Posts Tagged ‘proof’

Irrationality of pi: the impossible integral

Saturday, February 6th, 2010

We’re getting close! Last time, we defined a new function F(x) and showed that F(0) and F(\pi) are both integers, and that F^{\prime\prime}(x) + F(x) = f(x). So, consider the following:

 $ \begin{align*} &\frac{d}{dx} [ F'(x) \sin x - F(x) \cos x ] \\ &= F^{\prime\prime}(x)\sin x + F'(x) \cos x \\ & \qquad - F'(x) \cos x + F(x) \sin x \\ &= F^{\prime\prime}(x) \sin x + F(x) \sin x \\ &= [F^{\prime\prime}(x) + F(x)]\sin x \\ &= f(x) \sin x. \end{align*} $

The first step uses the product rule for differentiation (recalling that \frac{d}{dx}\sin x = \cos x and \frac{d}{dx}\cos x = - \sin x); the last step is what we showed last time. Now we see the point of defining F(x): it’s just so that we have a convenient way to talk about the antiderivative of f(x) \sin x. We could just do everything directly in terms of alternating sums of derivatives of f(x)… but it’s much clearer this way, don’t you agree?

Now that we know the antiderivative of f(x)\sin x, we can use the Fundamental Theorem of Calculus to compute the following integral:

 $ \begin{align*} &\int_0^\pi f(x)\sin x dx \\ &= \left[ F'(x) \sin x - F(x) \cos x \right]_0^\pi \\ &= F'(\pi) \sin \pi - F(\pi) \cos \pi \\ & \qquad - F'(0) \sin 0 + F(0) \cos 0 \\ &= F(\pi) + F(0). \end{align*} $

Note that the value of this integral is an integer, since both F(\pi) and F(0) are integers. But next time we’ll show that it is also strictly between 0 and 1 (for a suitable choice of n), which is clearly nonsense!

Irrationality of pi: curiouser and curiouser

Saturday, January 30th, 2010

I’ve been remiss in posting here lately, which I will attribute to Christmas and New Year travelling and general craziness, and then starting a new semester craziness… but things have settled down a bit, so here we go again!

Since it’s been a while since my last post in this series, here’s a quick recap: I’m presenting a proof by Ivan Niven that \pi is irrational, that is, that it cannot be represented as the ratio of two integers (and hence its decimal expansion goes on forever without repeating). My first post just gave some background and an outline of the general argument. In my second post, we began by assuming that \pi is rational, and defined the function


\displaystyle f(x) = \frac{x^n(a - bx)^n}{n!}

(really, a family of functions, one for each value of n) where a and b are the “numerator” and “denominator” of \pi. We then showed that f(0) = f(\pi) = 0, and in fact that f(x) is symmetric, with f(\pi - x) = f(x). In my third post, we showed that all the derivatives of f(x) take on integer values when evaluated at both 0 and \pi. We’re about halfway there! Today we’ll continue by defining a new function F(x) in terms of f(x), and show some of its properties. Recall too our overall plan: we’re going to wind up with an integral which is strictly greater than 0, strictly less than 1, and also an integer! Since this is clearly nonsense (there are no integers between 0 and 1) we will conclude that our initial assumption—that \pi is rational—was bogus, and that \pi must be irrational after all.

So without further ado, here’s our new function F(x). Actually, this too is technically a family of functions F_n(x), one for each n; but again, everything we prove about it will be true no matter what n is.


\displaystyle F(x) = f(x) - f^{(2)}(x) + f^{(4)}(x) - \dots + (-1)^n f^{(2n)}(x).

In words, F(x) is the alternating sum of all the even derivatives of f(x). (I say “all” because, as noted in my last post, any derivative of f(x) higher than 2n is zero.) Using Sigma notation, we can also write this more concisely as


\displaystyle F(x) = \sum_{i = 0}^n (-1)^i f^{(2i)}(x).

There are a few things to note. First, think what happens when we evaluate F(0): since all the derivatives of f(x) take on integer values at 0, and F(x) is just a sum of a bunch of derivatives of f(x), F(0) must be an integer too. Of course, the same thing goes for F(\pi).

Next, consider


F^{\prime\prime}(x) + F(x).

Since the derivative of a sum is the sum of the derivatives, we can compute F^{\prime\prime}(x) as


F^{\prime\prime}(x) = f^{(2)}(x) - f^{(4)}(x) + \dots + (-1)^{n-1}f^{(2n)}(x).

