Why Can't We Do Re DX?: Non Impeditus Ab Ulla Scientia

Integration in finite terms
Formalizing the question

Applications
Sources
Technicalities
2
e −x dx?
R
Why can’t we do
Non impeditus ab ulla scientia
K. P. Hart
Faculty EEMCS
TU Delft
Delft, 10 November, 2006: 16:00–17:00
R −x 2
K. P. Hart Why can’t we do e dx?
Applications
Sources
Technicalities
Outline
1 Integration in finite terms

2 Formalizing the question
Differential fields
Elementary extensions
The abstract formulation
3 Applications
Liouville’s
R −z 2 criterion
e dz at last
Further examples
4 Sources
5 Technicalities
R −x 2
Applications
Sources
Technicalities
2
e −x dx’ mean?
R
What does ‘do
R
To ‘do’ an (indefinite) integral f (x) dx, means to find a formula,
F (x), however nasty, such that F 0 = f .
What is a formula?
Can we formalize that?
2
e −x dx cannot be done?
R
How do we then prove that
R −x 2
Applications
Sources
Technicalities
What is a formula?
We recognise a formula when

R −x 2we see one.
E.g., Maple’s answer to e dx does not count, because
1√
π erf(x)
2
2
is simply an abbreviation for ‘a primitive function of e −x ’
(see Maple’s help facility).
R −x 2
Applications
Sources
Technicalities
What is a formula?
A formula is an expression built up from elementary functions

using only
addition, multiplication, . . .
other algebra: roots ’n such
composition of functions
Elementary functions: e x , sin x, x, log x, . . .
R −x 2
Applications
Sources
Technicalities
Can we formalize that?
Yes.
Start with C(z) the field of (complex) rational functions and
add, one at a time,
algebraic elements
logarithms
exponentials
R −x 2
Applications
Sources
Technicalities
2
e −x dx cannot be done?
R
How do we then prove that
We do not look at all functions that we get in this way and check
2
that their derivatives are not e −x .
We do establish an algebraic condition for a function to have a
primitive function that is expressible in terms of elementary
functions, as described above.
2
We then show that e −x does not satisfy this condition.
R −x 2
Formalizing the question Differential fields
Applications Elementary extensions
Sources The abstract formulation
Technicalities
Definition
A differential field is a field F with a derivation, that is, a map

D : F → F that satisfies
D(a + b) = D(a) + D(b)
D(ab) = D(a)b + aD(b)
R −x 2
Technicalities
Main example(s)
The rational (meromorphic) functions on (some domain in) C,

with D(f ) = f 0 (of course).
We write a0 = D(a) in any differential field.
R −x 2
Technicalities
Easy properties
Exercises
(an )0 = nan−1 a0
(a/b)0 = (ab0 − a0 b)/b 2 (Hint: f = a/b solve (bf )0 = a0 for f 0 )
10 = 0 (Hint: 10 = (12 )0 )
The ‘constants’, i.e., the c ∈ F with c 0 = 0 form a subfield
R −x 2
Technicalities
Exponentials and logarithms
a is an exponential of b if a0 = b 0 a
b is a logarithm of a if b 0 = a0 /a
so: a is an exponential of b iff b is a logarithm of a.
‘logarithmic derivative’:
(am b n )0 a0 b0
= m + n
am b n a b
Much of Calculus is actually Algebra . . .
R −x 2
Technicalities
Definition
A simple elementary extension of a differential field F is a field

extension F (t) where t is
algebraic over F ,
an exponential of some b ∈ F , or
a logarithm of some a ∈ F
G is an elementary extension of F is G = F (t1 , t2 , . . . , tN ), where
each time Fi (ti+1 ) is a simple elementary extension of
Fi = F (t1 , . . . , ti ).
R −x 2
Technicalities
Elementary integrals
We say that a ∈ F has an elementary integral if there is an

elementary extension G of F with an element t such that t 0 = a.
The Question: characterize (of give necessary conditions for) this.
R −x 2
Technicalities
A characterization
Theorem (Rosenlicht)
Let F be a differential field of characteristic zero and a ∈ F . If a
has an elementary integral in some extension with the same
field of constants then there are v ∈ F , constants c1 , . . . , cn ∈ F
and elements u1 , . . . un ∈ F such that
u10 u0
a = v 0 + c1 + · · · + cn n .
u1 un
The converse is also true: a = (v + c1 log u1 + · · · + cn log un )0 .
R −x 2
Technicalities
Comment on the constants
1
Consider 1+x 2
∈ R(x)
an elementary integral is

1 x −i
ln ,
2i x +i
using a larger field of constants: C

there are no v , ui and ci in R(x) as in Rosenlicht’s theorem.
R −x 2
Formalizing the question Liouville’s
2 criterion
e −z dz at last
R
Applications
Sources Further examples
Technicalities
R
When can we do f (x)e g (x) , dx?
Let f and g be rational functions over C, with f nonzero and g

non-constant.
fe g belongs to the field F = C (z, t), where t = e g (and t 0 = gt).
F is a transcendental extension of C(z).
If fe g has an elementary integral then in F we must have
u10 u0
ft = v 0 + c1 + · · · + cn n
u1 un
with c1 , . . . , cn ∈ C and v , u1 , . . . , un ∈ C(z, t).
R −x 2
2 criterion
e −z dz at last
R
Applications
Technicalities
The criterion
Using algebraic considerations one can then get the following

criterion.
Theorem (Liouville)
The function fe g has an elementary integral iff there is a rational
function q ∈ C(z) such that
f = q 0 + qg 0
the integral then is qe g (of course).
R −x 2
2 criterion
e −z dz at last
R
Applications
Technicalities
2
e −z dz
R
In this case f (z) = 1 and g (z) = −z 2 .

