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Loring - Functions: Waterloo, 17-19 June 2004

The document discusses E-functions, which are entire functions whose coefficients satisfy certain properties. Key points: 1. E-functions satisfy linear differential equations with rational coefficients and have coefficients with bounded height. 2. Examples of E-functions include exponential and Bessel functions. 3. The differential Galois group of an E-function describes algebraic relations between its values. 4. It is shown that if an E-function vanishes at a rational point, that point must be an apparent singularity of its differential equation. This implies transcendence of pi.

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0% found this document useful (0 votes)
48 views12 pages

Loring - Functions: Waterloo, 17-19 June 2004

The document discusses E-functions, which are entire functions whose coefficients satisfy certain properties. Key points: 1. E-functions satisfy linear differential equations with rational coefficients and have coefficients with bounded height. 2. Examples of E-functions include exponential and Bessel functions. 3. The differential Galois group of an E-function describes algebraic relations between its values. 4. It is shown that if an E-function vanishes at a rational point, that point must be an apparent singularity of its differential equation. This implies transcendence of pi.

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Silviu
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© Attribution Non-Commercial (BY-NC)
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Exploring E-functions

Waterloo, 17-19 June 2004

On the occasion of
Dale Brownawell’s 60-th birthday

1
Definition: An entire function f (z) given by a
powerseries

X ak k
z
n=0 k!
is called an E-function if

1. a0, a1, a2, . . . ∈ Q

2. f (z) satisfies a linear differential equation


with coefficients in Q(z).

3. h(a0, a1, . . . , aN ) = O(N ) for all N .

Here, h(α1, . . . , αn) denotes the logarithmic ab-


solute height of the vector (α1, . . . , αn) ∈ Qn.

In Siegel’s original definition condition 3) reads

h(a0, a1, . . . , aN ) = o(N log N )


2
Examples:
∞ k
X z
exp(z) =
k=0
k!


X z 2k
J0 (−z 2) =
k=0
k!k!


X ak k
f (z) = z
k=0
k!
where a0 = 1, a1 = 3, a2 = 19, a3 = 147, . . . are
the Apéry numbers corresponding to Apéry’s
irrationality proof of ζ(2).

Differential equations

y0 − y = 0

zy 00 + y 0 − 4zy = 0

z 2y 000−(11z 2−3z)y 00−(z 2+22z−1)y 0−(z+3)y = 0

3
Let f1(z), . . . , fn(z) be E-functions satisfying a
system of n differential equations
   
y1 y1
d  ...   
  = A  ... 
dz
yn yn
where A is an n×n-matrix with entries in Q(z).
We assume that the common denominator of
the entries is T (z).

Theorem (Siegel-Shidlovskii, 1929, 1956).


Let α ∈ Q and αT (α) 6= 0. Then

degtrQ(f1(α), f2(α), . . . , fn(α)) =

degtrC(z)(f1(z), f2(z), . . . , fn(z))

4
The differential galois group

Let Y (z) be an n × n invertible matrix with


functional entries yij (z) for i, j = 1, . . . n such
that
d
Y = AY.
dz
Consider the ring R = C(z)[Xi,j ]i,j=1,...,n and
the ideal of relations I defined by the kernel of
the natural evaluation map

P (Xij ) 7→ P (yij (z)).


The group GL(n, C) acts on R via

(Xij ) 7→ (Xij )g
for any g ∈ GL(n, C).

The differential galois group G of the differen-


tial equation is the subgroup of GL(n, C) given
by
G = {g ∈ GL(n, C) | g : I → I}

5
As a result any g ∈ G acts also on the yij via
Y 7→ Y g.

Remark: When f is a solution of an n-th order


equation, the vector of functions f, f 0, . . . , f (n−1)
satisfies a system of n first order equations.

Algorithms to compute G by Kovacic for n = 2


(1986) and by Singer, Ulmer for n = 3 (1990’s).

Theoretical algorithm for general n by Com-


point,Singer (1999) for reductive G and Hrushovski
(2003) in complete generality.

6
Theorem Let G be the differential galois group
of a linear system of n first order differential
equations. Then,

1. G is a linear algebraic group.

2. For any solution (f1(z), . . . , fn(z)) the di-


mension of its orbit under G equals the
transcendence degree of f1(z), . . . , fn(z) over
Q(z).

