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Zeta 2

The document evaluates several proofs of the celebrated identity ζ(2) = π2/6, where ζ is the Riemann zeta function. Five different proofs are presented, using techniques like Fourier analysis, power series, and substitutions of variables in integrals. The proofs vary in their origins and backgrounds.

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0% found this document useful (0 votes)
102 views13 pages

Zeta 2

The document evaluates several proofs of the celebrated identity ζ(2) = π2/6, where ζ is the Riemann zeta function. Five different proofs are presented, using techniques like Fourier analysis, power series, and substitutions of variables in integrals. The proofs vary in their origins and backgrounds.

Uploaded by

focusssmode
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Evaluating ζ(2)

Robin Chapman
Department of Mathematics
University of Exeter, Exeter, EX4 4QE, UK
[email protected]

30 April 1999 (corrected 7 July 2003)

I list several proofs of the celebrated identity:


�∞
1 π2
ζ(2) = 2
= . (1)
n=1
n 6

As it is clear that

� 1 � 1 ∞ � ∞
3 1
ζ(2) = 2
− 2
= 2
,
4 n=1
n m=1
(2m) r=0
(2r + 1)

(1) is equivalent to

� 1 π2
= . (2)
r=0
(2r + 1)2 8
Many of the proofs establish this latter identity first.
None of these proofs is original; most are well known, but some are not
as familiar as they might be. I shall try to assign credit the best I can, and
I would be grateful to anyone who could shed light on the origin of any of
these methods. I would like to thank Tony Lezard, José Carlos Santos and
Ralph Krause, who spotted errors in earlier versions, and Richard Carr for
pointing out an egregious solecism.

Proof 1: Note that


� 1� 1
1
= xn−1 y n−1 dx dy
n2 0 0

1
and by the monotone convergence theorem we get
�∞ � 1 � 1 ��∞

1
2
= (xy)n−1 dx dy
n=1
n 0 0 n=1
� 1� 1
dx dy
= .
0 0 1 − xy

We change variables in this by putting (u, v) = ((x + y)/2, (y − x)/2), so that


(x, y) = (u − v, u + v). Hence
��
du dv
ζ(2) = 2 2 2
S 1−u +v

where S is the square with vertices (0, 0), (1/2, −1/2), (1, 0) and (1/2, 1/2).
Exploiting the symmetry of the square we get
� 1/2 � u � 1 � 1−u
dv du dv du
ζ(2) = 4 2 2
+ 4
0 0 1−u +v 1/2 0 1 − u2 + v 2
� 1/2 � �
1 u
= 4 √ tan−1 √ du
0 1 − u2 1 − u2
� 1 � �
1 −1 1−u
+4 √ tan √ du.
1/2 1 − u2 1 − u2
√ √
Now tan−1 (u/( 1 − u2 )) = sin−1 u, and if θ = tan−1 ((1 − u)/( 1 − u2 ))
then tan2 θ = (1 − u)/(1 + u) and sec2 θ = 2/(1 + u). It follows that u =
2 cos2 θ − 1 = cos 2θ and so θ = 12 cos−1 u = π4 − 21 sin−1 u. Hence
� 1/2 � 1 � �
sin−1 u 1 π sin−1 u
ζ(2) = 4 √ du + 4 √ − du
0 1 − u2 1/2 1 − u2 4 2
� �1/2 � �1
= 2(sin−1 u)2 0 + π sin−1 u − (sin−1 u)2 1/2
π2 π2 π2 π2 π2
= + − − +
18 2 4 6 36
2
π
=
6
as required.
This is taken from an article in the Mathematical Intelligencer by Apostol
in 1983.
Proof 2: We start in a similar fashion to Proof 1, but we use (2). We get
�∞ � 1� 1
1 dx dy
2
= 2 2
.
r=0
(2r + 1) 0 0 1−x y

2
We make the substitution
� � � �
1 − y2 1 − x2
(u, v) = tan−1 x , tan−1 y
1 − x2 1 − y2

so that � �
sin u sin v
(x, y) = , .
cos v cos u
The Jacobian matrix is
� �
∂(x, y) � cos u/ cos v sin u sin v/ cos2 v �
= �� 2


∂(u, v) sin u sin v/ cos u cos v/ cos u
sin2 u sin2 v
= 1−
cos2 u cos2 v
= 1 − x2 y 2 .