Is there a q such that 1 = q 0 (z) − 2zq(z)?
Assume q has a pole β and look at principal part of Laurent series
m
X αi
(z − β)i
i=1
Its contribution to the right-hand side should be zero.
R −x 2
2 criterion
e −z dz at last
R
Applications
Technicalities
2
e −z dz
R
We get, at the pole β:

m
X iαi 2zαi
0= − i+1
−
(z − β) (z − β)i
i=1
Successively: α1 = 0, . . . , αm = 0.
So, q is a polynomial, but 1 = q 0 (z) − 2zq(z) will give a mismatch
of degrees.
R −x 2
2 criterion
e −z dz at last
R
Applications
Technicalities
ez
R
z dx
Here f (z) = 1/z and g (z) = z, so we need q(z) such that
1
= q 0 (z) + q(z)
z
RAgain,
z
via partial
R u fractions: no such q exists.
e e dz = eu du = ln1v dv
R
(substitutions: u = e z and u = ln v )
R −x 2
2 criterion
e −z dz at last
R
Applications
Technicalities
sin z
R
z dx
R z −z
In the complex case this is just e −e z dz.
z
Let t = e and work in C(z, t); adapt the proof of the main
theorem to reduce this to z1 = q 0 (z) + q(z) with q ∈ C(z), still
impossible.
R −x 2
Applications
Sources
Technicalities
Light reading
These slides at: fa.its.tudelft.nl/~hart

J. Liouville.
Mémoire sur les transcendents elliptiques considérées comme
functions de leur amplitudes, Journal d’École Royale
Polytechnique (1834)
M. Rosenlicht,
Integration in finite terms, American Mathematical Monthly,
79 (1972), 963–972.
R −x 2
Applications
Sources
Technicalities
A useful lemma, I
Lemma
Let F be a differential field, F (t) a differential extension with the
same constants, with t transcendental over F and such that t 0 ∈ F .
Let f (t) ∈ F [t] be a polynomial of positive degree.
Then f (t)0 is a polynomial in F [t] of the same degree as f (t) or
one less, depending on whether the leading coefficient of f (t) is
not, or is, a constant.
R −x 2
Applications
Sources
Technicalities
A useful lemma, II
Lemma
Let F be a differential field, F (t) a differential extension with the
same constants, with t transcendental over F and such that
t 0 /t ∈ F . Let f (t) ∈ F [t] be a polynomial of positive degree.
for nonzero a ∈ F and nonzero n ∈ Z we have (at n )0 = ht n
for some nonzero h ∈ F ;
if f (t) ∈ F [t] then f (t)0 is of the same degree as f (t) and
f (t)0 is a multiple of f (t) iff f (t) is a monomial (at n ).
R −x 2
Applications
Sources
Technicalities
sin x
R
x dz, I
Write z
R sinFz = C(z) and t = e .
If z dz were elementary then
t2 − 1 u0 u0
= v 0 + c1 1 + · · · + cn n
tz u1 un
with c1 , . . . , cn ∈ C and v , u1 , . . . , un ∈ F (t).
By logarithmic differentiation: the ui ’s not in F are monic and
irreducible in F [t].
R −x 2
Applications
Sources
Technicalities
sin x
R
x dz, II
sin z
R
If z dz were elementary then
t2 − 1 u0 u0
= v 0 + c1 1 + · · · + cn n
tz u1 un
with c1 , . . . , cn ∈ C and v , u1 , . . . , un ∈ F (t).
By the lemma just one ui is not in F and this ui is t.
u0 0
So c1 u11 + · · · + cn uunn is in F .
R −x 2
Applications
Sources
Technicalities
sin x
R
x dz, III
Finally, in
t2 − 1 u0 u0
= v 0 + c1 1 + · · · + cn n
tz u1 un
we must have v = bj t and from this: z1 = b10 + b1 .
P j
R −x 2

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Integration in finite terms

Formalizing the question

Delft, 10 November, 2006: 16:00–17:00

1 Integration in finite terms

We recognise a formula when

A formula is an expression built up from elementary functions

Can we formalize that?

A differential field is a field F with a derivation, that is, a map

The rational (meromorphic) functions on (some domain in) C,

Exponentials and logarithms

A simple elementary extension of a differential field F is a field

We say that a ∈ F has an elementary integral if there is an

The converse is also true: a = (v + c1 log u1 + · · · + cn log un )0 .

Comment on the constants

using a larger field of constants: C

Let f and g be rational functions over C, with f nonzero and g

Using algebraic considerations one can then get the following

the integral then is qe g (of course).

In this case f (z) = 1 and g (z) = −z 2 .

Its contribution to the right-hand side should be zero.

We get, at the pole β:

Here f (z) = 1/z and g (z) = z, so we need q(z) such that

These slides at: fa.its.tudelft.nl/~hart

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