[ ]
[META-THEOREM: If you can't see how to integrate it easily, it probably ]
[ can't be integrated in closed form. ]
[ ]
[Here is a sample question of this type, a summary of why such things are ]
[ not integrable in closed terms, and a bibliography. ]
[A somewhat revised version of Wiener's long post is also available; see ]
[ http://www.math-atlas.org/97/nonelem_integr2 -- djr ]
[ ]
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From: mlerma@carl.ma.utexas.edu (Miguel Lerma)
Newsgroups: sci.math
Subject: Re: CAN YOU SOLVE THIS INTEGRAL, PLEASE?
Date: 24 Aug 1995 23:37:19 GMT
Ernesto Alfonso Piwonka Carrasco (eapiwonk@malloco.ing.puc.cl) wrote:
:
: Dear reader:
: I can see that you have been interested in
: solving an integral. So, I'll tell you that I've been trying to solve it
: by transforms of coordinates, variable changing and with a large list of
: tricks I know, and I'm still trying. Maybe, because I'm not an expert in
: Calculus yet: I learnt Calculus in school (very good) and I'm now starting
: to learn integration in UNiversity. But you are here to solve this integral,
: so here I go:
: /\
: / --------
: / \/ 1+9x^4 dx
: \/
: So, try it! Please, If you find the integral, send
: me the answer by e-mail to the following electronic adress:
: eapiwonk@ing.puc.cl
: Remember: the integral is INT(SQRT(1+9x^4))dx. I
: say it because I think that somebody can read bad and not see the square
: root.
: Ernesto Alfonso Piwonka Carrasco
: Ingenieria Civil
: Pontificia Universidad Catolica de Chile
That integral is non elementary by Chebyshev's theorem. In general,
the integral of x^p (a + b x^r)^q dx is elementary if and only if
at least one of (p+1)/r, q, or (p+1)/r + q is an integer
(see Marchisoto & Zakeri: "An Invitation to Integration in Finite
Terms", The College Mathematics Journal, Vol. 25, No. 4, Sept.1994,
pp.295-308).
Miguel A. Lerma
8/24/95
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From: weemba@sagi.wistar.upenn.edu (Matthew P Wiener)
Newsgroups: sci.math
Subject: Re: integrate x^x ?
Date: 21 Feb 1995 20:13:46 GMT
In article <3icq8l$df@news.kth.se>, tordm@vana (Tord G Malmgren) writes:
>>I could really use a solution to the problem of integrating x^x dx
>>(x to the xth). It has been keeping me up late at the math library
>>for days, & I can not find a solution or a good reference/article on
>>this.
> hmm.. isn't this extremly basic? you might be killing a mosquito
>with a sledgehammer. Couldn't you write x^x=exp(xlnx).
I really really really ought to polish this up for FAQ inclusion. I
am combining two old articles of mine, the first giving and sketching
the general Liouville theory, the second applying this theory to x^x:
========================================================================
We give a fairly complete sketch of the proof that certain functions,
including the asked for one, are not integrable in elementary terms. The
central theorem is due to Liouville in 1835. His proof was analytic. The
sketch below is mostly algebraic and is due to Maxwell Rosenlicht. See his
papers in the _Pacific Journal of Mathematics_, 54, (1968) 153-161 and 65,
(1976), 485-492.
WARNING: Prerequisites for understanding the proof is a first year graduate
course in algebra, and a little complex analysis. No deep results are used,
but I cannot take the time to explain standard notions or all the deductions.
Notation: a^n is "a power n", a_n is "a sub n". C is the complex numbers,
for fields F, F[x] is the ring of polynomials in x OR an algebraic extension
of F, F(x) is the field of rational functions in a transcendental x, M is
the field of meromorphic functions in one variable. If f is a complex
function, I(f) will denote an antiderivative of f.
A differential field is a field F of characteristic 0 with a derivation.
Thus, in addition to the field operations + and *, there is a derivative
mapping ':F->F such that (a+b)'=a'+b' and (ab)'=a'b+ab'. Two standard
examples are C(z) and M with the usual derivative map. Notice a basic
identity (logarithmic differentiation) holds:
[(a_1 ^ k_1) * ... * (a_n ^ k_n)]' a_1' a_n'
--------------------------------- = k_1 --- + ... + k_n ---
(a_1 ^ k_1) * ... * (a_n ^ k_n) a_1 a_n
The usual rules like the quotient rule also hold. If a in F satisfies
a'=0, we call a a constant of F. The set of constants of F is called
Con(F), and forms a subfield of F.
