual implementation of the synthesis of an artificial voice, voice control, etc. A
equivalent transformations of algorithms. Instead of the special group of problems arises in the study of pur-
simplest form for the representation of information, as poseful behaviour, the methods of choosing goals,
words over an abstract alphabet, cybernetics studies the subgoals and schemes for their achievement. A practic~l
complex data structures that are necessary for the effec- approach to the creation of artificial intelligence lies in
tive realization of algorithms on a computer. The exam- the creation of dialogue (human-machine) systems,
ples mentioned characterize fairly clearly the special that increase the productivity of the human in various
nature of the cybernetic approach to the study of its areas of intellectual activity (logical deduction, transla-
mathematical objects. The same difference in approach tion from one natural language to another, chess play-
can be detected in the cybernetic study of other ing, etc.).
mathematical objects (abstract automata, logical net- As these become perfected, the role played by the
works, etc.). computer in collaborative work will continually
Of special interest from the point of view of the increase right up to a full automation of the
interrelation between cybernetics and mathematics is corresponding process.
the approach of each of them to the apparatus of clas- Of great importance in two senses is the question of
sical mathematical logic. The mathematical point of the interrelation between cybernetics and modem com-
view presupposes a maximal simplification of the axiom puter technology. First, the computer is the basic
system and deduction rules, without which an effective instrument of investigation for cybernetics, and
analysis of its general properties and of the feasibility secondly, it stands out, being the most complex of
of logical calculi (cf. Logical calculus) is impossible. cybernetic systems, as an important object of investiga-
Cybernetics, by posing the problem of the automation tion in cybernetics. Of course there are many problems
of deductive constructions by practical means, started which have to be solved when actually designing a
to develop the language of practical mathematical logic. computer that do not enter into cybernetics. However,
The language relates to that of mathematical logic and, the questions of the architecture of computers and
as a modem programming language (for example, computer systems, the organization of the control by
Algol-68) to the language of Post algorithms or the computing process (including the organization of
Markov's normal algorithms. The deduction rules in data bases) fall within the competence of cybernetics
this language (in their interaction with actual meaning- and constitute one of its more important branches. This
ful mathematical texts) have a demonstrative power is worth bearing in mind, since it shows up the distinc-
which is no less than that concealed in the word 'obvi- tion in the subject matter of cybernetics as understood
ous' in current mathematical monographs. in the USSR from that as understood in the West (pri-
The automation of deductive constructions is one of marily America), where questions of architecture and
the most important parts of this branch of cybernetics, control of computing . systems relate specifically to
and is termed 'artificial intelligence'. The natural 'computer science' and are not included in cybernetics.
human intellect (the brain together with organs that Cybernetic systems are encountered in practically all
receive and deliver external information) is one of the areas of knowledge. Systems, differing in certain
most interesting and complex cybernetic systems. The specific properties, can be studied by cybernetic
problem concerning how man thinks has been and con- methods specially adapted to the systems of the
tinues to be a most interesting and fascinating scientific corresponding classes. In this way a deeper study of
question. Cybernetics approaches its solution both from them becomes possible. Thus, specialized applied
the theoretical as well as the practical angle. It is a branches of cybernetics have arisen and continue to be
question of automation (full or partial with human developed, such as technological cybernetics, economic

67
CYBERNETICS

cybernetics, biological cybernetics, medical cybernetics, the sequel it is assumed that T= Z or R and that I is time-
and military cybernetics. The application of mathemati- invariant.
cal and cybernetic methods in linguistics has given rise It is possible to refine this definition so that the state of
to the topic called mathematical linguistics. This science the system also becomes part of the structure. A state
is directly related to linguistic problems of artificial space system Is is defined to be a quadruple
intelligence. I 5 =(T, W, X, 85 ) with T, Was above, X the state space, and
85 ~(WXX)r the internal behaviour. The behaviour B:={W:
References 3x such that (w, x)EB5 } is called the external behaviour.
[I] WIENER, N.: Cybernetics, Wiley & M.I.T., 1948.
[2] AsHBY, W.R.: Introduction to cybernetics, Chapman & Hall, One should think of was the observable variables or, better,
1956. the variables which are being modelled, and of x as a latent
[3] Gwsx:ov, V.M.: Introduction to cybernetics, Kiev, 1964 (in auxiliary variable which describes the memory of the sys-
Russian). tem. This structure is formalized by assuming that 85 satis-
[4] Encyclopaedia of cybernetics, 1-2, Kiev, 1974 (in Russian).
fies the axiom of state, requiring the implication
V.M. Glushkov
{(w 1,X1)E85 , (w2,X2)E85 , x1(0)=x2(0)}--+
Editorial comments. As already stated in the main article
above, in Western literature the term 'cybernetics' is used in --+ {(W1, x1)/\(w2, x2)}.
a way different from that in the USSR. Below the Western Here /\ denotes concatenation:
view is presented. It is convenient to start with a definition. f1(t) for t<O,
Cybernetics is a field of scientific inquiry which is con- U1 /\ f2)(t) : = { t2(t) for t;;;;.O.
cerned with the study of man-made systems. As such, it dis-
tinguishes itself from the descriptive nature of the physical Examples of discrete-time systems are formal languages;
sciences and from the purely logical structure and aims of examples of discrete-time state space systems are auto-
mathematics. Cybernetics comprises (parts of) such fields mata. In many applications B is specified by an evolution
as control theory (cf. Control system), communication law in terms of a differential or difference equation. If this
theory (cf. Communication channel), information process- differential or difference equation is of order one in x and of
ing, operations research, computer science (cf. Computer, order zero in w, one obtains a state space system.
abstract), decision theory, mathematical statistics, etc. State space models have important advantages in prob-
The term 'cybernetics' has achieved much more popular- lems of control, communication, information processing,
ity in the USSR and Eastern Europe than it has in North etc., as exemplified by the popularity of dynamic program-
America and Western Europe. The difficulty with the term is ming. The topic concerned with associating a state space
that it is not clear what it comprises and, consequently, that model with given external behaviour is called realization
it is not clear what it does not comprise. theory. Elegant realization algorithms are available on a set-
It is not easy to discover a unifying theme in the field of theoretic level and also for special classes of systems, par-
cybernetics. As already mentioned, the field is mainly con- ticularly for linear systems.
cerned with man-made systems and, as such, as primary In many dynamical systems it is possible to split the exter-
importance to engineering and management science. All this nal variables into inputs, causes, and outputs, effects.
implies that cybernetic fields have a strong prescriptive Combining this cause-effect structure with the memory
aspect; it tends to concentrates on design: synthesis, not structure of state models and assuming that the dynamics
analysis, is the main feature. Unfortunately, in actual fact, are described by an evolution law, yields the following class
cybernetics is composed of a number of specialities with lit- of models
tle overlap and a small common basis. Among the unifying
ideas is the use of the mathematical language, of optimiza-
ax = f(x, u), y = h(x, u) (discrete time),
tion techniques for formulating and achieving goals, and of x= f(x, u), y = h(x, u) (continuous time).
stochastic models for uncertainty. An important but not These models, combined with initial and terminal conditions,
dominating role is furthermore played by dynamics, that is, are particularly useful in dynamic decision making (control
the study of the evolution in time of systems. theory, cf. also Automatic control theory) and computer
The definition of a cybernetic system presented in the science (automata theory, cf. Automata, theory of). In this
main article is an attempt to give a definition of a dynamical latter area time is usually logic time, i.e. it expresses
system in input-state-output form. From a mathematical sequencing, and necessarily clock time.
point of view it is possible to approach this goal in a more The above class of dynamical systems has emerged and
logical and direct way. Thus, it is possible to define a been studied very much in cybernetic fields. The presence
dynamical system I to be a triple I= ( T, W, B) with T<;;;;; R of the input (control) variables makes this class of models
the time set, W the signal alphabet ( W need not be a finite very suitable for design-type questions. The presence of the
or countable set), and B ~ wr the behaviour: B tells which output (measured) variables makes it very suitable for
time trajectories are and which are not compatible with the information-processing questions. However, in reality the
laws governing I. In most applications T is either Z or R above definitions are nothing more than general models for
and I is time-invariant, that is, it is assumed that a1B = B for dynamics, and also physical systems (as Maxwell's equa-
all tET, where ci' denotes the t-shift: (a1 f)(()= f(t+(). In tions, Newton's laws, etc.) show this structure. As such, cal-

68
CYCLIC MODULE

ling these cybernetic systems is an inappropriate use of ter- motion, one may obtain at once for every cyclic coordi-
minology. nate the integral of motion corresponding to it. For
In interconnecting systems, one usually assigns outputs of example, if the Lagrange function L(q;, q;, t), where the
some subsystems to function as inputs to other subsystems.
q; are generalized coordinates, the q; generalized veloci-
An important interconnection is the feedback loop shown in
ties, and t the time, does not contain q1 explicitly, then
the Figure.
q1 is a cyclic coordinate, and the j-th Lagrange equa-
tion has the form (d I dtXoL I oqj)=O (cf. Lagrange
EXOGENOUS TO-BE-CONTROLLED equations (in mechanics)), which at once gives an
INPUT OUTPUT integral of motion
c
0
N
T
R
0
L
References
CLOSED [1] LANDAU, L.D. and LIFSHITS, E.M.: Mechanics, Pergamon, 1965
LOOP (translated from the Russian).
SYS TE~\
D.D. Sokolov
Editorial comments. The notion of a cyclic coordinate
(angle coordinate, angle variable) ties in with action-angle
By designing the feedback processor suitably, it is possible coordinates in the theory of completely-integrable Hamil-
to achieve certain desired properties (stability, optimality, tonian systems. Each such system (with finite degrees of
etc.) of the closed loop system. freedom) can be transformed into one with coordinates
The distinguishing feature of cybernetics is, in Western (yk, xk) such that the Hamiltonian has the form
opinion, that in this way one achieves purposeful systems. H(y,, ... , Yn). i.e. does not contain x 1 , . • . , Xn· Then the
The various subsystems are not independent but are Yk are called the action coordinates and the xk the angle
designed or have evolved such that one subsystem will coordinates.
function and adapt its functioning relative to another subsys-
AMS 1980 Subject Classification: 70G1 0
tem.
Some of the interesting cybernetic structures which have
been developed in mathematical system and control theory CYCLIC GROUP - A group with a single generator.
are observers or filters, identification systems, and adaptive All cyclic groups are Abelian. Every finite group of
control mechanisms. They yield internal model principles, prime order is cyclic. For every finite number n there is
the separation principle, certainty equivalent control, etc. one and, up to isomorphism, only one cyclic group of
The structure of the interconnected systems obtained this order n; there is also one infinite cyclic group, which is
way can be viewed as a concern of cybernetics. In the long isomorphic to the additive group Z of integers. A finite
run the ideas underlying these principles may become part
cyclic group G of order n is isomorphic to the additive
of the core of cybernetics.
group of the ring of residues Z(n) modulo n (and also
Even though computation plays an important role in
to the group C(n) of (complex) n-th roots of unity).
cybernetics, it does not seem realistic or productive to clas-
sify simulation methods or such parts of computer science Every element a of order n can be taken as a generator
as computer languages and architecture as cybernetics. The of this group. Then
field of artificial science on the other hand can, as far as its G = {I=a 0=an,a, ... ,an-I}.
goals and problems are concerned, indeed be considered to O.A. lvanova
be part of cybernetics. AMS 1980 Subject Classification: 20K05
References
[A1] WillEMS, J.C.: 'Models for dynamics', in Dynamics reported,
Wiley & Teubner, Forthcoming. CYCLIC MODULE over a ring R, cyclic left module -
[A2] SIMON, H.A.: The science of the artificial, M.l. T., 1969. A left module over R isomorphic to the quotient of R
AMS 1980 Subject Classification: 68NXX, 94AXX by some left ideal. In particular, irreducible modules
are cyclic. The Kothe problem is connected with cyclic
CYCLE - A chain whose boundary is 0. modules (see [4]): Over what rings is every (or every
A.F. Kharshi/adze finitely generated) module isomorphic to a direct sum
AMS 1980 Subject Qlassification: 55NXX
of cyclic modules? In the class of commutative rings
these turn out to be exactly the Artinian principal ideal
CYCLIC COORDINATES - Generalized coordinates rings (see [1], [3]). There is also a complete description
of a certain physical system that do not occur explicitly of commutative rings over which every finitely gen-
in the expression of the characteristic function of this erated module splits into a direct sum of cyclic modules
system. When one uses the corresponding equations of [2].

69
CYCLIC MODULE

References y
[I) FAITH, C.: Algebra: rings, modules and categories, l-2, Springer,
1973-1977.
(2] BllANDAL, W.: Commutative rings whose finitely generated
modules decompose, Springer, 1979. .
[3) FAITH, C.: 'The basis theorem for modules: a bnef survey and
a look to the future', in Ring theory, Proc. Antwerp Conf. 1977,
M. Dekker, 1978, pp. 9-23.
(4] KOTHE, G.: 'Verallgemeinerte Abelsche Gruppen mit hyper- Fig. 3.
komp1exem Operatorenring', Math. Z. 39 (1935), 31-44.
LA. Skornyakov The parametric equations are
AMS 1980 Subject Classification: 16A53, 13C13 x = n-dsint,
y = r-dcost,
CYCLIC SEMI-GROUP - The same as a monogenic
semi-group. where d is the distance of the point M from the centre
of the rolling circle.
AMS 1980 Subject Classification: 20MXX
The cycloid is a tautochronic (or isochronic) curve,
that is, a curve for which the time of descent of a
CYCLOID - The plane transcendental curve that is material point along this curve from a certain height
the trajectory of a point of a circle rolling along a under the action of gravity does not depend on the ori-
straight line (Fig. I). ginal position of the point on the curve.
D. D. Sokolov
Editorial comments.
References
[A1] LAWRENCE, J.D.: A catalog of special plane curves, Dover,
reprint, 1972.

AMS 1980 Subject Classification: 53A04

Fig. I. CvCLOIDAL CURVE - The plane curve described by
a point that is connected to a circle rolling along
The parametric equations are: another circle.
x = rt - r sin t, If the generating point lies on the circle, then the
y = r-rcost, cycloidal curve is called an epicycloid or a hypocycloid,
depending on whether the rolling circle is situated out-
where r is the radius of the circle and t the angle of
side or inside the fixed circle. If the point is situated
rotation of the circle. In Cartesian coordinates the
outside or inside the rolling circle then the cycloidal
equation is:
curve is called a trochoid.
X= rarccos.!...::::.L -V2ry-y 2 . The form of a cycloidal curve depends on the ratio
r
between the radii of the circles. E.g., if the ratio of the
A cycloid is a periodic curve: the period (basis) is radii is rational, then the cycloidal curve is a closed
ool =2wr. The points 0, ok =(2kwr, 0), algebraic curve, but if the ratio is irrational, then the
k=+1,+2, ... , are cusps. The points A=(wr, 2r) cycloidal curve is not closed. Among the epicycloids the
and Ak = ((2k + 1)7Tr, 2r) are the so-called vertices. The best known is the cardioid, among the hypocycloids -
area is SoAo, 0 = 3wr 2 , the radius of curvature is the astroid and the Steiner curve.
rk =4r sin(t /2). The parametric equation of a cycloidal curve can be
If the curve is described by a point lying outside written in complex form:
(inside) a circle rolling along a line, then it is called an
z = /1e"''';+l 2 e"'2 1;, z=x+ry.
extended, (or elongated, Fig. 2), a contracted, (or shor-
tened, Fig. 3) cycloid or sometimes a trochoid. This is a special case of an equation
z = 10 +1 1e"'' 1' + · · · +lne"'·';,
which describes cycloids of higher order.
References
[1) SAVELOV, A.A.: Plane curves, Moscow, 1960 (in Russian).
D.D. Sokolov
Fig. 2. Editorial comments.

70
CYCLOTOMIC FIELD

References equivalent to the construction of a primitive root in rn
[A1] LAWRENCE, J.D.: A catalog of special plane curves, Dover, the complex plane. The structure of cyclotomic fields is
reprint, 1972.
[A2] FLADT, K.: Analytische Geometrie spezieller ebener Kurven,
'fairly simple', and they therefore provide convenient
Akad. Verlagsgesell., 1962. experimental material in formulating general concepts
in number theory. For example, the concept of an alge-
AMS 1980 Subject Classification: 53A04
braic integer and a divisor first arose in the study of
cyclotomic fields.
CYCLOTOMIC EXTENSION of a field k - An exten-
The special position of cyclotomic fields among all
sion K obtained from k by adjunction of a root of
algebraic number fields is illustrated by . t?e
unity (cf. Primitive root). The term is. s~~etimes us~ Kronecker- Weber theorem, which states that a ftmte
for any subextension of K over ~- ~ infwte ~gebrruc
extension K 1 Q is Abelian if and only if K CKn for
extension which is the union of fwte cyclotmmc exten-
some n. An analogous proposition holds for local cyclo-
sions is also called a cyclotomic extension. Important
tomic fields.
examples of cyclotomic extensions are provi~ed by the
cyclotomic fields (cf. Cyclotomic field), obtruned when Algebraic theory. The field Kn is an Abelian extension
k = Q is the field of rational numbers. of Q with Galois group
Let k be of characteristic 0 and let k(rn) be a cyclo- G(Kn/Q) ~ (Z/nZ}*,
tomic extension obtained by adjoining a primitive root
where (Z 1 nZ)" is the multiplicative group of the ring
of unity rn·
Then k(rn) is the composite of k and t~e of residues modulo n. In particular, the degree [Kn :Q]
cyclotomic field Q(rn)· For this reason, m~y prop~rtles is cp(n ), where q,(n) is Euler's function. The field Kn is
of cyclotomic fields carry over to cyclot~rmc extenst?n~. totally imaginary and of degree 2 over its maximal
For example, k(rn) is an Abelian extensiOn of k (this ts
also true for fields of finite characteristic), the Galois
totally real subfield K;i = Q(rn + I). r;;
If n =p~' · · · p~ is the factorization of n into prime
group of k(rn) 1 k is a subgroup of the Galois group ~f numbers, then Kn is the linearly disjoint compositum of
Q(rn) 1 Q; in particular, the order of the former Galots the fields Kp',' , ... , Kp;•. In the field Kp' the prime divi-
group divides q,(n ), where q,(n) is the Euler fun~tion. . .
sor p has ramification index e =(p - I )p 1~ 1 =cp(p 1~- I~
If k is an algebraic number field, the only pnme ~~~­
the same field one has the following equality of pnnct-
sors that may be ramified in k(rn)/ k are th~s~ ~1Vld­
pal divisors: (p) = ( 1 - rp• )e. All oth~r prime divisors ~f
ing n, although when k=I=Q a diVisor of k di~ding n
Q are unramified in Kp', whence 1t follows that p 1s
may remain unramified in k(rn). The cyclotormc exten-
ramified in Kn if and only if p In.
sion of an algebraic number field with Galois group r
The numbers I, rn, ... ,rfn>-l form an integral
isomorphic to the additive group Z1 of 1-adic numbers
basis for the field Kn. The discriminant of Kp' is equal
is called the cyclotomic f-extension (see [2], [3], [4]). In
to +pP'-'(pl-1-1). If E and F ~e field~ whi~h .are
the case r/
Ek this f -extension has the form
linearly disjoint over Q with relatively pnme discnm-
k 00 = U n kn, where kn =k(rr ).
inants DE and Dp, then DEF=D~D'fJ, where n =[F:Q],
References m =[E: Q]. This makes it possible to calculate DK, for
[I] LANG, S.: Algebra, Addison-Wesley, 1974. . arbitrary n (see [3]).
[2] SHAFAREVICH, I.R.: The zeta-function, Moscow, 1969 (m Rus·
sian). For the field Kp', the numbers
[3] Kuz'MIN, L.V.: 'The Tate module of algebraic number fields',
/zv. Akad Nauk SSSR 36, no. 2 (1972), 267-327 (in Russian). o-rp
[4] IWASAWA, K.: 'On Zrextensions of algebraic number fields', (t-r$·) •
Ann. of Math. 98, no. 2 (1973), 246-326. LV. Kuz'min
where a, b~O (modp), generate a subgroup of finite
AMS 1980 Subject Classification: 12A35
index in the group of all units. The elements of this
subgroup are known as circular units or cyclotomic
CYCLOTOMIC FIELD,- A field Kn =Q(rn) obtained
units.
from the field Q of rational numbers by adjoining a
The decomposition law for cyclotomic fields, that is,
primitive n-th root of unity rn. where n is a natural
the law according to which the prime divisors (p) in Q
number. The term (local) cyclotomic field is also some-
factorize into prime divisors in Kn, is a particular case
times applied to the fields Qp(rn), where QP is the field
of the general decomposition law in Abelian extensions,
of rational p-adic numbers. Since Kn = K 2n when n is
established in class field theory (see [4]). Explicitly: If
odd, it is usually assumed that n ~2 (mod4). Distinct n
then correspond to non-isomorphic fields Kn.
=
(p, n) 1 and if f is the least natural number such that
pf=l (modn), then in Kn,
Cyclotomic fields arise naturally in the cyclotomy
problem - the division of a circle into n equal parts is (p) = Pt · · · Pg,

