Uppsala Le

tures on Cal ulus

E. V. Sh hepin

September { November 2001

Contents
1 Series 2
1.1 Autore ursion of Innite Expressions . . . . . . . . . . . . . . . . 4
1.2 Positive Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.3 Unordered Sums . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.4 Innite Produ ts . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.5 Teles opi sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.6 Complex series . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2 Integrals 41
2.1 Natural Logarithm. . . . . . . . . . . . . . . . . . . . . . . . . . . 42
2.2 Denite Integral. . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
2.3 Stieltjes Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
2.4 Asymptoti s of sums . . . . . . . . . . . . . . . . . . . . . . . . . 59
2.5 Quadrature of ir le . . . . . . . . . . . . . . . . . . . . . . . . . 65
2.6 Virtually monotone fun tions . . . . . . . . . . . . . . . . . . . . 70
3 Derivatives 75
3.1 Newton-Leibniz Formula . . . . . . . . . . . . . . . . . . . . . . . 76
3.2 Exponential Fun tion. . . . . . . . . . . . . . . . . . . . . . . . . 81
3.3 Euler Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
3.4 Abel's Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
3.5 Residues Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
3.6 Analyti Fun tions . . . . . . . . . . . . . . . . . . . . . . . . . . 105
4 Dieren es 112
4.1 Newton Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
4.2 Bernoulli numbers . . . . . . . . . . . . . . . . . . . . . . . . . . 119
4.3 Euler-Ma laurin Formula . . . . . . . . . . . . . . . . . . . . . . 125
4.4 Gamma fun tion. . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
4.5 The Cotangent . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137

1
Chapter 1

Series

2
Legends
\One of the great mathemati al hallenges of the early 18th entury was to nd
an expression for the sum of re ipro al squares
1 1 1 1
(1.0.1) 1+ + + + + :::
22 32 42 52
Joh. Bernoulli eagerly sought for this expression for many de ades." (E. Hairer,
G. Wanner, Analysis by Its Hystory, Undergraduate Texts in Mathemati s,
Springer, 1997)
In 1689 Ja . Bernoulli proved onvergen e of the series. In 1728-1729 Gold-
bah and D. Bernoulli evaluated the series with a ura y 0:01. Stirling in 1730
found 8 digits of the sum.
L. Euler in 1734 al ulated the rst 18 digits (!) of the sum (1.0.1) after the
de imal point and re ognized 2 =6, whi h has the same 18 digits. He onje tured
that the innite sum is equal to 2 =6. In 1735 Euler dis overed an expansion
of the sine fun tion into an innite produ t of polynomials:
    
sin x x2 x2 x2 x2
(1.0.2) = 1 1 1 1 :::
x 2 222 32 2 42 2
Comparing this presentation with the standard sine series expansion
x3 x5 x7 x9
(1.0.3) sin x = x + + :::
3! 5! 7! 9!
Euler not only proved that the sum (1.0.1) is equal to 2 =6, moreover he al u-
lated all sums of the type
1 1 1 1
(1.0.4) 1+ k + k + k + k +:::
2 3 4 5
for even k.
Putting x = 2 in (1.0.2) he got the beautiful Wallis' Produ t:
 2
24
46
68
8
(1.0.5) = :::
2 1
33
55
77
9
whi h had been known sin e 1655. But Euler's rst proof of (1.0.2) was not
satisfa tory. In 1748, in his famous \Introdu io in Analysin Innitorum", he
presented a proof whi h was suÆ iently rigorous for the 18th entury. The
series of re ipro al squares was named the Euler series .
If somebody wants to understand all the details of the above legend he had to
study a lot of things, up to omplex ontour integrals. This is why the detailed
mathemati al exposition of Euler's series legend turns into an entire ourse of
Cal ulus. The fas inating history of Euler's series is the guiding thread of the
present ourse, \In Euler's footsteps".

3
1.1 Autore ursion of Innite Expressions
On the ontents of the le ture. The le ture presents a romanti style
of early analyti s. The motto of the le ture ould be \innity, equality and
no denitions!". \Innity" is the main personage we will play with today. We
demonstrate how innite expressions (i.e innite sums, produ ts, fra tions) arise
in solutions of simple equations, how it is possible to al ulate them, and how
the results of su h al ulations apply to nite mathemati s. In parti ular, we
will dedu e the Euler-Binet formula for Fibona i numbers, the rst Euler's
formula of the ourse. We be ome a quainted with the geometri series and the
golden se tion.

A hilles and the turtle. The an ient Greek philosopher Zeno laimed that
A hilles pursuing a turtle ould never pass it by, in spite of the fa t that his
velo ity was mu h greater than the velo ity of the turtle. His arguments adopted
to our purposes are the following.
First Zeno proposed a pursuing algorithm for A hilles:
Initialization. Assign to the variable \goal" the original position of the
turtle.
A tion. Rea h the \goal".
Corre tion. If the urrent turtle's position is \goal", then STOP, else
reassign to the variable \goal" the urrent position of the turtle and go to
A tion.
Se ondly, Zeno remarks that this algorithms never stops if the turtle on-
stantly moves in one dire tion.
And nally, he notes that A hilles has to follow his algorithm if he want
pass the turtle by. He may be not aware of this algorithm, but un ons iously
he must perform it. Be ause he annot run the turtle down without rea hing
the original position of the turtle and then all positions of the turtle whi h the
variable \goal" takes.
Zeno's algorithm generates a sequen e of times ftk g, where tk is the time of
exe ution of the k-th A tion of the algorithm. And the whole time of work of
1
P
the algorithm is the innite sum tk ; and this sum expresses the time A hilles
k=1
needs to run the turtle down. (The Corre tions take zero time, be ause A hilles
really does not think about them.) Let us name this sum Zeno series .
Assume that both A hilles and the turtle run with onstant velo ities v and
w, respe tively. Denote the initial distan e between A hilles and the turtle by d0 .
Then t1 = dv0 . The turtle in this time moves by the distan e d1 = t1 w = wv d0 .
By his se ond A tion A hilles over omes this distan e in time t2 = dv1 = wv t1 ,
while the turtle moves away by the distan e d2 = t2 w = wv d1 . So we see that
sequen es of the times ftk g and distan es fdk g satisfy the following re urren e
relations: tk = wv tk 1 , dk = wv dk 1 .
Hen e ftk g as well as fdk g are geometri progressions with ratio wv . And
the time t whi h A hilles needs to run the turtle down is
 
w w2 w w2
t = t1 + t2 + t3 +


= t1 + t1 + 2 t1 +


= t1 1 + + 2 + : : :
v v v v
In spite of Zeno, we know that A hilles does at h up with the turtle. And
one easily gets the time t he needs to do it by the following argument: the

4
distan e between A hilles and the turtle permanently de reases with the velo ity
v w. Consequently it be omes 0 in the time t = vd0w = t1 v vw . Comparing
the results we ome to the following on lusion
v w w2 w3
(1.1.1) = 1+ + 2 + 3 +:::
v w v v v
Innite substitution. We see that some innite expressions represent nite
values. The fra tion in the left-hand side of (1.1.1) expands into the innite
series on the right-hand side. Innite expressions play a key r^ole in mathe-
mati s and physi s. Solutions of equations quite often are presented as innite
expressions.
For example let us onsider the following simple equation
(1.1.2) t = 1 + qt
Substituting on the right-hand side 1 + qt instead of t, one gets a new equation
t = 1 + q(1 + qt) = 1 + q + q2 t. Any solution of the original equation satises
this one. Repeating this tri k, one gets t = 1+ q(1+ q(1+ qt)) = 1+ q + q2 + q3t.
Repeating this innitely many times, one eliminates t on the right hand side
and gets a solution of (1.1.2) in an innite form
1
X
(1.1.3) t = 1 + q + q2 + q3 +


= qk
k=0
On the other hand, equation (1.1.2) solved in usual way gives t = 1
1 q. As a
result, we obtain the following formula
1 X1
(1.1.4) = 1 + q + q2 + q3 + q4 +


= qk
1 q k=0
whi h represents a spe ial ase of (1.1.1) for v = 1, w = q.

Autore ursion. An innite expression of the form a1 + a2 + a3 + : : : is alled a

1
P
series and is on isely denoted by ak . Now we onsider a summation method
k=1
for series whi h is inverse to the above method of innite substitution. To nd
a sum of a series we shall onstru t an equation whi h is satised by its sum.
We name this method autore ursion . Re ursion means \return to something
known". Autore ursion is \return 1 to oneself". 1
P P
The series a2 + a3 +


= ak obtained from ak by dropping its rst
k=2 k=1
P1
term is alled the shift of ak .
k=1
We will all the following equality the shift formula:
X1 1
X
(1.1.5) ak = a1 + ak
k=1 k=2
Another basi formula we need is the following multipli ation formula:
X1 X1
(1.1.6)  ak = ak
k=1 k=1

5
 These two formulas are all one needs to nd the sum of geometri series
1 k
P P1 k
q . To be exa t, the multipli ation formula gives the equality q =
k=0 k=1
P1
q qk . Hen e the shift formula turns into equation x = 1 + qx, where x is
1k=0k
P
q . The solution of this equation gives us the formula (1.1.4) for the sum of
k=0
the geometri series again.
From this formula, one an dedu e the formula for the sum of a nite geo-
n
P
metri progression. By ak is denoted the sum a0 + a1 + a2 +


+ an . One
k=0
has
nX1 X1 X1 1 qn 1 qn
(1.1.7) qk = qk qk = =
k=0 k=0 k=n 1 q 1 q 1 q
This is an important formula whi h was traditionally studied in s hool.
1
P P1 k
The series kxk . To nd the sum of kx we have to apply additionally
k=0 k=1
the following addition formula ,
X1 1
X X1
(1.1.8) (ak + bk ) = ak + bk
k=1 k=1 k=1
whi h is the last general formula for series we introdu e in the rst le ture.
P1 k P1
Reindexing the shift kx we give it the form (k + 1)xk+1 . Further it
k=2 k=1
splits into two parts
X1 X1 X1 X1 x
x (k + 1)x = x kx + x x = x kxk + x
k k k
k=1 k=1 k=1 k=1 1 x
by the addition formula. The rst summand is the original sum multiplied
by x. The se ond is a geometri series. We already know its sum. Now the
shift formula for the sum s(x) of the original series turns into equation s(x) =
x + x 1 x x + xs(x). Its solution is s(x) = (1 xx)2 :

Fibona i Numbers. Starting with 0 = 0, 1 = 1 and applying the re ur-

ren e relation
(1.1.9) n+1 = n + n 1 ;
one onstru ts an innite sequen e of numbers 0; 1; 2; 3; 5; 8; 13; 21; : : : , alled
Fibona i numbers. We are going to get a formula for n .
1
P
To do this let us onsider the following fun tion (x) = k xk . whi h is
k=0
alled the generating fun tion for the sequen e fk g. Sin e 0 = 0, the sum
(x) + x(x) transforms in the following way:
X1 X1 X1 (x) x
(1.1.10) k xk + k 1 xk = k+1 xk =
k=1 k=1 k=1
x

6
Multiplying both sides of above equation by x and olle ting all terms ontaining
(x) on the right-hand side, one gets x = (x) x(x) x2 (x) = x. It leads
to x
(x) =
1 x x2
p
The roots of the
p equation 1 x x2 = 0 pare 12 5 . More famous is the pair of
their inverses 12 5 . The number  = 1+2 5 is so alled golden se tion or golden
mean. It plays
p signi ant role in mathemati s, ar hite ture and biology. Its dual
is ^ = 1 2 5 . Then ^ = 1, and +^ = 1. Hen e (1 x)(1 x^) = 1 x x2 ,
whi h in its turn leads to the following de omposition:
 
x 1 1 1
x2 + x 1
= p ^
5 1 x 1 x
We expand both fra tions on the right hand side into geometri series:
1 X1 1 X1
(1.1.11) = k x k ^ = ^k xk
1 x k=0 1 x k=0
This gives the following representation for the generating fun tion
1 X 1
(x) = p (k ^k )xk
5 k=0
On the other hand the oeÆ ient at xk in the original presentation of (x) is
k . Hen e
p p
1 ( 5 + 1)k + ( 1)k ( 5 1)k
(1.1.12) k = p (k ^k ) = p
5 2k 5
This is alled the Euler{Binet formula. It is possible to he k it for small k and
then prove it by indu tion using Fibona i re urren e.

Continued fra tions. Appli ation of the method of innite substitution to

the solution of quadrati equation leads us to a new type of innite expressions,
so- alled ontinued fra tions. Let us onsider the golden mean equation x2
1 1
x 1 = 0. Rewrite it as x = 1 + . Substituting 1 + instead of x on the
x x
1
right-hand side we get x = 1 + . Repeating the substitution innitely
1 + x1
many times we obtain a solution in the form of the ontinued fra tion
1
(1.1.13) 1+
1
1+
1
1+
1+:::
As this fra tion seems to represent a positive number and the golden mean is
the unique positive root of the golden pmean equation, it is natural to on lude
1+ 5
that this fra tion is equal to  = . This is true and this representation
2 p
allows one to al ulate the golden mean and 5 ee tively with great pre ision.

7
 To be pre ise, onsider the sequen e
1 1 1
(1.1.14) 1; 1+ ; 1+ ; 1+ :::
1 1 1
1+ 1+
1 1
1+
1
of the so- alled onvergents of the ontinued fra tion (1.1.13). Let us remark
that all odd onvergent are less than  and all even are greater than . To see
this, ompare the nth onvergent with the orresponding term of the following
sequen e of fra tions:
1 1 1 1
(1.1.15) 1+ ; 1+ ; 1+ ; 1+ :::
x 1 + x1 1 1
1+ 1+
1 + x1 1
1+
1 + x1
We know that for x =  all terms of the above sequen e are equal to . Hen e
all we need is to observe how the removal of x1 ae ts the value of the onsidered
fra tion. The value of the rst fra tion of the sequen e de reases, the value of
the se ond fra tion in reases. If we denote the value of nth fra tion by fn , then
the value of the next fra tion is given by the following re urren e relation:
1
(1.1.16) fn+1 = 1 +
fn
Hen e the in reasing of fn de reases fn+1 and de reasing of fn in reases fn+1 .
Consequently in general all odd fra tions of the sequen e (1.1.15) are less than
orresponding onvergent, and all even are greater. The re urren e relation
(1.1.16) is valid for the golden mean onvergent. By this re urren e relation one
an qui kly al ulate the rst ten onvergent
3 5 8 13 21 34 55 89
1; 2; ; ; ; ; ; ; ; :
2 3 5 8 13 21 34 55
The golden mean lies between last two fra tions, whi h have the dieren e
1 . This allows us to determine the rst four de imal digits after the de imal
34
55 p
point of it and of 5.

Problems.
1 22k
P
1. Evaluate 33k .
k=0
2. Evaluate 1 1 + 1 1 + : : :
3. Evaluate 1 + 1 1 1 + 1 + 1 1 1 + : : :
P1 k
4. Evaluate 3k
k=1
1 k2
P
5. Evaluate 2k
k=1

8
 6. De ompose into power series the fra tion a+1 x
7. Find the generating fun tion for the sequen e f2k g.
1
P
8. Find sum the k 3 k
k=1
9. Prove by indu tion the Euler{Binet formula.
10.  Evaluate 1 2 + 1 + 1 2 + 1 : : :
p
11. Approximate 2 by a rational with pre ision 0:0001
1
12. Find the value of 1 +
1
2+
1
1+
2+:::
q p p
13. Find the value of 2+ 2+ 2+:::
By innite substitution, solve the equation x2 2x 1 = 0, and represent
14. p
2 by a ontinued fra tion.
15. Find the value of innite produ t
1 1 1
2
22
24
28 : : :

16. Find a formula for n-th term of re urrent sequen e xn+1 = 2xn + xn 1 ,
x0 = x1 = 1.
1
P
17. Find the sum of the Fibona i numbers k
k=1
18. Find sum 1 + 0 1 + 1 + 0 1 : : :
19. De ompose into the sum of partial fra tions x2 13x+2

9
1.2 Positive Series
On the ontents of the le ture. Innity is pregnant with paradoxes. Para-
doxes throw us down from heavens to the earth. We leave the poetry for prose,
and rationalize the \innity and equality" by working with \niteness and in-
equality". We shall lay a solid foundation for a summation theory for positive
1 1 2
P
series. And the reader will nd out what k2 = 6 pre isely means.
k=1
1 k
P
Divergent series paradox. Let us onsider the series 2. This is a geo-
k=0
metri series. We know how to sum it up by autore ursion. The autore ursion
equation is s = 1 + 2s. The only number satisfying this equation is 1. The
sum of positive numbers turns to be negative!? Something is wrong!
A way to save the situation is to admit innity as a feasible solution. Innity
P1 k
is an obvious solution of s = 1 + 2s. The sum of any geometri series q
k=0
with denominator q  1 is obviously innite, isn't it?
Indeed, this sum is greater than 1 + 1 + 1 + 1 + : : : , whi h symbolizes the
innity. (The autore ursion equation for 1 + 1 + 1 + : : : is s = s + 1. Innity is
the unique solution of this equation.)
P1 k
The series 2 represents Zeno's series in the ase of Mighty Turtle, whi h
k=0
is faster than A hilles. To be pre ise, this series arises if v = d0 = 1 and w = 2.
As the velo ity of the turtle is greater than the velo ity of A hilles he never
rea hes it. So the innity is right answer for this problem. But the negative
solution 1 also makes sense. One ould interpret it as an event in the past.
Just the point in time when the turtle passed A hilles.

Os illating series paradoxes. Philosopher Gvido Grandy in 1703 attra ted

publi attention to the series 1 1+1 1+ : : : . He laimed this series symbolized
the Creation of Universe from Nothing. Namely, insertion of bra kets in one way
gives Nothing (that is 0), in another way, gives 1.
(1 1) + (1 1) + (1 1) +


= 0 + 0 + 0 +


= 0
1 (1 1) (1 1) (1 1)


= 1 0 0 0


= 1:
On the other hand, this series 1 1 + 1 1 + 1 1 + : : : is geometri with
negative ratio q = 1. Its autore ursion equation s = 1 s has the unique
solution s = 12 . Neither +1 nor 1 satisfy it. So 21 seems to be its true sum.
Hen e we see the Asso iativity Law dethroned by 1 1 + 1 1 + : : : . The
next vi tim is the Commutativity Law. The sum 1+1 1+1 1+ : : : is equal
to 21 . But the last series is obtained from 1 1 + 1 1 + : : : by transpositions
of odd and even terms.
And the third amazing thing: diluting it by zeros hanges its sum. The sum
1 + 0 1 + 1 + 0 1 + 1 + 0 1 + : : : by no means is 21 . It is 23 . Indeed, if we

10
denote this sum by s then by shift formulas one gets
s = 1+0 1+1+0 1+1+0 1+1+0 1+:::
s 1 = 0 1+1+0 1+1+0 1+1+0 1+1+:::
s 1 0 = 1+1+0 1+1+0 1+1+0 1+1+0+:::
Summing the numbers olumn-wise (i.e., by the Term-wise Addition Formula),
we get
s + (s 1) + (s 1 0) = (1 + 0 1) + (0 1 + 1) + ( 1 + 1 + 0)+
+ (1 + 0 1) + (0 1 + 1) + ( 1 + 1 + 0) + : : :
The left-hand side is 3s 2. The right-hand side is the zero series. That is why
s = 32 .
The series 1 1 + 1 1 + : : : arises as Zeno's series in the ase of a blind
A hilles dire ted by a ruel Zeno, who is interested, as always, only in proving
his laim, and a foolish, but mer iful turtle. The blind A hilles is not fast, his
velo ity equals the velo ity of the turtle. At the rst moment Zeno tells the
blind A hilles where the turtle is. A hilles starts the rally. But the mer iful
turtle wishing to help him goes towards him instead of running away. A hilles
meets the turtle half-way. But he misses it, being busy to perform the rst
step of the algorithm. When he a omplishes this step, Zeno orders: \Turn
about!" and surprises A hilles by saying that the turtle is on A hilles initial
position. The turtle dis overs that A hilles turns about and does the same.
The situation repeats ad innitum. Now we see that assigning the sum 12 to the
series 1 1 + 1 1 + : : : makes sense. It predi ts a urately the time of the rst
meeting of A hilles and turtle.

Positivity. The paradoxes dis ussed above are dis ouraging. Our intuition
based on handling nite sums fails when we turn to innite ones. Observe that
all paradoxes above involve negative numbers. And to eliminate the evil in its
root, let us onsider only nonnegative numbers.
We return to the an ient Greeks. They simply did not know what a negative
number is. But in ontrast to Greeks, we will retain zero. A series with nonneg-
ative terms will be alled a positive series. We will show that for positive series
all familiar laws, in luding asso iativity and ommutativity, hold true and zero
terms do not ae t the sum.

Denition of Innite Sum. Let us onsider what Euler's equality (1.2.1)

ould mean:
1
X 1 2
(1.2.1) 2 = 6
k=1 k
n
P
The natural answer is: the partial sums 1
k2 , whi h ontain more and more
k=1
2
re ipro al squares, approa h loser and loser the value 6 . Consequently, all
2
partial sums have to be less than 6 , its ultimate sum . Indeed, if some partial
2
sum ex eeds or oin ides with 6 , then all subsequent sums will move away

11
 2 2
from 6 . Furthermore, any number whi h is less than 6 has to be surpassed
2 2
by partial sums eventually, when they approa h 6 loser than by 6 . Hen e
the ultimate sum majorizes all partial ones, and any lesser number does not.
This means that the ultimate sum is the smallest number whi h majorizes all
partial sums.

Geometri motivation. Imagine a sequen e of intervals of real line [ai 1 ; ai ℄.

Denote by li the length of i-th interval. Let a0 = 0 be the left end point of the
rst interval. Let [0; A℄ be the smallest interval ontaining the whole sequen e.
1
P
Its length is naturally interpreted as the sum li
k=1
This motivates the following denition.
1
P
Denition. If the partial sums of the positive series ak in rease without
k=1
bounds, its sum is dened to be 1 and the series is alled divergent. In the
opposite ase the series alled onvergent, and its sum is dened as the smallest
n
P
number A su h that A  ak for all n.
k=1
This Denition in equivalent to the following ouple of prin iples. The rst
prin iple limits the ultimate sum from below:
Prin iple (One-for-All). The ultimate sum of a positive series majorizes all
partial sums.
And the se ond prin iple limits the ultimate sum from above:
Prin iple (All-for-One). If all partial sums of a positive series do not ex eed
a number, then the ultimate sum also does not ex eed it.
1
P 1
P 1
P
Term-Wise Addition Formula: ak + bk = (ak + bk )
k=1 k=1 k=1
1
P P1 1
P 1
P
Proof. The inequality ak + bk  (ak + bk ). is equivalent to ak 
k=1 k=1 k=1 k=1
1
P P1
(ak + bk ) bk . By All-for-One, the last is equivalent to the system of
k=1 k=1
inequalities
XN X1 X1
ak  (ak + bk ) bk N = 1; 2; : : :
k=1 k=1 k=1
This system is equivalent to the following system
X1 X1 XN
bk  (ak + bk ) ak N = 1; 2; : : : :
k=1 k=1 k=1
Ea h inequality of the last system, in its turn, is equivalent to the system of
inequalities
M
X X1 XN
bk  (ak + bk ) ak M = 1; 2; : : : :
k=1 k=1 k=1

12
But these inequalities are true for all N and M , as the following omputations
show.
XM N
X MX+N MX +N MX
+N 1
X
bk + ak  bk + ak = (ak + bk )  (ak + bk )
k=1 k=1 k=1 k=1 k=1 k=1
In the opposite dire tion, we see that any partial sum on the right-hand
n
P Pn n
P
side (ak + bk ) splits into ak + bk . And by virtue of the One-for-All
k=1 k=1
P1 k=1P 1
prin iple, this does not ex eed ak + bk . Now, the All-for-One prin iple
k=1 k=1
provides the inequality in the opposite dire tion.

Shift Formula. The Shift Formula immediately follows from the Term-Wise
Addition. To be pre ise, immediately from the Denition, one gets the following:
P1
a0 + 0 + 0 + 0 + 0 +


= a0 and that 0 + a1 + a2 + a3 +


= ak . Term-Wise
k=1
Addition of these series gives
X1 1
X
a0 + ak = (a0 + 0) + (0 + a1 ) + (0 + a2 ) + (0 + a3 ) +


= ak
k=1 k=0
1
P 1
P
Term-Wise Multipli ation Formula.  ak = ak . For any partial
k=1 k=1
Pn n
P 1
P
sum from the right-hand side one has ak =  ak   ak by the
k=1 k=1 k=1
Distributivity Law for nite sums and One-for-All. This implies the inequality
P1 P1
 ak  ak by All-for-One. The opposite inequality is equivalent to
k=1 k=1
1
P P1 Pn Pn
ak  1 ak . As any partial sum ak is equal to 1 ak , whi h does
k=1 k=1 k=1 k=1
1
P
not ex eed 1 ak , one gets the opposite inequality.
k=1

Geometri series. We have to return to the geometri series, be ause the

Autore ursion equation produ ed by shift and multipli ation formulas says noth-
P1 k
ing about onvergen e. So we have to prove onvergen e for q with positive
k=0
q < 1. It is suÆ ient to prove the following inequality for all n
1
1 + q + q2 + q3 +


+ qn < :
1 q
Multiplying both sides by 1 q one gets on the left-hand side
(1 q) + (q q2 ) + (q2 q3 ) +


+ (qn 1 qn ) + (qn qn+1 ) =
1 q + q q2 + q2 q3 + q3


qn + qn qn+1 = 1 qn+1
and 1 on the right-hand side. The inequality 1 qn+1 < 1 is obvious. Hen e
we have proved the onvergen e. Now the autore ursion equation x = 1 + qx

13
 1 k
P
for q is onstru ted in usual way by Shift and Term-Wise multipli ation.
k=0
P1 k
It leaves only two possibilities for q , either q 1 1 or 1. For q < 1 we have
k=0
proved onvergen e, and for q  1 innity is the true answer.
Let us pay spe ial attention to the ase q = 0. We adopt a ommon onven-
tion:
(1.2.2) 00 = 1:
1 k
P
This means that the series 0 satises the ommon formula for a onvergent
k=0
P1 k
geometri series 0 = 1 1 0 = 1. Finally we state the theorem, whi h essen-
k=0
tially due to Eudoxus, who proved the onvergen e of the geometri series with
ratio q < 1.
Theorem 1 (Eudoxus). For every nonnegative q one has
X1 1 X1
qk = for q < 1; and qk = 1 for q  1:
k=0 1 q k=0

Comparison of series Quite often exa t summation of series is too diÆ ult,
and for pra ti al purposes it is enough to know the sum approximatively. In
this ase one usually ompares the series with another one whi h sum is known.
Su h omparison is based on the following Term-Wise Comparison Prin iple ,
whi h immediately follows from the Denition of Sum.
P1 P1
Prin iple (Term-Wise Comparison). If ak  bk for k, then ak  bk
k=1 k=1
The only series we have so far to ompare with are the geometri ones. The
following lemma is very useful for this purposes.
Lemma 2 (Ratio Test). If ak+1  qak holds for some q < 1 and all terms of
P1 1
P
series ak than ak  1a0q
k=0 k=0
Proof. By indu tion one proves inequality ak  a0 qk . Now by Term-Wise Com-
1
P 1
P
parison one estimates ak from above by the geometri series a0 q k =
a0 k=0 k=0
1 q
If the series under onsideration satises an autore ursion equation, to prove
its onvergen e usually mean to evaluate it exa tly. For proving of onvergen e
the Term-Wise Comparison Prin iple an be strengthened. Let us say that the
1
P 1
P
series ak is eventually majorized by the series bk , if the inequality bk  ak
k=1 k=1
holds for ea h k starting from k = n for some n. The following lemma is very
useful to prove onvergen e.
P1
Prin iple (Eventual Comparison). A series ak , whi h is eventually ma-
k=1
1
P
jorized by a onvergent series bk , is onvergent.
k=1

14
 1
P 1
P P1
Proof. Consider a tail bk , whi h term-wise majorizes ak . Then ak =
k=n k=n k=1
nP1 1
P nP1 1
P nP1 1
P
ak + ak  ak + bk  ak + bk < 1.
k=1 k=n k=1 k=n k=1 k=1
1
P
Example Consider series k2 k . The ratio of two su essive terms aak+1
k
of
k=1
the series is k2+1 2
k . This ratio is less or equal to 3 starting with k = 3. Hen e this
P1 2k
series is eventually majorities by geometri one a3 3k , (a3 = 32 ). This proves
k=0
its onvergen e. And now by autore ursion equation one gets its sum.

Harmoni series paradox. Now we have a solid ba kground to evaluate

positive series. Nevertheless, we must be areful about innity! Consider the
following al ulation:
X1 1 X1 1 1 1 X
X 1 1 1X 1 1
= = =
k=1
2k(2k 1) k=1 2k 1 k=1 2k k=1 2k 1 2 k=1 k
X1 1 1 X1 1 X1 1!
+ =
k=1 2k 1 2 k=1 2k 1 k=1 2k
X1 1 1X 1 1 ! 1X 1 1
= =
k=1
2k 1 2 k=1 2k 1 2 k=1 2k
1 X 1 1 ! 1X 1 1 1X 1 1
= =
2 k=1 2k 1 2 k=1 2k 2 k=1 2k(2k 1)
1
P
We get that the sum of 1
(2k 1)2k satises the equation s = 2s . This equation
k=1
2
has two roots 0 and 1. But s satises inequalities 21 < s < 6 . What is wrong?

Problems.
1
P
1. Prove 0=0
k=1
1 k
P
2. Prove 0 =1
k=1
1
P 1
P 1
P
3. Prove ak = a2 k + a2k+1
k=0 k=0 k=0
1
P 1
P 1
P
4. Prove (ak bk ) = ak bk for onvergent series
k=1 k=1 k=1
1
P 1
5. Evaluate k(k+1)
k=1

6) +


= 1
1) + (1 1 1 1 [( 12 1 1 1
6. Prove (1 2 3 4) + (5 3) + (4 5) + : : :

15
 1 2k
P
7. Prove the onvergen e of k!
k=0
1 1000k
P
8. Prove the onvergen e of k!
k=1
1 k1000
P
9. Prove the onvergen e of 2k
k=1
10. Prove that qn < n(11 q) for 0 < q < 1
11. Prove that for any positive q < 1 there is an n that qn < 1
2
1 1
P
12. Prove k!  2
k=1
1
P 1
13. Evaluate k(k+2)
k=1
1 1
P
14. Prove the onvergen e of the Euler series k2
k=1
P 1
1 P 1 P
P 1
15.  Prove that aij = aij for aij  0
i=1 j =1 j =1 i=1

16
1.3 Unordered Sums
On the ontents of the le ture Our summation theory ulminates in the
Sum Partition Theorem. This le ture will ontribute towards evaluation of the
Euler series in two ways: we prove its onvergen e, and even estimate its sum
by 2. On the other hand, we will realize that evaluation of the Euler series with
Euler's a ura y (10 18 ) seems to be beyond human being's strength.
Consider a family fai gi2I of nonnegative numbers indexed by elements of
an arbitrary set I . An important spe ial ase of I is the set of pairs of natural
numbers N  N . Families indexed by N  N are alled double series. They arise
when one multiply one series
P by another one.
Any sum of the type ai , where K is a nite subset of I is alled a subsum
i2K
of fai gi2I over K .
Denition. The least number majorizing all subsums
P of fai gi2I over nite
subsets is alled its (ultimate) sum and denoted by ai
i2I
One-for-All and All-for-One prin iples for non-ordered sum are obtained
from orresponding prin iples for ordered sum by repla ing "partial sums" by
"nite subsums".

Commutativity. In ase I = N we have got a denition whi h apparently is

new. But fortunately this denition is equivalent to the old one. Indeed, as any
nite subsum of positive series does not ex eed its ultimate (ordered) sum, the
non-ordered sum also does not ex eed it. On the other hand, any partial sum
of the series is a nite subsum. This implies the opposite inequality. Therefore
we have established the equality.
X1 X
ak = ak
k=1 k2N
This means that positive series obeys the Commutativity Law. Be ause the
non-ordered sum obviously does not depend on order of summands.

S fIk gk2K of a set I is alled a partition of I

Partitions. AF family of subsets
and is written k2K Ik if I = k2K Ik and Ik \ Ij = ? for all k 6= j .
F
Theorem 1 (Sum Partition Theorem). For any partition I = j2J Ij of
the indexing set and any family fai gi2I of nonnegative numbers,
X XX
(1.3.1) ai = ai :
i 2I j 2J i2Ij

Iverson notation We will apply the following notation: a statement in luded

into [℄ takes value 1, if the statement is true, and 0, if it is false. Prove the
following simple lemmas to adjust to this notation. In both lemmas one has
K  I.
P P
Lemma 2. ai = ai [ i 2 K ℄
i2K i 2I

17
 In parti ular, for K = I , Lemma 2 turns into
P P
Lemma 3. ai = ai [i 2 I ℄
i2I i 2I
P F
Lemma 4. [i 2 Ik ℄ = [i 2 IK ℄ for all i 2 I i IK = k2K Ik
k2K

Proof of Sum Partition Theorem. At rst we prove the following Sum

Transposition Formula for nite J
XX XX
(1.3.2) aij = aij
i2I j 2J j 2J i2I
Indeed, if J ontains just two elements, this formula turns into Term-Wise
Addition Formula. The proof of this formula is the same as for series. Suppose
the formula is proved for any set, whi h ontains less elements than J does.
De ompose J into union of two nonempty subsets J1 t J2 . Then applying only
Term-Wise Addition and Lemmas 2,3 4, we get
XX XX XX
aij = aij [j 2 J ℄ = (aij [j 2 J1 ℄ + aij [j 2 J2 ℄) =
i2I j 2J i2I j 2J i 2I j 2J
XX XX XX XX
= aij [j 2 J1 ℄ + aij [j 2 J2 ℄ = aij + aij :
i2I j 2J i2I j 2J i2I j 2J1 i2I j 2J2
But the last two sums an be transposed by indu tion hypothesis. After su h
transposition one gets
XX XX X X X X
aij + aij = [j 2 J1 ℄ aij + [j 2 J2 ℄ aij =
j 2J1 i2I j 2J2 i2I j 2J i 2I j 2J i2I
X X X X XX
= ([j 2 J1 ℄ + [j 2 J2 ℄) aij = [j 2 J ℄ aij = aij
j 2J i 2I j 2J i2I j 2J i2I
and the Sum Transposition Formula for nite J is proved. Consider the general
ase. To prove  in (1.3.2),
P P onsider a nite KP P I . By the Finite Transposition
Formula the subsum aij is equal to aij . But this sum is term-
i2K j 2J j 2J i2K
wise majorized by the right-hand side sum in (1.3.2). Therefore the left-hand
side does not ex eed the right-hand side by All-for-One prin iple.
To derive the Sum Partition P Theorem from the Transposition formula, pose
aij = ai [i 2 Ij ℄. Then ai = aij and (1.3.1) turns into (1.3.2). This ompletes
j 2J
the proof of the Sum Partition Theorem.
1
P
Blo king For a given a series ak and an in reasing sequen e of natural
k=0
1
P
numbers fnk g1 k=0 starting with n0 = 0 one denes a new series Ak by the
k=0
nk+1
P 1 P1 P1
rule Ak = ai . The series Ak is alled blo king of ak by fnk g.
i=nk k=0 k=0
The Sum Partition Theorem implies that the sums of blo ked and unblo ked
series oin ide. Blo king formalizes putting of bra kets. Therefore the Sum
Partition Theorem implies Sequential Asso iativity Law : Pla ing bra kets does
not hange the sum of series.

18
 1 1
P
Estimation of the Euler series Let us ompare the Euler series with 2k ,
k=0
1
P 2n+1
P 1
blo ked by f2n g to ak . The sum 1 n
k2 onsists of 2 summands, all of
k=1 k=2n
whi h are less then the rst one, whi h is 1 n 1 1
22n . As 2 22n = 2n , it follows that
P1
an  21n for ea h n. Summing these inequalities, one gets ak  2.
k=1
Now let us estimate how many terms of Euler's series one needs to take
into a ount to nd its sum up to the eighteenth digit. To do this, we need to
1 1
P
k2  2n 1 . To obtain a lower
estimate its tail. The arguments above give 1
k=2n
2n+1
P 1
estimation, let us remark that all terms of sum 1
ex eed 22(n1+1) . As the
k2
k=2n
1 1
P
number of summands is 2n , one gets an  4
12n . Hen e k2  2n+1 . Sin e
1
k=2n
210 = 1024 ' 103 , one gets 260 ' 1018 . So, to provide a ura y 10 18 one needs
to sum approximately 1018 terms. This task is ina essible even for a modern
omputer. How did Euler manage to do this? He invented a summation formula
(Euler-Ma Laurin formula) and transformed this slowly onvergent series into
non-positive divergent (!) one, whose partial sum ontaining as little as ten
terms gave 18-digit a ura y. The whole al ulation took him an evening. To
introdu e this formula, one needs to know integrals and derivatives. We will do
this later.

