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Hardy % +% % +% This eBook is for the use of anyone anywhere at no cost and with % +% almost no restrictions whatsoever. You may copy it, give it away or % +% re-use it under the terms of the Project Gutenberg License included % +% with this eBook or online at www.gutenberg.org % +% % +% % +% Title: The Integration of Functions of a Single Variable % +% % +% Author: G. H. Hardy % +% % +% Editor: P. Hall % +% F. Smithies % +% % +% Release Date: September 23, 2012 [EBook #38993] % +% % +% Language: English % +% % +% Character set encoding: ISO-8859-1 % +% % +% *** START OF THIS PROJECT GUTENBERG EBOOK INTEGRATION OF FUNCTIONS OF ONE VARIABLE *** +% % +% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % + +\def\ebook{38993} +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% +%% %% +%% Packages and substitutions: %% +%% %% +%% book: Required. %% +%% inputenc: Standard DP encoding. Required. %% +%% %% +%% ifthen: Logical conditionals. 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H. Hardy + +This eBook is for the use of anyone anywhere at no cost and with +almost no restrictions whatsoever. You may copy it, give it away or +re-use it under the terms of the Project Gutenberg License included +with this eBook or online at www.gutenberg.org + + +Title: The Integration of Functions of a Single Variable + +Author: G. H. Hardy + +Editor: P. Hall + F. Smithies + +Release Date: September 23, 2012 [EBook #38993] + +Language: English + +Character set encoding: ISO-8859-1 + +*** START OF THIS PROJECT GUTENBERG EBOOK INTEGRATION OF FUNCTIONS OF ONE VARIABLE *** +\end{PGtext} +\clearpage +\begin{PGtext} +Produced by Brenda Lewis, Anna Hall and the Online +Distributed Proofreading Team at http://www.pgdp.net (This +file was produced from images generously made available +by The Internet Archive/American Libraries.) +\end{PGtext}} +\vfill + +\BookMark{0}{Transcriber's Note} +\subsection*{\centering\normalfont\scshape +\normalsize\MakeLowercase{\TransNote}} + +\TransNoteText +\clearpage + +%%%%%%%%%%%%%%%%%%%%%%%%%%% FRONT MATTER %%%%%%%%%%%%%%%%%%%%%%%%%% + +\FrontMatter + +%% -----File: 001.png--- +\begin{center} +{\large Cambridge Tracts in Mathematics\\ +and Mathematical Physics\\} + +\smallskip + +\textsc{General Editors\\ +P.~HALL, F.R.S. and F.~SMITHIES, Ph.D.} + +\bigskip + +No.~2 + +\smallskip + +{\LARGE THE\\ +INTEGRATION OF FUNCTIONS\\ +OF A SINGLE VARIABLE\\} + +\smallskip + +{\large BY} + +{\Large G.~H. HARDY} +\vfill +{\includegraphics[width=1in]{./images/device.pdf}} %Publisher's device + +{\large CAMBRIDGE UNIVERSITY PRESS\\} +%% -----File: 002.png--- +%[Blank Page] +%% -----File: 003.png--- +\newpage +{\Large Cambridge Tracts in Mathematics\\ +and Mathematical Physics\\} + +\medskip + +\textsc{General Editors\\ +P.~HALL, F.R.S. and F.~SMITHIES, Ph.D.} + +\vfill + +{\large No.~2} + +\bigskip + +{\large The Integration of Functions of a\\ +Single Variable} + +\vfill +%% -----File: 004.png--- +%[Blank Page] +%% -----File: 005.png--- +\newpage +{\large THE\\} +{\LARGE INTEGRATION OF FUNCTIONS\\ +OF A SINGLE VARIABLE\\} + +\vfill + +BY + +\medskip + +{\large G. H. HARDY} + +\vfill + +SECOND EDITION + +\vfill + +{\large CAMBRIDGE\\ +AT THE UNIVERSITY PRESS\\ +1966\\} + +\bigskip +%% -----File: 006.png--- +\newpage +PUBLISHED BY + +THE SYNDICS OF THE CAMBRIDGE UNIVERSITY PRESS + +Bentley House, 200 Euston Road, London, N.W. 1\\ +American Branch: 32 East 57th Street, New York, N.Y. 10022 + +\vfill + +\begin{tabular}{l l} + \textit{First Edition} & 1905 \\ + \textit{Second Edition} & 1916 \\ + \textit{Reprinted} & 1928 \\ + & 1958 \\ + & 1966 \\ +\end{tabular} + +\vfill + +\textit{First printed in Great Britain at the University Press, Cambridge +Reprinted by offset-litho by Jarrold \& Sons Ltd., Norwich} +\end{center} +%% -----File: 007.png--- +\newpage +\Section{PREFACE} + +This tract has been long out of print, and there is still some +demand for it. I did not publish a second edition before, +because I intended to incorporate its contents in a larger treatise on +the subject which I had arranged to write in collaboration with +Dr~Bromwich. Four or five years have passed, and it seems very +doubtful whether either of us will ever find the time to carry out +our intention. I have therefore decided to republish the tract. + +The new edition differs from the first in one important point +only. In the first edition I reproduced a proof of Abel's which +Mr~J.~E. Littlewood afterwards discovered to be invalid. The +correction of this error has led me to rewrite a few sections (\hyperlink{5 para 11.}{pp.~36--41} +of the present edition) completely. The proof which I give now is +due to Mr~H.~T.~J. Norton. I am also indebted to Mr~Norton, +and to Mr~S. Pollard, for many other criticisms of a less important +character. + +\begin{flushright} +G. H. H. +\end{flushright} + +\textit{January} 1916. +%% -----File: 008.png--- +%[Blank Page] +%% -----File: 009.png--- +\newpage +\Contents{CONTENTS} + +\hfill \textsc{page} +\begin{description} +\item[I.] Introduction \hfill \pageref{I. Introduction} +\item[II.] Elementary functions and their classification \hfill \pageref{II. Elementary functions and their classification} +\item[III.] The integration of elementary functions. Summary of results \hfill \pageref{III. The integration of elementary functions. Summary of results} +\item[IV.] The integration of rational functions \hfill \pageref{IV. Rational functions} +\begin{description} +\item[1--3.] The method of partial fractions \hfill \pageref{4 para 1.} +\item[4.] Hermite's method of integration \hfill \pageref{4 para 4.} +\item[5.] Particular problems of integration \hfill \pageref{4 para 5.} +\item[6.] The limitations of the methods of integration \hfill \pageref{4 para 6.} +\item[7.] Conclusion \hfill \pageref{4 para 7.} +\end{description} +\item[V.] The integration of algebraical functions \hfill \pageref{V. Algebraical Functions} +\begin{description} +\item[1.] Algebraical functions \hfill \pageref{5 para 1.} +\item[2.] Integration by rationalisation. Integrals associated with +conics \hfill \pageref{5 para 2.} +\item[3--6.] The integral $\int R\{x, \sqrt{ax^{2} + 2bx + c}\}\,dx$ \hfill \pageref{5 para 3.} +\item[7.] Unicursal plane curves \hfill \pageref{5 para 7.} +\item[8.] Particular cases \hfill \pageref{5 para 8.} +\item[9.] Unicursal curves in space \hfill \pageref{5 para 9.} +\item[10.] Integrals of algebraical functions in general \hfill \pageref{5 para 10.} +\item[11--14.] The general form of the integral of an algebraical function. +Integrals which are themselves algebraical \hfill \pageref{5 para 11.} +\item[15.] Discussion of a particular case \hfill \pageref{5 para 15.} +\item[16.] The transcendence of $e^{x}$ and $\log x$ \hfill \pageref{5 para 16.} +\item[17.] Laplace's principle \hfill \pageref{5 para 17.} +\item[18.] The general form of the integral of an algebraical function +(\emph{continued}). Integrals expressible by algebraical functions +and logarithms \hfill \pageref{5 para 18.} +%% -----File: 010.png--- +\item[19.] Elliptic and pseudo-elliptic integrals. Binomial integrals \hfill \pageref{5 para 19.} +\item[20.] Curves of deficiency~$1$. The plane cubic \hfill \pageref{5 para 20.} +\item[21.] Degenerate Abelian integrals \hfill \pageref{5 para 21.} +\item[22.] The classification of elliptic integrals \hfill \pageref{5 para 22.} +\end{description} +\item[VI.] The integration of transcendental functions \hfill \pageref{VI. Transcendental functions} +\begin{description} +\item[1.] Preliminary \hfill \pageref{6 para 1.} +\item[2.] The integral $\int R (e^{ax}, e^{bx}, \dots, e^{kx})\,dx$ \hfill \pageref{6 para 2.} +\item[3.] The integral $\int P(x, e^{ax}, e^{bx}, \dots)\,dx$ \hfill \pageref{6 para 3.} +\item[4.] The integral $\int e^{x} R(x)\, dx$. The logarithm-integral \hfill \pageref{6 para 5.} +\item[5.] Liouville's general theorem \hfill \pageref{6 para 5.} +\item[6.] The integral $\int \log x R(x)\, dx$ \hfill \pageref{6 para 6.} +\item[7.] Conclusion \hfill \pageref{6 para 7.} +\end{description} +\item[Appendix I.] Bibliography \hfill \pageref{Appendix I} +\item[Appendix II.] On Abel's proof of the theorem of v., §~11 \hfill \pageref{Appendix II} +\end{description} +%% -----File: 011.png--- +\MainMatter +\cleardoublepage +\Section{THE INTEGRATION OF FUNCTIONS OF +A SINGLE VARIABLE} + +\Section{I. Introduction} + +The problem considered in the following pages is what is sometimes +called the problem of `indefinite integration' or of `finding a function +whose differential coefficient is a given function'. These descriptions +are vague and in some ways misleading; and it is necessary to define +our problem more precisely before we proceed further. + +Let us suppose for the moment that $f(x)$~is a real continuous +function of the real variable~$x$. We wish to determine a function~$y$ +whose differential coefficient is~$f(x)$, or to solve the equation +\[ +\frac{dy}{dx} = f(x). +\Tag{(1)} +\] +A little reflection shows that this problem may be analysed into a +number of parts. + +We wish, first, to know whether such a function as~$y$ necessarily +exists, whether the equation~\Eq{(1)} has always a solution; whether the +solution, if it exists, is unique; and what relations hold between +different solutions, if there are more than one. The answers to these +questions are contained in that part of the theory of functions of a +real variable which deals with `definite integrals'. The definite +integral +\[ +y = \int_{a}^{x} f(t)\,dt, +\Tag{(2)} +\] +which is defined as the limit of a certain sum, is a solution of the +equation~\Eq{(1)}. Further +\[ +y + C, +\Tag{(3)} +\] +where $C$~is an arbitrary constant, is also a solution, and all solutions of~\Eq{(1)} +are of the form~\Eq{(3)}. +%% -----File: 012.png--- + +These results we shall take for granted. The questions with which +we shall be concerned are of a quite different character. They are +questions as to the functional form of~$y$ when $f(x)$~is a function of +some stated form. It is sometimes said that the problem of indefinite +integration is that of `finding an actual expression for~$y$ when $f(x)$~is +given'. This statement is however still lacking in precision. The theory +of definite integrals provides us not only with a proof of the existence +of a solution, but also with an expression for it, an expression in the +form of a limit. The problem of indefinite integration can be stated +precisely only when we introduce sweeping restrictions as to the classes +of functions and the modes of expression which we are considering. + +Let us suppose that $f(x)$ belongs to some special class of functions~$\FF$. +Then we may ask whether $y$~is itself a member of~$\FF$, or can be +expressed, according to some simple standard mode of expression, in +terms of functions which are members of~$\FF$. To take a trivial +example, we might suppose that $\FF$~is the class of polynomials with +rational coefficients: the answer would then be that $y$~is in all cases +itself a member of~$\FF$. + +The range and difficulty of our problem will depend upon our +choice of (1)~a class of functions and (2)~a standard `mode of expression'. +We shall, for the purposes of this tract, take $\FF$ to be the +class of \emph{elementary functions}, a class which will be defined precisely in +the next section, and our mode of expression to be that of \emph{explicit +expression in finite terms}, \textit{i.e.}\ by formulae which do not involve passages +to a limit. + +One or two more preliminary remarks are needed. The subject-matter +of the tract forms a chapter in the `integral calculus'\footnotemark, + \footnotetext{Euler, the first systematic writer on the `integral calculus', defined it in + a manner which identifies it with the theory of differential equations: `calculus + integralis est methodus, ex data differentialium relatione inveniendi relationem + ipsarum quantitatum' (\textit{Institutiones calculi integralis}, p.~1). We are concerned + only with the special equation~\Eq{(1)}, but all the remarks we have made may be + generalised so as to apply to the wider theory.}% +but +does not depend in any way on any direct theory of integration. Such +an equation as +\[ +y = \int f(x)\, dx +\Tag{(4)} +\] +is to be regarded as merely another way of writing~\Eq{(1)}: the integral +sign is used merely on grounds of technical convenience, and might +be eliminated throughout without any substantial change in the +argument. +%% -----File: 013.png--- + +The variable~$x$ is in general supposed to be complex. But the tract +should be intelligible to a reader who is not acquainted with the theory +of analytic functions and who regards~$x$ as real and the functions of~$x$ +which occur as real or complex functions of a real variable. + +The functions with which we shall be dealing will always be such +as are regular except for certain special values of~$x$. These values of~$x$ +we shall simply ignore. The meaning of such an equation as +\[ +\int \frac{dx}{x} = \log x +\] +is in no way affected by the fact that $1/x$~and~$\log x$ have infinities for +$x = 0$. + +\Section{II. Elementary functions and their classification} + +An \emph{elementary function} is a member of the class of functions which +comprises + +\Item{(i)} rational functions, + +\Item{(ii)} algebraical functions, explicit or implicit, + +\Item{(iii)} the exponential function~$e^{x}$, + +\Item{(iv)} the logarithmic function~$\log x$, + +\Item{(v)} all functions which can be defined by means of any finite +combination of the symbols proper to the preceding four classes of +functions. + +A few remarks and examples may help to elucidate this definition. + +\Paragraph{2}{1.} A \emph{rational function} is a function defined by means of any finite +combination of the elementary operations of addition, multiplication, +and division, operating on the variable~$x$. + +It is shown in elementary algebra that any rational function of~$x$ +may be expressed in the form +\[ +f(x) = \frac{a_{0}x^{m} + a_{1}x^{m-1} + \dots + a_{m}} + {b_{0}x^{n} + b_{1}x^{n-1} + \dots + b_{n}}, +\] +where $m$~and~$n$ are positive integers, the $a$'s~and~$b$'s are constants, and +the numerator and denominator have no common factor. We shall +adopt this expression as the standard form of a rational function. It +is hardly necessary to remark that it is in no way involved in the +%% -----File: 014.png--- +definition of a rational function that these constants should be rational +or algebraical\footnote + {An algebraical number is a number which is the root of an algebraical equation + whose coefficients are integral. It is known that there are numbers (such as + $e$~and~$\pi$) which are not roots of any such equation. See, for example, Hobson's + \textit{Squaring the circle} (Cambridge, 1913).} +or real \emph{numbers}. Thus +\[ +\frac{x^{2} + x + i \sqrt{2}}{x\sqrt{2} - e} +\] +is a rational function. + +\Paragraph{2}{2.} An \emph{explicit algebraical function} is a function defined by means +of any finite combination of the four elementary operations and any +finite number of operations of root extraction. Thus +\[ +\frac{\sqrt{1+x} - \sqrt[3]{1-x}} + {\sqrt{1+x} + \sqrt[3]{1-x}},\quad +\sqrt{x +\sqrt{x + \sqrt{x}}},\quad +\left(\frac{x^{2} + x + i \sqrt{2}}{x\sqrt{2} - e}\right)^{\frac{2}{3}} +\] +are explicit algebraical functions. And so is~$x^{m/n}$ (\textit{i.e.}~$\sqrt[n]{x^{m}}$) for any +integral values of $m$~and~$n$. On the other hand +\[ +x^{\sqrt{2}},\quad x^{1 + i} +\] +are not algebraical functions at all, but transcendental functions, as +irrational or complex powers are defined by the aid of exponentials +and logarithms. + +Any explicit algebraical function of~$x$ satisfies an equation +\[ +P_{0}y^{n} + P_{1}y^{n-1} + \dots + P_{n} = 0 +\] +whose coefficients are polynomials in~$x$. Thus, for example, the +function +\[ +y = \sqrt{x} +\sqrt{x +\sqrt{x}} +\] +satisfies the equation +\[ +y^{4} - (4y^{2} + 4y + 1)x = 0. +\] +The converse is not true, since it has been proved that in general +equations of degree higher than the fourth have no roots which are +explicit algebraical functions of their coefficients. A simple example +is given by the equation +\[ +y^{5} - y - x = 0. +\] +We are thus led to consider a more general class of functions, \emph{implicit} +algebraical functions, which includes the class of explicit algebraical +functions. +%% -----File: 015.png--- + +\Paragraph{2}{3.} An \emph{algebraical function} of~$x$ is a function which satisfies an +equation +\[ +P_{0}y^{n} + P_{1}y^{n-1} + \dots + P_{n} = 0 +\Tag{(1)} +\] +whose coefficients are polynomials in~$x$. + +Let us denote by~$P(x, y)$ a polynomial such as occurs on the left-hand +side of~\Eq{(1)}. Then there are two possibilities as regards any +particular polynomial~$P(x, y)$. Either it is possible to express~$P(x, y)$ +as the product of two polynomials of the same type, neither of which +is a mere constant, or it is not. In the first case $P(x, y)$~is said to +be \emph{reducible}, in the second \emph{irreducible}. Thus +\[ +y^{4} - x^{2} = (y^{2} + x)(y^{2} - x) +\] +is reducible, while both $y^{2} + x$ and $y^{2} - x$ are irreducible. + +The equation~\Eq{(1)} is said to be reducible or irreducible according as +its left-hand side is reducible or irreducible. A reducible equation can +always be replaced by the logical alternative of a number of irreducible +equations. Reducible equations are therefore of subsidiary importance +only; and we shall always suppose that the equation~\Eq{(1)} is irreducible. + +An algebraical function of~$x$ is regular except at a finite number +of points which are \emph{poles} or \emph{branch points} of the function. Let $D$~be +any closed simply connected domain in the plane of~$x$ which does +not include any branch point. Then there are $n$~and only~$n$ distinct +functions which are one-valued in~$D$ and satisfy the equation~\Eq{(1)}. +These $n$~functions will be called the \emph{roots} of~\Eq{(1)} in~$D$. Thus if we +write +\[ +x = r (\cos \theta + i \sin \theta), +\] +where $-\pi < \theta \leq \pi$, then the roots of +\[ +y^{2} - x = 0, +\] +in the domain +\[ +0 < r_{1} \leq r \leq r_{2},\quad +-\pi < -\pi + \delta \leq \theta \leq \pi - \delta < \pi, +\] +are $\sqrt{x}$~and~$-\sqrt{x}$, where +\[ +\sqrt{x} = \sqrt{r} (\cos \tfrac{1}{2} \theta + i \sin \tfrac{1}{2} \theta). +\] + +The relations which hold between the different roots of~\Eq{(1)} are of +the greatest importance in the theory of functions\footnotemark. + \footnotetext{For fuller information the reader may be referred to Appell and Goursat's + \textit{Théorie des fonctions algébriques}.}% +For our present +purposes we require only the two which follow. + +\Item{(i)} Any symmetric polynomial in the roots~$y_{1}$, $y_{2}$,~\dots,~$y_{n}$ of~\Eq{(1)} is +a rational function of~$x$. +%% -----File: 016.png--- + +\Item{(ii)} Any symmetric polynomial in~$y_{2}$, $y_{3}$, \dots, $y_{n}$ is a polynomial in~$y_{1}$ +with coefficients which are rational functions of~$x$. + +The first proposition follows directly from the equations +\[ +\sum y_{1} y_{2} \dots y_{s} = (-1)^{s}(P_{n-s} / P_{0}) \quad (s=1, 2, \dots, n). +\] +To prove the second we observe that +\[ +\sum_{2, 3, \dots} y_{2} y_{3} \dots y_{s} = \sum_{1, 2, \dots} y_{1} y_{2} \dots y_{s-1} - y_{1}\sum_{2, 3, \dots} y_{2} y_{3} \dots y_{s-1}\DPtypo{.}{,} +\] +so that the theorem is true for $\sum y_{2} y_{3} \dots y_{s}$ if it is true for $\sum y_{2} y_{3} \dots y_{s-1}$. +It is certainly true for +\[ +y_{2} + y_{3} + \dots + y_{n} = (y_{1} + y_{2} + \dots + y_{n}) - y_{1}. +\] +It is therefore true for $\sum y_{2} y_{3} \dots y_{s}$, and so for any symmetric polynomial in +$y_{2}, y_{3}, \dots, y_{n}$. + +\Paragraph{2}{4.