71
CYCLOTOMIC FIELD

where the prime divisors -~:> 1 , ••• , t:Jg are pairwise dis- ([7]). It is known that hi ~oo as /~oo and that h1=I
tinct, N(t:>;)=pf and fg=cp(n). Thus, the factorization if and only if /:o:;;;;I9 (see [6]).
type of (p) depends only on the residue of p (mod n ). If The so-called p-adic £-functions have been success-
p In, the exact form of the factorization of (p) can be fully applied to the study of the class groups of cyclo-
obtained, using the facts that Kn =KmKp•, where tomic fields (see [5], [8]).
(m, p) =1 and (p) is totally ramified in Kp•. References
If K is the maximal Abelian extension of Q, then [1] KUMMER, E.: 'Ueber die Zerlegung der aus Wurzeln der
K= U n Kn and Einheit gebildeten komplexen Zahlen in ihre Primfaktoren', J.
Reine Angew. Math. 35 (1847), 327-367.
G(K /Q) ~ limG(Kn/Q) ~ lim(ZjnZ)* ~
....
z•, [2] WEYL, H.: Algebraic theory of numbers, Princeton Univ. Press,
1959.
A .

where Z is the completion of the ring of integers Z with [3] LANG, S.: Algebraic number theory, Addison-Wesley, 1970.
(4) CASSELS, J.W.S. and FROHLICH, A. (EDS.): Algebraic number
respect to all ideals of finite index. In particular, for theory, Acad. Press, 1967.
any prime number I there is a unique extension [5] SHAFAREVICH, I.R.: The zeta-Junction, Moscow, 1969 (in Rus-
Q00 ,1 I Q with Galois group isomorphic to the group of sian).
[6] UCHIDA, K.: 'Oass numbers of imaginary abelian number
/-adic integers Z1• fields III', 1ohoku Math. J. 23 (1971), 573-580.
According to class field theory, there exists a recipro- (7) BoREVICH, ZJ. and SHAFAREVICH, I.R.: Number theory, Acad.
city map Press, 1975 (translated from the Russian).
l{!:JQ ~ G(K /Q), [8] IWASAWA, K.: Lectures on p-adic Lfunctions, Springer, 1972.
[9] LANG, S.: Cyclotomic fields, Springer, 1978.
where J Q is the idele group of Q. In the case of a
cyclotomic field 1/1 admits a simple explicit description L. V. Kuz'min
(see [4]). Editorial comments. It is still not known whether there
are infinitely many regular primes (1987), but it is conjec-
Analytic theory. Many results regarding the structure
tured that the density of the set of regular primes inside the
of the divisor class group of Kn can be proved by ana- set of all primes is e- 1 1 2 ~0.6065, see [AS]. It has been
lytic methods. If hn is the class number of Kn, then proved (for n~2 mod4) that hn=1 if and only if q,(n)o;;;;20
hn = z-,'IT-'R-lwv'fDTliL(l,x), or n=35, 45 or 84, see [A3], [A5]. An important theorem
dx. that describes the structure of the class groups of cyclo-
tomic fields in terms of J}-adic L-functions has been proved
here w, D and R are, respectively, the number of roots by B. Mazur and A. Wiles (see [A1], [A4]) with the help of
of unity, the discriminant and the regulator of Kn, methods from algebraic geometry.
t =cp(n) I 2, and L(l, x) is the Dirichlet £-function for
References
the character x, where x runs through all non-trivial [A1] COATES, J.: 'The work of Mazur and Wiles on cyclotomic
primitive multiplicative characters modulo n. The func- fields.', Sem. Bourbaki 33, no. 575 (1980/81). (Lecture
tion L(l, x) in tum can be expressed explicitly in terms Notes in Math. 901 (1981 ), 220-242)
[A2] LANG, S.: Cyclotomic fields, II, Springer, 1980.
of Gauss sums (see [7]). This solves the problem of cal-
(A3) MAsLEY, J.M. and MONTGOMERY, H.L.: 'Cyclotomic fields
culating hn, given n. with unique factorization', J. Reine Angew. Math. 286-287
There is a natural decomposition of hn into two fac- (1976), 248-256.
tors, hn =h;; h;i; the first and second factor of the class [A4] MAzUR, B. and WILES, A.: 'Class fields of abelian extensions
of Q', Invent. Math. 76 (1984), 179-330.
number, where h;i is interpreted as the class number of [AS] WASHINGTON, L.C.: Cyclotomic fields, Springer, 1982.
the field K;i. If n =p' then h;i =[E:£ 0 ], where E is the
AMS 1980 Subject Classification: 12C20, 12A35
group of units of K) and E 0 is the group of real cyclo-
tomic units (any cyclotomic unit becomes real if multi-
plied by a suitable root of unity). CYCLOTOMIC POLYNOMIALS, circular polynomials
In questions related to the Fermat problem, an - The polynomials 4> 1, 4>2 , .•• , that satisfy the relation
important role is played by the divisibility of the class xn - 1 = IT~Ax),
number of K1 by /, where I is prime. It is known that din

h1=0 (mod/) for infinitely many prime numbers I (such where the product is taken over all positive divisors d
numbers I are said to be irregular). As to the set of reg- of the number n, including n itself. Over the field of
ular prime numbers /, i.e. numbers for which h1¢0 complex numbers one has
(mod/), it is not known (1982) whether it is finite or ~n(x) = II<x-t),
infinite. It has been conjectured that ht ¢0 (mod/) for i
all /, and this has been confirmed in a large number of r
where ranges over the primitive n-th roots of unity
cases. The factor h[ is more amenable to investigation. (cf. Primitive root). The degree of 4>n(x) is the number
There exists a relatively simple criterion for the divisi- of integers k among 1, ... , n that are relatively prime
bility of h[ (and h1) by I in terms of Bernoulli numbers with n. The polynomials «<>n(x) can be computed recur-

72
CYLINDER COORDINATES

sively by dividing the polynomial xn- 1 by the product to a problem of Fermat When is the number Fk =22' +1,
of all ~d{x), d<n, djn. The coefficients lie in the with k as before, prime? The only small Fermat primes are
prime field Q; in case of characteristic zero, they are Fo. F1, F2 , F3 , F4 (ct. [A1], pp. 183-185).
integers. Thus, References
[A1] 1.: Galois theory, Chapman and Hall, 1973.
ci»I(x) = x-1, «<»ix) = x+1, «1» 3(x) = x 1+x+l. [A2]
STEWART,
DAVENPORT, H.: Multiplicative number theory, Springer,
If, moreover, n = p is prime, then 1980.
AMS 1980 Subject Classification: 12DXX
«<»p(x) = ~~11 = xr 1 + · · · + x + I.

The polynomial ~n(x) can be explicitly expressed CYLINDER - A body bounded by a cylindrical sur-
using the Mobius function p.: face (cylinder) and two parallel planes intersecting it.
The parts of the plane lying inside the cylindrical sur-
«<»n(X) = ITCxd-1y<n!d). face are called the bases of the cylinder, the part of the
din
For example, cylindrical surface between the bases is called the
cl»n(x) = lateral surface of the cylinder. If the bases of the
= (xi2_1Xx6-1)-I(x4-1)-I(x3 -1)o(x2-1)(x-l)o = cylinder are discs, then the cylinder is called circular. If
the generators of the lateral surface are perpendicular
= x6 + 1 = x4 - x1 + 1.
to the planes of the bases, then the cylinder is called
x 2 +1
rectangular. The axis of a rectangular circular cylinder
All the polynomials ~n(x) are irreducible over the field
is the line passing through the centres of the bases. The
of rational numbers, but they may be reducible over
volume of a rectangular circular cylinder is .,R 2h,
finite prime fields. Thus, the relation
where R is the radius of the bases and h the height of
«<»12(x) = x 4 -x 2+1 = (x 2+5x+1Xx 2-5x+1) the cylinder; the area of the lateral surface is 2'1TRh.
is valid over the field of residues modulo 11. A.B. Ivanov
The equation ~n(x)=O, which gives all primitive n-th AMS 1980 Subject Classification: 53A05
roots of unity, is known as the equation of division of
the circle. The solution of this equation in trigonometric CYLINDER COORDINATES, cylindrical coordinates -
form is Numbers p, cf> and z connected with the Cartesian coor-
rk = cos 2k'fT +i sin 2k'fT = e2kwi /n'
dinates x, y and z by the formulas:
n n
x = pcos!p, y = psinq,, z = z,
where the fraction k j n is irreducible, i.e. k and n are
relatively prime. The solution of the equation of divi- where O=E;;p< oo, 0=E;;cp<2'1T, - oo <z < oo. The coordi-
sion of the circle by radicals is closely connected with nate surfaces (see Fig.) are: circular cylinders
the problem of constructing a regular n-gon, or with (p=const), half-planes (cf>=const) and planes
the equivalent problem of subdividing the circle into n (z =const).
equal parts; the latter problem can be solved using a
straightedge and a pair of compasses if and only if the
equation ~n(x)=O is solvable in quadratic radicals. It
was shown by C.F. Gauss in 1801 that this condition is
satisfied if and only if
l
n=2mpl···p.,
where m is a non-negative integer and p 1, . . . ,pf are
pairwise different prime numbers of the form 22 +1,
where k is a non-negative integer.
References
(l] WAERDEN, B.L. VANDER: Algebra, 1-2, Springer, 1967-1971 The system of cylinder coordinates is orthogonal.
(translated from the German). The Lame coefficients are:
[2] SUSHKEVICH, A.K.: Foundations of higher algebra, Moscow-
Leningrad, 1941 (in Russian). 1. V.. Prosk uryak ov LP = L, = 1, Lq, = p.
The area element of a surface is:
Editorial comments. The degree of is equal to
«~»n(x)
<P(n), the value (at n) of the Euler qrfunction (cf. Euler func- ds = Vp 2 (dpdq,) 2 +(dpdz)2 +p2 (dq,dz) 2 •
tion).
The volume element is:
Prime numbers of the form 22' +1 with k a non-negative
integer are called Fermat primes, these numbers are related dV = pdpdq,dz.

73
CYLINDER COORDINATES

The differentiation operations of vector analysis are longer yield the general solutions of (1). Therefore,
given by: apart from cylinder functions of the first kind one
- 1L - _!._1[_ - lL. introduces cylinder functions of the second kind N ,(z)
gradpf - ilp' grac4f - p ilq,' gradzf- ilz ' (or Neumann functions, Weber functions, cf. Neumann
. 1 ilaP 1 ila., ilaz functions):
diva = -a + - + - - + - ;
p P ilp p ilq, ilz I
N,(z) = -.-[J,(z)cosP'IT-1 -,(z)] (3)
1 ilaz ila.,ilaz ila P sm P'IT
curl a = - - - - , curl;,a = - - - ;
P p ilq, ilz ilz ilp (another notation is Y.(z)). By means of these func-
1 ila., 1 ilap tions the general solution of equation (1) can be written
curl a= -a
z p .,
+ilp- - - -;
p ilq, in the form
Z, = c 1J.+c 2N,.
A.f = fl:+_!_1f_+_1 .ll+fi.
ilp2 p ilp p2 aql ilz 2 For applications, cylinder functions of the third kind
Generalized cylinder coordinates are numbers u, v and (or Hankel functions) are also important, being solu-
w connected with Cartesian coordinates x, y and z by tions of (1). They are denoted by If;}) and Jf,,2>, where
the formulas by definition
x = aucosv, y = businv, z = cw, ffl}>(z) = J,(z)+iN,(z) = -.-}-[J _,(z)-J.(z)e-;""],
1 sm P'IT
where Q.;;;;u<oo, Q.;;;;v<2'1T, -oo<w<oo, a>O, b>O,
c >0, a=/:=b. The coordinate surfaces are: elliptic ffl,2>(z) = J,(z)-iN.(z) = -.1 sm
-.1-[J.(z)e;""
P'IT
-J _,(z)].
cylinders (u =const), half-planes (v =const) and planes
The identities
(w=const).
D.D. Sokolov z[J,(z)N;(z)-N,(z)J~(z)] = 1., }
z[M1 >(z)H~2>' (z)-M2>(z)HV>' (:)] = -!
Editorial comments. (4)
References
[A1] CHAMBERS, U.G.: A course in vector analysis, Chapman and
Hall, 1969. and the relations
AMS 1980 Subject Classification: 53A45 J,(z) = ~ [M1>(z)+M2>(z)],
CYLINDER FUNCI10NS, Bessel functions - Solu- H,(z) = ii[H~1 >(z)-H~2>(z))
tions Z, of the Bessel differential equation
hold. For real z =x and P the Hankel functions are
z 2 ~7+zc;;+(z 2 -v2)Z=O, (I) complex-conjugate solutions of (1). The functions J ,(x)
give the real part and the functions N .(x) give the ima-
where P is an arbitrary real or complex number (see
ginary part of the Hankel functions.
Bessel equation).
The cylinder functions Z. of the first, second and
Cylinder functions of arbitrary order. If P is not an third kind satisfy the recurrence formulas
integer, then the general solution of equation (1) has
the form z,_,(,)+Z,.,(,) : ~ ~·<'>· } (S)

where c 1 and c 2 are constants and J.,J -v are the so- z,_ 1(z)-Z,+ 1(z)- 2Z,(z).
called cylinder functions of the first kind or Bessel func-
tions. They have the expansion Every pair of functions
J,J -.; J, Y,; ml>, m2>
- oo (-lt(zj2y+2m
J,(z)- m~of(m+I)f(m+P+I)' <I argz I<'IT). forms (when P is not an integer) a fundamental system
of solutions of (1 ).
The series for z -vJ .(z) on the right-hand side con-
verges absolutely and uniformly for all I z I.;;;;R, Modified cylinder functions are cylinder functions of
I PI <.N, where R and N are arbitrary positive an imaginary argument:
numbers. The functions J.(z) and J -v(z) are analytic e-i""I 2J,(ei"l 2z), -'IT<argz..;;'IT /2,
{
with singular points z = 0 and z = oo; the derivatives of I,(z) = e-3i..,!2J.(e-3i,/2z), 'IT /2<argz,.;;'IT,
J. and J -v satisfy the following identity: and the Macdonald functions (cf. Macdonald function)
z[J,(z)J~.(z)-J _,(z)J~(z)] = - 2sinP'IT. (2)
'IT K,(z) = ti'ITei"•I2HV>(ei"!2z) =
But if P is an integer, then J. and J -v are linearly
independent and the linear combinations of them no = -ti'ITe-i"•I2M2>(e-;., 1zz).

74
CYLINDER FUNCTIONS

These functions are solutions of the differential equa- in particular,] 1; 2 (z)= V2 I '1TZ sinz;
tion d2z dZ
zdz ~
/2 n+l/2 [_j_]n
z 2- + z - - ( z 2+Jl)Z = 0
dz 2 dz
J ( )
-n-lj2Z = -v-:;;z Z '

and satisfy the recurrence formulas in particular, J -I 1 2 (z) = V2 I '1TZ cosz;
1,_ 1(z)-1.+ 1(z) = 2: I,(z), } H(_!)n-1 12 (z) = i( -Ir H~1+1 ;2 (z),
2P (6) H<Z:~-1 ;2(z) = -i( -It M24-1;2(z),
K,_ 1(z)-K,+ 1(z) = --K,(z),
z
Nn+l/2(z) = (-It+ 1J -n-1;2(z);
K_,(z) = K,(z). (7) N -n-1;2(z) = (-IrJn+l;2(z);
Cylinder functions of integral and half-integral orders.
If p=n is an integer, ln(z) can be defined by means of Kn+1;2(z)
the Jacobi- Anger formulas
= K-n-1;2(z) = (-Ir ~zn+l [ z~z e~'. r
Integral representations of cylinder functions. When
exp{f [~-+)} = n%~tnln(z), P=n =0, I, ... , there are Bessel's integral representa-
tions
or I "
exp{±iz sinO} = J 0 (z)+ ln(z) = - jcos(zsincp-ncp)dcp
7T 0
~

+2 ~ {J 2n(z)cos2n8±J2n+ 1(z)sin(2n + I)8}. and
j=l Nn(z) = l.jsin(zsincp-ncp)dc
'fTo
p-
The equalities
J z - ~ (-Ir2n+2m - ; e-;n,/2 [e-zsinhtcotanhn [t+ti'fT] dt, Rez>O.
n( ) - ~
m=O
2n+2nt m.I(m + n.
)I '

Ln(z) = (-IrJn(z) For ReP+ 1 12>0 and Rez>O there are Poisson's
integral representations
hold. The function ln(z) is an entire transcendental
function of the argument z; when z =a, a¥=0, is alge- 2( /2)'
braic, ln(z) is a transcendental number, and
J,(z) = z
-J;r(P+I/2) o
J cos(z sincp)cos2• cpdcp,
fT/2

lm(a)=I=Jn(a) for m=t=n. As a second solution of (1),
linearly independent of ln(z), one takes, as a rule, the I,(z) = (z /2)' /1 e-''(I-t2y-1!2dt
-J;r(P+I/2)-1
function
and
Nn(z) = lim-.-I-[J,(z)cosP'IT -1 -,(z)] = (8)
v->n SIDJI'IT
= l.lim [aJ,(z) -(-Ir aJ_,(z)] = 1. [c+In.!.]Jn(z)+
'fT v->n ap az 'fT 2

--:;;I [z)n~{ !(m +n)! [z)2m[fi+mfn;)
2 m=O m (-Ir 2 / = I / /=I l }+ k=l,2, 0 0 0'

-- -
'fT 2
~ n-m-I
I [z]-nn-l
m=O
1
m.
[z]2m
-2 , n =0, 1, ... , K (z)
r
=
f(P+I/2)-6
f
-J;(z / 2)' e-zcotanht sinb2• t dt

where c=0.577215 · · · is Euler's constant. If in one of Apart from these there are many other integral
the finite sums the upper summation index is less than representations, in particular in the form of contour
the lower one, the corresponding sum has the value 0. integrals (see [2], [4], [5]).
The equality
Asymptotic behaviour of cylinder functions. For
holds. I z I<<1, p=n+q>O, 0<71<1, one has

r
Cylinder functions tum into elementary functions if z•
J,(z)"' -2,
''
and only if the index P takes the values P = n + I I 2, P.

