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Cauchy’s Cours d’Analyse

Rob Bradley Dept. of Mathematics and Computer Science Adelphi University Garden City, NY 11530

bradley

at

adelphi

dot

edu

MAA Short Course, San Francisco, CA January 12, 2010

Augustin-Louis Cauchy (1789-1857) 1
Augustin-Louis Cauchy (1789-1857) 1

Augustin-Louis Cauchy (1789-1857)

Editions of the Cours d’analyse

French: 1821 Original edition, 1897 Oeuvres compl`etes. Both are available at gallica.bnf.fr.

German: 1828, 1864

Russian: 1885

Spanish: 1994

English: 2009. Springer, joint work with Ed Sandifer

3

From the Translators’ Preface:

“We believe that the primary purpose of a translation such as this one is to make the work available in English, and not to provide a platform for our opinions on how this work should be interpreted. Towards this end, we have generally limited our commentary to expository remarks rather than interpretative ones. For those passages that are controversial and subject to a variety of interpreta- tions, we try to refer the interested reader to appropriate entry-point sources and do not try to be comprehensive.”

Our ambition is, as much as the very idea of trans- lation allows, to let Cauchy speak for himself.”

Outline of this Presentation

1. Brief Survey of Continental Analysis to 1821

Foundations of Calculus

Algebraic Analysis

2. Cauchy’s Life and Times

Childhood and Education

Early Career

Professor at the Ecole Polytechnique

Later Years

3. Contents of the Cours d’analyse

Great Continental Analysis Texts

1670s

Leibniz’ discovery

1696

L’Hospital – Analyse des infiniment petits

Geometric

Period

1748

Euler – Introductio in analysin infinitorum

Algebraic

Period

1821

Cauchy – Cours d’analyse

Arithmetic

Period

1850s

Weierstrass et al; the modern paradigm

Foundational Schools for Calculus

1. Infinitesimals – the “infinitely small”

Bernoulli/l’Hospital, Euler

“A collection of ingenious fallacies” (Rolle)

The Analyst (Berkeley, 1734)

2. Limits

Implicit in Newton

Explicit in Maclaurin (1743)

D’Alembert, Lhuilier, Carnot

3. Algebra/Power Series

Th´eorie des Fonctions analytiques (Lagrange, 1797)

Derivatives from power series coefficients

Bernoulli’s Differentials, from L’Hospital

Postulate 1. A quantity which is increased or decreased by another quantity which is infinitely smaller than it is, may be considered as remaining the same.

Postulate 2. A curved line may be considered as an assemblage of infinitely many straight lines, each one being infinitely small.

While x becomes x + dx and y

Thus

dz = x dy + y dx + dx dy = x dy + y dx by Postulate 1, because dx dy is infinitely smaller than either dx or dy. In particular, dx 2 = 2x dx and, by induction,

dx n = nx n1 dx.

Product Rule.

Let z = xy.

becomes y + dy, z becomes z + dz = (x + dx)(y + dy).

Snapshots ca. 1800

Silverstre Fran¸cois Lacroix (1765-1843) published Trait´e de calcul differ´entiel et du calcul int´egral (1797-1800). He chose the Langrangian formalism, but explained and occasionally used all three foundational methods. In 1802, he distilled the Trait´e ´el´ementaire de calcul differ´entiel et du calcul int´egral from it, using limits and derivatives.

Fran¸cois-Joseph Servois (1768-1847) wrote an essay in 1814 defending the Lagrangian formalism, but that was sympa- thetic to a foundation based on limits. On the other hand, he claimed that the use of infinitesimals in mathematics would “one day be accused of having slowed the progress of the mathematical sciences, and with good reason.”

Cauchy was Pivotal, but

“The revision of the fundamental principles of the cal- culus, which was initiated by Cauchy and Abel and carried through by Weierstrass and his followers, led to the devel- opment of the ε-proof (early introduced by Cauchy) and to the precise formulation of definitions and theorems.”

William F. Osgood, review of Cours d’analyse math´ematique by Goursat, Bull. AMS 9 (1903), p. 547-555.

Algebraic Analysis?