} Elementary functions which are not rational or algebraical are +called \emph{elementary transcendental functions} or elementary transcendents. +They include all the remaining functions which are of ordinary occurrence +in elementary analysis. + +The trigonometrical (or circular) and hyperbolic functions, direct +and inverse, may all be expressed in terms of exponential or logarithmic +functions by means of the ordinary formulae of elementary trigonometry. +Thus, for example, +\begin{gather*} +\sin x = \frac{e^{ix} - e^{-ix}}{2i},\qquad \sinh x = \frac{e^{x} - e^{-x}}{2},\\ +\arctan x =\frac{1}{2i} \log \left(\frac{1 + ix}{1 - ix}\right),\qquad \argtanh x +=\frac{1}{2}\log \left(\frac{1 + x}{1 - x}\right). +\end{gather*} +There was therefore no need to specify them particularly in our +definition. + +The elementary transcendents have been further classified in a +manner first indicated by Liouville\footnote{`Mémoire sur la classification des transcendantes, et sur l'impossibilité +d'exprimer les racines de certaines équations en fonction finie explicite des +coefficients', \textit{Journal de mathématiques}, ser.~1, vol.~2, 1837, pp.~56--104; `Suite du +mémoire\dots', \ibid.\ vol.~3, 1838, pp. 523--546.}. According to him a function is +a transcendent \emph{of the first order} if the signs of exponentiation or of +the taking of logarithms which occur in the formula which defines +it apply only to rational or algebraical functions. For example +\[ +x e^{-x^{2}},\ e^{x^{2}} + e^{x}\sqrt{\log x} +\] +are of the first order; and so is +\[ +\arctan \frac{y}{\sqrt{1 + x^{2}}} , +\] +%% -----File: 017.png--- +where $y$ is defined by the equation +\[ +y^{5} - y - x = 0; +\] +and so is the function $y$ defined by the equation +\[ +y^{5} - y - e^{x} \log x = 0. +\] + +An elementary transcendent \emph{of the second order} is one defined by +a formula in which the exponentiations and takings of logarithms are +applied to rational or algebraical functions or to transcendents of the +first order. This class of functions includes many of great interest and +importance, of which the simplest are +\[ +e^{e^{x}},\: \log \log x. +\] +It also includes irrational and complex powers of $x$, since, \textit{e.g.}, +\[ +x^{\sqrt 2} = e^{\sqrt 2 \log x},\quad x^{1+i} = e^{(1+i) \log x}; +\] +the function +\[ +x^{x} = e^{x \log x}; +\] +and the logarithms of the circular functions. + +It is of course presupposed in the definition of a transcendent of the +second kind that the function in question is incapable of expression as +one of the first kind or as a rational or algebraical function. The +function +\[ +e^{\log R(x)}, +\] +where $R(x)$ is rational, is not a transcendent of the second kind, since +it can be expressed in the simpler form $R(x)$. + +It is obvious that we can in this way proceed to define transcendents +of the $n$th order for all values of $n$. Thus +\[ +\log \log \log x,\; \log \log \log \log x, \dots +\] +are of the third, fourth, \dots\ orders. + +Of course a similar classification of algebraical functions can be and +has been made. Thus we may say that +\[ +\sqrt x,\; \sqrt {x + \sqrt x},\; \sqrt{ x + \sqrt {x + \sqrt x}}, \dots +\] +are algebraical functions of the first, second, third, \dots\ orders. But +the fact that there is a general theory of algebraical equations and +therefore of \emph{implicit} algebraical functions has deprived this classification +of most of its importance. There is no such general theory +of elementary transcendental equations\footnote + {The natural generalisations of the theory of algebraical equations are to be + found in parts of the theory of differential equations. See Königsberger, + `Bemerkungen zu Liouville's Classificirung der Transcendenten', \textit{Math.\ Annalen}, + vol.~28, 1886, pp.~483--492.}, +and therefore we shall not +%% -----File: 018.png--- +rank as `elementary' functions defined by transcendental equations +such as +\[ +y = x \log y, +\] +but incapable (as Liouville has shown that in this case $y$~is incapable) +of explicit expression in finite terms. + +\Paragraph{2}{5.} The preceding analysis of elementary transcendental functions +rests on the following theorems: + +\Item{(\ia)} $e^{x}$ is not an algebraical function of~$x$; + +\Item{(\ib)} $\log x$ is not an algebraical function of~$x$; + +\Item{(\ic)} $\log x$ is not expressible in finite terms by means of signs of +exponentiation and of algebraical operations, explicit or implicit\footnotemark; + \footnotetext{For example, $\log x$~cannot be equal to~$e^{y}$, where $y$~is an algebraical function + of $x$.} + +\Item{(\id)} transcendental functions of the first, second, third,~\dots\ orders +actually exist. + +A proof of the first two theorems will be given later, but limitations +of space will prevent us from giving detailed proofs of the third and +fourth. Liouville has given interesting extensions of some of these +theorems: he has proved, for example, that no equation of the form +\[ +Ae^{\alpha p} + Be^{\beta p} + \dots + Re^{\rho p} = S, +\] +where $p$, $A$, $B$,~\dots, $R$,~$S$ are algebraical functions of~$x$, and $\alpha$, $\beta$,~\dots, $\rho$ +different constants, can hold for all values of~$x$. + +\Section{III. The integration of elementary functions. +Summary of results} + +In the following pages we shall be concerned exclusively with the +problem of the integration of elementary functions. We shall endeavour +to give as complete an account as the space at our disposal permits of +the progress which has been made by mathematicians towards the +solution of the two following problems: + +\Item{(i)} \begin{Result}if $f(x)$ is an elementary function, how can we determine +whether its integral is also an elementary function?\end{Result} + +\Item{(ii)} \begin{Result}if the integral is an elementary function, how can we find it?\end{Result} + +It would be unreasonable to expect complete answers to these +questions. But sufficient has been done to give us a tolerably complete +insight into the nature of the answers, and to ensure that it +%% -----File: 019.png--- +shall not be difficult to find the complete answers in any particular +case which is at all likely to occur in elementary analysis or in its +applications. + +It will probably be well for us at this point to summarise the +principal results which have been obtained. + +\Paragraph{3}{1.} The integral of a rational function (\hyperlink{4 para 1.}{\textsc{iv.}})\ is \emph{always} an elementary +function. It is either rational or the sum of a rational function and +of a finite number of constant multiples of logarithms of rational +functions (\hyperlink{4 para 1.}{\textsc{iv.},~1}). + +If certain constants which are the roots of an algebraical equation +are treated as known then the form of the integral can always be +determined completely. But as the roots of such equations are not in +general capable of explicit expression in finite terms, it is not in +general possible to express the integral in an absolutely explicit form +(\hyperlink{4 para 2.}{\textsc{iv.};~2,~3}). + +We can always determine, by means of a finite number of +the elementary operations of addition, multiplication, and division, +whether the integral is rational or not. If it is rational, we can +determine it completely by means of such operations; if not, we +can determine its rational part (\hyperlink{4 para 4.}{\textsc{iv.};~4,~5}). + +The solution of the problem in the case of rational functions may +therefore be said to be complete; for the difficulty with regard to the +explicit solution of algebraical equations is one not of inadequate +knowledge but of proved impossibility (\hyperlink{4 para 6.}{\textsc{iv.},~6}). + +\Paragraph{3}{2.} The integral of an algebraical function (\hyperlink{5 para 1.}{\textsc{v.}}), explicit or implicit, +may or may not be elementary. + +If $y$ is an algebraical function of~$x$ then the integral $\int y\, dx$, or, more +generally, the integral +\[ +\int R(x,y)\, dx, +\] +where $R$~denotes a rational function, is, if an elementary function, +either algebraical or the sum of an algebraical function and of a finite +number of constant multiples of logarithms of algebraical functions. +All algebraical functions which occur in the integral are \emph{rational +functions of $x$~and~$y$} (\hyperlink{5 para 11.}{\textsc{v.}; 11--14},\hyperlink{5 para 18.}{~18}). + +These theorems give a precise statement of a general principle +enunciated by Laplace\footnotemark: + \footnotetext{\textit{Théorie analytique des probabilités}, p.~7.} +`\emph{l'intégrale d'une fonction différentielle +%% -----File: 020.png--- +(algébrique) ne peut contenir d'autres quantités \DPtypo{radicaux}{radicales} que celles +qui entrent dans cette fonction}'; and, we may add, cannot contain +\emph{exponentials} at all. Thus it is impossible that +\[ +\int \frac{dx}{\sqrt {1 + x^{2}}} +\] +should contain $e^{x}$ or~$\sqrt {1 - x}$: the appearance of these functions in +the integral could only be apparent, and they could be eliminated +before differentiation. Laplace's principle really rests on the fact, of +which it is easy enough to convince oneself by a little reflection +and the consideration of a few particular cases (though to give a +rigorous proof is of course quite another matter), that \emph{differentiation +will not eliminate exponentials or algebraical irrationalities}. Nor, we +may add, will it eliminate logarithms except when they occur in the +simple form +\[ +A \log \phi (x), +\] +where $A$~is a constant, and this is why logarithms can only occur +in this form in the integrals of rational or algebraical functions. + +We have thus a general knowledge of the form of the integral +of an algebraical function~$y$, when it is itself an elementary +function. Whether this is so or not of course depends on the nature +of the equation $f(x, y)=0$ which defines~$y$. If this equation, when +interpreted as that of a curve in the plane~$(x,y)$, represents a \emph{unicursal} +curve, \textit{i.e.}~a curve which has the maximum number of double points +possible for a curve of its degree, or whose \emph{deficiency} is zero, then +$x$~and~$y$ can be expressed simultaneously as rational functions of a third +variable~$t$, and the integral can be reduced by a substitution to that +of a rational function (\hyperlink{5 para 2.}{\textsc{v.};~2}, \hyperlink{5 para 7.}{7--9}). In this case, therefore, the integral +is always an elementary function. But this condition, though sufficient, +is not necessary. It is in general true that, when $f(x, y)=0$ is not +unicursal, the integral is not an elementary function but a new +transcendent; and we are able to classify these transcendents according +to the deficiency of the curve. If, for example, the deficiency is unity, +then the integral is in general a transcendent of the kind known as +\emph{elliptic integrals}, whose characteristic is that they can be transformed +into integrals containing no other irrationality than the square root of +a polynomial of the third or fourth degree (\hyperlink{5 para 20.}{\textsc{v.},~20}). But there are infinitely +many cases in which the integral can be expressed by algebraical +functions and logarithms. Similarly there are infinitely many cases +in which integrals associated with curves whose deficiency is greater +%% -----File: 021.png--- +than unity are in reality reducible to elliptic integrals. Such abnormal +cases have formed the subject of many exceedingly interesting +researches, but no general method has been devised by which we can +always tell, after a finite series of operations, whether any given +integral is really elementary, or elliptic, or belongs to a higher order +of transcendents. + +When $f(x, y) = 0$ is unicursal we can carry out the integration +completely in exactly the same sense as in the case of rational functions. +In particular, if the integral is \emph{algebraical} then it can be found by +means of elementary operations which are always practicable. And +it has been shown, more generally, that we can always determine by +means of such operations whether the integral of any given algebraical +function is algebraical or not, and evaluate the integral when it is +algebraical. And although the general problem of determining whether +any given integral is an elementary function, and calculating it if it +is one, has not been solved, the solution in the particular case in which +the deficiency of the curve $f(x, y) = 0$ is unity is as complete as it is +reasonable to expect any possible solution to be. + +\Paragraph{3}{3.} The theory of the integration of transcendental functions +(\hyperlink{6 para 1.}{\textsc{vi.}})\ is naturally much less complete, and the number of classes +of such functions for which general methods of integration exist is +very small. These few classes are, however, of extreme importance +in applications (\hyperlink{6 para 2.}{\textsc{vi.};~2,~3}). + +There is a general theorem concerning the form of an integral of +a transcendental function, when it is itself an elementary function, +which is quite analogous to those already stated for rational and +algebraical functions. The general statement of this theorem will be +found in \hyperlink{6 para 5.}{\textsc{vi.},~§5}; it shows, for instance, that the integral of a rational +function of $x$,~$e^{x}$ and~$\log x$ is either a rational function of those +functions or the sum of such a rational function and of a finite +number of constant multiples of logarithms of similar functions. +From this general theorem may be deduced a number of more precise +results concerning integrals of more special forms, such as +\[ +\int y e^{x}\, dx,\quad \int y \log x\, dx, +\] +where $y$~is an algebraical function of~$x$ (\hyperlink{6 para 4.}{\textsc{vi.};~4},\hyperlink{6 para 6.}{~6}). +%% -----File: 022.png--- + +\Section{IV. Rational functions} + +\Paragraph{4}{1.} It is proved in treatises on algebra\footnote + {See, \textit{e.g.}, Weber's \textit{Traité d'algèbre supérieure} (French translation by J.~Griess, + Paris, 1898), vol.~1, pp.~61--64, 143--149, 350--353; or Chrystal's \textit{Algebra}, vol.~1, + pp.~151--162.} +that any polynomial +\[ +Q(x) = b_{0}x^{n} + b_{1}x^{n-1} + \dots + b_{n} +\] +can be expressed in the form +\[ +b_{0} (x - \alpha_{1})^{n_{1}} + (x - \alpha_{2})^{n_{2}} \dots + (x - \alpha_{r})^{n_{r}}, +\] +where $n_{1}$, $n_{2}$,~\dots\ are positive integers whose sum is~$n$, and $\alpha_{1}$, $\alpha_{2}$,~\dots\ are +constants; and that any rational function~$R(x)$, whose denominator +is~$Q(x)$, may be expressed in the form +\[ +A_{0}x^{p} + A_{1}x^{p-1} + \dots + A_{p} + + \sum_{s=1}^{r} \left\{ + \frac{\beta_{s, 1}}{x - \alpha_{s}} + + \frac{\beta_{s, 2}}{(x - \alpha_{s})^{2}} + \dots + + \frac{\beta_{s, n_{s}}}{(x - \alpha_{s})^{n_{s}}} + \right\}, +\] +where $A_{0}$, $A_{1}$,~\dots, $\beta_{s, 1}$,~\dots\ are also constants. It follows that +\begin{multline*} +\int R(x)\, dx + = A_{0} \frac{x^{p+1}}{p + 1} + + A_{1} \frac{x^{p}}{p} + \dots + A_{p} x + C \\ + + \sum_{s=1}^{r} \left\{ + \beta_{s, 1} \log(x - \alpha_{s}) + - \frac{\beta_{s, 2}}{x - \alpha_{s}} - \dots + - \frac{\beta_{s, n_{s}}}{(n_{s} - 1)(x - \alpha_{s})^{n_{s} - 1}} + \right\}. +\end{multline*} +From this we conclude that \emph{the integral of any rational function is an +elementary function which is rational save for the possible presence +of logarithms of rational functions}. In particular the integral will be +\emph{rational} if each of the numbers~$\beta_{s, 1}$ is zero: this condition is evidently +necessary and sufficient. A necessary but not sufficient condition is +that $Q(x)$~should contain no simple factors. + +The integral of the general rational function may be expressed in +a very simple and elegant form by means of symbols of differentiation. +We may suppose for simplicity that the degree of~$P(x)$ is less than +that of~$Q(x)$; this can of course always be ensured by subtracting +a polynomial from~$R(x)$. Then +\begin{align*} +R(x) &= \frac{P(x)}{Q(x)} \\ + &= \frac{1}{(n_{1} - 1)! (n_{2} - 1)! \dots (n_{r} - 1)!}\: + \frac{\dd^{n - r}}{\dd \alpha_{1}^{n_{1} - 1} + \dd \alpha_{2}^{n_{2} - 1} \dots + \dd \alpha_{r}^{n_{r} - 1}}\: + \frac{P(x)}{Q_{0}(x)}, +\end{align*} +where +\[ +Q_{0}(x) = b_{0} (x - \alpha_{1}) (x - \alpha_{2}) \dots (x - \alpha_{r}). +\] +Now +\[ +\frac{P(x)}{Q_{0}(x)} + = \varpi_{0}(x) + + \sum_{s=1}^{r} \frac{P(\alpha_{s})}{(x - \alpha_{s}) Q'_{0}(\alpha_{s})}, +\] +%% -----File: 023.png--- +where $\varpi_{0}(x)$~is a polynomial; and so +{\small \begin{multline*} +\int R(x)\,dx =\\ + \frac{1}{(n_{1}-1)! \dots(n_{r}-1)!}\: + \frac{\dd^{n-r}}{\dd \alpha_{1}^{n_{1}-1}\dots \dd \alpha_{r}^{n_{r}-1}} + \left[ \Pi_{0}(x) + \sum_{s=1}^{r} \frac{P(\alpha_{s})}{Q_{0}'(\alpha_{s})} \log (x - \alpha_{s}) \right], +\end{multline*}}% +where +\[ +\Pi_{0}(x) = \int \varpi_{0}(x)\,dx. +\] +But +\[ +\Pi(x) = \frac{\dd^{n - r} \Pi_{0}(x)} + {\dd \alpha_{1}^{n_{1} - 1} + \dd \alpha_{2}^{n_{2} - 1}\dots + \dd \alpha_{r}^{n_{r} - 1}} +\] +is also a polynomial, and the integral contains no polynomial term, +since the degree of~$P(x)$ is less than that of~$Q(x)$. Thus $\Pi(x)$~must +vanish identically, so that +\begin{multline*} +\int R(x)\,dx =\\ + \frac{1}{(n_{1}-1)!\dots(n_{r}-1)!}\: + \frac{\dd^{n - r}}{\dd \alpha_{1}^{n_{1}-1}\dots\dd \alpha_{r}^{n_{r}-1}} + \left[\sum_{s=1}^{r} \frac{P(\alpha_{s})}{Q_{0}'(\alpha_{s})} \log (x - \alpha_{s}) \right]. +\end{multline*} + +For example +\[ +\int\frac{dx}{\{(x-a)(x-b)\}^{2}} + = \frac{\dd^{2}}{\dd a\, \dd b}\left\{ + \frac{1}{a-b} \log \left(\frac{x-a}{x-b}\right) + \right\}. +\] + +That $\Pi_{0}(x)$~is annihilated by the partial differentiations performed on it +may be verified directly as follows. We obtain~$\Pi_{0}(x)$ by picking out from +the expansion +\[ +\frac{P(x)}{x^{r}} + \left(1 + \frac{\alpha_{1}}{x} + \frac{\alpha_{1}^{2}}{x^{2}} + \dots\right) + \left(1 + \frac{\alpha_{2}}{x} + \frac{\alpha_{2}^{2}}{x^{2}} + \dots\right) \dots \dots +\] +the terms which involve positive powers of~$x$. Any such term is of the form +\[ +Ax^{\nu-r-s_{1}-s_{2}-\dots} \alpha_{1}^{s_{1}} \alpha_{2}^{s_{2}} \dots, +\] +where +\[ +s_{1} + s_{2} + \dots \leq \nu - r \leq m - r, +\] +$m$~being the degree of~$P$. It follows that +\[ +s_{1} + s_{2} + \dots < n - r = (m_{1} - 1) + (m_{2} - 1) + \dots; +\] +so that at least one of $s_{1}$, $s_{2}$,~\dots\ must be less than the corresponding one of +$m_{1} - 1$, $m_{2} - 1$,~\dots. + +It has been assumed above that if +\[ +F(x, \alpha) = \int f(x, \alpha)\,dx, +\] +then +\[ +\frac{\dd F}{\dd \alpha} = \int \frac{\dd f}{\dd \alpha}\,dx. +\] +%% -----File: 024.png--- +The first equation means that $f = \dfrac{\dd F}{\dd x}$ and the second that $\dfrac{\dd f}{\dd \alpha} = \dfrac{\dd^{2} F}{\dd x\,\dd \alpha}$. As it +follows from the first that $\dfrac{\dd f}{\dd \alpha} = \dfrac{\dd^{2} F}{\dd \alpha\, \dd x}$, what has really been assumed is that +\[ +\frac{\dd^{2} F}{\dd \alpha\, \dd x} = \frac{\dd^{2} F}{\dd x\, \dd \alpha}. +\] +It is known that this equation is always true for $x = x_{0}$, $\alpha = \alpha_{0}$ if a circle +can be drawn in the plane of~$(x, \alpha)$ whose centre is~$(x_{0}, \alpha_{0})$ and within which +the differential coefficients are continuous. + +\Paragraph{4}{2.} It appears from~§1 that the integral of a rational function is +in general composed of two parts, one of which is a rational function +and the other a function of the form +\[ +\sum A \log(x - \alpha). +\Tag{(1)} +\] +We may call these two functions the \emph{rational part} and the \emph{transcendental +part} of the integral. It is evidently of great importance to +show that the `transcendental part' of the integral is really transcendental +and cannot be expressed, wholly or in part, as a rational or +algebraical function. + +We are not yet in a position to prove this completely\footnotemark; + \footnotetext{The proof will be completed in \hyperlink{5 para 16.}{v.,~16.}} +but we can +take the first step in this direction by showing that \emph{no sum of the +form~\Eq{(1)} can be rational, unless every~$A$ is zero}. + +Suppose, if possible, that +\[ +\sum A \log(x - \alpha) = \frac{P(x)}{Q(x)}, +\Tag{(2)} +\] +where $P$~and~$Q$ are polynomials without common factor. Then +\[ +\sum \frac{A}{x - \alpha} = \frac{P'Q - PQ'}{Q^{2}}. +\Tag{(3)} +\] + +Suppose now that $(x - p)^{r}$ is a factor of~$Q$. Then $P'Q - PQ'$ is +divisible by~$(x-p)^{r-1}$ and by no higher power of~$x-p$. Thus the +right-hand side of~\Eq{(3)}, when expressed in its lowest terms, has a factor +$(x-p)^{r+1}$ in its denominator. On the other hand the left-hand side, +when expressed as a rational fraction in its lowest terms, has no +repeated factor in its denominator. Hence $r=0$, and so $Q$~is a constant. +We may therefore replace~\Eq{(2)} by +\[ +\sum A \log (x - \alpha) = P(x), +\] +and \Eq{(3)}~by +\[ +\sum \frac{A}{x - \alpha} = P'(x). +\] +Multiplying by~$x-\alpha$, and making $x$~tend to~$\alpha$, we see that $A = 0$. +%% -----File: 025.png--- + +\Paragraph{4}{3.