Sunday, 26 May 2013

real analysis - How can you prove that a function has no closed form integral?



I've come across statements in the past along the lines of "function f(x) has no closed form integral", which I assume means that there is no combination of the operations:





  • addition/subtraction

  • multiplication/division

  • raising to powers and roots

  • trigonometric functions

  • exponential functions

  • logarithmic functions



, which when differentiated gives the function f(x). I've heard this said about the function f(x)=xx, for example.




What sort of techniques are used to prove statements like this? What is this branch of mathematics called?






Merged with "How to prove that some functions don't have a primitive" by Ismael:



Sometimes we are told that some functions like sin(x)x don't have an indefinite integral, or that it can't be expressed in term of other simple functions.



I wonder how we can prove that kind of assertion?



Answer



It is a theorem of Liouville, reproven later with purely algebraic methods, that for rational functions f and g, g non-constant, the antiderivative



f(x)exp(g(x))dx



can be expressed in terms of elementary functions if and only if there exists some rational function h such that it is a solution to the differential equation:



f=h+hg



ex2 is another classic example of such a function with no elementary antiderivative.




I don't know how much math you've had, but some of this paper might be comprehensible in its broad strokes: http://www.sci.ccny.cuny.edu/~ksda/PostedPapers/liouv06.pdf



Liouville's original paper:




Liouville, J. "Suite du Mémoire sur la classification des Transcendantes, et sur l'impossibilité d'exprimer les racines de certaines équations en fonction finie explicite des coefficients." J. Math. Pure Appl. 3, 523-546, 1838.




Michael Spivak's book on Calculus also has a section with a discussion of this.



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