n =0, I, . . . (spherical Bessel functions or cylinder func-
tions of half-integral order). The following formulas hold
J _,(z)"' ( -It(P-I)! sin~?rll) [;

r
(n =0, I, ... ): For real z =x,

ln+l j2(z) = (-l)n -v-fzn+l/2 [ z ~z si~z' No(x)-; [•n~+c). N,(x)- -<~~~I)! (;r
75
CYLINDER FUNCTIONS

For z >> 1, I z I >>v there is the following estimate lim
Jz J-+oo
Iflr2>(z)= 0, -wE;;;argzE;;;O.
[(P, m) = f(P+ m + 1 / 2) is the Hankel symbol] For large values of I z I and I v I asymptotic series of
m !f(p-m + 1/2) special types are used (see [1], [2], [3], [5]).

l,(z) = \ff.{cos [z-t~-! w] X Zeros of cylinder functions. The zeros of an arbitrary
cylinder function are simple except for z =0. If a, band
v are real, then between two real zeros of J ,(z) lies one
x [M~\
m=O
-1r (P, 2"!? +O<I z I- 2M>]+
(2z'f
real zero of aJ ,(z) +bN ,(z ). For real v, J ,(z) has infin-
itely many real zeros; for v> -1 all zeros of J ,(z) are
-sm [z-t~-tw] X real; if O<j,, 1 <j,, 2 < · · · are the positive zeros of
J,(z), then

x [m~0(-1r (~~~~~) +O(I z I- 2M-I)]}· 0 <jr,l < j,+l,l < j,,2 < j,+l,2 < j,,3 < ... ·
For v>O, j~,I >0 for the smallest positive zero of J;(z).
-w < argz < w;
The pairs of functions ln(z),Jn+m(z);
N,(z) = \ff.{sm [z- ~ ~-! w] X 1n+Ij2(z),Jn+m+Ij2(z), n=O, 1, ... , m= 1, 2, ... ,
have no common zeros except z =0. If
= -(2n + 1)-1J, 0 < 1J < 1, n =0, 1, ... ,
x [M~ 1 (-1r~+O(Iz I-2M)]+ P

m=O (2zr then J ,(z) has exactly 4n + 2 complex zeros, two of
which are pure imaginary; if v=-2n-.,, 0<.,<1,
+cos[z-t~- !w]x n = 1, 2, ... , then J ,(z) has exactly 4n complex zeros
with non-zero real part.
x [:~~<-1r <~~~~~> +o<l z 1-
2M-I>]}. Addition theorems and series expansions of cylinder
functions. The following addition theorems hold:
-w < argz < w;
cosJil/l oo cosmO
= m=-oo
P = ... f2ei(z-w!
HP>(z)
-.;;;I v2-"1 4>x (9)
Z,(AR)smJil/l ~ z.+m(N-2)Jm(N-I)smm0•

= 2'f(P)X
X[Mf (P, '.") +0( I z 1-M)].
m=O (-2zzr
Z,(AR)
(AR)'

-w < argz < 2w;
X f
(P+m) z.+m(N-2)1 •+m(Arl) C:;,(cos8),
m=o (N-2)'(N-1)'

v -.; ;·
Jl(l->(z) = ... f2e-i<z-wJ2-wJ4>x (10) cosJil/l oo
/,(AR)smJil/l = ~ ( -Iri.+m(N-2)/m(N-I)smmO•
m=-oo
cosmO

X [~I (P,. m) +0(1 z ~-M)], /,(AR)
~ = 2'f(p)~(-Ir(P+m)X
oo
m=O (2zzr ( ) m=O
-2w < argz < w; I r+m(N-2)/ r+m(A,,)
X (N- 2)'(N- 1)' C:;,(cosO),
I,(z) = cos(~) {~ 1 [ez-i(-Ire-;"'-z]x
w...[i;; m=O cosJil/l oo cosmO
K,(AR)smJil/l = m=-CXJ
~ K•+m(N-2)/m(N-I)smmO•
Xf [m+t-p]f [m+ ~ +P] (2~~m +ezO(I z ~-M+ K,(AR) oo
AR = 2'f(P) ~ (P+m)X
- Ylr < argz < !!..:. ( )' m=O
2 2'
X K•+m(N-2)/,+m(N-1) c• ( O)
[M~I~+O(I z ~-M)],
v 2z'
(Ar2)'(N-I)'
K,(z) = ... r;-e-z m COS '
m=O (2zr where
3w 3w
-T < argz < T· R = Vrt +d -2r1r2 cosO, smo/ =~ smO, r2>r 1;
For v=n + 1 /2, n =0, 1, ... , the series (9) and (10) and
terminate. The Hankel functions are the only cylinder
functions that tend to 0 for complex values of the vari- C:;,(x) = [mf2](-lf2m-2k f(P+m-k) xm-2k
k=O f(P)k!(m-2k)! '
able z as I z I~oo (and this is their merit in applica-
tions): C5(x)=O are the ultraspherical polynomials. In expan-
lim Hf}>(z)
Jz J-+oo
= 0, OE;;;argzE;;;w, sions of cylinder functions one uses Lommel polynomi-

76
CYLINDRICAL CONSTRUCTION

als (cf. wmmel polynomial), Neumann series, and their integrals, Moscow, 1958 (in Russian).
[2] KARMAziNA, L.N. and CHISTOVA, E.A.: Tables of Bessel func-
Fourier- Bessel series, and Dirichlet series.
tions of an imaginary argument and their integrals, Moscow,
Connected with spherical functions are the Anger 1958 (in Russian).
functions, the Struve functions, the Lommel functions [3] Tables of Bessel functions offractional order, l-2, Nat. Bur.
(cf. Anger function; Struve function; wmmel function), Standards, 1948-1949.
[4) CROWDER, H.K. and FRANCIS, G. C.: Tables of spherical Bessel
as well as the Kelvin functions and the Airy functions. functions and ordinary Bessel functions of order half and odd
Cylinder functions can be defined as limit functions integer of the first and second kind, Ballistic Res. Lab. Mem.
of spherical functions in the following way: Rep. 1027, 1956.
[5] Tables of spherical Bessel functions, l-2, Nat. Bur. Standards,
1947.
lim Pn
n-+00
[cos.!.]
n
=J 0 (z), [6] Tables of the Bessel functions J 0 (z) and J 1(z) for complex argu-
ments, Nat. Bur. Standards, 1947.
lim nmp;;m
n-+00
[cos~]
n
= lm(x), 0<~<7T;
[7] Tables of the Bessel functions Y0 (z) and Y 1(z)for complex argu-
ments, Nat. Bur. Standards, 1950.
[8) Bessel functions III. Zeros and associated values, Roy. Soc.
Math. Tables, 7, Cambridge Univ. Press, 1960.
lim nm P;;m
n-+00
[cosh.!...]
n
= lm(Z ), LN. Karmazina
A.P. Prudnikov
lim n_-m sin(n7T) Q::' [cosh.!...] = Km(z). AMS 1980 Subject Classification: 33A40
n-->00 sm(m +n)7T n
Here, asymptotic representations of spherical functions CYLINDER SET - A set S in a vector space L over
are connected with cylinder functions and vice versa, the field R of real numbers given by an equation
for example, as in Hilb's formula
= S{A;F., ... = {xeL: (FI(x), ... ,Fn(x))EA},
[n+t]o]
S ,F.)

Pn(cos8) = y-;{;Jo [ +O(n- 3 12 ), where FEL •, i = 1, 2, ... , are linear functions defined
on L and A C Rn is a Borel set in the n-dimensional
and in the expansions of Macdonald, Watson, Tricomi, space Rn, n = 1, 2, ....
and others (see [1], [2], [4]). The collection of all cylinder set~ in L forms an alge-
Calculation of values of cylinder functions on a com- bra of sets, the so-called cylinder algebra. The smallest
puter. For the numerical evaluation of the functions a-algebra of subsets of L containing the cylinder sets is
J 0 , J ~o N 0 , N ~o I 0 , I 1o K0 , K 1o approximations by called the cylinder a-algebra.
polynomials and rational functions are convenient (see When L is a topological vector space, one considers
[5]). For expansions with respect to Chebyshev polyno- only cylinder sets S {A ;F,, ... ,F.} that are defined by col-
mials see [6]. For the calculation of functions of large lections {F 1 , ••• , Fn} of continuous linear functions.
integral order, especially on a computer, one uses the Here by the cylinder algebra and the cylinder a-algebra
recurrence relations (5) - (7) (see [5]). one understands the corresponding collection of subsets
Information on tables of cylinder functions can be of L that are generated by precisely such cylinder sets.
found in [7], [8], [9]. In the important special case when L is the topological
References dual of some topological vector space M, L = M ',
[I] WATSON, G.N.: A treatise on the theory of Bessel functions, I, cylinder sets in L are defined by means of *-weakly
Cambridge Univ. Press, 1952. continuous linear functions on L, that is, functions of
[2) BATEMAN, H. and ERDID.YI, A.: Higher transcendental functions.
Bessel functions, 2, McGraw-Hill, 1953. the form
F~(x) = x(<f>), xeL,
[3] LEBEDEV, N.N.: Special functions and their applications,
Prentice-Hall, 1965 (translated from the Russian). where <[> is an arbitrary element of M.
[4] GRADSHTEiN, I.S. and RYZHIK, I.M.: Tables of integrals, sums, R.A. Minlos
series, and products, Moscow, 1971 (in Russian).
[5) ABRAMOWITZ, M. and STEGUN, I.A.: Handbook of mathemati- Editorial comments. In a somewhat more general con-
cal functions with formulas, graphs, and mathematical tables, text, let X= IIaeA X a be a product of (topological) spaces.
Dover, reprint, 1973, Chapts. 9-11. An n-cylinder set, or simply a cylinder set, in X is a set of
[6] CLENSHAW, C.W.: Chebyshev series for mathematical functions,
Math. Tables, 5, Cambridge Univ. Press, 1962.
the form UX II Xa where Sis a finite subset of A and U
a~S

[7] LEBEDEV, A.V. and FEDOROVA, R.M.: Handbook of mathemati- is a subset of IIae sxa.
cal tables, Moscow, 1956 (in Russian).
[8] BURUNOVA, N.M.: Mathematical tables, Moscow, 1959 (in Rus- AMS 1980 Subject Classification: 15A03, 46AXX
sian). Completion no. I.
(9] FLETCHER, A., MILLER, J.C.P., RosENHEAD, L. and COMRIE, CYLINDRICAL CONSTRUCfiON
L.J.: An index of mathematical tables, l-2, Oxford Univ. Press,
1962. Editorial comments. See Mapping cylinder.
Tables. AMS 1980 Subject Classification: 55P05
[I] CHISTOVA, E.A.: Tables of Bessel functions of a real argument

77
CYLINDRICAL MEASURE CYLINDROID

CYLINDRICAL MEASURE - 1) A cylindrical meas- CYLINDRICAL SURFACE (CYLINDER)- The sur-
ure in measure theory on topological vector spaces is a face formed by the motion of a line (the generator)
finitely-additive measure p.- defined on the algebra 2r(E) moving parallel to itself and intersecting a given curve
of cylinder sets in a topological vector space E, that is, (the directrix).
sets of the form The directrix of a cylindrical surface of the second
(*) order is a curve of the second order. Depending on the
form of the directrix one distinguishes an elliptic
where B Em(Rn) - the Borel a-algebra of subsets of cylinder, the canonical equation of which is
the space Rn, n = 1, 2, ... ; q,1 , ••• , % are linear func-
tionals on E, and F .p" ... ,.P. is the mapping L
-;r+ b2 = 1;
x2

E ~ Rn:x ~ {<l>I(x), ... ,</>n(X)} ERn, xEE.
an imaginary elliptic cylinder:
Here it is assumed that the restriction of p. to any a-
x2 v2
subalgebra m.p" ... •.P. (E) c 2l(E) of sets of the form (*) -+.L-
a2 b2
= -I·,
with a fixed collection (4>~o ... , 4>n) of functionals is a
a-additive measure on m.p" ... ,.p, (other names are pre- a hyperbolic cylinder:
measure, quasi-measure).
2) In the theory of functions of several real variables a
cylindrical measure is a special case of the Hausdorff
and a parabolic cylinder:
measure, defined on the Borel a-algebra m(Rn + 1) of the
space Rn + 1 by means of the formula y2 = 2px.
X(B) = lim <-+0
inf
{A},
{~/(A)}, If the directrix is a degenerate curve of the second
order (i.e. a pair of lines), then the cylindrical surface is
diamA<<
a pair of planes (intersecting, parallel or coincident,
where the lower bound is taken over all finite or count- real or imaginary, depending on the corresponding pro-
able coverings of a set BEm(Rn+l) by cylinders A with perty of the directrix).
spherical bases and axes parallel to the (n + 1)-st coor- A cylindrical surface of order n is an algebraic surface
dinate axis in Rn + 1 ; here l(A) is the n-dimensional given in some affine coordinate system x, y, z by an
volume of an axial section of the cylinder A. When B is algebraic equation of degree n not containing one of
the graph of a continuous function f of n variables the coordinates (for example, z):
defined in a domain G C Rn:
f(x,y) = 0. (*)
B = {(XJ, ... ,Xn+I): Xn+I =J(xh ... ,Xn)},
The curve of order n defined by equation (*) is some-
then 'A(B) is the same as the so-called n-dimensional times called the base of the cylindrical surface.
variation off A.B. Ivanov
References
[I] GEL'FAND, I.M. and VILENKJN, M.YA.: Generalized functions, AMS 1980 Subject Classification: 53A05
4. Applications of harmonic analysis., Acad. Press, 1964
(translated from the Russian).
[2] VITUSHKIN, A. G.: On higher-dimensional variations, Moscow, CYLINDROID - A developable surface for which the
1955 (in Russian).
R.A. Minlos set of points of intersection of the generators with each
Editorial comments. Concerning the n-dimensional vari- of two parallel planes '171 and '172 is a simple closed
ation of a function see Variation of a function. curve. A cylindroid is said to be closed if it is bounded
References by the two plane domains interior to the curves of
[A1] ScHWARTZ, L.: Radon measures on arbitrary topological intersection of planes '17 1 and '172 with it.
spaces and cylindrical measures, Oxford Univ. Press, 1973. l.Kh. Sabitov
AMS 1980 Subject Classification: 46E27, 28C15,
26-01 AMS 1980 Subject Classification: 53A05

78
D__
8-a-OPERATION - A set-theoretic operation, the erated by ~ x and Derc( ~ x). the sheaf of C-linear deriva-
result of its application to a sequence (En) of sets can tions. Hence on a chart U c X with coordinates x 1 , .•• , Xn
be noted thus: an element PEf(U, Ox) can be written as a finite sum
P= ~a;, ... ;_a\• · · ·a~. where a;, ... ;" Ef(U, ~ x) and
zeN nez a;=a 1 ax;. In particular in the algebraic case, being a bit
more general, if X=Spec k[x 1 , ... , Xn]. where k is a field
where N is a system of sets of positive integers, called
of characteristic zero, then
the base of the 8-a-operation. See Descriptive set theory.
f(X,Ox)=k[x 1 , • . . ,xn][a 1 , . • . ,an]=An(k) is the n-th
References Weyl algebra over k. The sheaf Ox is a coherent sheaf of
(I] KoLMOGOROV, A.N.: 'On operations over sets', Mat. Sb. 35, non-commutative left and right Noetherian rings (cf. [A3]).
no. 3-4 (1928), 415-422 (in Russian).
[3] ALEKSANDROV, P.S.: Theory offunctions of a real variable and
The structure sheaf ~ x becomes in a natural way a
the theory of topological spaces, Moscow, 1978 (in Russian). coherent left Ox-module. More generally, let "'"be a vector
[4) OcHAN, Yu.S.: 'The theory of operations over sets', Uspekhi bundle on X with an integrable connection . The ~ x-
Mat. Nauk 10, no. 3 (1955), 71-128 (in Russian). structure on "'" extends to a left Ox-module structure by
[5) KOLMOGOROV, A.N.: 'P.S. Alexandroff and the theory of the putting ~·v=<~, v> for all local sections ~EDerc(~ x).
6s operation', Russian Math. Surveys 21, no. 4 (1966), 247-250.
(Uspekhi Mat. Nauk 21, no. 4 (1966), 275-278) VE "1". Conversely, each left Ox-module whose underlying
A.G. Erkin ~ x-module is coherent is of this form.
Usually one considers only left Ox-modules. This is harm-
D-MODULE less as one can freely exchange left and right Ox-modules.
Editorial comments. The theory of 0-modules is an Namely, the ~ x-module 0~ (n=dimX) of highest-order dif-
algebraic formalism of the theory of linear partial differential ferential forms on X carries a natural structure of a coherent
equations (cf. Linear partial differential equation). It is right Ox-module: for all wEO~. ~EDerc( ~ x) one puts
concerned with modules over rings of differential operators w·~= - L~w, where L~ denotes the Lie derivative with
(cf. Module) and has been developed by I.N. Bernstein, J.- respect to ~. Then 0~ ® ~ x M has a right Ox-structure for any
E. Bjork, M. Kashiwara, T. Kawai, B. Malgrange, Z. Meb- left Ox-module M and Hom~x(O~. N) has a left Ox-structure
khout, and others. Lately the theory of 0-modules has found for any right Ox-module N.
applications in several parts of mathematics, e.g., cohomol- Let (P;i) be a (pXq)-matrix with coefficients P;iEf(X, Ox)
ogy of singular spaces, Hodge structure on intersection and consider the left Ox-linear mapping P: f.Yk-+{)lj, defined
cohomology, singularity theory (cf. Singularities of dif- by letting the matrix (P;i) act from the right on f.Yk. Then
ferentiable mappings), Gauss-Manin connection, M=Coker(P) is a coherent left Ox-module. Clearly,
representation theory, and Kazhdan- Lusztig conjectures.
Homox(M, ~ x)={fE ~ ~: ~)= 1 P;ifi=O}. Thus, holomorphic
Two survey articles on the theory of 0-modules are [A10]
solutions of the linear system (Pii)u=O can be interpreted
and [A14]. There is a very elegant theory of 0-modules in
as elements of the C-vector space Hom0 x(M, ~ x). and vice
case the underlying manifolds are algebraic (cf. [A4]). An
versa. This leads one to consider the derived solution com-
illuminating account of the analytic theory may be found in
plex R Hom 0 x(M, ~ x) for any left Ox-module M. Identifying
[A15] (cf. also [A2], [A3]). A powerful technique is to work
Derc( ~ x) with a subsheaf of Ox enables one to construct
microlocally and introduce microdifferential operators (cf.
[A7], [A9], [A18]). However, microlocal results related to 0-
the complex 0 x® ~ x M. It is denoted by DR(M) and is called
the de Rham complex of M.
modules will not be presented below.
Henceforth, let X denote a complex analytic manifold (cf. Operations on 0-modules. For an adequate setting of the
Complex manifold) or a smooth algebraic variety over C. theory of 0-modules the machinery of derived categories
Denote by ~ x the structure sheaf of X. The sheaf Ox of dif- and derived functors is indispensable. Denote by Mod(Ox)
ferential operators on X is the subsheaf of Endc( ~ x) gen- (respectively, Coh(Ox)) the category of left (respectively,