} The method of~§1 gives a complete solution of the problem if +the roots of $Q(x)=0$ can be determined; and in practice this is +usually the case. But this case, though it is the one which occurs +most frequently in practice, is from a theoretical point of view an +exceedingly special case. The roots of $Q(x)=0$ are not in general +explicit algebraical functions of the coefficients, and cannot as a rule +be determined in any explicit form. The method of partial fractions +is therefore subject to serious limitations. For example, we cannot +determine, by the method of decomposition into partial fractions, such +an integral as +\[ +\int \frac{4x^{9} + 21x^{6} + 2x^{3} - 3x^{2} - 3} + {(x^{7} - x + 1)^{2}}\, dx, +\] +or even determine whether the integral is rational or not, although it +is in reality a very simple function. A high degree of importance +therefore attaches to the further problem of determining the integral +of a given rational function so far as possible in an absolutely explicit +form and by means of operations which are always practicable. + +It is easy to see that a complete solution of this problem cannot be +looked for. + +{\small Suppose for example that $P(x)$~reduces to unity, and that $Q(x)=0$ is +an equation of the fifth degree, whose roots~$\alpha_{1}$, $\alpha_{2}$,~\dots\ $\alpha_{\DPtypo{6}{5}}$ are all distinct and +not capable of explicit algebraical expression. + +Then +\begin{align*} +\int R(x) \,dx + &= \sum_{1}^{5} \frac{\log(x - \alpha_{s})}{Q'(\alpha_{s})}\\ + &= \log \prod_{1}^{5} \left\{(x - \alpha_{s})^{1/Q'(\alpha_{s})}\right\}, +\end{align*} +and it is only if at least two of the numbers~$Q'(\alpha_{s})$ are commensurable that +any two or more of the factors $(x - \alpha_{s})^{1/Q'(\alpha_{s})}$ can be associated so as to give +a single term of the type~$A \log S(x)$, where $S(x)$~is rational. In general this +will not be the case, and so it will not be possible to express the integral in +any finite form which does not explicitly involve the roots. A more precise +result in this connection will be proved later~(§6).} + +\Paragraph{4}{4.} The first and most important part of the problem has been +solved by Hermite, who has shown that the \emph{rational part} of the +integral can always be determined without a knowledge of the roots of~$Q(x)$, +and indeed without the performance of any operations other +than those of elementary algebra\footnotemark. + \footnotetext{The following account of Hermite's method is taken in substance from + Goursat's \textit{Cours d'analyse mathématique} (first edition), t.~1, pp.~238--241.} +%% -----File: 026.png--- + +Hermite's method depends upon a fundamental theorem in +elementary algebra\footnote{See Chrystal's \textit{Algebra}, vol.~1, pp.~119 \textit{et~seq.}} +which is also of great importance in the ordinary +theory of partial fractions, viz.: + +\begin{Result} +`If $X_{1}$~and~$X_{2}$ are two polynomials in~$x$ which have no common +factor, and $X_{3}$~any third polynomial, then we can determine two polynomials +$A_{1}$,~$A_{2}$, such that +\[ +A_{1}X_{1} + A_{2}X_{2} = X_{3}.\text{'} +\] +\end{Result} + +Suppose that +\[ +Q(x) = Q_{1} Q_{2}^{2} Q_{3}^{3}\dots Q_{t}^{t}, +\] +$Q_{1}$,~\dots\ denoting polynomials which have only simple roots and of +which no two have any common factor. We can always determine +$Q_{1}$,~\dots\ by elementary methods, as is shown in the elements of the +theory of equations\footnotemark. + \footnotetext{See, for example, Hardy, \textit{A course of pure mathematics} (2nd~edition), p.~208.} + +We can determine $B$~and~$A_{1}$ so that +\[ +B Q_{1} + A_{1} Q_{2}^{2} Q_{3}^{3}\dots Q_{t}^{t} = P, +\] +and therefore so that +\[ +R(x) + = \frac{P}{Q} + = \frac{A_{1}}{Q_{1}} + \frac{B}{Q_{2}^{2} Q_{3}^{3}\dots Q_{t}^{t}}. +\] +By a repetition of this process we can express~$R(x)$ in the form +\[ +\frac{A_{1}}{Q_{1}} + + \frac{A_{2}}{Q_{2}^{2}} + \dots + + \frac{A_{t}}{Q_{t}^{t}}, +\] +and the problem of the integration of~$R(x)$ is reduced to that of the +integration of a function +\[ +\frac{A}{Q^{\nu}}, +\] +where $Q$~is a polynomial whose roots are all distinct. Since this is so, +$Q$~and its derived function~$Q'$ have no common factor: we can therefore +determine $C$~and~$D$ so that +\[ +CQ + DQ' = A. +\] +Hence +\begin{align*} +\int \frac{A}{Q^{\nu}}\,dx + &= \int \frac{CQ + DQ'}{Q^{\nu}}\,dx\\ + &= \int \frac{C}{Q^{\nu-1}}\,dx + - \frac{1}{\nu - 1} \int D \frac{d}{dx} \left(\frac{1}{Q^{\nu-1}}\right) dx\\ + &= - \frac{D}{(\nu - 1) Q^{\nu - 1}} + \int \frac{E}{Q^{\nu - 1}}\,dx, +\end{align*} +where +\[ +E = C + \frac{D'}{\nu - 1}. +\] +%% -----File: 027.png--- +Proceeding in this way, and reducing by unity at each step the power +of~$1/Q$ which figures under the sign of integration, we ultimately +arrive at an equation +\[ +\int \frac{A}{Q^{\nu}}\,dx = R_{\nu}(x) + \int \frac{S}{Q}\,dx, +\] +where $R_{\nu}$~is a rational function and $S$~a polynomial. + +The integral on the right-hand side has no rational part, since all +the roots of~$Q$ are simple~(§2). Thus the rational part of $\int R(x)\,dx$ is +\[ +R_{2}(x) + R_{3}(x) + \dots + R_{t}(x), +\] +and it has been determined without the need of any calculations other +than those involved in the addition, multiplication and division of +polynomials\footnotemark. + \footnotetext{The operation of forming the derived function of a given polynomial can of + course be effected by a combination of these operations.} + +\Paragraph{4}{5.} \Item{(i)} Let us consider, for example, the integral +\[ +\int \frac{4x^{9} + 21x^{6} + 2x^{3} - 3x^{2} - 3}{(x^{7} - x + 1)^{2}}\,dx, +\] +mentioned above~(§3). We require polynomials $A_{1}$,~$A_{2}$ such that +\[ +A_{1}X_{1} + A_{2}X_{2} = X_{3}, +\Tag{(1)} +\] +where +\[ +X_{1} = x^{7} - x + 1,\quad +X_{2} = 7x^{6} - 1,\quad +X_{3} = 4x^{9} + 21x^{6} + 2x^{3} - 3x^{2} - 3. +\] + +In general, if the degrees of $X_{1}$~and~$X_{2}$ are $m_{1}$~and~$m_{2}$, and that of~$X_{3}$ +does not exceed $m_{1} + m_{2} - 1$, we can suppose that the degrees of $A_{1}$~and~$A_{2}$ do +not exceed $m_{2} - 1$ and $m_{1} - 1$ respectively. For we know that polynomials +$B_{1}$~and~$B_{2}$ exist such that +\[ +B_{1} X_{1} + B_{2} X_{2} = X_{3}. +\] +If $B_{1}$~is of degree not exceeding $m_{2} - 1$, we take $A_{1} = B_{1}$, and if it is of higher +degree we write +\[ +B_{1} = L_{1} X_{2} + A_{1}, +\] +where $A_{1}$~is of degree not exceeding $m_{2} - 1$. Similarly we write +\[ +B_{2} = L_{2} X_{1} + A_{2}. +\] +We have then +\[ +(L_{1} + L_{2}) X_{1} X_{2} + A_{1} X_{1} + A_{2} X_{2} = X_{3}. +\] +In this identity $L_{1}$~or~$L_{2}$ or both may vanish identically, and in any case we +see, by equating to zero the coefficients of the powers of~$x$ higher than the +$(m_{1} + m_{2} - 1)$th, that $L_{1} + L_{2}$ vanishes identically. Thus $X_{3}$~is expressed in +the form required. + +The actual determination of the coefficients in $A_{1}$~and~$A_{2}$ is most easily +performed by equating coefficients. We have then $m_{1} + m_{2}$~linear equations +%% -----File: 028.png--- +in the same number of unknowns. These equations must be consistent, +since we know that a solution exists\footnotemark. + \footnotetext{It is easy to show that the solution is also unique.} + +If $X_{3}$~is of degree higher than $m_{1} + m_{2} - 1$, we must divide it by~$X_{1}X_{2}$ and +express the remainder in the form required. + +In this case we may suppose $A_{1}$~of degree~$5$ and $A_{2}$~of degree~$6$, and we +find that +\[ +A_{1} = -3x^{2},\quad A_{2} = x^{3} + 3. +\] +Thus the rational part of the integral is +\[ +- \frac{x^{3} + 3}{x^{7} - x + 1}, +\] +and, since $-3x^{2} + (x^{3} + 3)'=0$, there is no transcendental part. + +\Item{(ii)} The following problem is instructive: \emph{to find the conditions that +\[ +\int \frac{\alpha x^{2} + 2 \beta x + \gamma}{(Ax^{2} + 2Bx + C)^{2}}\, dx +\] +may be rational, and to determine the integral when it is rational.} + +We shall suppose that $Ax^{2} + 2Bx + C$ is not a perfect square, as if it were +the integral would certainly be rational. We can determine $p$,~$q$ and~$r$ +so that +\[ +p(Ax^{2} + 2Bx + C) + 2(qx + r)(Ax + B) = \alpha x^{2} + 2 \beta x + \gamma, +\] +and the integral becomes +\begin{multline*} +p \int\frac{dx}{Ax^{2} + 2Bx + C} + - \int(qx + r)\, \frac{d}{dx} \left(\frac{1}{Ax^{2} + 2Bx + C}\right) dx\\ + = -\frac{qx + r}{Ax^{2} + 2Bx + C} + + (p + q) \int\frac{dx}{Ax^{2} + 2Bx + C}. +\end{multline*} +The condition that the integral should be rational is therefore $p + q = 0$. + +Equating coefficients we find +\[ +A(p + 2q) = \alpha, \quad +B(p + q) + Ar = \beta, \quad +Cp + 2Br = \gamma. +\] +Hence we deduce +\[ +p = -\frac{\alpha}{A}, \quad +q = \frac{\alpha}{A}, \quad +r = \frac{\beta}{A}, +\] +and $A \gamma + C \alpha = 2B \beta$. The condition required is therefore that the two quadratics +$\alpha x^{2} + 2 \beta x + \gamma$ and $Ax^{2} + 2Bx + C$ should be harmonically related, and in this +case +\[ +\int \frac{\alpha x^{2} + 2 \beta x + \gamma}{(Ax^{2} + 2Bx + C)^{2}}\,dx + = -\frac{\alpha x + \beta}{A (Ax^{2} + 2Bx + C)}. +\] + +\Item{(iii)} Another method of solution of this problem is as follows. If we write +\[ +Ax^{2} + 2Bx + C = A(x - \lambda)(x - \mu), +\] +and use the bilinear substitution +\[ +x = \frac{\lambda y + \mu}{y + 1}, +\] +then the integral is reduced to one of the form +\[ +\int \frac{ay^{2} + 2by + c}{y^{2}}\,dy, +\] +%% -----File: 029.png--- +and is rational if and only if $b = 0$. But this is the condition that the +quadratic $ay^{2} + 2by + c$, corresponding to $\alpha x^{2} + 2 \beta x + \gamma$, should be harmonically +related to the degenerate quadratic~$y$, corresponding to $Ax^{2} + 2Bx + C$. The +result now follows from the fact that harmonic relations are not changed by +bilinear transformation. + +It is not difficult to show, by an adaptation of this method, that +\[ +\int\frac{(\alpha x^{2} + 2 \beta x + \gamma) + (\alpha_{1} x^{2} + 2 \beta_{1} x + \gamma_{1}) \dots + (\alpha_{n} x^{2} + 2 \beta_{n} x + \gamma_{n})} + {(Ax^{2} + 2Bx + C)^{n+2}}\, dx +\] +is rational if all the quadratics are harmonically related to any one of those +in the numerator. This condition is sufficient but not necessary. + +\Item{(iv)} As a further example of the use of the method~(ii) the reader may +show that \begin{Result}the necessary and sufficient condition that +\[ +\int\frac{f(x)}{\{ F(x) \}^{2}}\,dx, +\] +where $f$~and~$F$ are polynomials with no common factor, and $F$~has no repeated +factor, should be rational, is that $f'F' - fF''$ should be divisible by~$F$.\end{Result} + +\Paragraph{4}{6.} It appears from the preceding paragraphs that we can always +find the rational part of the integral, and can find the complete integral +if we can find the roots of $Q(x) = 0$. The question is naturally +suggested as to the maximum of information which can be obtained +about the logarithmic part of the integral in the general case in which +the factors of the denominator cannot be determined explicitly. For +there are polynomials which, although they cannot be completely resolved +into such factors, can nevertheless be partially resolved. For example +\begin{multline*} +x^{14} - 2x^{8} - 2x^{7} - x^{4} - 2x^{3} + 2x + 1 + = (x^{7} + x^{2} - 1) (x^{7} - x^{2} - 2x - 1),\\ +\shoveleft{x^{14} - 2x^{8} - 2x^{7} - 2x^{4} - 4x^{3} - x^{2} + 2x + 1}\\ + = \{x^{7} + x^{2} \sqrt{2} + x (\sqrt{2} - 1) - 1\} + \{x^{7} - x^{2} \sqrt{2} - x (\sqrt{2} + 1) - 1\}. +\end{multline*} +The factors of the first polynomial have rational coefficients: in the +language of the theory of equations, the polynomial is \emph{reducible in the +rational domain}. The second polynomial is reducible in the domain +formed by the \emph{adjunction} of the single irrational~$\sqrt{2}$ to the rational +domain\footnotemark. + \footnotetext{See Cajori, \textit{An introduction to the modern theory of equations} (Macmillan, + 1904); Mathews, \textit{Algebraic equations} (\textit{Cambridge tracts in mathematics}, no.~6), + pp.~6--7.} + +We may suppose that every possible decomposition of~$Q(x)$ of this +nature has been made, so that +\[ +Q = Q_{1} Q_{2}\dots Q_{t}. +\] +%% -----File: 030.png--- +Then we can resolve~$R(x)$ into a sum of partial fractions of the type +\[ +\int\frac{P_{\nu}}{Q_{\nu}}\, dx, +\] +and so we need only consider integrals of the type +\[ +\int\frac{P}{Q}\, dx, +\] +where no further resolution of~$Q$ is possible or, in technical language, +\emph{$Q$~is irreducible by the adjunction of any algebraical irrationality}. + +Suppose that this integral can be evaluated in a form involving only +constants which can be expressed explicitly in terms of the constants +which occur in~$P/Q$. It must be of the form +\[ +A_{1} \log X_{1} + \dots + A_{k} \log X_{k}, +\Tag{(1)} +\] +where the~$A$'s are constants and the~$X$'s polynomials. We can +suppose that no~$X$ has any repeated factor~$\xi^{m}$, where $\xi$~is a polynomial. +For such a factor could be determined rationally in terms of the coefficients +of~$X$, and the expression~\Eq{(1)} could then be modified by +taking out the factor~$\xi^{m}$ from~$X$ and inserting a new term $mA \log \xi$. +And for similar reasons we can suppose that no two~$X$'s have any +factor in common. + +Now +\[ +\frac{P}{Q} + = A_{1}\frac{X'_{1}}{X_{1}} + + A_{2}\frac{X'_{2}}{X_{2}} + \dots + + A_{k}\frac{X'_{k}}{X_{k}}, +\] +or +\[ +P X_{1} X_{2} \dots X_{k} + = Q \sum A_{\nu} X_{1} \dots X_{\nu-1} X'_{\nu} X_{\nu+1} \dots X_{k}. +\] +All the terms under the sign of summation are divisible by~$X_{1}$ save the +first, which is prime to~$X_{1}$. Hence $Q$~must be divisible by~$X_{1}$: and +similarly, of course, by $X_{2}$, $X_{3}$,~\dots, $X_{k}$. But, since $P$~is prime to~$Q$, +$X_{1} X_{2} \dots X_{k}$ is divisible by~$Q$. Thus $Q$~must be a constant multiple of +$X_{1} X_{2} \dots X_{k}$. But $Q$~is \textit{ex~hypothesi} not resoluble into factors which +contain only explicit algebraical irrationalities. Hence all the~$X$'s +save one must reduce to constants, and so $P$~must be a constant +multiple of~$Q'$, and +\[ +\int\frac{P}{Q}\, dx = A \log Q, +\] +where $A$~is a constant. Unless this is the case the integral cannot be +expressed in a form involving only constants expressed explicitly in +terms of the constants which occur in $P$~and~$Q$. + +{\small Thus, for instance, the integral +\[ +\int\frac{dx}{x^{5} + ax + b} +\] +%% -----File: 031.png--- +cannot, except in special cases\footnotemark, + \footnotetext{The equation $x^{5} + ax + b = 0$ is soluble by radicals in certain cases. See + Mathews, \textit{l.c.}, pp.~52~\textit{et~seq.}} +be expressed in a form involving only +constants expressed explicitly in terms of $a$~and~$b$; and the integral +\[ +\int \frac{5x^{4} + c}{x^{5} + ax + b}\, dx +\] +can in general be so expressed if and only if $c = a$. We thus confirm an +inference made before~(§3) in a less accurate way. + +Before quitting this part of our subject we may consider one further +problem: \emph{under what circumstances is +\[ +\int R(x)\, dx = A \log R_{1}(x) +\] +where $A$~is a constant and $R_{1}$~rational?} Since the integral has no rational +part, it is clear that $Q(x)$~must have only simple factors, and that the degree +of~$P(x)$ must be less than that of~$Q(x)$. We may therefore use the formula +\[ +\int R(x)\,dx + = \log \prod_{1}^{r} \left\{ + (x - \alpha_{s})^{P(\alpha_{s})/Q'(\alpha_{s})} + \right\}. +\] +The necessary and sufficient condition is that all the numbers $P(\alpha_{s})/Q'(\alpha_{s})$ +should be commensurable. If~\textit{e.g.} +\[ +R(x) = \frac{x - \gamma}{(x - \alpha) (x - \beta)}, +\] +{\Loosen then $(\alpha - \gamma)/(\alpha - \beta)$ and $(\beta - \gamma)/(\beta - \alpha)$ must be commensurable, \textit{i.e.}\ $(\alpha - \gamma)/(\beta - \gamma)$ +must be a rational number. If the denominator is given we can find all the +values of~$\gamma$ which are admissible: for $\gamma = (\alpha q - \beta p)/(q - p)$, where $p$~and~$q$ are +integers.} + +\Paragraph{4}{7.} Our discussion of the integration of rational functions is now +complete. It has been throughout of a theoretical character. We +have not attempted to consider what are the simplest and quickest +methods for the actual calculation of the types of integral which occur +most commonly in practice. This problem lies outside our present +range: the reader may consult + +O. Stolz, \textit{Grundzüge der \DPtypo{Differential- und Integralrechnung}{Differential- und~Integralrechnung}}, vol.~1, +ch.~7: + +J. Tannery, \textit{Leçons d'algèbre et d'analyse,} vol.~2, ch.~18: + +Ch.-J. de~la Vallée-Poussin, \textit{Cours d'analyse,} ed.~3, vol.~1, ch.~5: + +T.~J.~I'A. Bromwich, \textit{Elementary integrals} (Bowes and Bowes, +1911): + +G.~H. Hardy, \textit{A course of pure mathematics,} ed.~2, ch.~6. +%% -----File: 032.png--- + +\Section{V. Algebraical Functions} + +\Paragraph{5}{1.} We shall now consider the integrals of algebraical functions, +explicit or implicit. The theory of the integration of such functions is +far more extensive and difficult than that of rational functions, and +we can give here only a brief account of a few of the most important +results and of the most obvious of their applications. + +If $y_{1}$, $y_{2}$,~\dots, $y_{n}$ are algebraical functions of~$x$, then any algebraical +function~$z$ of $x$,~$y_{1}$, $y_{2}$,~\dots, $y_{n}$ is an algebraical function of~$x$. This is +obvious if we confine ourselves to \emph{explicit} algebraical functions. In +the general case we have a number of equations of the type +\[ +P_{\nu, 0}(x) y_{\nu}^{m_{\nu}} + + P_{\nu, 1}(x) y_{\nu}^{m_{\nu}-1} + \dots + + P_{\nu, m_{\nu}}(x) = 0 \quad(\nu = 1, 2,\dots, n), +\] +and +\[ +P_{0}(x, y_{1},\dots, y_{n}) z^{m} + \dots + + P_{m}(x, y_{1},\dots, y_{n}) = 0, +\] +where the~$P$'s represent polynomials in their arguments. The elimination +of $y_{1}$, $y_{2}$,~\dots, $y_{n}$ between these equations gives an equation in~$z$ +whose coefficients are polynomials in $x$~only. + +The importance of this from our present point of view lies in the +fact that we may consider the standard algebraical integral under any +of the forms +\[ +\int y\,dx, +\] +where $f(x, y) = 0$; +\[ +\int R(x, y)\,dx, +\] +where $f(x, y) = 0$ and $R$~is rational; or +\[ +\int R(x, y_{1},\dots, y_{n})\,dx, +\] +where $f_{1}(x, \DPtypo{y}{y_1}) = 0$,~\dots, $f_{n}(x, y_{n}) = 0$. It is, for example, much more +convenient to treat such an irrational as +\[ +\frac{x - \sqrt{x+1} - \sqrt{x-1}} + {1 + \sqrt{x+1} + \sqrt{x-1}} +\] +as a rational function of $x$,~$y_{1}$,~$y_{2}$, where $y_{1} = \sqrt{x+1}$, $y_{2} = \sqrt{x-1}$, +$y_{1}^{2} = x + 1$, $y_{2}^{2} = x- 1$, than as a rational function of $x$~and~$y$, where +\begin{gather*} +y = \sqrt{x+1} + \sqrt{x-1}, \\ +y^{4} - 4xy^{2} + 4 = 0. +\end{gather*} +To treat it as a simple irrational~$y$, so that our fundamental equation is +\[ +(x - y)^{4} - 4x(x - y)^{2} (1 + y)^{2} + 4(1 + y)^{4} = 0 +\] +is evidently the least convenient course of all. +%% -----File: 033.png--- + +Before we proceed to consider the general form of the integral of an +algebraical function we shall consider one most important case in which +the integral can be at once reduced to that of a rational function, and +is therefore always an elementary function itself. + +\Paragraph{5}{2.} The class of integrals alluded to immediately above is that +covered by the following theorem. + +\begin{Result} +If there is a variable~$t$ connected with $x$ and $y$ (or $y_{1}$, $y_{2}$, \dots, $y_{n}$) +by rational relations +\[ +x = R_{1}(t),\quad y = R_{2}(t) +\] +(or $y_{1} = R_{2}^{(1)}(t)$, $y_{2} = R_{2}^{(2)}(t)$, \dots), then the integral +\[ +\int R(x, y)\, dx +\] +(or $\int R(x, y_{1}, \dots, y_{n})\, dx$) is an elementary function. +\end{Result} + +The truth of this proposition follows immediately from the +equations +\begin{gather*} +R(x, y) = R\{R_{1}(t), R_{2}(t)\} = S(t), \\ +\frac{dx}{dt} = R_{1}'(t) = T(t), \\ +\int R(x, y)\, dx = \int S(t) T(t)\, dt = \int U(t)\, dt, +\end{gather*} +where all the capital letters denote rational functions. + +The most important case of this theorem is that in which $x$ and $y$ +are connected by the general quadratic relation +\[ +(a, b, c, f, g, h \between x, y, 1)^{2} = 0. +\] +The integral can then be made rational in an infinite number of ways\DPtypo{}{.