Problems.
1
P 1
1
P 1
1 1
P
1. Find (2k)2 and (2k 1)2 , assuming k2 = 2 =6.
k=1 k=1 k=1
1
P
2. Prove onvergen e of p1 .
k=1 k k
1 1
P
3. Estimate how many terms of series n3 is ne essary to sum for al u-
k=1
lation of its sum with pre ision 10 3.
1 1 1
P
4. Estimate the value of 2n k .
k=1
1
P 1
P P
5. Prove equality ak bk = aj bk .
k=0 k=0 j;k2N
6. Estimate how many terms of Harmoni series gives the sum surpassing
1000
7. Prove the Diri hlet formula
nX1 kX
+1 n nX1
X
aki = aki :
k=1 i=1 i=1 k=i

19
 P 1
8. Evaluate .
i;j 2N 2i 3j
P i+j
9. Evaluate .
i;j 2N 2i 3j
P
10. Represent an unordered sum aij as a double sum.
i+j<n
P ij
11. Evaluate .
i;j 2N i 3j
2
1 P
P 2i
12. Change the summation order in aij .
i=0 j =0
13. Dene by Iverson notation the following fun tion:
 (integral part) [x℄
 jxj (module)
 sgn x (signum)
 n! (fa torial)
14. Dene only by formulas the expression [p is prime℄

20
1.4 Innite Produ ts
On the ontents of the le ture In this le ture we be ome a quainted with
innite produ ts. The famous Euler Identity will be proved. We will nd out
that  (2) is another name for the Euler series. And we will see how the Euler's
de omposition of the sine into produ t works to sum up the Euler Series.
Denition. Produ t of an innite sequen e of numbers fak g, su h that
Q
ak  1
for all k is dened as the least number majorizing all partial produ ts nk=1 ak =
a1 a2 : : : a n
A sequen e of natural numbers is alled essentially nite if all but nitely
many of its elements are equal to zero. Denote by N 1 the set of all essentially
nite sequen es of natural numbers.
P1
Theorem 1. For any given sequen e of positive series ajk , j = 1; 2; : : : , su h
k=0
that aj0 = 1 for all j one has
1X
Y 1 X 1
Y
(1.4.1) ajk = ajkj
j =1 k=0 fkj g2N1 j=1
Summands on the right-hand side of (1.4.1) usually ontain fa tors whi h
are less than one. But ea h of the summands ontains only nitely many fa tors
dierent from 1. So the summands are in fa t nite produ ts.
Proof. For a sequen e fkj g 2 N 1 dene its length as maximal j for whi h kj 6= 0
and its maximum as the value of its maximal term. The length of zero sequen e
is dened as 0. P Q1
Consider a nite subset S  N 1 . Consider the partial sum j
k=1 akj .
fkj g2S
To estimate it, denote by L the maximal length of elements of S and denote by
M the greatest of maxima of fkj g 2 S . In this ase
X Y 1 X Y L X Y L Y L X M Y1X 1
ajkj = ajkj  ajkj = ajk  ajk ;
fkj g2S j=1 fkj g2S j=1 fkj g2NLM j=1 j =1 k=0 j =1 k=0

where N LM denotes the set of all nite sequen es fk1 ; k2 ; : : : kLg of natural num-
bers su h that ki  M . By All-for-One this implies one of the required inequal-
ities, namely, .
To prove the opposite inequality, we prove that for any natural L one has
Y L X 1 X Y L
(1.4.2) ajk = ajkj ;
j =1 k=0 fkj g2NL j=1
where N L denotes the set of all nite sequen es fk1 ; : : : kL g of natural numbers.
The proof is by indu tion on L.
Lemma 2. For any families fai gi2I fbj gj2J of nonnegative numbers, one has
X X X
(1.4.3) ai bj = ai bj
i2I j 2J (i;j )2I J

21
 F
Proof. Sin e I  J = fig  J by the Sum Partition Theorem one gets:
i2I
(1.4.4)
X X X XX X X X X
ai bj = ai bj = ai bj = ai bj = bj ai
(i;j )2I J i2I (i;j )2figJ i 2I j 2J i 2I j 2J j 2J i2I

Case L = 2 follows from Lemma 2, be ause N 2 = N N . The indu tion step

is done as follows
LY +1 X1 X1 Y L X 1 X X Y L X LY
+1
ajk = aLk +1 ajk = aLk +1 ajkj = ajkj
j =1 k=0 k=0 j =1 k=0 k 2N fkj g2NL j=1 fkj g2NL+1 j=1
The left-hand side of (1.4.2) is a partial produ t for the left-hand side of (1)
and the right-hand side of (1.4.2) is a subsum of the right-hand side of (1).
Consequently, all partial produ ts of the right-hand side in (1) do not ex eed
its left-hand side. This proves the inequality .

Euler's Identity Our next goal is to prove the Euler Identity

1
X 1 Y1 1
 [p is prime℄
(1.4.5) = 1
k=1
k p=1 p

Here  is any rational (or even irrational) positive number.

The produ t on the right-hand side is alled the Euler Produ t. The series on
the left-hand side is alled Diri hlet
1 1 series. Ea h fa tor of the Euler Produ t ex-
P
pands into geometri series . By Theorem 1.4.1 the produ t of these geo-
k=0 pk
metri series is equal to the sum of produ ts of the type p1 k1  p2 k2  : : : pn kn =
N  . Here fpi g are dierent prime numbers, fki g are positive natural num-
bers and pk11 pk22 : : : pknn = N . But ea h produ t pk11 pk22 : : : pknn = N is a natural
number, dierent produ ts represent dierent numbers and any natural number
has a unique representation of this sort. This is exa tly what is alled Prin ipal
Theorem of Arithmeti s. That is the above de omposition of the Euler produ t
expands in Diri hlet series.

Convergen e of Diri hlet series

1 1
P
Theorem 3. The Diri hlet series ns onverges i s>1
k=1
Proof. Consider f2k g pa king of the series. Then the n-th term of the pa ked
2n+1
P 1 2n+1
P 1
series one estimates from the up as 1
ks  1
(2n )s = 2n 2ns
1 = 2n ns =
k=2n k=2n
(21 s )n . If s > 1 then 21 s < 1 and the pa ked series is term-wise majorized
by onvergent geometri progression. Hen e it onverges. In ase the of the
Harmoni series (s = 1) the n-th term of its pa king one estimates from below

22
 2n+1
P 1 2n+1
P 1
k 
as 1 1 n 1 1
2n+1 = 2 2n+1 = 2 . That is why the harmoni series
k=2n k=2n
diverges. A Diri hlet series for s < 1 term-wise majorizes the Harmoni series
and so diverges.
1 1
P
Riemann  -fun tion Fun tion  (s) = ns is alled Riemann  -fun tion.
k=1
It is of great importan e in the number theory.
The simplest appli ation of the Euler's Identity represents Euler's proof of
P1 1
innity of the set of primes. The divergen e of the harmoni series k implies
k=1
the Euler Produ t has to ontain innitely many fa tors to diverge.
EulerP proved essentially more exa t result: the series of re ipro al primes
diverges p1 = 1.

Summing via multipli ation Multipli ation of series gives rise to a new
1
P
approa h to evaluating their sums. Consider the geometri series xk . Then
k=0
1 !2 1 1
X X X X X
xk = xj xk = xj xk = (k + 1)xm
k=0 j;k2N2 m=0 j +k=m m=0
1
P 1
P
As xk = 1
1 x one gets (k + 1)xk = 1
(1 x)2 .
k=0 k=0

Sine-produ t Now we are ready to understand how two formulas

sin x Y 1  x2
 1
X x2k+1
(1.4.6) = 1 sin x = ( 1)k 2k + 1)!
x k=1 k2 2 k=0 (
whi h appeared in Legends, yield an evaluation of the Euler Series. Sin e at the
moment we do not know how to multiply innite sequen es of numbers whi h
are less than one, we invert the produ t in the rst formula. We get

x 1
Y x2
 1 1X
Y 1 x 2j
(1.4.7) = 1 =
sin x k=1 k2 2 k=1 j =0
k j  2j
2

1
P 2k+1
To avoid negative numbers, we interpret the series ( 1)k (2xk+1)! in the
P1 x4k+1 P 1k=0x4k+3
se ond of formulas (1.4.6) as the dieren e (4k+1)! (4k+3)! . Substituting
k =0 k =0
this expression for sin x in sinx x and an elling out x, we get

!j
x 1 1
X 1
X x 2k
(1.4.8) = 1 = ( 1)k+1
sin x 1 P 2k
( 1)k+1 (2kx+1)! j =0 k=1 (2k + 1)!
k=1

23
All terms on the right-hand side starting with j = 2 are divisible2 by x4 . Conse-
quently the only summands with x2 on the right-hand side is x6 . On the other
hand in (1.4.7) after expansion into sum by Theorem 1.4.1 terms with x2 give
1 x2
P 1 1 2
P
the series 2
k 2 . Comparing these results, one gets k2 = 6 .
k=1 k=1

Problems.
Q1
1. Prove n=1 1:1 = 1
2. Prove identity 1
Q Q1
n=1 an = ( n=1 an ) (an  1)
2 2

3. Does 1 (1 + 1 ) onverge?
Q
n=1 n
Q1 n2
4. Evaluate n=2 n2 1
1
Q
5. Prove divergen e (1 + k1 )[k is prime℄
1
Q1 n(n+1)
6. Evaluate n=3 (n 2)(n+3)
Q1 n2 1
7. Evaluate n=2 n2 4
Q1 1
8. Evaluate n=1 (1 + n(n+2) )
Q1 (2n+1)(2n+7)
9. Evaluate n=1 (2n+3)(2n+5) )
Q1 n3 +1
10. Evaluate n=2 n3 1
Q1 P1 1
k=2 (1 + k2 ) 
11. Prove inequality 1
k2
k=2
Q 4k 2
12. Prove onvergen e of the Wallis produ t 4k 2 1
1 1
P
13. Evaluate k4 applying (1.4.6).
k=1
Q1 2
14. Prove n=2 nn+1 2 <1
15. Multiply geometri series by itself and get a power series expansion for
(1 x) 2
P1  (n)
16. Dene  (n) as the number of divisors of n, then  2 (x) =
k=1 nx
17. Dene (n) as the number of numbers whi h are less than n are relatively
 (x 1) P 1 (n)
prime to n, then =
 (x) k=1 nx
18. Dene (n) (Mobius fun tion) as follows: (1) = 1, (n) = 0, if n is
divisible by the square of a prime number, (n) = ( 1)k , if n is the
1 1 (n)
P
produ t of k dierent prime numbers. Then =
 (x) k=1 nx
24
 P1 [k is prime℄
19.  Prove k =1
k=1
20.  Prove identity 1
Q 2n 1
n=0 (1 + x ) = 1 x

25
1.5 Teles opi sums
On the ontent of this le ture. In this le ture we learn the main se ret of
the elementary summation theory. We will evaluate series via its partial sums.
We introdu e fa torial powers, whi h are easy to sum. Following Stirling we
expand 1+1x2 into a series of negative fa torial powers and apply this expansion
to evaluate the Euler series with Stirling's a ura y 10 8.
1
P 1
The series k(k+1) .
In the rst le ture we have al ulated innite sums
k=1
dire tly without invoking partial sums. Now we present a dual approa h to
summing series. A ording this approa h at rst one nds a formula for the
n-th partial sum and then substitutes in this formula innity instead of n. The
P1 1
series k(k+1) gives a simple example for this method. A key to sum it up is
k=1
the following identity
1 1 1
= :
k(k + 1) k k + 1
P1 1
Be ause of this identity k(k+1) turns into the sum of dieren es
k=1
       
1 1 1 1 1 1 1
(1.5.1) 1 + + +


+ +:::
2 2 3 3 4 n n+1
Its nth partial sum is equal to 1 1
n+1 . Substituting in this formula n = +1,
one gets 1 as its ultimate sum.

Teles opi sums. The sum (1.5.1) represents a teles opi sum . This name is
n
P
used for sums of the form (ak ak+1 ). The value of su h a teles opi sum is
k=0
determined by the values of the rst and the last of ak , similarly to a teles ope,
whose thi kness is determined by the radii of the external and internal rings.
Indeed,
n
X n
X n
X n
X nX1
(ak ak+1 ) = ak ak+1 = a0 + ak ak+1 an+1 = a0 an+1 :
k=0 k=0 k=0 k=1 k=0
The same arguments for innite teles opi sum give
X1
(1.5.2) (ak ak+1 ) = a0 :
k=0
P1 P1 1
But this proof works only if ak < 1. This is untrue for k(k+1) , owing to
k=0 k=1
divergen e of the Harmoni series. But the equality 1.5.2 holds also if ak tends
to 0 as k tends to innity. Indeed, in this ase a0 is the least number majorizing
P1
all a0 an , the nth partial sums of ak .
k=0

26
 Dieren es. For a given sequen e fak g one denotes by f
ak g the sequen e
of dieren es
ak = ak+1 ak and alls latter sequen e as dieren e of fak g.
The main formula of elementary summation theory is
nX1
(1.5.3)
ak = an a0
k=0
1
P
To teles ope a series ak it is suÆ ient to nd a sequen e fAk g su h that
k=0
nP1

Ak = ak . On the other hand the sequen e of sums An = ak has dieren e
k=0

An = an . Therefore, we see that to teles ope a sum is equivalent to nd a
formula for partial sums. This lead to on ept of teles opi fun tion. For a
fun tion f (x) wePintrodu e its dieren e
f (x) as f (x + 1) f (x). A fun tion
f (x) teles opes ak , if
f (k) = ak for all k.
Often the sequen e fak g that we would like to teles ope has the form ak =
f (k) for some fun tion. Then we are sear hing for a teles opi fun tion F (x)
for f (x), i.e. a fun tion su h that
F (x) = f (x).
To evaluate the dieren e of a fun tion is usually mu h easier than to tele-
s ope it. For this reason one has evaluated the dieren es of all basi fun tions
and organized a table of dieren es. In order to teles ope a given fun tion, look
in this table to nd a table fun tion whose dieren e oin ides with or is lose
to given fun tion.
For example, the dieren es of xn for n  3 are
x = 1,
x2 = 2x + 1,
P1 2

x3 = 3x2 + 3x + 1. To teles ope k we hoose in this table x3 . Then
k=1  

x3 2 3 2
x2 = x + 31 =
2x
x6 . Therefore, x2 =
x3 x2 + x6 . This
3
immediately implies the following formula for sums of squares:
nX1
2n3 3n2 + n
(1.5.4) k2 =
k=1
6

Fa torial powers The usual powers xn have a ompli ated dieren es. So-
alled fa torial powers xk have simpler dieren es. For any number x and any
natural number k, let xk denote x(x 1)(x 2) : : : (x k + 1), and by x k we
1 0
denote (x+1)(x+2) :::(x+k) . At last we dene x = 1. The fa torial power satises
the following addition law
(1.5.5) xk+m = xk (x k)m
We leave to the reader to he k this rule for all integers m, k. The power nn for
a natural n oin ides with the fa torial n! = 1
2
3


n. The main property of
fa torial powers is given by
(1.5.6)
xn = nxn 1

The proof is straightforward:

(x + 1)k xk = (x + 1)1+(k 1) x(k 1)+1 = (x + 1)xk 1 xk 1 (x k + 1) = kxk 1

27
 Applying this formula one an easily teles ope any fa torial polynomial, i.e.
an expression of the form a0 + a1 x1 + a2 x2 + a3 x3 + : : : an xn . Indeed, the
expli it formula for the teles oping fun tion is a0 x1 + a21 x2 + a32 x3 + a43 x4 +
n xn+1 . Therefore, another strategy to teles ope xk is to represent it as a
: : : na+1
fa torial polynomial.
For example, to represent x2 as fa torial polynomial, onsider a + bx + x2 ,
a general fa torial polynomial of degree 2. We are looking for x2 = a + bx + x2 .
Substituting x = 0 in this equality one gets a = 0. Substituting x = 1, one
gets 1 = b, and nally for x = 2 one has 4 = 2 + 2 . Hen e 2
3 = 1. As result
x2 = x + x2 . And the teles oping fun tion is given by x2 + x3 = 12 (x2 x) +
1 (x(x2 3x + 2)) = 1 (2x3 3x2 + x). And we have on e again proved the
3 6
formula (1.5.4).

Stirling Estimation of the Euler series. We will expand (1+1x)2 into a series
of negative fa torial powers in order to teles ope it. A natural rst approxima-
tion to (1+1x2 ) is x 2 = (x+1)(1 x+2) . We represent (1+1x)2 as x 2 + R1 (x), where
R1 (x) = (1+1x)2 x 2 = (x+1)12 (x+2) . The remainder R1 (x) is in a natural way
approximated by x 3 . If R1 (x) = x 3 + R2 (x) then R2 (x) = (x+1)2 (x2+2)(x+3) .
Further, R2 (x) = 2x 4 + R3 (x), where R3 (x) = (x+1)2 (x+2)( 2
3 3!x 4
x+3)(x+4) = x+1 .
The above al ulations led to onje ture
nX1
1 n!x n 1
(1.5.7) = k !x k 2
+ :
(1 + x)2 k=0 x+1
n 1
This onje ture is easily proved by indu tion. The remainder Rn (x) = n!xx+1
nP1
represents the dieren e (1+1x)2 k!x 2 k . Owing to the inequality x 1 n 
k=0
1
(n+1)! ,whi h is valid for all x  0, the remainder de reases to 0 as n in reases
to innity. This implies
Theorem 1. For all x  0 one has
1 X1
(1.5.8) = k !x 2 k
(1 + x)2 k=0
1 1
P
To al ulate (1+k)2 , repla e all summands by the expressions (1.5.7).
k=p 
1 nP1
P 1 n
We will get m!k 2 m + n!kk+1 . Changing the order of summa-
k=p m=0
nP1 1
P P1 n!k 1 n x 1 m
tion we have m! k 2 m + k+1 . Sin e 1+m teles opes the se-
m=0 k=p k=p
2 m 1 2 m p 1 m
P
quen e fk g, we have k = 1+m . Denote the sum of remainders
k=p
1 n!k 1 n
P
k+1 by R(n; p). Then for all natural p and n one has
k=p
1
X 1 nX1
p 1 m
(1.5.9) 2 = m ! + R(n; p)
k=p (1 + k ) m=0 1+m

28
For p = 0 and n = +1, the right-hand side turns into the Euler series, and
1 n
one
ould get a false impression that we get nothing new. But k 2 n  kk+1 
(k 1) 2 n, hen e
n!p 1 n X 1 X1 n!(p 1) 1 n
= n!k 2 n  R(n; p)  n!(k 1) 2 n = :
1+n k=p k=p 1+n

Sin e (p 1) 1 n
p 1 n
= (1 + n)(p 1) 2 n
, there is a  2 (0; 1) su h that
n!p 1 n 2 n
R(n; p) = + n!(p 1) :
1+n
Finally we get:
1
X 1 X p 1
1 nX1
p 1 k 2 n
(1.5.10) = + k ! + n!(p 1)
k=1
k2 k=0 (1 + k)2 k=0 1 + k
For p = n = 3 this formula turns into
X1 1 1 1 1 1 1 
k 2 = 1 + 4 + 9 + 4 + 40 + 180 + 420
k=1
For p = n = 10 one gets R(10; 10)  10!9 12. After an ellations one has
10 1
1 . This is approximately 2
10 8 . Therefore P 1
2
11
12
13
14
15
17
19 (k+1)2 +
k=0
10P1 k!10 1 k
1+k is inferior than the sum of the Euler series by only 2
10 8. In
k=0
1 1
P
su h a way one an in one hour al ulate eight digits of k2 after the de imal
k=1
point. It is not a bad result, but it is still far from Euler's 18 digits. For p = 10
to provide 18 digits one has to sum essentially more than 100 terms of the series.
This is a bit too mu h for a person, but is possible for a omputer.
Problems.
P 3
1. Teles ope k
2. Represent x4 as a fa torial polynomial.
1 1
P
3. Evaluate k(k+2)
k=1
1
P 1
4. Evaluate k(k+1)(k+2)(k+3)
k=1
5. If
ak 
bk for all k and a1  b1 then ak  bk for all k
6.
(x + a)n = n(x + a)n 1

3 nP1 3
7. Prove Ar himedes's inequality n3  k2  (n+1)
3
k=1

29
 1 k
P
8. Teles ope 2k
k=1
1
P
9. Prove the inequalities n1  1
k2  n+1
1
k=n+1
10. Prove that the degree of
P (x) is less than the degree of P (x) for any
polynomial P (x).
11. Relying on
2n = 2n , prove that P (n) < 2n eventually for any polynomial
P (x).
1
P
12. Prove k!(x 1) 1 k = x1
k=0

30
1.6 Complex series
On the ontents of the le ture. The omplex numbers hide the key to the
Euler Series. The summation theory developed for positive series now extends
to omplex series. We will see that omplex series an help to sum real series.

Cubi equation Complex numbers arose in onne tion with solution of ubi
equation. The substitution x = y a redu es the general ubi equation x3 +
3
ax2 + bx + = 0 to
(1.6.1) y3 + py + q = 0
The redu ed equation one solves by the following tri k. One looks for a root in
the form y =  +  . Then ( +  )3 + p( +  ) + q = 0 or 3 +  3 + 3 ( +
 ) + p( +  ) + q = 0 The latter equality one redu es to the system
3 +  3 = q
(1.6.2)
3 = p
Raising the se ond equation into ube one gets
3 +  3 = q
(1.6.3)
273  3 = p3
Now 3 ,  3 are roots of the quadrati equation
p3
(1.6.4) x2 + qx
27
alled a resolution of the original ubi equation. Sometimes the resolution has
no roots, while the ubi equation always has a root. Nevertheless one an
evaluate a root of the ubi equation with the help of its resolution. To do this
one simply ignores that numbers under square roots are negative.
For example onsider the following ubi equation
3 1
(1.6.5) x3 x =0
2 2
Then (1.6.2) turns into
1
3 +  3 =
(1.6.6) 2
1
3  3 =
8
q
Corresponding resolution is t2 2t + 18 = 0 and its roots are t1;2 = 4
1 1 1 =
1  1 p 1. Then the desired root of ubi equation is given by
16 8
4 4

r r
1 p 1 p 1
q
p q
p 
(1.6.7) 3 (1 + 1) + 3 (1 1) = p 3 1+ 1+ 3 1 1
4 4 34

31
It turns out that the latter expression one uniquely interprets as a real number
whi h is a root of the equation 1.6.5. To evaluate it onsider the following
expression
q
3 p q
3 p q p q p
(1.6.8) (1 + 1)2 (1 + 1) 3 (1 1) + 3 (1 1)2
Sin e
p p p 2 p p
(1 + 1)2 = 12 + 2 1+ 1 =1+2 1 1=2 1;
p p p3 p p p3 p p
thepleft summand of (1.6.8)
p p is equal top 3 2 1 = 2 3 1= 2 1= 3
32 1: Similarly (1 1) 2 = 2 1, and the right summand of (1.6.8)
pp p p p 2
turns into 3 2p 1. Finally (1 + 1)(1 1) = 12 1 = 2 and pthe
entral one is 3 2. As result the whole expression (1.6.8) is evaluated as 3 2.
On the other hand one evaluates the produ t of (1.6.7) and (1.6.8) by usual
formula as the sum of ubes
p p p p p
p31 ((1+ 1)+(1 1)) = p 3
1
((1+1)+( 1) 1)) = p
3
1
(2+0) = 3 2:
4 4 4
p
32
Consequently (1.6.7) is equal to p 3 2 = 1. And 1 is a true root of (1.6.5).
p
Arithmeti of omplex numbers. In the sequel we use i instead of 1.
There are two basi ways to represent a omplex number. Representation z =
a + ib, where a and b are real numbers we all Cartesian form of z . The numbers
a and b are alled respe tively real and imaginary parts of z and denoted by
Re z and by Im z respe tively. Addition and multipli ation of omplex numbers
are dened via their real and imaginary parts as follows
(1.6.9) Re(z1 + z2 ) = Re z1 + Re z2
(1.6.10) Im(z1 + z2 ) = Im z1 + Im z2
(1.6.11) Re(z1 z2 ) = Re z1 Re z2 Im z1 Im z2
(1.6.12) Im(z1 z2 ) = Re z1 Im z2 + Im z1 Re z2
Trigonometri form of a omplex number is z = ( os +i sin ), where   0
is alled module or absolute value of a omplex number z and is denoted jz j, and
 is alled its argument. The argument of a omplex number is dened modulo
2. We denote by Arg(z ) the set of all arguments of z , and by arg z elements of
Arg z whi h satisfy the inequalities  < arg z  . So arg z is uniquely dened
for all omplex numbers. The arg z is alled prin ipal argument of z .
The number a bi is alled onjugated to z = a + bi and denoted z. One
has zz = jz j2 . This allows us to express z 1 as jzzj2 .
p
If z = a + ib then jz j = a2 + b2 and arg z = ar tg ab . One represents a
omplex numbers z = a + bi as a points Z of the plane with oordinates (a; b).
Then jz j is equal to the distan e from Z to the origin O. And arg z represents
!
the angle between the axis of abs ises and the ray OZ . Addition of the omplex
numbers orresponds to usual ve tor addition. And the usual triangle inequality
turns into the module inequality :
jz +  j  jz j + j j:
32
 Im z Z

arg z
O Re z

The multipli ation formula for omplex numbers in the trigonometri form is
espe ially simple:
(1.6.13) r( os  + i sin )r0 ( os + i sin ) = rr0 ( os( + ) + i sin( + ))
Indeed, the left-hand side and the right-hand side of (1.6.13) transform to
rr0 ( os  os sin  sin ) + irr0 (sin  os + sin os ):
That is the module of the produ t is equal to the produ t of modules and the
argument of produ t is equal to the sum of arguments
Arg z1 z2 = Arg z1  Arg z2
Any omplex number is uniquely dened by its module and argument.
The multipli ation formula allows us to prove by indu tion the following:
(Moivre Formula) ( os  + i sin )n = ( os n + i sin n)

Sum of omplex series. Now is the time to extend our summation theory
to series made of omplex numbers. We extend the whole theory without any
1
P
losses to so alled absolutely onvergent series. Series zk with arbitrary
k=1
P1
omplex terms is alled absolutely onvergent, if the series jzk j of absolute
k=1
values onverges.
For any real number x one denes two nonnegative number its positive x+
and negative x parts as x+ = x[x  0℄ and x = x[x < 0℄. The following
identities hara terize the positive and negative partes of x
(1.6.14) x+ + x = jxj x+ x =x
Now the sum of an absolute onvergent series of real numbers is dened as
follows:
1
X X1 X1
(1.6.15) ak = a+k ak
k=1 k=1 k=1

33
That is from the sum all positive summands one subtra ts the sum of modules
of all negative summands. The series on the right-hand side onverge, be ause
P1
a+k  jak j, ak  jak j and j ak j < 1 .
k=1
P1
For an absolutely onvergent omplex series zk we dene the real and
k=1
imaginary parts of its sum separately by formulas
X1 X1 1
X X1
(1.6.16) Re zk = Re zk Im zk = Im zk
k=1 k=1 k=1 k=1
The series in the right-hand sides of these formulas are absolutely onvergent,
sin e j Re zk j  jzk j and j Im zk j  jzk j.
P1 P1
Theorem 1. For any pair of absolutely onvergent series ak and bk its
k=1 k=1
P1
term-wise sum (ak + bk ) absolutely onverges and
k=1
1
X 1
X 1
X
(1.6.17) (ak + bk ) = ak + bk
k=1 k=1 k=1
Proof. First, remark that absolute onvergen e of the series on the left-hand
side follows from the Module Inequality jak + bk j  jak j + jbk j and absolute
onvergen e of the series on the right-hand side.
Now onsider the ase of real numbers. Representing all sums in (1) as
dieren es of its positive and negative parts and separating positive and negative
terms in dierent sides one transforms (1) into
X1 X1 X1 X1 1
X 1
X
a+k + b+k + (ak + bk ) = ak + bk + (ak + bk )+
k=1 k=1 k=1 k=1 k=1 k=1
But this equality is true due to term-wise addition for positive series and the
following identity,
x + y + (x + y)+ = x+ + y+ + (x + y)
Moving terms around turns this identity into
(x + y)+ (x + y) = (x+ x ) + (y+ y );
whi h is true due to the identity x+ +x = x.
In the omplex ase the equality (1.6.17) splits into two equalities, one for
real and another for imaginary parts. As for real series the term-wise addition
is already proved, we an write the following hain of equalities
X1 X1 ! X1 1
X X1 X 1
Re ak + bk = Re ak + Re bk = Re ak + Re bk =
k=1 k=1 k=1 k=1 k=1 k=1
1
X 1
X 1
X
(Re ak + Re bk ) = Re(ak + bk ) = Re (ak + bk );
k=1 k=1 k=1
whi h proves the equality of real parts in (1.6.17). The same proof works for
imaginary parts.

34
Sum Partition Theorem. An unordered sum of a family of omplex numbers
is dened by the same formulas (1.6.15) and (1.6.16). Sin e for positive series
non-ordered sum oin ides with the ordered one, we get the same oin iden e
for all absolutely onvergent series. Hen e the ommutativity law holds for all
absolutely onvergen e series.
1
P P P 
Theorem 2. If I = tj2J Ij and jak j < 1 then j2J  i2Ij ai  < 1 and
k=1
XX X
(1.6.18) ai = ai
j 2J i2Ij i 2I
P
Proof. At rst onsider the ase of real summands. By denition ai =
P + P i2I
a i ai By Sum Partition Theorem positive series one transforms the
i2I i2I P P P P
original sum into a+i ai Now by the Term-Wise Addition ap-
j 2J i2Ij j 2J i2Ij
plied at rst to external and after to internal sums one gets
0 1
X X X XX XX
 a+i ai A = (a+i ai ) = ai :
j 2J i2Ij i2Ij j 2J i2Ij j 2J i2Ij

So the Sum Partition Theorem is proved for all absolutely onvergent real se-
ries. And it immediately extends to absolutely onvergent omplex series by its
splitting into real and imaginary parts.
1
P 1
P
Theorem 3 (Term-Wise Multipli ation). If jzk j < 1 then j zk j <
k=1 k=1
P1 1
P
1 for any ( omplex) and zk = zk
k=1 k=1
Proof. Term-wise Multipli ation for positive numbers gives the rst statement
P1 1 1
of the theorem j zk j = P j jjzk j = j j P jzk j. The further proof is divided
k=1 k=1 k=1
into ve ases.
At rst suppose is positive and zk real. Then zk+ = zk+ and by virtue of
Term-Wise Multipli ation for positive series we get
1
X 1
X 1
X 1
X 1
X
zk = zk+ zk = zk+ zk =
k=1 k=1 k=1 k=1 k=1
!
1
X 1
X 1
X
zk+ zk = zk
k=1 k=1 k=1
The se ond ase. Let = 1 and zk be real. In this ase
X1 X1 X1 X1 X1 1
X
zk = ( zk )+ ( zk ) = zk zk+ = zk
k=1 k=1 k=1 k=1 k=1 k=1
The third ase. Let be real and zk omplex. In this ase Re zk = Re zk
and the two ases above imply the Term-Wise Multipli ation for any real .

35
Hen e
X1 1
X 1
X 1
X 1
X 1
X
Re zk = Re zk = Re zk = Re zk = Re zk = Re zk
k=1 k=1 k=1 k=1 k=1 k=1
The same is true for imaginary parts.
The fourth ase. Let = i and zk be omplex. Then Re izk = Im zk and
Im izk = Re zk . So one gets for real parts
X1 X1 1
X
Re izk = Re(izk ) = Im zk =
k=1 k=1 k=1
1
X 1
X 1
X
Im zk = Im zk = Re i zk
k=1 k=1 k=1
The general ase. Let = a + bi with real a, b. Then
1
X X1 X1 X1 X1 X1 1
X
zk = a zk + ib zk = azk + ibzk = (azk + ibzk ) = zk
k=1 k=1 k=1 k=1 k=1 k=1 k=1

1
P 1
P
Multipli ation of Series For given two series ak and bk , one denes
k=0 k=0
1
P Pn
their onvolution as a series n , where k = ak bn k .
n=0 k=0
1
P 1
P
Theorem 4 (Cau hy). For any absolutely onvergent series ak and bk
k=0 k=0
1
P
the onvolution k absolutely onverges and
k=0
1
X 1
X 1
X
(1.6.19) k = ak bk
k=0 k=0 k=0
P
Proof. Consider the double series ai bj . Then by Sum Partition Theorem its
i;j
sum is equal to
! ! !0 1
X1 X 1 1
X 1
X 1
X X1
ai bj = bj ai = ai  bj A :
j =0 i=0 j =0 i=0 i=0 j =0
P 1 n+1
P P1
On the other hand, ai bj = ak bn k . But the last sum is just the
i;j n=0 k=0
onvolution.
This proof goes through for positive series. In general ase we have to prove
absolute onvergen e of the double series. But this follows from
! !
X1 1
X 1
X
jak j jbk j = j k j
k=0 k=0 k=0

36
Module Inequality.

X1  1
X
(1.6.20) 


zk 

 j zk j
k=1 k=1
Let zk = xk + iyk . The summation of inequalities  jxk j  xk  jxk j
P1 1 1 P 1  1
gives jxk j  xk  jxk j, whi h means  xk   P jxk j. The
P P
k=1 k=1 k=1 k=1 k=1
0 0
same inequality
  for yk . Consider zk = jxk j + ijyk j Then jzk j = jzk j
 is true
P 1  P 1 0
and  zk    zk . Therefore it is suÆ ient to prove inequality (1.6.20)
k=1 k=1
for zk0 , that is for numbers with non-negative real and imaginary parts. Now
supposing xk ; yk to be nonnegative one gets the following hain of equivalent
transformations of (1.6.20):
!2 !2 !2
1
X 1
X 1
X
xk + yk  j zk j
k=1 k=1 k=1
v
1 u 1 !2 1 !2
X u X X
xk  t jzk j yk
k=1 k=1 k=1
v
n u 1 !2 1 !2
X u X X
xk  t j zk j yk 8n = 1; 2; : : :
k=1 k=1 k=1
v
u 1 !2 !2
1
X u X n
X
yk  t jzk j Re xk 8n = 1; 2; : : :
k=1 k=1 k=1
v
u 1 !2 !2
m
X u X n
X
yk  t j zk j xk 8n; m = 1; 2; : : :
k=1 k=1 k=1
n !2 m !2 1 !2
X X X
xk + yk  j zk j 8m; n = 1; 2; : : :
k=1 k=1 k=1
v
  u N !2 !2
XN  u X N
X 1
X



zk 

= t
xk + yk  jzk j 8N = 1; 2; : : :
k=1 k=1 k=1 k=1
 
PN  N
P 1
P
The inequalities of the last system hold be ause  zk   jzk j  j zk j .
k=1 k=1 k=1

Complex geometri progression The sum of a geometri progression with

a omplex ratio is given by the same formula
nX1
1 zn
(1.6.21) zk =
k=0 1 z
And the proof is the same as in the ase of real numbers. But the meaning of
this formula is dierent. Any omplex formula is in fa t a pair of formulas. Any
omplex equation is in fa t a pair of equations.

37
 In parti ular, for z = q(sin  + i os ) the real part of the left-hand side of
nP1
(1.6.21) owing to Moivre Formula turns into qk sin k and the right-hand
k=0
nP1
side turns into qk os k.So the formula for geometri progression splits
k=0
into two formulas whi h allow us to teles ope some trigonometri series.
Espe ially interesting is the ase with the ratio "n = os 2n + i sin 2n . In this
ase the geometri progression y li ally takes the same values, be ause "nn = 1.
The terms of this sequen e are alled the roots of unity , be ause they satisfy
the equation z n 1 = 0.
Lemma 5.
n
Y
(1.6.22) (z n 1) = (z "kn )
k=1
Proof. Denote by P (z ) the right-hand side produ t. This polynomial has degree
n has the major oeÆ ient 1 and has all "kn as its roots. Then the dieren e
(z n 1) P (z ) is a polynomial of degree < n whi h has n dierent roots. Su h
polynomial has to be 0 by virtue of the following general theorem.
Theorem 6. Number of roots of any nonzero omplex polynomial does not
ex eed its degree.
Proof. Proof is by indu tion on degree of P (z ). Polynomial of degree 1 has form
az + b and the only root ab . Suppose our theorem is proved for any polynomial
of degree < n. Consider a polynomial P (z ) = a0 + a1 z +


+ an z of degree
n, where oeÆ ient are omplex numbers. Suppose Q
it has at least n roots
z1 : : : zn . Consider the polynomial P  (z ) = an nk=1 (z zk ). The dieren e
P (z ) P  (z ) has degree < n and has at least n roots (all zk ). By the indu tion
hypothesis this dieren e is zero. Hen e, P (z ) = P  (z ). But P  (z ) has only n
roots. Indeed, for any z dierent from all zk one has jz zk j > 0. Therefore
jP  (z )j = jan j Qnk=1 jz zk j > 0.
Blo king onjugated roots one gets a pure real formula.
(nY
1)=2  
2k
(1.6.23) z n 1 = (z 1) z 2 2z os +1
k=1 n

Complexi ation of series Complex numbers are ee tively applied to sum

1
P
up so alled trigonometri series, i.e. series of the type ak os kx and
k=0
P1 P1 k
ak sin kx. For example, to sum series q sin k one ouple it with its
k=0 k=1
1 k
P 1 k
P
dual q os k and form a omplex series q ( os k + i sin k). The last
k=0 k=0
is a omplex geometri series. Its sum is 1 1 z , where z = os  + i sin . Now
P1 k
the sum of the sine series q sin k is equals to Im 1 1 z , the imaginary part
k=1
of the omplex series, and the real part of the omplex series oin ides with the

38
 osine series. In parti ular, for q = 1, one has 1 1 z = 1+ os 1+i sin  . To evaluate
the real and imaginary parts one multiplies both numerator and denominator
by 1 + os  i sin . Then one gets (1 os )2 + sin2  = 1 2 os2  + os2  +
sin2  = 2 2 os  as the denominator. Hen e 1 1 z = 1 os +i sin  1 1 
2 2 os  = 2 + 2 ot 2 .
And we get two remarkable formulas for the sum of the divergent series
X1 1 X1 1 
(1.6.24) os k = sin k = ot
k=0 2 k=1 2 2
P1
For  = 0 the left series turns into ( 1)k . The evaluation of the Euler series
k=0
via this osine series is remarkably short, it takes one line. But one has to know
integrals and a something else to justify this evaluation.

