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Brendan W. Sullivan
The Basel Problem
Intro
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Abstract
The Basel Problem was first posed in 1644 and remained
open for 90 years, until Euler made his first waves in the
mathematical community by solving it. During his life, he
would present three different solutions to the problem,
P
which asks for an evaluation of the infinite series k=1 k12 .
Since then, people have continually looked for new,
interesting, and enlightening approaches to this same
problem. Here, we present 5 different solutions, drawing
from such diverse areas as complex analysis, calculus,
probability, and Hilbert space theory. Along the way, well
give some indication of the problems intrigue and
applicability.
Brendan W. Sullivan
The Basel Problem
Intro
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0 Introduction
History
Intrigue
1 Proof: sin x and LHpital
2 Proof: sin x and Maclaurin
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The Basel Problem
3
4
5
6
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Analysis: sin x as an
infinite product
Proof: Integral on [0, 1]2
Proof: L2 [0, 1] and Parseval
Proof: Probability Densities
References
Intro
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History
Pietro Mengoli
Italian mathematician and clergyman (16261686) [5]
PhDs in math and civil/canon law
Assumed math chair at Bologna after adviser Cavalieri died
Priest in the parish of Santa Maria Maddelena in Bologna
Known (nowadays) for work in infinite series:
Proved: harmonic series diverges, alternating harmonic
series sums to ln 2, Wallis product for is correct
Developed many results in limits and sums that laid
groundwork for Newton/Leibniz
Wrote in abstruse Latin; Leibniz was influenced by him [6]
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The Basel Problem
Intro
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History
X
1
1
1
1 1
+
+ =
1+ + +
4 9 16 25
k2
k=1
41
35
= 1.64 and
5
3
= 1.6.
Brendan W. Sullivan
The Basel Problem
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Intrigue
Euler Emerges!
Since this had stumped so many brilliant minds, Eulers
solution in 1735 (at age 28) brought him immediate fame.
He was born in Basel. (Problem name comes from
publishing location of Jakob Bernoullis Tractatus de
seriebus infinitis, though.)
Studied under Johann Bernoulli, starting 1721.
Was working on it by 1728, calculating partial sums.
Published a more rigorous proof in 1741, and a third in 1755
His techniques inspired Weierstrass (to rigorize his methods
and develop analysis) and Riemann (to develop the zeta
function and the Prime Number Theorem) in the 1800s
Brendan W. Sullivan
The Basel Problem
Intro
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Intrigue
X
1
1
1
1
= s + s + s +
s
n
1
2
3
n=1
Non-series definition:
(s) = 2s s1 sin
where
s
2
(z) =
(1 s) (1 s)
tz1 et dt
1
2
Intro
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Intrigue
f (x) = Li(x)
Li(x ) log(2) +
where Li(x) =
R
0
dx
log(x)
and
dt
t(t2 1) log(t)
Brendan W. Sullivan
The Basel Problem
(n)
=1
n/ log n
Intro
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Intrigue
Eulers work on
Eulers 1741 proof actually adapted his earlier method to find
k N (2k) =
(1)k1 (2)2k
B2k
2(2k)!
with B0 = 1 and B1 =
12 .
Intro
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Proof 1: History
LHpital published Analyse des infiniment petits in 1696.
Standard calc text for many years, until . . .
Euler published Institutiones calculi differentialis in 1755.
New standard! [7]
Eulers book includes a discussion of indeterminate forms.
He gave no credit to LHpital (who, in turn, gave no credit
to Johann Bernoulli), but he did state and prove the rule,
and provide several striking examples, including
xx x
lim
= 2
x1 1 x + ln x
and
n
X
k=1
k=
n(n + 1)
2
and . . .