Hence ��
3
ζ(2) = du dv
4 A
where
A = {(u, v) : u > 0, v > 0, u + v < π/2}
has area π 2 /8, and again we get ζ(2) = π 2 /6.
This is due to Calabi, Beukers and Kock.

Proof 3: We use the power series for the inverse sine function:
�∞
−1 1 · 3 · · · (2n − 1) x2n+1
sin x=
n=0
2 · 4 · · · (2n) 2n + 1

valid for |x| ≤ 1. Putting x = sin t we get



� 1 · 3 · · · (2n − 1) sin2n+1 t
t=
n=0
2 · 4 · · · 2n 2n + 1

for |t| ≤ π2 . Integrating from 0 to π


2
and using the formula
� π/2
2 · 4 · · · (2n)
sin2n+1 x dx =
0 3 · 5 · · · (2n + 1)
gives us
� π/2 ∞

π2 1
= t dt =
8 0 n=0
(2n + 1)2

3
which is (2).
This comes from a note by Boo Rim Choe in the American Mathematical
Monthly in 1987.

Proof 4: We use the L2 -completeness of the trigonometric functions. Let


en (x) = exp(2πinx) where n ∈ Z. The en form a complete orthonormal set in
L2 [ 0, 1 ]. If we denote the inner product in L2 [ 0, 1 ] by � , �, then Parseval’s
formula states that ∞

�f, f � = |�f, en �|2
n=−∞

for all f ∈ L2 [ 0, 1 ]. We apply this to f (x) = x. We easily compute �f, f � = 31 ,


�f, e0 � = 12 and �f, en � = 2πin
1
for n �= 0. Hence Parseval gives us

1 1 � 1
= +
3 4 n∈Z,n�=0 4π 2 n2

and so ζ(2) = π 2 /6.


Alternatively we can apply Parseval to g = χ[0,1/2] . We get �g, g� = 12 ,
�g, e0 � = 12 and �g, en � = ((−1)n − 1)/2πin for n �= 0. Hence Parseval gives
us ∞
1 1 � 1
= +2
2 4 r=0
π 2 (2r + 1)2
and using (2) we again get ζ(2) = π 2 /6.
This is a textbook proof, found in many books on Fourier analysis.

Proof 5: We use the fact that if f is continuous, of bounded variation on


[ 0, 1 ] and f (0) = f (1), then the Fourier series of f converges to f pointwise.
Applying this to f (x) = x(1 − x) gives

1 � cos 2πnx
x(1 − x) = − ,
6 n=1 π 2 n2

and putting x = 0 we get ζ(2) = π 2 /6. Alternatively putting x = 1/2 gives

�∞
π2 (−1)n
=−
12 n=1
n2

which again is equivalent to ζ(2) = π 2 /6.


Another textbook proof.

4
Proof 6: Consider the series

� cos nt
f (t) = .
n=1
n2

This is uniformly convergent on the real line. Now if � > 0, then for t ∈
[ �, 2π − � ] we have
N
� N
� eint − e−int
sin nt =
n=1 n=1
2i
e − ei(N +1)t e−it − e−i(N +1)t
it
= −
2i(1 − eit ) 2i(1 − e−it )
eit − ei(N +1)t 1 − e−iN t
= +
2i(1 − eit ) 2i(1 − eit )
and so this sum is bounded above in absolute value by
2 1
= .
|1 − eit | sin t/2
Hence these sums are uniformly bounded on [ �, 2π − � ] and by Dirichlet’s
test the sum ∞
� sin nt
n=1
n
is uniformly convergent on [ �, 2π − � ]. It follows that for t ∈ (0, 2π)

� sin nt
f � (t) = −
n=1
n
�∞ �
� eint
= −Im
n=1
n
= Im(log(1 − eit ))
= arg(1 − eit )
t−π
= .
2
By the fundamental theorem of calculus we have
� π
t−π π2
f (π) − f (0) = dt = − .
0 2 4

But f (0) = ζ(2) and f (π) = ∞ n 2 2
n=1 (−1) /n = −ζ(2)/2. Hence ζ(2) = π /6.