} +For suppose that $(\xi, \eta)$ is any point on the conic, and that +\[ +(y - \eta) = t(x - \xi) +\] +is any line through the point. If we eliminate $y$ between these +equations, we obtain an equation of the second degree in $x$, say +\[ +T_{0}x^{2} + 2T_{1}x + T_{2} = 0, +\] +where $T_{0}$, $T_{1}$, $T_{2}$ are polynomials in $t$. But one root of this equation +must be $\xi$, which is independent of $t$; and when we divide by $x - \xi$ we +obtain an equation of the \emph{first} degree for the abscissa of the variable +point of intersection, in which the coefficients are again polynomials +in $t$. Hence this abscissa is a rational function of $t$; the ordinate of +the point is also a rational function of $t$, and as $t$ varies this point +%% -----File: 034.png--- +coincides with every point of the conic in turn. In fact the equation +of the conic may be written in the form +\[ +au^{2} + 2huv + bv^{2} + 2(a\xi + h\eta + g)u + 2(h\xi + b\eta + f)v = 0, +\] +where $u = x - \xi$, $v = y - \eta$, and the other point of intersection of the line +$v = tu$ and the conic is given by +\begin{gather*} +x = \xi - \frac{2\{a\xi + h\eta + g + t(h\xi + b\eta + f)\}}{a + 2ht +bt^{2}}, \\ +y = \eta - \frac{2t\{a\xi + h\eta + g + t(h\xi + b\eta + f)\}}{a + 2ht +bt^{2}}. +\end{gather*} + +An alternative method is to write +\[ +ax^{2} + 2hxy + by^{2} = b(y - \mu x)(y - \mu' x), +\] +so that $y - \mu x = 0$ and $y - \mu' x = 0$ are parallel to the asymptotes of +the conic, and to put +\[ +y - \mu x = t. +\] +Then +\[ +y - \mu' x = - \frac{2gx + 2fy + c}{bt}; +\] +and from these two equations we can calculate $x$ and $y$ as rational +functions of $t$. The principle of this method is of course the same as +that of the former method: $(\xi, \eta)$ is now at infinity, and the pencil of +lines through $(\xi, \eta)$ is replaced by a pencil parallel to an asymptote. + +The most important case is that in which $b = -1$, $f = h = 0$, so that +\[ +y^{2} = ax^{2} + 2gx + c. +\] +The integral is then made rational by the substitution +\[ +x = \xi - \frac{2(a\xi + g - t\eta)}{a - t^{2}},\quad y = \eta - \frac{2t(a\xi + g - t\eta)}{a - t^{2}} +\] +where $\xi$, $\eta$ are any numbers such that +\[ +\eta^{2} = a\xi^{2} + 2g\xi + c. +\] +We may for instance suppose that $\xi = 0$, $\eta = \sqrt c$; or that $\eta = 0$, while $\xi$ +is a root of the equation $a\xi^{2} + 2g\xi + c = 0$. Or again the integral is +made rational by putting $y - x \sqrt a = t$, when +\[ +x = - \frac{t^{2} - c}{2(t \sqrt a - g)},\quad y = \frac{(t^{2} + c) \sqrt a - 2gt}{2(t \sqrt a - g)}. +\] + +\Paragraph{5}{3.} We shall now consider in more detail the problem of the calculation of +\[ +\int R(x, y)\, dx, +\] +where +\[ +y = \sqrt X = \sqrt{ax^{2} + 2bx + c}\;\footnote + {We now write $b$ for $g$ for the sake of symmetry in notation.} +\] +%% -----File: 035.png--- +The most interesting case is that in which $a$,~$b$,~$c$ and the constants which +occur in~$R$ are real, and we shall confine our attention to this case. + +Let +\[ +R(x, y) = \frac{P(x, y)}{Q(x, y)}, +\] +where $P$~and~$Q$ are polynomials. Then, by means of the equation +\[ +y^{2} = ax^{2} + 2bx + c, +\] +$R(x, y)$ may be reduced to the form +\[ +\frac{A + B \sqrt{X}}{C + D \sqrt{X}} + = \frac{(A + B \sqrt{X})(C - D \sqrt{X})}{C^{2} - D^{2}X}, +\] +where $A$, $B$, $C$,~$D$ are polynomials in~$x$; and so to the form $M + N \sqrt{X}$, where +$M$~and~$N$ are rational, or (what is the same thing) the form +\[ +P + \frac{Q}{\sqrt{X}}, +\] +where $P$~and~$Q$ are rational. The rational part may be integrated by the +methods of \hyperlink{6 para 1.}{section~\textsc{iv.}}, and the integral +\[ +\int \frac{Q}{\sqrt{X}}\, dx +\] +may be reduced to the sum of a number of integrals of the forms +\[ +\int \frac{x^{r}}{\sqrt{X}}\, dx,\quad +\int \frac{dx}{(x - p)^{r} \sqrt{X}},\quad +\int \frac{\xi x + \eta}{(\alpha x^{2} + 2\beta x + \gamma)^{r} \sqrt{X}}\, dx, +\Tag{(1)} +\] +where $p$, $\xi$,~$\eta$, $\alpha$,~$\beta$,~$\gamma$ are real constants and $r$~a positive integer. The result +is generally required in an explicitly real form: and, as further progress +depends on transformations involving~$p$ (or $\alpha$,~$\beta$,~$\gamma$), it is generally not +advisable to break up a quadratic factor $\alpha x^{2} + 2\beta x + \gamma$ into its constituent +linear factors when these factors are complex. + +All of the integrals~\Eq{(1)} may be reduced, by means of elementary formulae +of reduction\footnotemark, + \footnotetext{See, for example, Bromwich, \textit{l.c.}, pp.~16~\textit{et~seq.}} +to dependence upon three fundamental integrals, viz. +\[ +\int \frac{dx}{\sqrt{X}},\quad +\int \frac{dx}{(x - p) \sqrt{X}},\quad +\int \frac{\xi x + \eta}{(\alpha x^{2} + 2\beta x + \gamma) \sqrt{X}}\, dx. +\Tag{(2)} +\] + +\Paragraph{5}{4.} The first of these integrals may be reduced, by a substitution of the +type $x = t + k$, to one or other of the three standard forms +\[ +\int \frac{dt}{\sqrt{m^{2} - t^{2}}},\quad +\int \frac{dt}{\sqrt{t^{2} + m^{2}}},\quad +\int \frac{dt}{\sqrt{t^{2} - m^{2}}}, +\] +where $m > 0$. These integrals may be rationalised by the substitutions +\[ +t = \frac{2mu}{1 + u^{2}},\quad +t = \frac{2mu}{1 - u^{2}},\quad +t = \frac{m(1 + u^{2})}{2u}; +\] +but it is simpler to use the transcendental substitutions +\[ +t = m \sin \phi,\quad +t = m \sinh \phi,\quad +t = m \cosh \phi. +\] +%% -----File: 036.png--- +These last substitutions are generally the most convenient for the reduction +of an integral which contains one or other of the irrationalities +\[ +\sqrt{m^{2} - t^{2}},\quad +\sqrt{t^{2} + m^{2}},\quad +\sqrt{t^{2} - m^{2}}, +\] +though the alternative substitutions +\[ +t = m \tanh \phi,\quad +t = m \tan \phi,\quad +t = m \sec \phi +\] +are often useful. + +It has been pointed out by Dr~Bromwich that the forms usually given in +text-books for these three standard integrals, viz. +\[ +\arcsin \frac{t}{m},\quad +\argsinh \frac{t}{m},\quad +\argcosh \frac{t}{m} +\] +are not quite accurate. It is obvious, for example, that the first two of these +functions are odd functions of~$m$, while the corresponding integrals are even +functions. The correct formulae are +\[ +\arcsin \frac{t}{|m|},\quad +\argsinh \frac{t}{|m|} = \log \frac{t + \sqrt{t^{2} + m^{2}}}{|m|} +\] +and +\[ +±\argcosh \frac{|t|}{|m|} + = \log \left|\frac{t + \sqrt{t^{2} - m^{2}}}{m}\right|, +\] +where the ambiguous sign is the same as that of~$t$. It is in some ways more +convenient to use the equivalent forms +\[ +\arctan \frac{t}{\sqrt{m^{2} - t^{2}}},\quad +\argtanh \frac{t}{\sqrt{t^{2} + m^{2}}},\quad +\argtanh \frac{t}{\sqrt{t^{2} - m^{2}}}. +\] + +\Paragraph{5}{5.} The integral +\[ +\int \frac{dx}{(x - p) \sqrt{X}} +\] +may be evaluated in a variety of ways. + +If $p$~is a root of the equation $X = 0$, then $X$~may be written in the form +$a(x - p)(x - q)$, and the value of the integral is given by one or other of the +formulae +\begin{gather*} +\int \frac{dx}{(x - p) \sqrt{(x - p)(x - q)}} + = \frac{2}{q - p} \sqrt{\frac{x - q}{x - p}}, \\ +\int \frac{dx}{(x - p)^{5/2}} = -\frac{2}{3(x - p)^{3/2}}. +\end{gather*} +We may therefore suppose that $p$~is not a root of $X = 0$. + +\Item{(i)} We may follow the general method described above, taking +\[ +\xi = p,\quad +\eta = \sqrt{ap^{2} + 2bp + c}\footnotemark. +\] +\footnotetext{Cf.\ Jordan, \textit{Cours d'analyse}, ed.~2, vol.~2, p.~21.}% +Eliminating~$y$ from the equations +\[ +y^{2} = ax^{2} + 2bx + c,\quad +y - \eta = t(x - \xi), +\] +and dividing by $x - \xi$, we obtain +\[ +t^{2}(x - \xi) + 2\eta t - a(x + \xi) - 2b = 0, +\] +and so +\[ +-\frac{2\, dt}{t^{2} - a} + = \frac{dx}{t(x - \xi) + \eta} + = \frac{dx}{y}. +\] +%% -----File: 037.png--- + +Hence +\[ +\int \frac{dx}{(x - \xi)y} = -2 \int \frac{dt}{(x - \xi)(t^{2} - a)}. +\] +But +\[ +(t^{2} - a)(x - \xi) = 2a\xi + 2b - 2\eta t; +\] +and so +\begin{align*} +\int \frac{dx}{(x - p)y} + &= - \int \frac{dt}{a\xi + b - \eta t} + = \frac{1}{\eta} \log(a\xi + b - \eta t)\\ + &= \frac{1}{\sqrt{ap^{2} + 2bp + c}} \log\{t \sqrt{ap^{2} + 2bp + c} - ap -b\}. +\end{align*} +If $ap^{2} + 2bp + c < 0$ the transformation is imaginary. + +Suppose, \textit{e.g.}, (\ia)~$y = \sqrt{x + 1}$, $p = 0$, or (\ib)~$y = \sqrt{x - 1}$, $p = 0$. We find + +\Item{(\ia)} +\[ +\int \frac{dx}{x \sqrt{x + 1}} = \log(t - \tfrac{1}{2}), +\] +where +\[ +t^{2}x + 2t - 1 = 0, +\] +or +\[ +t = \frac{-1 + \sqrt{x + 1}}{x}; +\] +and + +\Item{(\ib)} +\[ +\int \frac{dx}{x \sqrt{x - 1}} = -i \log(it - \tfrac{1}{2}), +\] +where +\[ +t^{2}x + 2it - 1 = 0. +\] +Neither of these results is expressed in the simplest form, the second in +particular being very inconvenient. + +\Item{(ii)} The most straightforward method of procedure is to use the +substitution +\[ +x - p = \frac{1}{t}. +\] +We then obtain +\[ +\int \frac{dx}{(x - p)y} + = \int \frac{dt}{\sqrt{a_{1}t^{2} + 2b_{1}t + c_{1}}}, +\] +where $a_{1}$,~$b_{1}$,~$c_{1}$ are certain simple functions of $a$,~$b$,~$c$, and~$p$. The further +reduction of this integral has been discussed already. + +\Item{(iii)} A third method of integration is that adopted by Sir~G. Greenhill\footnotemark, + \footnotetext{A.~G. Greenhill, \textit{A chapter in the integral calculus} (Francis Hodgson, 1888), + p.~12: \textit{Differential and integral calculus}, p.~399.}% +who uses the transformation +\[ +t = \frac{\sqrt{ax^{2} + 2bx + c}}{x - p}\DPtypo{}{.} +\] +It will be found that +\[ +\int \frac{dx}{(x - p) \sqrt{X}} + = \int \frac{dt}{\sqrt{(ap^{2} + 2bp + c)t^{2} + b^{2} - ac}}, +\] +which is of one of the three standard forms mentioned in \hyperlink{5 para 4.}{§~4}. +%% -----File: 038.png--- + +\Paragraph{5}{6.} It remains to consider the integral +\[ +\int \frac{\xi x + \eta}{(\alpha x^{2} + 2\beta x + \gamma) \sqrt{X}}\, dx + = \int \frac{\xi x + \eta}{X_{1} \sqrt{X}}\, dx, +\] +where $\alpha x^{2} + 2\beta x + \gamma$ or~$X_{1}$ is a quadratic with complex linear factors. Here +again there is a choice of methods at our disposal. + +We may suppose that $X_{1}$~is not a constant multiple of~$X$. If it is, then +the value of the integral is given by the formula +\[ +\int \frac{\xi x + \eta}{(ax^{2} + 2bx + c)^{3/2}}\, dx + = \frac{\eta(ax + b) - \xi(bx + c)}{\sqrt{(ac - b^{2})(ax^{2} + 2bx + c)}}\footnotemark. +\] +\footnotetext{Bromwich, \textit{l.c.}, p.~16.} + +\Item{(i)} The standard method is to use the substitution +\[ +x = \frac{\mu t + \nu}{t + 1}, +\Tag{(1)} +\] +where $\mu$~and~$\nu$ are so chosen that +\[ +a\mu\nu + b(\mu + \nu) + c = 0,\quad +\alpha\mu\nu + \beta(\mu + \nu) + \gamma = 0. +\Tag{(2)} +\] + +The values of $\mu$~and~$\nu$ which satisfy these conditions are the roots of the +quadratic +\[ +(a\beta - b\alpha)\mu^{2} - (c\alpha - a\gamma)\mu + (b\gamma - c\beta) = 0. +\] +The roots will be real and distinct if +\[ +(c\alpha - a\gamma)^{2} > 4(a\beta - b\alpha)(b\gamma - c\beta), +\] +or if +\[ +(a\gamma + c\alpha - 2b\beta)^{2} > 4(ac - b^{2})(\alpha\gamma - \beta^{2}). +\Tag{(3)} +\] +Now $\alpha\gamma - \beta^{2} > 0$, so that \Eq{(3)}~is certainly satisfied if $ac - b^{2} < 0$. But if $ac - b^{2}$ +and $\alpha\gamma - \beta^{2}$ are both positive then $a\gamma$~and~$c\alpha$ have the same sign, and +\begin{align*} +(a\gamma + c\alpha - 2b\beta)^{2} + &\geq (|a\gamma + c\alpha| - 2|b\beta|)^{2} > 4\{\sqrt{ac\alpha\gamma} - |b\beta|\}^{2}\\ + &= 4[(ac - b^{2})(\alpha\gamma - \beta^{2}) + \{|b| \sqrt{\alpha\gamma} - |\beta| \sqrt{ac}\}^{2}]\\ + &\geq 4(ac - b^{2})(\alpha\gamma - \beta^{2}). +\end{align*} +Thus the values of $\mu$~and~$\nu$ are in any case real and distinct. + +It will be found, on carrying out the substitution~\Eq{(1)}, that +\[ +\int \frac{\xi x + \eta}{X_{1} \sqrt{X}}\, dx + = H \int \frac{t\,dt}{(\mathbf{A}t^{2} + \mathbf{B}) \sqrt{At^{2} + B}} + + K \int \frac{dt}{(\mathbf{A}t^{2} + \mathbf{B}) \sqrt{At^{2} + B}}, +\] +where $\mathbf{A}$,~$\mathbf{B}$, $A$,~$B$, $H$, and~$K$ are constants. Of these two integrals, the first +is rationalised by the substitution +\[ +\frac{1}{\sqrt{At^{2} + B}} = u, +\] +and the second by the substitution +\[ +\frac{t}{\sqrt{At^{2} + B}} = v.\footnote + {The method sketched here is that followed by Stolz (see the references given +on p.~21). Dr~Bromwich's method is different in detail but the same in principle.} +\] + +It should be observed that this method fails in the special case in which +%% -----File: 039.png--- +$a\beta - b\alpha = 0$. In this case, however, the substitution $ax + b = t$ reduces the +integral to one of the form +\[ +\int \frac{Ht + K}{(\mathbf{A}t^{2} + \mathbf{B}) \sqrt{At^{2} + B}} \,dt, +\] +and the reduction may then be completed as before. + +\Item{(ii)} An alternative method is to use Sir~G. Greenhill's substitution +\[ +t = \sqrt{\frac{X}{\alpha x^{2} + 2\beta x + \gamma}} + = \sqrt{\frac{X}{X_{1}}}. +\] +If +\[ +J = (a\beta - b\alpha)x^{2} - (c\alpha - a\gamma)x + (b\gamma - c\beta), +\] +then +\[ +\frac{1}{t}\, \frac{dt}{dx} = \frac{J}{XX_{1}}. +\Tag{(1)} +\] +The maximum and minimum values of~$t$ are given by $J = 0$. + +Again +\[ +t^{2} - \lambda + = \frac{(a - \lambda\alpha)x^{2} + 2(b - \lambda\beta)x + (c - \lambda\gamma)}{X_{1}}; +\] +and the numerator will be a perfect square if +\[ +K = (\alpha\gamma - \beta^{2})\lambda^{2} + - (a\gamma + c\alpha - 2b\beta)\lambda + + (ac - b^{2}) = 0. +\] + +It will be found by a little calculation that the discriminant of this +quadratic and that of~$J$ differ from one another and from +\[ +(\phi - \phi_{1})(\phi - \phi_{1}')(\phi' - \phi_{1})(\phi' - \phi_{1}'), +\] +where $\phi$,~$\phi'$ are the roots of $X = 0$ and $\phi_{1}$,~$\phi_{1}'$ those of $X_{1} = 0$, only by +a constant factor which is always negative. Since $\phi_{1}$~and~$\phi_{1}'$ are conjugate +complex numbers, this product is positive, and so $J = 0$ and $K = 0$ have real +roots\footnotemark. + \footnotetext{That the roots of $J = 0$ are real has been proved already (\hyperlink{5 para 6.}{p.~28}) in a different + manner.}% +We denote the roots of the latter by +\[ +\lambda_{1}, \lambda_{2} \quad(\lambda_{1} > \lambda_{2}). +\] +Then +\begin{alignat*}{2} +\lambda_{1} - t^{2} + &= \frac{\{x \sqrt{\lambda_{1}\alpha - a} + \sqrt{\lambda_{1}\gamma - c}\}^{2}}{X_{1}} + &&= \frac{(mx + n)^{2}}{X_{1}}, +\Tag{(2)}\\ +% +t^{2} - \lambda_{2} + &= \frac{\{x \sqrt{a - \lambda_{2}\alpha} + \sqrt{c - \lambda_{2}\gamma}\}^{2}}{X_{1}} + &&= \frac{(m'x + n')^{2}}{X_{1}}, +\Tag{(2')} +\end{alignat*} +say. Further, since $t^{2} - \lambda$ can vanish for two equal values of~$x$ only if $\lambda$~is +equal to $\lambda_{1}$~or~$\lambda_{2}$, \textit{i.e.}\ when $t$~is a maximum or a minimum, $J$~can differ from +\[ +(mx + n)(m'x + n') +\] +only by a constant factor; and by comparing coefficients and using the +identity +\[ +(\lambda_{1}\alpha - a)(a - \lambda_{2}\alpha) + = \frac{(a\beta - b\alpha)^{2}}{\alpha\gamma - \beta^{2}}, +\] +we find that +\[ +J = \sqrt{\alpha\gamma - \beta^{2}}(mx + n)(m'x + n'). +\Tag{(3)} +\] + +Finally, we can write $\xi x + \eta$ in the form +\[ +A(mx + n) + B(m'x + n'). +\] +%% -----File: 040.png--- +{\small +Using equations \Eq{(1)}, \Eq{(2)}, \Eq{(2')}, and \Eq{(3)}, we find that +\begin{align*} +\int \frac{\xi x + \eta}{X_{1} \sqrt{X}}\, dx &= \int \frac{A(mx + n) + B(m'x + n')}{J} \sqrt{X_{1}}\, dt\\ + &= \frac{A}{\sqrt{\alpha\gamma - \beta^{2}}} \int \frac{dt}{\sqrt{\lambda_{1} - t^{2}}} + \frac{B}{\sqrt{\alpha\gamma - \beta^{2}}} \int \frac{dt}{\sqrt{t^{2} - \lambda_{2}}}, +\end{align*} +and the integral is reduced to a sum of two standard forms. + +This method is very elegant, and has the advantage that the whole work +of transformation is performed in one step. On the other hand it is +somewhat artificial, and it is open to the logical objection that it introduces +the root $\sqrt{X_{1}}$, which, in virtue of Laplace's principle (\hyperlink{3 para 2.}{\textsc{iii}., 2}), cannot really +be involved in the final result\footnotemark.\footnotetext +{The superfluous root may be eliminated from the result by a trivial transformation, +just as $\sqrt{1 + x^{2}}$ may be eliminated from +\[ +\arcsin \frac{x}{\sqrt{1 + x^{2}}} +\] +by writing this function in the form $\arctan x$.}} + +\Paragraph{5}{7.} We may now proceed to consider the general case to which the +theorem of \hyperlink{4 para 2.}{\textsc{iv}., 2} applies. It will be convenient to recall two well-known +definitions in the theory of algebraical plane curves. A curve +of degree $n$ can have at most $\frac{1}{2} (n - 1)(n - 2)$ double points\footnotemark.\footnotetext +{Salmon, \emph{Higher plane curves}, p.~29.} +If the +actual number of double points is $\nu$, then the number +\[ +p = \tfrac{1}{2} (n - 1)(n - 2) - \nu +\] +is called the \emph{deficiency}\footnote{Salmon, \ibid., p.~29. French \emph{genre}, German \emph{Geschlecht}.} of the curve. + +If the coordinates $x$, $y$ of the points on a curve can be expressed +\emph{rationally} in terms of a parameter $t$ by means of equations +\[ +x = R_{1}(t),\quad y = R_{2}(t), +\] +then we shall say that the curve is \emph{unicursal}. In this case we have +seen that we can always evaluate +\[ +\int R(x, y)\, dx +\] +in terms of elementary functions. + +The fundamental theorem in this part of our subject is + +\begin{Result} +`A curve whose deficiency is zero is unicursal, and vice versa'. +\end{Result} + +{\Loosen Suppose first that the curve possesses the maximum number of +double points\footnotemark.\footnotetext + {We suppose in what follows that the singularities of the curve are all ordinary +nodes. The necessary modifications when this is not the case are not difficult to +make. An ordinary multiple point of order~$k$ may be regarded as equivalent to +$\frac{1}{2} k(k - 1)$ ordinary double points. A curve of degree~$n$ which has an ordinary +multiple point of order~$n - 1$, equivalent to $\frac{1}{2} (n - 1)(n - 2)$ ordinary double points, +is therefore unicursal. The theory of higher plane curves abounds in puzzling +particular cases which have to be fitted into the general theory by more or less +obvious conventions, and to give a satisfactory account of a complicated compound +singularity is sometimes by no means easy. In the investigation which follows we +confine ourselves to the simplest case.} +Since +\[ +\tfrac{1}{2} (n - 1)(n - 2) + n - 3 = \tfrac{1}{2} (n - 2)(n + 1) - 1, +\] +%% -----File: 041.png--- +and $\frac{1}{2} (n - 2)(n + 1)$ points are just sufficient to determine a curve of +degree $n - 2$\footnotemark, + \footnotetext{Salmon, \textit{l.c.}, p.~16.} +we can draw, through the $\frac{1}{2} (n - 1)(n - 2)$ double points +and $n - 3$~other points chosen arbitrarily on the curve, a simply infinite +set of curves of degree~$n - 2$, which we may suppose to have the +equation +\[ +g(x, y) + t\,h(x, y) = 0, +\] +where $t$~is a variable parameter and $g = 0$, $h = 0$ are the equations of +two particular members of the set. Any one of these curves meets +the given curve in $n(n - 2)$~points, of which $(n - 1)(n - 2)$ are accounted +for by the $\frac{1}{2} (n - 1)(n - 2)$ double points, and $n - 3$~by the +other $n - 3$ arbitrarily chosen points. These +\[ +(n - 1)(n - 2) + n - 3 = n(n - 2) - 1 +\] +points are independent of~$t$; and so there is but \emph{one} point of intersection +which depends on~$t$. The coordinates of this point are given by +\[ +g(x, y) + t\,h(x, y) = 0,\quad f(x, y) = 0. +\] +The elimination of~$y$ gives an equation of degree $n(n - 2)$ in~$x$, whose +coefficients are polynomials in~$t$; and but one root of this equation +varies with~$t$. The eliminant is therefore divisible by a factor of +degree $n(n - 2) - 1$ which does not contain~$t$. There remains a simple +equation in~$x$ whose coefficients are polynomials in~$t$. Thus the +$x$-coordinate of the variable point is determined as a rational function +of~$t$, and the $y$-coordinate may be similarly determined. + +We may therefore write +\[ +x = R_{1}(t),\quad y = R_{2}(t). +\] +If we reduce these fractions to the same denominator, we express the +coordinates in the form +\[ +x = \frac{\phi_{1}(t)}{\phi_{3}(t)},\quad +y = \frac{\phi_{2}(t)}{\phi_{3}(t)}, +\Tag{(1)} +\] +where $\phi_{1}$,~$\phi_{2}$,~$\phi_{3}$ are polynomials which have no common factor. The +polynomials will in general be of degree~$n$; none of them can be of +%% -----File: 042.png--- +higher degree, and one at least must be actually of that degree, since +an arbitrary straight line +\[ +\lambda x + \mu y + \nu = 0 +\] +must cut the curve in exactly $n$~points\footnotemark. + \footnotetext{See Niewenglowski's \textit{Cours de géométrie analytique}, vol.