Klein, Elementary Mathematics from an Advanced Standpoint (1908, 1924), in the section “Concerning the Modern Develop- ment and the General Structure of Mathematics”

Plan A: (“most widespread in the schools and in elementary textbooks”) theory of equations logarithms trig functions “ ‘algebraic analysis’ which teaches the development of the simplest functions into infinite series.”

Plan B: graphical representation of simple functions slope and differential calculus integration; log and arcsin as definite integrals power series by means of Taylor’s theorem.

Power Series Without Calculus

Geometric Series

1

1 x = 1 + x + x 2 + x 3 +

Derived by long division, which works for any rational function.

Binomial Series for fractional or negative n

(1 + x) n = 1 + nx + n(n 1) 1 · 2

x 2 + n(n 1)(n 2) 1 · 2 · 3

x 3 +

Derived by analogy with the case of natural numbers.

Exponential Series, following Euler’s Introductio. Let a > 0. Because a 0 = 1, a ϕ is infinitely close to 1 when ϕ is infinitely small. Thus, there is an infinitely small ψ such that

a ϕ = 1 + ψ = 1 + kϕ,

for a finite constant k. Let e be the value of a that gives k = 1.

Now let x be a (finite) real number and x = , so that n is infinitely large. Then

e x

=

=

=

=

(e ϕ ) n = (1 + ϕ) n

1 + + n(n 1) 1 · 2

1 + + n 1

ϕ 2 + n(n 1)(n 2) 1 · 2 · 3

ϕ 3 +

· () 2 + n 1 · n 2 · () 3

1 · 2

n

n

1 · 2 · 3 +

n

1 + x + x 2 + x 3! +

2!

3

The “Generality of Algebra”

Leibniz’ Law of Continuation (or Law of Continuity) seemed to give license to pass freely from positive to negative, from integer to fractional, from real to complex. Algebraic formulas seeemed to possess something of a magical or alchemical character.

e iθ

=

2 θ 2

i 3 θ 3

1 + + i

i 4 θ 4

1 · 2 + 1 · 2 · 3 + 1 · 2 ·

3 · 4 +

= cos θ + i sin θ

The Cours d’analsye was in many ways a reaction to free-wheeling manipulation of series, without regard to consideration of conver- gence, and to the automatic extension of real-valued formulas to the cases of complex numbers, the infinitely large and infinitely small.

Selected Biographical Sources

C. A. Valson, La Vie et les Travaux du Baron Cauchy, 1868.

I. Grattan-Guinness, The Development of the Mathematical Foun- dations of Analysis from Euler to Riemann, 1970; Convolutions in French Mathematics, 1990.

H. Freudenthal in Dictionary of Scientific Biography, 1971.

J. V. Grabiner, The Origins of Cauchy’s Rigorous Analysis, 1981.

U. Bottazzini, tr. W. Van Egmond, The Higher Calculus: A History of Real and Complex Analysis from Euler to Weierstrass,

1986.

B. Belhoste, tr. F. Ragland, Augustin-Louis Cauchy: A Biogra- phy, 1991.

Cauchy’s Early Years

8/21/1789 Augustin-Louis Cauchy born in Paris to Louis-Fran¸cois and Marie-Madeleine (Desestre) a few weeks after the storming of the Bastille.

1794 Family flees to Arceuil in April to escape the terror. Re- turns to Paris in the fall. Early education by his father, a gifted and politically savvy administrator.

1/1/1800 Father becomes Secretary General of the Senate. Laplace (Chancellor of the Senate) and Lagrange were both Senators; young Cauchy presented to both. Valson attributes to Lagrange: “One day he will replace all of us simple geome- ters.”

16

Cauchy’s Education

Fall 1802 On Lagrange’s recommendation, enrols in Ecole Cen- trale du Panth´eon.

10/30/1805 Examined by Biot for the Ecole Polytechnique (est. 1794). Places second of 293 applicants (125 admitted). 2 year course of study.

October 1807 Enters Ecole des Ponts et Chauss´ees.