Example

X((2k)!)2 k
f (z) = 2 (6k)!
z
k=0
(k!)
and f (z 4) is an E-function satisfying a differen-
tial equation of order 5. The differential galois
group is SO(5, C). Dimension of its orbits is 4
and we have a quadratic form Q with coeffi-
cients in Q(z) such that
Q(f, f 0, f 00, f 000, f 0000) = 1
7
Explicitly,

X ((2k)!)2 k
f (z) = 2(6k)!
(2916z)
k=0
(k!)
satisfies
FtQF = (z)
where
 
f (z)
 
 Df (z) 
  d
 2 
F =  D f (z)  , D=z
  dz
 D 3f (z) 
 
D4f (z)
and
 
z − 324z 2 −18z 198z −486z 324z
 

 −18z − 10
9
23
2 −28 18 
 23 
Q= 198z 2 −120 297 −198 
 
 −486z −28 297 −729 486 
 
324z 18 −198 486 −324

8
Theorem (Nesterenko-Shidlovskii, 1996). Let
f1(z), . . . , fn(z) be E-functions which satisfy a
system of n first order equations. Then there
is a finite set S such that for every ξ ∈ Q, ξ 6∈ S
the following statement holds. To any relation
of the form P (f1(ξ), . . . , fn(ξ)) = 0 where P ∈
Q[X1, . . . , Xn] is homogeneous, there exists a
Q ∈ Q[z, X1, . . . , Xn], homogeneous in Xi, such
that Q(z, f1(z), . . . , fn(z)) ≡ 0 and

P (X1, . . . , Xn) = Q(ξ, X1, . . . , Xn)

Roughly speaking, any algebraic relation over


Q between f1(ξ), . . . , fn(ξ) at some point ξ ∈
Q − S comes from specialisation at z = ξ of
some functional algebraic relation between f1(z), . . . ,
over Q(z).

The exceptional set S can be computed from


the polynomial relations over Q(z) between the
fi.
9
Theorem (Y.André, 2000) Let f (z) be an E-
function. Then f (z) satisfies a differential equa-
tion of the form
m−1
X
z my (m) + z k qk (z)y (k) = 0
k=0
where qk (z) ∈ Q[z] has degree ≤ m − k.

Corollary Let f (z) be an E-function with coef-


ficients in Q and suppose that f (1) = 0. Then
1 is an apparent singularity of the minimal dif-
ferential equation satisfied by f .

Proof Consider f (z)/(1 − z). This is again


E-function. So its minimal differential equa-
tion has a basis of analytic solutions at z = 1.
This means that the original differential equa-
tion for f (z) has a basis of analytic solutions
all vanishing at z = 1. So z = 1 is apparent
singularity.

10
Corollary: π is transcendental.

Suppose α := 2πi algebraic. Then the E-


function eαz −1 vanishes at z = 1. The product
over all conjugate E-functions is an E-function
with rational coefficients vanishing at z = 1.
So the above corollary applies. However linear
forms in exponential functions satisfy differen-
tial equations with constant coefficients, con-
tradicting existence of a singularity at z = 1.

By a combination of André’s Theorem and dif-


ferential galois theory one can show more.

Theorem (FB, 2004) Let f (z) be an E-function


and suppose that f (ξ) = 0 for some ξ ∈ Q∗.
Then ξ is an apparent singularity of the mini-
mal differential equation satisfied by f .

Corollary The Nesterenko-Shidlovskii theorem


holds with S = singularities ∪ 0.
11
Relations between values at singular points.
Example f (z) = (z−1)ez . It satisfies (z−1)f 0 =
zf and f (1) = 0.

More generally,
   
f1(z) f1(z)
   
(z − ξ)k  ...  = A(z)  ... 
fn(z) fn(z)
where A(ξ) 6= O. Then,
 
f (ξ)
d  1. 
A(ξ)  ..  = 0.
dz
fn(ξ)

Theorem Let f (z) = (f1(z), . . . , fn(z)) be E-


function solution of system of n first order
equations and suppose they are Q(z)-linear in-
dependent. Then there exists an n × n- matrix
B with entries in Q[z] and det(B) 6= 0 and
E-functions e(z) = (e1(z), . . . , en(z) such that
f (z) = B e(z) and e(z) satisfies system of equa-
tions with singularities in the set {0, ∞}.
12

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