Brendan W. Sullivan
The Basel Problem
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Proof 1: Sketch
Brendan W. Sullivan
The Basel Problem
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Proof 1: Details
t
t
t
t
1+
1
1+
sin t = t 1
2
2
since sin t has roots precisely at t Z
2y
2+y
sin(y) = y (1 y) (1 + y)
2
2
4 y2
9 y2
= y 1 y 2
4
9
ln(sin(y)) = ln + ln y + ln 1 y 2 + ln 4 y 2 ln 4 +
Differentiate with respect to y . . .
Brendan W. Sullivan
The Basel Problem
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Proof 1: Details
ln(sin(y)) = ln + ln y + ln 1 y 2 + ln 4 y 2 ln 4 +
1
2y
cos(y)
2y
2y
=
2
2
sin(y)
y 1y
4y
9 y2
1
1
1
1
1
cos(y)
+
+
+
+ = 2
2
2
2
y 1y
4y
9y
2y
2y sin(y)
2
2
COV: y = ix y = x
1
1
1
1
cos(ix)
+
+
+ = 2 +
1 + x2 4 + x2 9 + x2
2x
2ix sin(ix)
Brendan W. Sullivan
The Basel Problem
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Proof 1: Details
cos(ix)
=
2x
=
2ix sin(ix)
2ix
e
1
2x
e2x 1
=
+
2x
2x x (e
1)
Substitute this back into the previous equation . . .
Brendan W. Sullivan
The Basel Problem
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Proof 1: Details
+ 2x
2x
x(e
1)
}|
{
cos(ix)
1
1
1
1
+
+
+ = 2 +
1 + x2 4 + x2 9 + x2
2x
2ix sin(ix)
x 1
+
=
2
2x
1)
2x
x (e
2x
2x
xe
e
+ x + 1
=
2
2x
2x e
2x2
z
Plug in x = 0:
LHS is the desired sum,
1
k=1 k2 .
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Proof 1: Details
xe2x e2x + x + 1
e2x + 2 2 xe2x
7
2x2 e2x 2x2
4xe2x + 4x2 e2x 4x
3 xe2x
7 2x
e
+ 4xe2x + 2 2 x2 e2x 1
3
7
4 + 4 2 x + 2e2x
3
7
4 + 2
2
7
6
Everything works! Because Euler said so. And it does.
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The Basel Problem
Intro
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Proof 1: Summary
1.
2.
3.
4.
5.
6.
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The Basel Problem
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Brendan W. Sullivan
The Basel Problem
Intro
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Proof 2: Details
sin(x) = x 1 x2
x2
x2
1
1
4
9
= x
1 1
1
+ x3 1 + + +
+
4 9 16
1
1
1
5
+ x
+
+ +
+
14 19
49
+
(x)3 (x)5
+
3!
5!
3
5 5
= x x3 +
x
6
120
sin(x) = x
Brendan W. Sullivan
The Basel Problem
Intro
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Proof 2: Details
sin(x) = x 1 x2
x2
x2
1
1
4
9
= x
1 1
1
x3 1 + + +
+
4 9 16
1
1
1
5
+ x
+
+ +
+
14 19
49
(x)3 (x)5
+
3!
5!
3
5 5
= x x3 +
x
6
120
sin(x) = x
Brendan W. Sullivan
The Basel Problem
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Proof 2: Details
Thus,
1
3
1 1
+ =
1+ + +
4 9 16
6
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The Basel Problem
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Proof 2: Details
Thus,
1+
Brendan W. Sullivan
The Basel Problem
1 1
1
2
+ +
+ =
4 9 16
6
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Proof 2: Summary
1. Write sin x as an infinite product of linear factors
2. Also find the Maclaurin series for sin x
3. Compare the coefficients of x3
Not particularly challenging, so to speak. You could present this
to a Calc II class and be convincing!
Hints at the deeper relationships between products/series.
The actual validity depends heavily on complex analysis, and
would only be officially resolved in the mid 1800s by Weierstrass.
Main Question: Why can we factor sin x into linear terms?