Ecole Polytechnique

Two year course of study, followed by 2-3 years in an engineering school. The Ecole des Ponts et Chauss´ees was “a select one, to which almost all the Polytechniciens aspired.” [Belhoste]

 

Year 1

Year 2

Analysis Mechanics Desc. Geometry

29%

18%

17%

22%

26%

3%

Analysis texts in Cauchy’s first year: Garnier, Cours d’analyse alg´ebrique and Lacroix, Trait´e ´elementaire.

Early Career I

Jan. 1809 Completed program at Ecole des Ponts et Chauss´ees. Won 4 academic prizes. Summer “internships” at Ourcq Canal in Paris.

1/18/1810 Appointed aspirant-ing´enieur in Cherbourg. Two papers on polyhedra presented to the First Class of the Institut de France (FCI). Also worked on conic sections; apparently paper was never submitted.

9/24/1812 Returns to Paris in ill health.

11/20/1812 Submits a paper on symmetric functions to FCI.

Early Career II

1813 Works for a while on Ourcq Canal, then takes unpaid leave. Unsuccessfull applications for faculty position at Ecole Polytechnique, positions at FCI and Bureau de Longitudes.

1814-1815 Time of war and upheaval in Paris.

8/11/1814 Submits paper on definite integrals to FCI; the start- ing point for his original work on analysis, esp. complex analysis.

11/28/1814 Comes second to Poisson for a vacancy at FCI.

12/31/1814 Elected to Soci´et´e Philomathique, “waiting room” for FCI.

5/8/1815 Came last for Napoleon’s position in mechanics FCI.

Professor at the Ecole Polytechnique I

7/18/1815 Louis XVIII re-enters Paris. Bonapartists purged, including from Ecole Polytechnique and FCI.

12/2/1815 Appointed assistant professor of analysis at Ecole Polytechnique, following several forced resignations. (11/2 Lost to Binet for Poisson’s chair.)

11/13/1815 Presents a proof of Fermat’s conjecture on polyg- onal numbers to FCI.

12/16/1815 Essay on waves wins first Prize of the FCI.

3/21/1816 Louis XVIII re-orgaiznes FCI as Acad´emie des Sci- ences, appoints Cauchy and Br´eguet to replace Carnot and Monge in mechanics.

Professor at the Ecole Polytechnique II

March 1816 Ecole Polytechnique closed abruptly, students sent home, Laplace sets up a commmission to reorganize/demilitarize the school.

9/4/1816 Cauchy appointed full professor of analysis and me- chanics.

11/15/1816 Curriculum committee rejects Cauchy’s proposal:

analysis and calculus 1st year, mechanics 2nd year. First year:

50 lectures in analysis/calculus, followed by 35 in mechanics.

1/17/1817 1816-17 academic year begins late. Cauchy and Amp`ere teach analysis/machanics in perfect alternation through 1829-30. Cauchy’s research output declines until 1823.

Professor at the Ecole Polytechnique III

6/15/1820 Cauchy and Amp`ere are instructed to revise the analysis/mechanics sequence — vol. 1 of the Cours d’analyse is essentially complete at this point. Printing delays cause it to miss the deadline for the incoming class of fall 1820, and he probably added the Notes section as a result. Vol. 1 finally appears in June 1821, but vol. 2 never would.

4/12/1821 students “revolt” as his 66th lecture goes into over- time. During the course of an investigation it was discovered that Cauchy has been short-changing mechanics. First-year analysis was therefore revised and algebraic analysis mostly abandoned.

1817

56

lectures in analysis (32+24)

1818-19

63

lectures in analysis (33+30)

1820-21

revolt on 66th lecture!

Cauchy’s Textbooks of the 1820s

1821: Cours d’analyse de l’Ecole Royale Polytechnique; premi`ere partie, analyse alg´ebrique (OC. 2.3).

1823: R´esum´e des le¸cons donn´ee `a l’Ecole Royale Polytechnique sur le calcul infinit´esimal (OC 2.4).

1826, 1828: Le¸cons sur les applications du calcul infinit´esimal `a la G´eom´etrie, 2 vols (OC 2.5).

1829: Le¸cons sur le calcul diff´erentiel (OC 2.4).

Cauchy’s Later Life

1830-38 Self-imposed exile in Turin and Prague. In Prague he was made “Baron” by the exiled Bourbon king Charles X.