5
Alternatively we can put

� zn
D(z) = ,
n=1
n2

the dilogarithm function. This is uniformly convergent on the closed unit


disc, and satisfies D� (z) = −(log(1 − z))/z on the open unit disc. Note
that f (t) = Re D(e2πit ). We may now use arguments from complex variable
theory to justify the above formula for f � (t).
This is just the previous proof with the Fourier theory eliminated.

Proof 7: We use the infinite product


∞ �
� �
x2
sin πx = πx 1− 2
n=1
n

for the sine function. Comparing coefficients of x3 in the MacLaurin series of


sides immediately gives ζ(2) = π 2 /6. An essentially equivalent proof comes
from considering the coefficient of x in the formula

1 � 2x
π cot πx = + .
x n=1 x2 − n2

The original proof of Euler!

Proof 8: We use the calculus of residues. Let f (z) = πz −2 cot πz. Then f
has poles at precisely the integers; the pole at zero has residue −π 2 /3, and
that at a non-zero integer n has residue 1/n2 . Let N be a natural number
and let CN be the square contour with vertices (±1 ± i)(N + 1/2). By the
calculus of residues
�N �
π2 1 1
− +2 = f (z) dz = IN
3 n=1
n2 2πi CN

say. Now if πz = x + iy a straightforward calculation yields

2 cos2 x + sinh2 y
| cot πz| = .
sin2 x + sinh2 y
It follows that if z lies on the vertical edges of Cn then

sinh2 y
| cot πz|2 = <1
1 + sinh2 y

6
and if z lies on the horizontal edges of Cn
1 + sinh2 π(N + 1/2)
| cot πz|2 ≤ = coth2 π(N + 1/2) ≤ coth2 π/2.
sinh2 π(N + 1/2)
Hence | cot πz| ≤ K = coth π2 on CN , and so |f (z)| ≤ πK/(N + 1/2)2 on CN .
This estimate shows that
1 πK
|In | ≤ 8(N + 1/2)
2π (N + 1/2)2
and so IN → 0 as N → ∞. Again we get ζ(2) = π 2 /6.
Another textbook proof, found in many books on complex analysis.
Proof 9: We first note that if 0 < x < π2 then sin x < x < tan x and so
cot2 x < x−2 < 1 + cot2 x. If n and N are natural numbers with 1 ≤ n ≤ N
this implies that
nπ (2N + 1)2 nπ
cot2 < 2 2
< 1 + cot2
(2N + 1) nπ (2N + 1)
and so
N

π2 nπ
2
cot2
(2N + 1) n=1 (2N + 1)
�N
1
<
n=1
n2
N

N π2 π2 nπ
< 2
+ 2
cot2 .
(2N + 1) (2N + 1) n=1 (2N + 1)
If
N
� nπ
AN = cot2
n=1
(2N + 1)
it suffices to show that limN →∞ AN /N 2 = 23 .
If 1 ≤ n ≤ N and θ = nπ/(2N + 1), then sin(2N + 1)θ = 0 but sin θ �= 0.
Now sin(2N + 1)θ is the imaginary part of (cos θ + i sin θ)2N +1 , and so
�N � �
sin(2N + 1)θ 1 2N + 1
2N +1
= 2N +1
(−1)k
cos2(N −k) θ sin2k+1 θ
sin θ sin θ k=0 2N − 2k
�N � �
2N + 1
= (−1) k
cot2(N −k) θ
k=0
2N − 2k
= f (cot2 θ)

7
� �
say, where f (x) = (2N +1)xN − 2N3+1 xN −1 +· · ·. Hence the roots of f (x) = 0
are cot2 (nπ/(2N + 1)) where 1 ≤ n ≤ N and so AN = N (2N − 1)/3. Thus
AN /N 2 → 23 , as required.
This is an exercise in Apostol’s Mathematical Analysis (Addison-Wesley,
1974).