Problems.
 3
1 1 i i5 + 2 (1 + i)5
1. Find real and imaginary parts for , , , .
1 i 1+i i19 + 1 (1 i)3
p
2. Find trigonometri form for 1, 1 + i , 3 + i.
3. Prove that z1 z2 = 0 implies either z1 = 0 or z2 = 0.
4. Prove the distributivity law for omplex numbers.
5. Analyti ally prove the inequality jz1 + z2 j  jz1 j + jz2 j.
nP1
6. Evaluate 1 where zk = 1 + kz .
zk (zk +1) ,
k=1
nP1
7. Evaluate zk2 , where zk = 1 + kz .
k=1
nP1 sin k
8. Evaluate .
k=1 2k
9. Solve z 2 = i.
10. Solve z 2 = 3 4i.
P1 sin 2n
11. Teles ope 3n .
k=1
12. Prove that the onjugated to a root of polynomial with real oeÆ ient is
the root of the polynomial.
13. Prove that z1 + z2 = z1 + z2 .
14. Prove that z1 z2 = z1 z2 .
15.  Solve 8x3 6x 1 = 0
1 sin n
P
16. Evaluate
k=1 2n

39
 1 sin 2n
P
17. Evaluate 3n
k=1
1 zk
P
18. Prove absolute onvergen e of k! for any z
k=0
1 zk
P
19. For whi h z the series k absolutely onverges?
k=1
20. Multiply a geometri series onto itself several times applying Cau hy for-
mula
p
21. Find series for 1 + x by method of indenite oeÆ ients
1 sin k
P
22. Does series k absolutely onverge?
k=1
1 sin k
P
23. Does series k2 absolutely onverge?
k=1

40
Chapter 2

Integrals

41
2.1 Natural Logarithm.
On the ontents of the le ture.
In the beginning of Cal ulus was the Word, and the Word was with
Arithmeti , and the Word was Logarithm 1

Logarithmi tables Multipli ation is mu h more diÆ ult than addition. The
Logarithm redu es multipli ation to addition. Inventions of logarithms were one
of the great a hievements of our ivilization.
In early times, when logarithms was unknown instead of them one used
trigonometri fun tions. The following identity
2 os x os y = os(x + y) + os(x y)
an be applied to al ulate produ ts via tables of osines. To multiply numbers
x and y, one represents them as osines x = os a , y = os b using the osine
table. Then one evaluates (a + b) and (a b) and nd their osines in the
table. Finally, the results are summed and divided by 2. That is all. A single
multipli ation requires 4 sear hes in the table of osines, two additions, one
subtra tion and one division by 2.
A logarithmi fun tion l(x) is a fun tion su h that l(xy) = l(x)+ l(y) for any
x and y. If one has a logarithmi table, to evaluate the produ t xy one has to
nd in logarithmi table l(x) and l(y) then sum them and nd the antilogarithm
of the sum. This is mu h easier.
The idea of logarithms arose in 1544, when M. Stiefel ompared a geometri
and arithmeti progressions. The addition of exponents orresponds to the
multipli ation of powers. Hen e onsider a number lose to 1, say, 1:000001.
Cal ulate the sequen e of its powers and pla e them to the left olumn. Pla e
to the right olumn the orresponding values of exponents, whi h are just the
line numbers. The logarithmi table is ready.
Now to multiply two numbers x and y, one nds them (or their approxima-
tions) in the left olumn of the logarithmi table, reads their logarithms from
the right olumn. Sum the logarithms and nd the value of the sum in the right
olumn. Next to this sum in the left olumn the produ t xy stands. The rst
tables of su h logarithms were omposed by John Napier in 1614.

Area of urvilinear trapezium. Re all that a sequen e is said to be mono-

tone, if it is either in reasing or de reasing. The minimal interval, whi h ontains
all elements of a given sequen e of points will be alled supporting interval of
the sequen e.
And a sequen e is alled exhausting for an interval I if I is the supporting
interval of the sequen e.
Let f be a non-negative fun tion dened on [a; b℄. The set f(x; y) j x 2
[a; b℄ and 0  y  f (x)g is alled a urvilinear trapezium under the graph of f
over the interval [a; b℄.
To estimate the area of a urvilinear trapezium under the graph of f over
[a; b℄, one hooses an exhausting sequen e fxi gni=0 for [a; b℄ and onsider the
1 o o& is Greek "word", %o& means "number"

42
 a b

following sums:
nX1 nX1
(2.1.1) f (xk )j
xk j f (xk+1 )j
xk j (where
xk = xk+1 xk )
k=0 k=0
We will all the rst of them the re eding sum and the se ond, the advan ing
sum of the sequen e fxk g for the fun tion f . If the fun tion f is monotone
the area of the urvilinear trapezium is ontained between these two sums.
To see this, onsider the following step-gures: [kn=01 [xk ; xk+1 ℄  [0; f (xk )℄ and
[kn=01 [xk ; xk+1 ℄  [0; f (xk+1 )℄. If f and fxk g both in rease or both de rease the
rst step-gure is ontained in the urvilinear trapezium and the se ond step-
gure ontains the trapezium with possible ex eption of a verti al segments
[a  [0; f (a)℄ or [b  [0; f (b)℄. If one of f and fxk g in reases and the other
de reases, then the step-gures swit h the roles. The ba k sum equals the area
of the rst step-gure, and the advan ing sum equals the area of the se ond
one. Thus we have proved the following lemma.
Lemma 1. Let f be a monotone fun tion, S the area of the urvilinear trapez-
ium under the graph of f over [a; b℄. Then for any sequen e fxk gnk=0 exhausting
nP1 nP1
[a; b℄ the area S is ontained between f (xk )j
xk j and f (xk+1 )j
xk j.
k=0 k=0

Fermat's quadratures of parabolas. In 1636 Pierre Fermat proposed an

ingenious tri k to determine the area below the urve y = xa .
If a > 1 then onsider any interval of the form [0; B ℄. Choose a positive q <
1. Then the innite geometri progression B; Bq; Bq2 ; Bq3 : : : exhausts [0; B ℄
and the values of fun tion for this sequen e also form a geometri progression
B a ; qa B a ; q2a B a ; q3a B a ; : : : . Then both the re eding and advan ing sums turn
into geometri progressions:
X1 X1 B a+1 (1 q)
B a qka (qk B qk+1 B ) = B a+1 (1 q) qk(a+1) =
k=0 k=0 1 qa+1
X1 X1 B a+1 (1 q)qa
B a q(k+1)a (qk B qk+1 B ) = B a+1 (1 q) q(k+1)(a+1) = :
k=0 k=0
1 qa+1

43
 For a natural a, one has 1 1qaq+1 = 1+q+q12 +:::qa . As q tends to 1 both sums
a+1
onverge to Ba+1 . This is the area of the urvilinear trapezium. Let us remark
that for a < 0 this trapezium is unbounded, nevertheless it has nite area if
a > 1.
If a < 1, then onsider an interval in the form [B; 1℄. Choose a positive q >
1. Then the innite geometri progression B; Bq; Bq2 ; Bq3 : : : exhausts [B; 1℄
and the values of fun tion for this sequen e also form a geometri progression
B a ; qa B a ; q2a B a ; q3a B a ; : : : . The re eding and advan ing sums are
X1 X1 B a+1 (q 1)
B a qka (qk+1 B qk B ) = B a+1 (q 1) qk(a+1) =
k=0 k=0 1 qa+1
X1 X1 B a+1 (q 1)qa
B a q(k+1)a (qk+1 B qk B ) = B a+1 (1 q) q(k+1)(a+1) = :
k=0 k=0 1 qa+1

If a is an integer set p = q 1 . Then 1 qqa1+1 = q 1 1pjapj 1 = q 1+p+p21+:::pn 2 .

a+1
As q tends to 1 both sums onverge to jBaj 1 . This is the area of the urvilinear
trapezium.
For a > 1 the area of the urvilinear trapezium under the graph of xa over
[A; B ℄ is equal to the dieren e between the areas of trapezia over [0; B ℄ and
a+1 a+1
[0; A℄. Hen e this area is B a+1A .
For a < 1 one an evaluates the area of the urvilinear trapezium under
the graph of xa over [A; B ℄ as the dieren e between the areas of trapezia over
a+1 a+1
[A; 1℄ and [B; 1℄. The result is expressed by the same formula B a+1A .
Theorem 2 (Fermat). The area below the urve y = xa over interval [A; B ℄
a+1 a+1
is equal to B a+1A for a 6= 1.
We have proved this theorem for integer a, but Fermat proved it for all real
a 6= 1.

Natural Logarithm. In the ase a = 1 the geometri progression for areas

of step-gures turns into an arithmeti progression. This means that the area
below hyperbola is a logarithm! This dis overy was made by Gregory in 1647.
The gure bounded from above by the graph of hyperbola y = 1=x, from
below by segment [a; b℄ of the axis of abs issas and on ea h side by verti al lines

44
 1 x

passing through the end points of the interval, is alled a hyperboli trapezium
over [a; b℄.
The area of hyperboli trapezium over [1; x℄ with x > 1 is alled the natural
logarithm of a x, it is denoted by ln x. For a positive number x < 1 its logarithm
is dened as the negative number whose absolute value oin ides with the area
of hyperboli trapezium over [x; 1℄. At last, ln 1 is dened as 0.
Theorem 3 (on logarithm). Natural logarithm is an in reasing fun tion de-
ned for all positive numbers. For ea h pair of positive numbers x, y
(2.1.2) ln xy = ln x + ln y:
Proof. Consider the ase x; y > 1. The dieren e ln xy ln y is the area of the
hyperboli trapezium over [y; xy℄. And we have to prove that it is equal to ln x,
the area of trapezium over [1; x℄. Choose a large number n. Let q = x1=n . Then
qn = x. The nite geometri progression fqk gnk=0 exhausts [1; x℄ . Then the
re eding and advan ing sums are
nX1 nX1
n(q 1)
(2.1.3) q k (qk+1 qk ) = n(q 1) q k 1 (qk+1 qk ) = :
k=0 k=0
q
Now onsider the sequen e fxqk gnk=0 exhausting [x; xy℄. Its re eding sum
nX1
x 1 q k (xqk+1 xqk ) = n(q 1)
k=0
just oin ides with the re eding sum (2.1.3) for ln x. The same is true for the
advan ing sum. As a result we obtain for any natural n one has the following
inequalities:
n(q 1) n(q 1)
(2.1.4) n(q 1)  ln x  n(q 1)  ln xy ln y 
q q
This implies that j ln xy ln x ln yj does not ex eed the dieren e between
the the re eding and advan ing sums. The statement of Theorem 3 in the ase
x; y > 1 will be proved when we will prove that this dieren e an be made
arbitrarily small by a hoi e of n. This will be dedu ed from the following
general lemma.

45
Lemma 4. Let f be a monotone fun tion over interval [a; b℄ and a sequen e
fxk gnk=0 that exhausts [a; b℄. Then
 
nX1 nX1 
(2.1.5) 


f (xk )
xk f (xk+1 )
xk 

 jf (b) f (a)j max
k<n
j
xk j
k=0 k=0
The proof of the lemma is a straightforward al ulation. To shorten the
notation, set
f (xk ) = f (xk+1 ) f (xk ).
   
nX1 nX1  nX1 



f (xk )
xk f (xk+1 )
xk  =





f (xk )
xk 


k=0 k=0 k=0
nX1 nX1
j
f (xk )j max j
xk j = max j
xk j j
f (xk )j =
k=0 k=0
 
n 1 
X
max j j

xk 
f (xk ) = max j
xk jjf (b) f (a)j
 
k=0
 
nP1  nP1
The equality 
f (xk ) = j
f (xk )j holds, as
f (xk ) have the same
k=0 k=0
signs due to the monotoni ity of f .
The value max j
xk j is alled maximal step of the sequen e fxk g. For the
sequen e fqk g of [1; x℄ its maximal step is equal to qn qn 1 = qn (1 q 1 ) =
x(1 q)=q. It tends to 0 as q tends to 1. In our ase jf (b) f (a)j = 1 x1 < 1.
By Lemma 4 the dieren e between the re eding and advan ing sums ould be
made arbitrarily small. This ompletes the proof in the ase x; y > 1.
Consider the ase xy = 1, x > 1. We need to prove the following
(inversion rule) ln 1=x = ln x
As above, put qn = x > 1. The sequen e fq k gnk=0 exhausts [1=x; 1℄. The
nP1 nP1
orresponding re eding sum qk+1 (q k q k 1 ) = (q 1) = n(q 1)
k=0 k=0
oin ides with its ounterpart for ln x. The same is true for the advan ing one.
The same arguments as above prove j ln 1=xj = ln x. The sign of ln 1=x is dened
as minus be ause 1=x < 1. This proves the inversion rule.
Now onsider ase x < 1, y < 1. Then 1=x > 1 and 1=y > 1 and by the rst
ase ln 1=xy = (ln 1=x+ln 1=y). Repla ing all terms of this equation a ording to
the inversion rule, one gets ln xy = ln x ln y and nally ln xy = ln x + ln y.
The next ase is x > 1, y < 1, xy < 1. Sin e both 1=x and xy are less then
1, then by the previous ase ln xy + ln 1=x = log xy
x = ln y . Repla ing ln 1=x by
ln x one gets ln xy ln x = ln y and nally ln xy = ln x + ln y.
The last ase, x > 1, y < 1, xy > 1 is proved by ln xy + ln 1=y = ln x and
repla ing ln 1=y by ln y.

Base of logarithm Natural or hyperboli logarithms are not the only log-
arithmi fun tion. Other popular logarithms are de imal ones. In omputer
s ien e one prefers binary logarithms. Dierent logarithmi fun tions are dis-
tinguished by its bases . The base of a logarithmi fun tion l(x) is dened as a
number b for whi h l(b) = 1. Logarithms with the base b are denoted by logb x.

46
What is the base of natural logarithms? This is the se ond most important on-
stant in mathemati s (after ). It is an irrational number denoted by e whi h is
equal to 2:71828182845905 : : : . It was Euler who introdu ed these number and
notation.
Well, e is the number su h that the area of hyperboli trapezium over [1; e℄
is 1. Consider geometri progression qn for q = 1 + n1 . All summands in
the orresponding hyperboli re eding sum for this progression are equal to
qk+1 qk = q 1 = 1 . Hen e the re eding sum for the interval [1; q n ℄ is equal
qk n
to 1 and it is greater than log qn . Consequently e > qn . The summands of
k+1 k
the advan ing sum in this ase are equal to q qk+1q = 1 1q = n+1 1 . Hen e
the advan ing sum for the interval [1; qn+1 ℄ is equal to 1. It is less than the
orresponding logarithm. Consequently, e < qn+1 . Thus we have proved the
following estimates for e:
   
1 n 1 n+1
(2.1.6) 1+ <e< 1+
n n


We see that 1 + n1 n rapidly tends to e as n tends to innity.

Problems.
1. Prove that ln x=y = ln x ln y
2. Prove that ln 2 < 1
3. Prove that ln 3 > 1
4. Prove that x > y implies ln x > ln y.
5. Is ln x bounded?
1 1
6. Prove that < ln(1 + 1=n) <
n+1 n
x
7. Prove that < ln(1 + x) < x
1+x
8. Prove Fermat theorem for a = 1=2; 1=3; 2=3
9. Prove unboundedness of lnnn .

 n+1
10. Compare 1 + n1 n and 1 + n+1
1

11. Prove monotoni ity of lnnn .

nP1 nP1
12. Prove that 1 < ln n < 1
k k
k=2 k=1
13. Prove that ln(1 + x) > x x2
2
14. Estimate integral part of ln 1000000
x + y ln x + ln y
15. Prove that ln
2
 2
47
 1 1
P
16. Prove onvergen e ( k ln(1 + k1 ))
k=1
17. Prove that
  1    
1 1 1 1 1
n+
2
 ln 1+
n
< +
2 n n+1
18.  Prove that
1 1 1
+ + +


= ln 2
1
2 3
4 5
6

48
2.2 Denite Integral.
On the ontents of the le ture. Areas of urvilinear trapezia play an ex-
traordinary important role in mathemati s. They generate a key on ept of
al ulus | the on ept of integral.
Rb
Three Basi Rules For a nonnegative fun tion f its integral f (x) dx along
a
the interval [a; b℄ is dened just as the area of the urvilinear trapezium below
the graph of f over [a; b℄. We allow a fun tion to take innite values. Let us
remark that hanging of the value of fun tion in one point does not ae t the
integral, be ause the area of the line is zero. That is why we allow the fun tions
under onsideration to be undened in a nite number of points of the interval.
Immediately from the denition one gets the following three basi rules of
integration :
Rb
Rule of onstant f (x) dx = (b a), if f (x) = for x 2 (a; b)
a
Rb Rb
Rule of inequality f (x) dx  g(x) dx, if f (x)  g(x) for x 2 (a; b)
a a
R Rb R
Rule of partition f (x) dx = f (x) dx + f (x) dx for b 2 (a; )
a a b

Partition. Let jJ j denote the length of an interval J . Let us say that a

sequen e fJk gnk=1 of disjoint open subintervals of an interval I is a partition of
Pn
I , if jIk j = jI j The boundary of a partition P = fJk gnk=1 is dened as the
k=1
dieren e I n [nk=1 Jk and is denoted P .
For any nite subset S of an interval I , whi h ontains the ends of I there
is a unique partition of I , whi h has this set as the boundary. Su h partition is
alled generated by S . For a monotone sequen e fxk gnk=0 the generated partition
is f(xk 1 ; xk )gnk=1 .

Pie ewise onstant fun tions. A fun tion f (x) is alled partially onstant
on a partition fJk gnk=1 of [a; b℄ if it is onstant on any Jk . The Rules of Constant
and Partition immediately imply:
Zb n
X
(2.2.1) f (x) dx = f (Jk )jJk j:
a k=1

Proof. Indeed, the integral splits into the sum of integrals over Jk = [xk 1 ; xk ℄,
and the fun tion takes the value f (Jk ) in (xk 1 ; xk ).
A fun tion is alled pie ewise onstant over an interval, if it is partially
onstant with respe t to some nite partition of the interval.
Lemma 1. Let f and g be pie ewise onstant fun tions over [a; b℄. Then
Rb Rb Rb
(f (x)  g(x)) dx = f (x) dx  g(x) dx.
a a a

49
Proof. First, suppose f (x) = is onstant on the interval (a; b). Let g takes the
value gk over the interval (xk ; xk+1 ) for an exhausting fxk gnk=0 . Then f (x)+g(x)
Rb nP1
takes values ( + gk ) over (xk ; xk+1 ). Hen e (f (x)+ g(x)) dx = ( + gk )j
xk j
a k=0
due to (2.2.1). Splitting this sum and applying (2.2.1) to the both summands,
nP1 nP1 Rb Rb
one gets j
xk j + gk j
xk j = f (x) dx + g(x) dx. This proves the ase
k=0 k=0 a a
of onstant f .
Now let f be partially onstant on the partition generated by fxk gnk=0 .
Rb n xRk
P
Then, by the partition rule, (f (x) + g(x)) dx = (f (x) + g(x)) dx. As
a k=1 xk 1
xRk
f is onstant on any (xk 1 ; xk ), for any k one gets (f (x) + g(x)) dx =
xk 1
xRk xRk
f (x) dx + g(x) dx. Summing up these equalities one ompletes the
xk 1 xk 1
proof of Lemma 1 for the sum.
The statement about dieren es follows from the addition formula applied
to g(x) and f (x) g(x).
Lemma 2. For any monotone nonnegative fun tion f on the interval [a; b℄ and
for any " > 0 there is su h pie ewise onstant fun tion f" su h that f"  f (x) 
f" (x) + ".
1
P
Proof. f" (x) = k"[k"  f (x) < (k + 1)"℄.
k=0

Theorem 3 (Addition Theorem). Let f and g be nonnegative monotone

fun tions dened on [a; b℄. Then
Zb Zb Zb
(2.2.2) (f (x) + g(x)) dx = f (x) dx + g(x) dx
a a a
.
Proof. Let f" and g" be "-approximations of f and g respe tively provided by
Lemma 2. Set f " (x) = f" (x) + " and g" (x) = g" (x) + ". Then f" (x)  f (x) 
f " (x) and g" (x)  g(x)  g" (x) for x 2 (a; b). Summing and integrating these
inequalities in dierent order gives
Zb Zb Zb
(f" (x) + g" (x)) dx  (f (x) + g(x)) dx  (f " (x) + g" (x)) dx
a a a
Zb Zb Zb Zb Zb Zb
f" (x) dx + g" (x) dx  f (x) dx + g(x) dx  f " (x) dx + g" (x) dx:
a a a a a a
Due to Lemma 1, the left-hand sides of these inequalities oin ide, as well as
the right-hand sides. Hen e the dieren e between the entral parts does not

50
ex eed
Zb Zb
(2.2.3) (f " (x) f" (x)) dx + (g" (x) g" (x)) dx  2"(b a):
a a
Hen e, for any positive "
 
Zb Zb Zb 
 
(2.2.4)  (f (x) + g (x)) dx f (x) dx g(x) dx < 2"(b a):

 
a a a
This implies that the left-hand side vanishes.

Term by term integration of fun tional series.

Lemma 4. Let ffng1
n=1 be a sequen e of nonnegative nonde reasing fun tions
P1
and p be a pie ewise onstant fun tion. If fk (x)  p(x) for all x 2 [a; b℄ then
k=1
P1 Rb Rb
fk (x) dx  p(x) dx
k=1 a a
Proof. Let p be a pie ewise onstant fun tion with respe t to fxi gni=0 . Choose
1
P m
P
any positive ". Sin e fk (xi )  p( ), eventually one has fk (xi ) > p(xi ) ".
k=1 k=1
Fix m su h that this inequality holds simultaneously for all fxi gni=0 . Let
[xi ; xi+1 ℄ be an interval where p(x) is onstant. Then for any x 2 [xi ; xi+1 ℄
m
P Pm
one has these inequalities: fk (x)  fk (xk ) > p(xk ) " = p(x) ".
k=1 k=1
m
P
Consequently for all x 2 [a; b℄ one has inequality fk (x) > p(x) ". Tak-
k=1
Rb P
m Rb Rb
ing integrals gives fk (x) dx  (p(x) ") dx = p(x) dx "(b a). By
a k=1 a a
Rb P
m Pm Rb P1 Rb
the Addition Theorem fk (x) dx = fk (x) dx  fk (x) dx. There-
a k=1 k=1 a k=1 a
P1 Rb Rb
fore fk (x) dx  p(x) dx "(b a) for any positive ". This implies the
k=1 a a
1 Rb
P Rb
inequality fk (x) dx  p(x) dx.
k=1 a a
Theorem 5. For any sequen e ffng1
n=1 of nonnegative nonde reasing fun tions
on an interval [a; b℄
Zb X
1 1Z
X
b
(2.2.5) fk (x) dx = fk (x) dx
a k=1 k=1 a
n
P 1
P
Proof. Sin e fk (x)  fk (x) for all x, by integrating one gets
k=1 k=1
Zb X
n Zb X
1
fk (x) dx  fk (x) dx:
a k=1 a k=1

51
 n Rb
P
By the the Addition Theorem the left-hand side is equal to fk (x) dx, whi h
k=1 a
P1 Rb
is a partial sum of fk (x) dx. Then by All-for-One one gets the inequality
k=1 a
1 Rb
P 1
Rb P
fk (x) dx  fk (x) dx.
k=1 a a k=1
To prove the opposite inequality for any positive ", we apply Lemma 2
1
P
to nd a pie ewise onstant fun tion F" , su h that F" (x)  fk (x)dx and
k=1
1
Rb P
(fk (x) F" (x)) dx < ". On the other hand, by Lemma 4 one gets
a k=1

1Z b Zb
X
fk (x) dx  F" (x) dx:
k=1 a a
P1 Rb 1
Rb P
Together these inequalities imply fk (x) dx + "  fk (x) dx. As the
k=1 a a k=1
last inequality holds for all " > 0, it holds also for " = 0
Theorem 6 (Mer ator,1668). For any x 2 ( 1; 1℄ one has
1
X ( 1)k+1 xk
(2.2.6) log(1 + x) =
k=1 k

Rx k+1
Proof. Consider x 2 [0; 1). Sin e tk dt = tk+1 due to the Fermat Theorem 2,
0
P1 k
term-wise integration of the geometri series t over interval [0; x℄ for x < 1
k=0
Rx 1 Rx k
P P1 xk+1
gives 1 1 t dt = t dt = k+1 .
0 k=0 0 k=0
Rx 1
Lemma 7. 1 t dt = ln(1 x)
0
Proof of Lemma. Constru t a translation of the plane whi h transforms the
urvilinear trapezium below 1 1 t over [0; x℄ into the trapezium for ln(1 x).
Indeed, the re e tion of the plane ((x; y) ! (2 x; y)) along the line x = 1
transforms this trapezium to the urvilinear trapezium under x 1 1 over [2 x; 2℄.
The parallel translation by 1 to the left of the latter trapezium (x; y) ! (x 1; y)
transform it just in logarithmi trapezium for ln(1 x).
The Lemma proves the Mer ator Theorem for negative x. To prove it for
positive x, set fk (x) = x2k 1 x2k . All fun tions fk are nonnegative on [0; 1℄ and
1
P
fk (x) = 1+1 x . Term-wise integration of this equality over [0; x℄ gives (2.2.6),
k=1
Rx 1 Rx 1
modulo equality 1+t dt =dt. The latter is proved by parallel translation
t
0 1
1 ( 1)k+1 xk
P
of the plane. Let us remark, that in the ase x = 1 the series k is not
k=1

52
 1
P 1
1
P
absolutely onvergent, and under its sum we mean 2k(2k 1) = ( 2k1 1
k=1 k=1
1
2k ). And the above proof proves just this fa t.
The arithmeti mean of Mer ator's series evaluated at x and x gives Gre-
gory's Series
1 1+x x3 x5 x7
(2.2.7) ln = x + + + + ::::
2 1 x 3 5 7
Gregory's series onverges mu h faster than Mer ator's one. For example,
putting x = 31 in (2.2.7) one gets
2 2 2 2
ln 2 = + + + + ::::
3 3
3 3 5
35 7
37

Problems.
 
Rb  Rb
1. Prove that  
 f (x) dx
a 
 jf (x)j dx
a
2. Prove the following formulas via pie e-wise onstant approximations:
Zb Zb
(multipli ation formula) f (x) dx =  f (x) dx
a a
Zb bZ+
(shift formula) f (x) dx = f (x ) dx
a a+
Za Z0
(re e tion formula) f (x) dx = f ( x) dx
0 a
Za Zka  
1 x
( ompression formula) f (x) dx = f dx
k k
0 0

2R
3. Evaluate (sin x + 1) dx.
0
R2
4. Prove the inequality (2 + x3 2x) dx > 8.
2
2R
5. Prove x(sin x + 1) dx < 2.
0
R
200
x+sin(x) dx  100 + 1  .
6. x 50
100

53
 7. Denote by sn the area of
f(x; y) j 0  x  1; (1 x) log n + x ln(n + 1)  y  ln(1 + x)g
1
P
. Prove that sk < 1 .
k=1
2n
P k 2nP
+1 k
8. Prove that ( 1)k+1 xk < ln(1 + x) < ( 1)k+1 xk for x > 0.
k=1 k=1
9. Compute the logarithms of the primes 2,3,5,7 with a ura y 0:01.

10. Evaluate
R1 px dx.
0
R 
11.  Evaluate sin x dx.
0

54
2.3 Stieltjes Integral
On the ontents of the le ture. The Stieltjes relativization of integral
makes the integral exible. We learn the main transformations of integrals.
They allow us to evaluate a lot of integrals.

Basi rules. Parametri urve is a mapping of an interval into the plane. In

artesian oordinates a parametri urve an be presented as a pair of fun tions
x(t); y(t). The rst fun tion x(t) represents the value of abs ises at the moment
t, and the se ond y(t) is ordinate at the same moment. We dene the integral
Rb
f (t) dg(t) for a nonnegative fun tion f alled integrand and with respe t to
a
a nonde reasing ontinuous fun tion g, alled dierand as the area below the
urve f (t); g(t) j t 2 [a; b℄.
A monotone fun tion f is alled ontinuous over interval [a; b℄ if it takes all
intermediate values, that is the image f [a; b℄ of [a; b℄ oin ides with [f (a); f (b)℄.
If it is not ontinuous for some y 2 [f (a); f (b)℄ n f [a; b℄, there is a point x(y) 2
[a; b℄ with the following property: f (x) < y if x < x(y) and f (x) > y if x > x(y).
Let us dene a generalized preimage f [ 1℄(y) of a point y 2 [f (a); f (b)℄ either
as its usual preimage f 1 (y) if it is not empty, or as x(y) in the opposite ase.
Now the urvilinear trapezium below the urve f (t); g(t) over [a; b℄ is dened
as f(x; y) j 0  y  g(f [ 1℄(x))g.
The basi rules for relative integrals transforms into
Rb
Rule of onstant f (t) dg(t) = (g(b) g(a)), if f (t) = for t 2 (a; b)
a
Rb Rb
Rule of inequality f1 (t) dg(t)  f2(t) dg(t), if f1 (t)  f2 (t) for t 2 (a; b)
a a
R Rb R
Rule of partition f (t) dg(t) = f (t) dg(t) + f (t) dg(t) for b 2 (a; )
a a b

Addition theorem. The proof of others properties of integral is based on

the pie e-wise onstant fun tions. For any number x, let us dene its "-integral
part as "[x="℄. Immediately from the denition one gets.
Lemma 1. For any monotone nonnegative fun tion f on the interval [a; b℄ and
for any " > 0, the fun tion [f ℄" is pie ewise onstant su h that [f (x)℄"  f (x) 
[f (x)℄" + " for all x.
Theorem 2 (on multipli ation). For any nonnegative monotone f , and on-
tinuous nonde reasing g and any positive onstant one has
Zb Zb Zb
(2.3.1) f (x) dg(x) = f (x) dg(x) = f (x) d g(x)
a a a
Proof. For the pie ewise onstant f" = [f ℄" , the proof is by a dire t al ulation.
Hen e
Zb Zb Zb
(2.3.2) f" (x) dg(x) = f" (x) dg(x) = f" (x) d g(x) = I" :
a a a

55
Now let us estimate the dieren es between integrals from (2.3.1) and their
approximations from (2.3.2). For example, for the right-hand side integrals one
has:
Zb Zb Zb Zb
(2.3.3) f d g f" d g = (f f" ) d g  " d g = "( g(b) g(a)):
a a a a
Rb
Hen e f d g = I" + "1, where "1  "(g(b) g(a)). The same argument proves
a
Rb Rb
f dg = I" + "2 and f dg = I" + "3 , where "2; "3  "(g(b) g(a)). Then the
a a
pairwise dieren es between integrals of (2.3.1) do not ex eed 2 "(g(b) g(a)).
Consequently they are less than any positive number, that is, they are zeros.

Theorem 3 (Addition Theorem). Let f1 , f2 be nonnegative monotone fun -

tions and g1 , g2 be a nonde reasing ontinuous fun tions over [a; b℄, then
Zb Zb Zb
(2.3.4) (f1 (t) + f2 (t)) dg1 (t) = f1 (t) dg1 (t) + f2 (t) dg1 (t)
a a a
Zb Zb Zb
(2.3.5) f1 (t) d(g1 (t) + g2 (t)) = f1 (t) dg1 (t) + f1 (t) dg2 (t)
a a a
Proof. For pie ewise onstant integrands the both equalities follows from the
Rule of Constant and the Rule of Partition. To prove (2.3.4) repla e f1 and f2
in both parts by [f1 ℄" and [f2 ℄" . We get equality and denote by I" the ommon
value of both sides of this equality. Then by (2.3.3) both integral on the right-
hand side diers from they approximation at most by "(g1 (b) g1(a)), therefore
the right-hand side of (2.3.4) diers from I" at most by 2"(g1(b) g1 (a)). The
same is true for the left-hand side of (2.3.4). This follows immediately from
(2.3.3) in ase f = f1 + f2 , f" = [f1 ℄" + [f2℄" and g = g1 . Consequently, the
dieren e between left-hand and right-hand sides of the (2.3.4) does not ex eed
4"(g1(b) g1(a)). As " an be hosen arbitrarily small this dieren e has to be
zero.
The proof of (2.3.5) is even simpler. Denote by I" the ommon value of
both parts of (2.3.5) where f1 is hanged by [f1 ℄" . By (2.3.3) one an estimate
the dieren es between integrals of (2.3.5) and their approximations as being
 "(g1(b)+ g2 (b) g1 (a) g2 (a)) for the left-hand side, and as  "(g1 (b) g1 (a))
and  "(g2 (b) g2 (a)) for orresponding integrals of the right-hand side of
(2.3.5). So both sides diers from I" at most on  "(g1 (b) g1(a)+ g2(b) g2(a)).
Hen e they dieren e vanishes.

Dierential forms An expression of the type f1 dg1 + f2 dg2 +


+ fn dgn

is alled a dierential form. One an add dierential forms and multiply it by
Rb
fun tions. The integral of a dierential form (f1 dg1 + f2 dg2 +


+ fn dgn )
a

56
 n Rb
P
is dened as sum of integrals fk dgk . Two dierential forms are alled
k=1 a
equivalent on the interval [a; b℄ if their integrals are equal for all subintervals of
[a; b℄. For the sake of brevity we denote the dierential form f1 dg1 + f2 dg2 +



+ fn dgn by F dG, where F = ff1; : : : ; fng is a olle tion of integrands and
G = fg1; : : : ; gn g is a olle tion of dierands.
Theorem 4 (on multipli ation). Let F dG and F 0 dG0 be two dierential
forms with positive in reasing integrand and ontinuous in reasing dierands,
whi h are equivalent on [a; b℄. Then their produ ts by any in reasing fun tion f
on [a; b℄ are equivalent on [a; b℄ too.
Proof. If f is onstant then the statement follows from the multipli ation for-
mula. If f is pie e-wise onstant, then divide [a; b℄ into intervals where it is
onstant and prove the equality for parts and after olle t the results by the
Partition Rule. In the general ase,
Zb Zb Zb Zb
0 fF dG [f ℄" F dG  "F dG = " F dG:
a a a a
Rb Rb
Sin e [f ℄" F 0 dG0 = [f ℄" F dG, one on ludes that
a a
 
Zb Zb  Zb Zb
 
 fF 0 dG0 fF dG  " F dG + " F 0 dG0

 
a a a a
The right-hand side of this inequality an be made arbitrarily small. Hen e the
left-hand side is 0.

Integration by parts.
Theorem 5. If f and g are ontinuous nonde reasing nonnegative fun tions
on [a; b℄ then d(fg) is equivalent to fdg + gdf .
Rd
Proof. Consider [ ; d℄  [a; b℄. The integral f dg represents the area below the

Rd
urve (f (t); g(t))t2[ ;d℄. And the integral g df represents the area on the left of

the same urve. Its union is equal to [0; f (d)℄  [0; g(d)℄ n [0; f ( )℄  [0; g( )℄. The
Rd
area of this union is equal to (f (d)g(d) f ( )g( ) = dfg. On the other hand

the area of this union is the sum of the areas of urvilinear trapezia representing
Rd Rd
the integrals f dg and g df .

Rb
Change of variable Consider a Stieltjes integral f ( ) dg( ) and suppose
a
there is a ontinuous nonde reasing mapping  : [t0 ; t1 ℄ ! [a; b℄, su h that

57
 (t0 ) = a and  (t1 ) = b. The omposition g( (t)) is a ontinuous nonde reasing
fun tion and the urve f(f ( (t); g( (t))) j t 2 [t0 ; t1 ℄g just oin ides with the
urve f(f ( ); g( )) j  2 [a; b℄. Hen e, the following equality holds; it is known
as the Formula of Change of Variable:
Zt1 Z(t1 )
(2.3.6) f ( (t)) dg( (t)) = f ( ) dg( )
t0  (t0 )

For dierentials this means that the equality F (x)dG(x) = F 0 (x)dG0 (x) on-
serves if one substitutes instead of an independent variable x a fun tion.

Dierential Transformations
dxn . Integration by parts for f (t) = g(t) = t gives dt2 = tdt + tdt. Hen e
2
tdt = t2 . If we already know that dxa = adxa 1 , then dxa+1 = d(xxa ) =
xdxa + xa dx = axxa 1 dx + xa dx = (a + 1)xa dx. This proves the Fermat
Theorem for natural a.
p p
d n x. To evaluate npd n x substitute x = npyn into equality dyn = nyn 1 dy. One
p
gets dx = nxdnpx x , hen e d n x = n1 xdx
x .
ln xdx. We know d ln x = dxx . Integration by parts gives ln xdx = d(x ln x)
xd ln x = d(x ln x) dx = d(x ln x x).

Problems.
1. dx2=3
2. dx 1

3. x ln x dx
4. d ln2 x
5. ln2 x dx
6. dex
1
P 1
7. Investigate the onvergen e of k ln k .
k=1

58
2.4 Asymptoti s of sums
On the ontents of the le ture. We be ome at last a quainted with the
fundamental on ept of limit. We extend the notion of sum of series and dis over
that hange of the order of summands an ae t the ultimate sum. Finally we
derive the famous Stirling formula for n!.