The basic idea in showing something has no elementary integral is to
reduce the problem to a sequence of differential fields F_0, F_1, etc.,
where F_0 = C(z), and F_(i+1) is obtained from F_i by adjoining one
new element t. t is obtained either algebraically, because t satisfies
some polynomial equation p(t)=0, or exponentially, because t'/t=s' for
some s in F_i, or logarithmically, because t'=s'/s is in F_i. Notice
that we don't actually take exponentials or logarithms, but only attach
abstract elements that have the appropriate derivatives. Thus a function
f is integrable in elementary terms iff such a sequence exists starting
with C(z).
Just so there is no confusion, there is no notion of "composition" involved
here. If you want to take log s, you adjoin a transcendental t with the
relation t'=s'/s. There is no log function running around, for example,
except as motivation, until we reach actual examples.
We need some easy lemmas. Throughout the lemmas F is a differential field,
and t is transcendental over F.
Lemma 1: If K is an algebraic extension field of F, then there exists a
unique way to extend the derivation map from F to K so as to make K into
a differential field.
Lemma 2: If K=F(t) is a differential field with derivation extending F's,
and t' is in F, then for any polynomial f(t) in F[t], f(t)' is a polynomial
in F[t] of the same degree (if the leading coefficient is not in Con(F))
or of degree one less (if the leading coefficient is in Con(F)).
Lemma 3: If K=F(t) is a differential field with derivation extending F's,
and t'/t is in F, then for any a in F, n a positive integer, there exists
h in F such that (a*t^n)'=h*t^n. More generally, if f(t) is any polynomial
in F[t], then f(t)' is of the same degree as f(t), and is a multiple of
f(t) iff f(t) is a monomial.
These are all fairly elementary. For example, (a*t^n)'=(a'+at'/t)*t^n
in lemma 3. The final 'iff' in lemma 3 is where transcendence of t comes
in. Lemma 1 in the usual case of subfields of M can be proven analytically
using the implicit function theorem.
--------------------------------------------------------------------------
MAIN THEOREM. Let F,G be differential fields, let a be in F, let y be in G,
and suppose y'=a and G is an elementary differential extension field of F,
and Con(F)=Con(G). Then there exist c_1,...,c_n in Con(F), u_1,...,u_n, v
in F such that
u_1' u_n'
a = c_1 --- + ... + c_n --- + v'.
u_1 u_n
In other words, the only functions that have elementary anti-derivatives
are the ones that have this very specific form.
--------------------------------------------------------------------------
This is a very useful theorem for proving non-integrability. In the usual
case, F,G are subfields of M, so Con(F)=Con(G)=C always holds.
Proof:
By assumption there exists a finite chain of fields connecting F to G
such that the extension from one field to the next is given by performing
an algebraic, logarithmic, or exponential extension. We show that if the
form (*) can be satisfied with values in F2, and F2 is one of the three
kinds of allowable extensions of F1, then the form (*) can be satisfied
in F1. The form (*) is obviously satisfied in G: let all the c's be 0, the
u's be 1, and let v be the original y for which y'=a. Thus, if the form
(*) can be pulled down one field, we will be able to pull it down to F,
and the theorem holds.
So we may assume without loss of generality that G=F(t).
Case 1: t is algebraic over F. Say t is of degree k. Then there are
polynomials U_i and V such that U_i(t)=u_i and V(t)=v. So we have
U_1(t)' U_n(t)'
a = c_1 ------ + ... + c_n ------ + V(t)'.
U_1(t) U_n(t)
Now, by the uniqueness of extensions of derivatives in the algebraic case,
we may replace t by any of its conjugates t_1,..., t_k, and the same equation
holds. In other words, because a is in F, it is fixed under the Galois
automorphisms. Summing up over the conjugates, and converting the U'/U
terms into products using logarithmic differentiation, we have
[U_1(t_1)*...*U_1(t_k)]'
k a = c_1 ----------------------- + ... + [V(t_1)+...+V(t_k)]'.