~2, p.~103. By way of + illustration of the remark concerning particular cases in the footnote~(§) to \hyperlink{5 para 7.}{page~30}, + the reader may consider the example given by Niewenglowski in which + \[ + x = \frac{t^{2}}{t^{2} - 1},\quad + y = \frac{t^{2} + 1}{t^{2} - 1}; + \] + equations which appear to represent the straight line $2x = y + 1$ (part of the line + only, if we consider only real values of~$t$).} + +We can now prove the second part of the theorem. If +\[ +x : y : 1 :: \phi_{1}(t) : \phi_{2}(t) : \phi_{3}(t), +\] +where $\phi_{1}$,~$\phi_{2}$,~$\phi_{3}$ are polynomials of degree~$n$, then the line +\[ +ux + vy + w = 0 +\] +will meet the curve in $n$~points whose parameters are given by +\[ +u\phi_{1}(t) + v\phi_{2}(t) + w\phi_{3}(t) = 0. +\] + +This equation will have a double root~$t_{0}$ if +\begin{align*} + u\phi_{1}(t_{0}) + v\phi_{2}(t_{0}) + w\phi_{3}(t_{0}) &= 0,\\ + u\phi_{1}'(t_{0}) + v\phi_{2}'(t_{0}) + w\phi_{3}'(t_{0}) &= 0. +\end{align*} +Hence the equation of the tangent at the point~$t_{0}$ is +\[ +\begin{vmatrix} + x & y & 1\\ + \phi_{1}(t_{0}) & \phi_{2}(t_{0}) & \phi_{3}(t_{0})\\ + \phi_{1}'(t_{0})& \phi_{2}'(t_{0})& \phi_{3}'(t_{0}) +\end{vmatrix} += 0. +\Tag{(2)} +\] + +If $(x, y)$~is a fixed point, then the equation~\Eq{(2)} may be regarded as +an equation to determine the parameters of the points of contact +of the tangents from~$(x, y)$. Now +\[ +\phi_{2}(t_{0})\phi_{3}'(t_{0}) - \phi_{2}'(t_{0})\phi_{3}(t_{0}) +\] +is of degree $2n - 2$ in~$t_{0}$, the coefficient of~$t_{0}^{2n-1}$ obviously vanishing. +Hence in general the number of tangents which can be drawn to a +unicursal curve from a fixed point (the \emph{class} of the curve) is~$2n - 2$. +But the class of a curve whose only singular points are $\delta$~nodes is +known\footnote + {Salmon, \textit{l.c.}, p.~54.} +to be $n(n - 1) - 2\delta$. Hence the number of nodes is +\[ +\tfrac{1}{2} \{n(n - 1) - (2n - 2)\} = \tfrac{1}{2} (n - 1)(n - 2). +\] + +It is perhaps worth pointing out how the proof which precedes requires +modification if some only of the singular points are nodes and the rest +ordinary cusps. The first part of the proof remains unaltered. The equation~\Eq(2) +%% -----File: 043.png--- +must now be regarded as giving the values of~$t$ which correspond to +(\ia)~points at which the tangent passes through~$(x, y)$ and (\ib)~cusps, since any +line through a cusp `cuts the curve in two coincident points'\footnotemark. + \footnotetext{This means of course that the equation obtained by substituting for $x$~and~$y$, + in the equation of the line, their parametric expressions in terms of~$t$, has a + repeated root. This property is possessed by the tangent at an ordinary point and + by any line through a cusp, but not by any line through a node except the two + tangents.} +We have +therefore +\[ +2n - 2 = m + \kappa, +\] +where $m$~is the class of the curve. But +\[ +m = n(n - 1) - 2\delta - 3\kappa,\footnotemark +\] +\footnotetext{Salmon, \textit{l.c.}, p.~65.}% +and so +\[ +\delta + \kappa = \tfrac{1}{2}(n - 1)(n - 2).\footnotemark +\] +\footnotetext{I owe this remark to Mr~A.~B. Mayne. Dr~Bromwich has however pointed + out to me that substantially the same argument is given by Mr~W.~A. Houston, `Note + on unicursal plane curves', \textit{Messenger of mathematics}, vol.~28, 1899, pp.~187--189.}% + + +\Paragraph{5}{8.} \Item{(i)} The preceding argument fails if $n < 3$, but we have already +seen that all conics are unicursal. The case next in importance is +that of a cubic with a double point. If the double point is not at +infinity we can, by a change of origin, reduce the equation of the +curve to the form +\[ +(ax + by)(cx + dy) = px^{3} + 3qx^{2}y + 3rxy^{2} + sy^{3}; +\] +and, by considering the intersections of the curve with the line +$y = tx$, we find +\[ +x = \frac{(a + bt)(c + dt)}{p + 3qt + 3rt^{2} + st^{3}},\quad +y = \frac{t(a + bt)(c + dt)}{p + 3qt + 3rt^{2} + st^{3}}. +\] + +If the double point is at infinity, the equation of the curve is of the +form +\[ +(\alpha x + \beta y)^{2}(\gamma x + \delta y) + \epsilon x + \zeta y + \theta = 0, +\] +the curve having a pair of parallel asymptotes; and, by considering +the intersection of the curve with the line $\alpha x + \beta y = t$, we find +\[ +x = -\frac{\delta t^{3} + \zeta t + \beta\theta} + {(\beta\gamma - \alpha\delta)t^{2} + \epsilon\beta - \alpha\zeta},\quad +y = \frac{\gamma t^{3} + \epsilon t + \alpha\theta} + {(\beta\gamma - \alpha\delta)\DPtypo{t^{3}}{t^{2}} + \epsilon\beta - \alpha\zeta}. +\] + +\Item{(ii)} The case next in complexity is that of a quartic with three double +points. + +\Item{(\ia)} The lemniscate +\[ +(x^{2} + y^{2})^{2} = a^{2}(x^{2} - y^{2}) +\] +has three double points, the origin and the circular points at infinity. The +circle +\[ +x^{2} + y^{2} = t(x - y) +\] +%% -----File: 044.png--- +passes through these points and one other fixed point at the origin, as it +touches the curve there. Solving, we find +\[ +x = \frac{a^{2}t(t^{2} + a^{2})}{t^{4} + a^{4}},\quad +y = \frac{a^{2}t(t^{2} - a^{2})}{t^{4} + a^{4}}. +\] + +\Item{(\ib)} The curve +\[ +2ay^{3} - 3a^{2}y^{2} = x^{4} - 2a^{2}x^{2} +\] +has the double points $(0, 0)$, $(a, a)$, $(-a, a)$. Using the auxiliary conic +\[ +x^{2} - ay = tx(y - a), +\] +we find +\[ +x = \frac{a}{t^{3}}(2 - 3t^{2}),\quad +y = \frac{a}{2t^{4}}(2 - 3t^{2})(2 - t^{2}). +\] + +\Item{(iii)} \Item{(\ia)} The curve +\[ +y^{n} = x^{n} + ax^{n-1} +\] +has a multiple point of order~$n - 1$ at the origin, and is therefore unicursal. +In this case it is sufficient to consider the intersection of the curve with the +line $y = tx$. This may be harmonised with the general theory by regarding +the curve +\[ +y^{n-3}(y - tx) = 0, +\] +as passing through each of the $\frac{1}{2} (n - 1)(n - 2)$ double points collected at the +origin and through $n - 3$~other fixed points collected at the point +\[ +x = -a,\quad y = 0. +\] + +The curves +\begin{align*} +y^{n} &= x^{n} + ax^{n-1}, +\Tag{(1)} \\ +y^{n} &= 1 + az, +\Tag{(2)} +\end{align*} +are projectively equivalent, as appears on rendering their equations homogeneous +by the introduction of variables $z$ in~\Eq{(1)} and $x$ in~\Eq{(2)}. We conclude +that \Eq{(2)}~is unicursal, having the maximum number of double points at +infinity. In fact we may put +\[ +y = t,\quad az = t^{n} - 1. +\] +The integral +\[ +\int R\{z, \sqrt[n]{1 + az}\}\,dz +\] +is accordingly an elementary function. + +\Item{(\ib)} The curve +\[ +y^{m} = A(x - a)^{\mu} (x - b)^{\nu} +\] +is unicursal if and only if either (i)~$\mu = 0$ or (ii)~$\nu = 0$ or (iii)~$\mu + \nu = m$. +Hence the integral +\[ +\int R\{x, (x - a)^{\mu/m} (x - b)^{\nu/n}\}\,dx +\] +is an elementary function, for all forms of~$R$, in these three cases only; of +course it is integrable for special forms of~$R$ in other cases\footnotemark. + \footnotetext{See Ptaszycki, `Extrait d'une lettre adressée à M.~Hermite', \textit{Bulletin des + sciences mathématiques}, ser.~2, vol.~12, 1888, pp.~262--270: Appell and Goursat, + \textit{Théorie des fonctions algébriques}, p.~245.} +%% -----File: 045.png--- + +\Paragraph{5}{9.} There is a similar theory connected with unicursal curves +in space of any number of dimensions. Consider for example the +integral +\[ +\int R\{x, \sqrt{ax + b}, \sqrt{cx + d}\}\,dx. +\] +A linear substitution $\DPtypo{x}{y} = lx + m$ reduces this integral to the form +\[ +\int R_{1}\{y, \sqrt{y + 2}, \sqrt{y - 2}\}\,dy; +\] +and this integral can be rationalised by putting +\[ +y = t^{2} + \frac{1}{t^{2}},\quad +\sqrt{y + 2} = t + \frac{1}{t},\quad +\sqrt{y - 2} = t - \frac{1}{t}. +\] + +The curve whose Cartesian coordinates $\xi$,~$\eta$,~$\zeta$ are given by +\[ +\xi : \eta : \zeta : 1 :: t^{4} + 1 : t(t^{2} + 1) : t(t^{2} - 1) : t^{2}, +\] +is a unicursal twisted quartic, the intersection of the parabolic cylinders +\[ +\xi = \eta^{2} - 2,\quad +\xi = \zeta^{2} + 2. +\] + +It is easy to deduce that the integral +\[ +\int R\left\{x, \sqrt{\frac{ax + b}{mx + n}}, \sqrt{\frac{cx + d}{mx + n}}\right\} dx +\] +is always an elementary function. + +\Paragraph{5}{10.} When the deficiency of the curve $f(x, y) = 0$ is not zero, the +integral +\[ +\int R(x, y)\,dx +\] +is in general not an elementary function; and the consideration of +such integrals has consequently introduced a whole series of classes of +new transcendents into analysis. The simplest case is that in which +the deficiency is unity: in this case, as we shall see later on, the +integrals are expressible in terms of elementary functions and certain +new transcendents known as elliptic integrals. When the deficiency +rises above unity the integration necessitates the introduction of new +transcendents of growing complexity. + +But there are infinitely many particular cases in which integrals, +associated with curves whose deficiency is unity or greater than unity, +%% -----File: 046.png--- +can be expressed in terms of elementary functions, or are even +algebraical themselves. For instance the deficiency of +\[ +y^{2} = 1 + x^{3} +\] +is unity. But +\begin{gather*} +\int\frac{x + 1}{x - 2}\, \frac{dx}{\sqrt{1 + x^{3}}} + = 3\log\frac{(1 + x)^{2} - 3\sqrt{1 + x^{3}}} + {(1 + x)^{2} + 3\sqrt{1 + x^{3}}},\\ +% +\int\frac{2 - x^{3}}{1 + x^{3}}\, \frac{dx}{\sqrt{1 + x^{3}}} + = \frac{2x}{\sqrt{1 + x^{3}}}. +\end{gather*} +And, before we say anything concerning the new transcendents to +which integrals of this class in general give rise, we shall consider what +has been done in the way of formulating rules to enable us to identify +such cases and to assign the form of the integral when it is an +elementary function. It will be as well to say at once that this +problem has not been solved completely. + +\Paragraph{5}{11.} The first general theorem of this character deals with the +case in which the integral is algebraical, and asserts that \begin{Result}if +\[ +u = \int y\, dx +\] +is an algebraical function of~$x$, then it is a rational function of~$x$~and~$y$. +\end{Result} + +Our proof will be based on the following lemmas. + +\begin{Result} +\Item{(1)} If $f(x, y)$ and~$g(x, y)$ are polynomials, and there is no factor +common to all the coefficients of the various powers of~$y$ in~$g(x, y)$; and +\[ +f(x, y) = g(x, y)h(x), +\] +where $h(x)$~is a rational function of~$x$; then $h(x)$~is a polynomial. +\end{Result} + +Let $h = P/Q$, where $P$~and~$Q$ are polynomials without a common +factor. Then +\[ +fQ = gP. +\] +If $x - a$~is a factor of~$Q$, then +\[ +g(a, y) = 0 +\] +for all values of~$y$; and so all the coefficients of powers of~$y$ in~$g(x, y)$ +are divisible by~$x - a$, which is contrary to our hypotheses. Hence +$Q$~is a constant and $h$~a polynomial. + +\begin{Result} +\Item{(2)} Suppose that $f(x, y)$~is an irreducible polynomial, and that +$y_{1}$, $y_{2}$,~\dots, $y_{n}$ are the roots of +\[ +f(x, y) = 0 +\] +%% -----File: 047.png--- +in a certain domain~$D$. Suppose further that $\phi(x, y)$~is another +polynomial, and that +\[ +\phi(x, y_{1}) = 0. +\] +Then +\[ +\phi(x, y_{s}) = 0, +\] +where $y_{s}$~is any one of the roots of~\Eq{(1)}; and +\[ +\phi(x, y) = f(x, y) \psi(x, y), +\] +where $\psi(x, y)$ also is a polynomial in $x$~and~$y$. +\end{Result} + +Let us determine the highest common factor~$\varpi$ of $f$~and~$\phi$, considered +as polynomials in~$y$, by the ordinary process for the determination +of the highest common factor of two polynomials. This +process depends only on a series of algebraical divisions, and so $\varpi$~is a +polynomial in~$y$ with coefficients rational in~$x$. We have therefore +\begin{gather*} +\varpi(x, y) = \omega(x, y) \lambda(x), +\Tag{(1)}\\ +f(x, y) = \omega(x, y) p(x, y) \mu(x) = g(x, y) \mu(x), +\Tag{(2)}\\ +\phi(x, y) = \omega(x, y) q(x, y) \nu(x) = h(x, y) \nu(x), +\Tag{(3)} +\end{gather*} +where $\omega$, $p$,~$q$,~$g$, and~$h$ are polynomials and $\lambda$,~$\mu$, and~$\nu$ rational +functions; and evidently we may suppose that neither in~$g$ nor in~$h$ +have the coefficients of all powers of~$y$ a common factor. Hence, by +Lemma~(1), $\mu$~and~$\nu$ are polynomials. But $f$~is irreducible, and therefore +$\mu$ and either $\omega$~or~$p$ must be constants. If $\omega$~were a constant, +$\varpi$~would be a function of $x$~only. But this is impossible. For we can +determine polynomials $L$,~$M$ in~$y$, with coefficients rational in~$x$, such +that +\[ +Lf + M\phi = \varpi, +\Tag{(4)} +\] +and the left-hand side of~\Eq{(4)} vanishes when we write $y_{1}$ for~$y$. Hence +$p$~is a constant, and so $\omega$~is a constant multiple of~$f$. The truth of +the lemma now follows from~\Eq{(3)}. + +It follows from Lemma~(2) that \begin{Result}$y$~cannot satisfy any equation of +degree less than~$n$ whose coefficients are polynomials in~$x$. +\end{Result} + +\begin{Result} +\Item{(3)} If $y$~is an algebraical function of~$x$, defined by an equation +\[ +f(x, y) = 0 +\Tag{(1)} +\] +of degree~$n$, then any rational function $R(x, y)$ of $x$~and~$y$ can be +expressed in the form +\[ +R(x, y) = R_{0} + R_{1}y + \dots + R_{n-1}y^{n-1}, +\Tag{(2)} +\] +where $R_{0}$, $R_{1}$,~\dots, $R_{n-1}$ are rational functions of~$x$. +\end{Result} +%% -----File: 048.png--- + +The function~$y$ is one of the $n$~roots of~\Eq{(1)}. Let $y$, $y'$, $y''$,~\dots\ be the +complete system of roots. Then +\begin{align*} +R(x, y) &= \frac{P(x, y)}{Q(x, y)}\\ + &= \frac{P(x, y) Q(x, y') Q(x, y'')\dots} + {Q(x, y) Q(x, y') Q(x, y'')\dots}, +\Tag{(3)} +\end{align*} +where $P$~and~$Q$ are polynomials. The denominator is a polynomial in~$x$ +whose coefficients are symmetric polynomials in $y$, $y'$, $y''$,~\dots, and is +therefore, by \hyperlink{2 para 3.}{\textsc{ii.},~§3,~(i)}, a rational function of~$x$. On the other hand +\[ +Q(x, y') Q(x, y'')\dots +\] +is a polynomial in~$x$ whose coefficients are symmetric polynomials +in $y'$, $y''$,~\dots, and therefore, by \hyperlink{2 para 3.}{\textsc{ii.},~§3,~(ii)}, polynomials in~$y$ with +coefficients rational in~$x$. Thus the numerator of~\Eq{(3)} is a polynomial +in~$y$ with coefficients rational in~$x$. + +It follows that $R (x, y)$~is a polynomial in~$y$ with coefficients rational +in~$x$. From this polynomial we can eliminate, by means of~\Eq{(1)}, all +powers of~$y$ as high as or higher than the~$n$th. Hence $R(x, y)$~is of +the form prescribed by the lemma. + +\Paragraph{5}{12.} We proceed now to the proof of our main theorem. We have +\[ +\int y\,dx = u +\] +where $u$~is algebraical. Let +\[ +f(x, y) = 0,\quad \psi(x, u) = 0 +\Tag{(1)} +\] +be the irreducible equations satisfied by $y$~and~$u$, and let us suppose +that they are of degrees $n$~and~$m$ respectively. The first stage in the +proof consists in showing that +\[ +m = n. +\] +It will be convenient now to write $y_{1}$,~$u_{1}$ for $y$,~$u$, and to denote by +\[ +y_{1},\ y_{2},\ \dots,\ y_{n},\quad +u_{1},\ u_{2},\ \dots,\ u_{m}, +\] +the complete systems of roots of the equations~\Eq{(1)}. + +We have +\[ +\psi(x, u_{1}) = 0, +\] +and so +\[ +\chi_{1} + = \frac{\dd\psi}{\dd x} + \frac{\dd\psi}{\dd u_{1}}\, \frac{du_{1}}{dx} + = \frac{\dd\psi}{\dd x} + y_{1} \frac{\dd\psi}{\dd u_{1}} = 0. +\] +Now let +\[ +\Omega(x, u_{1}) + = \prod_{r=1}^{n} \left(\frac{\dd\psi}{\dd x} + y_{r} \frac{\dd\psi}{\dd u_{1}}\right). +\] +Then $\Omega$~is a polynomial in~$u_{1}$, with coefficients symmetric in $y_{1}$, $y_{2}$,~\dots, $y_{n}$ +and therefore rational in~$x$. +%% -----File: 049.png--- + +The equations $\psi = 0$ and $\Omega = 0$ have a root~$u_{1}$ in common, and the +first equation is irreducible. It follows, by Lemma~(2) of~\hyperlink{5 para 11.}{§11}, that +\[ +\Omega(x, u_{s}) = 0 +\] +for $s = 1$, $2$,~\dots, $m$.\footnote + {If $p(x)$~is the least common multiple of the denominators of the coefficients + of powers of~$u$ in~$\Omega$, then + \[ + \Omega(x, u) p(x) = \chi(x, u), + \] + where $\chi$~is a polynomial. Applying Lemma~(2), we see that $\chi(x, u_{s}) = 0$, and so + \[ + \Omega(x, u_{s}) = 0. + \]} +And from this it follows that, when $s$~is given, +we have +\[ +\frac{\dd \psi}{\dd x} + y_{r} \frac{\dd \psi}{\dd u_{s}} +\Tag{(2)} +\] +for some value of the suffix~$r$. + +But we have also +\[ +\frac{\dd \psi}{\dd x} + \frac{\dd \psi}{\dd u_{s}}\, \frac{du_{s}}{dx} = 0; +\Tag{(3)} +\] +and from \Eq{(2)}~and~\Eq{(3)} it follows\footnote + {It is impossible that $\psi$~and~$\dfrac{\dd \psi}{\dd u}$ should both vanish for $u = u_{s}$, since $\psi$~is + irreducible.} +that +\[ +\frac{du_{s}}{dx} = y_{r}, +\Tag{(4)} +\] +\textit{i.e.}\ that \emph{every~$u$ is the integral of some~$y$.} + +In the same way we can show that \emph{every~$y$ is the derivative of some~$u$.} +Let +\[ +\omega(x, y_{1}) + = \prod_{s=1}^{m}\left( + \frac{\dd \psi}{\dd x} + y_{1}\frac{\dd \psi}{\dd u_{s}} + \right). +\] +Then $\omega$~is a polynomial in~$y_{1}$, with coefficients symmetric in $u_{1}$, $u_{2}$,~\dots, $u_{m}$ +and therefore rational in~$x$. The equations $f = 0$ and $\omega = 0$ have a +root~$y_{1}$ in common, and so +\[ +\omega(x, y_{r}) = 0 +\] +for $r = 1$, $2$,~\dots, $n$. From this we deduce that, when $r$~is given, \Eq{(2)}~must +be true for some value of~$s$, and so that the same is true of~\Eq{(4)}. + +Now it is impossible that, in~\Eq{(4)}, two different values of~$s$ should +correspond to the same value of~$r$. For this would involve +\[ +u_{s} - u_{t} = c +\] +where $s \neq t$ and $c$~is a constant. Hence we should have +\[ +\psi(x, u_{s}) = 0,\quad +\psi(x, u_{s} - c) = 0. +\] +%% -----File: 050.png--- +Subtracting these equations, we should obtain an equation of degree +$m - 1$ in~$u_{s}$, with coefficients which are polynomials in~$x$; and this is +impossible. In the same way we can prove that two different values of~$r$ +cannot correspond to the same value of~$s$. + +The equation~\Eq{(4)} therefore establishes a one-one correspondence +between the values of $r$~and~$s$. It follows that +\[ +m = n. +\] +It is moreover evident that, by arranging the suffixes properly, we can +make +\[ +\frac{du_{r}}{dx} = y_{r} +\Tag{(5)} +\] +for $r = 1$, $2$,~\dots, $n$. + +\Paragraph{5}{13.} We have +\[ +y_{r} = \frac{du_{r}}{dx} + = - \frac{\dd \psi}{\dd x} \bigg/ \frac{\dd \psi}{\dd u_{r}} + = R(x, u_{r}), +\] +where $R$~is a rational function which may, in virtue of Lemma~(3) of~\hyperlink{5 para 11.}{§~11}, +be expressed as a polynomial of degree $n - 1$ in~$u_{r}$, with coefficients +rational in~$x$. + +The product +\[ +\prod_{s \neq r} (z - y_{s}) +\] +is a polynomial of degree $n - 1$ in~$z$, with coefficients which are symmetric +polynomials in $y_{1}$, $y_{2}$,~\dots, $y_{r-1}$, $y_{r+1}$,~\dots,~$y_{n}$ and therefore, +by \hyperlink{2 para 3.}{\textsc{ii.},~§3,~(ii)}, polynomials in~$y_{r}$ with coefficients rational in~$x$. +Replacing $y_{r}$ by its expression as a polynomial in~$u_{r}$ obtained above, +and eliminating $u_{r}^{n}$ and all higher powers of~$u_{r}$, we obtain an equation +\[ +\prod_{s \neq r} (z - y_{s}) + = \sum_{j=0}^{n-1} \sum_{k=0}^{n-1} S_{j,k}(x) z^{j} u_{r}^{k}, +\] +where the $S$'s are rational functions of~$x$ which are, from the method +of their formation, independent of the particular value of~$r$ selected. +We may therefore write +\[ +\prod_{s \neq r} (z - y_{s}) = P(x, z, u_{r}), +\] +where $P$~is a polynomial in $z$~and~$u_{r}$ with coefficients rational in~$x$. It +is evident that +\[ +P(x, y_{s}, u_{r}) = 0 +\] +for every value of $s$ other than~$r$. In particular +\[ +P(x, y_{1}, u_{r}) = 0\qquad +(r = 2,\ 3,\ \dots,\DPtypo{}{\ n).