1838-48 In Paris with no teaching position, because he would not swear a loyalty oath to King Louis-Philippe.

1848-57 Loyalty oaths not required during Second Republic; Cauchy was appointed professor of astronomy at the Facult´e des Sciences, where he had held an adjunct position in the 1820s.

5/22/1857 Cauchy dies in Paris at the age of 67.

Structure of the Cours d’analyse I

Introduction

Foundations: Preliminaries; Chapter 1, functions; Chapter 2, infinitely small and large, continuity.

Brief Topics in real variables: Chapter 3, symmetric, alternat- ing, homogeneous functions, Cramer’s Rule; Chapter 4, interpo- lating polynomials, factoring falling factorials of x + y; Chapter 5, solving functional equations.

Real Series: Chapter 6, convergent and divergent series, tests, real power series, summing power series.

Structure of the Cours d’analyse II

Complex Analysis: Chapter 7, imaginary expressions (complex numbers) and algebraic operations on them, including roots; Chapter 8, complex variables and functions; Chapter 9, complex series, including power series; Chapter 10 Real and imaginary roots of equations, fundamental theorem of algebra, cubic and quartic formulas.

Brief topics in complex variables: Chapter 11 Rational func- tion decomposition; Chapter 12 Recurrent Series.

Notes: 9 Notes in which, “I have presented the derivations which may be useful both to professors and students of the Royal Col- leges, as well as to those who wish to make a special study of analysis.”

A Manageable Historical Unit on Elemen- tary Real Analysis

Preliminaries.

Chapter 1: On real functions.

Chapter 2: On infinitely small and infinitely large quantities, and on the continuity of functions. Singular values of functions in various particular cases.

Chapter 6: On convergent and divergent series. Rules for the convergence of series. The summation of several convergent series.

Introduction

Cauchy acknowledges the encouragement of Laplace and Poisson “who were so good as to guide the first steps of my scientific career.” Thanks Poisson, Amp`ere (twice) and Coriolis, who was appointed his r´ep´etiteur on 11/28/1816, for insights and advice.

Cauchy’s Manifesto

“As for the methods, I have sought to give them all the rigor which one demands from geometry, so that one need never rely on arguments drawn from the generality of algebra.”

[Extended quotation from pages 1-3 of Cauchy’s Cours d’analyse Bradley and Sandifer, Springer, 2009.]

Preliminaries

This is similar to what is sometimes called “Chapter 0” in modern textbooks, reviewing basic defnitions and facts.

To Cauchy, numbers “arise from the absolute measure of a mag- nitudes;” i.e., they correspond to positive real numbers. A quan- tity is a signed number and the numerical value of a quantity is “that number which forms its basis;” i.e., its absolute value.

Upper case letters represent numbers, lower case represent quan- tities; e.g., A x , but x a .

Variables and Limits

“We call a quantity variable if it can be considered as able to take on successively many different values. We normally denote such a quantity by a letter taken from the end of the alphabet. On the other hand, a quantity is called constant, ordinarily de- noted by a letter from the beginning of the alphabet, if it takes on a fixed and determined value. When the values successively attributed to a particular variable indefinitely approach a fixed value in such a way as to end up by differing from it by as little as we wish, this fixed value is called the limit of all the other values. Thus, for example, an irrational number is the limit of the various fractions that give better and better approximations to it. In Geometry, the area of a circle is the limit towards which the areas of the inscribed polygons converge when the number of their sides grows more and more, etc.”

Huh? Where are the Epsilons?

When the values successively attributed to a particular variable [x n ] indefinitely approach a fixed value [L] in such a way as to end up [n N for some N ] by differing [|x n L|] from it by as little as we wish [< ε, and its relation N ], this fixed value is called the limit of all the other values.

When the values successively attributed to a particular variable [f (x)] indefinitely approach a fixed value [L] in such a way as to end up [|x x 0 | < δ] for some δ > 0] by differing [|f (x) L|] from it by as little as we wish [< ε, and its relation δ], this fixed value is called the limit of all the other values.