Asymptoti formulas. Mer ator series shows how useful series an be for
evaluating of integrals. In this le ture we will use integrals to evaluate both
partial and ultimate sums of series. Rarely one has an expli it formula for
partial sums of a series. There are lots of important ases where su h a formula
does not exist. For example, it is known that partial sums of the Euler series
annot be expressed as a nite ombination of elementary fun tions. When an
expli it formula is not available, one tries to nd a so- alled asymptoti formulas.
An asymptoti formula for a partial sum Sn of a series is a formula of the type
Sn = f (n) + R(n) where f is a known fun tion alled prin ipal part and R(n)
is a reminder, whi h is small, in some sense, with respe t to the prin ipal part.
Today we will get an asymptoti formula for partial sums of the harmoni series.

Innitesimally small sequen es. The simplest asymptoti formula has a

onstant as its prin ipal part and an innitesimally small remainder. One says
that a sequen e fzk g is innitesimally small and writes lim zk = 0, if zk tends to
0 as n tends to innity. That is for any positive " eventually (i.e. beginning with
some n) holds jzk j < ". With Iverson notation, this denition an be expressed
in the following lear form:
1 X
Y 1 1
Y


1
[fzk gk=1 is innitesimally small ℄ = 
2  ( 1) n [m[k > n℄jzk j < 1℄
 
m=1 n=1 k=1
Three basi properties of innitesimally small sequen es immediately follow
from the denition:
 if lim ak = lim bk = 0 then lim(ak + bk ) = 0
 if lim ak = 0 then lim ak bk = 0 for any bounded sequen e fbk g
 if ak  bk  k for all k and lim ak = lim k = 0, then lim bk = 0
The third property is alled squeeze rule.
Today we needs just one properties of innitesimally small, that is
Theorem 1 (Addition theorem). If sequen es fak g and fbk g are innitesi-
mally small, than its sum and its dieren e are innitesimally small too.
Proof. Let " be a positive number. Then "=2 also is positive number. And by
denition of innitesimally small, the inequalities jak j < "=2 and jbk j < "=2
hold eventually beginning with some n. Then for k > n one has jak  bk j 
jak j + jbk j  "=2 + "=2 = ".

59
Limit of sequen e
Denition. A sequen e fzk g of ( omplex) numbers onverges to a number z if
lim z zk = 0. The number z is alled limit of the sequen e fzk g and denoted
by lim zk .
The innite sum represents a parti ular ase of a limit as demonstrate the
following.
P1
Theorem 2. The partial sums of an absolute onvergent series zk onverges
k=1
to its sum.
nP1 P1 1
P 1
P 1 1
Proof. j zk zk j = j zk j  jzk j. Sin e P jzk j > P jzk j ", there
k=1 k=1 k=n k=n k=1 k=1
nP1 P1
is a partial sum su h that jzk j > jzk j ". Then for all m  n one has
k=1 k=1
P1 P1
jzk j  jzk j < ".
k=m k=n

Conditional onvergen e. The on ept of limit of sequen e leads to the

notion of onvergen e generalizing the absolute onvergen e.
P1 Pn
Series ak is alled ( onditionally) onvergent if lim ak = A + n ,
k=1 k=1
where lim n = 0. The number A is alled its ultimate sum.
The following theorem gives a lot of examples of onditionally onvergent
series, whi h are not absolutely onvergent. By [[n℄℄ we denote the even part of
the number n i.e. [[n℄℄ = 2[n=2℄
Theorem 3 (Leibniz). For any of positive de reasing innitesimally small
1
P
sequen e fan g, the series ( 1)k+1 ak onverges.
k=1
1
P
Proof. Denote the dieren e ak ak+1 by
ak . The series
a2k 1 and
k=1
P1 P1

a2k are positive and onvergent, be ause their term-wise sum is
ak =
k=1 k=1
P1 nP1
a1 . Hen e S =
a2k 1  a1 . Denote by Sn the partial sum ( 1)k+1 ak .
k=1 k=1
nP1
Then S2n =
a2n 1 = S + n , where lim n = 0. Then Sn = S[[n℄℄ +
k=1
an [n is odd℄ + [[n℄℄. As an [n is odd℄ + [[n℄℄ is innitesimally small, this implies
the theorem.
Lemma 4. kLet f be a non-in reasing nonnegative fun tion. Then the series
1
P +1 R
(f (k) f (x) dx) is positive and onvergent and has sum f  f (1).
k=1 k
Proof. The integration of inequalities f (k)  f (x)  f (k + 1) over [k; k + 1℄
kR+1
gives f (k)  f (x) dx  f (n + 1). This proves the positivity of the series and
k
P1
allows majorize it by the teles opi series (f (k) f (k + 1)) = f (1).
k=1

60
Theorem 5 (integral test on onvergen e). If a nonnegative fun tion f (x)
1
P R1
de reases monotoni ally on [1; +1), then f (k) onverges i f (x) dx < 1.
k=1 1
R1 1 kR+1
P 1
P R1
Proof. Sin e f (x) dx = f (x) dx, one has f (k) = f + f (x) dx.
1 k=1 k k=1 1

1
P 1

Euler onstant. The sum ln(1 + k1 ) , whi h is f for f (x) = x1 , is
k
k=1
alled Euler's onstant and denoted by . Its rst ten digits are 0:5772156649:::.
n
P
Harmoni numbers The sum 1 is denoted Hn and is alled the n-th
k
k=1
harmoni number.
Theorem 6. Hn = ln n + + on where lim on = 0
nP1 nP1
Proof. Sin e ln n = (ln(k + 1) ln k) = ln(1 + k1 ), one has ln n +
k=1 k=1
nP1
nP1

1 ln(1 + k1 ) = Hn 1 . But 1 ln(1 + k1 ) = + n , where lim n =
k k
k=1 k=1
0. Therefore Hn = ln n + + ( n1 + n ).
1 ( 1)k+1
P
Alternating harmoni series The alternating harmoni series k
k=1
is a onditionally onvergent series due to Leibniz's theorem, and it is not abso-
lutely onvergent. To nd its sum we apply our Theorem 6 on the asymptoti s
of harmoni numbers.n
P ( 1)k+1
Denote by Sn = k the partial sum. Then Sn = Hn0 Hn00 , where
k=1
Pn n
0
Hn = 1 00 P 1 00 1 0
k [k is odd℄ and Hn = k [k is even℄. Sin e H2n = 2 Hn and H2n =
k=1 k=1
H2n H200n = H2n 1 Hn one gets
2
1 1
(2.4.1) S2n = H2n H H = H2 n Hn =
2 n 2 n
ln 2n + + o2n ln n on = ln 2 + (o2n on ):
n+1
Consequently Sn = ln 2 + (o[[n℄℄ o[n=2℄ + ( 1)n [n is odd℄). As the sum in
bra kets is innitesimally small, one gets
X1 ( 1)n+1
= ln 2:
k=1 n
The same arguments for a permutated alternating harmoni series give
1 1 1 1 1 1 1 1 3
(2.4.2) 1+ + +
3 2 5 7 4 9 11 6
+ +


= log 2:
2
Indeed, in this ase its 3n-th partial sum is S3n = H4n H200n = H4n 12 H2n
0
1 H = log 4n + + o 1 (log 2n + + o +log n + + o ) = log 4 1 log 2+ o0 =
n 4n 2n n n
32 log 2 + o0 , where lim o02 = 0. Sin e the dieren e between S and 2
S where
2 n n n 3 m
m = [n=3℄ is innitesimally small, this proves (2.4.2).
61
Stirling's Formula. We will try to estimate ln n!. The integration of inequal-
Rn
ities ln[x℄  ln x  ln[x + 1℄ over [1; n℄ gives ln(n 1)!  ln x dx  ln n!. Let
1
Rn 1 (ln n! + ln(n
us estimate the dieren e D between ln x dx and 1)!). 2
1
(2.4.3)
Zn nX1 Z1  
1 p
D = (ln x (ln[x℄ + ln[x + 1℄)) dx = ln(k + x) ln k(k + 1) dx:
2 k=1
1 0
To prove that all summands on the left-hand side are nonnegative, we apply the
following general lemma.
R1 R1
Lemma 7. f (x) dx = f (1 x) dx for any fun tion
0 0
Proof. The re e tion of the plane a ross the line y = 21 transforms the urvi-
linear trapezium of f (x) over [0; 1℄ into urvilinear trapezium of f (1 x) over
[0; 1℄.
R1 p
Lemma 8. ln(k + x) dx  ln k(k + 1)
0
Proof. Due to Lemma 7 one has
Z1 Z1 Z1
1
ln(k + x) dx = ln(k + 1 x) dx = (ln(k + x) + ln(k + 1 x)) dx =
2
0 0 0
Z1 Z1
p p
= ln (k + x)(k + 1 x) dx = ln k(k + 1) + x x2 dx 
0 0
Z1
p p
ln k(k + 1) dx = ln k(k + 1)
0

Integration of the inequality ln(1 + x=k)  x=k over [0; 1℄ gives

Z1 Z1
x 1
ln(1 + x=k) dx  dx = :
k 2k
0 0
This estimate together with the inequality ln(1 + 1=k)  1=(k + 1) allow us to
estimate the summands from the right-hand side of (2.4.3) in the following way:
(2.4.4)
Z1 Z1
p ln(k + 1) ln k
ln(k + x) ln k(k + 1) dx = ln(k + x) ln k dx =
2
0 0
Z1   
x 1 1 1 1
= ln 1 + ln 1 + dx 
k 2 k 2k 2(k + 1)
0

62
 1 1
P
We see that Dn  2k
1
2(k+1) = 1
2 for all n. Denote by D1 the sum
k=1
(2.4.3) for innite n. Then Rn = D1 Dn = 2n for some nonnegative  < 1,
and we get
Zn Zn
 1 ln n
(2.4.5) D1 = ln x dx (ln n! + ln(n 1)!) = ln x dx ln n! +
2n 2 2
1 1
Rn Rn
Substituting in (2.4.5) the value of the integral ln x dx = d(x ln x x) =
1 1
(n ln n n) (1 ln 1 1) = n ln n n + 1, one gets
ln n 
(2.4.6) ln n! = n ln n n + + (1 D1 ) +
2 2n
Now we know that 1  (1 D1 )  12 , but it is possible to evaluate
p the value
of D1 with more a ura y. Later we will prove that 1 D1 = 2.

Problems.
1
P
1. Does sin k onverge?
k=1
1
P
2. Does sin k2 onverge?
k=1
3. Evaluate 1 + 21 + 41 + 51 62 +



2
3
2
3n + 3n1+1 + 3n1+2 : : :
1
P
4. If lim aann+1 < 1, then ak onverge.
k=1
1
P
5. If jak ak 1 j < 1, then fak g onverges.
k=1
p
( 1)[ k℄ 1
P
6. Prove onvergen e
k=1 k
1 1
P
7. Convergen e ln3 k
k=1
1
P
8. Convergen e p1
k=1 k ln k ln ln k
1
P 1
9. Convergen e k ln k(ln ln k)2
k=1
1
P 1
10. Convergen e k ln k and asymptoti formula?
k=1
1
P 1
11. Convergen e k ln2 k
k=1

63
12. Whi h partial sum of above series is 0:01 lose to its ultimate sum?
1 1
P
13. Evaluate k ln2 k with pre ision 0.01
k=1
R3
14. Evaluate ln x d[x℄
1
1 2n 2n
Q
15. Express the Stirling onstant via the Wallis produ t 2 =
n=1 2n 1 2n+1

64
2.5 Quadrature of ir le
On the ontents of the le ture. We extend the on eptHof the integral
to omplex fun tion. We evaluate a very important integral dzz , by apply-
ing Ar himedes theorem on the area of ir ular se tor. As a onsequen e, we
evaluate the Wallis produ t and Stirling Constant.

Denition of omplex integral. To spe ify an integral of a omplex fun tion

one has to indi ate not only its limits, but also the path of integration. A path
of integration is a mapping p : [a; b℄ ! C , of an interval [a; b℄ of the real line
into omplex plane. The integral of a omplex dierential form fdg (here f and
g are omplex fun tions of omplex variable) along the path p is dened via
separate integration of dierent ombinations of real and imaginary parts in the
following way:
Zb Zb
(2.5.1) Re f (p(t)) d Re g(p(t)) Im f (p(t)) d Im g(p(t))
a a
Zb Zb
+i Re f (p(t)) d Im g(p(t)) + i Im f (p(t)) d Re g(p(t))
a a
Two omplex dierential form are alled equal if their integrals oin ide for all
paths. So, the denition above an be written shortly as fdg = Re fd Re g
Im fd Im g + i Re fd Im g + i Im fd Re g.
R dz R
The integral The Integral is the prin ipal on ept of Cal ulus and dzz
.
z
is the prin ipal integral. Let us evaluate it along the path p(t) = os t + i sin t,
t 2 [0; ℄, whi h goes along the ar of the ir le of the length   =2. Sin e
1
os t+i sin t = os t i sin t, one has

Z Z Z Z Z
1
(2.5.2) dz = os t d os t + sin t d sin t i sin t d os t + i os t d sin t
z
p 0 0 0 0

R 1 2 R 1 2 R 1 2 2
Its real part transforms into 2 d os t + 2 d sin t = 2 d( os t + sin t) =
0 0 0
R 1
2 d1
= 0. An attentive reader has to obje t: the integrals were dened only
0
for dierential forms with non-de reasing dierand, while os t de reases.

Sign rule. Let us dene the integral for any dierential form fdg with any
ontinuous monotone dierand g and any integrand f of a onstant sign (i.e,
non-positive or non-negative). The denition relies on the following Sign Rule
Zb Zb Zb
(2.5.3) f dg = f dg = f d( g )
a a a

65
If f is of onstant sign, and g is monotone, then among the forms fdg, fdg,
fd( g) and fd( g) there is just one with non-negative integrand and non-
de reasing dierand. For this form, the integral was dened earlier, for the other
ases it is dened by the Sign Rule.
Thus the integral of a negative fun tion against an in reasing dierand and
the integral of a positive fun tion against a de reasing dierand are negative.
And the integral of a negative fun tion against a de reasing dierand is positive.
Rb
The Sign Rule agrees with the Constant Rule: the formula dg = (g(b)
a
g(a)) remains true either for negative or de reasing g.
The Partition Rule also is not ae ted by this extension of Integral.
The Inequality Rule takes the following form: if f1 (x)  f2 (x) for all
Rb Rb
x 2 [a; b℄ then f1(x) dg(x)  f2 (x) dg(x) for non-de reasing dierand and
a a
Rb Rb
f1 (x) dg(x)  f2 (x) dg(x) for non-in reasing g.
a a

Change of variable. Now all integrals in (2.5.2) are dened. The next obje -
tion on erns transformation os td os t = 21 d os2 t. This transformation based
on a de reasing hange of variable x = os t in dx2 =2 = xdx. But what happens
with an integral when one applies a de reasing hange of variable. The urvi-
linear trapezium, whi h represents the integral, does not hange at all under
any hange of variable, even for a non-monotone one. Hen e the only thing
that may happen is a hange of sign. And the sign hanges by the Sign Rule,
simultaneously on the both sides of equality dx2 =2 = xdx. If the integrals of
xdx and dx2 were positive, both integrals of os td os t and os2 t are negative
and have the same absolute value. These arguments work in the general ase:
The de reasing hange of variable reverses the sign of the integral.

Addition Formula. The next question on erns legitima y of addition of

dierentials, whi h appeared in the al ulation d os2 t + d sin2 t = d( os2 t +
sin2 t) = 0, where dierands are not omonotone: os t de reases, while sin t
in reases. The addition formula in its full generality will be proved in the next
le ture, but this spe ial ase is not diÆ ult to prove. Our equality is equivalent
to d sin2 t = d os2 t. By the Sign Rule d os2 t = d( os2 t), but os2 t is
in reasing. And by the Addition Theorem d( os2 t + 1) = d( os2 t) + d1 =
d( os2 t). But os2 t + 1 = sin2 t. Hen e our evaluation of the real part of
(2.5.2) is justied.

Trigonometri integrals. We pro eed to the evaluation of the imaginary

part of (2.5.2), whi h is os t d sin t sin t d os t. This is a simple geometri
problem.
The integral of sin t d os t is negative as os t is de reasing on [0; 2 ℄, and its
absolute value is equal to the area of the urvilinear triangle A0 BA, whi h is
obtained from the ir ular se tor OBA with area =2 by deletion of the triangle
R
OA0 B , whi h has area 1 os  sin . Thus sin t d os t is =2 1 os  sin 
2 2
0

66
 The integral of os t d sin t is equal to the area of urvilinear trapezium
OB 0 BA. The latter onsists of a ir ular se tor OBA with area =2 and a
R
triangle OB 0 B with area 1 os  sin . Thus os t d sin t = =2 + 1 os  sin 
2 2
R 1 0
As result we get z dz = i. This result has a lot of onsequen es. But
p
today we restri t our attention to integrals of sin t and os t.

B’ B

φ
O A’ A

Multipli ation of dierentials. We have proved

(2.5.4) os t d sin t sin t d os t = dt:
Multiplying this equality by os t, one gets
os2 t d sin t sin t os t d os t = os t dt:
Repla ing os2 t by (1 sin2 t) and moving os t into the dierential, one trans-
forms the left-hand side as
1 1 1
d sin t sin2 t d sin t sin t d os2 t = d sin t sin t d sin2 t sin t d os2 t:
2 2 2
We already know that d sin2 t + d os2 t is zero. Now we have to prove the
same for the produ t of this form by 21 sin t. The arguments are the same: we
multiply by 12 sin t the equivalent equality d sin2 t = d( os2 t) whose dierands
are in reasing. This is a general way to extend the theorem on multipli ation
of dierentials to the ase of any monotone fun tions. We will do it later. Now
we get just d sin t = os tdt.
Further, the multipli ation of the left-hand side of (2.5.4) by sin t gives
1 1
sin t os td sin t sin2 td os t = os td sin2 t d os t + os td os2 t = d os t:
2 2
So we get d os t = sin tdt.
Theorem 1. d sin t = os tdt and d os t = sin tdt
We have proved this equality only for [0; =2℄. But due to the well-known
symmetries it suÆ es.

67
Appli ation of trigonometri integrals.
Lemma 2. For any onvergent innite produ t of fa tors  1 one has
n
Y 1
Y
(2.5.5) lim pk = pk
k=1 k=1
1
Q 1
Q
Proof. Let " be a positive number. Then pk > pk ", and by All-for-
k=1 k=1
n
Q 1
Q
One there is n su h that pk > pk ". Then for any m > n one has the
k=1 k=1
1
Q m
Q Q1 m
Q Q1
inequalities pk  pk > pk ". Therefore j pk p k j < ".
k=1 k=1 k=1 k=1 k=1

R R
Wallis produ t. Set In = sinn x dx. Then I0 = 1 dx =  and I1 =
0 0
R
sin x dx = os  + os 0 = 2. For n  2, let us repla e the integrand sinn x
0
by sinn 2 x(1 os2 x) and obtain
Z Z Z
In = sinn 2 x(1 os2 x) dx = sinn 2 x sinn 2 x os x d sin x =
0 0 0
Z Z
1
= In 2 os x d sinn 1 (x) = I n 2 d( os x sinn 1 x)+
n 1
0 0
Z
1
+ sinn 1 x d os x = In I
2
n 1 n
0

We get the re urren e relation In = nn 1 In 2 , whi h gives the formula

(2n 1)!! (2n 2)!!

(2.5.6) I2n =  I 2n 1 =2
2n!! (2n 1)!!
where n!! denotes the produ t n(n 2)(n 4) : : : (n mod 2 + 1). Sin e sinn x 
sinn 1 x for all x 2 [0; ℄, the sequen e fIn g de reases. Sin e In  In 1  In 2 ,
one gets nn 1 = InIn 2  IInn 21  1. Hen e IInn 12 diers from 1 less than n1 .
Consequently, lim IInn 12 = 1. In parti ular, lim I2In2n+1 = 1. Substituting in the
last formula the expressions of In from (2.5.6) one gets
 (2n + 1)!!(2n 1)!!
(2.5.7) lim =1
2 2n!!2n!!
Therefore this is the famous Wallis Produ t
 2n!!2n!! Y1 4n2
(2.5.8) = lim =
2 (2n 1)!!(2n + 1)!! n=1 4n2 1

68
Stirling onstant. In the Le ture 2.4 we have proved that
1
(2.5.9) ln n! = n ln n n + ln n +  + on ;
2
where on is innitesimally small and  is a onstant. Now we are ready to
determine this onstant. Consider the dieren e ln 2n! 2 ln n! by (2.5.9) it
expands into (2n ln 2n 2n + 21 ln 2n +  + o2n ) 2(n ln n n + 12 ln n +  + on ) =
2n ln 2 + 21 ln 2n ln n  + o0n , where o0n = o2n 2on is innitesimally small.
Then  an be presented as  = 2 ln n! ln 2n!+2n ln 2+ 12 ln n + 21 ln 2 ln n + o0n .
Multiplying by 2 one gets 2 = 4 ln n! 2 ln 2n!+2 ln 22n ln n +ln 2+2o0n Hen e
2 = (lim 4 ln n! 2 ln 2n! + 2 ln 22n ln n + ln 2) Swit hing to the produ ts and
keeping in mind identities n! = n!!(n 1)!! and n!2n = 2n!! one gets
(2.5.10)
n!4 24n+1 2
(2n!!)4 2
(2n!!)2 (2n + 1)
2 = lim 2 = lim 2 2 lim = 2
(2n!) n (2n!!) (2n 1)!! n (2n 1)!!(2n + 1)!!n

Problems.
R p
1. Evaluate 1 x2 dx
R
2. Evaluate p11 x2 dx
R p
3. Evaluate 5 x2 dx
R
4. Evaluate os2 x dx
R
5. Evaluate tan x dx
R
6. Evaluate sin4 x dx
R
7. Evaluate sin x2 dx
R
8. Evaluate tan x dx
R
9. Evaluate x2 sin x dx
10. Evaluate d ar sin
dx
x
R
11. Evaluate ar sin x dx
R
12. Evaluate ex os x dx

69
2.6 Virtually monotone fun tions
Monotonization of integrand. Let us say that a pair of fun tions f1 , f2
monotonize a fun tion f , if f1 is a non-negative and non-de reasing, f2 is a
non-positive and non-in reasing and f = f1 + f2 .
Lemma 1. Let f = f1 + f2 and f = f10 + f20 be two monotonizations of f . Then
for any monotone h one has f1 dh + f2 dh = f10 dh + f20 dh.
Proof. Our equality is equivalent to f1 dh f20 dh = f10 dh f2 dh. By the sign
rule this turns into f1 dh + ( f20 ) dh = f10 dh + ( f2 ) dh. Now all integrands are
nonnegative and for non-de reasing h we an apply the Addition Theorem and
transform the inequality into (f1 f20 ) dh = (f10 f2 ) dh. This is true be ause
(f1 f20 ) = (f10 f2 ).
The ase of non-in reasing dierand is redu ed to the ase of non-de reasing
one by the transformation f1 d( h) + f2 d( h) = f10 d( h) + f20 d( h), whi h is
based on the Sign Rule.

A fun tion whi h has a monotonization is alled virtually monotone.

Rb
We dene the integral f dg for any virtually monotone integrand f and
a
any ontinuous monotone dierand g via a monotonization f = f1 + f2 by
Zb Zb Zb
(2.6.1) f dg = f1 dg + f2 dg:
a a a
Lemma 1 demonstrates that this denition does not depend on the hoi e
of a monotonization.
Lemma 2. Let f and g be virtually monotone fun tions; then f + g is virtually
monotone and fdh + gdh = (f + g)dh for any ontinuous monotone h.
Proof. Let h be nonde reasing. Consider monotonizations f = f1 + f2 and
g = g1 + g2 . Then fdh + gdh = f1 dh + f2 dh + g1dh + g2 dh by denition via
monotonization of the integrand. By virtue of the Addition Theorem 3 this turns
into (f1 + g1)dh +(f2 + g2)dh. But the pair of bra kets monotonize f + g. Hen e
f + g is proved to be virtually monotone and the later expression is (f + g)dh
by denition, via monotonization of integrand. The ase of non-in reasing h is
redu ed to the previous ase via fd( h) gd( h) = (f + g)d( h).

Lemma on lo ally onstant fun tions. Let us say that a fun tion f (x) is
lo ally onstant at a point x if f (y) = f (x) for all y suÆ iently lose to x, i.e
for all y from an interval (x "; x + ").
Lemma 3. A fun tion f whi h is lo ally onstant at any point of an interval
is onstant.
Proof. Suppose f (x) is not onstant on [a; b℄. We will onstru t by indu tion a
sequen e of intervals Ik = [ak ; bk ℄, su h that I0 = [a; b℄, Ik+1  Ik , jbk ak j 
2jbk+1 ak+1 j and the fun tion f is not onstant on ea h Ik . First step. Let
= (a + b)=2, as f is not onstant f (x) 6= f ( ) for some x. Then hoose [x; ℄ or
70
[ ; x℄ as for [a1 ; b1 ℄. On this interval f is not onstant. The same are all further
steps. The interse tion of the sequen e is a point su h that any its neighborhood
ontains some interval of the sequen e. Hen e f is not lo ally onstant at this
point.
Lemma 4. If f (x) is a ontinuous monotone fun tion and a < f (x) < b then
a < f (y) < b for all y suÆ iently lose to x.
Proof. If f takes values greater than b, than it takes value b and if f (x) takes
values less than a then it takes value a due to ontinuity. Then [f 1 (a); f 1 (b)℄
is the interval where inequalities hold.
Lemma 5. Let g1 , g2 be ontinuous omonotone fun tions. Then g1 + g2 is
ontinuous and monotone, and for any virtually monotone f one has
(2.6.2) fdg1 + fdg2 = fd(g1 + g2 )
Proof. Suppose g1 (x) + g2(x) < p, let " = p g1 (x) g2 (x). Then g1 (y) <
g1 (y) + "=2 and g2(y) < g2(y) + "=2 for all y suÆ iently lose to x. Hen e
g( y)+ g2 (y) < p for all y suÆ iently lose to x. The same is true for the opposite
inequality. Hen e sgn(g1 (x) + g2 (x) p) is lo ally onstant at all points where
it is not 0. But it is not onstant if p is an intermediate value, hen e it is not
lo ally onstant, hen e it takes value 0. At this point g1 (x) + g2 (x) = p and the
ontinuity of g1 + g2 is proved.
Consider a monotonization f = f1 + f2. Let gi be nonde reasing. By
denition via monotonization of the integrand, the left-hand side of (2.6.2)
turns into (f1 dg1 + f2 dg1 )+(f1 dg2 + f2 dg2 ) = (f1 dg1 + f1 dg2 )+(f2 dg1 + f2 dg2 ).
By the Addition Theorem 3 f1 dg1 + f1 dg2 = f1 d(g1 + g2 ). And the equality
f2 dg1 + f2 dg2 = f2 d(g1 + g2 ) follows from ( f2 )dg1 + ( f2 )dg2 = ( f2 )d(g1 +
g2 ) by the Sign Rule. Hen e the left-hand side is equal to f1 d(g1 + g2 ) +
f2 d(g1 + g2 ), whi h oin ides with the right-hand side of (2.6.2) by denition
via monotonization of integrand. The ase of non-in reasing dierands is taken
are of via transformation of (2.6.2) by the Sign Rule into fd( g1)+ fd( g2) =
fd( g1 g2 ).
Lemma 6. Let g1 +g2 = g3 +g4 where all ( 1)k gk are non-in reasing ontinuous
fun tions. Then fdg1 + fdg2 = fdg3 + fdg4 for any virtually monotone f
Proof. Our equality is equivalent to fdg1 fdg4 = fdg3 fdg2 . By the Sign
Rule it turns into fdg1 + fd( g4 ) = fdg3 + fd( g2). Now all dierands are
nonde reasing and by Lemma 5 it transforms into fd(g1 g4 ) = fd(g3 g2 ).
This is true be ause g1 g4 = g3 g2 .

Monotonization of dierand. A monotonization by ontinuous fun tions is

alled ontinuous. Virtually monotone fun tion whi h has a ontinuous mono-
tonization is alled ontinuous. The integral for any virtually monotone in-
tegrand f against a virtually monotone ontinuous dierand g is dened via a
ontinuous virtualization g = g1 + g2 of the dierand
Zb Zb Zb
(2.6.3) f dg = f dg1 + f dg2
a a a
The integral is well-dened be ause of Lemma 6.

71
Theorem 7 (Addition Theorem). For any virtually monotone fun tions
f; f 0 and any virtually monotone ontinuous g; g0 hold fdg + f 0 dg = (f + f 0 )dg
and fdg + fdg0 = fd(g + g0)
Proof. To prove fdg + f 0 dg = (f + f 0 )dg, onsider a ontinuous monotonization
g = g1 + g2. Then by denition of integral for virtually monotone dierand this
equality turns into (fdg1 + fdg2) + (f 0 dg1 + f 0 dg2 ) = (f + f 0 )dg1 + (f + f 0 )dg2 .
After rearranging it turns into (fdg1 + f 0dg1 ) + (fdg2 + f 0dg2 ) = (f + f 0 )dg1 +
(f + f 0 )dg2 But this is true due to Lemma 2.
To prove fdg + fdg0 = fd(g + g0 ), onsider monotonizations g = g1 + g2 ,
g = g10 + g20 . Then (g1 + g10 ) + (g2 + g20 ) is monotonization for g + g0 . And
0
by the denition of integral for virtually monotone dierand our equality turns
into fdg1 + fdg2 + fdg10 + fdg20

Change of variable.
Lemma 8. If f is virtually monotone and g is monotone, then f (g(x)) is
virtually monotone.
Proof. Let f1 + f2 be a monotonization of f . If h is non-de reasing then
f1 (h(x)) + f2 (h(x)) gives a monotonization of f (g(x)). If h is de reasing the
monotonization is given by (f2 (h(x))+ )+(f1(h(x)) ) where is a suÆ iently
large onstant, to provide positivity of the rst bra kets and negativity of the
se ond one.
The following natural onve tion is applied to dene the integral with re-
versed limits.
Zb Za
f (x) dg(x) = f (x) dg(x)
a b
Theorem 9 (on hange of variable). If h : [a; b℄ ! [h(a); h(b)℄ is monotone,
f (x) is virtually monotone, and g(x) is virtually monotone ontinuous, then
Rb hR(b)
f (h(t)) dg(h(t)) = f (x) dg(x)
a h(a)
Proof. Let f = f1 + f2 and g = g1 + g2 be a monotonization and a ontinu-
Rb
ous monotonization of f and g respe tively. The f (h(t)) dg(h(t)) splits into
a
Rb
sum of four integrals. fi (h(t)) dgj (h(t)) where fi are of onstant sign and gj
a
are monotone ontinuous. This integrals oin ide with orresponding integrals
hR(b)
fi (x) dgi (x). Indeed its absolute values are the area of the same urvilinear
h(a)
trapezium. And their signs determined by the Sign Rule are the same.

Integration by parts. We have established the Integration by parts formula

for non-negative and non-de reasing dierential forms. Now we extend it to
the ase of ontinuous monotone forms. In the rst ase f and g are non-
de reasing. In this ase hoose a positive onstant suÆ iently large to provide
positivity of f + and g + on the interval of integration. Then d(f + )(g + ) =

72
(f + )d(g + )+(g + )d(f + ). On the other hand d(f + )(g + ) = dfg + df + dg
and (f + )d(g + ) + (g + )d(f + ) = fdg + dg + df . Compare these results
to get dfg = fdg + gdf . Now if f is in reasing and g de rease the g in rease
and we get dfg = df ( g) = fd( g) + ( g)df = fdg gdf , whi h lead to
dfg = fdg +gdf . The other ases: f de reasing, g in reasing and both de reasing
are proved by the same arguments. The extension of the Integration by Parts
to pie e-wise monotone forms immediately follows by the Partition Rule.

Variation. Dene variation of a sequen e of numbers fxk gnk=1 as the sum

1
P
jxk+1 xk j. Dene variation of a fun tion f along a sequen e fxk gnk=0 as
k=1
the variation of sequen e ff (xk )gnk=0 . Dene a hain on an interval [a; b℄ as a
nonde reasing sequen e fxk gnk=0 su h that x0 = a and xn = b. Dene a partial
variation of f on an interval [a; b℄ as its variation along a hain on the interval.
The least number surpassing all partial variations fun tion f over [a; b℄ is
alled the (ultimate) variation of a fun tion f (x) on an interval [a; b℄ and denote
by varf [a; b℄.
Lemma 10. For any fun tion f one has inequality varf [a; b℄  jf (b) f (a)j.
If f is a monotone fun tion on [a; b℄, then varf [a; b℄ = jf (b) f (a)j
Proof. Inequality varf [a; b℄  jf (b) f (a)j follows immediately from the de-
nition be ause fa; bg is a hain. For monotone f this all partial variations are
teles opi sums equal to jf (b) f (a)j
Theorem 11 (additivity of variation). varf [a; b℄ + varf [b; ℄ = varf [a; ℄
Proof. Consider a hain fxk gnk=0 of [a; ℄, whi h ontains b. In this ase the
variation of f along fxk gnk=0 splits into sums of partial variations of f along [a; b℄
and along [b; ℄. As a partial variations does not ex eed an ultimate. We get that
in this ase the variation of f along fxk gnk=0 does not ex eed varf [a; b℄+varf [b; ℄.
If fxk gnk=0 does not ontain b, let us add b to the hain. Then in the sum
expressing the partial variation of f , summand jf (xi+1 f (xi )j hanges by sum
jf (b) f (xi )j + jf (xi+1 f (b)j whi h is greater or equal. Hen e the variation
does not de rease after su h modi ation. But the variation along the modied
hain does not ex eed varf [a; b℄ + varf [b; ℄ as was proved above. As all partial
variations of f over [a; ℄ do not ex eed varf [a; b℄ + varf [b; ℄, the same is true
for the ultimate variation.
To prove the opposite inequality we onsider a relaxed inequality varf [a; b℄+
varf [b; ℄  varf [a; ℄ + " where " is an positive number. Choose hains fxk gnk=0
on [a; b℄ and fyk gm k=0 on [b; ℄ su h that orresponding partial variation of f be
 varf [a; b℄+ "=2 and  varf [b; ℄+ "=2 respe tively. As the union of these hains
is a hain on [a; ℄ the sum of these partial variations is a partial variation of
f on [a; ℄. Consequently this sum is less or equal to varf [a; ℄. On the other
hand it is greater or equal to varf [a; b℄ + "=2 + varf [b; ℄ + "=2. Comparing this
results gives just the relaxed inequality. As relaxed inequality is proved for all
" > 0 it also holds for " = 0.
Lemma 12. For any fun tions f , g one has inequality varf +g [a; b℄  varf [a; b℄+
varg [a; b℄

73
Proof. Sin e jf (xk+1 )+ g(xk+1 ) f (xk ) g(xk )j  jf (xk+1 ) f (xk )j + jg(xk+1 )
g(xk )j, the variation of f + g along any sequen e does not ex eed the sum of the
variations of f and g along the sequen e. Hen e all partial variations of f + g
do not ex eed varf [a; b℄ + varg [a; b℄, and so the same is true for the ultimate
variation.
Lemma 13. For any fun tion of nite variation on [a; b℄, fun tions varf [a; x℄
and varf [a; x℄ f (x) are both nonde reasing fun tions of x.
Proof. The nonde reasing of varf [a; x℄ follows from nonnegativity and additivity
of variation. If x > y then the inequality varf [a; x℄ f (x)  varf [a; y℄ f (y)
is equivalent to varf [a; x℄ varf [a; y℄  f (x) f (y). This is true be ause
varf [a; x℄ varf [a; y℄ = varf [x; y℄  jf (x) f (y)j.
Lemma 14. varf 2 [a; b℄  2(jf (a)j + varf [a; b℄) varf [a; b℄
Proof. For all x; y 2 [a; b℄ one has jf (x) + f (y)j = j2f (a) + f (x) f (a) +
f (y) f (a)j  2jf (a)j + varf [a; x℄ + varf [a; y℄  2jf (a)j + 2 varf [a; b℄. Hen e
nP1 nP1
jf 2 (xk+1 ) f 2 (xk )j = jf (xk+1 ) f (xk )jjf (xk+1 + f (xk )j  2(jf (a)j +
k=0 k=0
nP1
varf [a; b℄) jf (xk+1 ) f (xk )j  2(jf (a)j + varf [a; b℄) varf [a; b℄
k=0
Lemma 15. If varf [a; b℄ < 1 and varg [a; b℄ < 1, then varfg [a; b℄ < 1
Proof. 4fg = (f + g)2 (f g)2
Theorem 16. The fun tion f is virtually monotone on [a; b℄ if and only if it
has a nite variation.
Proof. Sin e monotone fun tions have nite variation on nite intervals, and
the variation of a sum does not ex eed the sum of variations one gets that
all virtually monotone fun tions have nite variation. On the other hand if
f has a nite variation then f = (varf [a; x℄ + ) + (f (x) varf [a; x℄ ), the
fun tions in the bra kets are monotone due to Lemma 13, and hoosing onstant
suÆ iently large one obtains that the se ond bra ket is negative.

Problems.
Ri
1. Evaluate z 2 dz
1
2. Prove that 1=f (x) has nite variation if it is bounded.
Rb
3. Prove f (x) dg(x)  max[a;b℄ f varg [a; b℄
a

74
Chapter 3

Derivatives

75
3.1 Newton-Leibniz Formula
Motivation. Consider the following problem: for a given fun tion F nd a
Rd
fun tion f su h that dF (x) = f (x) dx, over [a; b℄, that is, f (t) dt = F (d) F ( )

for any subinterval [ ; d℄ of [a; b℄.
Suppose that su h an f exists. Sin e the value of f at a single point does
not ae ts the integrals, we annot say anything about the value of f at any
given point. But if f is ontinuous at a point x0 , its value is uniquely dened
by F .
To be pre ise, the dieren e quotient F (xx) Fx0(x0 ) tends to f (x0 ) as x tends to
Rx Rx
x0 . Indeed, F (x) = F (x0 )+ f (t) dt. Furthermore, f (t) dt = f (x0 )(x x0 )+
x0 x0
Rx Rx
(f (t) f (x0 )) dt. Also, j (f (t) f (x0 ) dtj  varf [x0 ; x℄jx x0 j. Consequently
x0 x0
 
 F (x) F (x0 ) 
(3.1.1)  f (x0 )  varf [x; x0 ℄
 x x0
However, varf [x; x0 ℄ an be made arbitrarily small by hoosing x suÆ iently
lose to x0 , sin e varf x0 = 0.