} +\] +%% -----File: 051.png--- + +It follows that the $n-1$~roots of the equation in~$u$ +\[ +P(x, y_{1}, u) = 0 +\] +are $u_{2}$, $u_{3}$,~\dots, $u_{n}$. We have therefore +\begin{align*} +P(x, y_{1}, u) + &= T_{0}(x, y_{1}) \prod_{2}^{n} (u - u_{r})\\ + &= T_{0}(x, y_{1}) \{u^{n-1} - u^{n-2}(u_{2} + u_{3} + \dots + u_{n}) + \dots\}\\ + &= T_{0}(x, y_{1}) \left[u^{n-1} + u^{n-2}\left\{u_{1} + \frac{B_{1}(x)}{B_{0}(x)}\right\} + \dots\right], +\end{align*} +where $T_{0}(x, y_{1})$ is the coefficient of~$u^{n-1}$ in~$P$, and $B_{0}(x)$ and~$B_{1}(x)$ +are the coefficients of $u^{n}$~and~$u^{n-1}$ in~$\psi$. Equating the coefficients of~$u^{n-2}$ +on the two sides of this equation, we obtain +\[ +u_{1} + \frac{B_{1}(x)}{B_{0}(x)} = \frac{T_{1}(x, y_{1})}{T_{0}(x, y_{1})}, +\] +where $T_{1}(x, y_{1})$~is the coefficient of~$u^{n-2}$ in~$P$. Thus the theorem is +proved. + +\Paragraph{5}{14.} We can now apply Lemma~(3) of §11; and we arrive at the +final conclusion that \begin{Result}if +\[ +\int y\,dx +\] +is algebraical then it can be expressed in the form +\[ +R_{0} + R_{1}y + \dots + R_{n-1}y^{n-1}, +\] +where $R_{0}$, $R_{1}$,~\dots\ are rational functions of~$x$. +\end{Result} + +The most important case is that in which +\[ +y = \sqrt[n]{R(x)}, +\] +where $R(x)$~is rational. In this case +\begin{align*} +y^{n} &= R(x), +\Tag{(1)}\\ +\frac{dy}{dx} &= \frac{R'(x)}{ny^{n-1}}. +\Tag{(2)} +\end{align*} + +But +\begin{multline*} +y = R_{0}' + R_{1}'y + \dots + R_{n-1}'y^{n-1} \\ + + \{R_{1} + 2R_{2}y + \dots + (n - 1)R_{n-1}y^{n-2}\}\, \frac{dy}{dx}. +\Tag{(3)} +\end{multline*} +Eliminating $\dfrac{dy}{dx}$ between these equations, we obtain an equation +\[ +\varpi(x, y) = 0, +\Tag{(4)} +\] +where $\varpi(x, y)$~is a polynomial. It follows from Lemma~(2) of §11 +that this equation must be satisfied by all the roots of~\Eq{(1)}. Thus~\Eq{(4)} +is still true if we replace~$y$ by any other root~$y'$ of~\Eq{(1)}; and as +%% -----File: 052.png--- +\Eq{(2)}~is still true when we effect this substitution, it follows that \Eq{(3)}~is +also still true. Integrating, we see that the equation +\[ +\int y\,dx = R_{0} + R_{1}y + \dots + R_{n-1}y^{n-1} +\] +is true when $y$~is replaced by~$y'$. We may therefore replace~$y$ by~$\omega y$, +$\omega$~being any primitive $n$th~root of unity. Making this substitution, +and multiplying by~$\omega^{n-1}$, we obtain +\[ +\int y\,dx = \omega^{n-1}R_{0} + R_{1}y + \omega R_{2}y + \dots + \omega^{n-2}R_{n-1}y^{n-1}; +\] +and on adding the $n$~equations of this type we obtain +\[ +\int y\,dx = R_{1}y. +\] +Thus in this case the functions $R_{0}$, $R_{2}$,~\dots, $R_{n-1}$ all disappear. + +It has been shown by Liouville\footnote + {`Premier mémoire sur la détermination des intégrales dont la valeur est + algébrique', \textit{Journal de l'École Polytechnique}, vol.~14, cahier~22, 1833, pp.~124--148; + `Second mémoire\dots', \ibid., pp.~149--193.} +that the preceding results enable +us to obtain in all cases, by a finite number of elementary algebraical +operations, a solution of the problem `\emph{to determine whether $\int y\,dx$ is +algebraical, and to find the integral when it is algebraical}'. + +{\small \Paragraph{5}{15.} It would take too long to attempt to trace in detail the steps of the +general argument. We shall confine ourselves to a solution of a particular +problem which will give a sufficient illustration of the general nature of the +arguments which must be employed. + +We shall determine under what circumstances the integral +\[ +\int \frac{dx}{(x - p) \sqrt{ax^{2} + 2bx + c}} +\] +is algebraical. This question might of course be answered by actually +evaluating the integral in the general case and finding when the integral +function reduces to an algebraical function. We are now, however, in a +position to answer it without any such integration. + +We shall suppose first that $ax^{2} + 2bx + c$ is not a perfect square. In this +case +\[ +y = \frac{1}{\sqrt{X}}, +\] +where +\[ +X = (x - p)^{2} (ax^{2} + 2bx + c), +\] +and if $\int y\,dx$ is algebraical it must be of the form +\[ +\frac{R(x)}{\sqrt{X}}. +\] +Hence +\[ +y = \frac{d}{dx}\left(\frac{R}{\sqrt{X}}\right), +\] +or +\[ +2X = 2XR' - RX'. +\] +%% -----File: 053.png--- + +We can now show that $R$~is a polynomial in~$x$. For if $R = U/V$, where $U$ +and~$V$ are polynomials, then~$V$, if not a mere constant, must contain a factor +\[ +(x - \alpha)^{\mu}\qquad (\mu > 0), +\] +and we can put +\[ +R = \frac{U}{W(x - \alpha)^{\mu}}, +\] +where $U$~and~$W$ do not contain the factor~$x - \alpha$. Substituting this expression +for~$R$, and reducing, we obtain +\[ +\frac{2\mu UWX}{x - \alpha} + = 2U'WX - 2UW'X - UWX' - 2W^{2}X (x - \alpha)^{\mu}. +\] +Hence $X$~must be divisible by~$x - \alpha$. Suppose then that +\[ +X = (x - \alpha)^{k} Y, +\] +where $Y$~is prime to~$x - \alpha$. Substituting in the equation last obtained we +deduce +\[ +\frac{(2\mu + k)UWY}{x - \alpha} + = 2U'WY - 2UW'Y - UWY' - 2W^{2}Y (x - \alpha)^{\mu}, +\] +which is obviously impossible, since neither $U$,~$W$, nor~$Y$ is divisible by~$x - \alpha$. +Thus $V$~must be a constant. Hence +\[ +\int \frac{dx}{(x - p) \sqrt{ax^{2} + 2bx + c}} + = \frac{U(x)}{(x - p) \sqrt{ax^{2} + 2bx + c}}, +\] +where $U(x)$~is a polynomial. + +Differentiating and clearing of radicals we obtain +\[ +\{(x - p) (U' - 1) - U\} (ax^{2} + 2bx + c) = U(x - p)(ax + b). +\] +Suppose that the first term in~$U$ is~$Ax^{m}$. Equating the coefficients of~$x^{m+2}$, +we find at once that $m = 2$. We may therefore take +\[ +U = Ax^{2} + 2Bx + C, +\] +so that +\begin{multline*} +\{(x - p) (2Ax + 2B - 1) - Ax^{2} - 2Bx - C\} (ax^{2} + 2bx + c) \\ + = (x - p) (ax + b) (Ax^{2} + 2Bx + C). +\Tag{(1)} +\end{multline*} + +From~\Eq{(1)} it follows that +\[ +(x - p) (ax + b) (Ax^{2} + 2Bx + C) +\] +is divisible by $ax^{2} + 2bx + c$. But $ax + b$~is not a factor of $ax^{2} + 2bx + c$, as +the latter is not a perfect square. Hence either (i)~$ax^{2} + 2bx + c$ and +$Ax^{2} + 2Bx + C$ differ only by a constant factor or (ii)~the two quadratics have +one and only one factor in common, and $x - p$~is also a factor of $ax^{2} + 2bx + c$. +In the latter case we may write +\[ +ax^{2} + 2bx + c = a(x - p) (x - q),\quad +Ax^{2} + 2Bx + C = A(x - q) (x - r), +\] +where $p \neq q$, $p \neq r$. It then follows from~\Eq{(1)} that +\[ +a(x - p) (2Ax + 2B - 1) - aA(x - q) (x - r) = A(ax + b) (x - r). +\] +Hence $2Ax + 2B - 1$ is divisible by~$x - r$. Dividing by~$aA(x - r)$ we obtain +\[ +2(x - p) - (x - q) = x + \frac{b}{a} = x - \tfrac{1}{2}(p + q), +\] +and so $p = q$, which is untrue. +%% -----File: 054.png--- + +Hence case~(ii) is impossible, and so $ax^{2} + 2bx + c$ and $Ax^{2} + 2Bx + C$ differ +only by a constant factor. It then follows from~\Eq{(1)} that $x - p$~is a factor +of $ax^{2} + 2bx + c$; and the result becomes +\[ +\int \frac{dx}{(x - p) \sqrt{ax^{2} + 2bx + c}} + = K\frac{\sqrt{ax^{2} + 2bx + c}}{x - p}, +\] +where $K$~is a constant. It is easily verified that this equation is actually +true when $ap^{2} + 2bp + c = 0$, and that +\[ +K = \frac{1}{\sqrt{b^{2} - ac}}. +\] +The formula is equivalent to +\[ +\int \frac{dx}{(x - p) \sqrt{(x - p)(x - q)}} + = \frac{2}{q - p} \sqrt{\frac{x - q}{x - p}}. +\] + +There remains for consideration the case in which $ax^{2} + 2bx + c$ is a +perfect square, say $a(x - q)^{2}$. Then +\[ +\int \frac{dx}{(x - p)(x - q)} +\] +must be rational, and so $p = q$. + +As a further example, the reader may verify that if +\[ +y^{3} - 3y + 2x = 0 +\] +then +\[ +\int y\,dx = \frac{3}{8} (2xy - y^{2}).\footnotemark +\] + \footnotetext{Raffy, `Sur les quadratures algébriques et logarithmiques', \textit{Annales de l'École + Normale}, ser.~3, vol.~2, 1885, pp.~185--206.}}% + +\Paragraph{5}{16.} The theorem of §11 enables us to complete the proof of the +two fundamental theorems stated without proof in~\hyperlink{2 para 5.}{\textsc{ii.},~§5}, viz.\ + +\Item{(\ia)} $e^{x}$ is not an algebraical function of~$x$, + +\Item{(\ib)} $\log x$ is not an algebraical function of~$x$. + +We shall prove~(\ib) as a special case of a more general theorem, viz.\ +`\emph{no sum of the form +\[ +A \log(x - \alpha) + B \log(x - \beta) + \dots, +\] +in which the coefficients $A$,~$B$,~\dots\ are not all zero, can be an algebraical +function of~$x$}'. To prove this we have only to observe that the sum +in question is the integral of a rational function of~$x$. If then it is +algebraical it must, by the theorem of~§11, be rational, and this we +have already seen to be impossible~(\hyperlink{4 para 2.}{\textsc{iv.},~2}). + +That $e^{x}$~is not algebraical now follows at once from the fact that it +is the inverse function of~$\log x$. + +\Paragraph{5}{17.} The general theorem of~§11 gives the first step in the rigid +proof of `Laplace's principle' stated in~\hyperlink{3 para 2.}{\textsc{iii.},~§2}. On account of the +immense importance of this principle we repeat Laplace's words: +%% -----File: 055.png--- +`\textit{l'intégrale d'une fonction différentielle ne peut contenir d'autres quantités +\DPtypo{radicaux}{radicales} que celles qui entrent dans cette fonction}'. This general +principle, combined with arguments similar to those used above~(\hyperlink{5 para 15.}{§15}) in +a particular case, enables us to prove without difficulty that a great +many integrals cannot be algebraical, notably the standard elliptic +integrals +\[ +\int \frac{dx}{\sqrt{(1 - x^{2}) (1 - k^{2}x^{2})}},\quad +\int \sqrt{\frac{1 - x^{2}}{1 - k^{2}x^{2}}}\, dx,\quad +\int \frac{dx}{\sqrt{4x^{3} - g_{2}x - g_{3}}} +\] +which give rise by inversion to the elliptic functions. + +\Paragraph{5}{18.} We must now consider in a very summary manner the more +difficult question of the nature of those integrals of algebraical functions +which are expressible in finite terms by means of the elementary +transcendental functions. In the first place \emph{no integral of any algebraical +function can contain any exponential}. Of this theorem it is, as +we remarked before, easy to become convinced by a little reflection, +as doubtless did Laplace, who certainly possessed no rigorous proof. +The reader will find little difficulty in coming to the conclusion that +exponentials cannot be eliminated from an elementary function by +differentiation. But we would strongly recommend him to study the +exceedingly beautiful and ingenious proof of this proposition given by +Liouville\footnotemark. + \footnotetext{`Mémoire sur les transcendantes elliptiques considérées comme fonctions de + leur amplitude', \textit{Journal de l'École Polytechnique}, vol.~14, cahier~23, 1834, + pp.~37--83. The proof may also be found in Bertrand's \textit{Calcul intégral}, p.~99.}% +We have unfortunately no space to insert it here. + +{\small It is instructive to consider particular cases of this theorem. Suppose for +example that $\int y\,dx$, where $y$~is algebraical, were a polynomial in $x$~and~$e^{x}$, say +\[ +\sum \sum a_{m, n}x^{m}e^{nx}. +\Tag{(1)} +\] +When this expression is differentiated, $e^{x}$~must disappear from it: otherwise +we should have an algebraical relation between $x$~and~$e^{x}$. Expressing the conditions +that the coefficient of every power of~$e^{x}$ in the differential coefficient +of~\Eq{(1)} vanishes identically, we find that the same must be true of~\Eq{(1)}, so that +after all the integral does not really contain~$e^{x}$. Liouville's proof is in reality +a development of this idea.} + +The integral of an algebraical function, if expressible in terms +of elementary functions, can therefore only contain algebraical or +logarithmic functions. The next step is to show that the logarithms +must be simple logarithms of algebraical functions and can only +enter linearly, so that the general integral must be of the type +\[ +\int y\,dx = u + A \log v + B \log w + \dots, +\] +%% -----File: 056.png--- +where $A$,~$B$,~\dots\ are constants and $u$,~$v$, $w$,~\dots\ algebraical functions. +Only when the logarithms occur in this simple form will differentiation +eliminate them. + +Lastly it can be shown by arguments similar to those of \hyperlink{5 para 11.}{§§11--14} +that $u$,~$v$, $w$,~\dots\ are rational functions of $x$~and~$y$. Thus $\int y\,dx$, if +an elementary function, is \emph{the sum of a rational function of~$x$ and~$y$ +and of certain constant multiples of logarithms of such functions}. +We can suppose that no two of $A$,~$B$,~\dots\ are commensurable, or indeed, +more generally, that no linear relation +\[ +A\alpha + B\beta + \dots = 0, +\] +with rational coefficients, holds between them. For if such a relation +held then we could eliminate~$A$ from the integral, writing it in the +form +\[ +\int y\,dx = u + B \log(wv^{-\beta/\alpha}) + \dots\DPtypo{}{.} +\] + +{\small It is instructive to verify the truth of this theorem in the special case in +which the curve $f(x,y) = 0$ is unicursal. In this case $x$~and~$y$ are rational +functions $R(t)$,~$S(t)$ of a parameter~$t$, and the integral, being the integral of +a rational function of~$t$, is of the form +\[ +u + A \log v + B \log w + \dots, +\] +where $u$,~$v$, $w$,~\dots\ are rational functions of~$t$. But $t$~may be expressed, by +means of elementary algebraical operations, as a rational function of $x$~and~$y$. +Thus $u$,~$v$, $w$,~\dots\ are rational functions of $x$~and~$y$.} + +The case of greatest interest is that in which $y$~is a rational function +of $x$~and~$\sqrt{X}$, where $X$~is a polynomial. As we have already seen, +$y$~can in this case be expressed in the form +\[ +P + \frac{Q}{\sqrt{X}}, +\] +where $P$~and~$Q$ are rational functions of~$x$. We shall suppress the +rational part and suppose that $y = Q/\sqrt{X}$. In this case the general +theorem gives +\[ +\int\frac{Q}{\sqrt{X}}\,dx + = S + \frac{T}{\sqrt{X}} + + A \log(\alpha + \beta\sqrt{X}) + + B \log(\gamma + \delta\sqrt{X}) + \dots, +\] +where $S$,~$T$, $\alpha$,~$\beta$, $\gamma$,~$\delta$,~\dots\ are rational. If we differentiate this equation +we obtain an algebraical identity in which we can change the sign of~$\sqrt{X}$. +Thus we may change the sign of~$\sqrt{X}$ in the integral equation. +If we do this and subtract, and write $2A$,~\dots\ for $A$,~\dots, we obtain +\[ +\int\frac{Q}{\sqrt{X}}\,dx + = \frac{T}{\sqrt{X}} + + A \log\frac{\alpha + \beta \sqrt{X}}{\alpha - \beta \sqrt{X}} + + B \log\frac{\gamma + \delta\sqrt{X}}{\gamma - \delta\sqrt{X}} + \dots, +\] +%% -----File: 057.png--- +which is the standard form for such an integral. It is evident that we +may suppose $\alpha$,~$\beta$, $\gamma$,~\dots\ to be polynomials. + +{\small \Paragraph{5}{19.} \Item{(i)} By means of this theorem it is possible to prove that a number +of important integrals, and notably the integrals +\[ +\int \frac{dx}{\sqrt{(1 - x^{2}) (1 - k^{2}x^{2})}},\quad +\int \sqrt{\frac{1 - x^{2}}{1 - k^{2}x^{2}}}\, dx,\quad +\int \frac{dx}{\sqrt{4x^{3} - g_{2}x - g_{3}}}, +\] +are not expressible in terms of elementary functions, and so represent genuinely +new transcendents. The formal proof of this was worked out by Liouville\footnotemark; + \footnotetext{See Liouville's memoir quoted on \hyperlink{5 para 18.}{p.~45} (pp.~45~\textit{et~seq.}).} +it rests merely on a consideration of the possible forms of the differential +coefficients of expressions of the form +\[ +\frac{T}{\sqrt{X}} + + A\log\frac{\alpha + \beta\sqrt{X}} + {\alpha - \beta\sqrt{X}} + \dots, +\] +and the arguments used are purely algebraical and of no great theoretical +difficulty. The proof is however too detailed to be inserted here. It is not +difficult to find shorter proofs, but these are of a less elementary character, +being based on ideas drawn from the theory of functions\footnotemark. + \footnotetext{The proof given by Laurent (\textit{Traité d'analyse}, vol.~4, pp.~153~\textit{et~seq.}) appears at + first sight to combine the advantages of both methods of proof, but unfortunately + will not bear a closer examination.} + +The general questions of this nature which arise in connection with +integrals of the form +\[ +\int \frac{Q}{\sqrt{X}}\, dx, +\] +or, more generally, +\[ +\int \frac{Q}{\sqrt[m]{X}}\, dx, +\] +are of extreme interest and difficulty. The case which has received most +attention is that in which $m = 2$ and $X$~is of the third or fourth degree, in +which case the integral is said to be \emph{elliptic}. An integral of this kind is +called \emph{pseudo-elliptic} if it is expressible in terms of algebraical and logarithmic +functions. Two examples were given above (\hyperlink{5 para 10.}{§~10}). General methods have +been given for the construction of such integrals, and it has been shown that +certain interesting forms are pseudo-elliptic. In Goursat's \textit{Cours d'analyse}\footnotemark, + \footnotetext{Second edition, vol.~1, pp.~267--269.}% +for instance, it is shown that if $f(x)$~is a rational function such that +\[ +f(x) + f\left(\frac{1}{k^{2}x}\right) = 0, +\] +then +\[ +\int \frac{f(x)\, dx}{\sqrt{x(1 - x) (1 - k^{2}x)}} +\] +is pseudo-elliptic. But no method has been devised as yet by which we can +always determine in a finite number of steps whether a \emph{given} elliptic integral +%% -----File: 058.png--- +is pseudo-elliptic, and integrate it if it is, and there is reason to suppose that +no such method can be given. And up to the present it has not, so far as +we know, been proved rigorously and explicitly that (\textit{e.g.})\ the function +\[ +u = \int \frac{dx}{\sqrt{(1 - x^{2})(1 - k^{2}x^{2})}} +\] +is not a root of an elementary transcendental equation; all that has been +shown is that it is not \emph{explicitly} expressible in terms of elementary transcendents. +The processes of reasoning employed here, and in the memoirs +to which we have referred, do not therefore suffice to prove that the inverse +function $x = \sn u$ is not an elementary function of~$u$. Such a proof must rest +on the known properties of the function $\sn u$, and would lie altogether outside +the province of this tract. + +The reader who desires to pursue the subject further will find references +to the original authorities in \hyperlink{Appendix I}{Appendix~I}. + +\Item{(ii)} One particular class of integrals which is of especial interest is +that of the \emph{binomial integrals} +\[ +\int x^{m}(ax^{n} + b)^{p}\, dx, +\] +where $m$,~$n$,~$p$ are rational. Putting $ax^{n} = bt$, and neglecting a constant +factor, we obtain an integral of the form +\[ +\int t^{q}(1 + t)^{p}\, dt, +\] +where $p$~and~$q$ are rational. If $p$~is an integer, and $q$~a fraction~$r/s$, this +integral can be evaluated at once by putting $t = u^{s}$, a substitution which +rationalises the integrand. If $q$~is an integer, and $p = r/s$, we put $1 + t = u^{s}$. +If $p + q$ is an integer, and $p = r/s$, we put $1 + t = tu^{s}$. + +It follows from Tschebyschef's researches (to which references are given +in Appendix~I) that these three cases are the only ones in which the integral +can be evaluated in finite form.} + +\Paragraph{5}{20.} In \hyperlink{5 para 7.}{§§7--9} we considered in some detail the integrals connected +with curves whose deficiency is zero. We shall now consider +in a more summary way the case next in simplicity, that in which +the deficiency is unity, so that the number of double points is +\[ +\tfrac{1}{2} (n - 1)(n - 2) - 1 = \tfrac{1}{2} n(n - 3). +\] +It has been shown by Clebsch\footnote + {`Über diejenigen Curven, deren Coordinaten sich als elliptische Functionen + eines Parameters darstellen lassen', \textit{Journal für Mathematik}, vol.~64, 1865, + pp.~210--270.} +that in this case the coordinates of +the points of the curve can be expressed as \emph{rational functions of +a parameter~$t$ and of the square root of a polynomial in~$t$ of the third +or fourth degree}. +%% -----File: 059.png--- + +{\small The fact is that the curves +\begin{align*} +y^{2} &= a + bx + cx^{2} + dx^{3}, \\ +y^{2} &= a + bx + cx^{2} + dx^{3} + ex^{4}, +\end{align*} +are the simplest curves of deficiency~$1$. The first is the typical cubic +without a double point. The second is a quartic with two double points, +in this case coinciding in a `tacnode' at infinity, as we see by making the +equation homogeneous with~$z$, writing $1$ for~$y$, and then comparing the +resulting equation with the form treated by Salmon on p.~215 of his \textit{Higher +plane curves}. The reader who is familiar with the theory of algebraical plane +curves will remember that the deficiency of a curve is unaltered by any +birational transformation of coordinates, and that any curve can be birationally +transformed into any other curve of the same deficiency, so that any +curve of deficiency~$1$ can be birationally transformed into the cubic whose +equation is written above.