Epsilons and deltas wouldn’t actually appear in the definitions

until the 1860s (e.g.

with a didactic (or verbal) definition, but he does use epsilons in his arguments, although he doesn’t need δ’s in the Cours d’analyse. However, in the 1823 R´esume des le¸cons (p. 44 in Oeuvres compl`etes):

Weierstrass 1861).

Cauchy is satisfied

“Let δ and ε denote two very small numbers, the first being chosen so that, for numerical values of i smaller than δ and for any value of x included between the limits x 0 and X, the ratio

f(x + i) f(x)

i

always remains greater than f (x) ε and less than f (x) + ε.”

Infinitely Small, Infinitely Large

[Extended quotation from page 7 of Cauchy’s Cours d’analyse Bradley and Sandifer, Springer, 2009.]

Preliminaries, Cont.

Review of algebraic and trigonometric operations.

Discussion of multiple-valued functions, e.g. roots, inverse trig functions and logs. Notation:

a = ± a

or

1

1

((a)) 2 = ±a 2 .

Results about averages — arithmetic, geometric and weighted — with proofs deferred to Note II.

Chapter 1: On Real Functions

“When variable quantities are related to each other such that the value of one of the variables being given one can find the values of all the other variables, we normally consider these various quantities to be expressed by means of the one among them, which therefore takes the name the independent variable. The other quantities expressed by means of the independent variable are called functions of that variable.”

(Immediately followed by the analogous definition for multivari- able functions, then implicit vs. explicit.)

Section 1.2: Simple Functions

[Extended quotation from pages 18-19 of Cauchy’s Cours d’analyse Bradley and Sandifer, Springer, 2009.]

38

Section 1.3: Composite Functions

Classification as algebraic, exponential or logarithmic, and trigonometric or circular.

Algebraic further subdivided in rational and irrational.

Rational futher subdivided into integer and fractional (or

rational fraction). Integer (Fr. “enti`ere,” but we wanted to avoid confusion with the modern sense of “entire function.”) functions are polynomial functions in the modern sense, but Cauchy uses “polynomial” in the broader, literal sense.

Degree and linear.

Section 2.1: Inifinitely Small

“We say that a variable quantity becomes infinitely small when its numerical value decreases indefinitely in such a way as to converge towards the limit zero. It is worth remarking on this point that one ought not confuse a constant decrease with an indefinite decrease. The area of a regular polygon circumscribed about a given circle decreases constantly as the number of sides increases, but not indefinitely, because it has as its limit the area of the circle. ”

Inifinitely Large

“We say that a variable quantity becomes infinitely large when its numerical value increases indefinitely in such a way as to converge towards the limit . It is again essential to observe here that one ought not confuse a variable that increases indefinitely with a variable that increases constantly. The area of a regular polygon inscribed in a given circle increases constantly as the number of sides increases, but not indefinitely. The terms of the natural sequence of integer numbers

1, 2, 3, 4, 5,

increase constantly and indefinitely.”

Section 2.2: Continuity

“Among the objects related to the study of infinitely small quan- tities, we ought to include ideas about the continuity and the discontinuity of functions. In view of this, let us first consider functions of a single variable.

“Let f (x) be a function of the variable x, and suppose that for each value of x between two given limits, the function al- ways takes a unique finite value. If, beginning with a value of x contained between these limits, we add to the variable x an infinitely small increment α, the function itself is incremented by the difference

f(x + α) f(x),

which depends both on the new variable α and on the value of x.”

“Given this, the function f (x) is a continuous function of x be- tween the assigned limits if, for each value of x between these limits, the numerical value of the difference

f(x + α) f(x)

decreases indefinitely with the numerical value of α. In other words, the function f (x) is continuous with respect to x be- tween the given limits if, between these limits, an infinitely small increment in the variable always produces an infinitely small in- crement in the function itself.

“We also say that the function f (x) is a continuous function of the variable x in a neighborhood of a particular value of the variable x whenever it is continuous between two limits of x that enclose that particular value, even if they are very close together.”

Cauchy then determines the intervals of continuity of the eleven simple functions. He defines continuity for multivariable func- tions and states the following incorrect theorem:

Theorem I. — If the variables x, y, z,

limits the fixed and determined quantities X, Y , Z,

the function f (x, y, z, the variables x, y, z, particular values

have for their respective

., and

.) is continuous with respect to each of

in the neighborhood of the system of

then f (x, y, z,

x = X, y = Y, z = Z,

,

.) has f (X, Y, Z,

.) as its limit.