U_1(t_1)*...*U_n(t_k)
But the expressions in [...] are symmetric polynomials in t_i, and as
they are polynomials with coefficients in F, the resulting expressions
are in F. So dividing by k gives us (*) holding in F.
Case 2: t is logarithmic over F. Because of logarithmic differentiation
we may assume that the u's are monic and irreducible in t and distinct.
Furthermore, we may assume v has been decomposed into partial fractions.
The fractions can only be of the form f/g^j, where deg(f)
[excerpt]
Indeed, not so elementary. Do the names Abel, Galois and Liouville mean
anything? A good survey is in "Computer Algebra", by Davenport, Siret
and Tournier, Academic Press, 1988
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From: edgar@math.ohio-state.edu (Gerald Edgar)
Newsgroups: sci.math
Subject: Re: On elementary functions...
Date: Tue, 08 Nov 1994 09:28:14 +0000
Introductory papers, aimed at undergraduates:
A.D. Fitt & G.T.Q. Hoare, "The closed-form integration of arbitrary
functions". Mathematical Gazette (1993) 227--236.
E. Marchisotto & G. Zakeri, "An invitation to integration in finite
terms". College Math. J. 25 (1994) 295--308.
. . . .
Gerald A. Edgar Internet:edgar@math.ohio-state.edu
Department of Mathematics
The Ohio State University telephone: 614-292-0395(Office)
Columbus, OH 43210 292-4975 (Math. Dept.)
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From: kovarik@mcmail.cis.McMaster.CA (Zdislav V. Kovarik)
Newsgroups: sci.math
Subject: Re: Integration of algebraic functions
Date: 31 Mar 1998 16:45:44 -0500
In article <3520AB8E.7EA7C649@student.luth.se>,
Erik Stenelund wrote:
:Hi !
:
:I am a student of mathematics at Lulea University in Sweden and I wonder
:if anyone could mail me some papers about symbolic integration of
:algebraic functions
An older book (1981) is this (and it has a large bibliography, including
three classical articles by Liouville):
James Harold Davenport:
On the Integration of Algebraic Functions
Lecture Notes in Computer Science No. 102
Springer-Verlag Berlin-Heidelberg-New York
ISBN 0-387-10290-6 (New York)
ISBN 3-540-10290-6 (Berlin)
Good luck, ZVK (Slavek).
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From: Nissim Broudo
Newsgroups: sci.math,sci.math.symbolic,sci.logic,sci.math.research
Subject: non-elementary integrals
Date: Wed, 29 Apr 1998 17:22:45 -0400
[deletia -- djr]
A good reference on non-elementary integrals is American Mathematical
Monthly Februrary 1961 "Integration" by D.G. Mead p 152-156.
This article proves that the indefinite integrals of certain elementary
functions are not themselves composed of elementary functions. That is,
the space of elementary functions is not closed under 'antiderivation.'
[deletia -- djr]
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Newsgroups: sci.math.symbolic,sci.math
From: kogeddes@daisy.uwaterloo.ca (Keith O. Geddes)
Subject: Re: Symbolic integral of x^x
Date: Wed, 23 Sep 1998 19:58:49 GMT
In article <3608984C.8AB73A3@ccis.adisys.com.au>,
Dion Mendel wrote:
>Hi all
>
>Does anyone know if there is a symbolic solution to the integration
>of x to the power x? This was a puzzle posed to me by a neighbour
>which I have been unable to solve. I've tried querying MAPLE with
>no luck.
>
>Any help with this puzzle would be most appreciated.
>
>TIA
>
>Dion Mendel.
Well, Maple actually invoked an algorithm (the Risch algorithm) which
is able to prove that:
Within the class of elementary functions, the function x^x does not
have an anti-derivative.
To see how such a statement can be proved see, for example:
K.O. Geddes, S.R. Czapor, and G. Labahn,
Algorithms for Computer Algebra.
Kluwer Academic Publishers, Boston, 1992, 585 pages.
ISBN 0-7923-9259-0
In particular, Example 12.16 (page 560) handles this example.
-----------------------------------------------
Professor Keith Geddes
Symbolic Computation Group
Department of Computer Science
University of Waterloo
Waterloo ON N2L 3G1
CANADA
E-mail: kogeddes@daisy.uwaterloo.ca
URL: http://daisy.uwaterloo.ca/~kogeddes
-----------------------------------------------