} + +The argument by which this general theorem is proved is very +much like that by which we proved the corresponding theorem for +unicursal curves. The simplest case is that of the general cubic curve. +We take a point on the curve as origin, so that the equation of the +curve is of the form +\[ +ax^{3} + 3bx^{2}y + 3cxy^{2} + dy^{3} + + ex^{2} + 2fxy + gy^{2} + + hx + ky = 0. +\] +Let us consider the intersections of this curve with the secant $y = tx$. +Eliminating~$y$, and solving the resulting quadratic in~$x$, we see that the +only irrationality which enters into the expression of~$x$ is +\[ +\sqrt {T_{2}^{2} - 4T_{1}T_{3}}, +\] +where +\[ +T_{1} = h + kt,\quad +T_{2} = e + 2ft + gt^{2},\quad +T_{3} = a + 3bt + 3ct^{2} + dt^{3}. +\] + +A more elegant method has been given by Clebsch\footnotemark. + \footnotetext{See Hermite, \textit{Cours d'analyse}, pp.~422--425.} +If we +write the cubic in the form +\[ +LMN = P, +\] +where $L$,~$M$,~$N$, $P$ are linear functions of $x$~and~$y$, so that $L$,~$M$,~$N$ are +the asymptotes, then the hyperbolas $LM = t$ will meet the cubic in +four fixed points at infinity, and therefore in two points only which +depend on~$t$. For these points +\[ +LM = t,\quad P = tN. +\] +Eliminating~$y$ from these equations, we obtain an equation of the form +\[ +Ax^{2} + 2Bx + C = 0, +\] +where $A$,~$B$,~$C$ are quadratics in~$t$. Hence +\[ +x = -\frac{B}{A} ± \frac{\sqrt{B^{2} - AC}}{A} = R(t, \sqrt{T}), +\] +%% -----File: 060.png--- +where $T = B^{2} - AC$ is a polynomial in~$t$ of degree not higher than the +fourth. + +Thus if the curve is +\[ +x^{3} + y^{3} - 3axy + 1 = 0, +\] +so that +\[ +L = \omega x + \omega^{2} y + a, \quad +M = \omega^{2} x + \omega y + a, \quad +N = x + y + a, \quad +P = a^{3} - 1, +\] +$\omega$~being an imaginary cube root of unity, then we find that the line +\[ +x + y + a = \frac{a^{3} - 1}{t} +\] +meets the curve in the points given by +\[ +x = \frac{b - at}{2t} ± \frac{\sqrt{3T}}{6t}, \quad +y = \frac{b - at}{2t} \mp \frac{\sqrt{3T}}{6t}, +\] +where $b = a^{3} - 1$ and +\[ +T = 4t^{3} - 9a^{2}t^{2} + 6abt - b^{2}. +\] + +In particular, for the curve +\[ +x^{3} + y^{3} + 1 = 0, +\] +we have +\[ +x = \frac{-\sqrt{3} + \sqrt{4t^{3} - 1}}{2t \sqrt{3}}, \quad +y = \frac{-\sqrt{3} - \sqrt{4t^{3} - 1}}{2t \sqrt{3}}. +\] + +\Paragraph{5}{21.} It will be plain from what precedes that +\[ +\int R\{x, \sqrt[3]{a + bx + cx^{2} + dx^{3}}\} \,dx +\] +can always be reduced to an elliptic integral, the deficiency of the cubic +\[ +y^{3} = a + bx + cx^{2} + dx^{3} +\] +being unity. + +In general integrals associated with curves whose deficiency is +greater than unity cannot be so reduced. But associated with every +curve of, let us say, deficiency~$2$ there will be an infinity of integrals +\[ +\int R(x, y) \,dx +\] +reducible to elliptic integrals or even to elementary functions; and +there are curves of deficiency~$2$ for which \emph{all} such integrals are +reducible. + +For example, the integral +\[ +\int R\{x, \sqrt{x^{6} + ax^{4} + bx^{2} + c}\} \,dx +\] +%% -----File: 061.png--- +may be split up into the sum of the integral of a rational function and +two integrals of the types +\[ +\int \frac{R(x^{2})\,dx}{\sqrt{x^{6} + ax^{4} + bx^{2} + c}},\ +\int \frac{xR(x^{2})\,dx}{\sqrt{x^{6} + ax^{4} + bx^{2} + c}}, +\] +and each of these integrals becomes elliptic on putting $x^{2} = t$. But +the deficiency of +\[ +y^{2} = x^{6} + ax^{4} + bx^{2} + c +\] +is~$2$. Another example is given by the integral +\[ +\int R\{x,\sqrt[4]{x^{4} + ax^{3} + bx^{2} + cx + d}\}\,dx.\footnotemark +\] +\footnotetext{See Legendre, \textit{Traité des fonctions elliptiques}, vol.~1, chs.~26--27, 32--33; +Bertrand, \textit{Calcul intégral}, pp.~67 \textit{et seq.}; and Enneper, \textit{Elliptische Funktionen}, +note~1, where abundant references are given.} + +\Paragraph{5}{22.} It would be beside our present purpose to enter into any +details as to the general theory of elliptic integrals, still less of the +integrals (usually called Abelian) associated with curves of deficiency +greater than unity. We have seen that if the deficiency is unity then +the integral can be transformed into the form +\[ +\int R(x, \sqrt{X})\,dx +\] +where +\[ +X = x^{4} + ax^{3} + bx^{2} + cx + d.\footnotemark +\] +\footnotetext{There is a similar theory for curves of deficiency 2, in which $X$ is of the \emph{sixth} +degree.}% +It can be shown that, by a transformation of the type +\[ +x =\frac{\alpha t + \beta}{\gamma t + \delta}, +\] +this integral can be transformed into an integral +\[ +\int R(t, \sqrt{T})\,dt +\] +where +\[ + T = t^{4} + At^{2} + B. +\] + +We can then, as when $T$~is of the second degree (§3), decompose +this integral into two integrals of the forms +\[ +\int R(t)\,dt,\ \int \frac{R(t)\,dt}{\sqrt{T}}. +\] +Of these integrals the first is elementary, and the second can be +%% -----File: 062.png--- +decomposed\footnote + {See, \textit{e.g.}, Goursat, \textit{Cours d'analyse}, ed.~2, vol.~1, pp.~257~\textit{et~seq.}} +into the sum of an algebraical term, of certain multiples +of the integrals +\[ +\int\frac{dt}{\sqrt{T}},\quad +\int\frac{t^{2}\,dt}{\sqrt{T}}, +\] +and of a number of integrals of the type +\[ +\int \frac{dt}{(t - \tau)\sqrt{T}}. +\] +These integrals cannot in general be reduced to elementary functions, +and are therefore new transcendents. + +We will only add, before leaving this part of our subject, that the +algebraical part of these integrals can be found by means of the +elementary algebraical operations, as was the case with the rational +part of the integral of a rational function, and with the algebraical part +of the simple integrals considered in \hyperlink{5 para 14.}{§§14--15}. + +\Section{VI. Transcendental functions} + +\Paragraph{6}{1.} The theory of the integration of transcendental functions is +naturally much less complete than that of the integration of rational +or even of algebraical functions. It is obvious from the nature of the +case that this must be so, as there is no general theorem concerning +transcendental functions which in any way corresponds to the theorem +that any algebraical combination of algebraical functions may be +regarded as a simple algebraical function, the root of an equation of +a simple standard type. + +It is indeed almost true to say that there is no general theory, or +that the theory reduces to an enumeration of the few cases in which +the integral may be transformed by an appropriate substitution into an +integral of a rational or algebraical function. These few cases are +however of great importance in applications. + +\Paragraph{6}{2.} \Item{(i)} The integral +\[ +\int F(e^{ax}, e^{bx}, \dots, e^{kx})\,dx +\] +where $F$~is an algebraical function, and $a$,~$b$,~\dots, $k$ commensurable +numbers, can always be reduced to that of an algebraical function. +In particular the integral +\[ +\int R(e^{ax}, e^{bx}, \dots, e^{kx})\,dx, +\] +%% -----File: 063.png--- +where $R$~is rational, is always an elementary function. In the first +place a substitution of the type $x = \alpha y$ will reduce it to the form +\[ +\int R(e^{y})\,dy, +\] +and then the substitution $e^{y} = z$ will reduce this integral to the integral +of a rational function. + +{\Loosen In particular, since $\cosh x$ and $\sinh x$ are rational functions of~$e^{x}$, +and $\cos x$~and~$\sin x$ are rational functions of~$e^{ix}$, the integrals} +\[ +\int R(\cosh x, \sinh x)\,dx,\quad +\int R(\cos x, \sin x)\,dx +\] +are always elementary functions. In the second place the substitution +just indicated is imaginary, and it is generally more convenient +to use the substitution +\[ +\tan \tfrac{1}{2} x = t, +\] +which reduces the integral to that of a rational function, since +\[ +\cos x = \frac{1 - t^{2}}{1 + t^{2}},\quad +\sin x = \frac{2t}{1 + t^{2}},\quad +dx = \frac{2\, dt}{1 + t^{2}}. +\] + +\Item{(ii)} The integrals +\begin{gather*} +\int R(\cosh x, \sinh x, \cosh 2x,\dots \sinh mx)\,dx, \\ +\int R(\cos x, \sin x, \cos 2x,\dots \sin mx)\,dx, +\end{gather*} +are included in the two standard integrals above. + +Let us consider some further developments concerning the integral +\[ +\int R(\cos x, \sin x)\,dx.\footnotemark +\] +\footnotetext{See Hermite, \textit{Cours d'analyse}, pp.~320~\textit{et~seq}.}% +If we make the substitution $z = e^{ix}$, the subject of integration becomes a +rational function~$H(z)$, which we may suppose split up into + +\Item{(\ia)} a constant and certain positive and negative powers of~$z$, + +\Item{(\ib)} groups of terms of the type +\[ +\frac{A_{0}}{z - a} + + \frac{A_{1}}{(z - a)^{2}} + \dots + + \frac{A_{n}}{(z - a)^{n+1}}. +\Tag{(1)} +\] + +The terms~(i), when expressed in terms of~$x$, give rise to a term +\[ +\sum (c_{k}\cos kx + d_{k}\sin kx). +\] +In the group~\Eq{(1)} we put $z = e ^{ix}$, $a = e^{i\alpha}$ and, using the equation +\[ +\frac{1}{z - a} + = \tfrac{1}{2} e^{-i\alpha} \{-1 - i \cot \tfrac{1}{2} (x - \alpha)\}, +\] +%% -----File: 064.png--- +we obtain a polynomial of degree~$n + 1$ in $\cot \frac{1}{2} (x - \alpha)$. Since +\[ +\cot^{2} x = -1 - \frac{d \cot x}{dx},\quad +\cot^{3} x = -\cot x - \frac{1}{2}\, \frac{d}{dx} (\cot^{2} x),\ \dots, +\] +this polynomial may be transformed into the form +\[ +C + C_{0} \cot \tfrac{1}{2} (x - \alpha) + + C_{1} \frac{d}{dx} \cot \tfrac{1}{2} (x - \alpha) + \dots + + C_{n} \frac{d^{n}}{dx^{n}} \cot \tfrac{1}{2} (x - \alpha). +\] + +The function $R(\cos x, \sin x)$ is now expressed as a sum of a number of +terms each of which is immediately integrable. The integral is a rational +function of $\cos x$~and~$\sin x$ if all the constants~$C_{0}$ vanish; otherwise it includes +a number of terms of the type +\[ +2C_{0} \log \sin \tfrac{1}{2} (x - \alpha). +\] + +Let us suppose for simplicity that~$H(z)$, when split up into partial fractions, +contains no terms of the types +\[ +C,\quad z^{m},\quad z^{-m},\quad (z - a)^{-p}\qquad (p > 1). +\] +Then +\[ +R(\cos x, \sin x) + = C_{0} \cot \tfrac{1}{2} (x - \alpha) + + D_{0} \cot \tfrac{1}{2} (x - \beta) + \dots, +\] +and the constants $C_{0}$, $D_{0}$,~\dots\ may be determined by multiplying each side of +the equation by $\sin \frac{1}{2} (x - \alpha)$, $\sin \frac{1}{2} (x - \beta)$,~\dots\ and making $x$~tend to $\alpha$,~$\beta$,~\dots. + +It is often convenient to use the equation +\[ +\cot \tfrac{1}{2} (x - \alpha) + = \cot(x - \alpha) + \cosec(x - \alpha) +\] +which enables us to decompose the function~$R$ into two parts $U(x)$~and~$V(x)$ +such that +\[ +U(x + \pi) = U(x),\quad +V(x + \pi) = -V(x). +\] +If $R$~has the period~$\pi$, then $V$~must vanish identically; if it changes sign +when $x$~is increased by~$\pi$, then $U$~must vanish identically. Thus we find +without difficulty that, if $m < n$, +\[ +\frac{\sin mx}{\sin nx} + = \frac{1}{2n} \sum_{0}^{2n-1}\frac{(-1)^{k}\sin m\alpha}{\sin(x - \alpha)} + = \frac{1}{n} \sum_{0}^{n-1} \frac{(-1)^{k}\sin m\alpha}{\sin(x - \alpha)}, +\] +or +\[ +\frac{\sin mx}{\sin nx} + = \frac{1}{n} \sum_{0}^{n-1} (-1)^{k}\sin m\alpha \cot(x - \alpha), +\] +where $\alpha = k\pi/n$, according as $m + n$~is odd or even. + +Similarly +\begin{gather*} +\frac{1}{\sin(x - a)\sin(x - b)\sin(x - c)} + = \sum\frac{1}{\sin(a - b)\sin(a - c)\sin(x - a)},\\ +\frac{\sin(x - d)}{\sin(x - a)\sin(x - b)\sin(x - c)} + = \sum \frac{\sin(a - d)}{\sin(a - b)\sin(a - c)} \cot(x - a). +\end{gather*} + +\Item{(iii)} One of the most important integrals in applications is +\[ +\int \frac{dx}{a + b \cos x}, +\] +where $a$~and~$b$ are real. This integral may be evaluated in the manner +explained above, or by the transformation $\tan \frac{1}{2} x = t$. A more elegant method +%% -----File: 065.png--- +is the following. If $|a| > |b|$, we suppose $a$~positive, and use the transformation +\[ +(a + b\cos x)(a - b\cos y) = a^{2} - b^{2}, +\] +which leads to +\[ +\frac{dx}{a + b\cos x} = \frac{dy}{\sqrt{a^{2} - b^{2}}}. +\] +If $|a| < |b|$, we suppose $b$~positive, and use the transformation +\[ +(b\cos x + a)(b\cosh y - a) = b^{2} - a^{2}. +\] + +The integral +\[ +\int \frac{dx}{a + b\cos x + c\sin x} +\] +may be reduced to this form by the substitution $x + a = y$, where $\cot a = b/c$. +The forms of the integrals +\[ +\int \frac{dx}{(a + b\cos x)^{n}},\quad +\int \frac{dx}{(a + b\cos x + c\sin x)^{n}} +\] +may be deduced by the use of formulae of reduction, or by differentiation +with respect to~$a$. The integral +\[ +\int \frac{dx}{(A\cos^{2}x + 2B\cos x\sin x + C\sin^{2}x)^{n}} +\] +is really of the same type, since +\[ +A\cos^{2}x + 2B\cos x\sin x + C\sin^{2}x + = \tfrac{1}{2} (A + C) + \tfrac{1}{2} (A - C)\cos 2x + B\sin 2x. +\] +And similar methods may be applied to the corresponding integrals which +contain hyperbolic functions, so that this type includes a large variety of +integrals of common occurrence. + +\Item{(iv)} The same substitutions may of course be used when the subject of +integration is an irrational function of $\cos x$~and~$\sin x$, though sometimes +it is better to use the substitutions $\cos x = t$, $\sin x = t$, or $\tan x = t$. Thus +the integral +\[ +\int R(\cos x, \sin x, \sqrt{X})\,dx, +\] +where +\[ +X = (a, b, c, f, g, h\between \cos x, \sin x, 1)^{2}, +\] +is reduced to an elliptic integral by the substitution $\tan \frac{1}{2} x = t$. The most +important integrals of this type are +\[ +\int \frac{R(\cos x, \sin x)\,dx}{\sqrt{1 - k^{2}\sin^{2}x}},\quad +\int \frac{R(\cos x, \sin x)\,dx}{\sqrt{\alpha + \beta\cos x + \gamma\sin x}}. +\] + +\Paragraph{6}{3.} The integral +\[ +\int P(x, e^{ax}, e^{bx}, \dots, e^{kx})\,dx, +\] +where $a$, $b$,~\dots, $k$ are any numbers (commensurable or not), and $P$~is +a polynomial, is always an elementary function. For it is obvious +%% -----File: 066.png--- +that the integral can be reduced to the sum of a finite number of +integrals of the type +\[ +\int x^{p}e^{Ax}\,dx; +\] +and +\[ +\int x^{p}e^{Ax}\,dx + = \left(\frac{\dd}{\dd A}\right)^{p} \int e^{Ax}\,dx + = \left(\frac{\dd}{\dd A}\right)^{p} \frac{e^{Ax}}{A}. +\] +This type of integral includes a large variety of integrals, such as +\begin{align*} +\int x^{m}(\cos px)^{\mu}(\sin qx)^{\nu}\,dx,\quad & +\int x^{m}(\cosh px)^{\mu}(\sinh qx)^{\nu}\,dx,\\ +% +\int x^{m}e^{-\alpha x}(\cos px)^{\mu}\,dx,\quad & +\int x^{m}e^{-\alpha x}(\sin qx)^{\nu}\,dx, +\end{align*} +($m$,~$\mu$,~$\nu$, being positive integers) for which formulae of reduction are +given in text-books on the integral calculus. + +Such integrals as +\[ +\int P(x, \log x)\,dx,\quad +\int P(x, \arcsin x)\,dx,\ \dots, +\] +where $P$~is a polynomial, may be reduced to particular cases of the +above general integral by the obvious substitutions +\[ +x = e^{y},\quad x = \sin y,\ \dots. +\] + +\Paragraph{6}{4.} Except for the two classes of functions considered in the three +preceding paragraphs, there are no really general classes of transcendental +functions which we can \emph{always} integrate in finite terms, although +of course there are innumerable particular forms which may be +integrated by particular devices. There are however many classes +of such integrals for which a systematic reduction theory may be given, +analogous to the reduction theory for elliptic integrals. Such a reduction +theory endeavours in each case + +\Item{(i)} to split up any integral of the class under consideration into +the sum of a number of parts of which some are elementary and +the others not; + +\Item{(ii)} to reduce the number of the latter terms to the least possible; + +\Item{(iii)} to prove that these terms are incapable of further reduction, +and are genuinely new and independent transcendents. + +As an example of this process we shall consider the integral +\[ +\int e^{x}R(x)\,dx +\] +where $R(x)$~is a rational function of~$x$.\footnote + {See Hermite, \textit{Cours d'analyse}, pp.~352~\textit{et~seq.}} +The theory of partial +%% -----File: 067.png--- +fractions enables us to decompose this integral into the sum of a +number of terms +\[ +A \int\frac{e^{x}}{x - a}\,dx,\DPtypo{}{\ \dots,}\quad +A_{m} \int\frac{e^{x}}{(x - a)^{m+1}}\,dx,\DPtypo{\ \dots,}{}\quad +B \int\frac{e^{x}}{x - b}\,dx,\ \dots. +\] + +Since +\[ +\int\frac{e^{x}}{(x - a)^{m+1}}\,dx + = -\frac{e^{x}}{m(x - a)^{m}} + + \frac{1}{m} \int\frac{e^{x}}{(x - a)^{m}}\,dx, +\] +the integral may be further reduced so as to contain only + +\Item{(i)} a term +\[ +e^{x}S(x) +\] +where $S(x)$~is a rational function; + +\Item{(ii)} a number of terms of the type +\[ +\alpha \int\frac{e^{x}\,dx}{x - a}. +\] +If all the constants~$\alpha$ vanish, then the integral can be calculated in the +finite form~$e^{x}S(x)$. If they do not we can at any rate assert that the +integral cannot be calculated \emph{in this form}\footnotemark. + \footnotetext{See the remarks at the end of this paragraph.}% +For no such relation as +\[ +\alpha \int\frac{e^{x}\,dx}{x - a} + + \beta \int\frac{e^{x}\,dx}{x - b} + \dots + + \kappa \int\frac{e^{x}\,dx}{x - k} + = e^{x}T(x), +\] +where $T$~is rational, can hold for all values of~$x$. To see this it is +only necessary to put $x = a + h$ and to expand in ascending powers +of~$h$. Then +\begin{align*} +\alpha \int\frac{e^{x}\,dx}{x - a} + &= \alpha e^{a} \int\frac{e^{h}}{h}\,dh\\ + &= \alpha e^{a} (\log h + h + \dots), +\end{align*} +and no \emph{logarithm} can occur in any of the other terms\footnotemark. + \footnotetext{It is not difficult to give a purely algebraical proof on the lines of \hyperlink{4 para 2.}{\textsc{iv}.,~§2}.} + +Consider, for example, the integral +\[ +\int e^{x}\left(1 - \frac{1}{x}\right)^{3} dx. +\] +This is equal to +\[ +e^{x} - 3 \int \frac{e^{x}}{x}\,dx + + 3 \int \frac{e^{x}}{x^{2}}\,dx + - \int \frac{e^{x}}{x^{3}}\,dx, +\] +and since +\[ +3 \int \frac{e^{x}}{x^{2}}\,dx + = -\frac{3e^{x}}{x} + 3 \int \frac{e^{x}}{x}\,dx, +\] +and +\[ +-\int \frac{e^{x}}{x^{3}}\,dx + = \frac{e^{x}}{2x^{2}} - \frac{1}{2} \int \frac{e^{x}}{x^{2}}\,dx + = \frac{e^{x}}{2x^{2}} + \frac{e^{x}}{2x} - \frac{1}{2} \int \frac{e^{x}}{x}\,dx, +\] +%% -----File: 068.png--- +we obtain finally +\[ +\int e^{x}\left(1 - \frac{1}{x}\right)^{3} dx + = e^{x}\left(1 - \frac{7}{2x} + \frac{1}{2x^{2}}\right) + - \frac{1}{2} \int \frac{e^{x}}{x}\, dx. +\] +Similarly it will be found that +\[ +\int e^{x}\left(1 - \frac{2}{x}\right)^{2} dx + = 2e^{x}\left(\frac{1}{2} - \frac{2}{x}\right), +\] +this integral being an elementary function. + +Since +\[ +\int \frac{e^{x}}{x - a}\, dx = e^{a} \int \frac{e^{y}}{y}\, dy, +\] +if $x = y + a$, all integrals of this kind may be made to depend on known +functions and on the single transcendent +\[ +\int \frac{e^{x}}{x}\, dx, +\] +which is usually denoted by $\Li e^{x}$ and is of great importance in the +theory of numbers. The question of course arises as to whether this +integral is not itself an elementary function. + +Now Liouville\footnote + {`Mémoire sur l'intégration d'une classe de fonctions transcendantes', \textit{Journal + für Mathematik}, vol.~13, 1835, pp.~93--118. Liouville shows how the integral, when + of this form, may always be calculated by elementary methods.