Counterexample: f (x, y) =

xy

+y 2 , X = Y = 0.

x 2

Intermediate Value Theorem

Theorem IV. — If the function f (x) is continuous with respect to the variable x between the limits x = x 0 and x = X, and if b denotes a quantity between f (x 0 ) and f (X ), we may always satisfy the equation

f(x) = b

by one or more real values of x contained between x 0 and X.

Cauchy gives an unsatisfying “proof” about the graph of y = f (x) and the line y = b meeting, but then notes that “we can prove theorem IV by a direct and purely analytic method, which also has the advantage of providing the numerical solution to

the equation f (x) = b.” He does this in Note III, on pages 309- 311 of Cauchy’s Cours d’analyse Bradley and Sandifer, Springer,

2009.

Section 2.3: Singular Values

Cauchy examines the behaviour of the 11 simple functions at ±∞ and at singular values. He then proves:

Theorem I. If the difference

f (x + 1) f (x)

converges towards a certain limit k, for increasing values of x, then the fraction

f (x)

x

converges at the same time towards the same limit.

The proof – Cauchy’s first ε-proof in print – was carefully ana- lyzed. It is on pages 35-37 of Cauchy’s Cours d’analyse Bradley and Sandifer, Springer, 2009.

Cauchy completes the proof of Theorem 1 by considering the cases k = and k = −∞. Then he gives two applications:

Corollary 1: When f (x) = log(x) with base > 1, then k = 0, so in a system for which the base is greater than 1, the logarithms of numbers grow much less rapidly than the numbers themselves.

When f (x) = A x with A > 1, then k = , so the

exponential A x , when the number A is greater than 1, eventually grows more rapidly than the variable x.

Corollary 2:

He also observes that if f (x) “remains finite for x = , the ratio

f(x)

x

evidently has zero as its limit.”

Next, he sets himself up for the Ratio Test (Chapter 6).

Theorem II. If the function f (x) is positive for very large values of x and the ratio

f (x + 1)

f (x)

converges towards the limit k when x grows indefinitely, then the expression

[f (x)]

1

x

converges at the same time to the same limit.

Cauchy observes that this can be deduced by applying Theorem 1 to log(f (x)), but he also give a direct proof, using geometric instead of arithmetic means.

Applications

lim

x→∞ x

1

x = 1.

For any polynomial p(x),

1

x p(x) x = 1.

lim

1

x log(x) x = 1.

lim

Foreshadowing Differential Calculus

Cauchy considers the limit of

f (x + α) f (x)

α

.

He mentions that it is 2x when f (x) = x 2 and a 2 when f (x) = x a . Ha laso proves

x

lim sin α

α

= 1,

but “because the study of the limits towards which the ratios

converge is one of the principal objects

of the infinitesimal Calculus, there is no need to dwell any further on this.”

f(x+α)f(x)

α

and f(α)f(0)

α

Chapter 5

In Section 5.1, Cauchy solves the functional equations

ϕ (x + y)

=

ϕ (x) + ϕ (y) ,

(1)

ϕ (x + y)

=

ϕ (x) × ϕ (y) ,

(2)

ϕ (xy)

=

ϕ (x) + ϕ (y)

and

(3)

ϕ (xy)

=

ϕ (x) × ϕ (y) ,

(4)

where ϕ(x) is to be continuous for x > 0 in (3) and (4), and for all real x in (1) and (2).

Solution of Problem II

The proof of this problem was analyzed in detail, as an illustration of Cauchy’s conception of the real number field. The proof is on pages 73-75 of Cauchy’s Cours d’analyse Bradley and Sandifer, Springer, 2009.

Soutions

ϕ (x + y) = ϕ (x) + ϕ (y)

ϕ(x) = ax

ϕ (x + y) = ϕ (x) × ϕ (y)

ϕ(x) = A x

ϕ (xy) = ϕ (x) + ϕ (y)

ϕ(x) = log A (x)

ϕ (xy) = ϕ (x) × ϕ (y)

ϕ(x) = x a

where A is an arbitrary number and a is an arbitrary quantity.