79
D-MODULE

coherent) Ox-modules. Denote by Db(Ox) the derived of a coherent Ox-module M=I=O is involutive. An algebraic
category of bounded complexes of left Ox-modules. Let proof was given by 0. Gabber [A5]. Instead of 'involutive'
f: x__,.
Y be a holomorphic mapping between complex ana- one uses also 'co-isotropic'. Recall that an involutive sub-
lytic (or smooth algebraic) manifolds. Let N be a left Or- variety V of r· X has dim V;;;..dim X. If equality holds, V is a
module. The ~ x-module f' N= ~ x®r-• ()J- 1 N carries a Lagrangian manifold. Now a non-zero Ox-module is said to
natural left Ox-structure. One puts Ox..... r= f' Or. This is a be holonomic if it is coherent and its characteristic variety is
left Ox-. right f- 1 Or-bimodule. The inverse image functor Lagrangian. The zero module is also defined to be halo-
Lf • is then given by nomic. For instance, any vector bundle "Y with an inte-
L grable connection is holonomic since its characteristic
Lf'N·=ox..... r ,-Yo,.
121f- 1 N
variety is the zero-section of T' X. Furthermore, its the Rham
for all N EOb(Or)- complex DR( "Y) = Ker(, "Y) is a local system on X.
Using the left-right principle yields a left f- 1 Or-. right The characteristic variety of a holonomic Ox-module M is
Ox-bimodule Or.... x· The direct image functor f + is then of the form SS(M)= U,.Ts.X. where Sa=77(Va)reg• the Va
defined as [ L ) are the irreducible components of SS(M) and 77: T' x__,.x
f+ M = Rf. Dr.... x~M denotes the projection. An important property of holonomic
modules is the following result of Kashiwara (see, e.g.,
for all M' EOb(Ox). [A7]), which says: The de Rham complex DR(M) of a halo-
Frequently one uses J,M to denote the direct image. In nomic Ox-module M is constructible. Recall that a sheaf F of
the algebraic category one has the following result: If vector spaces on X is called constructible if there exists a
g: Y __,.z
is another morphism, then (gf)+ = g + f + . In the stratification X= U a Sa such that the restriction of F to
analytic category the same holds if f is proper. each stratum Sa is a local system. Denote by Dg(X) the
In case of a closed imbedding i: x__,.Y the direct image i+ derived category of bounded complexes of sheaves of C-
is an exact functor from Mod(Ox) to Mod(Or) which vector spaces with constructible cohomology. Also the soll!-
preserves coherency. In fact one has the following tion complex of a holonomic Ox-module M is constructible
(Kashiwara's equivalence): i + establishes an equivalence since it is isomorphic to the Verdier dual (cf. Derived
between Coh(Ox) and the category of coherent Or-modules category) of DR(M). (Cf. [A12].)
with support contained in X. In case of a submersion
The Bernstei.o-Sato polynomial. The inverse image of a
77: x__,.
Yanda Ox-module MEMod(Ox) the complex Ox 1 r of coherent Or-module N is not necessarily a coherent Ox-
relative differential forms gives rise to the relative de Rham
module. However, if one assumes that N is holonomic then
complex DRx 1 y(M). The direct image is then f' N is also holonomic and, in particular, coherent. More-
77+ M=R77·(DRx 1 r(M))[d], where d=dimX-dim Y. over, for each closed subvariety Z c X and for every holo-
Let Z c X be a closed subvariety defined by an ideal
nomic Ox-module M the local cohomology H{ZJ M is halo-
lc ~ x· For any left Ox-module M define nomic for all j. Closely related to this is the following state-
f[ZJM=Iim .... Hom(Jx(~x/lk,M). It is the Ox-submodule of ment, which has become one of the cornerstones of the
M consisting of the sections annihilated by some power of I. theory of D-modules. Let fE ~ x· There exists a non-zero
It is an analogue of the usual functor 'sections with sup- polynomial b(s) and P(s)EOx[s] such that
port'. Its i-th derived functor is often denoted by 2!z1. Of P(s)f 5 + 1 =b(s)f 5 •
COUrSe, in the algebraiC Category f[Z] = f z. The monic polynomial of lowest degree which satisfies
Holonomic D-modules. The sheaf Ox is filtered by the this is called the Bernstein- Sato polynomial or the b-
order of a differential operator. The associated graded gr Ox function b,(s) of f. This result has been proved by Bernstein
may be identified with the sheaf of holomorphic functions on in the algebraic case and by Bjork in the analytic case.
T' X which are polynomial in the fibres. Since a coherent Kashiwara proved that the roots of the b-function are
Ox-module M is locally of finite presentation, it carries rational numbers. If f: (Cn+ 1 , 0)-(C, 0) is a germ of a holo-
locally a so-called good filtration; cf. Filtered module. This morphic function, Malgrange proved that the set { exp(277ia):
gives rise, at least locally, to a coherent ideal in gr Ox. a a root of b,(s)} contains all the eigen values of the mono-
namely the annihilator of gr M. It turns out that its radical dromy in all dimensions. There is also the work of D. Barlet;
does not depend 'on the filtration, so patches together and for instance, in [A 1] he proves that the roots of the b-
yields a radical homogeneous ideal in ~ r'x· Its locus function produce poles of the meromorphic continuation of
defines a closed conic subvariety SS(M) of r· X, called the I f I2A• More precisely, if a is a root of b,( s), then there
singular support or the characteristic variety of M. Closely exists an integer N such that a-N- v is a pole of 1 f 12A for
related is the characteristic cycle char(M). This is the formal every non-negative integer v. Finally, the b-function is
linear combination of the irreducible components of SS(M) related to the vanishing cycle functor of P. Deligne. For this
counted with their multiplicities. see, e.g., [A11].
The cotangent bundle r· X has the structure of a sym- Regular holonomic D-modules. The notion of regular
plectic manifold. The following basic result was proved by singularities is classical in the one-dimensional case (cf.
microlocal analysis by Kashiwara, Kawai and M. Sato at the Regular singular point). Recall that a differential operator
conference in Katata, 1971: The characteristic variety SS(M) P= a 0 am + · · · +am, a0 =t=O, defined in a neighbourhood of

80
D'ALEMBERT CRITERION (CONVERGENCE OF SERIES)

0 in C is said to have a regular singularity at 0 if the multi- [A2] BJORK, J.-E.: Analytic 0-modu/es, Acad. Press, To appear.
valued solutions of the differential equation Pu = 0 have a [A3] BJORK, J.-E.: Rings of differential operators, North-Holland,
moderate growth. By a classical theorem of Fuchs this is 1979.
[A4] BOREL, A., ET AL.: Algebraic 0-modules, Acad. Press, 1987.
equivalent to ord(a; 1 a 0 )~- i for all i. An equiyalent form~­
[A5] GABBER, 0.: 'The integrability of the characteristic variety',
lation due to Malgrange is that x(P, f!J)=x(P, f!J), where f!J Amer. J. Math. 103 (1981 ), 445-468.
is the formal completion of f!J =C{z}. The index xis defined [A6] HouZEL, C. and ScHAPIRA, P.: 'Images directes de modules
as x(A, ~=~(-1YdimcExtb(A, ~· See, for instance, differentials', C.R. Acad. Paris ser. I Math. 298 (1984), 461-
464.
[A4], Chapts. 3, 4. The notion of regularity has been gen-
[A7] KASHIWARA, M.: Systems of microdifferential equations,
eralized to higher dimensions by Deligne. Generalizations to Birkhauser, 1983.
0-modules are due to Kashiwara, Mebkhout, Oshima, and [A8] KAsHIWARA, M.: 'The Riemann-Hilbert problem for holo-
J.-P. Ramis. There are various equivalent definitions of regu- nomic systems', Pub/. Res. lnst. Math. Sci. 20 (1984), 319-
larity in the literature, of which the following is given here: A 365.
holonomic Ox-module AM is said to have regular singularities [A9] KAsHIWARA, M. and KAwAI, T.: 'On the holonomic systems
of micro-differential equations Ill', Pub/. Res. lnst. Math. Sci.
if X(Mx, (!) x,x)=x(Mx, (!) x,x) for all XEX. 17 (1981 ), 813-979.
Note that in the algebraic category one requires that the [A 10] U, D.T. and MEBKHOUT, Z.: 'Introduction to linear differen-
points 'at infinity' are regular. (Cf. [A4], Chapt. 7 for a defin- tial systems', in P. Orlik (ed.): Singularities, Proc. Symp. Pure
ition due to Bernstein.) Let X be a smooth algebraic variety Math., Vol. 40.2, Amer. Math. Soc., 1983, pp. 31-63.
and let j:x-x be a smooth completion. Let M be a halo-
[A11] MALGRANGE, B.: 'PolynOmes de Bernstein-Sato et cohomo-
logie evanescente', Asterisque. Analyse et topologie sur Jes
nomic Ox-module. Then M is regular if and only if J·M is espaces singuliers (11-111) 101-102 (1983), 243-267.
regular. Via GAGA this amounts to the regularity of (j.M)an [A12] MEBKHOUT, Z.: 'Theoremes de bidualite locale pour les Ox-
on (X)an, the underlying complex analytic manifold. In the modules holonomes', Ark. Mat. 20 (1982), 111-124.
algebraic case regularity is preserved under direct or [A13] MEBKHOUT, Z.: 'Une autre equivalence de categories', Com-
pos. Math. 51 (1984), 63-88.
inverse images. In the analytic case the direct image functor [A14] OoA, T.: 'Introduction to algebraic analysis on complex mani-
preserves regular holonomicity under proper mappings (cf. folds', inS. litaka (ed.): Algebraic varieties and analytic
[A9]). See [A6] for a result on the non-proper case. The varieties, North-Holland, 1983, pp. 29-48.
inverse image functor preserves regularity. For any closed [A15] PRAM, F.: Singularites des systemes differentiels de
subspace Z c X and any M a regular holonomic Ox-module Gauss- Manin, Birkhauser, 1979.
[A 16] SAITO, M.: 'Hodge structure via filtered D-modules',
H{z1(M) has regular singularities for all j. Asterisque. Systemes differentiels et singu/arites 130 (1985),
The Riemann- Hilbert correspondence. It asserts that: 342-351.
The de Rham functor DR establishes an equivalence of [A17] SAITO, M.: 'Modules de Hodge polarisables', Preprint RIMS
categories between D~(Ox) and og(X). Here D~h(Ox) 553 (1986).
[A18] ScHAPIRA, P.: Microdifferential systems in the complex
denotes the derived category of bounded complexes of Ox- domain, Springer, 1985.
modules with regular holonomic cohomology. This result is M.G.M. van Doorn
independently due to Kashiwara, Kawai (cf. [AS], [A9]) and AMS 1980 Subject Classification: 32C99, 14C30,
Mebkhout [A13]. It is tacitly assumed here that X is analytic. 14F05,32C40,35A99,58G07
In the algebraic case Dg(X) has to replaced by ogcxan) (cf.
[A4]), This correspondence is one of the highlights in the D'ALEMBERT CRITERION (CONVERGENCE OF
theory of 0-modules. It establishes a bridge between ana- SERIES)- If for a series of numbers,
lytic objects (regular holonomic 0-modules) and geometric
ones {constructible sheaves).
Perverse sheaves. A constructible sheaf F EDg(X) is n=l
called a perverse sheaf if 1) H;(F )=0 for i<O and there exists a number q, O<q< 1, such that, from a cer-
codimsupp(H;(F"))~i; 2) the Verdier dual (F)' also satis- tain term onwards, the inequality
fies 1). Then the Riemann- Hilbert correspondence induces
an equivalence between the category of regular holonomic I Un+l I <
Ox-modules and the category of perverse sheaves on X. An I Un I q
example of a perverse sheaf is the intersection cohomology is satisfied, the series converges absolutely; if, from a
complex IC:y, where YcX is a closed analytic subspace. In certain term onwards,
case Y is projective it has been conjectured that the inter-
section cohomology groups IH ·( Y) carry a pure Hodge
I Un +I I :::;, 1
structure. Using the framework of 0-modules this has been
I Un I ""' '
confirmed by M. Saito (cf. [A16], [A17]). He also gives an the series diverges. In particular, if the limit
analytic proof of the decomposition theorem of Beilinson,
lim I Un+l I < 1
Bernstein, Deligne, and Gabber. n->co I Un I
References exists, the series converges absolutely, and if
[A 1) BARLET, D.: 'Monodromie et pOles du prolongement
fx
meromorphe de 1 t 1 2~ o ·, Bull. Soc. Math. France 114 lim I Un+l I > 1,
(1986), 247-269. n~oo I I
Un

81
D'ALEMBERT CRITERION (CONVERGENCE OF SERIES)

it diverges. For example, the series tion with one spatia! variable. Let the given functions
q,,I[! belong, respectively, to the spaces C 2( - oo, + oo)
and C 1(-oo, +oo), and let f(t, x) be continuous
together with the first derivative with respect to x in
converges absolutely for all complex z, since
the half-plane {t~O. -oo<x<+oo}. Then the classi-
zn+l
cal solution u(t, x) in {t>O, - oo<x<oo} of the Cau-
(n +I)! chy problem
lim = 0,
n--+oo = f(t
I~n, I 32 u(t, x)- 2 32 u(t, x)
3t2 a 3x2
.)
'X'
(I)

while the series ~:=In !z 11 diverges for all z=tf:O since u(t, x)I = <P(x), a
au(t, x) I = l{l(x), (2)
t=O t t=O
. lim l<n+I)!zn+II = +oo.
is expressed by d' Alembert's formula:
n--+oo
ln!zn I I 1 x+a(t-•)

If
u(t, x) = 2a J
0
j j(T, g)d~dT+
I U..+J I = I,
X -a(I-T)
lim I
n--+oo I Un I +-I
x+at
j l{l(f>d~+l[<P(x +at)+<P(x -at)].
the series may converge or diverge; this condition is 2a x-at
satisfied by the two series If the functions q, and I[! are given and satisfy the above
oo I oo I smoothness conditions on the interval
~-
n=l n
2 and ~-
n=l y;; { I x - x 0 I<aT}, and iff (t, x) satisfies it in the trian-
gle
the first series being convergent, while the second is
divergent.
QI. = {lx-xo i<a(T-t), t;;;;.O},
Established by J. d' Alembert (1768).
then d'Alembert's formula gives the unique solution of
L.D. Kudryavtsev
the problem (I), (2) in QI.. The requirements on the
Editorial comments. This criterion also goes by the given functions may be weakened if one is interested in
name of ratio test, cf. [A 1] . solutions in a certain generalized sense. For instance, it
References follows from d' Alembert's formula that iff is integrable
[A1] RUDIN, W.: Principles of mathematical analysis, McGraw-Hill, with respect to any triangle'Qi•• if I[! is locally integr-
1953.
able and if q, is continuous, the weak solution of
AMS 1980 Subject Classification: 40A05 Cauchy's problem (1), (2) may be defined as a uniform
limit (in any Qi.) of classical solutions with smooth
D' ALEMBERT EQUATION - A differential equation data and is also expressed by d'Alembert's formula.
of the form
y = x.p(y')+ f(y'), . The formula was named after J. d'Alembert (1747).
where q, and fare the functions to be differentiated; References
[1] VLADIMIROV, V.S.: Equations of mathematical physics, Mir,
first studied in 1748 by J. d'Alembert. Also known as
1984 (translated from the Russian).
the Lagrange equation. [2] TnrnoNov, A.N. and SAMARSKii, A.A.: Partial differential
BSE-2
equations of mathematical physics, 1-2, Holden-Day, 1976
Editorial comments. For <P(y')= y' the d'Aiembert equa- (translated from the Russian). A.K Gushchin
tion specializes to the Clairaut equation. For some results
on (solving) the d'Aiembert equation cf., e.g., [A1]. Editorial comments.
References References
[A1] INCE, E.L.: Integration of ordinary differential equations, [A1] CoURANT, R. and Hn..BEllT, D.: Methods of mathematical
Oliver & Boyd, 1963, p. 43ft. physics. Partial differential equations, 2, lnterscience, 1965
(translated from the German).
AMS 1980 Subject Classification: 34830 AMS 1980 Subject Classification: 35L05, 35L 15

D'ALEMBERT- EULER CONDmONS See D'ALEMBERT- LAGRANGE PRINCIPLE - One of
Cauchy- Riemann conditions. the basic, most general, differential variational princi-
AMS 1980 Subject Classification: 30-XX ples of classical mechanics, expressing necessary and
sufficient conditions for the correspondence of the real
D'ALEMBERT FORMULA - A formula expressing motion of a system of material points, subjected by
the solution of the Cauchy problem for the wave equa- ideal constraints, to the applied active forces. In the

82
D' ALEMBERT PRINCIPLE

d' Alembert- Lagrange principle the pos1t1ons of the form in spherical coordinates is:
system in its real motion are compared with infinitely
close positions permitted by the constraints at the given j_.l_
r 2 ar
(,d.!!.) + I_ _l_ (smo.E.!!.) +
ar r-sin ao
2 ao
(J
moment of time.
According to the d'Alembert- Lagrange principle, + I a2 u __I a2 u.
during a real motion of a system the sum of the ele- r 2sin2 (J a~/~2 c2 at 2 '
mentary works performed by the given active forces in cylindrical coordinates:
and by the forces of inertia for all the possible displace-
I a [ au] + I a2 u+ a2 u I a2 u
ments is equal to or less than zero, pap Pap (i a~/~2 az 2 - ?' at 2 ;
(*)
in general curvilinear coordinates:
at any moment of time. The equality is valid for the Du = _ I__a_ [~g""~].
possible reversible displacements, the symbol :s;;; is valid ~ ax• ax"
for the possible irreversible displacements 8r,; F, are where g is the determinant of the matrix II g"" I
the given applied forces, and mr and w, are, respec- formed from the coefficients of the metric tensor g"".
tively, the masses and the accelerations of the points. Named after J. d'Alembert (1747), who considered its
Equation (*) is the general equation of the dynamics of simplest form when solving the one-dimensional wave
systems with ideal constraints; it comprises all the equation.
equations and laws of motion, so that one can say that A.B. Ivanov
all dynamics is reduced to the single general formula Editorial comments. In the last equation above, the Ein-
(*). stein (summation) convention applies to the right-hand side
The principle was established by J.L. Lagrange [I] by (i.e. there is a summation involved over all p., v).
generalization of the principle of virtual displacements References
(cf. Virtual displacements, principle of) with the aid of [A1] CoURANT, R. and HILBERT, D.: Methods of mathematical
the d'Alembert principle. For systems subject to bila- physics. Partial differential equations, 2, lnterscience, 1965
(translated from the German).
teral constraints Lagrange based himself on formula (*)
[A2] JoHN, F.: Partial differential equations, Springer, 1968.
to deduce the general properties and laws of motion of
bodies, as well as the equations of motion, which he AMS 1980 Subject Classification: 35L05
applied to solve a number of problems in dynamics
including the problems of motions of non-compressible, D'ALEMBERT PRINCIPLE - One of the fundamen-
compressible and elastic liquids, thus combining tal principles of mechanical systems with constraints; it
'dynamics and hydrodynamics as branches of the same involves a general method with the aid of which the
principle and as conclusions drawn from a single gen- equations of motion of any mechanical system may be
eral formula'. derived in the form of equilibrium equations of forces
References (in this sense d'Alembert's principle 'reduces' dynamics
[1) LAGRANGE, J.: Mecanique analytique, Paris, 1788. to statics) and also determines reactions of the con-
V. V. Rumyantsev straints. Formulated by J. d'Alembert [1] as a rule for
Editorial comments. The d'Aiembert-Lagrange princi- the determination of motions (i.e. velocity vectors) of
ple is quite close to the variational principle stating that the several bodies which interact by means of connecting
evolution path of a mechanical system subject to (holo- threads or rigid rods: Each movement transmitted by
nomic) constraints constitutes an extremal for the action the bodies is resolved into two motions - the motion
integral, cf. [A2], §21. which is in fact received by the bodies and some other
References motion, where the two motions must be such that if
(A1) GoLDSTEIN, H.: Classical mechanics, Addison-Wesley, 1962. only the first motion is executed by the bodies, they
[A2] ARNoL'D, V.I.: Methodes matMmatiques de Ia rnecanique execute it without interfering with each other, while if
classique, MIR, 1976 (translated from the Russ'ian).
they execute the second motion, they will remain at
AMS 1980 Subject Classification: 70H30, 49H05 rest.
The principle was successfully employed by
D'ALEMBERT OPERATOR, wave operator,
d' Alembert and other scientists to solve a number of
d'Alembertian - The second-order differential operator
problems. However, the resolution of motions in accor-
which in Cartesian coordinates assumes the following
dance with the principle and the determination of the
form:
forces which must cancel each other is a difficult task.
This stimulated J. Lagrange [2] to present a different
where .1 is the Laplace operator and cis a constant. Its formulation of d' Alembert's principle, based on the