Brendan W. Sullivan
The Basel Problem
Intro
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Y
z
m
f (z) = z exp(g(z))
Epn
an
n=1
where
En (y) =
(
(1 y)
(1 y) exp
y1
1
y2
2
+ +
yn
n
if n = 0,
if n = 1, 2, . . .
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Proof 3: History
Published by Tom Apostol in 1983 in Mathematical
Intelligencer. Two page proof, with profile pic:
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Proof 3: Sketch
1. Consider
R1R1
0
1
0 1xy
dx dy
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Proof 3: Details
Since
1
1r
1Z 1
1
dx dy =
1 xy
=
1Z 1
(xy)n dx dy
0 n0
1Z 1
XZ
n0 0
xn y n dx dy
0
1
1 n+1 1 n
x
y dy
0
n+1
n0 0
X 1
X
1
=
=
2
(n + 1)
n2
=
XZ
n0
Brendan W. Sullivan
The Basel Problem
n1
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Proof 3: Details
y
v
v =1u
v=u
1
2
S
B
1
2
x
1
x+y
2
x=uv
u=
1
1
=
1 xy
1 u2 + v 2
Brendan W. Sullivan
The Basel Problem
12
yx
2
y =u+v
v=
x
J = u
y
u
x
v
y
v
1 1
=2
=
1 1
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Proof 3: Details
v
v =1u
v=u
1
2
S1
S10
S2
1
0
2 S2
S
u
1
12
x
B
x
1
1
dA = 2
dA
1 xy
1 u2 + v 2
S
Z 1/2 Z u
o
1
=4
dv
du
I1
2
2
0
0 1u +v
Z 1 Z 1u
o
1
+4
dv
du
I2
1 u2 + v 2
1/2 0
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The Basel Problem
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Proof 3: Details
In general,
Z z
0
z
t
1
dt
1
1
1 z
tan
=
tan
=
a2 + t2
a
a 0 a
a
u
du
I1 = 4
tan
2
1u
1 u2
0
Z 1
1u
du
I2 = 4
tan1
2
1u
1 u2
1/2
Z
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The Basel Problem
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Proof 3: Details
Evaluating I1 : Let u = sin du = cos d
Z
1/2
I1 = 4
tan1
/6
=4
0
/6
=4
tan1
du
1 u2
!
sin
cos d
p
p
2
1 sin
1 sin2
u
1 u2
tan1 (tan ) d
Z
=4
0
Brendan W. Sullivan
The Basel Problem
/6
d = 4
1 2 2
=
2 6
18
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Proof 3: Details
Evaluating I2 : Let u = cos(2) du = 2 sin(2) d
Z 1
1u
du
1
I2 = 4
tan
2
1u
1 u2
1/2
!
Z /6
1 cos(2)
2 sin(2) d
1
p
p
tan
=4
1 cos2 (2)
1 cos2 (2)
0
s
Z /6
1 cos(2)
d
=8
tan1
1 + cos(2)
0
r
Z /6
2 sin2
2
=8
tan1
d
=
2 cos2
9
0
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Proof 3: Details
Evaluating I1 + I2 :
I1 + I2 =
Brendan W. Sullivan
The Basel Problem
2 2
2
+
=
18
9
6
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Proof 3: Summary
1. Consider
R1R1
0
1
0 1xy
dx dy
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The Basel Problem
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Proof 4: History
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The Basel Problem
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Proof 4: Sketch
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The Basel Problem
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Proof 4: Details
L [0, 1] =
f : [0, 1] C |
Z
0
|f | < +
2
f g
0
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Proof 4: Details
Consider the set of functions
S = {en (x) := exp(2inx) | n Z}
Claim: S is an orthonormal basis for L2 [0, 1]
Proof: WWTS hem , en i = 0 when m 6= n and = 1 when m = n
Z 1
hem , en i =
exp(2imx) exp(2inx) dx
0
R1
0
exp(0) dx = 1.
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Proof 4: Details
Parsevals Theorem:
f L2 [0, 1]
hf, f i =
X
nZ
|hf, en i|2
More generally:
Z
R
|f (x)| dx =
Z
R
|F (t)|2 dt
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Proof 4: Details
Lets use f (x) = x. (Why not?)