Innitesimally small fun tions. A set is alled a neighborhood of a point

x if it ontains all points suÆ iently lose to x, that is all points y su h that
jy xj is less then a positive number ".
We will say that a fun tion f is lo ally bounded (above) by a onstant C at
a point x, if f (x)  C for all y suÆ iently lose to x.
A fun tion o(x) is alled innitesimally small at x0 , if jo(x)j is lo ally
bounded at x0 by any " > 0.
Lemma 1. If the fun tions o and ! are innitesimally small at x0 then o  !
are innitesimally small at x0 .
Proof. Given a " > 0. Let O1 be a neighborhood of x0 where jo(x)j < "=2, and
O2 be a neighborhood of x0 where j!(x)j < "=2, then O1 \ O2 is a neighborhood
where both inequalities hold. Hen e for all x 2 O1 \ O2 one has jo(x)  !(x)j <
"=2 + "=2 = ".
Lemma 2. If o(x) is innitesimally small at x0 and f (x) is lo ally bounded at
x0 , then f (x)o(x) is innitesimally small.
Proof. The neighborhood where jf (x)o(x)j is bounded by a given " > 0 an be
onstru ted as the interse tion of a neighborhood U , where jf (x)j is bounded
by a onstant C , and a neighborhood V , where jo(x)j is bounded by "=C .
Denition. One says that a fun tion f (x) tends to A as x tends to x0 and
!x0 f (x) = A, if f (x) = A + o(x) on the omplement of x0 , where o(x)
writes xlim
is innitesimally small at x0 .
Corrolary 3. If limits xlim
!x f (x) and xlim !x (f (x) + g(x))
!x g(x) exist, then xlim
0 0 0
!x (f (x) + g(x)) = xlim
also exists and xlim
0 !x g(x).
!x f (x) + xlim 0 0

76
Proof. This follows immediately from Lemma 1.
Lemma 4. If the limits xlim
!x f (x) and xlim !x f (x)g(x)
!x g(x) exist, then also xlim
0 0 0
!x f (x)g(x) = xlim
and xlim
0 0 !x g(x) exist.
!x f (x) xlim 0
Proof. If f (x) = A + o(x) and g(x) = B + !(x), then f (x)g(x) = AB + A!(x) +
Bo(x)+ !(x)o(x), where A!(x), Bo(x) and !(x)o(x) all are innitesimally small
at x0 by Lemma 2, and their sum is innitesimally small by Lemma 1.
Denition. A fun tion f is alled ontinuous at x0 , if xlim
!x f (x) = f (x0 ).
0
A fun tion is said to be ontinuous (without mentioning a point), if it is
ontinuous at all points under onsideration.
The following lemma gives a lot of examples of ontinuous fun tions.
Lemma 5. If f is a monotone fun tion on [a; b℄ su h that f [a; b℄ = [f (a); f (b)℄
then f is ontinuous.
Proof. Given a positive ". Suppose f is nonde reasing. For a given point x
denote by x" = f 1 (f (x) + ") and x" = f 1 (f (x) "). Then [x" ; x" ℄ ontains a
neighborhood of x, and for any y 2 [x" ; x" ℄ one has f (x) + " = f (x" )  f (y) 
f (x" ) = f (x) + ". Hen e the inequality jf (y) f (x)j < " holds lo ally at x for
any ".
The following theorem immediately follows from the Corollary 3 and Lemma
4.
Theorem 6. If the fun tions f and g are ontinuous at x0 , then f + g and fg
are ontinuous at x0 .
The following property of ontinuous fun tion is very important.
Theorem 7. If f is ontinuous at x0 and g is ontinuous at f (x0 ), then g(f (x))
is ontinuous at x0 .
Proof. Given " > 0, we have to nd a neighborhood U of x0 , su h that jg(f (x))
g(f (x0 ))j < " for x 2 U . As lim g(y) = g(f (x0 )), there exists a neighborhood
y!f (x0 )
V of f (x0 ) su h that jg(y) g(y0)j < " for y 2 V . Thus it is suÆ ient to nd a U
su h that f (U )  V . And we an do this. Indeed, by denition of neighborhood
there is Æ > 0, su h that V ontains VÆ = fy j jy f (x0)j < Æg. Sin e xlim
!x0 f (x) =
f (x0 ), there is a neighborhood U of x0 su h that jf (x) f (x0 )j < Æ for all x 2 U .
Then f (U )  VÆ  V .
Denition. A fun tion f is alled dierentiable at a point x0 if the dieren e
quotient f (xx) x(0f0 ) has a limit as x tends to x0 . This limit is alled the derivative
of the fun tion F at the point x0 , and denoted f 0 (x0 ) = xlim f (x) f (x0 )
!x x x0
0
Immediately from the denition one evaluates the derivative of linear fun -
tion.
(3.1.2) (ax + b)0 = a
The following lemma is a dire t onsequen e of Lemma 3.
Lemma 8. If f and g are dierentiable at x0 , then f + g is dierentiable at x0
and (f + g)0 (x0 ) = f 0 (x0 ) + g0 (x0 )

77
Linearization. Let f be dierentiable at x0 . Denote by o(x) the dieren e
f (x) f (x0 )
x x0 f 0(x0 ). Then
(3.1.3) f (x) = f (x0 ) + f 0 (x0 )(x x0 ) + o(x)(x x0 );
where o(x) is innitesimally small at x0 . We will all su h a representation a
linearization of f (x).
Lemma 9. If f is dierentiable at x0 , then it is ontinuous at x0 .
Proof. All summands but f (x0 ) on the right-hand side of (3.1.3) are innitesi-
!x f (x) = f (x0 ).
mally small at x0 ; hen e xlim
0
Lemma 10 (on uniqueness of linearization). If f (x) = a + b(x x0 ) +
!x0 o(x) = 0, then f is dierentiable and at x0 , a = f (x0 )
o(x)(x x0 ), where xlim
0
and b = f (x0 ).
Proof. The dieren e f (x) f (x0 ) is innitesimally small at x0 , be ause f
is ontinuous at x0 , and the dieren e f (x) a = b(x x0 ) + o(x)(x x0 )
is innitesimally small by the denition of linearization. Hen e f (x0 ) a is
innitesimally small. But it is onstant, hen e f (x0 ) a = 0.
Thus we established a = f (x0 ). The dieren e fx(x)x0a b = o(x) is innites-
imally small as well as f (xx) xf 0(x0) f 0 (x0 ). But f (xx) xf 0(x0) = fx(x)x0a . Therefore
b f 0 (x0 ) is innitesimally small. That is b = f 0 (x0 ).
Lemma 11. If f and g are dierentiable at x0 , then fg is dierentiable at x0
and (fg)0 (x0 ) = f 0 (x0 )g(x0 ) + g0 (x0 )f (x0 )
Proof. Consider lineariations f (x0 ) + f 0(x0 )(x x0 ) + o(x)(x x0 ) and g(x0 ) +
g0 (x0 )(x x0 ) + !(x)(x x0 ). Their produ t is f (x0 )g(x0 ) + (f 0 (x0 )g(x0 ) +
f (x0 )g0 (x0 ))(x x0 ) + (f (x)!(x) + f (x0 )o(x))(x x0 ). This is the linearization
of f (x)g(x) at x0 , be ause f! and go are innitesimally small at x0 .
Theorem 12. If f is dierentiable at x0 , and g is dierentiable at f (x0 ) then
g(f (x)) is dierentiable at x0 and (g(f (x0 )))0 = g0 (f (x0 ))f 0 (x0 )
Proof. Denote f (x0 ) by y0 and substitute into the linearization g(y) = g(y0 ) +
g0 (y0 )(y y0 ) + o(y)(y y0 ) another linearization y = f (x0 ) + f 0 (x0 )(x x0 ) +
!(x)(x x0 ). Sin e y y0 = f 0 (x0 )(x x0 ) + !(x)(x x0 ), we get g(y) =
g(y0 ) + g0 (y0 )f 0 (x0 )(x x0 ) + g0 (y0 )(x x0 )!(x) + o(f (x))(x x0 ). Due to
the Lemma on linearization, it is suÆ ient to prove that g0 (y0 )!(x) + o(f (x))
is innitesimally small at x0 . The rst summand is obviously innitesimally
small. To prove that the se ond one also is innitesimally small, we remark
that o(f (x0 ) = 0 and o(y) is ontinuous at f (x0 ) and that f (x) is ontinuous at
x0 due to Lemma 9. Hen e by Theorem 3.1 the omposition is ontinuous at
x0 and innitesimally small.
Theorem 13. Let f be a virtually monotone fun tion on [a; b℄. Then F (x) =
Rx
f (t) dt is virtually monotone and ontinuous on [a; b℄. It is dierentiable at
a
any point x0 where f is ontinuous, and F 0 (x0 ) = f (x0 ).

78
Proof. If f has a onstant sign, then F is monotone. So, if f = f1 + f2 is a
Rx Rx
monotonization of f , then f1 (x) dx + f1 (x) dx is a monotonization of F (x).
a a
This proves that F (x) is virtually monotone.
To prove ontinuity of F (x) at x0 , x a onstant C whi h bounds f in some
neighborhood U of x0 . Then for x 2 U one proves that jF (x) F (x0 )j is
Rx Rx
innitesimally small via inequalities jF (x) F (x0 )j = j f (x) dxj  j C dxj =
x0 x0
C jx x0 j.
Now suppose f is ontinuous at x0 . Then o(x) = f (x0 ) f (x) is innites-
x
imally small at x0 . Therefore xlim 1 R o(x) dx = 0. Indeed for any " > 0
!x x x00 x0
Rx
the inequality jo(x)j  " holds over [x" ; x0 ℄ for some x" . Hen e j o(x) dxj 
x0
Rx
j " dxj = "jx x0 j for any x 2 [x0 ; x" ℄.
x0
Rx
Then F (x) = F (x0 )+f (x0 )(x x0 )+( x 1x0 o(t) dt)(x x0 ) is a linearization
x0
of F (x) at x0 .
Corrolary 14. The fun tions ln, sin, os are dierentiable and ln0 (x) = x1 ,
sin0 = os, os0 = sin.
Proof. Sin e d sin x = os x dx, d os x = sin x dx, due to Theorem 13 both
sin x and os x are ontinuous, and, as they are ontinuous, the result follows
from Theorem 13. And ln0 x = x1 , by Theorem 13, follows from ontinuity of
1
x . The ontinuity follows from Lemma 5.
Sin e sin0 (0) = os 0 = 1 and sin 0 = 0, the linearization of sin x at 0 is
x + xo(x). This implies the following very important equality
sin x
(3.1.4) lim
x!0
=1
x
Lemma 15. If f 0 (x) > 0 for all x 2 [a; b℄, then f (b) > f (a)j
Proof. Suppose f (a)  f (b). We onstru t a sequen e of intervals [a; b℄ 
[a1 ; b1 ℄  [a2 ; b2 ℄  : : : . su h that their lengths tend to 0 and f (ak )  f (bk ).
All steps of onstru tion are the same. The general step is: let m be the middle
point of [ak ; bk ℄. If f (m)  f (ak ) we set [ak+1 ; bk+1 ℄ = [ak ; m℄, otherwise
f (m) > f (ak )  f (bk ) and we set [ak+1 ; bk+1 ℄ = [m; bk ℄.
Now onsider a point x belonging to all [ak ; bk ℄. Let f (y) = f (x) + (f 0 (x) +
o(x))(y x) be the linearization of f at x. Let U be neighborhood where
jo(x)j < f 0(x). Then sgn(f (y) f (x)) = sgn(y x) for all y 2 U . However for
some n we get [an ; bn ℄  U . If an  x < bn we get f (an )  f (x) < f (bn ) else
an < x and f (an ) < f (x)  f (bn ). In the both ases we get f (an ) < f (bn ).
This is ontradi tion with our onstru tion of the sequen e of intervals.
Theorem 16. If f 0 (x) = 0 for all x 2 [a; b℄, then f (x) is onstant.

79
Proof. Set k = f (bb) fa(a) . If k < 0 then g(x) = f (x) kx=2 has derivative
g0 (x) = f 0 (x) k=2 > 0 for all x. Hen e by Lemma 15 g(b) > g(a) further
f (b) f (a) > k(b a)=2. This ontradi t to denition of k. If k > 0 then the
same ontradi tion one gets onsidering g(x) = f (x) + kx=2.
Theorem 17 (Newton-Leibniz). If f 0 (x) is a ontinuous virtually monotone
Rb
fun tion on an interval [a; b℄, then f 0 (x) dx = f (b) f (a)
a
R x
Proof. Due to Theorem 13, the derivative of the dieren e f 0(t) dt f (x) is
a
zero. Hen e the dieren e is onstant by Theorem 16. Substituting x = a we
Rx
nd the onstant whi h is f (a). Consequently, f 0(t) dt f (x) = f (a) for all
a
x. In parti ular, for x = b we get the Newton-Leibniz formula.

Problems.
p p
1. (1=x)0 , x0 , ( sin x2 )0
2. exp0 x
3. ar tg0 x, tan0 x
4. jxj0 , Re z 0
5. f 0(x)  1 () f (x) = x + onst
!0
x2
R sin t
6. t dt
x x
p 0
7. 1 x2
1 0
R sin kt
8. t dt
0 k
9. If f is ontinuous at a and nlim
!1 xn = a then nlim
!1 f (xn ) = f (a).
y 0
R
10. [x℄ dx .
0 y
11. ar sin0 x
R dx
12. 2+3x2
13. If f 0(x) < 0 for all x < m and f 0 (x) > 0 for all x > m then f 0 (m) = 0
14. If f 0(x) is bounded on [a; b℄ then f is virtually monotone

80
3.2 Exponential Fun tion.
On the ontents of the le ture. We solve the prin ipal dierential equa-
tion y0 = y. Its solution, the exponential fun tion, is expanded into a power
series. We be ome a quainted with hyperboli fun tions. And, nally, we prove
irrationality of e.

Debeaune's problem. In 1638 F. Debeaune posed Des artes the following

geometri al problem: nd a urve y(x) su h that for ea h point P the distan es
between V and T , the points where the verti al and the tangent line ut the x-
axis, are always equal to a given onstant a. Despite the eorts of Des artes and
Fermat, this problem remained unsolved for nearly 50 years. In 1684 Leibniz
solved the problem via innitesimal analysis of this urve: let x, y be a given
point P (see the pi ture). Then in rease x by a small in rement of b, so that y
in reases almost by yb=a. Indeed, in small the urve is onsidered as the line.
Hen e the point P 0 of the urve with verti al proje tion V 0 , one onsider lying
on the line T P . Hen e the triangle T P 0 V 0 is similar to T P V . As T V = a,
T V 0 = b + a this similarity gives equality ya+

+b = a whi h gives
y = yb=a.
y y
Repeating we obtain a sequen e of values
   2  3
b b b
(3.2.1) y; y 1 + ; y 1+ ; y 1+ ;:::
a a a
We see that \in small" y(x) transforms an arithmeti progression into a geo-
metri one. This is inverse to what the logarithm does. And the solution is a
fun tion whi h is inverse to a logarithmi fun tion. Su h fun tions are alled
exponential.

P P’

T T’ V V’
a b

Tangent line and derivative. A tangent line to a smooth onvex urve at

a point x is dened as a straight line su h that the line interse ts the urve just
at x and the whole urve lies on one side of the line.
We state that the equation of the tangent line to the graph of fun tion f
at a point x0 is just the prin ipal part of linearization of f (x) at x0 . In other
words, the equation is y = f (x0 ) + (x x0 )f 0 (x0 ).

81
 First, onsider the ase of a horizontal tangent line. In this ase f (x0 ) is
either maximal or minimal value of f (x).
Lemma 1. If a fun tion f (x) is dierentiable at an extremal point x0 , then
f 0 (x0 ) = 0.
Proof. Consider the linearization f (x) = f (x0 ) + f 0(x0 )(x x0 ) + o(x))(x
x0 ). Denote x x0 by
x, and f (x) f (x0 ) by
f (x). If we suppose that
f 0 (x0 ) 6= 0, then, for suÆ iently small
x, we get jo(x 
x)j < jf 0 (x)j, hen e
sgn(f 0 (x0 ) + o(x0 +
x)) = sgn(f 0 (x0 ) + o(x0
x)), and sgn
f (x) = sgn
x.
Therefore the sign of
f (x) hanges whenever the sign of
x hanges. The
sign of
f (x) annot be positive, if f (x0 ) is the maximal value of f (x), and it
annot be negative, if f (x0 ) is the minimal value. This is the ontradi tion.
Theorem 2. If a fun tion f (x) is dierentiable at x0 and its graph is onvex,
then a tangent line to the graph of f (x) at x0 is y = f (x0 ) + f 0 (x0 )(x x0 ).
Proof. Let y = ax + b be the equation of a tangent line to the graph y = f (x) at
the point x0 . Sin e ax + b passes through x0 , one has ax0 + b = f (x0 ), therefore
b = f (x0 ) ax0 , and it remains to prove that a = f 0 (x0 ). If the tangent line
ax + b is not horizontal, onsider the fun tion g(x) = f (x) ax. At x0 it takes
either a maximal or a minimal value and g0 (x0 ) = 0 by Lemma 1. On the other
hand, g0 (x0 ) = f 0 (x0 ) a.

Dierential equation. The Debeaune problem leads to a so alled dieren-

tial equation on y(x). To be pre ise, the equation of the tangent line to y(x)
at x0 is y = y(x0 ) + y0 (x0 )(x x0 ). So the x- oordinate of the point T an be
found from equation 0 = y(x0 ) + y0 (x0 )(x x0 ). The solution is x = x0 yy0((xx00)) .
The x- oordinate of V is just x0 . Hen e T V is equal to yy0((xx00)) . And Debeaune's
requirement is yy0((xx00)) = a. Or ay0 = y. Equations that in lude derivatives of
fun tions are alled dierential equations. The equation above is the simplest
dierential equation. Its solution takes one line. Indeed passing to dierentials
one get ay0 dx = y dx, further ady = y dx, then a dy y = dx and a d ln y = dx.
x
Hen e a ln y = x + and nally y(x) = exp( + a ), where exp x denotes the
fun tion inverse to the natural logarithm and is an arbitrary onstant.

Exponenta. The fun tion inverse to the natural logarithm is alled the expo-
nential fun tion. We shall all it exponenta to distinguish it from other expo-
nential fun tions.
Theorem 3. The exponenta is the unique solution of the dierential equation
y0 = y su h that y0 (0) = 1.
x 0
Proof. Dierentiation of equality ln exp x = x gives expexp x = 1. Hen e exp x
satises the dierential equation y = y. For x = 0 this equation gives exp0 (0) =
0
exp 0. But exp 0 = 1 as ln 1 = 0.
For the onverse, let y(x) be a solution of y0 = y. The derivative of ln y is
0
y = 1. Hen e the derivative of ln y (x) x is zero. By Theorem 16 from the
y
previous le ture, this implies ln y(x) x = for some onstant . If y0 (0) =
1, then y(0) = 1 and = ln 1 0 = 0. Therefore ln y(x) = x and y(x) =
exp ln y(x) = exp x.

82
Exponential series. Our next goal is to prove that
x2 x3 xk X1 xn
(3.2.2) exp x = 1 + x + + +


+ +


= ;
2 2
3 k! k=0
n!
where 0! = 1. This series is absolutely onvergent for any x. Indeed, the ratio
of its subsequent terms is nx tends to 0, hen e it is eventually majorized by any
geometri series.

Hyperboli fun tions. To prove that the fun tion presented by series (3.2.2)
is virtually monotone, onsider its odd and even parts. These partes represent
so alled hyperboli fun tions : hyperboli sine sh x, and osine h x.

1
X x2k+1 1
X x 2k
(3.2.3) sh(x) = h(x) =
k=0 (2k + 1)! k=0 (2k )!
The hyperboli sine is an in reasing fun tion, as all odd powers are in reasing
over the whole line. The hyperboli osine is in reasing for positive x and
de reasing for negative. Hen e both are virtually monotone; and so is their
sum.
Rx
Consider the integral sh t dt. As all terms of the series representing sh are
0
in reasing, we an integrate the series termwise. This integration gives h x. As
sh x is lo ally bounded, h x is ontinuous by Theorem 13. Consider the integral
Rx
h t dt, here we also an integrate the series representing h termwise, be ause
0
for positive x all the terms are in reasing, and for negative x, de reasing. The
integration gives sh x. Sin e the ontinuity of h x was already proved. Further,
by Theorem 13 we get that sh x is dierentiable and sh0 x = h x. Now returning
Rx
to equality h x = sh t dt we get h0 x = sh x, as sh x is ontinuous.
0
Therefore (sh x + h x)0 = h x + sh x. And sh 0 + h 0 = 0 + 1 = 1. Now by
the above theorem 3 one gets exp x = h x + sh x.

Other exponential fun tions. The exponenta as fun tion inverse to loga-
rithm transforms sums into produ ts. That is for all x and y one has
(3.2.4) exp(x + y) = exp x exp y
A fun tion whi h has this property (i.e., transform sums into produ ts) is alled
exponential.
Theorem 4. For any positive a there is a unique dierentiable fun tion denoted
by ax alled exponential fun tion to base a, su h that a1 = a and ax+y = axay
for any x, y. This fun tion is dened by the formula exp a ln x.
Proof. Consider l(x) = ln ax. This fun tion has the property l(x + y) = l(x) +
l(y). Therefore its derivative at any point is the same: it is equal to k = xlim l(x)
!0 x .
Hen e the fun tion l(x) kx is onstant, be ause its derivative is 0. This
onstant is equal to l(0), whi h is 0. Indeed l(0) = l(0 + 0) = l(0) + l(0). Thus

83
ln ax = kx. Substituting x = 1 one gets k = ln a. Hen e ax = exp(x ln a).
So if a dierentiable exponential fun tion with base a exists, it oin ides with
exp(x ln a). On the other hand it is easy to see that exp(x ln a) satises all
requirements for an exponential fun tion to base a, that is exp(1 ln a) = a,
exp((x + y) ln a) = exp(x ln a) exp(y ln a); and it is dierentiable as omposition
of dierentiable fun tions.

Powers. Hen e for any positive a and any real b one denes the number ab as
ab = exp(b ln a)
a is alled base, and b is alled exponent. For rational b this denition agrees
with the old denition. Indeed if b = pq then properties of exponent and loga-
p p
rithm imply a q = q ap .
Earlier, we have dened logarithms to base b as the number , alled loga-
rithm of b to base a, if ab = and denoted = loga b.
The basi properties of powers are olle ted here.
Theorem 5.
log a
(ab ) = a(b ) ab+ = ab a (ab) = a b loga b =
log b
Power fun tions The power operation allows us to dene power fun tion x
for any real degree . Now we an prove the equality (x )0 = x 1 in its full
value. Indeed, (x )0 = (exp( ln x))0 = exp0 ( ln x)( ln x)0 = exp( ln x) x =
x 1

Innite produ ts via the Logarithm.

Lemma 6. Let f (x) be a fun tion ontinuous at x0 . Then for any sequen e
fxn g su h that nlim
!1 xn = x0 one has nlim
!1 f (xn ) = f (x0 )
Proof. For any given " > 0 there is a neighborhood U of x0 su h that jf (x)
f (x0 )j  " for x 2 U . As nlim
!1 xn = x0 eventually xn 2 U . Hen e eventually
jf (xn ) f (x0 )j < ".
As we already have remarked the innite sums and innite produ ts are
limits of partial produ ts.

1
Y 1
X
(3.2.5) ln pk = ln pk
k=1 k=1
Proof.
1
X n
X n
X
exp( ln pk ) = exp(nlim
!1 log pk ) = nlim
!1 exp( log pk ) =
k=1 k=1 k=1
Yn Y1
lim
n!1
pk = pk :
k=1 k=1

84
 1
ln pk ) = 1
P Q
Hen e exp( k=1 pk . Taking logarithm of both sides one gets (3.2.5)
k=1

Symmetri arguments prove the following

1
X 1
Y
(3.2.6) exp ak = exp ak
k=1 k=1

Irrationality of e. The expansion of exponent into power series gives an

expansion in series for e whi h is exp 1.
Lemma 7. For any natural n one has 1 1
n+1 < en! [en!℄ < n
P1 n! Pn 1
n! is an integer. The tail P n! is
Proof. en! = k! . The partial sum k! k!
k=0 k=0 k=n+1
P1 1 1
termwise majorized by geometri series (n+1)k = n . On the other hand the
k=1
rst summand of the tail is n+11 . Consequently the tail has its sum between
1 and 1 .
n+1 n
Theorem 8. The number e is irrational
Proof. Suppose e = pq where p and q are natural. Then eq! is a natural number.
But it is not an integer by Lemma 7.

Problems.
1. Prove the inequalities 1 + x  exp x  1
1 x
2. Prove the inequalities 1+x x  log(1 + x)  x
3. Evaluate nlim 1
n
!1 1 n

4. Evaluate nlim 2
n
!1 1 + n

5. Evaluate nlim 1
n
!1 1 + n2
6. Find the derivative of xx .
7. x > y implies exp x > exp y
8. Express via e: exp 2, exp(1=2), exp(2=3), exp( 1)
m
9. Prove that exp(m=n) = e n
10. Prove that exp x > 0 for any x.
11. Prove the addition formulas
h(x + y) = h(x) h(y)+sh(x) sh(y) sh(x + y) = sh(x) h(y)+sh(y) h(x)

85
12. Prove that
sh(x 0:5) = sh 0:5 h(x)
h(x 0:5) = sh 0:5 sh(x).
13. Prove sh 2x = 2 sh x h x
14. Prove h2 (x) sh2 (x) = 1
15. Solve the equation sh x = 4=5
P1
16. Express via e the sum k=k!
k=1
1
P
17. Express via e the sum k2 =k!
k=1
18. Prove that f exp
kn g is unbounded
k
Q P
19. The produ t (1 + pn ) onverges i the sum pn (pn  0) onverges.
Q e1=n
20. Determine onvergen e
1 + n1
Q
21. Does n(e1=n 1) onverges?
1 [k prime℄
P
22. Prove divergen e of k .
k=1
23. Expand ax into a power series
24. Geometri al sense of sh x and h x

!1 sin en!
25. Evaluate nlim
1
P
26. Does the series sin en! onverge?
k=1
27.  Prove irrationality of e2

86
3.3 Euler Formula
Complex Newton-Leibniz. For a fun tion of a omplex variable f (z ) the
derivative is dened by the same formula f 0 (z0 ) = zlim f (z) f (z0 )
!z0 z z0 . We will
denote it also by dfdz(z) , to distinguish from derivative of pathes: omplex valued
fun tions of real variable. For a path p(t) its derivative will be denoted either
p0 (t) or dpdt(t) . The Newton-Leibniz formula for real fun tions an be expressed
The equality dfdt(t) dt = df (t). Now we extend this formula to omplex fun tions.
The linearization of a omplex fun tion f (z ) at z0 has the same form f (z0)+
f 0 (z0 )(z z0 ) + o(z )(z z0 ), where o(z ) is an innitesimally small fun tion of
omplex variable. The same arguments as for real numbers prove the basi rules
of dierentiation: the derivative of sum, produ t and omposition.
Theorem 1. dzn = nz n 1
dz
Proof. dz
dz = 1 one gets immediately from the denition of the derivative. Sup-
n n+1 n dzn
dz
pose the equality dz = nz n 1 is proved for n. Then dzdz = dzz dz = z dz +
z n dz
dz = znz
n 1 + z n = (n +1)z n dz . And the theorem is proved by indu tion.

A smooth path is a dierentiable mapping p : [a; b℄ ! C with ontinuous

bounded derivative. A fun tion f (z ) of omplex variable is alled virtually
monotone if for any smooth path p(t) fun tions Re f (p(t)) and Im f (p(t)) are
virtually monotone.
Lemma 2. If f 0(z ) is bounded, then f (z ) is virtually monotone.
Proof. Consider a smooth path p. Then df (dt p(t)) = f 0 (p(t))p0 (t) is bounded by
some K . Due to Lemma 15 one has jf (p(t)) f (p(t0 ))j  K jt t0 j. Hen e any
partial variation of f (p(t)) does not ex eed K (b a). Therefore varf (p(t)) [a; b℄ 
K.
Theorem 3. If a omplex fun tion f (z ) has a bounded virtually monotone
ontinuous
R omplex derivative over the image of a smooth path p : [a; b℄ ! C ,
then f 0 (z ) dz = f (p(b)) f (p(a)).
p
p(t)) = f 0 (p(t))p0 (t) = d Re f (p(t)) + i d Im f (p(t)) . All fun tions here
Proof. df (dt dt dt
are ontinuous and virtually monotone by hypothesis. Passing to dierential
forms one gets df (dt
p(t)) dt = d Re f (p(t)) dt + i dtIm f (p(t)) dt = d(Re f (p(t))) +
dt R
i d(Im f (p(t))) = d(Re f (p(t)) + i Im f (p(t))) = d(f (p(t)). Hen e f 0 (z ) dz =
R p
df (z ).
p

Corrolary 4. If f 0 (z ) = 0 then f (z ) is onstant

R
Proof. Consider p(t) = z0 + (z z0 )t, then f (z ) f (z0 ) = f 0 ( ) d = 0.
p

87
 1
P
Dierentiation of series. Let us say that a series of omplex numbers ak
k=1
P1
majorizes (eventually) another su h series bk if jbk j  jak j for all k (resp. for
k=1
k onward some n).
P1 P1
The series k k (z z0)k 1 is alled a formal derivative of k (z z0)k .
k=1 k=0
1
P
Lemma 5. Any power series k (z z0 )k eventually majorizes its formal
k=0
1
P
derivative k k (z1 z0 )k 1 if jz1 z0 j < jz z0 j.
k=0
Proof. The ratio of n-th term of the derivative to the n-th term of the series
k
tends to 0 as n tends to innity. Indeed, this ratio is k((zz1 z0z)0k) = kqk , where
jqj < 1 sin e jz1 z0 j < jz z0. The fa t that nlim !1 nqn = 0 follows from
P1 k
onvergen e of kq whi h we already have proved before. This series is
k=1
P1
eventually majorized by any geometri series AQk with Q > q.
k=0
A path p(t) is alled monotone if both Re p(t) and Im p(t) are monotone.
Lemma 6. Let p : [a; b℄ ! C be a smooth monotone path, and let f (z ) be
R 
virtually monotone. If jf (p(t))j  for t 2 [a; b℄ then  f (z ) dz  4 jp(b)
p
p(a)j
Proof. Integration
 of the inequalities
  Re f (p(t))  against d Re z along
R 
the path gives  Re f (z ) d Rez   j Re p(b) Re p(a)j  jp(b) p(a)j. The same
p 
 
R 
arguments prove Im f (z ) d Imz  Im p(b)


p 
 j Im p(a)j  jp(b) p(a)j. The
 
 R 
sum of these inequalities gives Re f (z ) dz

 p 
 2 j Re p(b) Re p(a)j. The same
 
 R 
arguments yields Im f (z ) dz 2 Re p(b)
 
 j Re p(a)j. And the addition of
p
the two last
 inequalities
 allow
 us to a omplish
 the proof of the Lemma be ause
R   R  R 
 
 f (z ) dz 
p 
 Re f (z ) dz +  f (z ) dz.
p p
Lemma 7. jz n  n j  njz  j maxfjz n 1j; j n 1 jg
nP1
Proof. (z n  n ) = (z  ) zk n k 1 and jz k  n k 1 j  maxfjz n 1 j; j n 1 jg.
k=0

A linear path from z0 to z1 is dened as a linear mapping p : [a; b℄ ! C , su h

that p(a) = z0 and p(b) = z1, that is p(t) = z0 (t a) + (z1 z0 )(t a)=(b a).

88
 Rb
We denote by f (z ) dz the integral along the linear path from a to b.
a
Lemma 8. For any omplex z ,  and natural n > 0 one has
(3.3.1) jz n z0n nz0n 1(z z0 )j  2n(n 1)jz z0 j2 maxfjz jn 2; jz0 jn 2g

Rz
Proof. By the Newton-Leibniz formula, z n z0n = n n 1 d . Further,
z0

Zz Zz Zz
n n 1 d = nz0n 1 d + n( n 1 z0n 1) d =
z0 z0 z0
Zz
nz0n 1+ n( n 1 z0n 1) d:
z0
 
 Rz 

Consequently, the left-hand side of (3.3.1) is equal to  n( n 1 z0n 1 ) d .
z0 
Due to Lemma 7 the absolute value of the integrand along the linear path does
not ex eed (n 1)jz z0 j maxfjz n 2j; jz0n 2 jg. Now the estimation of the integral
by Lemma 6 gives just the inequality (3.3.1).
P1 1
P
Theorem 9. If k (z1 z0 )k onverges absolutely, then k (z z0 )k and
k=0 k=0
1
P
k k (z z0 ) absolutely onverge provided by jz z0j < jz1 z0j, and the
k 1
k=1
1
P 1
P
fun tion k k (z z0 )k 1 is the omplex derivative of k (z z0 )k .
k=1 k=0
1
P
Proof. Series k (z z0 )k and its formal derivative are eventually majorized
k=0
1
P
by k (z1 z0 )k if jz z0j  jz1 z0 j by the Lemma 5. Hen e they absolutely
k=0
onverge in the ir le jz z0 j  jz1 z0 j. Consider
X1 1
X X1
(3.3.2) R(z ) = k (z z0 )k k ( z0 ) (z  ) k k ( z0 )k 1 :
k
k=0 k=0 k=1
1
P
To prove that the formal derivative is the derivative of k (z z0 )k at  it is
k=0
suÆ ient to prove that R(z ) = o(z )(z  ), where o(z ) is innitesimally small at
P1

 . One has R(z ) = k (z z0 )k ( z0 )k k( z0 )k 1 . By Lemma 8
k=1
P1
one gets the following estimate: jR(z )j  2j k jk(k 1)jz  j2 jz2 z0 jn 2 ,
k=1
where jz2 z0 j = maxfjz z0 j; j z0 jg. Hen e all we need now is to prove
P1
that 2k(k 1)j k jjz2 z0jk 2 jz  j is innitesimally small at  . And this in
k=1
1
P
its turn follows from the onvergen e of 2k(k 1)j k jjz2 z0 jk 2 . The later
k=1

89
may be dedu ed from the Lemma 5. Indeed, onsider z3 , su h that jz2 z0 j <
1
jz3 z0 j < jz1 z0 j. The onvergen e of P kj k jjz3 z0 jk 1 follows from
k=1
1
P
the onvergen e of j k jjz1 z0 j by the Lemma 5. And onvergen e of
k
k=0
1
P P1
k(k 1)j k jjz2 z0 jk 2 follows from onvergen e of kj k jjz3 z0 jk 1 by
k=2 k=1
the same Lemma
P1
Corrolary 10. Let f (z ) = k z k absolutely onverges for jz j < r, and a; b
k=0
Rb 1 k+1 k+1
P
have absolute values less then r. Then f (z ) dz = k+1 (b
k a )
a k=0
P1 zk+1
Proof. Consider F (z ) = k+1 . This series is term-wise majorized by the
k
k=0
series of f (z ), hen e it onverges absolutely for jz j < r. By the Theorem 9 f (z )
is its derivative for jz j < r. In our ase f (z ) is dierentiable and its derivative
P1
is bounded by kj k jr0k , where r0 = maxfjaj; jbjg. Hen e f (z ) is ontinuous
k=0
and virtually monotone and our result now follows from the Theorem 3.

Exponenta in C . The exponenta for any omplex number z is dened as

P1 zk P1 zk
exp z = k! . The denition works be ause the series k! absolutely on-
k=0 k=0
verges for any z 2 C .
Theorem 11. . The exponenta is a dierentiable fun tion of omplex variable
with derivative exp0 z = exp z , su h that for all omplex z ,  holds the following
addition formula exp(z +  ) = exp z exp  .
Proof. The derivative of the exponenta an be evaluated termwise by the Theo-
rem 9. And this evaluation gives exp0 z = exp z . To prove the addition formula
onsider the following fun tion r(z ) = exp( z+ )
exp z . Dierentiation of the equality
0
r(z ) exp z = exp(z +  ) gives r (z ) exp z + r(z ) exp z = exp(z +  ). Division
by exp z gives r0 (z ) + r(z ) = r(z ). Hen e r(z ) is onstant. This onstant is
determined by substitution z = 0 as r(z ) = exp  . This proves the addition
formula.
Lemma 12. Let p : [a; b℄ ! C beR a smooth path ontained in the omplement
of a neighborhood of 0. Then exp 1 d = pp((ab)) .
p
Proof. First onsider the ase when p is ontained in a ir le jz z0 j < jz0 j with
enter z0 6= 0. In this ir le, z1 expands in a power series:
1 1 1 1 X1 (z  )k
0
(3.3.3) = = =
 z0 (z0  ) z0 1 z0z0  k=0 z0k+1
The integration of this series is possible to do termwise due to Corollary 10.
Hen e the result of the integration does not depends on path. And the The-
orem 9 provides dierentiability of the termwise integral and possibility of its

90
termwise dierentiation. Su h dierentiation simply gives the original series,
whi h represents z1 in this ir le.
Rz
Consider the fun tion l(z ) = 1 d . Then l0 (z ) = z1 . The derivative of the
z0
omposition exp l(z ) is expzl(z) . Hen e the omposition satises the dierential
equation y0 z = y. We sear h for a solution of this equation in the form y = zw.
Then y0 = w + w0 z and our equation turns into wz + w0 z 2 = wz . Therefore
w0 = 0 and w is onstant. To nd this onstant substitute z = z0 and get
1 = exp 0 = exp l(z0) = wz0 . Hen e w = z10 and exp l(z ) = zz0 .
To prove the general ase onsider a partition fxk gnk=0 of [a; b℄. Denote by
pk the restri tion of p over [xk ; xk+1 ℄. Choose the partition so small that jp(x)
p(xk )j < jp(xk )j for all x 2 [xk ; xk+1 ℄. Then
R 1
any pk satises the requirement
R 1
of
p (x k+1 )
the above onsidered ase. Hen e exp  d = p(xk ) . Further exp  d =
pk p
nP1 R Qn 1 p(xk+1 )
1
exp  d = k=0 p(xk ) = p(b)=p(a).
k=0 pk
Theorem 13 (Euler Formula). For any real  one has
(3.3.4) exp i = os  + i sin 
R 1
Proof. In Le ture 2.5 we have evaluated z dz = i for p(t) = os t + i sin t, t 2
p
[0; ℄. Hen e Lemma 12 applied to p(t) immediately gives the Euler formula.