} +has proved the following theorem: \begin{Result}`if $y$~is any +algebraical function of~$x$, and +\[ +\int e^{x}y\,dx +\] +is an elementary function, then +\[ +\int e^{x}y\,dx = e^{x}(\alpha + \beta y + \dots + \lambda y^{n-1}), +\] +$\alpha$, $\beta$,~\dots, $\lambda$ being rational functions of~$x$ and $n$~the degree of the +algebraical equation which determines~$y$ as a function of~$x$'. +\end{Result} + +Liouville's proof rests on the same general principles as do those of +the corresponding theorems concerning the integral $\int y\,dx$. It will +be observed that no logarithmic terms can occur, and that the theorem +is therefore very similar to that which holds for $\int y\,dx$ in the simple +case in which the integral is \emph{algebraical}. The argument which shows +that no logarithmic terms occur is substantially the same as that which +shows that, when they occur in the integral of an algebraical function, +they must occur linearly. In this case the occurrence of the exponential +factor precludes even this possibility, since differentiation +will not eliminate logarithms when they occur in the form +\[ +e^{x} \log f(x). +\] +%% -----File: 069.png--- + +In particular, if $y$~is a rational function, then the integral must +be of the form +\[ +e^{x} R(x) +\] +and this we have already seen to be impossible. Hence the `logarithm-integral' +\[ +\Li e^{x} = \int \frac{e^{x}}{x}\, dx = \int^{e^{x}} \frac{dy}{\log y} +\] +is really a new transcendent, which cannot be expressed in finite terms +by means of elementary functions; and the same is true of all integrals +of the type +\[ +\int e^{x} R(x)\,dx +\] +which cannot be calculated in finite terms by means of the process of +reduction sketched above. + +The integrals +\[ +\int \sin x R(x)\,dx,\quad +\int \cos x R(x)\,dx +\] +may be treated in a similar manner. Either the integral is of the form +\[ +\cos x R_{1}(x) + \sin x R_{2}(x) +\] +or it consists of a term of this kind together with a number of terms +which involve the transcendents +\[ +\int \frac{\cos x}{x}\,dx,\quad +\int \frac{\sin x}{x}\,dx, +\] +which are called the cosine-integral and sine-integral of~$x$, and denoted +by $\Ci x$ and $\Si x$. These transcendents are of course not fundamentally +distinct from the logarithm-integral. + +\Paragraph{6}{5.} Liouville has gone further and shown that it is always possible +to determine whether the integral +\[ +\int (Pe^{p} + Qe^{q} + \dots + Te^{t})\,dx, +\] +where $P$, $Q$,~\dots, $T$, $p$, $q$,~\dots, $t$ are algebraical functions, is an elementary +function, and to obtain the integral in case it is one\footnotemark. + \footnotetext{An interesting particular result is that the `error function' $\int e^{-x^{2}}\,dx$ is not an + elementary function.}% +The most +general theorem which has been proved in this region of mathematics, +and which is also due to Liouville, is the following. +%% -----File: 070.png--- + +\begin{Result} +`If $y$, $z$,~\dots\ are functions of~$x$ whose differential coefficients are +algebraical functions of $x$,~$y$, $z$,~\dots, and $F$~denotes an algebraical +function, and if +\[ +\int F(x, y, z, \dots)\,dx +\] +is an elementary function, then it is of the form +\[ +t + A \log u + B \log v + \dots, +\] +where $t$, $u$, $v$,~\dots\ are algebraical functions of $x$,~$y$, $z$,~\dots. If the +differential coefficients are rational in $x$,~$y$, $z$,~\dots, and $F$~is rational, +then $t$,~$u$, $v$,~\dots\ are rational in $x$,~$y$, $z$,~\dots.' +\end{Result} + +Thus for example the theorem applies to +\[ +F(x, e^{x}, e^{e^{x}}, \log x, \log \log x, \cos x, \sin x), +\] +since, if the various arguments of~$F$ are denoted by $x$,~$y$,~$z$, $\xi$,~$\eta$, $\zeta$,~$\theta$, +we have +\begin{gather*} +\frac{dy}{dx} = y,\qquad +\frac{dz}{dx} = yz,\qquad +\frac{d\xi}{dx} = \frac{1}{x}, \\ +% +\frac{d\eta}{dx} = \frac{1}{x\xi},\quad +\frac{d\zeta}{dx} = -\sqrt{1 - \zeta^{2}},\quad +\frac{d\theta}{dx} = \sqrt{1 - \theta^{2}}. +\end{gather*} +The proof of the theorem does not involve ideas different in principle +from those which have been employed continually throughout the +preceding pages. + +{\small \Paragraph{6}{6.} As a final example of the manner in which these ideas may be applied, +we shall consider the following question: + +`\emph{in what circumstances is +\[ +\int R(x) \log x\, dx, +\] +where $R$~is rational, an elementary function?}' + +In the first place the integral must be of the form +\[ +R_{0}(x, \log x) + + A_{1}\log R_{1}(x, \log x) + + A_{2}\log R_{2}(x, \log x) + \dots. +\] +A general consideration of the form of the differential coefficient of this +expression, in which $\log x$ must only occur linearly and multiplied by a +rational function, leads us to anticipate that (i)~$R_{0}(x, \log x)$ must be of the +form +\[ +S(x)(\log x)^{2} + T(x)\log x + U(x), +\] +where $S$,~$T$, and~$U$ are rational, and (ii)~$R_{1}$, $R_{2}$,~\dots\ must be rational functions +of $x$~only; so that the integral can be expressed in the form +\[ +S(x)(\log x)^{2} + T(x)\log x + U(x) + \sum B_{k}\log(x - a_{k}). +\] +%% -----File: 071.png--- + +Differentiating, and comparing the result with the subject of integration, +we obtain the equations +\[ +S' = 0,\quad +\frac{2S}{x} + T' = R,\quad +\frac{T}{x} + U' + \sum \frac{B_{k}}{x - a_{k}} = 0. +\] +Hence $S$~is a constant, say~$\frac{1}{2} C$, and +\[ +T = \int \left(R - \frac{C}{x}\right) dx. +\] + +We can always determine by means of elementary operations, as in \hyperlink{4 para 4.}{\textsc{iv.},~§4}, +whether this integral is rational for any value of~$C$ or not. If not, then the +given integral is not an elementary function. If $T$~is rational, then we must +calculate its value, and substitute it in the integral +\[ +U = -\int \left\{\frac{T}{x} + \sum \frac{B_{k}}{x - a_{k}}\right\} dx + = -\int \frac{T}{x}\, dx - \sum B_{k}\log(x - a_{k}), +\] +which must be rational for some value of the arbitrary constant implied in~$T$. +We can calculate the rational part of +\[ +\int \frac{T}{x}\, dx: +\] +the transcendental part must be cancelled by the logarithmic terms +\[ +\sum B_{k}\log(x - a_{k}). +\] + +The necessary and sufficient condition that the original integral should be +an elementary function is therefore that $R$~should be of the form +\[ +\frac{C}{x} + \frac{d}{dx} \{R_{1}(x)\}, +\] +where $C$~is a constant and $R_{1}$~is rational. That the integral is in this case +such a function becomes obvious if we integrate by parts, for +\[ +\int \left(\frac{C}{x} + R_{1}'\right) \log x\, dx + = \tfrac{1}{2} C(\log x)^{2} + R_{1}\log x - \int \frac{R_{1}}{x}\, dx. +\] + +In particular +\[ +\Item{(i)} \int \frac{\log x}{x - a}\, dx,\qquad\qquad +\Item{(ii)} \int \frac{\log x}{(x - a)(x - b)}\, dx, +\] +are not elementary functions unless in~(i) $a = 0$ and in~(ii) $b = a$. If the +integral is elementary then the integration can always be carried out, with +the same reservation as was necessary in the case of rational functions. + +It is evident that the problem considered in this paragraph is but one of +a whole class of similar problems. The reader will find it instructive to +formulate and consider such problems for himself.} +%% -----File: 072.png--- + +\Paragraph{6}{7.} It will be obvious by now that the number of classes of +transcendental functions whose integrals are always elementary is very +small, and that such integrals as +\begin{alignat*}{2} +& \int f(x, e^{x})\,dx, && \int f(x, \log x)\,dx,\\ +& \int f(x, \cos x, \sin x)\,dx,\quad && \int f(e^{x}, \cos x, \sin x)\,dx,\\ +& \multispan{1}{\dotfill}, +\end{alignat*} +where $f$~is algebraical, or even rational, are generally new transcendents. +These new transcendents, like the transcendents (such as the elliptic +integrals) which arise from the integration of algebraical functions, +are in many cases of great interest and importance. They may often +be expressed by means of infinite series or definite integrals, or their +properties may be studied by means of the integral expressions which +define them. The very fact that such a function is \emph{not} an elementary +function in so far enhances its importance. And when such functions +have been introduced into analysis new problems of integration arise +in connection with them. We may enquire, for example, under what +circumstances an elliptic integral or elliptic function, or a combination +of such functions with elementary functions, can be integrated in finite +terms by means of elementary and elliptic functions. But before we +can be in a position to restate the fundamental problem of the Integral +Calculus in any such more general form, it is essential that we should +have disposed of the particular problem formulated in \hyperlink{3 para 1.}{Section~III}\@. +%% -----File: 073.png--- +\BackMatter +\Appendix{I}{BIBLIOGRAPHY} + +{\footnotesize The following is a list of the memoirs by Abel, Liouville and Tschebyschef +which have reference to the subject matter of this tract. + +\Author{N.~H. Abel} + +\Bibitem[1.] `Über die Integration der Differential-Formel $\dfrac{\rho\,dx}{\sqrt{R}}$, wenn $R$~und~$\rho$ ganze +Funktionen sind', \textit{Journal für Mathematik}, vol.~1, 1826, pp.~185--221 +(\OEuvres, vol.~1, pp.~104--144). + +\Bibitem[2.] `\DPtypo{Precis}{Précis} d'une théorie des fonctions elliptiques', \textit{Journal für Mathematik}, +vol.~4, 1829, pp.~236--277, 309--348 (\OEuvres, vol.~1, pp.~518--617). + +\Bibitem[3.] `Théorie des transcendantes elliptiques', \OEuvres, vol.~2, pp.~87--188. + +\Author{J. Liouville} + +\Bibitem[1.] `Mémoire sur la classification des transcendantes, et sur l'impossibilité +d'exprimer les racines de certaines équations en fonction finie explicite +des coefficients', \textit{Journal de mathématiques}, ser.~1, vol.~2, 1837, +pp.~56--104. + +\Bibitem[2.] `{\Loosen Nouvelles recherches sur la détermination des intégrales dont la valeur +est algébrique}', \ibid., vol.~3, 1838, pp.~20--24 (previously published in +the \textit{Comptes Rendus}, 28~Aug.\ 1837). + +\Bibitem[3.] `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', \ibid., pp.~523--546\DPtypo{}{.} + +\Bibitem[4.] `Note sur les transcendantes elliptiques considérées comme fonctions de +leur module', \textit{ibid.}, vol.~5, 1840, pp.~34--37. + +\Bibitem[5.] `Mémoire sur les transcendantes elliptiques considérées comme fonctions +de leur module', \ibid., pp. 441--464. + +\Bibitem[6.] `Premier mémoire sur la détermination des intégrales dont la valeur est +algébrique', \textit{Journal de l'École Polytechnique}, vol.~14, cahier~22, 1833, +pp.~124--148 (also published in the \textit{Mémoires présentés par divers +savants à l'Académie des Sciences}, vol.~5, 1838, pp.~76--151). + +\Bibitem[7.] `Second mémoire sur la détermination des intégrales dont la valeur est +algébrique', \ibid., pp.~149--193 (also published as above). +%% -----File: 074.png--- + +\Bibitem[8.] `Mémoire sur les transcendantes elliptiques considérées comme fonctions +de leur amplitude', \ibid., cahier~23, 1834, pp.~37--83. + +\Bibitem[9.] `Mémoire sur l'intégration d'une classe de fonctions transcendantes', +\textit{Journal für Mathematik}, vol.~13, 1835, pp.~93--118. + +\Author{P. Tschebyschef} + +\Bibitem[1.] `Sur l'intégration des différentielles irrationnelles', \textit{Journal de mathématiques}, +ser.~1, vol.~18, 1853, pp.~87--111 (\OEuvres, vol.~1, pp.~147--168). + +\Bibitem[2.] `Sur l'intégration des différentielles qui contiennent une racine carrée +d'une \DPtypo{polynome}{polynôme} du troisième ou du quatrième degré', \ibid., ser.~2, +vol.~2, 1857, pp.~1--42 (\OEuvres, vol.~1, pp.~171--200; also published +in the \textit{Mémoires de l'Académie Impériale des Sciences de St-Pétersbourg}, +ser.~6, vol.~6, 1857, pp.~203--232). + +\Bibitem[3.] `Sur l'intégration de la différentielle $\dfrac{x + A}{\sqrt{x^{4} + \alpha x^{3} + \beta x^{2} + \gamma x + \delta}}\,dx$', \ibid., +ser.~2, vol.~9, 1864, pp.~225--241 (\OEuvres, vol.~1, pp.~517--530; +previously published in the \textit{Bulletin de l'Académie Impériale des +Sciences de St-Pétersbourg}, vol.~3, 1861, pp.~1--12). + +\Bibitem[4.] `Sur l'intégration des différentielles irrationnelles', \ibid., pp.~242--246 +(\OEuvres, vol.~1, pp.~511--514; previously published in the \textit{Comptes +Rendus}, 9~July 1860). + +\Bibitem[5.] `Sur l'intégration des différentielles qui contiennent une racine cubique' +(\OEuvres, vol.~1, pp.~563--608; previously published only in Russian). + +Other memoirs which may be consulted are: + +\Author{A. Clebsch} + +\Bibitem[] `Über diejenigen Curven, deren Coordinaten sich als elliptische Functionen +eines Parameters darstellen lassen', \textit{Journal für Mathematik}, vol.~64, +1865, pp.~210--270. + +\Author{J. Dolbnia} + +\Bibitem[] `Sur les intégrales pseudo-elliptiques d'Abel', \textit{Journal de mathématiques}, +ser.~4, vol.~6, 1890, pp.~293--311. + +\Author{Sir A. G. Greenhill} + +\Bibitem[] `Pseudo-elliptic integrals and their dynamical applications', \textit{Proc.\ London +Math.\ Soc.}, ser.~1, vol.~25, 1894, pp.~195--304. + +\Author{G. H. Hardy} + +\Bibitem[] `Properties of logarithmico-exponential functions', \textit{Proc.\ London Math.\ +Soc.}, ser.~2, vol.~10, 1910, pp.~54--90. + +\Author{L. Königsberger} + +\Bibitem[] `Bemerkungen zu Liouville's Classificirung der Transcendenten', \textit{Mathematische +Annalen}, vol.~28, 1886, pp.~483--492. +%% -----File: 075.png--- + +\Author{L. Raffy} + +\Bibitem[] `Sur les quadratures algébriques et logarithmiques', \textit{Annales de l'École +Normale}, ser.~3, vol.~2, 1885, pp.~185--206. + +\Author{K. Weierstrass} + +\Bibitem[] `Über die Integration algebraischer Differentiale vermittelst Logarithmen', +\textit{Monatsberichte der Akademie der Wissenschaften zu Berlin}, 1857, +pp.~148--157 (\textit{Werke}, vol.~1, pp.~227--232). + +\Author{G. Zolotareff} + +\Bibitem[] `Sur la méthode d'intégration de M.~Tschebyschef', \textit{Journal de mathématiques}, +ser.~2, vol.~19, 1874, pp.~161--188. + +Further information concerning pseudo-elliptic integrals, and degenerate +cases of Abelian integrals generally, will be found in a number of short notes +by Dolbnia, Kapteyn and Ptaszycki in the \textit{Bulletin des sciences mathématiques}, +and by Goursat, Gunther, Picard, Poincaré, and Raffy in the \textit{Bulletin de la +Société Mathématique de France}, in Legendre's \textit{Traité des functions elliptiques} +(vol.~1, ch.~26), in Halphen's \textit{Traité des fonctions elliptiques} (vol.~2, ch.~14), +and in Enneper's \textit{Elliptische Funktionen}. The literature concerning the +general theory of algebraical functions and their integrals is too extensive to +be summarised here: the reader may be referred to Appell and Goursat's +\textit{Théorie des fonctions algébriques}, and Wirtinger's article \textit{Algebraische Funktionen +und ihre Integrale} in the \textit{Encyclopädie der Mathematischen Wissenschaften}, +\textsc{ii}~B~2.} +%% -----File: 076.png--- + +\Appendix{II}{ON ABEL'S PROOF OF THE THEOREM OF V., §11} + +{\small Abel's proof (\OEuvres, vol.~1, p.~545) is as follows\footnotemark: + \footnotetext{The theorem with which Abel is engaged is a very much more general +theorem.} + +We have +\[ +\psi(x, u) = 0, +\Tag{(1)} +\] +where $\psi$~is an irreducible polynomial of degree~$m$ in~$u$. If we make use of the +equation $f(x, y) = 0$, we can introduce~$y$ into this equation, and write it in the +form +\[ +\phi(x, y, u) = 0, +\Tag{(2)} +\] +where $\phi$~is a polynomial in the three variables $x$,~$y$, and~$u$\footnotemark; + \footnotetext{`Or, au lieu de supposer ces coefficiens rationnels en~$x$, nous les supposerons + rationnels en $x$,~$y$; \emph{car cette supposition permise simplifiera beaucoup le + raisonnement}'.} +and we can +suppose~$\phi$, like~$\psi$, of degree~$m$ in~$u$ and irreducible, that is to say not +divisible by any polynomial of the same form which is not a constant +multiple of~$\phi$ or itself a constant. + +From $f = 0$, $\phi = 0$ we deduce +\[ +\frac{\dd f}{\dd x} + + \frac{\dd f}{\dd y}\, \frac{dy}{dx} = 0,\quad +\frac{\dd\phi}{\dd x} + + \frac{\dd\phi}{\dd y}\, \frac{dy}{dx} + + \frac{\dd\phi}{\dd u}\, \frac{du}{dx} = 0; +\] +and, eliminating $\dfrac{dy}{dx}$, we obtain an equation of the form +\[ +\frac{du}{dx} = \frac{\lambda(x, y, u)}{\mu(x, y, u)}, +\] +where $\lambda$~and~$\mu$ are polynomials in $x$,~$y$, and~$u$. And in order that $u$~should +be an integral of~$y$ it is necessary and sufficient that +\[ +\lambda - y\mu = 0. +\Tag{(3)} +\] + +Abel now applies Lemma~(2) of \hyperlink{5 para 11.}{§11}, or rather its analogue for polynomials +in~$u$ whose coefficients are polynomials in $x$~and~$y$, to the two polynomials $\phi$ +and $\lambda - y\mu$, and infers that \emph{all} the roots $u$,~$u'$,~\dots\ of $\phi = 0$ satisfy~\Eq{(3)}. From +this he deduces that $u$,~$u'$,~\dots\ are all integrals of~$y$, and so that +\[ +\frac{u + u' + \dots}{m + 1} +\Tag{(4)} +\] +%% -----File: 077.png--- +is an integral of~$y$. As \Eq{(4)}~is a symmetric function of the roots of~\Eq{(2)}, it is a +rational function of $x$~and~$y$, whence his conclusion follows\footnotemark. + \footnotetext{Bertrand (\textit{Calcul intégral}, ch.~5) replaces the last step in Abel's argument by + the observation that if $u$~and~$u'$ are both integrals of~$y$ then $u - u'$~is constant (cf.\ + p.~39, bottom). It follows that the degree of the equation which defines~$u$ can be + decreased, which contradicts the hypothesis that it is irreducible.} + +It will be observed that the hypothesis that \Eq{(2)}~does actually involve~$y$ +is essential, if we are to avoid the absurd conclusion that $u$~is necessarily +\emph{a rational function of $x$~only}. On the other hand it is not obvious how +the presence of~$y$ in~$\phi$ affects the other steps in the argument. + +The crucial inference is that which asserts that because the equations +$\phi = 0$ and $\lambda - y\mu = 0$, considered as equations in~$u$, have a root in common, +and $\phi$~is irreducible, therefore $\lambda - y\mu$ is divisible by~$\phi$. This inference is +invalid. + +We could only apply the lemma in this way if the equation~\Eq{(3)} were +satisfied by one of the roots of~\Eq{(2)} \emph{identically}, that is to say for all values of +$x$~and~$y$. But this is not the case. The equations are satisfied by the same +value of~$u$ \emph{only when $x$~and~$y$ are connected by the equation~\Eq{(1)}}. + +Suppose, for example, that +\[ +y = \frac{1}{\sqrt{1 + x}},\quad +u = 2\sqrt{1 + x}. +\] +Then we may take +\begin{align*} +f &= (1 + x)y^{2} - 1, \\ +\psi &= u^{2} - 4(1 + x), +\intertext{and} +\phi &= uy - 2. +\end{align*} +Differentiating the equations $f = 0$ and $\phi = 0$, and eliminating~$\dfrac{dy}{dx}$, we find +\[ +\frac{du}{dx} = \frac{u}{2(1 + x)} = \frac{\lambda}{\mu}. +\] +Thus +\[ +\phi = uy - 2,\quad +\lambda - y\mu = u - 2y(1 + x); +\] +and these polynomials have a common factor only in virtue of the equation +$f = 0$.} +%% -----File: 078.png--- +%[Blank Page] +%% -----File: 079.png--- +%[Blank Page] +%% -----File: 080.png--- +\newpage +\medskip + +\begin{center} +PUBLISHED BY + +THE SYNDICS OF THE CAMBRIDGE UNIVERSITY PRESS + +\smallskip + +Bentley House, 200 Euston Road, London, N.W.1 \\ +American Branch: 32 East 57th Street, New York 10022, N.Y. + +\vfill + +PRINTED IN GREAT BRITAIN +\end{center} + +\medskip +\bigskip + +\PGLicense +\begin{PGtext} +End of the Project Gutenberg EBook of The Integration of Functions of a +Single Variable, by G. 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Hardy % +% % +% *** END OF THIS PROJECT GUTENBERG EBOOK INTEGRATION OF FUNCTIONS OF ONE VARIABLE *** +% % +% ***** This file should be named 38993-t.tex or 38993-t.zip ***** % +% This and all associated files of various formats will be found in: % +% http://www.gutenberg.org/3/8/9/9/38993/ % +% % +% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % + +\end{document} + +This is pdfTeX, Version 3.1415926-1.40.10 (TeX Live 2009/Debian) (format=pdflatex 2012.9.24) 27 SEP 2012 19:13 +entering extended mode + %&-line parsing enabled. +**38993-t.tex +(./38993-t.tex +LaTeX2e <2009/09/24> +Babel <v3.8l> and hyphenation patterns for english, usenglishmax, dumylang, noh +yphenation, farsi, arabic, croatian, bulgarian, ukrainian, russian, czech, slov +ak, danish, dutch, finnish, french, basque, ngerman, german, german-x-2009-06-1 +9, ngerman-x-2009-06-19, ibycus, monogreek, greek, ancientgreek, hungarian, san +skrit, italian, latin, latvian, lithuanian, mongolian2a, 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index 0000000..6312041 --- /dev/null +++ b/LICENSE.txt @@ -0,0 +1,11 @@ +This eBook, including all associated images, markup, improvements, +metadata, and any other content or labor, has been confirmed to be +in the PUBLIC DOMAIN IN THE UNITED STATES. + +Procedures for determining public domain status are described in +the "Copyright How-To" at https://www.gutenberg.org. + +No investigation has been made concerning possible copyrights in +jurisdictions other than the United States. Anyone seeking to utilize +this eBook outside of the United States should confirm copyright +status under the laws that apply to them. diff --git a/README.md b/README.md new file mode 100644 index 0000000..ab14a8f --- /dev/null +++ b/README.md @@ -0,0 +1,2 @@ +Project Gutenberg (https://www.gutenberg.org) public repository for +eBook #38993 (https://www.gutenberg.org/ebooks/38993) |