Proof 10: Given an odd integer n = 2m + 1 it is well known that sin nx =


Fn (sin x) where Fn is a polynomial of degree n. Since the zeros of Fn (y) are
the values sin(jπ/n) (−m ≤ j ≤ m) and limy→0 (Fn (y)/y) = n then
m �
� �
y2
Fn (y) = ny 1−
j=1
sin2 (jπ/n)

and so m � �
� sin2 x
sin nx = n sin x 1− .
j=1
sin2 (jπ/n)

Comparing the coefficients of x3 in the MacLaurin expansion of both sides


gives
�m
n3 n 1
− =− −n 2
6 6 j=1
sin (jπ/n)
and so m
1 � 1 1
− 2 = .
6 j=1 n2 sin (jπ/n) 6n2

Fix an integer M and let m > M . Then


M m
1 � 1 1 � 1
− 2 2 = 2+ 2 2
6 j=1 n sin (jπ/n) 6n j=M +1
n sin (jπ/n)

and using the inequality sin x > π2 x for 0 < x < π2 , we get
M m
1 � 1 1 � 1
0< − 2 < + .
6 j=1 n2 sin (jπ/n) 6n2 j=M +1 4j 2

Letting m tend to infinity now gives


M ∞
1 � 1 � 1
0≤ − 2 2
≤ 2
.
6 j=1 π j j=M +1
4j

8
Hence ∞
� 1 1
2 2
= .
j=1
π j 6

This comes from a note by Kortram in Mathematics Magazine in 1996.

Proof 11: Consider the integrals


� π/2 � π/2
2n
In = cos x dx and Jn = x2 cos2n x dx.
0 0

By a well-known reduction formula

1 · 3 · 5 · · · (2n − 1) π (2n)! π
In = = n 2 .
2 · 4 · 6 · · · 2n 2 4 n! 2
If n > 0 then integration by parts gives
� π/2
� �π/2
In = x cos2n x 0 + 2n x sin x cos2n−1 x dx
0
� �π/2
= n x2 sin x cos2n−1 x 0
� π/2
−n x2 (cos2n x − (2n − 1) sin2 x cos2n−2 x) dx
0
= n(2n − 1)Jn−1 − 2n2 Jn .

Hence
(2n)! π
= n(2n − 1)Jn−1 − 2n2 Jn
4n n!2 2
and so
π 4n−1 (n − 1)!2 4n n!2
= J n−1 − Jn .
4n2 (2n − 2)! (2n)!
Adding this up from n = 1 to N gives
N
π� 1 4N N !2
= J 0 − JN .
4 n=1 n2 (2N )!

Since J0 = π 3 /24 it suffices to show that limN →∞ 4N N !2 JN /(2N )! = 0. But


the inequality x < π2 sin x for 0 < x < π2 gives
� π2
π2 π2 π 2 IN
JN < sin2 x cos2N x dx = (IN − IN +1 ) =
4 0 4 8(N + 1)

9
and so
4N N ! π3
0< JN < .
(2N )! 16(N + 1)
This completes the proof.
This proof is due to Matsuoka (American Mathematical Monthly, 1961).