Trigonometri fun tions in C . The Euler formula gives power series ex-
pansions for sin x and os x
X1 x2k+1 X1 x2k
(3.3.5) sin x = ( 1)k os x = ( 1)k
k=0
(2k + 1)! k=0
(2k)!
These expansions are used to dene the trigonometri fun tions for omplex
variable. On the other hand the Euler formula allows us to express trigonometri
fun tions via the exponenta:
exp(iz ) exp( iz ) exp(iz ) + exp( iz )
(3.3.6) sin z = os z =
2i 2
The other trigonometri fun tions tan, ot, se , ose are dened for omplex
variable by usual formulas via sin and os.

Problems.
1 sin k
P
1. Evaluate k!
k=1
R1 1 ( 1)k+1
P
2. Prove the formula of Joh. Bernoulli xx dx = kk
0 k=1
3. Find ln( 1).

91
 4. Solve the equation exp z = i.
5. Evaluate ii .
eize iz eiz + e iz
6. Prove sin z = os z =
2i 2
2 2
7. Prove the identity sin z + os z = 1
8. Solve the equation sin z = 5=3
1 sin n
P
9. Evaluate n!
k=1
10. Solve the equation os z = 2
1 os n
P
11. Evaluate n!
k=0
H dz
12. Evaluate
jzj=1 z2
1 k sin kx
P
13. Evaluate q
k=1 k
14. Expand into a power series ex os x

92
3.4 Abel's Theorem
On the ontents of the le ture. Expansion of logarithm into power series
will be extended to the omplex ase. We learn very important Abel's trans-
formation of sum. This transformation is a dis rete analogue of integrations by
parts. Abel's theorem on the limit of power series will be applied to evaluation
of trigonometri series related to logarithm. The on ept of Abel's sum of a
divergent series will be introdu ed.

Prin ipal bran h of the Logarithm. Sin e exp(x + iy) = ex( os y + i sin y)
one gets the following formula for the logarithm: Log z = ln jz j + i Arg z , where
Arg z = arg z + 2k. We see that the logarithm is a multi-valued fun tion, that
is why one usually hoose a bran h of logarithm to work. For our purposes it is
suÆ ient to onsider the prin ipal bran h of logarithm:
(3.4.1) ln z = ln jz j + i arg z;  < arg z  :
The prin ipal bran h of the logarithm is a dierentiable fun tion of omplex
variable with derivative 1z , inverse to exp z . This bran h is not ontinuous at
negative numbers. However its restri tion on upper half-plane is ontinuous and
even dierentiable at negative numbers.
Rz 1
Lemma 1. For any nonnegative z one has  d = ln z .
1
Proof. If Im z 6= 0, the segment [0; z ℄ is ontained in the ir le j z0 j < jz0 j
for z0 = Imjzj2 . In this ir le 1 expands into a power series, whi h one an
z 
integrate termwise. Sin e for z k the result of integration depends only on the
ends of integration path, the same is true for power series. Hen e, we an hange
path of integration without hanging the result. Consider R the following path:
p(t) = os t + i sin t, t 2 [0; arg z ℄. We know the integral 1 d = i arg z . This
p
path terminates at jzzj . Continue this path by the linear path to z . The integral
Rz 1 jRzj jzj z
d = 1 dtz=jz j = R 1 dt = ln jz j. Therefore R 1 d = R 1 d +
 z=jzjt t  
z=jzj 1 1 1 p
z
R 1
 d = i arg z + ln jz j.
z=jzj

Logarithmi series. In parti ular for j1 z j < 1 the termwise integration of

1
P
the series 1 = (1  )k gives the omplex Mer ator series:
k=0
1
X zk
(3.4.2) ln(1 + z ) = ( 1)k+1 :
k=1 k
Substitute in this series z for z and subtra t the obtained series from (3.4.2)to
get the omplex Gregory series:
1+z X 1 z 2k+1
(3.4.3) ln = ( 1)k
1 z k=0 2k + 1

93
  
In parti ular for z = ix, one has  1+ ix  1+ix
1 ix  = 1 and arg 1 ix = 2 ar tg x. Therefore
one gets
X1 x2k+1
(3.4.4) ar tg x = ( 1)k
k=0
2k + 1
sin  = ar tg tan(=2) =  . The substitution of
Sin e arg(1 + ei ) = ar tg 1+ os  2
1
P ik
exp(i) for z in the Mer ator series ln(1 + ei ) = ( 1)k+1 e k gives for the
k=1
imaginary parts:
X1 sin k 
(3.4.5) ( 1)k+1 =
k=0
k 2

However the last substitution is not orre t, be ause jei j = 1 and (3.4.2) is
proved only for jz j < 1. To justify it we will prove a general Theorem, due to
Abel.

Summation by parts. Consider two sequen es fak gnk=1 , fbk gnk=1 . The dif-
feren e of their produ t
ak bk = ak+1 bk+1 ak bk an be presented as
(3.4.6)
(ak bk ) = ak+1
bk + bk
ak
Summation of these equalities gives
nX1 nX1
(3.4.7) an bn a1 b1 = ak+1
bk + bk
ak
k=1 k=1
A permutation of the latter equality gives so alled Abel's transformation of
sums
nX1 nX1
(3.4.8) bk
ak = an bn a1 b1 ak+1
bk
k=1 k=1

Abel's theorem. One writes x ! a 0 instead of x ! a and x < a, and

x ! a + 0 means x > a and x ! a.
P1 1
P
Theorem 2 (Abel). If ak onverges, then x!lim
1 0
ak x k
k=0 k=0
1
P
Proof. ak xk onverges absolutely for jxj < 1, be ause of boundedness of
k=0
fak g. m m
P P
Given an " > 0. Set A(n; m) = ak , A(n; m)(x) = ak xk . Choose N
k=n k=n
so large that
(3.4.9) jA(0; n) A(0; 1)j < 9" ( 8n > N )

94
Applying the Abel transformation for any m > n one gets
(3.4.10)
m
X m
X k 1
X
A(n; m) A(n; m)(x) = ak (1 xk ) = (1 x)
A(n 1; k 1) xj =
k=n k=n j =0
0 1
Xm n
X m
X
(1 x) A(n 1; m) xj A(n 1; n) xj A(n 1; k)xk A
j =0 j =0 k=n

By (3.4.9) for n > N , one gets jA(n 1; m)j = j(A(0; m) A) + (A A(0; n))j 
"=9 + "=9 = 2"=9. Hen e, we an estimate the absolute value of the expression
in the bra kets (3.4.10) from above by 21"=x3 . As result we get

(3.4.11) jA(n; m) A(n; m)(x)j  23" 8m  n > N; 8x

Sin e x!lim
1 0
A(0; N )(x) = A(0; N ) one hooses Æ so small, that for x > 1 Æ
the following inequality holds:
(3.4.12) jA(0; N ) A(0; N )(x)j < 3"
Summing up this inequality with (3.4.11) for n = N + 1 one gets:
(3.4.13) jA(0; m) A(0; m)(x)j < " 8m > N; j1 xj < Æ
Passing to limits as m tends to innity the latter inequality gives
(3.4.14) jA(0; 1) A(0; 1)(x)j  "; for j1 xj < Æ

Leibniz series. As the rst appli ation of the Abel Theorem evaluate the
1 ( 1)k
P
Leibniz series 2n+1 .
This series onverges by the Leibniz Theorem. By the
k=0
P1 ( 1)k xk
Abel Theorem its sum is x!lim
1 0 k=0 2n+1
= x!lim
1 0
ar tg x = ar tg 1 = 4 . We
get the following remarkable equality:
 1 1 1 1
(3.4.15) =1 + + :::
4 3 5 7 9
1
P
Abel sum of series. One denes the Abel sum of a series ak as the limit
k=0
1
P
lim a xk .
x!1 0 k=0 k
The series whi h has Abel sum are alled Abel summable. The
Abel Theorem shows that all onvergent series has Abel sum oin iding with its
usual sum. However there are a lot of series, whi h has Abel sum, but do not
onverge.

95
 1
P
Abel's inequality. Consider a series ak bk , where partial sums An =
k=1
nP1
ak are bounded by some onstant A and the sequen e fbk g is monotone.
k=1
nP1 nP1 nP1 nP1
Then ak b k = bk
Ak = An bn A1 b1 + Ak+1
bk . Sin e j
bk j =
k=1 k=1 k=1 k=1
jbn b1 j, one gets the following inequality:
 
nX1 
(3.4.16) 


ak bk 

 3A maxfjbk jg
k=1

Convergen e test.
nP1
Theorem 3. Let the sequen e of partial sums ak be bounded, and fbk g be
k=1
P1
non-in reasing and innitesimally small. Then ak bk onverges to its Abel
k=1
sum, if the latter exists.
nP1
Proof. The dieren e between a partial sum ak bk and the Abel sum is equal
k=1
to
nX1 X 1
(3.4.17) lim a b (1 xk ) + lim ak bk xk
x!1 0 k k x!1 0
k=1 k=n
The rst limit is zero, the se ond limit an be estimated by Abel's inequality
from above by 3Abn. It tends to 0 as n tends to innity.

Appli ation. Now we are ready to prove the equality (3.4.5). The series
1
P
( 1)k+1 sinkkx has an Abel sum. Indeed,
k=1
1 k 1 ix k
k+1 q sin kx = Im lim k+1 (qe ) =
X X
lim
q!1 0
( 1) q!1 0
( 1)
k=1 k k=1 k
Im q!lim
1 0
ln(1 + qeix ) = Im ln(1 + eix ):
nP1 nP1 inx
The sums sin kx = Im eikx = Im 11 eeix are bounded. And k1 is de reas-
k=1 k=1
ing and innitesimally small. Hen e we an apply the Theorem 3.

Problems.
1. Evaluate 1 + 12 31 1
4 + 51 + 61 1
7
1 :::
8
P1 sin 2k
2. Evaluate k
k=1

96
 1 os n
P
3. n = ln j2 sin 2 j, (0 < jj  )
k=1
1 sin n
P
4. n =  2  , (0 <  < 2)
k=1
1 os(2n+1)
P
5. 2n+1 = 21 ln j2 ot 2 j, (0 < jj < )
k=0
1 sin(2n+1)
P
6. 2n+1 = 4 , (0 <  < )
k=0
1
P  
7. ( 1)k+1 osnn = ln 2 os 2 , (  <  < )
k=1
8. Find the Abel sum of 1 1 + 1 1 : : :
9. Find the Abel sum of 1 1 + 0 + 1 1 + 0 : : :
10. A periodi series, su h that the sum of the period is zero, has an Abel
sum.
P1 k2
11. Teles ope
k=1 2k
nP1
12. Evaluate k os kx
k=0
1 sin kx
P
13. Estimate from above k2
k=n
P1 P1 P1 P1
14.  If ak , bk and their onvolution k onverge then k =
k=0 k=0 k=0 k=0
P1 1
P
ak bk
k=0 k=0

97
3.5 Residues Theory
On the ontents of the le ture. At last, the reader learns something, whi h
Euler did not know, and what he would highly appre iate. The residues theory
allows one to evaluate a lot of integrals whi h were not a essible by Newton-
Leibniz formula.

Monotone urve. A monotone urve is dened as a subset of the omplex

plane, whi h is the image of a monotone path. Nonempty interse tions of verti al
and horizontal lines with a monotone urve are either points or losed intervals.
The points of the monotone urve whi h have extremal sum of real and
imaginary parts are alled its endpoints, other points of the urve are alled its
interior points.
A ontinuous inje tive monotone path p whose image oin ides with is
alled a parameterization of
Lemma 1. Let p1 : [a; b℄ ! C and p2 : [ ; d℄ ! C be two parameterizations of the
same monotone urve . Then p1 1 p2 : [ ; d℄ ! [a; b℄ is a ontinuous monotone
bije tion.
Proof. Set Pi (t) = Re pi (t) + Im pi (t). Then P1 and P2 are ontinuous and
stri tly monotone. And p1 (t) = p2 ( ) i P1 (t) = P2 ( ). Hen e p1 1 p2 = P1 1 P2 .
Sin e P1 1 and P2 are monotone ontinuous, the omposition P1 1 P2 ) is mono-
tone ontinuous.

Orientation. One says that two parameterizations p1 and p2 of a monotone

urve have the same orientation, if p1 1 p2 is in reasing, and one says that they
have the opposite orientations, if p1 1p2 is de reasing.
Orientation divides all parameterizations of a urve into two lasses. All
elements of one orientation lass has the same orientation and all elements of
dierent lasses have the opposite orientation.
An oriented urve is a urve with xed ir ulation dire tion. A hoi e of
orientation means distinguishing of one of the orientation lasses as positive,
orresponding to the oriented urve. For a monotone urve, to spe ify its ori-
entation, it is suÆ ient to indi ate whi h of its endpoints is its beginning and
whi h is the end. Then all positively oriented parameterizations start with its
beginning and nish at its end, and negatively oriented parameterizations do
the opposite.
If an oriented urve is denoted by , then its body, the urve without ori-
entation, is denoted j j and the urve with the same body but with opposite
orientation is denoted .
If 0 is a monotone urve whi h is ontained in an oriented urve , then
one denes the indu ed orientation on 0 by as the orientation of a parame-
terization of 0 whi h extends to a positive parameterization of .
R
Line integral. One denes the integral f (z ) dg(z ) along a oriented mono-
R
tone urve as the integral f (z ) dg(z ), where p is a positively oriented pa-
p
rameterization of . This denition does not depend on the hoi e of p, be ause

98
dierent parameterizations are obtained from ea h other by an in reasing hange
of the variable (Lemma 1).
One denes a partition of a urve by a point x as a pair of monotone
urves 1 , 2 , su h that = 1 [ 2 and 1 \ 2 = x. And we write in this
ase = 1 + 2 .
The Partition Rule for the line integral is
Z Z Z
(3.5.1) f (z ) dg(z ) = f (z ) dg(z ) + f (z ) dg(z );
1+ 2 1 2
where the orientations on i are indu ed by an orientation of . To prove the
Partition Rule onsider a positive parameterization p : [a; b℄ ! . Then the
restri tions of p over [a; p 1 (x)℄ and [p 1 (x); b℄ give a positive parameteriza-
p R1 (x)
tions of 1 and 2. Hen e the equality (3.5.1) follows from f (z ) dg(z ) +
a
Rb Rb
f (z ) dg(z ) = f (z ) dg(z ).
p 1 (x) a
A sequen e of oriented monotone urves f k gnk=1 with disjoint interiors is
Pn
alled a hain of monotone urves and denoted by k . The body of a hain
k=1
n
P
C= k is dened as [k=1 j k j and denoted by jC j. The interior of the hain
n
k=1
is dened as the union of interiors of its elements. R
The integral of a form f dg along the hain is dened as f dg =
Pn k
k=1
n R
P
f dg.
k=1 k
Pn Pm
One says that two hains k and 0 have the same orientation, if the
k
k=1 k=1
orientations indu ed by k and 0j on k \ 0j oin ide in the ase when k \ 0j
has a nonempty interior. Two hains with the same body and orientation are
alled equivalent.
n
P m
P
Lemma 2. If two hains C = C0 = 0 are equivalent then the
k and
k
k=1 k=1
integrals along these hains oin ide for any form fdg.
Proof. For any interior point x of the hain C , one denes the subdivision of C
Pn
by x as +j + j + k [k 6= j ℄, where j is the urve ontaining x and j + j
+
k=1
is the partition of by x. The subdivision does not hange the integral along
the hain due to the Partition Rule.
Hen e we an subdivide C step by step by endpoints of C 0 to onstru t a
hain Q whi h endpoints in lude all endpoints of P 0 . And the integral along Q
is the same as along P . Another possibility to onstru t Q is to subdivide C 0
by endpoints of C . This onstru tion shows that the integral along Q oin ides
with the integral along C 0 . Hen e the integrals along C and C 0 oin ide.
Due to this lemma, one an introdu e the integral of a dierential form along
any oriented pie ewise monotone urve . To do this one onsider a monotone

99
partition of into a sequen e f k gnk=1 of monotone urves with disjoint interiors
and equip all k with indu ed orientation. One gets a hain and the integral
along this hain does not depends on partition.

Contour integral. A domain D is dened as a onne ted bounded part of

the plane with pie ewise monotone boundary. The boundary of D denoted D
is the union of nitely many monotone urves. And we suppose that D  D,
that is we onsider a losed domain.

For a monotone urve , whi h is ontained in the boundary of a domain

D, one denes the indu ed orientation of by D as the orientation of a pa-
rameterization whi h leaves D on the left during the movement along around
D. H
One introdu es the integral f (z )dg(z ) as the integral along any hain
D
whose body oin ides with D and orientations of urves are indu ed by D.
Due to the Lemma 2 the hoi e of hain does not ae t the integral.
Lemma 3. Let D be a domain and l be either a verti al or a horizontal line,
whi h Hbise ts D into 0 00
H two parts: HD and D lying on the dierent sides of l.
Then f (z )dz = f (z )dz + f (z )dz
D D0 D00
Proof. The line l interse ts the boundary of D in a nite sequen e of points and
intervals fJk gm
k=1 .
Set  0 D = D \ D0 and  00 D = D \ D00 . The interse tion  0 D \  00 D
onsists of nitely many points. Indeed, the interior points of Jk do not belong
to this interse tion, be ause their small neighborhoods have points of D only
from the one side of l. Hen e
Z Z I
(3.5.2) f (z ) dz + f (z ) dz = f (z )dz
0D  00 D D
The boundary of D0 onsists of  0 D and some number of intervals. And
the boundary of D00 onsists of  00 D and the same intervals, but with opposite
orientation. Therefore
Z Z
(3.5.3) L= f (z ) dz = f (z ) dz:
l\D0 l\D00

100
On the other hand
I Z I Z
f (z )dz = f (z ) dz + L and f (z )dz = f (z ) dz L;
D0 0D D00  00 D
hen e
I I Z Z I
f (z )dz + f (z )dz = f (z ) dz + f (z ) dz = f (z )dz
D0 D00 0D  00 D D

 If jf (z )j  B for any z from a body of a hain

Lemma 4 (on estimate).

n
P R 
C= k , then  f (z ) dz  4Bn diam jC j
k=1 C
 
R 
Proof. By the Lemma 6 for any k one has 

 k
f (z ) dz

 4B jAk Bk j 
4B diam jC j where Ak and Bk are endpoints of k . The summation of these
inequalities proves the Lemma.
Theorem
H 5 (Cau hy). If a fun tion f is omplex dierentiable in a domain
D then f (z )dz = 0.
D
Proof. Fix a re tangle R with sides parallel to oordinate axis whi h ontains
D and denote by jRj its area and by P its perimeter.
 
H 
The proof is by ontradi tion. Suppose  f (z ) dz  6= 0. Denote by the

  D
H 
ratio of 
 jRj. We will onstru t a nested sequen e of re tangles
f (z ) dz  =
D
fRk g1
k=0 su h that
 R0 = R, Rk+1  Rk ;
 R2k is similar to R;
 
 H 
 

 (Rk \D)
f (z ) dz 

 jRk j, where jRk j is the area of Rk .
The indu tion step. Suppose Rk is already onstru ted. Divide Rk in two
equal re tangular Rk0 and Rk00 by drawing either verti al, if k is even, or hor-
izontal, if k is odd, interval joining middles of the opposite sides of Rk . Set
Dk = D \ Rk , D0 = D \ Rk0 , D00 = D \ Rk00 . We state that at least one of the
following inequalities holds:
   
I  I 
   
(3.5.4) 
 f (z )dz   jRk0 j 
 f (z )dz   jRk00 j:
 0   00 
D D
Indeed, in the opposite ase one gets
 
I I 
 
(3.5.5) 
 f (z )dz + f (z )dz  < jRk0 j + jRk0 j = jRk j
 0 
D D00

101
 H H H
Sin e f (z )dz + f (z )dz = f (z )dz by the Lemma 3 we get the on-
D0 D00  Dk 
R 
tradi tion with the hypothesis 
pk

 f (z ) dz 

 jRk j.
Hen e, one of the inequal-
ities (3.5.4) holds. If the rst inequality holds we set Rk+1 = Rk0 else we set
Rk+1 = Rk00 .
After onstru ting the sequen e fRk g, onsider the point z0 belonging to
\1k=1 Rk . This point belongs to D, be ause all its neighborhood ontains points
of D. Consider
H the linearization f (z ) = f (z0 ) + f 0 (z0 )(z z0 ) + o(z )(z z0 ).
Sin e (f (z0 ) + f 0 (z0 )(z z0 ))dz = 0 one gets
Dk
   
I  I 
   
(3.5.6) 
 o(z )(z z0)dz  = 
 f (z )dz   jRk j
   
Dk Dk
The boundary of Dk is ontained in the union Rk [ Rk \ D. Consider a
n
P
monotone partition D = k . Sin e the interse tion of Rk with a monotone
k=1
urve is a monotone urve, one on ludes that D \ Rk is a union of at most n
monotone urves. As Rk onsists of 4 monotone urves we get that Dk is as
a body of a hain with at most 4 + n monotone urves.
Denote by Pk the perimeter of Rk . And suppose that o(x) is bounded in Rk
by a onstant ok . Then jo(x)(z z0)j  Pk ok for all z 2 Rk .
Sin e diam Dk  P2k by the Estimation Lemma 4, we get the following
inequality:
 
I 
 4(4 + n)Pk ok P2k
 
(3.5.7) 
 o(z )(z z0 )dz  = 2(4 + n)ok Pk2
 
Dk
The ratio Pk2 =jRk j is onstant for even k. Therefore the inequalities (3.5.6)
jRk j = jRj . However the
and (3.5.7) ontradi t ea h other for ok < 2(4+ n)Pk2 2(4+n)P 2
j j
inequality jo(x)j < 2(4+n)P 2 holds for some neighborhood V of z0 as o(x) is
R
innitesimally small at z0 . This is a ontradi tion, be ause V ontains some
R2k .
Hr
Residues. By f (z ) dz we denote the integral along the boundary of the disk
z0
fjz z0 j  rg.
Lemma 6. If a fun tion f (z ) is omplex dierentiable in the domain D with
H n Hr
P
the ex eption of a nite set of points fzk gnk=1 . Then f (z )dz = f (z ) dz ,
D k=1 zk
where r is so small that all disks jz zk j < r are ontained in D and disjoint.
Proof. Denote by D0 the omplement of the union of the disks in D. Then D0 is
H union of D and the boundary ir les of the disks. By the Cau hy HTheorem
the
f (z )dz = 0. On the other hand this integral is equal to the sum f (z )dz
D0 D
and the sum of integrals along boundaries of the ir les. The orientation indu ed

102
by D0 onto the boundaries of these ir les is opposite to the orientation indu ed
H H Pn Hr
from the ir les. Hen e 0 = f (z )dz = f (z )dz f (z ) dz .
D0 D k=1 zk
A singular point of a omplex fun tion is dened as a point where either the
fun tion or its derivative are not dened. A singular point is alled isolated, if
it has a neighborhood, where it is the only singular point.
One denes the residue of f at a point z0 and denotes it as resz0 f as the
r
limit rlim 1 H f (z )dz . The above lemma shows that this limit exists for any
!0 2 i
z0
isolated singular point and moreover, that all integrals along suÆ iently small
ir umferen es in this ase are the same.
Sin e in all regular points the residues are 0 the on lusion of the Lemma 6
for a fun tion with nitely many singular points an be presented in the form:
I X
(3.5.8) f (z )dz = 2i resz f
D z2D

An isolated singular point z0 is alled a simple pole of a fun tion f (z ), if

!z f (z )(z z0 ).
there exists a nonzero limit zlim
0
Lemma 7. If z0 is a simple pole of f (z ) then resz0 f = zlim
!z (z z0 )f (z ) 0
Proof. Set L = zlim L o(z)
!z0 (z z0)f (z ). Then f (z ) = z + ( z z0 ), where o(z ) is
innitesimally small at z0. Hen e
Ir Ir Ir
o(z ) dz L
(3.5.9) = f (z ) dz dz:
z z0 z z0
z0 z0 z0
Sin e the se ond integral from the right-hand side of (3.5.9) is equal to 2Li
and another one is equal to 2i resz0 f for suÆ iently small r, we on lude that
the integral from the left-hand side also is onstant for suÆ iently small r. To
Hr o(z)
prove that L = resz0 f we have to prove that this onstant = rlim !0 z z0 dz z0
is 0. Indeed, assume that j j > 0. Then there is a neighborhood U of z0 su h
that jo(z )j  j j
 32 for all z 2 U . Then one gets a ontradi tion by estimation
 Hr 
of  o(z) dz  (whi h is equal to j j for suÆ iently small r) from above by pj j
z0 z z0  2
for r less than the radius of U . Indeed, the integrand is bounded by 32j jr and
the path ofpintegration (the ir le) an be divided into four monotone urves of
diameter r 2: quarters of the ir le. Hen e by Lemma on Estimate one gets
 Hr  p j j j j
  16 2 = p .
 o(z) dz 

z0 z z0  32 2

Remark 1. Denote by (r; ; z0 ) an ar of the ir le jz z0j = r, whi h angle

measure is . Under
R hypothesis of Lemma 7 the same arguments prove the
!0 (;r;0z) f (z ) dz = i lim
following rlim
f
(z )(z z0 ).

103
 Problems.
H1 1
1. Evaluate
1 1 + z4
H1 dz
2. Evaluate sin z
0
H1 dz
3. Evaluate ez 1
0
H1 dz
4. Evaluate z2
0
H1
5. Evaluate sin z1 dz
0
H1 1
6. Evaluate ze z dz
0
5H=2
7. Evaluate z 2 ot z dz
0
12
H z dz
8. Evaluate (z 1)(z 2)2
2
R
+
d
9. 5+3 os 

+R
10. d
(1+ os2 )2

2R
11. d
(1+ os )2
0
+R1
12. dx
4
1 1+x
+R1
13. dx
(1+x2 )(4+x2 )
0
+R1
14. 1+x2
1+x4
1
+R1 3
15. x dx
6
1 1+x

104
3.6 Analyti Fun tions
On the ontents of the le ture. This le ture introdu es the reader into
phantasti ally beautiful world of analyti fun tions. Integral Cau hy formula,
Taylor series, Fundamental Theorem of Algebra. The reader will see all of these
treasures in a single le ture.
Theorem 1 (Integral Cau hy Formula). If fun tion f is omplex dieren-
tiable in the domain D, then for any interior point z 2 D one has
I
1 f ( ) dz
(3.6.1) f (z ) =
2i  z
D

Proof. The fun tion zf (zz)0 has its only singular point inside the ir le. This
is z0 , whi h is a simple pole. The residue of zf (zz)0 by Lemma 7 is equal to
lim (z z0) zf (zz)0 = zlim
z!z0 !z0 f (z ) = f (z0 ). And by the formula (3.5.8) the integral
is equal to 2if (z0).
P1
Lemma 2. Let fk be a series of virtually monotone omplex fun tions,
k=1
1
P
whi h is termwise majorized by a onvergent positive series k on a monotone
k=1
urve (that is jfk (z )j  k for natural k and z 2 ) and su h that F (z ) =
P1
fk (z ) is virtually monotone. Then
k=1
1Z
X 1
Z X
(3.6.2) fk (z ) dz = fk (z ) dz
k=1 k=1

Proof. By the Lemma on Estimate one has the following inequalities:

   
Z  Z 1  1
   X  X
(3.6.3) 
 fk (z ) dz  4 k diam 
 fk (z ) dz  4 diam k
   k=n  k=n
nP1
Set Fn (z ) = fk (z ). By the left inequality of (3.6.3), the module of dif-
k=1
R nP1 R
feren e between Fn (z ) dz = fk (z ) dz and the left-hand side of (3.6.2)
k=1
1
P
does not ex eed 4 diam k . Hen e this module is innitesimally small as
k=n
n tends
 to innity. On the other hand, by the right inequality of (3.6.3) one
R R  P1
gets  Fn (z ) dz
 F (z ) dz   4 diam k . This implies that the dieren e
k=n
between the left-hand and right-hand sides of (3.6.2) is innitesimally small as n
tends to innity. But this dieren e does not depend on n. Hen e it is zero.
Lemma 3. If a real fun tion f dened over interval [a; b℄ is lo ally bounded,
then it is bounded.

105
Proof. The proof is by ontradi tion. Suppose that f is unbounded. Divide the
interval [a; b℄ in half. Then the fun tion has to be unbounded at least on one of
the halves. Consider this half and divide it in half. Choose the half where the
fun tion is unbounded. So we onstru t a nested innite sequen e of intervals
onverging to a point, whi h oin ides with the interse tion of all the intervals.
And f is obviously not lo ally bounded at this point.
Corrolary 4. A omplex fun tion f (z ) ontinuous on the boundary of a domain
D is bounded on D.
Proof. Consider a path p : [a; b℄ ! D. Then jf (p(t))j is ontinuous on [a; b℄,
hen e it is lo ally bounded, hen e it is bounded. Sin e D an be overed by
images of nitely many pathes this implies boundedness of f over D.
Theorem 5. If a fun tion f (z ) is omplex dierentiable in the disk jz z0j  R,
then for jz z0 j < R
1 IR
X f ( )
(3.6.4) f (z ) = (z z0 )k d;
k=0
( z0 )k+1
z0
where the series on the right-hand side absolutely onverges for jz z0 j < R.
Proof. Fix a point z su h that jz z0 j < R and onsider  as a variable. For
j z0 j > jz z0 j one has
1 1 1 1 1
X (z z0 )k
(3.6.5) = = z z0 = k+1
 z ( z0 ) (z z0 )  z0 1  z0 k=0 ( z0 )
On the ir le j z0 j = R the series on the right-hand side is majorized by a
P1 jz z0 jk
onvergent series Rk+1 for r > jz z0 j. The fun tion f ( ) is bounded on
k=0
j z0j = R by the Corollary 4. Therefore after multipli ation of (3.6.5) by f ( )
all onditions of the Lemma 2 are satised. The termwise integration gives:
IR 1 IR
f ( ) X
k f ( ) d
(3.6.6) f (z ) = d = (z z0 )
 z k=0 ( z0 )k+1
z0 z0

Analyti fun tions. A fun tion f (z ) of omplex variable is alled an analyti

1
P
fun tion in a point z0 if there is a positive " su h that f (z ) =ak (z z0 )k for
k=0
all z from a disk jz z0 j  " and the series absolutely onverges. Sin e one an
dierentiate power series termwise (Theorem 9), any fun tion whi h is analyti
at z is also omplex dierentiable at z . The theorem 5 gives a onverse. Thus,
we get the following:
Corrolary 6. A fun tion f (z ) is analyti at z , i it is omplex dierentiable
in some neighborhood of z .

106
Theorem 7. If f is analyti at z then f 0 is analyti at z . If f and g are
analyti at z then f + g, f g, fg are analyti at z . If f is analyti at z and g
is analyti at f (z ) then g(f (z )) is analyti at z .
Proof. The termwise dierentiation of a power series representing f in a neigh-
borhood of z gives the power series for its derivative. Hen e f 0 is analyti . The
dierentiability of f  g, fg and g(f (z )) follows from orresponding dierenti-
ation rules.
Lemma 8 (on isolated zeros). If f (z ) is analyti and is not identi ally equal
to 0 in some neighborhood of z0 , then f (z ) 6= 0 for all z 6= z0 suÆ iently lose
to z0 .
P1
Proof. Let f (z ) = k (z z0 )k in a neighborhood U of z0 . Let m be the rst
k=0
1
P
nonzero oeÆ ient. Then k (z z0 )k m onverges in U to a dierentiable
k=m
fun tion g(z ) by Theorem 9. Sin e g(z0 ) = m 6= 0 and g(z ) is ontinuous at
z0 , the inequality g(z ) 6= 0 holds for all z suÆ iently lose to z0 . As f (z ) =
g(z )(z z0 )m , the same is true for f (z ).
P1
Theorem 9 (Uniqueness Theorem). If two power series ak (z z0 )k
k=0
1
P
and bk (z z0 )k onverge in a neighborhood of z0 and their sums oin ide
k=0
for some innite sequen e fzk g1 k=1 su h that zk 6= z0 for all k and klim z =z ,
!1 k 0
then ak = bk for all k.
P1
Proof. Set k = ak bk . Then f (z ) = k (z z0 )k has a non-isolated zero at
k=0
z0 . Hen e f (z ) = 0 in a neighborhood of z0 . We get a ontradi tion by onsid-
P1
ering fun tion g(z ) = k (z z0 )k m , whi h is nonzero for all z suÆ iently
k=m
lose to z0 ( f. the proof of Lemma on isolated zero), and satises equation
f (z ) = g(z )(z z0)m .

Taylor series. Set f (0) = f and by indu tion dene the (k + 1)-th deriva-
tive f (k+1) of f as the derivative of its k-th derivative f (k) . For the rst and
the se ond derivatives one prefers notation f 0 and f 00 . For example, the k-th
derivative of z n is nk z n k . (Re all that nk = n(n 1) : : : (n k + 1))
The following series is alled the Taylor series of a fun tion f at point z0 :
X1 f (k) (z )
0
(3.6.7) (z z0 )k
k=0
k !
The Taylor series is dened for any analyti fun tion, be ause an analyti
fun tion has derivative of any order due to Theorem 7.
Theorem 10. If a fun tion f is analyti in the disk jz z0 j < r then f (z ) =
1 f (k) (z0 )
P
k! (z z0 )k for any z from the disk.
k=0

107
Proof. By the Theorem 5, f (z ) is presented in the disk by a onvergent power
1
P
series ak (z z0 )k . To prove our theorem we prove that
k=0
IR
f ( ) f (k) (z0 )
(3.6.8) ak = d = :
( z0 )k+1 k!
z0
P1
Indeed, a0 = f (z0) and termwise dierentiating of ak (z z0 )k applied n
k=0
1 n
P
times gives f (n)(z ) = k ak (z z0 )k . Putting z = z0 , one gets f (n)(z0 ) =
k =n
nn an = an n!.
Theorem 11 (Liouville). If a fun tion f is analyti and bounded on the whole
omplex plane, then f is onstant.
1
P
Proof. If f is analyti on the whole plane then f (z ) = ak z k , where ak is
k=0
dened by (3.6.8). If jf (z )j  B by Lemma on Estimate one gets
 
IR 
 f ( )
 4
4 RBk+1 pR C

(3.6.9) jak j = 
 z k+1 d  = k
  2 R
0
Consequently ak for k > 0 is innitesimally small as R tends to innity. But ak
does not depend on R, hen e it is 0. Therefore f (z ) = a0 .
Theorem 12 (Fundamental Theorem of Algebra). Any non onstant poly-
nomial P (z ) has a omplex root.
Proof. If P (z ) has no roots the fun tion f (z ) = P (1z) is analyti on the whole
!1 f (z ) = 0 the inequality jf (z )j < 1 holds for jz j = R if R is
plane. Sin e zlim
suÆ iently large. Therefore the estimation (3.6.9) for k-th oeÆ ient of f holds
with B = 1 for suÆ iently large R. Hen e the same arguments as in proof of
Liouville Theorem show that f (z ) is onstant. This is a ontradi tion.