Z 1
Z 1
1
xx
dx =
x2 dx =
hf, f i =
3
0
0
Z 1
Z 1
1
hf, e0 i =
x exp(0) dx =
x=
2
0
0
Z 1
hf, en i =
x exp(2inx) dx for n 6= 0
0
Z 1
1
1
=
[x exp(2inx)]0
exp(2inx) dx
IBP
2in
0
1
1
1
=
(1 0) +
[exp(2inx)]10 =
2in
2in
2in
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Proof 4: Details
Applying Parsevals Theorem:
X
1
= hf, f i =
|hf, en i|2 =
3
nZ
2
1
+
2
1
= +
4
2
X
1
2in
nZ\{0}
X
nZ\{0}
1
4 2 n2
X 1
1 1
1
=2
2
2
3 4
4 n
nN
X 1
=
6
n2
nN
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Proof 4: Summary
1. Consider the the space L2 [0, 1] (C-valued functions)
2. Take complete orthonormal set, exp(2inx) for n Z
X
nN
Brendan W. Sullivan
The Basel Problem
2
1
=
(2n + 1)2
8
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Proof 5: History
Brendan W. Sullivan
The Basel Problem
Intro
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Proof 5: Sketch
X1
X2
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Proof 5: Details
Take X1 , X2 : R R+ random variables. Each is governed by a
probability density function pXi : R+ [0, 1] satisfying
Pr (a Xi b) =
pXi (t) dt
a
X1
.
Define Y = X
2
Claim: Probability density function for Y is
Z
pY (u) =
t pX1 (tu) pX2 (t) dt
0
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Proof 5: Details
Proof: Appeal to joint density, then simplify:
Pr (a Y b) =
Z bt2
at2
Z b
Z bZ
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Proof 5: Details
Assign half-Cauchy distribution to X1 , X2 independently:
pXi (t) =
2
(1 + t)2
dt
pY (u) = 2
t
2
2
0
1 + t u 1 + t2
t=
2
1 + t2 u2
= 2 2
ln
(u 1)
1 + t2
t=0
2
2 ln u
4
ln u
= 2 2
= 2 2
u 1
u 1
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The Basel Problem
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Proof 5: Details
4
ln u
du
2
2
u 1
Brendan W. Sullivan
The Basel Problem
ln u
2
du
=
u2 1
8
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Proof 5: Details
Z
0
1
1u2
X
ln u
du =
2
1u
n=0 0
= 1 + u2 + u4 + :
1
X
ln u
1
du =
2n
u
(2n + 1)2
n=0
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Proof 5: Summary
1. Take a quotient of two random variables Y =
X1
X2
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References
References I
W. Dunham
Euler: The Master Of Us All.
MAA, 1999
R. Apry
Irrationalit de (2) et (3)
Astrisque, 61 (1979) 11-13
T. Apostol
A Proof that Euler Missed: Evaluating (2) the Easy Way
Mathematical Intelligencer, 5 (1983) 59-60
F. Beukers
A note on the irrationality of (2) and (3)
Bull. Lon. Math. Soc., 11 (1979) 268-272
Wikipedia
Pietro Mengoli
http://en.wikipedia.org/wiki/Pietro_Mengoli
MacTutor History of Mathematics
Pietro Mengoli
http://www-history.mcs.st-andrews.ac.uk/Biographies/Mengoli.html
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References II
W. Dunham
When Euler Met lHpital
Mathematics Magazine, 82 (2009) 16-25
L. Pace
Probabilistically Proving that (2) = 2 /6
Amer. Math Monthly, 118 (2011) 641-643
R. Chapman
Evaluating (2)
http://empslocal.ex.ac.uk/people/staff/rjchapma/etc/zeta2.pdf
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THANK YOU
Brendan W. Sullivan
The Basel Problem