83
D' ALEMBERT PRINCIPLE

establishment of equilibrium between the forces and the
motions produced by them but oppositely directed; this
approach is close to the modem ideas on the subject.
Let F, and R, be, respectively, the given active force
and the reactions of the constraints acting on a
material point with mass nir moving with an accelera-
tion w.; then, according to d'Alembert's principle,
F.+ R. -m.w, = 0, P= 1, 2, ... , (*)
i.e. at any moment of time an active force and a reac-
tion of the constraints, applied to the moving material
point, are balanced by the force of inertia - m, w, -
of the point. Alternatively, if the force F, is resolved
into two component forces
F. = m,w.+P, case of a hyperbola, Dandelin spheres are located in
the equations (*) will assume the form different sheets.
Suggested by G. Dandelin in 1822.
P.+R. = 0, P=l,2, ... ,
References
i.e. at any moment of time, the 'lost force' [1] MODENOV, P.S.: Analytical geometry, Moscow, 1969 (in Rus-
P r = F, - m. w r is equilibrated by the force of reaction sian). A.B. Ivanov
of the constraints [3].
Editorial comments.
References
[1rn'ALEMBERT, J.: Traite de dynamique, Paris, 1743. References
[2) LAGRANGE, J.L.: Mecanique ana/ytique, Paris, 1788. [A1] BERGER, M.: Geometry, 2, Springer, 1987, p. 227.
[3] Suswv, G.K.: Theoretical mechanics, Moscow, 1944 (in Rus-
sian). AMS 1980 Subject Classification: 51 FXX, 51 KXX,
V. V. Rumyantsev 51MXX
Editorial comments. d'Aiembert's principle is sometimes
formulated as: The sum of the external forces, the inertial DANIELL INTEGRAL- An extension of the concept
forces and the forces of constraints is zero, cf. [A2], [A3]. of the integral, proposed by P. Daniell [1]. The con-
Cf. also d'Aiembert-Lagrange principle. struction scheme of this integral, which is known as the
References Daniell scheme, is an extension of the integral originally
[A1] ARNoL'D, V.I.: Mathematical methods of classical mechanics, defined for a certain set of functions - the so-called
Springer, 1978 (translated from the Russian).
[A2] SYNGE, J.L. and GRIFFITH, B.A.: Principles of mechanics,
elementary functions - to a wider class of functions.
McGraw-Hill, 1959. While retaining the way of extending but by changing
[A3] TARG, S.: Theoretical mechanics, Moscow, no date (in Rus- the content of the initial set of elementary functions, it
sian).
is possible to arrive at different extensions of the con-
[A4) ARNOL'D, V.I.: Methodes mathematiques de Ia mecanique
classique, MIA, 1976 (translated from the Russian). cept of the integral. In this scheme the concept of an
elementary integral is axiomatically defined, unlike in
AMS 1980 Subject Classification: 70HXX
Lebesgue's scheme (cf. Lebesgue integral) in which the
concept of a measure is axiomatic.
DANDELIN SPHERES - Spheres forming part of the Let X be an arbitrary set and let L 0 be a certain set
geometrical constructions relating the planimetric defin- of real bounded functions defined on X; these functions
ition of the ellipse, hyperbola or parabola with their are called elementary. It is assumed that L 0 is a vector
stereometric definitions. For instance, let two spheres lattice, i.e. from f, geL 0 and a, /3ER it follows that
(also known as Dandelin spheres), inscribed in a circular af + /3g eL 0 , and
cone, make contact with the surface of the cone along
circles c and c' (see Fig.) and let "' be a certain plane f, g E Lo implies sup({, g), inf(f, g) E L 0•
passing through two points F and F'. Let I be a real functional defined on L 0 such that
If an arbitrary point M is taken on the intersection line 1) I(af+/3g)=al(j)+{3I(g) (linearity);
of the cone with "'• and a generatrix SM is drawn inter- 2) po =>I (j);:,.O (non-negativity);
secting c and c', then if M varies, the points T and T' 3) if f,(x)!O for all x, then I(f,)~O (continuity with
move around the circles c and c' while preserving the respect to monotone convergence).
distance IT', i.e. the intersection line will be an ellipse Such a functional is known as an integral over ele-
(MF' + MF= TT', MF' =MT' and MF=M1). In the mentary functions or an elementary integral. A set M CX

84
DARBOUX EQUATION

is said to be a set of measure zero if for each £>0 there If the vector lattice L0 has the property
exists a non-decreasing sequence {gn} CL 0 such that feL 0 implies inf(1, f)eL 0 ,
supn gn(X)~XM(X) for all x, and
then there is on the a-field generated by L0 on X a unique
supl(gn) .;;;; £. a~finite a-additive measure p. such that L is L 1 (p.), and /(f)

Here, XM denotes the characteristic function of M. is Jf dp. for fe L (see [3]). Actually, the Daniell integral is
A function f defined on X belongs to the class L + if often used for constructing measures in functional analysis.
there exists a sequence {f,}ELo such that fn(x)tf(x) References
almost-everywhere and J(f,)<,c<+oo. The number [A1] STRoMBERG, K.: Introduction to classical real analysis, Wads-
worth, 1981.
l(j) = lim/((,)
n
[A2] SzOKEFALVI-NAGY, B.: Real functions and orthogonal expan-
sions, Oxford Univ. Press, 1965.
is said to be the integral of f. The integral I (j) does
AMS 1980 Subject Classification: 28C05, 26A39
not depend on the choice of the particular approximat-
ing sequence {f, }.
DANTE SPACE- A type of topological space. Let X
The class L is the set of functions f which are
be a topological space, let Y be a subspace of it and let
defined on X and which are representable in the form
T and A be infinite cardinals. The space Y is said to be
f =/1- fz, where f~ofz EL +. Functions of the class L
T-monolithic in X if for each A C Y such that card A ~T
are called summab/e, while the number
the closure [A I in X is a compactum of weight <,T. The
l(j) = l(ji)-I(/2) space X T-suppresses the subspace Y if it follows from
is known as the Daniell integral of the function f. The A~T, A c Y and cardA <,expA that there exists an
class L is a vector lattice of finite functions (considered A' exfor which [A'];;;;?A and cardA' <,A. The space X
up to sets of measure zero) which is closed with respect is said to be a Dante space if for each infinite cardinal 7-
to almost-everywhere convergence, with finite integrals, there exists an everywhere-dense subspace Y in X
while the Daniell integral of summable functions has which is both monolithic in itself and is T-suppressed
the properties of linearity, non-negativity, continuity by X. The class of Dante spaces contains the class of
with respect to almost-everywhere convergence of dyadic compacta (cf. Dyadic compactum).
majorable summable functions (Lebesgue's theorem on B.A. Efimov
passing to the limit under the integral sign), and also
Editorial comments. For applications of these notions
several other natural properties of the integral.
see [A1].
If X = [a, b I and L 0 is the set of the step functions
n
References
f(x) = c;, a;o;;;;x<b;, U[a;,b;) =[a, b), b;=a;+~o [A1] ARKHANGEL'sKIT, A.V.: 'Factorization theorems and spaces of
i=l continuous functions: stability and monolithicity', Sov. Math.
Dokl. 26 (1982), 177-181. (Dokl. Akad. Nauk SSSR265, no.
the Daniell integral becomes identical with the Lebes- 5 (1982), 1039-1043)
gue integral on the summable functions on [a, b I- The
Daniell scheme may be used to construct the integral of AMS 1980 Subject Classification: 54030, 54A25
functions with values in a a-complete lattice.
References DARBOUX EQUATION - 1) An ordinary differential
[I] DANIELL, P.: 'A general form of integral', Ann. of Math 19 equation .!!y_ _ P(x, y)+yR(x, y)
(1917), 279-294.
[2} Sun.ov, G.E. and GUREVICH, B.L.: Integral, measure and dx - Q(x,y)+xR(x,y)'
derivative: a unified approach, Dover, reprint, 1977 (translated where P, Q and R are integral polynomials in x andy.
from the Russian).
This equation was first studied by G. Darboux (1]. The
[3} LooMis, L.H.: An introduction to abstract harmonic analysis, v.
Nostrand, 1953. Jacobi equation is a special case of the Darboux equa-
V.I. Sobolev tion. Let n be a highest degree of the polynomials P, Q,
Editorial comments. Property 3) to be satisfied by the R; if the Darboux equation has s known particular
non-negative linear functional I above (i.e. /( fn)~o as algebraic solutions, then if s~2+n(n +1)/2, its gen-
fn(xno for all x) is called the Denjoy condition, and is a
eral solution is found without quadratures, and if
very important requirement.
s = I+ n(n + I) 1 2, an integrating factor can be found
In the article above, functions in L + (in L) differing on a
[2]. If P and Q are homogeneous functions of degree m,
set of measure zero are tacitly identified; the equivalence
classes thus obtained are also called functions (with some and R is a homogeneous function of degree k then, if
abuse of language), as is usually done in measure theory. k = m - 1, the Darboux equation is a homogeneous dif-
The statement that L be a vector lattice is thus to be under- ferential equation; if k:f=m -1, the Darboux equation
stood as: the set of equivalence classes in L forms a vector may be reduced to a Bernoulli equation by substituting
lattice. y=zx.

85
DARBOUX EQUATION

References and v on a two-dimensional surface in an n-
[1) DARB<lux, G.: 'Memoire sur les equations differentielles dimensional projective space, where n ;;;;, 3. It was shown
algebriques du premier ordre et du premier degre', Bull. Sci.
Math. 2 (1878), 60-96. by G. Darboux: [1] that the Darboux invariants hand k
[2] INCE, E.L.: Ordinary differential equations, Dover, reprint, do not change their value when the normalization of
1956. NKh.
. R ozov the coordinates of the point x is changed. Special forms
2) The hyperbolic equation of conjugate nets are obtained by imposing some condi-
tion on the Darboux: invariants.
u11 -~u+ ~- u, - 0, t=FO,
t References
[1] DARBOUX, G.: Lefons sur Ia theorie generale des surfaces et ses
where 'A(t, x) is a non-negative continuously- applications geomitriques du calcu/ infinitesimal, 2, Gauthier-
differentiable function of x =(xI> ... , Xn ). The follow- Villars, 1889.
ing uniqueness theorem is valid both for the solution of [2] TZITZEICA, G.: Geometrie differentiel/e projective des reseaux,
Paris- Bucharest, 1924.
the Darboux: equation and for the solution of the wave [3] FINIKOV, S.P.: Theorie der Kongruenzen, Akademie-Verlag,
equation. If some twice continuously-differentiable 1959 (translated from the Russian).
V. T. Bazylev
solution u(x,y) of the Darboux: equation vanishes
together with its derivative on the base of the charac- Editorial comments. The expressions h and k are more
teristic cone lying in the plane t =0, it vanishes inside commonly referred to as the Darboux invariants of a net.
the entire domain bounded by this cone. The form of AMS 1980 Subject Classification: 53A20, 53A25
the characteristic cone is the same as for the wave equa-
tion. If 'A(t, x) = n - 1>0, the solution of the Darboux DARBOUX QUADRIC - A second-order surface with
equation satisfying the initial conditions second-order contact with a surface S in three-
u(t, x >I, =O = q,(x ), u,(t, x >I, =O = 0, dimensional projective space P 3 at a point x, in which
the line of intersection with the surface S at the point x
with a twice continuously-differentiable function <P(x }, has a special type of singularity. Out of the set of qua-
is the function drics with second-order contact with S at x one can
u(x, t) = f(~/n2l 1
2'TI" I
J
lx-yi=t
ct>(y)dS,,
select the quadrics in which the line of intersection with
S has a singular point x with three coincident tangents.
where f(z) is the gamma-function. This solution of the On the surface S there are three directions (Darboux
Darboux: equation and the solution v(x, t) of the wave directions) for these three coincident tangents. At x E S
equation satisfying the conditions there exists a one-parameter family of Darboux qua-
drics - the Darboux pencil. A pencil of hyper-quadrics,
v(t, x)l,=o = q,(x), v,(t, x)l,=o = 0, which are in contact at a point x with a hypersurface S
are connected by the relation in projective space Pn + 1, is an extension of the Dar-
I boux: pencil. A (non-developable) hypersurface S
u(t,x)=2 f(n/ 2) [v(tfJ,xXl-/J21n-J)I 2 dfJ. degenerates into a hyper-quadric if and only if its gen-
f((n -1)/2)y; eralized Darboux tensor vanishes· [2].
The equation was named after G. Darboux:.
References
References [1] FINIKOV, S.P.: PrQjective-differentia/ geometry, Moscow-
[1] JOHN, F.: Plane waves and spherical means applied to partial dif Leningrad, 1937 (in Russian).
ferentia/ equations, Interscience, 1955. [2] LAP'fEV, G.F.: 'Differential geometry of imbedded manifolds.
A.K Gushchin Group theoretical methods of.differential geometric investiga-
tion', Trudy Moskov. Mat. Obshch. 2 (1953), 275-382 (in Rus-
AMS 1980 Subject Classification: 34830, 35C05, sian).
35L10 V. T. Bazylev
Editorial comments.
DARBOUX NEf INVARIANTS - The expressions h References
and k, [A1] CAllTAN, E.: Leyons sur Ia theorie des espaces a connexion
oa
h = c+ab-- k = c+ab--
ob projective, Gauthier-Villars, 1937, Part II, Chapt. VI§ 11.
ou' av'
derived from the coefficients of the Laplace equation AMS 1980 Subject Classification: 14J99, 53A05
(in differential line geometry)
o28
auav
afJ
= aa;+ha;+cfJ.
afJ
(*)
DARBOUX SUM- A sum of special type. Let a real
function fbe defined and bounded on a segment [a, b],
Equation (*) is satisfied by the homogeneous coordi- let T={x;}f=o be a decomposition of [a, b]:
nates of a point x describing a conjugate net of lines u a= x 0 < x 1 < · · · < xk = b,

86
DARBOUX SUM

and set With the aid of Darboux sums, condition (2) may be
m; = inf f(x), M; = sup f(x), formulated in the following equivalent form: For each
X;-1 ~x<x; X;- 1 :E;;x=E;x,
£>0 there exists a decomposition 'T such that
llx; = x;-X;-I> i=l, ... ,k. s.-s. < (.
The sums The condition
k k lim(S. -s.) =0
s. = ~m;llx; and s. = ~M;llx;
8,->0

i=l i=l is also necessary and sufficient for the Riemann
are known, respectively, as the lower and upper Darboux integrability off on [a, b ]. Here
sums. For any two decompositions 'T and i of [a, b] the k
inequality sT~S.r is valid, i.e. any lower Darboux sum s. -s. = ~w;(f)llx;,
i=l
is no larger than an upper. If
k
where w;(j) is the oscillation (cf. Oscillation of a func-
a. = ~(~;)flx;, ~;E[X;-1> X;], tion) of jon
i=l [X;-J,X;], i=l, ... ,k.
is a Riemann sum, then The concept of lower and upper Darboux sums may
be generalized to the case of functions of several vari-
s. = inf a., s. = sup a•.
'·····' '·····'
The geometric meaning of the lower and upper Dar-
ables which are measurable in the sense of some posi-
tive measure J.l.. Let E be a measurable (for example,
boux sums is that they are equal to the planar areas of Jordan or Lebesgue) subset of then-dimensional space,
stepped figures consisting of rectangles whose base n =I, 2, ... , and suppose J.L(E) is finite. Let
widths are fu; and with respective heights m; and M; T= { E;H = 1 be a decomposition of E, i.e. a system of

(see Fig.) if po.
These figures approximate, from the measurable subsets of E such that
k
inside and outside, the curvilinear trapezium formed by
UE; = E, (3)
the graph of f, the abscissa axis and the rectilinear seg- i=l
ments x =a and x =b (which may degenerate into
points).
I'(E; nE 1) =0 if i=fj. (4)
Let a function f be bounded on E and let
m; = infj(x), M; = suof(x), i=l, ... ,k. (5)
xeE, xet;

The sums
k k
s. = ~m;I'(E;), s. = ~M;I'(E;) (6)
i=l i=l

are also said to be, respectively, lower and upper Dar-
boux sums. The lower I. and the upper I• integrals are
The numbers defined by formulas (1). For Jordan measure, their
]. = sups., r = inf s.
T T
(I)
equality is a sufficient and necessary condition for the
function to be Riemann integrable, and their common
are called, respectively, the lower and the upper Dar- value coincides with the Riemann integral. For Lebes-
boux integrals off They are the limits of the lower and gue measure, on the other hand, the equality
the upper Darboux sums: I. = I* = jJ(x)dx.
]. = lim s.. ]*" = lim s E
8,->0 8,->0 ..
is always valid for bounded Lebesgue-measurable func-
where tions.
8. = i=l,max
.. . ,k
llx; In general, if J.l. is a complete a-additive bounded
measure, defined on a a-algebra ®", if f is a bounded
is the fineness (mesh) of the decomposition The condi-
measurable real-valued function on E, if 'T = { E;} f= 1 is
'T.
tion
]. = ]* (2) a decomposition of a set EE®" into J.L-measurable sets
is necessary and sufficient for a function f to be E; which satisfy the conditions (3) and (4), and if the
Riemann integrable on the segment [a, b]. Here, if con- Darboux sums sT and ST are defined by formulas (5)
and (6), while the integrals I. and I• are defined by the
dition (2) is met, the value of the lower and the upper
formulas (1), in which J.l. is always understood to mean
Darboux integrals becomes identical with the Riemann
the measure under consideration, then
integral b
jJ(x)dx.
a
I. = I* = £f(x)dp.