Section 5.2

Functional equation:

ϕ (y + x) + ϕ (y x) = 2ϕ (x) ϕ (y) .

(1)

It follows that ϕ(0) = 1. If there is a nearby value of x so that ϕ(x) < 1, then

ϕ (x) = cos ax

for some quantity a. On the other hand, if ϕ(x) > 1 for any value of x, then

for some number A.

1

2 A x + A x

Chapter 6

6.1: General considerations on series. Definitions, including Cauchy Criterion. Geometric series, series for e. The infamous “Incorrect Theorem.”

6.2: On series for which all the terms are positive. Tests for convergence. Sum and product.

6.3: On series which contain positive terms and negative terms. Absolute convergence, sum and product.

6.4: On series ordered according to the ascending integer powers of a single variable. Power series, radius of convergence, sum and product, applications of section 5.1.

Series – Definitions

“We call a series an indefinite sequence of quantities,

u 0 , u 1 , u 2 , u 3 ,

,

which follow from one to another according to a determined law. These quantities themselves are the various terms of the series under consideration. Let

s n = u 0 + u 1 + u 2 +

+ u n1

be the sum of the first n terms, where n denotes any integer number.”

(Although Cauchy’s insists on “confusing” the series with the underlying sequence of its terms, this is in all other ways our definition of series by means of partial sums. Note that he has no general treatment of sequences before this chapter.)

[Many extended quotations from Cauchy’s Cours d’analyse Bradley and Sandifer, Springer, 2009 were presented at this point. Most of chapter 6 was presented, which occupies pages 85-115.]

59

Cauchy’s Famous “Incorrect” Theorem

Theorem I. — When the various terms of series (1) are func- tions of the same variable x, continuous with respect to this variable in the neighborhood of a particular value for which the series converges, the sum s of the series is also a continuous function of x in the neighborhood of this particular value.

(This theorem as stated is incorrect. If we impose the additional condition of uniform convergence on the functions s n , then it does hold. This theorem is controversial. Some have argued that Cauchy really had uniform convergence in mind, but in 1852 he admitted it “cannot be accepted without restriction.”)

Abel’s 1826 Counterexample

1

1

sin x 2 sin 2x + 3 sin 3x

sastifies the hypotheses of the theorem for all x, but is discon- tinuous at every x = (2n + 1)π.

sin 3 x − sastifies the hypotheses of the theorem for all x , but is

Tests for Convergence

In Section 6.2, Cauchy considers series of positive terms and gives 4 test for convergence:

Theorem I Root Test

Theorem II Ratio Test

Theorem III Cauchy Condensation Test:

u 0 , 2u 1 , 4u 3 , 8u 7 , 16u 15

Theorem IV Logarithmic Convergence Test

log(u n )

log(1/2)

Absolute Convergence, but not by Name

“Suppose that the series

u 0 ,

u 1 ,

u 2 ,

.

.

.

,

u n ,

.

.

.

(1)

is composed of terms that are sometimes positive and sometimes negative, and let

(2)

be, respectively, the numerical values of these same terms, so that we have

ρ 0 ,

ρ 1 ,

ρ 2 ,

ρ n ,

.

.

.

,

.

.

.

u 0 = ±ρ 0 , u 1 = ±ρ 1 , u 2 = ±ρ 2 ,

, u n = ±ρ n ,

“The numerical value of the sum

will never surpass

u 0 + u 1 + u 2 +

ρ 0 + ρ 1 + ρ 2 +

+ u n1

+ ρ n1 ,

so it follows that the convergence of series (2) always entails that of series (1).”

(Thus, in Section 6.3, Cauchy essentially proves that absolute convergence implies convergence. Theroems I and II that follow apply the Root and Ratio Tests of 6.2, respectivley, to ρ n and

ρ

n+1

ρ n

)

Alternating Series Test

Theorem III. — If the numerical value of the general term u n in series (1) decreases constantly and indefinitely for increasing values of n, and if further the different terms are alternately positive and negative, then the series converges.

(The proof is a rare case of Cauchy using “proof by example,” with the alternating harmonic series.)