That is, f(x) turns into f^{(2)}(x), -f^{(2)}(x) turns into -f^{(4)}(x), and so on. “But wait a minute,” you say. “Shouldn’t the (-1)^n f^{(2n)}(x) at the end of F(x) turn into (-1)^n f^{(2n+2)}(x) in F^{\prime\prime}(x)?” In fact, it does—but as noted before, f^{(2n+2)}(x) is zero, so that term just goes away. Now we note that every term of F(x) has a corresponding term in F^{\prime\prime}(x) of the opposite sign, except f(x), which has no corresponding term. So when we add F(x) and F^{\prime\prime}(x), everything cancels except f(x):


F^{\prime\prime}(x) + F(x) = f(x).

Astute readers will note a funny resemblance between the definition of F(x) and the Taylor series for \cos(x)… and indeed, next time we’ll start making some connections with our old trigonometric friends, \sin and \cos.

Irrationality of pi: derivatives of f

Sunday, December 20th, 2009

In my previous post in this series, we defined the function


\displaystyle f(x) = \frac{x^n(a - bx)^n}{n!}

and showed that f(0) = f(\pi) = 0. Today we’ll show the surprising fact that, for every positive integer i, although f^{(i)}(0) and f^{(i)}(\pi) are not necessarily zero, they are always integers. (The notation f^{(i)} means the ith derivative of f; that is, take the derivative of f, then the derivative of that, then the derivative of that, … i times.) Put more succinctly: every derivative of f takes on integer values at x = 0 and x = \pi.

Why might this be surprising? It’s surprising because of the n! in the denominator of f. For example, consider the function (which I just made up):


g(x) = \frac{x^3 + 5x}{6}.

It’s easy to see that g(0) = 0. But let’s take the derivative: g'(x) = \frac{3x^2 + 5}{6}, so g'(0) = 5/6, which is clearly not an integer. For the derivatives of f to always give an integer at x = 0 (let alone at x = \pi) there must be some fancy canceling going on!

For now we will consider only f^{(i)}(0) (we’ll come back to f^{(i)}(\pi) later). Of course, substituting 0 for x causes every term containing x to disappear, so f^{(i)}(0) is just the constant term of f^{(i)}(x). Hence, we must show that the constant term of f^{(i)}(x) is always an integer.

Consider the numerator of f(x), that is,


n!f(x) = x^n (a - bx)^n

Note that (a - bx)^n, when expanded out, is a polynomial of the form a^n - \dots + (-b)^n x^n, where the ellipsis contains a bunch of terms with integer coefficients and powers of x between 1 and n-1. (In fact, we could use the Binomial Theorem to compute the precise coefficients—but it really doesn’t matter; all we will care about is that they are integers.) Multiplying by x^n, we see that


n!f(x) = a^n x^n - \dots + (-b)^n x^{2n}

so n!f(x) is a polynomial with terms of degree n through 2n, and hence so is f(x), since dividing by n! changes the coefficients but not the exponents. (Note that f(x) has no constant term, so f(0) = 0—but we already knew that.)

Recall that the derivative of x^k is k x^{k-1}, so taking the derivative of a polynomial reduces each of the exponents by one. So the first derivative of f(x) is a polynomial with terms of degree n-1 through 2n - 1 (and hence a constant term of zero); the second derivative has terms of degree n-2 through 2n - 2 (still no constant term); and so on. We can see that none of the first n-1 derivatives of f(x) will have a constant term, so f^{(i)}(0) = 0 (which is certainly an integer) for i < n. What about the nth derivative and higher? This is where the fancy canceling comes in!

As we noted above, when expanded out f(x) is a sum of a bunch of terms of the form


\displaystyle \frac{c_i x^{n+i}}{n!}

where 0 \leq i \leq n and c_i is some integer. When we take the derivative, this term will turn into (n+i) c_i x^{n+i-1}/n!; if we take the derivative again, it will become (n+i)(n+i-1) c_i x^{n+i-2}/n!; another derivative gives us (n+i)(n+i-1)(n+i-2) c_i x^{n+i-3}/n!, and so on. Do you see what is happening? After taking the derivative exactly n+i times, we will end up with the constant term


\displaystyle \frac{(n+i)! c_i}{n!}

and here’s our fancy canceling: (n+i)! is clearly divisible by n!, so this is some integer times c_i, which is also an integer. Voila! Said a different way, and more succinctly: since each term of f(x) has degree at least n, by the time we have taken the derivative enough times for it to yield a constant term, the n! will be canceled from the denominator, since we will have taken the derivative at least at each power of x from n down to 1.

Finally, if we take the derivative of f more than 2n times, we get 0, so no problems there.