87
DARBOUX SUM

A generalization of the Darboux sums to unbounded DARBOUX TENSOR - A symmetric tensor of
~£-measurable functions f defined on sets E E ®" are the valency three,
series (if they are absolutely convergent) O _ bapKy +b{JyKa +byaKp
00 00
a{Jy - ba{Jy- 4K '
sT = ~m;li(E;), ST = ~M;p(E;) (7)
i=l i=l where b afJ are the coefficients of the second fundamen-
where T={E;}f=l is a decomposition of Ee®" (this tal form of the surface, K is the Gaussian curvature,
decomposition consists, generally speaking, of an infin- and bapy and Ka are their covariant derivatives. G.
ite number of ~£-measurable sets E; which satisfy condi- Darboux [1] was the first to investigate this tensor in
tion (4) and are, of course, such that U ;: 1E; =E), special coordinates.
while m; and M; are defined by (5). In (7) (as in (6) The cubic differential form
above) it is assumed that oo·O=O·oo=O. If J. and J" Oa{Jy dua duP tJuY = ba{Jy dua duP duY +
are again defmed according to ( 1) and s.,. and S.,. are 3 Ky
now defmed in the sense of (7) and exist for each T, -- -b
4 K a,.Qduadu~'duY
Q

then J.=J". If the value J=J.=J" is finite, then fis is connected with the Darboux tensor. This form,
integrable with respect to #Land I= /j(x)dl£. evaluated for a curve on a surface, is known as the
Named after G. Darboux [1]. Darboux invariant. On a surface of constant negative
References curvature the Darboux invariant coincides with the dif-
[I] DAitBOUX, G.: Ann. Sci. Ecole Norm. Sup. Ser. 2 4 (1875), 57-
112.
ferential parameter on any one of its curves. A curve at
[2] IL'IN, V.A. and POZNYAK, E.G.: Fundamentals of mathematical each point of which the Darboux invariant vanishes is
analysis, 1-2, Mir, 1982 (translated from the Russian). known as a Darboux curve. Only one real family of
[3) KUDRYAVTSEV, L.D.: Mathematical analysis, 1-2, Moscow,
Darboux curves exists on a non-ruled surface of nega-
1973 (in Russian).
[4] NIXOL'sxli, S.M.: A course of mathematical analysis, 1-2, Mir, tive curvature. Three real families of Darboux curves
1977 (translated from the Russian). exist on a surface of positive curvature. A surface at
LD. Kudryavtsev
each point of which the Darboux tensor is defined and
AMS 1980 Subject Classification: 28A25, 26A39
vanishes identically is called a Darboux surface. Dar-
DARBOUX SURFACES, wreath of- Surfaces associ- boux surfaces are second-order surfaces which are not
ated with an infinitesimal deformation of one of them; developable on a plane.
discovered by G. Darboux [1]. Darboux surfaces form a References
'wreath' of 12 surfaces, with radius vectors [1) DAitBOUX, G.: 'Etude geometrique sur les percussions et le
choc des corps', Bull. Sci. Math. Ser. 2 4 (1880), 126-160.
XJ. ••• , X6, z 1, ••• , Z6 satisfying the equations
[2) KAGAN, V.F.: Foundations of the theory of surfaces in a tensor
dz; = [z;+t> dx;], dX; = [X;-t. dz;], setting, 2, Moscow-Leningrad, 1948, pp. 210-233 (in Russian).
E. V. Shikin
Z;-X;+t = (Z;+t.X;), i=l, ... ,6,
Editorial comments.
X;+6 = X;, Z;+6 = Z;;
References
where z; + 1 and x; are in Peterson correspondence, z; + 1 v
[A 1] FUBINI, G. and CECH, E.: Introduction aIa geometrie projec-
and X; _ 1 are in polar correspondence, while z; and X; + 1 tive differentielle des surfaces, Gauthier-Villars, 1931.
are poles of a W-congruence. A similar 'wreath' is [A2] DoL, G.: projektive Differentialgeometrie, Vandenhoeck &
Ruprecht, 1954.
formed by pairs of isometric surfaces of an elliptic
[A3] LANE, E.P.: A treatise on projective differential geometry,
space. Univ. Chicago Press, 1942.
References
[1) DAitBOUX, G.: Lefons sur Ia theorie genera/e des surfaces et ses AMS 1980 Subject Classification: 53A05, 53A20
applications geometriques du calculi infinitesimal, 4, Gauthier-
Villars, 18%. DARBOUX THEOREM - If a real-valued function
[2) SnuuKovSKii, V.I.: Classical differential geometry in a tensor has a finite derivative at each point of an interval on
setting, Moscow, 1%3 (in Russian). Ml Tr ~ kh k"~
. . "oztse ovs u the real axis, then, if it assumes any two values on this
interval, it also assumes all the intermediate values on
Editorial comments. For the notion of a W-congruence
it.
cf. Congruence of lines. L.D. Kudryavtsev
References Editorial comments. This is a kind of intermediate value
[A1) FUBINI, G. and CECH, E.: Introduction aIa geometrie projec- theorem. The condttion that the function have a finite deriva-
tive differentielle des surfaces, Gauthier-Villars, 1931. tive at each point can be relaxed. In fact, the following
[A2J BoL, G.: Projective Differentialgeometrie, Vandenhoek &
Ruprecht, 1954.
theorem holds: If" f: x~ Y is a continuous mapping between
metric spaces, and if EcX is a connected set, then f(E) is
AMS 1980 Subject Classification: 53A05, 53A20 connected. (See, e.g., [A 1].)

88
DE LA VALLEE-POUSSIN CRITERION

References Editorial comments. The natural trihedral (a name used
[A1] RUDIN, W.: Principles of mathematical analysis, McGraw-Hill, by S. Sternberg [A 1]) is commonly called Frenet frame (also
1953.
Frenet trihedron).
AMS 1980 Subject Classification: 26A24 References
[A1] STERNBERG, S.: Lectures on differential geometry, Prentice-
DARBOVX TRUIEDRON - A trihedron associated Hall, 1964.
[A2] BLASCHKE, W. and LEICHTWEISS, K.: Elementare Differential-
with a point on a surface and defined by a triple of geometrie, Springer, 1973.
vectors, given by the normal unit vector n to the sur-
face and two mutually orthogonal principal unit AMS 1980 Subject Classification: 53A04
tangent vectors r 1 and r 2 to the surface such that
DARWIN- FOWLER METHOD - A method for the
derivation of the canonical and macro-canonical distri-
The properties of the surface can be described in butions from the micro-canonical distribution (cf. Gibbs
terms of displacement of the Darboux trihedron when distribution). One considers an ensemble of similar sta-
its base point describes the surface. A systematic use of
tistical systems which form a closed system on the
the Darboux trihedron in the study of surfaces led G.
whole, and its characteristic distribution function is
Darboux [1] to the moving-frame method.
summed over the microscopic states of all the systems
References in the ensemble except for one. It is assumed that the
[1) DARBOUX, G.: Lefons sur Ia theorie generale des surfaces et ses
number of systems in the ensemble tends to infinity (if
applications geometriques du calcul infinitesimal, 1, Gauthier-
Villars, 1887. the number of particles in each one of the systems in
A.B. Ivanov the ensemble is large but finite); this makes it possible
Editorial comments. A Darboux trihedron is also called to use the saddle point method in computations. The
a Darboux frame. It is also introduced in affine differential use of this procedure to determine several common
geometry, cf. [A1]. characteristics of statistical systems and to compute
References their concrete characteristics yields the same results as
[A1) GUGGENHEIMER, H.: Differential geometry, McGraw-Hill, the method based on the Gibbs canonical distributions.
1963. The method was developed by Ch. Darwin and R.
AMS 1980 Subject Classification: 53A05 Fowler in 1923.
References
DARBOVX VECfOR - The vector l} of the instan- [1) FoWLER, R. and GUGGENHEIM, E.: Statistical thermodynamics,
taneous axis of rotation around which the natural Cambridge Univ. Press, 1960.
[2] HUANG, K.: Statistical mechanics, New York, 1963.
trihedral of a curve L is rotating during the uniform
/.A. Kvasnikov
movement of a point M along the curve L. The Dar-
boux vector lies in the rectifying plane of the curve L AMS 1980 Subject Classification: 82A30
and is expressed in terms of the principal normal n and
the tangent t of L by the formula DE LA VALLEE·POUSSIN CRITERION for point-
8 = v'r +al (tcosO+nsinO), wise convergence of a Fourier series - If a 2?T-periodic
function f which is integrable on the segment [0, 2'17"] is
where ,. and o are the curvature and the torsion of L
such that the function F defined by
and 8 is the angle between the Darboux vector and the
tangent to L. The Frenet fonnulas may be written with I X
F(x) = - j{f(x 0 +t)+j(x 0 -t)}dt, x=f:O,
the aid of the Darboux vector as follows: X 0

t= (8, t], il = [8, n], b = [8, b], F(O)=O, is of bounded variation on some segment
[0, c5], then the Fourier series off converges at x 0 to the
where b is the binonnal of L.
number
G. Darboux [1] was the first to point out the
geometric significance of the Darboux vector for the
natural trihedral of a space curve. The de la Vallee-Poussin criterion is stronger than the
Dini criterion, the Dirichlet criterion (convergence of
References
(I) DARBOUX, G.: Lefons sur Ia theorie generale des surfaces et ses series), .and the Jordan criterion. It was demonstrated
applications geometriques du calcul infinitesimal, 1, Gauthier- by Ch.J. de la Vallee Poussin [1].
Villars, 1887, pp. 1-18.
[2] KAGAN, V.F.: Foundations of the theory of surfaces in a tensor References
setting, 1, Moscow-Leningrad, 1947 (in Russian). E. V. Shikin [I) VALI.EE-POUSSIN, Cu.J. DE LA: 'Un nouveau cas de conver-
gence des series de Fourier', Rend. Circ. Mat. Palermo 31
(1911), 296-299.

89
DE LA VALLEE-POUSSIN CRITERION

[2] BARY, N.K. [N.K. BARI]: A treatise on trigonometric series, Per- to the conditions
gamon, 1964 (translated from the Russian). B.I. Golubov
y(xJ=c;, i=1, ... ,n; X;E[a,b]. (3)

AMS 1980 Subject Classification: 42A20 It was shown by Ch.J. de Ia Vallee-Poussin [1) that if
Pk(X)EC[a, b ], k = 1, ... ,n, and if the inequality
DE LA VALLEE-POUSSIN DERIVATIVE, general- n hk
ized symmetric derivative- A derivative defmed by Ch.J. k}}/kk! < 1, (4)
de la Vallee-Poussin [1]. Let r be an even number and
let there exist a 8>0 such that for all t with I t I <8,
where /k;;:.a.lpk(x) 1.
xE(a, b], h =b-a, is met, there
exists a unique solution of the problem (2), (3). He also
1
2(f(xo+t)+j( -
xo-t)}- (*) showed that if f (x, u 1, ••• , u,) is continuous in all its
arguments and satisfies a Lipschitz condition with con-
t2 fJ2 t' /J, stant lk in the variable u11 + I-k• k = 1, ... , n, then, if
= fJo+-2-+
... + - , +y(t)t',
r. equation (4) is satisfied, there can be only one solution
where flo, ... ,fJr are constants, y(t)~O as t~O and of the problem (I), (3).
y(O)=O. The number fJr = f<r>(xo) is called the de la The following aspects of the de Ia Vallee-Poussin
Vallee-Poussin derivative of order r, or the symmetric multiple point problem are studied: improvement of an
derivative of order r, of the function fat the point x 0 . estimate of the number h by changing the coefficients
The de Ia Vallee-Poussin derivatives of odd orders r of (4); extension of the class of functions Pk(x ),
are defined in a similar manner, equation (*) being k = 1, ... , n, or f (x, u 1o ••• , U11 ); and generalization
replaced by of the conditions (3). A main problem is to prove that
the solution exists and that it is unique. As far as the
problem (2), (3) is concerned, this is equivalent with the
= t/J1 +t33fJ3-
, +
.
. · · +-
t' fJ,
1 +y(t)t'.
r.
following statement: Any non-trivial solution of equa-
tion (2) has at most n -1 zeros on [a, b] (non-oscillation
The de Ia Vallee-Poussin derivative f< 2>(x 0 ) is identi- of solutions or separation of zeros).
cal with Riemann's second derivative, often called the
References
Schwarzian derivative. If f<r>(xo) exists, f<r -2)(xo), [1] VAI.LEE-PouSSIN, CH.J. DE LA: 'Sur !'equation differentielle
r;;:.a.2, also exist, but f<r-J)(xo) need not exist. If there lineaire du second ordre. Determination d'une integrate par
exists a finite ordinary two-sided derivative J<r>(x 0 ), deux valeurs assignees. Extension aux equations d'ordre n', J.
Math. Pures Appl. 8 (1929), 125-144.
then f<r>(xo)= J<r>(xo). For the function f(x)=sgnx, [2) SANSONE, G.: Equazioni differenziali nel campo rea/e, 1, Zani-
for example, f(2k)(O)=O, k = 1, 2, ... , and the chelli, 1948.
f<2k+J)(O), k=O, 1, ... , do not exist. If there exists a L.N. Eshukov
de la Vallee-Poussin derivative f<r>(x 0 ), the series Editorial comments. This problem is also known as the
S <r>(j) obtained from the Fourier series of f by term- multipoint boundary value problem; it is mostly of historical
by-term differentiation repeated r times is summable at interest. In [A1] an extension of de Ia Vallee-Poussin's result
is given.
x 0 to f<r>(xo) by the method (C, a) for a>r, [2] (cf.
Cesaro summation methods). References
[A1] HARTMAN, P.: Ordinary differential equations, Birkhauser,
References 1982.
[1] VAI.LEE-POUSSIN,Cu.J. DE LA: 'Sur !'approximation des fonc-
tions d'une variable reelle et de leurs derivees par des AMS 1980 Subject Classification: 34810, 34A30,
polynomes et des suites limitees de Fourier', Bull. Acad. Be/g. 3
34A34
(1908), 193-254.
[2] ZYGMUND, A.: Trigonometric series, 1-2, Cambridge Univ.
Press, 1979, Chapt.ll. DE LA VALLEE-POUSSIN SINGULAR INTEGRAL
A.A. Konyushkov
- An integral of the form
AMS 1980 Subject Classification: 26A24
V.(j· - 1 (2n)!! !" 2n t
n ,x)- 2'lT (2n-l)!! _f<x+t)cos 2dt
DE LA VALLEE-POUSSIN MULTIPLE-POINT
PROBLEM - The problem of finding a solution to an (see also de Ia Valle&-Poussin summation method). The
ordinary non-linear differential equation of order n, sequence Vnif;x) converges uniformly to f(x) for
y<n) = j(x,y,y', ... ,y<n-1)) (1) functions f which are continuous and 2'lT-periodic on
(- oo, oo) [1]. If
or to a linear equation
y<n>+p1(x)y<n-1)+ ... +pn(x)y
where x E(a, b ], Iy<s>
= 0,
I < + oo, s =0, ... , n -1, subject
(2)
[ff(t)d{ = j(x)

90
DE LA VALLEE-POUSSIN SUMMATION METHOD

at a point x, then Vnif;x)~f(x) as n~oo. The fol- where the expressions
lowing equality is valid [2]: K (t) = sin((2n+I-p)t /2)sin((p+I)t /2)

Vnif;x)- f(x) = ~+o [! )· n,p 2(p+I)sin2 tj2
p=O, ... ,n; n=O, 1, ... ,
'

References are said to be the de Ia Val/ee-Poussin kernels.
[I) HARDY, G.H.: Divergent series, Clarendon, 1949. References
[2] NATANSON, I.P.: Constructive function theory, I. F. Ungar, 1964 [1] VAI.LEE-PoUSSIN, CH.J. DE LA: 'Sur Ia meilleure approximation
(translated from the Russian). pp v k' des fonctions d'une variable reelle par des expressions d'ordre
.. .n.orov zn donne', C.R. Acad. Sci. Paris Ser. I. Math. 166 (1918), 799-802.
[2) VAI.LEE-POUSSIN, CH.J. DE LA: Lefons sur /'approximation des
Editorial comments. The notation (2m)!! stands for fonctions d'une variable reelle, Gauthier-Villars, 1919.
2m·(2m-2) · · · 2 (m terms), and [3) NATANSON, I.P.: Constructive function theory, I, F. Ungar, 1964
(2m-1)!!=(2m-1X2m-3) · · · 3·1 (also mterms). Thus, (translated from the Russian).
(4) KOROVKIN, P.P.: Linear operators and approximation theory,
(2n)!! = 22n(n!i
Hindushtan Pub!. comp., Delhi, 1960 (translated from the Rus-
(2n-1)!! (2n)! · sian).
(5) NIKOL'SKii, S.M.: 'Sur certaines methodes d'approximation au
AMS 1980 Subject Classification: 42A50, 42820, moyen de sommes trigonometriques', lzv. Akad. Nauk SSSR
44A15 Ser. Mat. 4, no. 6 (1940), 509-520.
[6] STEcHKIN, S.B.: 'On de Ia Vallet:-Poussin sums', Dokl. Akad.
Nauk SSSR 80, no. 4 (1951), 545-520 (in Russian).
DE LA VALLEE-POUSSIN SUM - The expression [7] SHCHERBINA, A.D.: 'On a summation method of series, conju-
I n gate to Fourier series', Mat. Sb. 27 (69), no. 2 (1950), 157-170
Vn,p(/, x) = ~I ~ Sk(f, x), (*) (in Russian).
P k=n-p [8) TIMAN, A.F.: 'Approximation properties of linear methods of
p=O, ... ,n; n=O, I, ... , summation of Fourier series', lzv. Akad. Nauk SSSR Ser. Mat.
17 (1953), 99-134 (in Russian).
where Sk(j, x), k=O, 1, ... , are the partial sums of (9) TIMAN, A.F.: Theory of approximation offunctions of a real
the Fourier series of a function f with period 2'11'. If variable, Pergamon, 1963 (translated from the Russian).
[10] EFIMov, A.V.: 'On approximation of periodic functions by de
p =0, the de la Vallee-Poussin sums become identical Ia Vallet:-Poussin sums', lzv. Akad. Nauk SSSR Ser. Mat. 23,
with the partial Fourier sums, and if p =n, they become no. 5 (1959), 737-770 (in Russian).
identical with the Fejer sums (cf. Fejer sum). Ch.J. de [II] EFIMov, A.V.: 'On approximation of periodic functions by de
Ia Vallet:-Poussin sums', lzv. Akad. Nauk SSSR Ser. Mat. 24,
la Vallee-Poussin [1], [2] was the first to study the no. 3 (1960), 431-468 (in Russian).
method of approximating periodic functions by polyno- [12] TELYAKovsKii, S.A.: 'Approximation of differentiable func-

2;::
mials of the form (*); he also established the inequality tions by de Ia Vallet:-Poussin sums', Dokl. Akad. Nauk SSSR
121, no. 3 (1958), 426-429 (in Russian).
I f(x)- Vn,p(/, x) I :EO; En-p(/), [13] TELYAKOVSKii, S.A.: 'Approximation to functions differenti-
able in Weyl's sense by de Ia Vallee-Poussin sums', Soviet
p = 0, ... ,n, Math. Dok/. 1, no. 2 (1960), 240-243. (Dokl. Akad. Nauk
SSSR 131, no. 2 (1960), 259-262)
where Emif) is the best uniform approximation of the A. V. Efimov
function f E C 2.,.. using trigonometric polynomials of Editorial comments. The de Ia Vallee-Poussin kernels
order not greater than m. If p = [en ], O<c < 1 and [a] is are also given by the following formula, which in a way most
the integer part of the number a, the polynomials clearly reveals their structure:
Vn,(cnJif• x) realize an approximation of order
O(E[(l-c)nJif)). The polynomials Vn,(cnJif, x) yield the
best order approximations of continuous functions of
Kn.p(t) = P: 1 k=;_PDk(t) =
period 2'11', with an estimate E(fJnJif)=O(Enif)) forcer-
tain values of 8, 0~8<1. The de Ia Vallee-Poussin
= l.+nfcoskt+
2 k=1
f [1-_L_
k=1 p+
1)cos(n-p+k)t.
sums have several properties which are of interest in
the theory of summation of Fourier series. For Here the Dk (k~O) are the Dirichlet kernels (cf. Dirichlet
instance, if p=[cn], kernel).
O<c<l, then
I Vn,pif, x) I ~K(c)max I f(x) I, and if f is a tri- AMS 1980 Subject Classification: 41 A50, 42A24
gonometric polynomial of order not exceeding n-p,
then Vn,pif, x)= f(x). Adela Vallee-Poussin sum may DE LA v
ALLEE-POUSSIN SUMMATION
be written as follows METHOD - A method for summing series of numbers.
Vn,p(/, x) = It is denoted by the symbol (VP). A series
I jw
(p + l}rr _, trfi'~,x +).
t srn
2n+I-p
2
1 sin(p+I)t/2]dt
2 sin2 t /2 '

91
DE LA VALLEE-POUSSIN SUMMATION METHOD

has a de Ia Va/Jee-Poussin sum S if the relation [3] PRACHAil, K.: Primzahlvuteilung, Springer, 1957.