Section 6.4 – Power Series

“Let

a 0 , a 1 x, a 2 x 2 ,

, a n x n ,

(1)

be a series ordered according to the ascending integer powers of the variable x (Such series had not yet been given the modern name power series), where

a 0 ,

a 1 ,

a 2 ,

.

.

.

,

a n ,

.

.

.

(2)

denote constant coefficients, positive or negative. Furthermore, let A be the quantity that corresponds to the quantity k of the previous section (see Section 6.3, theorem II), with respect to series (2). The same quantity, when calculated for series (1), is the numerical value of the product

Ax.

Radius of Convergence

“As a consequence, series (1) is convergent if this numerical

value is less than 1, which is to say in other words, if the numer-

1

A . On the other hand,

series (1) is divergent if the numerical value of x is greater than A . We may therefore state the following proposition:

ical value of the variable x is less than

1

Theorem I. — Let A be the limit towards which the nth root of the largest numerical values of a n converge, for increasing values of n. Series (1) is convergent for all values of x contained between the limits

1

x = A

and

x = +

1

A ,

and divergent for all values of x situated outside of these same

limits.”

“Imagine now that we vary the value of x in series (1) by insen- sible degrees. As long as the series remains convergent, that is as long as the value of x remains contained between the limits

1

A

and

+

1

A ,

the sum of the series is (by virtue of theorem I, Section 6.1) a continuous function of the variable x. Let ϕ(x) be this continu-

ous function. The equation

ϕ(x) = a 0 + a 1 x + a 2 x 2 +

remains true for all values of x contained between the limits 1

A

1

and + A , which we indicate by writing these limits beside the series, as we see here:

ϕ(x) = a 0 + a 1 x + a 2 x 2 +

1

x = A , x = +

1

A .

“Problem I. — When possible, to expand the function

(1 + x) µ

into a convergent series ordered according to increasing integer powers of the variable x.

Cauchy lets

ϕ(µ) = 1 + µ

1

x + µ(µ 1)

1 · 2

x 2 +

,

which he has already shown to have

ϕ(µ + µ ) = ϕ(µ)ϕ(µ ), it follows from Problem II of Section 5.1 that

ϕ(µ) = [ϕ(1)] µ = (1 + x) µ .

Therefore

A = 1.

He shows that

(1+x) µ = 1+ µ

1

x+ µ(µ 1)

1 · 2

x 2

(x = 1,

x = +1). (20)

Euleres Vindicatus!

By carefully passing to the limit in the binomial theorem, Cauchy succeeds in giving a rigorous version of Euler’s derivation of the power series for e x from the Introductio. He similarly gives a cleaned-up derivation of

ln(1 + x) = x x 2 + x 3

2

3

(x = 1,

x = +1).

that is still somewhat faithful to the spitit of Euler’s derivation.

Problems II and III, to expand A x and log(1+ x) now involve only a change of base.

Chapter 7: Imaginary Expressions

“In general, we call an imaginary expression any symbolic expres- sion of the form

α + β 1,

where α and β denote real quantities. We say that two imaginary expressions

α + β 1

and

γ + δ 1

are equal to each other when there is equality between corre-

Given this, any imaginary equation is just the

symbolic representation of two equations involving real quanti-

ties.”

sponding parts

Arithmetic of Imaginary Expressions; Po- lar Coordinates

The four basic arithmetic operations are easily defined, but for roots of imaginary expression, Cauchy needs polar coordinates. He coined the terms conjugate and modulus as we use them today. He uses the name reduced expression for the factor

cos θ + 1 sin θ,

that “remains after the suppression of the modulus.”

He closes the chapter with identities for cos mz and sin mz in terms of powers of cos z and sin z.

The First Complex Analysis Text?

Chapters 8-9: Cauchy extends his treatment of functions, con- tinuity and series (Chapters 1, 2 and 6) to the complex case. He makes the proper definitions and expands the complex power series for the binomial, exponential, logarithmic series, as well as sine and cosine. Other highlights:

Section 9.3: Euler’s identity and logarithms of complex num- bers.

Section 10.1: A proof of the FTA, based on [Legendre 1808].