Great, so f^{(i)}(0) is always an integer. But what about f^{(i)}(\pi)? Well, remember, last time we showed that f(\pi - x) = f(x). If we take the derivative of both sides with respect to x (being careful to use the chain rule on the left side, noting that the derivative of \pi - x with respect to x is -1), we get


 $ \begin{align*}\frac{d}{dx}f(\pi - x) &= \frac{d}{dx} f(x) \\ -f'(\pi - x) &= f'(x) \end{align*} $

We can repeat this process to find that f^{(2)}(\pi - x) = f^{(2)}(x) (the two negatives cancel on the left side), -f^{(3)}(\pi - x) = f^{(3)}(x), and so on. But the extra negative sign for odd derivatives doesn’t really matter: in either case, f^{(i)}(\pi) = \pm f^{(i)}(\pi - \pi) = \pm f^{(i)}(0), which is an integer.

Getting closer! Next time, we will define another special function F(x) in terms of f(x) and its derivatives; this function F(x) will help us compute \int_0^\pi f(x) \sin (x) dx—which (if you recall the punchline) will turn out to be an integer strictly between 0 and 1 (which is impossible).

Irrationality of pi: the unpossible function

Saturday, December 12th, 2009

Recall from my last post what we are trying to accomplish: by assuming that \pi is a rational number, we are going to define an unpossible function! So, without further ado:

Suppose \pi = \frac{a}{b}, where a and b are positive integers. Define the function f like this:


\displaystyle f(x) = \frac{x^n(a - bx)^n}{n!}.

(In case you’ve forgotten, n!, pronounced “n factorial,” is the product of all the numbers from 1 to n.) “OK… but… what is n?” I hear you ask. Good question. The short answer is, it doesn’t matter: n can be any positive integer. We will show a bunch of things that are true about f no matter what n is. Later, we will see that we get a contradiction only for values of n which are “big enough.” But that’s OK; since everything we prove up to that point will be true no matter what n is, we can pick a value of n which is as big as we like.

Let’s explore some properties of f(x). First, it’s easy to see that f(0) = \frac{0^n a^n}{n!} = 0. It’s not too hard to see that f(\pi) = 0 as well (remembering that \pi = a/b, of course, which means that a-b\pi = a - a = 0):

 $ \begin{align*}f(\pi) &= \frac{\pi^n (a - b\pi)^n}{n!} \\ &= \frac{\pi^n 0^n}{n!} = 0.\end{align*} $

So f(x) has zeros at x = 0 and x = \pi. But more is true: in fact, f(x) is symmetric (a mirror reflection of itself) around the line x = \pi/2. That is,


f(x) = f(\pi - x) = f(a/b - x).

Let’s prove this:

 $ \begin{align*}f(a/b - x) &= \frac{(a/b - x)^n(a - b(a/b - x))^n}{n!} \\ &= \frac{(a/b - x)^n(a - a + bx)^n}{n!} \\ &= \frac{(a/b - x)^n b^n x^n}{n!} \\ &= \frac{(a - bx)^n x^n}{n!} = f(x). \end{align*} $

“I don’t see what’s so unpossible about f so far,” you say? Patience! (Of course, it isn’t really f itself which is the problem; the problem is our insistence that f is actually defined in terms of the “numerator” and “denominator” of \pi…)

Next time, we’ll see that the derivatives of f also have some special properties.

Irrationality of pi

Monday, December 7th, 2009

Everyone knows that \pi—the ratio of any circle’s diameter to its circumference—is irrational, that is, cannot be written as a fraction a/b. This also means that \pi’s decimal expansion goes on forever and never repeats …but have you ever seen a proof of this fact, or did you just take it on faith?

The irrationality of \pi was first proved (according to modern standards of rigor) in 1768 by Lambert, but his proof was rather complicated. A more elementary proof, using only basic calculus, was given in 1947 by Ivan Niven. You can read his original paper here, but it’s rather terse! Just as I did for Calkin and Wilf’s paper, Recounting the Rationals, I plan to write a series of posts explaining Niven’s proof in a bit more detail, with some accompanying intuition. I’ll assume a basic knowledge of calculus; if you don’t know calculus, just hang tight for a few posts!

Here’s the basic outline of the proof. We begin by supposing that \pi is rational: in particular, suppose \pi = a/b for some integers a and b. We’ll then use these values of a and b to define a special function f(x), about which we will show the following:


\int_0^\pi f(x) \sin(x) dx is an integer, AND

0 < \int_0^\pi f(x) \sin(x) dx < 1.

But this is absurd! There are no integers greater than zero and less than one. The inescapable conclusion will be that our initial assumption—that \pi = a/b—was false.

In my next post, we’ll define the special function f(x) and begin exploring some of its properties.