A
singular points
. .
. .
B

Analyti ontinuation.
108
Lemma 13. If an analyti fun tion f (z ) has nitely many singular points in
a domain D and a non isolated zero at a point z0 2 D then f (z ) = 0 for all
regular z 2 D
Proof. For any nonsingular point z 2 D, we onstru t a sequen e of suÆ iently
small disks D0 ; D1 ; D2; : : : Dn without singular points with the following prop-
erties: 1) z0 2 D0  U , 2) z 2 Dn , 3) zk , the enter of Dk , belongs to Dk 1 for
all k > 0. Then by indu tion we prove that f (Dk ) = 0. First step: if z0 is a
non-isolated zero of f , then the Taylor series of f vanishes at z0 by Uniqueness
theorem. But this series represents f (z ) on D0 due to Theorem 10, sin e D0
does not ontain singular points. Hen e, f (D0 ) = 0. Suppose we have proved
already that f (Dk ) = 0. Then zk+1 is a non-isolated zero of f by the third
property of the sequen e fDk gnk=0 . Consequently, the same arguments as above
for k = 0 prove that f (Dk+1 ) = 0. And nally we get f (z ) = 0.
Consider any formula whi h you know from s hool about trigonometri fun -
tions. For example, tan(x + y) = 1tantanx+tan y
x tan y . The above Lemma implies that
this formula remains true for omplex x and y. Indeed, onsider the fun tion
T (x; y) = tan(x + y) 1tantanx+tan y
x tan y . For a xed x fun tion T (x; y ) is analyti and
has nitely many singular points in any disk. This fun tion has non-isolated
zeros in all real points, hen e this fun tion is zero in any disk interse ting the
real line. This implies that T (x; y) is zero for all y. The same arguments applied
to T (x; y) with xed y and variable x prove that T (x; y) is zero for all omplex
x; y.
The same arguments prove the following theorem
Theorem 14. If some analyti relation between analyti fun tions holds on
a urve , it holds for any z 2 C , whi h an be onne ted with by a paths
avoiding singular points of the fun tions.
Lemma 15. sin t  2t for t 2 [0; =2℄
Proof. Let f (t) = sin t 2t . Then f 0 (x) = os t 2 . Set y = ar os 2 . Then
f 0 (x)  0 for x 2 [0; y℄. Therefore f is nonde reasing on [0; y℄, and nonnegative,
be ause f (0) = 0. On the interval [y; =2℄ the derivative of f is negative. Hen e
f (x) is non-in reasing and nonnegative, be ause its value on the end of the
interval is 0.
Lemma 16 (Jordan). Let f (z ) be an analyti fun tion in the upper half-plane
!1 f (z ) = 0. Denote by R the upper half of the ir le jz j = R.
su h that zlim
Then for any natural m
Z
(3.6.10) lim f (z ) exp(miz ) dz = 0
R!1
R

Proof. Consider the parameterization z (t) = R os t + Ri sin t, t 2 [0; ℄ of R .

Then the integral (3.6.10) turns into
Z
(3.6.11) f (z ) exp(iRm os t Rm sin t) d(R os t + Ri sin t) =
0 Z
= Rf (z ) exp(iRm os t) exp( Rm sin t)( sin t + i os t) dt:
0
109
If jf (z )j  B on R , then jf (z ) exp(iRm os t)( sin t + i os t)j  B on R . And
the module of the integral (3.6.11) an be estimated from above by
Z
BR exp( Rm sin t) dt:
0
=
R2
Sin e sin( t) = sin t, the latter integral is equal to 2BR exp( Rm sin t) dt.
0
Sin e sin t  2t , the latter integral does not ex eed
=2
Z
1 exp( Rm) B
(3.6.12) 2BR exp( 2Rmt=) dt = 2BR
2Rm
m
0
Sin e B an be hosen arbitrarily small for suÆ iently large R, this proves
Lemma.
+R1 N
Evaluation of sin x dx = lim R sin x dx. Sin e sin x = Im eix our inte-
1 x N !1 N x
+R1 iz
gral is equal to Im e dz . Set (r) = fz j jz j = r; Im z  0g. This is a
z
1
semi ir le. Let us orient it ounter- lo kwise, so that its initial point is r.

−r r
−R R

Consider the domain D(R) bounded by semi ir les (r), (R) and intervals
iz
[ R; r℄ and [r; R℄, where r = R1 and R > 1. The fun tion ez has not singular
H eiz
points inside D(R). Hen e z dz = 0. Hen e for any R
D(R)

Z R iz ZR iz Z Z
e e eiz eiz
(3.6.13) dz + dz = dz dz
z z z z
r r (r) (R)

The se ond integral on the right-hand side tends to 0 as R tends to innity due
iz
to Jordan's Lemma. The fun tion ez has a simple pole at 0, hen e the rst
iz
integral on the right-hand side of (3.6.13) tends to i res ez = i due to Remark

110
1. As a result, the right-hand side of (3.6.13) tends to i as R tends to innity.
Consequently the left-hand side of (3.6.13) also tends to i as R ! 1. The
RR sin x Rr sin x
imaginary part of left-hand side of (3.6.13) is equal to x dx x dx.
R r
RR
The last integral tends to 0 as r ! 0, be ause j sinx x j  1. Hen e sin x dx
x
R
+R1
tends to  as R ! 1. Finally sin x dx =  .
1 x

Problems.
1. Prove that an even analyti fun tion f , i.e_a fun tion that f (z ) = f ( z )
has Taylor series at 0 onsisting only of even powers
2. Prove that analyti fun tion whi h has Taylor series only with even powers
is an even fun tion.
3. If an analyti fun tion f (z ) takes real values on [0; 1℄, then f (x) is real for
any real x.
+R1 1
4.
1 1 + x4
R
+ d
5.
 5 + 3 os 
R1 2
6. Evaluate (x2 +x a2 )2 dx (a > 0)
0
+R1
7. x sin x dx
2
1 x +4x+20
R1 ax
8. x os
2 +b2 dx (a; b > 0)
0

111
Chapter 4

Dieren es

112
4.1 Newton Series
On the ontents of the le ture. The formula with binomial series was
engraved on Newton's gravestone in 1727 at Westminster Abbey.

Interpolation problem. Suppose we know the values of a fun tion f at some

points alled interpolation nodes and we would like to interpolate the value of
f at some point, not ontained in the data. This is so alled interpolation
problem. Interpolation was applied in the omputation of logarithms, maritime
navigation, astronomi al observations and in a lot of other things.
A natural idea is to onstru t a polynomial whi h takes given values at
the interpolation nodes and onsider its value at the point of interest as the
interpolation. Values at (n + 1) points dene a unique polynomial of degree n,
whi h takes just these values at these points. In 1676 Newton has dis overed a
formula for this polynomial, whi h is now alled Newton's interpolation formula.
Consider the ase, when interpolation nodes are natural numbers. Re all
that the dieren e of a fun tion f is the fun tion denoted
f and dened
by
f (x) = f (x + 1) f (x). Dene iterated dieren es
k f by indu tion:

0 f = f ,
k+1 f =
(
k f ). Re all that xk denotes the k-th fa torial power
xk = x(x 1) : : : (x k + 1).
Lemma 1. For any polynomial P (x), its dieren e
P (x) is a polynomial of
degree one less.
Proof. The proof is by indu tion on the degree of P (x). The dieren e is on-
stant for any polynomial of degree 1. Indeed,
(ax + b) = a. Suppose the
nP
+1
lemma is proved for polynomials of degree  n and let P (x) = ak xk be a
k =0
polynomial of degree n + 1. Then P (x) an+1 xn+1 = Q(x) is a polynomial of
degree  n.
P (x) =
axn+1 +
Q(x). By the indu tion hypothesis,
Q(x)
has degree  n 1 and, as we know,
xn+1 = (n + 1)xn has degree n.
Lemma 2. If
P (x) = 0, and P (x) is a polynomial, then P (x) is onstant.
Proof. If
P (x) = 0, then degree of P (x) annot be positive by Lemma 1, hen e
P (x) is onstant.
Lemma 3 (Newton Formula). For any polynomial P (x)
1
X
k P (0) k
(4.1.1) P (x) = x
k=0
k!

Proof. If P (x) = ax + b, then
0 P (0) = b,
1 P (0) = a and
k P (x) = 0 for

k > 1. Hen e the Newton series (4.1.1) turns into b + ax. This proves our
assertion for polynomials of degree  1. Suppose it is proved for polynomials
P1
k P (0) k
of degree n. Consider P (x) of degree n + 1. Then
P (x) = k! x by
k=1
1
P
k P (0) k
the indu tion hypothesis. Denote by Q(x) the Newton series k! x for
k=0

113
P (x). Then
1

k P (0)
X X1
k P (0) X1
k P (0)
(4.1.2)
Q(x) = (x + 1)k xk =
xk =
k=0
k ! k=0 k ! k=0 k !
X1
k P (0) X1
k P (0) X1
k (
P (0))
kxk 1 = xk 1 = xk =
P (x)
k=0 k ! k=0 (k 1)! k=0 k !
Hen e
(P (x) Q(x)) = 0 and P (x) = Q(x) + . Sin e P (0) = Q(0), one gets
= 0. This proves P (x) = Q(x).
Lemma 4 (Lagrange Formula). For any sequen e fyk gnk=0 , the polynomial
n
P n+1
Ln (x) = ( 1)n k k!(nyk k)! xx k has the property Ln (k) = yk for 0  k  n.
k=0
n
P n+1
Proof. For x = k, all terms of the sum ( 1)n k k!(nyk k)! xx k but k-th vanish,
k
k=0
and xx k is equal to k!(n k)!( 1)n k .
Lemma 5. For any fun tion f and for any natural number m  n one has
n
k f (0)
P
f (m) = k! mk .
k=0
Proof. Consider the Lagrange polynomial Ln su h that Ln (k) = f (k) for k 
n. Then
k Ln (0) =
k f (0) for all k  n and
k Ln (0) = 0 for k > n,
1
k f (0) k
P Pn
k f (0) k
be ause the degree of Ln is n. Hen e, Ln (x) = k! x = k! x
k=0 k=0
by Lemma 3. Putting x = m in the latter equality, one gets f (m) = Ln (m) =
Pn
k f (0) k
k! m .
k=0
We see that the Newton polynomial gives a solution for the interpolation
problem and our next goal is to estimate the interpolation error.

Theorem on extremal values. The least upper bound of a set of numbers

A is alled supremum of A and denoted by sup A. In parti ular, the ultimate
sum of a positive series is the supremum of its partial sums. And the variation
of a fun tion on an interval is the supremum of its partial variations.
Dually, the greatest lower bound of a set A is alled innum and denoted
by inf A.
Theorem 6 (Weierstrass). If a fun tion f is ontinuous on an interval [a; b℄,
then it takes maximal and minimal values on [a; b℄.
Proof. The fun tion f is bounded by Lemma 3. Denote by B the supremum
of the set of values of f on [a; b℄. If f does not take the maximum value, then
f (x) 6= B for all x 2 [a; b℄. In this ase B 1f (x) is a ontinuous fun tion on
[a; b℄. Hen e it is bounded by Lemma 3. But the dieren e B f (x) takes
arbitrarily small values, be ause B " does not bound f (x). Therefore B 1f (x)
is not bounded. This is in ontradi tion to Lemma 3, whi h states that lo ally
bounded fun tion is bounded. The same arguments prove that f (x) takes its
minimal value on [a; b℄.

114
Theorem 7 (Rolle). If a fun tion f is ontinuous on the interval [a; b℄, dif-
ferentiable in interval (a; b) and f (a) = f (b), then f 0 ( ) = 0 for some 2 (a; b).

Proof. If the fun tion f is not onstant on [a; b℄ then either its maximal or its
minimal value diers from f (a) = f (b). Hen e at least one of its extremal values
is taken in some point 2 (a; b). Then f 0 ( ) = 0 by Lemma 1.
Lemma 8. If an n-times dierentiable fun tion f (x) has (n + 1) roots in the
interval [a; b℄, then f (n)( ) = 0 for some  2 (a; b)
Proof. The proof is by indu tion. For n = 1 this is Rolle Theorem. Let fxk gnk=0
be a sequen e of roots of f . By Rolle's theorem any interval (xi ; xi+1 ) ontains
a root of f 0. Hen e f 0 has n 1 roots, and its (n 1) derivative has a root. But
the (n 1)-th derivative of f 0 is the n-th derivative of f .
Theorem 9 (Newton Interpolation Formula). Let f be an (n + 1) times
dierentiable fun tion on I  [0; n℄. Then for any x 2 I there is  2 I su h that
n
X
k f (0) k f (k+1) ( ) k+1
f (x) = x + x
k=0 k ! (k + 1)!
Proof. The formula holds for x 2 f0; 1; : : : ng and any  , due to Lemma 5,
be ause xn+1 = 0 for su h x. For other x one has xn+1 6= 0, hen e there is C su h
n
k f (0) k
P k+1 . The fun tion F (y ) = f (y ) P n
k f (0) k
that f (x) = k! x + Cx k! x
k=0 k=0
Cyk+1 has roots 0; 1; : : : ; n; x. Hen e its n + 1-th derivative has a root  2 I .
n
k f (0) k
P
Sin e k! x is polynomial of degree n its (n + 1)-th derivative is 0. And
k=0
the (n +1)-th derivatives of Cxn+1 and Cxn+1 oin ide, be ause their dieren e
is a polynomial of degree n. Hen e 0 = F (n+1) ( ) = f (n+1) ( ) C (n + 1)! and
(n+1)
C = f (n+1)!() .
1
k f (0) k
P
Binomial series. The series x is alled the Newton series of a
k!
k=0
fun tion f . The Newton series oin ides with the fun tion at all natural points.
And sometimes it onverges to the fun tion. The most important example of
su h onvergen e is given by the so- alled binomial series.
Consider the fun tion (1 + x)y . This is a fun tion of two variables. Fix x
and evaluate its dieren e with respe t to y. One has
y (1+ x)y = (1+ x)y+1
(1 + x)y = (1 + x)y (1 + x 1) = x(1 + x)y . This simple formula allows us
immediately to evaluate
ky (1 + x)y = xk (1 + x)y . Hen e the Newton series for
(1 + x)y as fun tion of y is
X1 xk y k
(4.1.3) (1 + x)y =
k=0 k !
For xed y and variable x, the formula (4.1.3) represents the famous Newton
binomial series. Our proof is not orre t. We apply Newton interpolation for-
mula, proved only for polynomials, to an exponential fun tion. But original
Newton's proof was essentially of the same nature. Instead of interpolation of

115
the whole fun tion, he interpolated oeÆ ients of its power series expansion.
Newton onsidered the dis overy of the binomial series as one of his greatest
dis overies. And the role of binomial series in the further developments is very
important.
For example, Newton expands into a power series ar sin x in the follow-
ing way. One nds the derivative of ar sin x by dierentiating of identity
sin ar sin x = x. This dierentiation gives os(ar sin x) ar sin0 x = 1. Hen e
ar sin0 x = os ar sin
1 2 1
x = (1 x ) 2 . Sin e

1 ( x2 )k ( 1 k 1
2) (2k 1)!! 2k
1 X X
(4.1.4) (1 x2 ) 2 = = x ;
k=0
k! k=0
2k!!
One gets the series for ar sin by termwise integration of (4.1.4). The result
is
1
X (2k 1)!! x2k+1
(4.1.5) ar sin x =
k=0 2k !! 2k + 1
It was more than a hundred years after the dis overy Newton's Binomial
Theorem that it was rst ompletely proved by Abel.
1 zk  k
P
Theorem 10. For any omplex z and  su h that jz j < 1, the series k!
k=0
absolutely onverges to (1 + z ) = exp ( log(1 + z )).
Proof. The analyti fun tion exp  log(1+ z ) of variable z has no singular points
in the disk jz j < 1, hen e its Taylor series onverges to it. The derivative of
(1 + z ) by z is  (1 + z ) 1 . The k-th derivative is  k (1 + z ) k . In parti ular,
the value of k-th derivative for z = 0 is equal to  k . Hen e Taylor series of the
1  k zk
P
fun tion is k! .
k=0

On the boundary of onvergen e. Sin e (1 + z ) has the only singular

point on the ir le jz j = 1, and this point is 1, the binomial series for all z on
the ir le has (1 + z ) as its Abel's sum. In parti ular, for z = 1 one gets
X1 xk
(4.1.6) = 2x
k=0 k !
The series on the left-hand side onverges for x > 0. Indeed, the series be omes
alternating starting with k > x. The ratio kk+1x of modules of terms next to
ea h other is less then one. Hen e the moduli of the terms form a monotone
de reasing sequen e onward k > x. And to apply Leibniz Theorem, one needs
only to prove that nlim xn = 0. Transform this limit into lim x nQ1( x 1).
!1 n! n!1 n k
k=1
nQ1
The produ t ( xk
1) ontains at most x terms whi h have moduli greater
k=1
than 1, and all terms of the produ t do not ex eed x. Hen e
n
the absolute value
of this produ t does not ex eed xx . And our sequen e f xn! g is majorated by an
x+1
innitesimally small f x n g. Hen e it is innitesimally small.

116
Plain binomial theorem. For a natural exponent the binomial series on-
tains only nitely many nonzero terms. In this ase it turns into (1 + x)n =
n nk xk
P n n b n
k! . Be ause (a + b) = a (1 + a ) , one gets the following famous formula
k=0
nX
+1 k
n
(4.1.7) (a + b)n = ak bn k :
k=0
k!
This is the formula that is usually alled Newton Binomial Theorem. But this
simple formula was known before Newton. In Europe it was proved by Pas al
in 1654. Newton's dis overy on erns the ase of non integer exponents.

Symboli al ulus. One denes the shift operation Sa by formula Sa f (x) =

f (x + a) for any fun tion. Denote by 1 the identity operation and by S = S1 .
Hen e S0 = 1. The omposition of two operations is written as produ t. So,
for any a and b one has the following sum formula Sa Sb = Sa+b .
We will onsider only so- alled linear operations. An operation O is alled
linear if O(f + g) = O(f )+ O(g) for all f; g and O(kf ) = kO(f ) for any onstant
k. Dene the sum A + B of operations A and B by formula (A + B )f =
Af + Bf . Further, dene the produ t of an operation A by a number k as
(kA)f = k(Af ). For linear operations O , U , V one has the distributivity
law O(U + V ) = OU + OV . If the operations under onsideration ommute
UV = V U , (for example, all iterations of the same operation ommute) then
they obey to all usual numeri laws, and all identities whi h holds for numbers
extends to operations. For example, U 2 V 2 = (U V )(U + V ). Or the plain
binomial theorem.
Let us say that an operation O is de reasing, if the for any polynomial P the
degree of O(P ) is less than the degree of P . For example, operation of dieren e

= S 1 and operation D of dierentiation Df (x) = f 0 (x) are de reasing.
1
P
For a de reasing operation O, any power series ak Ok denes an operation at
k=0
least on polynomials, be ause this series applied to a polynomial ontains only
nitely many terms. Thus we an apply analyti fun tions to operations.
1
k yk
P y
For example, the binomial series (1 +
)y = k! represents S . And
k=0
P1
k yk
the equality Sy = k! , whi h is in fa t the Newton Interpolation Formula
k=0
for polynomials, isx a dire t onsequen e
x
of binomial theorem. Another example,
onsider
n = S n 1. Then S n = 1 +
n and Sx = (1 +
n )n . Further, Sx =
Pn nk
k P1 nk (n
n )k
nk k! . Now we follow Euler \substitute n = 1". Then
n =
k!
k=0 k=0 k
n
n onverts into xD, and nnk turns into 1. As result we get the Taylor formula
P1 xk Dk
Sx = k! . Our proof is opied from the Euler proof in his Introdu tio of
k=0
1
x )n = P xk . This substitution of innity means passing to limit.
lim
n!1
(1 + n k!
k=0
This proof is suÆ ient for de reasing operations on polynomials be ause the
series ontains only nitely many nonzero terms. In the general ase problems
of onvergen e arise.

117
 The binomial theorem was the main tool for expansion of fun tions into
power series in Euler's times. Euler also applied it to get power expansions for
trigonometri fun tions.
Taylor expansion for x = 1 gives a symboli equality S = exp D. Hen e
1
P k
D = ln S = ln(1 +
) = ( 1)k+1
k . We get a formula for numeri al
k=1
dierentiation. The symboli al ulations produ e formulas whi h hold at least
for polynomials.

Problems.
Pn nk xk yn k
1. Prove (x + y)n = k!
k=0
Pn nk
2. Evaluate n k
k! 2
k=0
k
3. If p is prime, then pk! is divisible by p.
4. nk = nn k
k! (n k)!
5. Dedu e plain binomial theorem from multipli ation of series for exponenta.
6. Dedu e formula for Catalan numbers.
7. Prove that
k xn xm = 0 for k < n.
n
P k
8. Prove that ( 1)k nk! = 0
k=0
9. Get a dierential equation for binomial series and solve it.
n nk k n k
P
10. Prove (a + b)n = k! a b
k=0
11. A sequen e fak g su h that
2 ak  0 satises inequality maxfa1; : : : an g 
ak for any k between 1 and n
P1 2k
12. ( 1)k x2k! = 2x=2 os x
4
k=0
1
P 2k+1
13. ( 1)k (2xk+1)! = 2x=2 sin x
4
k=0
14.
n 0p is divisible by p!
nP1
15.  Prove that
n 0p = ( 1)n k nk! kp
k

k=0
16. Prove os2 x + sin2 x = 1 via power series.

118
4.2 Bernoulli numbers
On the ontents of the le ture. In this le ture we give expli it formulas for
the teles oping of powers. These formulas involve a remarkable numbers, whi h
were dis overed by Ja ob Bernoulli. They will appear in formulas
2
for sums of
series of re ipro al powers. In parti ular, we will see that 6 , the sum of Euler
series, ontains the se ond Bernoulli number 61 .

Summation Polynomials. Ja ob Bernoulli found a general formula for the

n
P
sum kq . To be pre ise he dis overed that there is a sequen e of numbers
k=1
B0 ; B1 ; B2 ; : : : ; Bn : : : su h that
n q+1
X X qk 1 nq+1 k
(4.2.1) kq = Bk
k=1 k=0 k!
The rst 11 of the Bernoulli numbers are 1; 21 ; 16 ; 0; 301 ; 0; 421 ; 0; 301 ; 0; 665 .
The right-hand side of (4.2.1) is a polynomial of degree q + 1 in n. Let us
denote this polynomial by q+1 (n). It has the following remarkable property:

q+1 (x) = (1 + x)q . Indeed the latter equality holds for any natural value n
of the variable, hen e it holds for all x, be ause two polynomials oin iding in
innitely many points oin ide. Repla ing in (4.2.1) q + 1 by m, n by x and
reversing the order of summation, one gets the following:
m m
X (m 1)m k 1 k X (m 1)! k
(4.2.2) m (x) = Bm k x = Bm k x =
k=0 (m k)! k=0 k!(m k)!
m
X (m 1)k 1 k
= Bm k x
k=0 k!
Today's le ture is devoted to the proof of this Bernoulli theorem.

Teles oping powers. Newton's Formula represents xm as a fa torial poly-

n
P
nomial
0 xk , where
k 0m denotes the value of
k xm at x = 0. Sin e
k m
k!
k k=0k 1

x = kx , one immediately gets a formula for a polynomial m+1 (x) whi h
teles opes xm in the form
X1
k 0 m
(4.2.3) m+1 (x) = xk+1
k=0 (k + 1)!
nP1
This polynomial has the property m+1 (n) = km for all n.
k=0
Polynomials m (x), as follows from Lemma 2, are hara terized by two
onditions:
(4.2.4)
m (x) = xm 1 ; m (1) = 0
Lemma 1 (on dierentiation). 0m+1 (x) = 0m+1 (0) + mm (x)

119
Proof. Dierentiation of
m+1 (x) = xm gives
0m+1 (x) = mxm 1 . The
polynomial mm has the same dieren es, hen e
(0m+1 (x) mm (x)) = 0.
By the Lemma 2 this implies that 0m+1 (x) mm (x) is onstant. Therefore,
0m+1 (x) mm (x) = 0m+1 (0) mm (0). But m (1) = 0 and m (0) = m (1)

m (0) = 0 0m 1 = 0.

Bernoulli polynomials. Let us introdu e the m-th Bernoulli number Bm

as 0m+1 (0), and dene the Bernoulli polynomial of degree m > 0 as Bm (x) =
mm (x) + Bm . Bernoulli polynomial B0 (x) of degree 0 is dened as identi ally
equal to 1. Consequently Bm (0) = Bm and Bm 0 +1 (0) = (m + 1)Bm .
The Bernoulli polynomials satisfy the following ondition:
(4.2.5)
Bm (x) = mxm 1 (m > 0)
In parti ular,
Bm (0) = 0 for m > 1, and therefore we get the following
boundary onditions for Bernoulli polynomials:
(4.2.6) Bm (0) = Bm (1) = Bm for (m > 1) and B1 (0) = B1 (1) = B1
The Bernoulli polynomials, in ontrast to m (x), are normed: its leading
oeÆ ient is equal to 1 and they have a simpler rule for dierentiation:
(4.2.7) B 0 (x) = mBm 1(x)
m
Indeed, Bm0 (x) = m0m (x) = m((m 1)m 1 (x) + 0m (0)) = mBm 1 (x); by
Lemma 1.
(k)
Dierentiating Bm (x) at 0, k times, we get Bm 0
(0) = mk 1 Bm
k 1 k k+1 (0) =
m (m k + 1)Bm k = m Bm k . Hen e Taylor formula gives the following
representation of the Bernoulli polynomial:
m
X mk Bm k k
(4.2.8) Bm (x) = x
k=0 k!

Chara terization theorem. The following important property of Bernoulli

polynomials will be alled the Balan e property :
Z1
(4.2.9) Bm (x) dx = 0 (m > 0)
0
R1 1
R
Indeed, Bm (x) dx = (m + 1)Bm 0 +1 (x) dx =
Bm+1 (0) = 0
0 0
The Balan e property and the Dierentiation rule allows us to evaluate
Bernoulli polynomials re ursively. Thus, B1 (x) has 1 as leading oeÆ ient and
zero integral on [0; 1℄, this allows us identify B1 (x) with x 1=2. Integration of
R1
B1 (x) gives B2 (x) = x2 x + C , where C is dened by (4.2.9) as x2 dx = 61 .
0
Integrating B2 (x) we get B3 (x) modulo a onstant whi h we nd by (4.2.9) and
so on. Thus we obtain the following theorem:
Theorem 2 ( hara terization). If a sequen e of polynomials fPn (x)g satis-
es the following onditions:

120
  P0 (x) = 1,
R1
 Pn (x) dx = 0 for n > 0,
0
 Pn0 (x) = nPn 1 (x) for n > 0,
then Pn (x) = Bn (x) for all n.

Analyti properties.
Lemma 3 (on re e tion). Bn (x) = ( 1)nBn (1 x) for any n.
Proof. We prove that the sequen e Tn (x) = ( 1)n Bn (1 x) satises all ondi-
R1 R0
tions of the Theorem 2. Indeed, T0 = B0 = 1, Tn (x) dx = ( 1)n Bn (x) dx =
0 1
0 and
Tn (x)0 = ( 1)n Bn0 (1 x) = ( 1)n nBn 1 (1 x)(1 x)0 =
( 1)n+1 nBn 1 (x) = nTn 1(x)

Lemma 4 (on roots). For any odd n > 1 the polynomial Bn (x) has on [0; 1℄
just three roots: 0; 12 ; 1.
Proof. For odd n, the re e tion Lemma 3 implies that Bn ( 12 ) = Bn ( 21 ), that
is Bn ( 12 ) = 0. Furthermore, for n > 1 one has Bn (1) Bn (0) = n0n 1 =
0. Hen e Bn (1) = Bn (0) for any Bernoulli polynomial of degree n > 1. By
re e tion formula for an odd n one obtains Bn (0) = Bn (1). Thus any Bernoulli
polynomial of odd degree greater than 1 has roots 0; 12 ; 1.
The proof that there are no more roots is by ontradi tion. In the opposite
ase onsider Bn (x), of the least odd degree > 1 whi h has a root  dierent
from the above mentioned numbers. Say  < 21 . By Rolle's Theorem Bn0 (x)
has at least three roots 1 < 2 < 3 in (0; 1). To be pre ise, 1 2 (0; ),
2 2 (; 12 ), 3 2 ( 12 ; 1). Then Bn 1 (x) has the same roots. By Rolle's Theorem
Bn0 1 (x) has at least two roots in (0; 1). Then at least one of them diers from
1 and is a root of B
2 n 2 (x). By the minimality of n one on ludes n 2 = 1.
However, B1 (x) has the only root 21 . This is a ontradi tion.
Theorem 5. Bn = 0 for any odd n > 1. For n = 2k, the sign of Bn is ( 1)k+1 .
For any even n one has either Bn = maxx2[0;1℄ Bn (x) or Bn = minx2[0;1℄ Bn (x).
The rst o urs for positive Bn , the se ond for negative.
Proof. B2k+1 = B2k+1 (0) = 0 for k > 0 by the Lemma 4. Above we have
found that B2 = 61 . Suppose we have established that B2k > 0 and that this
is the maximal value for B2k (x) on [0; 1℄. Let us prove that B2k+2 < 0 and is
the minimal value for B2k+2 (x) on [0; 1℄. The derivative of B2k+1 in this ase
is positive at the ends of [0; 1℄, hen e B2k+1 (x) is positive for 0 < x < 12 and
negative for 12 < x < 1, by Lemma 4 on roots and Theorem on Intermediate
values. Hen e, B20 k+2 (x) > 0 for x < 21 and B20 k+2 (x) < 0 for x > 21 . Therefore,
B2k+2 (x) takes the maximal value in the middle of [0; 1℄ and takes the minimal

121
values at the ends of [0; 1℄. Sin e the integral of the polynomial along [0; 1℄ is
zero 0 and the polynomial is not onstant, its minimal value has to be negative.
The same arguments prove that if B2k is negative and minimal, then B2k+2 is
positive and maximal.
Lemma 6 (Lagrange Formula). If f is a dierentiable fun tion on [a; b℄,
then there is a  2 (a; b), su h that
f (b) f (a)
(4.2.10) f (b) = f (a) + f 0 ( )
b a
Proof. The fun tion g(x) = f (x) (x a) f (bb) af (a) is dierentiable on [a; b℄
and g(b) = g(a) = 0. By Rolle's Theorem g0( ) = 0 for some  2 [a; b℄.
Hen e f 0 ( ) = f (bb) fa(a) . Substitution of this value of f 0 ( ) in (4.2.10) gives
the equality.

Generating fun tion. The following fun tion of two variables is alled the
generating fun tion of Bernoulli polynomials
X1 tk
(4.2.11) B (x; t) = Bk (x)
k=0
k!
Sin e Bk  2kk! , the series on the right-hand side onverges for t < 2 for any
x. Let us dierentiate it termwise as a fun tion of x, for a xed t. We get
1
P 0 x;t)
kBk 1 (x) tk! = tB (x; t). Consequently (log B (x; t))0x = BBx((x;t
k
) = t and
k=0
log B (x; t) = xt + (t), where the onstant (t) depends on t. It follows that
B (x; t) = exp(xt)k(t), where k(t) = exp( (t)). For x = 0 we get B (0; t) =
1 tk
P
k(t) = Bk k! . To nd k(t) onsider the dieren e B (x + 1; t) B (x; t).
k=0
It is equal to exp(xt + t)k(t) exp(xt). On the other hand the dieren e is
1
P k P1 k

Bk (x) tk! = kBk 1 (x) tk! = tB (x; t). Comparing these expressions we
k=0 k=0
get expli it formulas for the generating fun tions of Bernoulli numbers:
t X1 B
k k
(4.2.12) k(t) = = t ;
exp t 1 k=0 k!
and Bernoulli polynomials:
0 1
X tk t exp(tx)
(4.2.13) B (x; t) = Bk (x) =
k=+ k! exp t 1
1
P k
From (4.2.11) one gets t = (exp t 1) Bk tk! . Substituting exp t 1=
k=0
1 tk
P
in this equality, by the Uniqueness Theorem, one gets the equalities for
k!
k=1
the oeÆ ients of the power series
n
X Bn k
(4.2.14) =0 for n > 1
k=1
(n k)!k!

122
Add Bnn! to both sides of this equality and multiply both sides by n! to get
n
X Bk nk
(4.2.15) Bn = for n > 1
k=0
k!
The latter equality one memorizes via the formula B n = (B + 1)n , where after
expansion of the right hand side, one should move down all the exponents at B
turning the powers of B into Bernoulli numbers.
Now we are ready to prove that
m
B (x + 1) Bm X (m 1)k 1 k
(4.2.16) m (1 + x) = m = Bm k x = m (x)
m m k=0 k!
Putting x = 0 in the right hand side one gets m (0) = Bm (m 1) 1 = Bmm . The
left-hand side takes the same value at x = 0, be ause Bm (1) = Bm (0) = Bm . It
remains to prove the equality of the oeÆ ients in (4.2.16) for positive degrees.
m k m k k j j
Bm (x + 1) 1 X m Bm k 1X m Bm k X kx
= (1 + x)k = =
m m k=0 k! m k=0 k! j=0 j !
Now let us hange the summation order and hange the summation index of the
interior sum by i = m k:
m jm
1X m jX
x m mk Bm k j 1 X x Xj mm i Bi
= k = (m i)j =
m j=0 j ! k=j k! m j=0 j ! i=0 (m i)!
m i j i j
Now we hange m (m(mi)! i) by (m ij!) m and apply the identity (4.2.15)
m j jm
X x m Xj Bi (m j )i X m
(m 1)j 1 xj
= = Bm j
j =0 mj ! i=0 i! j =0 j!

Problems.
R1
1. Evaluate Bn (x) sin 2x.
0
2. Expan dx 4 3x2 + 2x 1 as a polynomial in (x 2).
3. Cal ulate the rst 20 Bernoulli numbers.
4. Prove the inequality jBn (x)j  jBn j for even n.
5. Prove the inequality jBn (x)j  n4 jBn 1j for odd n.
R1 R1
6. Prove that f (0)+2 f (1) = f (x) dx + f 0 (x)B1 (x) dx
0 0
R1 0 R1
7. Prove that f (0)+2 f (1) = f (x) dx +
f2(0) f 00 (x)B2 (x) dx
0 0

123
 8. Dedu e
Bn (x) = nxn 1 from the balan e property and the dierentia-
tion rule.
9. Prove that Bn (x) = Bn (1 x), using the generating fun tion.
10. Prove that B2n+1 = 0, using the generating fun tion.
n 1

11. Prove that Bm (nx) = nm 1 P B x + nk
m
k=0
12. Evaluate Bn ( 21 ).
13. Prove that B2k (x) = P (B2 (x)), where P (x) is a polynomial with positive
oeÆ ient (Ja obi Theorem).
1
P k n
14. Prove that Bn = ( 1)k
k+10
k=0
P 1
15.  Prove that Bm + k+1 [k + 1 is prime and k is divisor of m℄ is an inte-
ger. (Staudt theorem).

124
4.3 Euler-Ma laurin Formula
On the ontents of the le ture. From this le ture
1 1 we will learn how Euler
P
managed to al ulate 18 digit pla es of the sum k2 .
k=0

Symboli derivation. Taylor expansion of a fun tion f at point x gives

1 f (k) (x)
X
(4.3.1) f (x + 1) = :
k=0 k!
1 Dk f (x)
P
Hen e
f (x) = k! , where D is the operation of dierentiation. One
k=1
expresses this equality symboli ally as
(4.3.2)
= exp D 1:
nP1
We are sear hing for F su h that F (n) = f (k) for all n. Then
F (x) = f (x),
k=1
or symboli ally F =
1 f . So we have to invert the operation of the dieren e.
From (4.3.2), the inversion is given formally by the formula (exp D 1) 1 . This
fun tion has a singularity at 0 and annot be expanded into a power series in
P1 B k
D. However we know the expansion exptt 1 = k! t . This allows us to give
k
k=0
a symboli solution of our problem in the form
D 1 B 1
D = D 1 1 1 + B2k D2k 1
X k k 1 X
(4.3.3)
1 = D 1 =
exp D 1 k=0 k! 2 k=1
2k!

Here we take into a ount that B0 = 1, B1 = 1 and B2k+1 = 0 for k > 0.

2
nP1
Sin e f (k) = F (n) F (1), the latter symboli formula gives the following
k=1
summation formula:
nX1 Zn 1 B
f (n) f (1) X 2k (2k
(4.3.4) f (k) = f (x) dx + (f 1) (n) f (2k 1) (1))
k=1 2 k=1 (2 k )!
1
For f (x) = xm this formula gives the Bernoulli polynomial m+1 .
1 and estimated
Euler's estimate. Euler applied this formula to f (x) = (x+9)2
1 1
P 1
the sum k2 . In this ase the k -th derivative of (x+9)2 at 1 has the absolute
k=10
value 10kk!+2 . Hen e the module of k-th term of the summation formula does not
ex eed k10Bkk+2 . For an a ura y of 18 digit pla es it is suÆ ient to sum up the
rst 14 terms of the series, only 8 of them do not vanish. Euler onje tured,
and we will prove, that the value of error does not ex eed of the value of the
rst reje ted term, whi h is 16B
101616 . Sin e B16 = 3617
510 this gives the promised
a ura y.

125
 B1 B2 B4 B6 B8 B10 B12 B14 B16 B18 B20
1 1 1 1 1 5 691 7 3617 43867 174611
2 6 30 42 30 66 2730 6 510 798 330

We see from the table that in reasing of the number of onsidered terms
does not improve a ura y noti eably.