. [
S.M. Vorazhin
n n(n-1)
n~~ ao+ n+l al+ (n+l)(n+2)a2+ ... 2) The de Ia. Val/ee-Poussin alternation theorem: If a
sequence of points {X;}, i =0, ... , n + 1, in a closed set
... + (n+l~: .. 2nan] = S QE[a, b] forms an alternation, then for the best
approximation of a function f by polynomials of the
is valid. The method was proposed by Ch.J. de la form n
Vallee-Poussin [1). For the Fourier series of a function Pn(x) = ~cksk(x),
k=O
jEL[O, 2'11"] the de la Vallee-Poussin averages (see also
de Ia Vallie-Poussin singular integral) are of the form the estimate

V,(j, x) = j" f(x+t)'rn(t)dt, Enif) = infsup 1/(x)- ±cksk(x)l ~
xeQ<t k=O
-.,
where ~ min If(x;)- P,(x;) I
_ I 22n(n !i 2n t
o..;,..;n+l
T,(t) - 2w (2n)! cos 2 is valid, where {sk(x)}3 is a Chebyshev system. Esta-
is the so-called de Ia Vallee-Poussin kernel. The de la blished by Ch.J. de la Vallee-Poussin [1).
Vallee-Poussin summation method is a regular summa- According to the Chebyshev theorem, equality holds
tion method (cf. Regular summation methods). The if and only if Pn(x) is the polynomial of best approxi-
method is stronger than all Cesaro summation methods mation. Analogues of this theorem exist for arbitrary
(cf. Inclusion of summation methods). In view of its Banach spaces [2J. The theorem is employed in numeri-
weak approximative properties, the de la Vallee-Poussin cal methods for constructing polynomials of best
summation method is practically never used in the approximation.
theory of approximation of functions.
References
References [I) VAI.UE-Poussm, CH.J. DE LA: 'Surles polynomes
[1] VAI.UE-PoussiN, OI.J. DE LA: 'Sur l'approximation des fonc- d'approximation et Ia representation approchee d'un angle',
tions d'une variable reelle et de leurs derivees par des BulL Acad. Be/g. 12 (1910), 808-845.
polynomes et des suites limitees de Fourier', Bull. Acad. Be/g. 3 [2) GARKAVI, A.L.: 'The theory of approximation in normed linear
(1908), 193-254. spaces', Itogi Nauk. Mat. Anal 1967 (1969), 75-132 (in Rus-
[2] HARDY, G.H.: Divergent series, Oarendon Press, 1949. sian).
[3] GRONWALL, T.: 'Ueber einige Summationsmethoden und ihre Yu.N. Subbotin
Anwendung auf die Fouriersche Reihe', J. Reine Angew. Math.
147 (1917), 16-35. Editorial comments. An account of the life and work of
A.A. Zakharov de Ia Valle&-Poussin can be found in, e.g., [A1].
AMS 1980 Subject Classification: 40GXX A sequence of points X;, a:s;;;x 1 < · · · <xm:s;;;b, is called
an alternation for a continuous function g on [a, b] if
DE LA V ALLEE-POUSSIN THEOREM - 1) The de g(x;)=(-1YII g II where II g II =maxxe[a,bJ I g(x) I·
Ia Vallee-Poussin theorem on the distribution of prime References
numbers: Let '1T(x) be the number of primes smaller [A1] FAVAitD, J.: 'Hommage h Charles de Ia Vallee Poussin
(1866-1962)', in P.L. Butzer and J. Korevaar (eds.): On
than x; then, if x~l, the following equality is valid:
approximation theory, Birkhauser, 1964, pp. 1-3.
w(x) = lix+O(xe-c~). [A2] CIIENEY, E.W.: Introduction to approximation theory, Chel-
sea, reprint, 1982.
where C is a positive constant and lix is the integral
logarithm of x. This theorem demonstrates the correct- AMS 1980 Subject Classification: 41A50, 10H15
ness of Gauss' hypothesis on the distribution of prime
numbers, viz., as x--++oo, DE MoiVRE FORMULA- The formula expressing
the rule for raising a complex number, expressed in tri-
lix-~ gonometric form
lnx·
Established by Ch.J. de la Vallee-Poussin [IJ. Cf. Distri- z = p(cosq,+isinq,),
bution of prime numbers. to an n-th power. According to de Moivre's formula the
References modulus p of the complex number is raised to that
[1] VAI.UE-PoussiN, CHJ. DE LA: 'Recherches analytiques sur Ia power and the argument 4> is multiplied by the
theorie des nombers premiers', Ann. Soc. Sci. Bruxelles .20 exponent:
(1899), 183-256.
[2] VAI.UE-PoussiN, CH.J. DE LA: 'Sur la fonction f(s) de z" = (p{cosq,+i sinq,)r = p"(cosn<f>+i sinnq,).
Riemann et Ia nombre des nombres premiers inferieurs a une
limite donnee', Mem. Couronnes Acad. Sci. Be/g. 59, no. I The formula was found by A. de Moivre (1707), its
( 1899-1900). modem notation was suggested by L. Euler (1748).

92
DE RHAM THEOREM

De Moivre's formula can be used to express cos ncf> These sheaves are coherent on S iff is a proper mor-
and sinnet> in powers of coscf> and sincf>: phism.
cosn!/> =cos" I/>- (2] cos"- 2!/>sin2!/>+ References
[I] GROTHENDIECK, A.: 'On the de Rham cohomology of algebraic

+ (4) cos"-4!/>sin4!/>_ ... , varieties', Pub/. Math. IHES 29 (1966), 351-359.
[2] HARTSHORNE, R.: Ample subvarieties of algebraic varieties,
sinn!/> = (i) cos"- 1!/>Sin!/>- (3) cos"- 3!/>sin3!/>+ · · ·. Springer, 1970.
[3] HARTSHORNE, R.: 'On the de Rham cohomology of algebraic
varieties', Pub/. Math. IHES 45 (1975), 5-99. A.L Onishchik
Inversion of de Moivre's formula leads to a formula for
extracting roots of a complex number: AMS 1980 Subject Classification: 14F40, 58A12
[p(cos!/>+isin!/>)]1/n =
DE RHAM TIIEOREM - A theorem expressing the
= p11n [cos cp+:'ITk +isin cp+:'ITk ]• k=O, 1, ... ,
real cohomology groups of a differentiable manifold M
which is also sometimes called de Moivre's formula. in terms of the complex of differential forms (cf. Dif-
BSE-3 ferential fonn) oil M. If E*(M)= ~n =OEP(M) is the de
Rham complex of M, where EP(MJ is the space of all
Editorial comments.
infinitely-differentiable p-forms on M equipped with
References the exterior differentiation, then de Rham's theorem
[A1] MARKusHEVICH, A.l.: Theory of functions of a complex vari-
able, 1, Chelsea, 1977 (translated from the Russian).
establishes an isomorphism between the graded coho-
mology algebra H* (E* (M)) of the complex E* (M) and
AMS 1980 Subject Classification: 30-XX the cohomology algebra H* (M, R) of M with values in
R. An explicit interpretation of this isomorphism is that
DE MoiVRE- LAPLACE THEOREM - See Laplace to each closed p-form w there is associated a linear
theorem. i
form y--+ w on the space of p-dimensional singular
y
AMS 1980 Subject Classification: 60F05 cycles y in M.
The theorem was first established by G. de Rham [1],
DE RHAM COHOMOLOGY of an algebraic variety - although the idea of a connection between cohomology
A cohomology theory of algebraic varieties based on and differential forms goes back to H. Poincare.
differential forms. To every algebraic variety X over a There are various versions of de Rham's theorem.
field k is associated a complex of regular differential For example, the cohomology algebra H*(E;(M)) of
forms (see Differential fonn on an algebraic variety); its the complex E;(M) of forms with compact supports is
cohomology groups mR(X I k) are called the de isomorphic to the real cohomology algebra n;
(M, R) of
Rham cohomology groups of X. If X is a smooth com- the manifold M with compact supports. The cohomol-
plete variety and if char k =0, then de Rham cohomol- ogy of M with values in a locally constant sheaf of vec-
ogy is a special case of Wei1 cohomology (see [2], [3]). If tor spaces is isomorphic to the cohomology of the com-
X is a smooth affine variety and if k = C, then the fol- plex of differential forms with values in the correspond-
lowing analogue of the de Rham theorem is valid: ing flat vector bundle [3]. The cohomology of a simpli-
cial set S with values in any field k of characteristic 0 is
H~R (X I k) :::::: HP(Xan, C), p ;;;.:o,
isomorphic to the cohomology of the corresponding de
where xan is the complex-analytic manifold Rham polynomial complex over k. In the case when S
corresponding to the algebraic variety X (see [1]). For is the singular complex of an arbitrary topological
example, if X is the complement of an algebraic hyper- space X one obtains in this way a graded-commutative
sudace in pn(q, then the cohomology group HP(X, q differential graded k-algebra AdR(X) with cohomology
can be calculated using rational differential forms on algebra H*(AdR(X)) isomorphic to the singular coho-
pn(q with poles on this hypersudace. mology algebra H*(X, k) (see [4]). If X is a smooth
For any morphism f: X --+S it is possible to define affine algebraic variety over C, then the cohomology
the relative de Rham complex ~P ;;.of(~ 1 s) (see algebra H* (X, q is isomorphic to the cohomology
Derivations, module of), which results in the relative de algebra of the complex of regular differential forms on
Rham cohomology groups mR(X IS). If X=SpecA M (see de Rham cohomology).
and S=SpecB are affine, the relative de Rham com- References
plex coincides with AO~ 1 B· The cohomology groups [I] RHAM, G. DE: 'Sur !'analysis situs des varietes an dimensions',
J. Math. Pures Appl. Ser. 9 10 (1931), 115-200.
~R(X IS) of the sheaf complex ~p;;.of.~ 1 s on S
[2] RHAM, G. DE: Differentiable manifolds, Springer, 1984
~e called the relative de Rham cohomology sheaves. (translated from the French).

93
DE RHAM THEOREM

[3] RAGHUNATHAN, M.: Discrete subgroups of Lie groups, Springer, in a neutral medium consisting of positively and nega-
1972. tively charged particles (a plasma, electrolytes). Outside
[4] LEHMANN, D.: 'Theorie homotopique des forms differentielles the sphere of radius equal to the Debye length, the field
(d'apres D. Sullivan)', Asterisque 45 (1977). A.L Onishchik
is shielded as a result of the polarization of the sur-
AMS 1980 Subject Classification: 58A12 rounding medium.
The Debye length is defmed by the formula:
DE RHAM TORSION - An invariant enabling one to 4-rre~N ] -I/2
d= [ ~....=LL
distinguish many structures in differential topology. It j k1j '
is the same as the Reidemeister torsion.
where ej, Nj, 1j are, respectively, the electric charge, the
AMS 1980 Subject Classification: 5701 0 number density and the temperature of the particles of
kind j, and k is the Boltzmann constant. The summa-
tion is carried out over all kinds of particles, the neu-
DEAD-END DISJUNCfiVE NORMAL FORM - A
disjunctive form, representing a given Boolean function, trality condition ~ljNj=O being satisfied. An impor-
that cannot be reduced, neither by crossing-out letters tant parameter of the medium is the number of parti-
in some conjunction, nor by disregarding some con- cles in the sphere of radius equal to the Debye length:
junction. A minimal disjunctive normal form is 4ft
obtained from a reduced disjunctive normal form by
nD = 3d 3 ~i;
1
deleting some conjunctions; this is not a single-valued it describes the ratio between the average kinetic energy
process and it ramifies into 'dead-ends', i.e. into dis- of the particles and the average energy of their
junctive normal forms in which no term can be deleted. Coulomb-type interaction:
Such forms are called dead-end d~sjunctive normal forms.
A dead-end disjunctive normal form need not be Ekin ] 3 / 2
nD- [ - - .
Ecoul
minimal.
The value of this concept consists, at one side, in the This number is small, typically nv- w-
4 , for electro-

fact that the dead-end disjunctive normal forms model, lytes, and is large for a plasma in all kinds of physical
in the optimization problem, the local minima among states. As a result, methods of the kinetic theory may
which the global minima (the minimal disjunctive nor- be employed to describe the plasma. The concept of the
mal forms) have to be found. On the other hand, when Debye length was introduced by P. Debye in connec-
minimizing Boolean functions in practice one often res- tion with his studies on electrolytic phenomena.
tricts to the construction of a dead-end disjunctive nor- D.P. Kostomarov
mal form. An estimation of the complexity of dead-end
Editorial comments.
disjunctive normal forms is exemplified by: 1) the fast
growth of the number of dead-end disjunctive normal References
[A1] LEvlcH, B.G.: Theoretical physics, 2: Statistical physics. Elec-
forms with the growth of the number n of variables of tromagnetic processes in matter, North-Holland, 1971.
Boolean functions (the order is 22cn); 2) the small part
(tending to zero as n~oo) of minimal disjunctive nor- AMS 1980 Subject Classification: 82A45
mal forms among the dead-end ones; and 3) the unres-
tricted growth (as n~oo) of the complexity of DECIDABLE FORMULA (in a given system) - A for-
transforming a given dead-end disjunctive normal form mula A of a given fonnal system that is either provable
to a minimal disjunctive normal form. These statements in this system (that is, is a theorem) or refutable (that
hold both for the 'worst' functions and in 'typical' is, its negation -,A is provable). If every closed formula
cases, i.e. for a totality of functions whose ratio to all of a given formal system is decidable, then such a sys-
functions tends to one as n ~ oo. tem is said to be complete. (Note that it is impossible to
See also Boolean functions, nonnal forms of. require that all, and not just the closed, formulas be
V. V. Glagolev decidable in the system. Thus, the formula x =0, where
Editorial comments. The phrase 'dead-end disjunctive x runs over natural numbers, expresses neither a true
normal form' is not used in Western literature. The notion nor a false proposition and therefore neither it nor its
covered by it is often unnamed, or goes by a phrase like negation is a theorem of formal arithmetic.)
'irreducible disjunct(ive) normal form'. The name 'decidable formula' comes from the fact
AMS 1980 Subject Classification: 06E99, 68005 that the truth· or falsehood of the statement expressed
by such a formula can be decided on the basis of the
DEBYE LENGTH, Debye radius - The distance of given system of axioms. By the GOdel incompleteness
the action of the electric field of a single electric charge theorem there is an undecidable statement in any for-

94
DECIMAL APPROXIMATION OF A REAL NUMBER

mal system of arithmetic, that is, a closed formula can listed above consist of establishing that the sets
be found that is not decidable in this system. In partic- corresponding to them are undecidable (see also Algo-
ular, the formula expressing the assertion that such a rithmic problem).
system is consistent turns out to be not decidable. References
The term 'decidable formula' should be distinguished [1] MENDELSON, E.: Introduction to mathematical logic, v. Nos-
from the term 'decidable predicate'. trand, 1964.
V.E. Plisko N.M. Nagornyi
Editorial comments. A formula that is not decidable in a Editorial comments.
system is called an undecidable formula in this system, cf. References
also Undecidability. [A1] ROGERS, JR., H.: Theory of recursive functions and effective
computability, McGraw-Hill, 1967.
References [A2] KLEENE, S.C.: Introduction to metamathematics, North-
[A1] RABIN, M.O.: 'Decidable theories', in J. Barwise (ed.): Hand-
Holland, 1951.
book of mathematical logic, North-Holland, 1977, pp. 595-
629. AMS 1980 Subject Classification: 03DXX
AMS 1980 Subject Classification: 03825
DECILE - A value of x at which a distribution func-
DECIDABLE PREDICATE - An n-place predicate P
tion F assumes values equal to j I 10 for j = 1, ... , 9.
If deciles exist, they give a fair idea about the shape of
given on a certain set of constructive objects (for exam-
the distribution curve. The distance between the ninth
ple, natural numbers) M for which there exists an algo-
and the first decile is called the inter-decile width, which
rithm which enables one to find the value (T or F) of
gives an idea of the scatter of the distribution. A decile
P on any n-tuple a 1 , ••• , an of elements in M. In other
words, a predicate is decidable if, regarded as an n- is a special case of a quantile. N.M. Khaljina
place function on M with values in the set {T, F}, it is AMS 1980 Subject Classification: 62EXX
a computable function.
When the concept of a recursive function or some DECIMAL APPROXIMATION OF A REAL
equivalent concept is used as a mathematical refine- NUMBER - An approximate representation of a real
ment of the concept of computability, then the term number by a finite decimal fraction. Any real number a
'recursive predicate' is usually employed instead of can be written in the form of an infinite decimal frac-
'decidable predicate'. V.E. Plisko tion
Editorial comments. So, P is a decidable predicate if the
where ao is a non-negative integer, an is one of the
set of n-tuples on which P takes the value T (true) is a
digits 0, ... , 9 and n = 1, 2, .... If one excludes infin-
decidable set.
ite periodic decimal fractions with periods exclusively
AMS 1980 Subject Classification: 03DXX consisting of nines, one can write any real number in a
unique manner as an infinite decimal fraction. Select
DECIDABLE SEf - A set of constructive objects (cf. such a notation for numbers and let a ~0; then the fin-
Constructive object) of some fixed type which admits ite decimal fraction
an algorithm for checking whether an element belongs
to it. In fact one can restrict oneself to the concept of a
(or an =ao.a 1 • • ·an+ 10-n) is said to be the lower
decidable set of natural numbers, since the more gen-
(upper) decimal approximation of order n of a. If a<O
eral case can be reduced to this case by enumerating
and a'= -a, then the lower an and the upper an
the objects under consideration. A set M of natural
decimal approximations of order-n of a are defined by
numbers is said to be decidable if there exists a general
recursive function f such that M = { n: f(n) = 0}. In this
case f is an algorithm for checking whether a natural The following relations are valid for a decimal approxi-
number belongs to M. Actually, n EM is equivalent to mation of a real number
f(n)=O. A decidable set of natural numbers is also
often called a general recursive set or a recursive set.
In many well-known mathematical problems (such as an -an = w-n.
the word identity problem, the homeomorphism prob- It follows that
lem, Hilbert's 10-th problem, the 'Entscheidungsprob-
lem' in mathematical logic) one is required to prove or
lim(an±bn)
n-+OO- -
= a±b, lim anbn
n~OO--
= ab,
refute the assertion that a certain concrete set is decid- and if b=/=0, then limn-. 00 an Ibn =a I b, and upper
able. Well-known (negative) solutions to the problems approximations may be takeninstead of lower.

