Zeta 2

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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.

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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.

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