Summation formula with remainder. In this le ture we assume that all

fun tions under onsideration are dierentiable as many times as needed.
Lemma 1. For any fun tion f (x) 1on [0; 1℄ one 1has
Z Z
1
(f (1) + f (0)) = f (x) dx f 0 (x)B1 (x) dx
2
0 0
R1 R1
Proof. Re all that B1 (x) = x 1 , hen e f 0 (x)B1 (x) dx = (x 1 ) df (x).
2 2
0 0
R1 1 ) df (x) = 1 (f (1)+ f (0)) R1
Now, integration by parts gives (x 2 2 f (x) dx.
0 0
Consider the periodi Bernoulli polynomials Bm fxg = Bm (x [x℄). Then
0 fxg = mBm 1 fxg for non integer x.
Bm
nP1
Let us denote by nm ak the sum 12 am + ak + 21 an .
k=m 1
Lemma 2. For any natural p, q and a fun tion f (x) one has
Zq Zq
qp f (k) = f (x) dx f 0 (x)B1 fxg dx
p p
R1
Proof. Applying Lemma 1 to f (x + k) one gets 21 (f (k + 1) + f (k)) = f (x +
0
R1 R R k+1 k+1
k) dx + f 0 (x + k)B1 (x) dx = f (x) dx + f 0 (x)B1 fxg dx. Summing up
0 k k
these equalities for k from p to q, one proves the Lemma.
Lemma 3. For m > 0 and a fun tion f one has
Zq Zq
B
(4.3.5) f (x)Bm fxg dx = m+1 (f (q) f (p)) f 0 (x)Bm+1 fxg dx
m+1
p p

Proof. Sin e Bm fxgdx = d Bmm+1+1fxg and Bm+1 fkg = Bm+1 for any natural k,
the formula (3) is obtained by a simple integration by parts.
Theorem 4. For any fun tion f and natural numbers n and m one has:
Zn m
X1 Bk+1  (k) 
(4.3.6) n1 f (k) = f (x) dx + f (n) f (k) (1)
k=1 (k + 1)!
1
Zn
( 1)m+1
+ f (m)(x)Bm fxg dx
m!
1

126
Proof. The proof is by indu tion on m. For m = 1, formula (4.3.6) is just given
by Lemma 2. Suppose (4.3.6) is proved for m. The remainder
Zn
( 1)m+1
f (m)(x)Bm fxg dx
m!
1
an be transformed by virtue of Lemma 3 into
Zn
( 1)m+1 Bm+1 (m) ( 1)m+2
(f (n) f (m)(1)) + Bm+1 fxgf (m+1)(x) dx:
(m + 1)! (m + 1)!
1
Sin e odd Bernoulli numbers vanish, ( 1)m+1 Bm+1 = Bm+1 for m > 0.

Estimation of remainder. For m = 1, (4.3.6) turns into (4.3.4). Denote

Zn
( 1)m+1
(4.3.7) Rm = f (m)(x)Bm fxg dx
m!
1
This is the so- alled remainder of Euler-Ma laurin formula.
Lemma 5. R2m = R2m+1 for any m > 1
Proof. Be ause B2m+1 = 0, the only thing whi h hanges in (4.3.6) when one
passes from 2m to 2m + 1 is the remainder. Hen e its value does not hange
either.
Lemma 6. If f (x) is monotone on [0; 1℄ then
Z1
sgn f (x)B2m+1 (x) dx = sgn(f (1) f (0)) sgn B2m
0
Proof. Sin e B2m+1 (x) = B2m+1 (1 x), the hange x ! 1 x transforms the
R1 0R:5
integral f (x)B2m+1 (x) dx to f (1 x)B2m+1 (x) dx:
0:5 0

Z1 Z0:5 Z1
(4.3.8) f (x)B2m+1 (x) dx = f (x)B2m+1 (x) dx + f (x)B2m+1 (x) dx =
0 0 0:5
Z0:5
(f (x) f (1 x))B2m+1 (x) dx
0
B2m+1 (x) is equal to 0 at the end-points of [0; 0:5℄ and has onstant sign on
(0; 0:5), hen e its sign on the interval oin ides with the sign of its derivative
at 0, that is, it is equal to sgn B2m . The dieren e f (x) f (1 x) also has
onstant sign as x < 1 x on (0; 0:5) and its sign is sgn(f (1) f (0)). Hen e
the integrand in (4.3.8) has onstant sign. Consequently the integral itself has
the same sign as the integrand has.

127
Lemma 7. If f (2m+1)(x) and f (2m+3) (x) are omonotone for x  1 then
B2m+2 (2m+1)
(4.3.9) R2m = m (f (n) f (2m+1) (1)) 0  m  1
(2m + 2)!
Proof. The signs of R2m+1 and R2m+3 are opposite. Indeed, by Lemma 5
sgn B2m = sgn B2m+2 and sgn(f (2m+1) (n) f (2m+1)(1)) = sgn(f (2m+3) (n)
f (2m+3) (1), owing to omonotonity ondition. Hen e sgn R2m+1 = sgn R2m+3
by Lemma 6.
Set T2m+2 = (2Bm2m+2)!
+2 (f (2m+1) (n) f (2m+1) (1)). Then T
2m+2 = R2m+1
R2m+2 . By Lemma 5, T2m+2 = R2m+1 R2m+3 . Sin e R2m+3 and R2m+1 have
opposite signs, it follows that sgn T2m+2 = sgn R2m+1 and jT2m+2 j  jR2m+1 j.
Hen e m = RT22mm+2
+1 = R2m belongs to [0; 1℄.
T2m+2
Theorem 8. If f (k) and f (k+2) are omonotone for any k > 1, then
 
 Zn m 
 n X B2k  (2k
(4.3.10)  f (k )
 1 f (x) dx f 1) (n) f (2k 1) (1)  

1 k=1 (2k )! 
 
 B2m+2  (2m+1) 
 (2m + 2)! f
 (n) f (2m+1)  

Hen e the value of the error whi h gives the summation formula (4.3.4) with
m terms has the same sign as the rst reje ted term, and its absolute value does
not ex eed the absolute value of the term.
R1
Theorem 9. Suppose that jf (k) (x)j dx < 1, xlim !1 f (k) (x) = 0 and f (k) is
1
omonotone with f (k+2) for all k  K for some K . Then there is a onstant C
su h that for any m > K for some m 2 [0; 1℄ holds
(4.3.11)
n Zn m
X f (n) X B2k (2k 1) B
f (k) = C + + f (x) dx+ f (n)+m 2m+2 f (2m+1) (n)
k=1 2
1 k=1 (2k )! (2m + 2)!

Lemma 10. Under the ondition of the theorem, for any m  K ,

Z1
( 1)m B
(4.3.12) f (m)(x)Bm fxg dx = m 2m+2 f (2m+1)(p)
m! (2m + 2)!
p
Proof. By Lemma 7,
Zq
( 1)m+1 B2m+2 (2m+1)
f (m) (x)Bm fxg dx = m (f (q) f (2m+1) (p)):
m! (2m + 2)!
p

To get (4.3.12), pass to the limit as q tends to innity.

Proof. To get (4.3.11) we hange the form of the remainder RK for (4.3.6).
Rn R1 R1
Sin e BK fxgf (K ) dx = BK fxgf (K )(x) dx BK fxgf (K )(x) dx, applying
1 1 n

128
equality 4.3.5 to the interval [n; 1), one gets
Z1
( 1)k+1 Bk ( 1)k+1 Bk+1 (k)
(4.3.13) Bk fxgf (k) (x) dx = f (n)
k! (k + 1)!
n
Z1
( 1)k+2 Bk+1
Bk+1 fxgf (k+1) (x) dx
(k + 1)!
n
Iterating this formula one gets
(4.3.14)
Z1 m Z1
X Bk+1 (k) ( 1)m
RK = BK fxgf (K ) dx + f (n) + Bm fxgf (m)(x) dx
k=K (k + 1)! m !
1 n
Here we take into a ount the equalities ( 1)k Bk = Bk and ( 1)m+2 = ( 1)m .
Now we substitute this expression of RK into (4.3.6) and set
Z1
f (1) KX1 Bk+1 (k)
(4.3.15) C = ( 1) K +1 BK fxgf (K )(x) dx f (1):
1
2 k=1 (k + 1)!

Stirling formula. The logarithm satises allk+1 ondition of Theorem 9 with

K = 2. Its k-th derivative at n is equal to ( 1) nk(k 1)! . Thus (4.3.11) for the
logarithm turns into
(4.3.16)
n m
X ln n X B2k m B2m+2
ln k = n ln n n +  + 2k + (2m + 2)(2m + 1)n2k 1
k=1
2 k=1 2k (2 k 1) n
R1 B2 fxg B2 .
By (4.3.15), the onstant is  = x2 dx 2 But we already know this
1
onstant as  = 21 ln 2. For m = 0, the above formula gives the most ommon
form of Stirling formula:
p 
(4.3.17) n! = 2n nn e n+ 12n
Problems.

1. Write the Euler-Ma laurin series teles oping x1

2. Prove the uniqueness of the onstant in Euler-Ma laurin formula.
1 1
P
3. Cal ulate 10 digit pla es of n3
k=1
1000000
P
4. Cal ulate 8 digit pla es of 1
k
k=1
5. Evaluate ln 1000! with a ura y 10 4.

129
4.4 Gamma fun tion.
On the ontents of the le ture. Euler's Gamma-fun tion is the fun tion
responsible for innite produ ts. An innite produ t whose terms are values of
a rational fun tion at integers are expressed in terms of Gamma-fun tion. In
parti ular it will help us to prove Euler's fa torization of sin.

Teles oping problem. Given a fun tion f (x), nd a fun tion F (x) su h that

F = f . This is the teles oping problem for fun tions. In parti ular, for f = 0
any periodi fun tion of period 1 is a solution. In the general ase, to any
solution of the problem we an add a 1-periodi fun tion and get other solution.
The general solution has the form F (x)+ k(t) where F (x) is a parti ular solution
and k(t) is a 1-periodi fun tion, alled periodi onstant.
The Euler-Ma laurin formula gives a formal solution of the problem, but the
Euler-Ma laurin series rarely onverges. Another formal solution is
X1
(4.4.1) F (x) = f (x + k)
k=0

Trigamma. Now let us try to teles ope the Euler series. The series (4.4.1)
onverges for f (x) = x1m provided m  2 and x 6= n for natural n > 1. In
parti ular, the fun tion
X1 1
(4.4.2) =(x) =
k=1
(x + k )2

is analyti ; it is alled the trigamma fun tion and teles opes 1+1x2 . Its value
=(0) is just the sum of Euler series.
This fun tion is distinguished among others fun tions teles oping 1+1x2 by
nite variation.
Theorem 1. There is a unique fun tion =(x) su h that
=(x) = 1
1+x2 ,
1 1
P
var=[0; 1℄ < 1 and =(0) = k2 .
k=1
1
P 1
Proof. Sin e = is monotone, one has var= [0; 1℄ = j
=j = P k12 < 1.
k=0 k=1
Suppose f (x) is another fun tion of nite variation teles oping 1+1x2 . Then
f (x) =(x) is a periodi fun tion of nite variation. It is obvious that su h
fun tion is onstant, and this onstant is 0 if f (1) = =(1).
1
P 1
Digamma. The series x+k , whi h formally teles opes x1 , is divergent.
P1  k=0 
k [k 6= 0℄ is onvergent and it teles opes
However the series 1 1 1
x+k x,
k=0
be ause adding a onstant does not ae t the dieren es. Indeed,
(4.4.3)
X1 1 1
 X 1 1 1
 X1 1 1
[k 6= 0℄ + [k 6= 0℄ =
= :
k=0 x + 1 + k k k=0 x + k k k=0 x + k x

130
The fun tion
1
X

1 1

(4.4.4) (x) = +
k=1 k x+k
is alled the digamma fun tion. Here is the Euler onstant. Digamma is
an analyti fun tion, whose derivative is the trigamma fun tion, and whose
dieren e is 1+1 x .
Monotoni ity distinguish among others fun tion teles oping 1+1 x .
Theorem 2. There is a unique monotone fun tion (x) su h that
(x) = 1+1 x
and (0) = .
Proof. Suppose f (x) is a monotone fun tion teles oping 1+1 x . Denote by v the
variation of f on [0; 1℄. Then the variation of f over [1; n℄ is nv. On the
Pn
other hand, varf [1; n℄ = 1
k < ln n + . Hen e the variation of f (x) (x)
k=1
on [1; n℄ is less than 2( + ln n). Hen e v for any n satises the inequality
nv  2( + ln n). Sin e nlim ln n
!1 n = 0, we get v = 0. Hen e f is onstant,
and it is zero if f (1) = (1).
Lemma 3. 0 = =.
R x
Proof. To prove that 0 (x) = =(x), onsider F (x) = =(t) dt. This fun tion
1
is monotone, be ause F 0 (x) = =(x)  0. Further (
F )0 =
F 0 =
=(x) =
1 1
(1+x)2 . It follows
F = 1+x + , where is a onstant. By the Theorem
2 it follows F (x + 1) x = (x). Hen e (x)0 = F 0 (x + 1) + = =(x).
This proves that 0 is dierentiable and has nite variation. As
(x) = 1+1 x
it follows
0 (x) = (1+1x)2 . We get that 0 (x) = =(x) by theorem 1.

Teles oping the logarithm. To teles ope logarithm, we start with the for-
1
P P1
mal solution ln(x + k). To de rease the divergen e, add ln k termwise.
k=0 k=1
P1 1
P
We get ln x (ln(x + k) ln k) = ln x ln(1 + xk ). We know
k=1 k=1
that ln(1 + x) is lose to x, but the series still diverges. Now onvergen e
an be rea hed by subtra ting of kx from the k-th term of the series. This
substra tion hanges the dieren e. Let us evaluate the dieren e of F (x) =
1
P
ln x (ln(1 + xk ) xk ). The dieren e of the n-th term of the series is
k=1
  
  
x+1
x+1 x x
ln 1 + ln 1 + =
k
k k k
  
x+1 x 1
ln(x + k + 1) ln k ln(x + k) ln k =
ln(x + k)
k k k

131
Hen e
1
X

1

(4.4.5)
F (x) =
ln x
ln(x + k) =
k=1 k
nX1  !
1
n!1
lim
ln x
ln(x + k) =
k=1 k
nX1 !
1
lim
n!1
ln x ln(n + x) + =
k=1
k
nX1 !
1
ln x + nlim
!1(ln(n) ln(n + x)) + nlim
!1 k=1 k ln n = ln x +

As a result, we get the following formula for a fun tion, whi h teles opes the
logarithm:
X1   x x
(4.4.6) (x) = x ln x ln 1 +
k=1
k k
Theorem 4. The series (4.4.6) onverges absolutely for all x ex ept negative
integers. It presents a fun tion (x) su h that (1) = 0 and
(x) = ln x.
Proof. The inequality 1+x x  ln(1 + x)  x implies
   2 
j ln(1 + x) xj   1 +x x x =  1 x+ x  :
  
(4.4.7)

Denote by " the distan e from x to the losest negative integer. Then due to
P1
y

(4.4.7), the series ln 1 + ky k is termwise majorized by the onvergent
k=1
P1 x2
series "k2 . This proves the absolute onvergen e of (4.4.6).
k=1
nP1 nP1
Sin e nlim
!1 (ln(1 + k1 ) 1
!1(ln n
k ) = nlim
1
k) = , one gets (1) =
k=1 k=1
0.

Convexity. There are a lot of fun tions that teles ope the logarithm. The
property whi h distinguishes  among others is onvexity.
Throughout the le ture  and  are nonnegative and omplementary to ea h
other, that is  +  = 1. The fun tion f is alled onvex if, for any x, y, it
satises the inequality:
(4.4.8) f (x + y)  f (x) + f (y) 8  2 [0; 1℄
Immediately from the denition it follows that
Lemma 5. Any linear fun tion ax + b is onvex.
Lemma 6. Any sum (even innite) of onvex fun tions is a onvex fun tion.
The produ t of a onvex fun tion by a positive onstant is a onvex fun tion.

132
Lemma 7. If f (p) = f (q) = 0 and f is onvex, then f (x)  0 for all x 2= [p; q℄.
Proof. If x > q then q = x + p for  = xq pp . Hen e f (q)  f (x) + f (p) =
f (x), it follows f (x)  f (q) = 0. For x < p one has p = x + q for  = qq xp .
Hen e 0 = f (p)  f (x) + f (q) = f (x).
Lemma 8. If f 00 is nonnegative then f is onvex.
Proof. Consider the fun tion F (t) = f (l(t)), where l(t) = x + y. Newton's
formula for F (t) with nodes 0, 1 gives F (t) = F (0) +
F (0)t + 12 F 00 ( )t2 .
Sin e F 00 ( ) = (y x)2 f 00 ( ) > 0, and t2 = t(1 t) < 0 we get inequality
F (t)  F (0) + tF (1). Sin e F () = f (x + y) this is just the inequality of
onvexity.
Lemma 9. If f is onvex, then 0  f (a) + 
f (a) f (a + ) 
2 f (a 1) for
any a and any  2 [0; 1℄
Proof. Sin e a +  = a + (a + 1) we get f (a + )  f (a) + f (a + 1) =
f (a) + 
f (a). On the other hand, the onvex fun tion f (a + x) f (a)
x
f (a 1) has roots 1 and 0. By Lemma 7 it is nonnegative for x > 0. Hen e
f (a + )  f (a) + 
f (a 1). It follows that f (a) + 
f (a) f (a + ) 
f (a) + 
f (a) f (a) 
f (a 1) = 
2 f (a 1)
Theorem 10. (x) is the unique onvex fun tion that teles opes ln x and
(1) = 1.
Proof. Convexity of  follows from the onvexity of the summands of its series.
The summands are onvex be ause their se ond derivatives are nonnegative.
Suppose there is another onvex fun tion f (x) whi h teles opes the logarithm
too. Then (x) = f (x) (x) is a periodi fun tion,
 = 0. Let us prove that
(x) is onvex. Consider a pair ; d, su h that j dj  1. Sin e f (  + d)
f ( ) f (d)  0, as f is onvex, one has
(4.4.9) (  + d) ( ) (d) = (f (  + d) f ( ) f (d))
((  + d) ( ) (d))  ( ) + (d) (  + d):
First, prove that  satises the following "-relaxed inequality of onvexity:
(4.4.10) (  + d)  ( ) + (d) + ":
In reasing and d by 1, we do not hange the inequality as
 = 0. Due to this
fa t, we an in rease and d to satisfy 1 1 < 3" . Set L(x) = ( ) + (x ) ln .
By Lemma 9 for x 2 [ ; +1℄ one has jx L(x)j 
2 ( 1) = ln ln( 1) =
ln(1 + 1 1 )  1 1 < 3" . Sin e j(x) L(x)j < 3" for x = ; d; +2 d , it follows that
( ) + (d) (  + d) diers from L( ) + L(d) L(  + d) = 0 less
than by ". The inequality (4.4.10) is proved. Passing to the limit as " tends to
0, one eliminates ".
Hen e (x) is onvex on any interval of length 1 and has period 1. Then
(x) is onstant. Indeed, onsider a pair a; b with ondition b 1 < a < b. Then
a = (b 1) + b for  = b a. Hen e f (a)  f (b) + f (b 1) = f (b).
Lemma 11. 00 (1 + x) = =(x)

133
 Rx
Proof. The fun tion F (x) = (t) dt is onvex be ause its se ond derivative
1
is =. The dieren e of F 0 = is 1+1 x . Hen e
F (x) = ln(x + 1) + , where
is some onstant. It follows F (x 1) x + = (x). Hen e  is twi e
dierentiable and its se ond derivative is =.

Gamma fun tion. Now we dene Euler's gamma fun tion (x) as exp((x)),
where (x) is the fun tion teles oping the logarithm. Exponentiating (4.4.6)
gives a representation of Gamma fun tion in so- alled anoni al Weierstrass
form :
e x Y1  x 1 x
(4.4.11) (x) = 1+ ek
x k=1 k
Sin e
ln (x) = ln x, one gets the following hara teristi equation of the
Gamma fun tion
(4.4.12) (x + 1) = x (x)
Sin e (1) = 0, a ording to (4), one proves by indu tion that (n) = (n 1)!
using (4.4.12).
A nonnegative fun tion f is alled logarithmi ally onvex if log f (x) is on-
vex.
Theorem 12 ( hara terization). (x) is the unique logarithmi ally onvex
fun tion dened for x > 0, whi h satises equation (4.4.12) for all x > 0 and
takes the value 1 at 1.
Proof. Logarithmi al onvexity of (x) follows from the onvexity of (x). Fur-
ther (1) = exp (1) = 1. If f is a logarithmi ally onvex fun tion satisfying
the gamma-equation, then ln f satises all onditions of Theorem 4. Hen e,
ln f (x) = (x) and f (x) = (x).
R1
Theorem 13 (Euler). For any x  0 one has (x) = tx 1 e t dt
0
Let us he k that the integral satises all onditions of Theorem 12. For
R1
x = 1 the integral gives e t dt = e t j1 0 = 1. The integration by parts
0
R1 x t R1 x R1 t x 1
t e dt = t de t = txe t j1 0 + e xt dx proves that it satises
0 0 0
the gamma-equation (4.4.12). It remains to prove logarithmi onvexity of the
integral.
Lemma 14 (mean riterium). If f is a monotone fun tion whi h satises the
following mean inequality 2f ( x+2 y )  f (x) + f (y) for all x; y then f is onvex.
Proof. We have to prove the inequality f (x + y)  f (x) + f (y) = L()
for all , x and y. Set F (t) = f (x + (y x)t); than F also satises the mean
inequality. And to prove our lemma it is suÆ ient to prove that F (t)  L(t) for
all t 2 [0; 1℄.
First we prove this inequality only for all binary rational numbers t, that is
for numbers of the type 2mn , m  2n . The proof is by indu tion on n, the degree

134
of the denominator. If n = 0, the statement is true. Suppose the inequality
F (t)  L(t) is already proved for fra tions with denominators of degree  n.
Consider r = 2nm+1 , with odd m = 2k + 1. Set r = 2kn , r+ = k2+1 n . By the
  + +r
indu tion hypothesis F (r )  L(r ). Sin e r = 2 , by mean inequality one
r
+ + +
has F (r)  f (r )+2 f (r )  L(r )+2 L(r ) = L( r +2 r ) = L(r).
Thus our inequality is proved for all binary rational t. Suppose F (t) > L(t)
for some t. Consider two binary rational numbers p, q su h that t 2 [p; q℄ and
jq pj < jfF((yt)) fL((xt))j . In this ase jL(p) L(t)j  jp tjjf (y) f (x)j < jF (t) L(t)j.
Therefore F (p)  L(p) < F (t). The same arguments give F (q) < F (t). This is
a ontradi tion, be ause t is between p and q and its image under a monotone
mapping has to be between images of p and q.
Lemma 15 (Cau hy-Bunyakovski-S hwarz).
0 b 12
Z Zb Zb
(4.4.13)  f (x)g(x) dxA  f 2 (x) dx g2 (x) dx
a a a
Rb
Proof. Sin e (f (x) + tg(x))2 dx  0 for all t, the dis riminant of the following
a
quadrati equation is non-negative:
Zb Zb Zb
(4.4.14) t2 g2 (x) dx + 2t f (x)g(x) dx + f 2 (x) dx = 0
a a a
!2
Rb Rb Rb
This dis riminant is 4 f (x)g(x) dx 4 f 2 (x) dx g2 (x) dx.
a a a
Now we are ready to prove the logarithmi onvexity of Euler integral. The
integral is obviously an in reasing fun tion, hen e by the mean riterion it is
suÆ ient to prove the following inequality:
0 12
Z1 Z1 Z1
x+y
(4.4.15)  t 2 1 e t dtA  tx 1e t dt ty 1 e t dt
0 0 0
This inequality turns into the Cau hy-Bunyakovski-S hwarz inequality (4.4.13)
x 1 y 1
for f (x) = t 2 e t=2 and g(t) = t 2 e t=2

Evaluation of produ ts. From the anoni al Weierstrass form it follows

(4.4.16)
1 e x 1 x
f(1 + x=n) exp( x=n)g = xe (x)
Y Y
f(1 x=n) exp(x=n)g = x ( x)
k=1 k=1
One an evaluate a lot of produ ts by splitting them into parts whi h have this
1 ( x2
Q
anoni al form (4.4.16). For example, onsider the produ t 1 k2 ). Division
k=1

135
 1
Q 1 1 1 1 1
by n2 transforms it into (1 2n ) (1 + 2n ) . Introdu ing multipliers e 2n
k=1
1
and e 2n , one gets a anoni al form
Y1  1

1
 1 1 
Y 1

1
 1
(4.4.17) 1 e 2 n 1+ e 2 n
k=1
2n k=1
2n

Now we an apply (4.4.16) for x = 12 . The rst produ t of (4.4.17) is equal to

1 ( 1=2)e =2, and the se ond one is 1 (1=2)e =2 . Sin e a ording to the
2 2
hara teristi equation for -fun tion, (1=2) = 12 (1=2), one gets (1=2)2=2
as the value of Wallis produ t. Sin e the Wallis produ t is 2 , we get (1=2) =
p .

Problems.
1
Q

3x

1. Evaluate the produ t 1 + nx 1 + 2nx 1 n
k=1
1
Q k(5+k)
2. Evaluate the produ t (3+k)(2+k)
k=1
3. The sum of logarithmi ally onvex fun tions is logarithmi ally onvex.
n!n x x n
4. Prove (x) = nlim
!1 x
1
Q k k+1
x
5. Prove x+k k = (x + 1)
k=1
6. Prove Legendre's doubling formula (2x) (0:5) = 22x 1 (x + 0:5) (x)

136
4.5 The Cotangent
On the ontents of the le ture. In this le ture we perform what was
promised at the beginning: we sum up the Euler series and expand sin x into
the produ t. We will see that sums of series of re ipro al powers are expressed
via Bernoulli numbers. And we will see that the fun tion responsible for the
summation of the series is the otangent.
1 1
P
An ingenious idea, whi h led Euler to nding the sum k2 is the following.
k=1
One an onsider sin x as a polynomial of innite degree. This polynomial has as
Q of the type k . Any ordinary polynomial an be expanded into
roots all points
the produ t (x xk ) where xk are its roots. By analogy, Euler onje tured
that sin x an be expanded into the produ t
Y1
(4.5.1) sin x = (x k):
k= 1
This produ t diverges, but an be modied to a onvergent one by division of
the n-th term by n. The division does not hange the roots. The modied
produ t is
Y1  x Y1 x2

(4.5.2) 1 =x 1 :
k= 1
k k=1 k2 2
Two polynomials with the same roots an dier by a multipli ative onstant.
To nd the onstant, onsider x = 2 . In this ase we get the inverse to Wallis
produ t in (4.5.2) multiplied by x = 2 . Hen e the value of (4.5.2) is 1, whi h
oin ides with sin 2 . Thus it is natural to expe t that sin x oin ides with the
produ t (4.5.2).
1
Q
There is another way to tame (x k). Taking logarithm, we get a
k= 1
1
P
divergent series ln(x k), but a hieve onvergen e by term-wise dier-
k= 1
entiation. Sin e the derivative of ln sin x is ot x, it is natural to expe t that
ot x oin ides with the following fun tion
X1 1 1 X 1 2x
(4.5.3) tg(x) = = +
k= 1 x k x k=1 x k2 2
2

z P1 B k
Cotangent expansion. The expansion =
ez 1 k! z allows us to get a
k
k=0
power expansion for ot z . Indeed, representing ot z by Euler's formula one
gets
eiz + e iz e2iz + 1 2i 1 2iz 1X 1 B
k
i iz = i = i + = i + = i + (2iz )k
e e iz e2iz 1 e2iz 1 z e2iz 1 z k=0 k!
The term of the last series orresponding to k = 1 is 2izB1 = iz . Multiplied
by 1z , it turns into i, whi h eliminates the rst i. The summand orresponding

137
to k = 0 is 1. Taking into a ount that B2k+1 = 0 for k > 0, we get
1 X 1 4k B2k 2k 1
(4.5.4) ot z = + ( 1)k z
z k=1 (2k)!

Power expansion of tg(z ). Substituting

1 1 1 X1 z 2k
(4.5.5) = 2 =
z2 n2 2 n22 1 nz2 2 k=0
(n)2k+2
into (4.5.3) and hanging the order of summation, one gets:
X1 X 1 z 2k X1 z 2k X 1 1
(4.5.6) 2k+2 =
n=1 k=0 (n ) k=0
2k+2 n=1 n2k+2
The hanging of summation order is legitimate in the disk jz j < 1, be ause the
series absolutely onverge there. This proves the following
Lemma 1. tg(z ) 1
z is an analyti fun tion in the disk jz j < 1. The n-th
oeÆ ient of the Taylor series of tg(z ) 1z at 0 is equal to 0 for even n and is
P1 1
equal to n1+1 kn+1 for any odd n.
k=1
Thus the equality ot z = tg(z ) would imply the following remarkable equal-
ities:
4n B2n 1 X1 1
(4.5.7) ( 1)n = 2n
2n!  k=1 k2n
2
In parti ular, for n = 1 it gives the sum of Euler series as 6

Exploring the otangent.

Lemma 2. j ot z j  4 provided j Im z j  1
Proof. Set z = x + iy. Then jeiz j = jeix y j = e y . Therefore if y  1, then
je2iz j  e. Hen e je2iz + 1j  e + 1 < 4 and je2iz 1j  e 1 > 1. Thus the
absolute value of
eiz + e iz e2iz + 1
(4.5.8) ot z = i iz iz = i 2iz
e e e 1
is less than 4. For y  1 the same arguments work for the representation of
ot z as i 1+ e 2iz
1 e 2iz .
Lemma 3. j ot(=2 + iy)j  4 for all y.
Proof. ot(=2+ iy) = os( =2+iy) sin iy t
e e t
sin(=2+iy) = os iy = et +e t . The module of numerator
of this fra tion does not ex eed e e 1 for t 2 [ 1; 1℄ and denominator is greater
than 1. This proves the inequality for y 2 [ 1; 1℄. For others y this is the
previous lemma.

138
 Let us denote by Z the set fk j k 2 Zg of -integers.
Lemma 4. The set of singular points of ot z is Z. All these points are simple
poles with residue 1.
Proof. The singular points of ot z oin ide with the roots of sin z . The roots
of sin z are roots of equation eiz = e iz whi h is equivalent to e2iz = 1. Sin e
je2iz j = je 2 Im z j one gets Im z = 0. Hen e sin z has no roots beyond the real
line. And all its real roots as we know have form fkg. Sin e zlim !0 z ot z =
z os z z 1
lim
z!0 sin z !0 sin z = sin0 0 = 1. We get that 0 is a simple pole of ot z
= zlim
with residue 1 and others poles have the same residue be ause of periodi ity of
ot z .
Lemma 5. Let f (z ) be an analyti fun tion on a domain D. Suppose that f
has in D nitely many singular points, they are not -integers and D has no
-integer point on its boundary. Then
(4.5.9)
I X1 X
f ( ) ot d = 2i f (k)[k 2 D℄ + 2i resz (f (z ) ot z )[z 2= Z℄
D k = 1 z 2 D
.
Proof. In our situation every singular points of f (z ) ot z in D are either -
integer or singular point of f (z ). Sin e resz=k ot z = 1, it follows that
resz=k f (z ) ot z = f (k). Hen e the on lusion of the lemma is a dire t on-
sequen e of the Residue Theory.

Exploring tg(z ).
Lemma 6. tg(z + ) = tg(z ) for any z
n
P nP1
Proof. tg(z + ) = nlim 1 = nlim 1 = nlim 1
!1 k= n
z+ k !1 k= n 1
z+k !1 z (n+1) +
(nP1)
lim 1 + lim
n!1 z n n!1 k= (n
1
z+ k = 0 + 0 + tg(z )
1)
Lemma 7. The series representing tg(z ) onverges for any z whi h is not a
-integer. j tg(z )j  2 for all z su h that j Im z j > 
Proof. For any z one has jz 2 k2 2 j  k2 for k > jz j. This provides the
onvergen e of the series. Sin e tg(z ) has period , it is suÆ ient to prove
the inequality of Lemma in the ase x 2 [0; ℄, where z = x + iy. In this ase
jyj  jxj and Re z 2 = x2 y2  0. Then Re(z 2 k2 2 )  k22 . 1It follows
jz 2 k2 2 j  k2 2 . Hen e j tg(z )j is term-wise majorized by 1 + P k212 <
k=1
2.
Lemma 8. j tg(z )j  3 for any z with Re z = 2 .
2
Proof. In this ase Re(z 2 k2 2 ) = 4 y2 k2 2  k2 for all k  1. Hen e
1
jC (z )j  2 + P k12  1 + 2 = 3.
k=1

139
Lemma 9. For any z 6= k and domain D whi h ontains z and whose boundary
does not ontain -integers, one has
I
tg( ) X1 1
(4.5.10) d = 2i tg(z ) + 2i [k 2 D℄
 z k= 1 k z
D
1
P 1
Proof. As was proved in Le ture 3.6, series ( z)( k) admits term-wise
k= 1
integration. The residues of 1 are 1 at k and z 1k at z . Hen e
( z)( k) k z
I (
1 2i z 1k ; for k 2= D
d =
( z )( k) 0; if k 2 D:
D
It follows
I
tg( ) X1 1 X1 1
d = 2i [k 2= D℄ = 2i tg(z ) [k 2 D℄:
 z k = 1 z k k = 1 z k
D

Lemma 10. tg(z ) is an analyti fun tion dened on the whole plane, having
all -integers as its singular points, where it has residues 1.
Proof. Consider a point z 2= Z. Consider a disk D, not ontaining -integers
with enter at z . Then formula (4.5.10) transforms to the Cau hy Integral
Formula. And our assertion is proved by termwise integration of the power
expansion of  1 z just with the same arguments as was applied there. The same
formula (4.5.10) allows us to evaluate the residues.
1
P
Theorem 11. ot z = z1 + z2 2kz2 2
k=1
Proof. Consider the dieren e R(z ) = ot z tg(z ). This is an analyti fun tion
whi h has -integers
H
as singular points and has residues 0 in all of these. Hen e
R(z ) = 21i R (z) d for any z 2= Z. We will prove that R(z ) is onstant. Let
D
z0 and  be a pair of dierent points not belonging to Z. Then for any D su h
that D \ Z = ? one has
(4.5.11) I   I
1 1 1 1 R(z )(z z0 )
R(z ) R(z0 ) = R( ) d =
2i  z  z0 2i ( z )( z0 )
D D
Let us dene Dn for a natural n > 3 as the re tangle bounded by the lines Re z =
(=2 n), Im z = n. Sin e jR(z )j  7 by Lemmas 2, 3, 7, and 8 the inte-
grand of (4.5.11) eventually is bounded by 7jzn2z0 j . The ontour of integration
onsists of four monotone urve of diameter < 2n. By the Lemma on estimate,
the integral an be estimated from above by 32n7nj2z z0 j . Hen e the limit of our
integral as n tends to innity is 0. This implies R(z ) = R(z0 ). Hen e R(z ) is on-
stant and the value of the onstant we nd by putting z = =2. As ot =2 = 0,

140
 n
P Pn
the value of the onstant is tg(=2) = nlim 1 2 1
!1 =2 k =  nlim
!1 k= n 1 2k .
k= n
n
P P0 n n
This limit is zero be ause 1 = 1 + P 1 = P 1 +
1 2k 1 2k 1 2k 2k+1
k= n k= n k=1 k=0
n
P 1 = 2n1+1 .
2k 1
k=1

Summation of series by ot z .
Theorem 12. For any rational fun tion R(z ), whi h is not singular in integers
1
P P
and has degree  2, one has R(n) = z res  ot(z )R(z )
1
k=
H
Proof. In this ase the integral nlim
!1 R(z ) ot z = 0. Hen e the sum of
Dn =pi
P1
all residues of R(z ) ot z is zero. The residues at -integers gives R(k).
P k= 1
The rest gives z res  ot(z )R(z )

Fa torization of sin x. Theorem 11 with z substituted for z gives the fol-

lowing:
1
1
X
(4.5.12)  ot z =
k= 1 z k
The half of the series on the right-hand side onsisting of terms with nonnegative
indi es represents a fun tion, whi h formally teles opes 1z .
The negative half teles opes z1 . Let us bise t the series into nonnegative and
P1 1
negative halves and add k [k 6= 0℄ to provide onvergen e:
k= 1

X1 
1 1

X1 1 1

(4.5.13) + + + =
k= 1 z k k k=0
z k k+1
X1  1 1

X1 1 1

+ + +
k=1
k z+k k=1
z+1 k k
The rst of the series on the right-hand side represents (z ) , the se ond is
( z + 1) + . We get the following omplement formula for digamma fun tion:
(4.5.14) (z ) + (1 z ) =  ot z
Sin e 00 (z + 1) = 0 (z ) = =(z ) (Lemma 11) it follows 0 (1 + z ) = (z ) +
and 0 ( z ) = ( (1 z ) + ). Therefore 0 (1 + z ) + 0 ( z ) =  ot z .
Integration of the latter equality gives. (1 + z ) ( z ) = ln sin z + :.
Changing z by z we get (1 z ) + (z ) = ln sin z + . Exponentiating
gives (1 z ) ( z ) = sin1z . One denes the onstant by putting z = 21 . On
the left-hand side one gets ( 21 )2 = , on the right-hand side, . Finally we get
the omplement formula for Gamma-fun tion :

(4.5.15) (1 z ) (z ) =
sin z
141
 1
Q x2
Now onsider the produ t (1 k2 ). Its anoni al form is
k=1
1 n
Y x  nx o 1 Y1 n x  x
o 1
(4.5.16) 1 e 1+ e n
k=1
n k=1
n
x x
The rst produ t of (4.5.16) is equal to x e( x) , and the se ond one is xe ( x) .
Therefore the whole produ t is x2 (x1) ( x) . Sin e (1 x) = x ( x) we get
the following result
1 Y1  x2 
(4.5.17) =x 1 :
(x) (1 x) k=1 k2
Comparing this to (4.5.15) and substituting x for x we get the Euler formula:
Y1 x2

(4.5.18) sin x = x 1
k=1
2 k2

Problems.
1. Expand tan z into power series
1 1
P
2. Evaluate 1+k2
k=1
1
P 1
3. Evaluate 1+k4
k=1

142
Bibliography
[1℄ E. Hairer, G. Wanner, Analysis by Its Hystory, Undergraduate Texts in
Mathemati s, Springer, 1997
[2℄ G. H. Hardy, Divergent Series, Oxford University Press, London, 1949
[3℄ R. L. Graham, D. E. Knuth, O. Patashnik, Con rete Mathemati s, Addison-
Wesley, 1994
[4℄ L. Euler, Introdu tio in analysin innitorum, t.1, Lausannae, 1748

143