95
DECIMAL APPROXIMATION OF A REAL NUMBER

Decimal approximations are used in practice for as the decimal digits. If a decimal fraction contains no
approximate calculations. The approximate values of integer part, i.e. its absolute value is smaller than one, a
the sums a + b, differences a - b, products ab, and quo- zero is placed to the left of the decimal point.
tients a/bare given, respectively, by ~n +~n· ~n -~n• An infinite decimal fraction is an infinite sequence of

(an~)n and [ :: t digits such as

where a0 is an integer, while each one of the numbers
(2)

As a result of these operations on finite decimal frac- bj, j= 1, 2, ... , assumes one of the values 0, ... , 9.
tions an and bn, which have at most n significant fig- Any real number a is the sum of such a series, i.e.
ures tothe right of the decimal point, one again obtains bk
a = a 0 + ~ --;;;-.
00

decimal fractions with at most n significant figures to k=l hr
the right of the decimal point. The sought-for result
The partial sums of the series (2) are finite decimal
may be obtained to any desired degree of accuracy
fractions a 0 .b 1 • • • bn, which are approximate values of
using these fractions. L D K··. ,~
. . uuryavtsev the number a smaller than a; the numbers
I
AMS 1980 Subject Classification: OOA25, 26A99 ao.b 1 •• ·b +-
n Ion

DECIMAL COMPUfATION SYSTEM- A positional are the respective approximate values larger than a. If
number system to the base 10. The modem decimal there exists integers n and m such that for all i>n the
system can be traced to India, where a decimal place- equalities
b; = b;+m•
value system was in use approximately 600 A.D .. It
are valid, the infinite decimal fraction is said to be
obtained the name of 'Arabic' number system, since it
periodic. Any finite decimal fraction may be regarded
first became known in Europe via Arabic sources. The
as an infinite periodic fraction with b; =0 fori >n. If a
notation of a number in the decimal computation sys-
is a rational number, the corresponding fraction (2) will
tem is compact and convenient in performing arithmet-
be periodic. If a is irrational, the fraction (2) cannot be
ical operations. Owing to its obvious advantages over
periodic.
alphabetic systems and the Roman number system, it S.A. Stepanov
has been universally adopted. AMS 1980 Subject Classification: 1OA99
V.I. N echaev
Editorial comments. The earliest written evidence of DECISION _FUNCOON - The same as a Skolem
numbers in decimal place-value notation was found in India. function.
It is commonly assumed (1988) that the system originated in
India, but the date is unknown, and the Indian origin is Editorial comments. The phrase 'decision function' in
disputed by some scholars. Apart from the designation 'Ara- this sense is never used in Western literature.
bic system' (cf. also Arabic numerals) the phrase 'Hindu- AMS 1980 Subject Classification: 03-XX
Arabic system' is also in use.
About the Roman system see Roman numerals, for yet DECISION FUNCOON, decision procedure, statistical
another system see, e.g., Slavic numerals. decision rule - A rule according to which statistical deci-
AMS 1980 Subject Classification: OOA25 sions are tnade on the basis of observations obtained.
Let X be a random variable that takes values in a
DECIMAL FRACOON - An arithmetical fraction sampling space (1, 81, P8 ), 0E8, and let D={d} be
with an integral power of 10 as its denominator. The the set of all possible decisions d that can be taken
following notation has been accepted for a decimal relative to the parameter 0 with respect to a realization
fraction: of X. According to the accepted terminology in
(I) mathematical statistics and the theory of games, any
where OE;;;a;, bj<10 are integers and if k=I=O then ak is 81-measurable transformation ~: 1~D of the space of
also non-zero. realizations 1 of X into the set of possible decisions D
Formula (1) expresses the number is called a decision function. For example, in the sta-
bl b, tisti~al ~stimation of the parameter (J any point estima-
aki()k + · · · +atiO+ao+W+ · · · +}(Y. tor O=O(x) is a decision function. A basic problem in
For example, statistics in obtaining statistical conclusions is the
choice of a decision function ~(·) that minimizes the
w3 = 0.3; 3524
100 = 35.24; 15
1000 = 0.015. risk
R (0, 8) = Eo[L (0, 8(X))]
The digits to the right of the decimal point are known relative to the loss function L(·, ·) used.

96
DECOMPOSITION

The concept of a decision function is a basic concept first-order predicate calculus whether or not that formula is
in the theory of statistical decision functions as valid (the 'Entscheidungsproblem'); and 4) the problem of
developed by A. Wald. deciding for any group given in terms of generators and
References relations and any string of generators whether or not that
[I] CIIENTSOV, N.N.: Statistical decision rules and optimal conclu- string can be reduced to the identity in the group (the 'word
sions, Moscow, 1972 (in Russian). problem' for groups).
[2] WALD, A.: Statistical decision functions, Wiley, 1950. The term 'mass problem', the literal translation of the ori-
M.S. Nikulin ginal title of this article, rarely occurs in the literature.
Editorial comments. Ct. also Statistical decision References
theory. [A1] DAVIS, M.: Computability and unsolvabi/ity, McGraw-Hill,
1958.
References [A2] DAVIS, M. (Eo.): The undecidable, Raven Press, 1965.
[A1] BERGER, J.O.: Statistical decision theory. Foundations, con- [A3] HERMEs, H.: Enumerability, decidability, computability,
cepts and models, Springer, 1980. Springer, 1965.
[A4] MINSKY, M.: Computation: finite and infinite machines,
AMS 1980 Subject Classification: 62CXX, 90035 Prentice-Hall, 1972.
[A5] RoGERS, JR., H.: Theory of recursive functions and effective
DECISION PROBLEM, algorithmic problem - The computability, McGraw-Hill, 1967.
question of the existence of an effective computational AMS 1980 Subject Classification: 68C05, 03035
procedure or algorithm for deciding the truth of falsity
of any instance of a parametric statement. Simple DECODING - See Coding and decoding.
examples of decision problems are: addition of two
given decimal numbers, multiplication of two given AMS 1980 Subject Classification: 94AXX
numbers, the verification of whether or not a given
DECOMPOSmON - 1) A decomposition is a
integer is prime, to find the derivative of a given func-
representation of a given set as the union of a system
tion, to expand a given function into a power series,
of pairwise disjoint sets.
etc.
In discrete geometry one frequently considers the
If no algorithm exists for a problem at hand, this
decomposition of some space into closed domains
problem is said to be undecidable or unsolvable.
which cover the entire space and whose pairwise inter-
The problem of finding an algorithm which solves a
sections have no interior points (they may have com-
given decision problem is sometimes also called the
mon boundary points). For example, if one fixes any
recognition problem or solvability problem. This last
point lattice in the Euclidean space Rn and assigns to
somewhat unfortunate term historically first appeared
each point of the lattice those points of the space that
in connection with the problem of deciding for a well-
are less distant from this point than from any other
formed formula from the first-order predicate calculus
point of the lattice, then the so-called
whether the formula is valid. Generally speaking, when
Dirichlet- Voronoi decomposition is obtained. A decom-
considering the solvability of a given decision problem
position of a space P is called regular if for any
it is natural to consider this problem in terms of the
domains D 1 and D 2 in it there is a motion M for
existence or non-existence of an algorithm for it.
which D 2 =M(DJ) and P =M(P). See also Voronoi lat-
Cf. also Algorithmic problem.
S.I. Adyan tice types.
In combinatorial geometry there are several problems
Editorial comments. Decision problems are meaningful
and results relating to particular decompositions of cer-
only when the notion of an effective computational pro-
tain sets. An example of such a problem is the Borsuk
cedure is suitably formalized, as in the theory of algorithms.
A positive solution to a decision problem consists of giv-
problem: Is it possible to divide any set of diameter d
ing an algorithm for solving it, the problem is then said to be in Rn into n + 1 parts, each of them having diameter
decidable or solvable. less than ([! In Rn there are bounded sets for which a
Examples of solvable decision problems are: i) the prob- decomposition into a smaller number of such parts is
lem of deciding whether or not a given integer is prime; and impossible. Any decomposition determines a certain
ii) the problem of deciding for any polynomial with integer covering (cf. Covering (of a set)) and from any covering
coefficients whether or not it has a real root. Examples of one can obtain a decomposition. Decompositions are
unsolvable decision problems are: 1) the problem of decid- closely connected with the illumination problem and the
ing for any effectively given real number whether or not it is Hadwiger hypothesis.
zero; 2) the problem of deciding for any multi-variable poly-
References
nomial with integer coefficients whether or not that polyno-
[1) BOLTYANSKii, V.G. and SoLTAN, P.S.: The combinatorial
mial has all integer roots ('Hilbert's 10-th problem'); 3) the geometry of various classes of convex sets, Kishinev, 1978 (in
problem of deciding for any well-formed formula from the Russian).

97
DECOMPOSITION

[2A] GRONBAUM, B.: 'Borsuk's problem and related questions', in boundary separating the cells are taken for the values
V.L. Klee (ed.): Convexity, Proc. Symp. Pure Math., Vol. 7, at the cell boundary. This approximation is valid at
Amer. Math. Soc., 1963, pp. 271-284.
least within a time interval A.t, as long as the pairwise
[2B] GRONBAUM, B.: 'Measures of symmetry for convex sets', in
V.L. Klee (ed.): Convexity, Proc. Symp. Pure Math., Vol. 7, interactions do not affect each other. After computing
Amer. Math. Soc., 1963, pp. 233-270. the flows according to the values of the gas parameters
P.S. So/tan at the cell boundaries and knowing the initial step dis-
Editorial comments. tribution at time t 0 , the step distribution at to +A.t is
References calculated using the mass, momentum and energy bal-
[A 1] BOLTYANSKIT, V.G. and GoKHBERG, I.Ts.: Siitze und Prob- ances for every cell of the difference grid. The differ-
leme der Kombinatorische Geometrie, Deutsch. Verlag
Wissenschaft., 1972 (translated from the Russian). ence grid itself can be changed during the calculations.
2) A decomposition of a space X is a system W1 of dis- Its motion can be either specified independently or
joint subsets with union X. The set W1 becomes a topo- defined in accordance with the characteristic features of
logical space if one defines its open sets to be all the the problem. The above limitation on A.t is, essentially,
sets WC W1 whose pre-images under the natural map- the condition of stability of the computing scheme
ping p.: X ~un (assigning to each point x EX the unique described.
set M cun containing it) are open sets in X. This approach to constructing computation algo-
rithms can be extended to problems of hydrodynamics
Editorial comments. A decomposition 9R defines an
with heat conduction, to elasticity theory, etc. Owing to
equivalence relation in X (and inversely of course). The
an obvious physical interpretation and universality, and
topology on 9R makes. 9R the quotient space of X tor this
equivalence relation.
since the boundary conditions are adequate to the ini-
3) A decomposition is a locally finite covering of a tial differential formulation, the decomposition-
space whose elements are canonical closed sets with dis- discontinuity method has become widely used for
joint open kernels. numerically solving problems in mathematical physics.
M.I. Voitsekhovskii References
Editorial comments. Instead of the word 'decomposi- (1] LANDAU, L.D. and LIFSCIDTZ, E.M.: Fluid mechanics,
Pergamon, 1959.
tion', 'partition' is often used (in all three cases). However,
(2] GoDOUNOV, S. (S. GoDUNOV), ET AL.: Resolution numerique des
'partition' has also other (natural) meanings, e.g. ct. Parti- problemes multidimensionel/s de Ia dynamique des gas, Mir, 1979
tion. See also, e.g., Measurable decomposition. (translated from the Russian).
A. V. Zabrodin
AMS 1980 Subject Classification: 03E05, 05A17, AMS 1980 Subject Classification: 76-XX
51M20, 54815
DECREASING FUNCfiON - A function f defined on
DECOMPOSmON·DISCONTINUITY MEIHOD - a set E of real numbers such that the condition
One of the methods for the numerical solution of prob- x' < x", x',x" eE,
lems in mathematical physics. The term
:decomposition-discontinuity' comes from gas dynam- implies
f(x') > f(x").
ICS. It denotes a process resulting from the contact of
Sometimes such a function is called strictly decreasing
two masses of gas with different values of the dynamic
and the term 'decreasing function' is applied to func-
parameters (density, velocity, pressure, internal energy).
tions satisfying for the indicated values x', x" only the
As applied to the numerical solution of problems in gas
conditionj(x');;;.oj(x'') (a non-increasingfunction). Every
dynamics, the method is as follows. A difference grid is
strictly decreasing function has an inverse function,
constructed for the domain where a problem is to be
which is again strictly decreasing. If x 0 is a left-hand
numerically solved (see Variable-grid method). It is
(respectively, right-hand) limit point of E, f is non-
assumed that the dynamic parameters of the gas within
increasing and if the set {y: y=f(x), x>x 0 , xEE} is
each cell are constant and equal to certain average
bounded from above (respectively, {y: y=f(x), x<x 0 ,
values obtained from their known distribution. Then
xEE} is bounded from below), then for x~x 0 +0
for every cell boundary of the grid a decomposition-
(respectively, x~xo -0), x EE, f(x) has a finite limit; if
discontinuity problem is solved for the two gas volumes
the given set is not bounded from above (respectively,
in the adjacent cells. In the case of two semi-
from below), then f(x) has an infinite limit, equal to
unbounded volumes of gas when the distribution of the
dynamic parameters is constant in each of them and
+ oo (respectively, - oo ). LD. Kudryavtsev
whe~ the contact surface of the volumes is a plane, a Editorial comments. A function f such that - f is
solvmg algorithm can be compiled easily. The values of decreasing is called increasing (ct. Increasing function).
the dynamic parameters obtained from this solution
and corresponding to the time-space position of the AMS 1980 Subject Classification: 26A 12

98
DEDEKIND RING

DECREASING SEQUENCE - A sequence {Xn} such commutative integral domain) in which each proper
that for each n = 1, 2, ... , one has Xn >xn+ I· Some- ideal can be represented as a product of prime ideals
times such a sequence is called strictly decreasing, while (an ideal P of R is said to be prime if the quotient ring
the term 'decreasing sequence' is applied to a sequence R I p does not contain divisors of zero). This name was
satisfying for all n the condition Xn;;;;,. Xn +I· Such a given to such rings in honour of R. Dedekind, who was
sequence is sometimes called non-increasing. Every one of the first to study such rings in the eighteen-
non-increasing sequence that is bounded from below seventies.
has a finite limit, while one that is not bounded from Any principal ideal domain is a Dedekind ring. If R
below has limit - oo. is a Dedekind ring and L is a finite algebraic extension
LD. Kudryavtsev
of its quotient field, the integral closure of R in L (i.e.
AMS 1980 Subject Classification: 40A05 the totality of elements of L which are roots of equa-
tions ,Jf the type xn+a 1xn-l+ ··· +an=O, a;ER)
DEDEKIND CRITERION (CONVERGENCE OF will again be a Dedekind ring. In particular, one has
SERIES) - The series ~ 00-
anbn, where an and bn are that the rings of algebraic integers and maximal orders
complex numbers, ~""""fiverges
if the series in algebraic number fields are Dedekind, i.e. the
~:= 1 (an-an+d converges absolutely, an~o. and if integral closures of rings of integers in finite algebraic
the partial sums of the series ~:= 1bn are bounded. extensions of the field of rational numbers.
LD. Kudryavtsev In a Dedekind ring R each proper ideal can be
uniquely represented as a product of prime ideals. This
Editorial comments. The proof is based on the formula
theorem arose in the problem of decomposition of ele-
of summation by parts: Put Bn = ~~ = 1 bk for n >0 and
ments into prime factors in maximal orders in algebraic
8 0 =0. Then for 1~p<q one has
,g, q-1
number fields. Such a decomposition is, as a rule, not
.z anbn = ~ Bn(Bq-an+1)+BqBq-Bp-1 ap. unique.
n=p n=p A ring R is a Dedekind ring if and only if the semi-
A related convergence criterion is the Dirichlet criterion group of fractional ideals (cf. Fractional ideal) of this
(convergence of series). ring is ·a group. Each fractional ideal of a Dedekind
References ring R can be uniquely represented as the product of
[A1] RUDIN, W.: Principles of mathematical analysis, McGraw-Hill, (positive or negative) powers of prime ideals of R. A
1953.
Dedekind ring can be characterized as follows: A Com-
AMS 1980 Subject Classification: 40A05 mutative integral domain R is a Dedekind ring if and
only if R is a Noetherian ring, if each proper prime
DEDEKIND CUT, cut - A subdivision of the set of ideal of the ring R is maximal and if R is integrally
real (or only of the rational) numbers (of) R into two closed, i.e. coincides with its integral closure in its field
non-empty sets A and B whose union is R, such that of fractions. In other words, a Dedekind ring is a
a<b for every aEA and bEB. A Dedekind cut is Noetherian normal ring of Krull dimension one. The
denoted by the symbol A IB. The set A is called the so-called Chinese remainder theorem is valid for a
lower class, while the set B is called the upper class of Dedekind ring R: For a given finite selection of ideals
A IB. Dedekind cuts of the set of rational numbers are I; and elements x; of R, i = 1, ... , n, the system of
used in the construction of the theory of real numbers congruences X=X; (modi;) has a solution x ER if and
(cf. Real number). The concept of continuity of the real only if x;~j (modi;+ Ij) for i=/=j. A Dedekind ring R
axis can be formulated in terms of Dedekind cuts of may also be characterized as a Krull ring of dimension
real numbers. one. Each Dedekind ring is a regular commutative ring
LD. Kudryavtsev
and all its localizations by maximal ideals form a
Editorial comments. For the construction of R from Q
discretely-nonned ring. The semi-group of non-zero
using cuts see [A 1].
ideals of a Dedekind ring R is isomorphic to the semi-
References group P of divisors (cf. Divisor) of this ring.
[A1] RUDIN, W.: Principles of mathematical analysis, McGraw-Hill, References
1953. [1] ZARISKl, 0. and SAMUEL, P.: Commutative algebra, I, Springer,
1975.
AMS 1980 Subject Classification: 26A03
[2] KUROSH, A.G.: Lectures on general algebra, Chelsea, 1963
DEDEKIND LATfiCE - The same as modular lattice. (translated from the Russian).
(3] BOREVICH, Z.l. and SHAFAREVICH, I.R.: Zahlentheorie,
AMS 1980 Subject Classification: 06CXX Birkhiiuser, 1966 (translated from the Russian).
[4] BoURBAKI, N.: Elements of mathematics. Commutative algebra,
DEDEKIND RING - An associative-commutative Addison-Wesley, 1972 (translated from the French).
ring R with a unit having no divisors of zero (i.e. a LA. Bokut'

99
DEDEKIND RING

Editorial comments. For Krull dimension see (the edi- deduce logically formula B from formula A. In the sim-
torial comments to) Dimension. For normal ring see Normal plest case of classical, intuitionistic, etc., propositional
ring. calculus, a deduction theorem states the following: If
AMS 1980 Subject Classification: 13F05, 12A90, f,A1-B (B is deducible from the assumptions f,A),
12AXX then ·
f ~(A :::>B) (*)
DEDEIUND 'DIEOREM on the continuity of the real (f may be empty). In the presence of quantifiers an
axis- For any cut A IB of the set of real numbers (see analogous statement is false:
Dedekind cut) there exists a real number a which is
either the largest in the class A or the smallest in the A(x) ~ VxA(x),
class B. This statement is also known as the Dedekind but not
1-A(x) :::> VxA(x).
principle (axiom) of continuity of the real axis (cf. Real
number). The number a is the least upper bound of A One of the formulations of a deduction theorem for
and the greatest lower bound of B. traditional (classical, intuitionistic, etc.) predicate cal-
LD. Kudryavtsev culus is: If f,AI-B, then
AMS 1980 Subject Classification: 26A03 f ~(VA :::>B),
where VA is the r~sult of prefixing

quantifiers (cf.
DEDEIUND ZETA·FUNCOON - See Zeta-function Quantifier) over all the free variables of the formula A.
in number theory. In particular, if A is a closed formula, a deduction
AMS 1980 Subject Classification: 1OH1 0 theorem assumes the form (*). This formulation of a
deduction theorem makes it possible to reduce proof
DEDUCIBLE RULE - A meta-mathematical theorem search in axiomatic theories to proof search in predi-
(cf. Meta-theorem) from which it is allowed by the use cate calculus: Formula B is deducible from axioms
of a finite number of derivations (cf. Derivation, logical) A 1, ••• ,A11 if and only if the formula
from hypotheses f;I-A; (1 ~i ~n, n ;;o,O) to show that a
VA1 :::> (VA2 :::>···:::>(VAn:::> B)···)
formula A is derivable from the hypotheses f; the
derivations f;I-A; are called auxiliary derivations of the is deducible in predicate calculus.
deducible rule, while the conclusion fi-A is called the A deduction theorem is formulated in a similar
resulting derivation. A deducible rule is a special case of manner for logics with operations 'resembling' quantif-
a sound rule. The most important examples of deduci- iers. Thus, a deduction theorem has the following form
ble rules are the deduction theorem, the rule of reductio for the modal logics S4 and SS (cf. Modal logic):
ad absurdwn, and other rules governing the introduc- If f,A ~ B, then r 1- (OA :::>B~
tion and elimination of logical symbols, such as the More precise formulations of deduction theorems are
rules for the introduction of the disjunction: Al-A VB and obtained if one introduces

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