Proof 12: Consider the well-known identity for the Fejér kernel:
� �2 �n �n
sin nx/2
= (n − |k|)eikx = n + 2 (n − k) cos kx.
sin x/2 k=−n k=1

Hence
� π � �2 �n � π
sin nx/2 nπ 2
x dx = +2 (n − k) x cos kx dx
0 sin x/2 2 k=1 0

� n
nπ 2 1 − (−1)k
= −2 (n − k)
2 k=1
k2
nπ 2 � 1 � 1
= − 4n + 4
2 k2 k
1≤k≤n,2�k 1≤k≤n,2�k

If we let n = 2N with N an integer then


� π � �2 N −1 � �
x sin N x π2 � 1 log N
dx = − +O .
0 8N sin x/2 8 r=0
(2r + 1)2 N

But since sin x2 > πx for 0 < x < π then


� π � �2 � π
x sin N x π2 dx
dx < sin2 N x
0 8N sin x/2 8N 0 x
� N π � �
π2 2 dy log N
= sin y =O .
8N 0 y N
Taking limits as N → ∞ gives

π2 � 1
= .
8 r=0
(2r + 1)2

This proof is due to Stark (American Mathematical Monthly, 1969).

Proof 13: We carefully square Gregory’s formula



π � (−1)n
= .
4 n=0
2n + 1

10
π
We can rewrite this as limN →∞ aN = 2
where

�N
(−1)n
aN = .
n=−N
2n + 1

Let
N
� 1
bN = .
n=−N
(2n + 1)2

By (2) it suffices to show that limN →∞ bN = π 2 /4, so we shall show that


limN →∞ (a2N − bN ) = 0.
If n �= m then
� �
1 1 1 1
= −
(2n + 1)(2m + 1) 2(m − n) 2n + 1 2m + 1
and so
�N N

� � �
(−1)m+n 1 1
a2N − bN = −
n=−N m=−N
2(m − n) 2n + 1 2m + 1
N N �
� � (−1)m+n
=
n=−N m=−N
(2n + 1)(m − n)
�N
(−1)n cn,N
=
n=−N
2n + 1

where the dash on the summations means that terms with zero denominators
are omitted, and
�N �
(−1)m
cn,N = .
m=−N
(m − n)
It is easy to see that c−n,N = −cn,N and so c0,N = 0. If n > 0 then
N
� +n
n+1 (−1)j
cn,N = (−1)
j=N −n+1
j

and so |cn,N | ≤ 1/(N − n + 1) as the magnitude of this alternating sum is


not more than that of its first term. Thus
�N � �
2 1 1
|aN − bN | ≤ +
n=1
(2n − 1)(N − n + 1) (2n + 1)(N − n + 1)

11
N
� � �
1 2 1
= +
n=1
2N + 12n − 1 N −n+1
�N � �
1 2 1
+ +
n=1
2N + 3 2n + 1 N −n+1
1
≤ (2 + 4 log(2N + 1) + 2 + 2 log(N + 1))
2N + 1
and so a2N − bN → 0 as N → ∞ as required.
This is an exercise in Borwein & Borwein’s Pi and the AGM (Wiley,
1987).

Proof 14: This depends on the formula for the number of representations
of a positive integer as a sum of four squares. Let r(n) be the number of
quadruples (x, y, z, t) of integers such that n = x2 + y 2 + z 2 + t2 . Trivially
r(0) = 1 and it is well known that

r(n) = 8 m
m|n,4�m


for n > 0. Let R(N ) = N n=0 r(n). It is easy to see √
that R(N ) is asymptotic
2
to the volume of the 4-dimensional ball of radius N , i.e., R(N ) ∼ π2 N 2 .
But
�N � � � �
N
R(N ) = 1 + 8 m = 1+8 m = 1 + 8(θ(N ) − 4θ(N/4))
n=1
m
m|n,4�m m≤N,4�m

where � �x�
θ(x) = m .
m≤x
m
But

θ(x) = m
mr≤x

� �x/r�

= m
r≤x m=1
� �
1 � � x �2 � x �
= +
2 r≤x r r
� � x ��
1 � x2
= +O
2 r≤x r2 r

12
x2
= (ζ(2) + O(1/x)) + O(x log x)
2
ζ(2)x2
= + O(x log x)
2
as x → ∞. Hence
� �
π2 2 2 N2
R(N ) ∼ N ∼ 4ζ(2) N −
2 4

and so ζ(2) = π 2 /6.


This is an exercise in Hua’s textbook on number theory.

13

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