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The Integration of Functions of A Single Variable

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The Integration of Functions of A Single Variable

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Cambridge Tracts in Mathematics
and Mathematical Physics
General Editors
P. HALL, F.R.S. and F. SMITHIES, Ph.D.

No. 2

THE
INTEGRATION OF FUNCTIONS
OF A SINGLE VARIABLE
BY
G. H. HARDY

CAMBRIDGE UNIVERSITY PRESS


Cambridge Tracts in Mathematics
and Mathematical Physics
General Editors
P. HALL, F.R.S. and F. SMITHIES, Ph.D.

No. 2

The Integration of Functions of a


Single Variable
THE
INTEGRATION OF FUNCTIONS
OF A SINGLE VARIABLE

BY
G. H. HARDY

SECOND EDITION

CAMBRIDGE
AT THE UNIVERSITY PRESS
1966
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

First Edition 1905


Second Edition 1916
Reprinted 1928
1958
1966

First printed in Great Britain at the University Press, Cambridge


Reprinted by offset-litho by Jarrold & Sons Ltd., Norwich
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 (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.

G. H. H.

January 1916.
CONTENTS
page

I. Introduction 1

II. Elementary functions and their classification 3

III. The integration of elementary functions. Summary of results 8

IV. The integration of rational functions 11

1–3. The method of partial fractions 11


4. Hermite’s method of integration 15
5. Particular problems of integration 17
6. The limitations of the methods of integration 20
7. Conclusion 22

V. The integration of algebraical functions 22

1. Algebraical functions 22
2. Integration by rationalisation. Integrals associated with conics 23
R √
3–6. The integral R{x, ax2 + 2bx + c} dx 25
7. Unicursal plane curves 32
8. Particular cases 35
9. Unicursal curves in space 37
10. Integrals of algebraical functions in general 38
11–14. The general form of the integral of an algebraical function.
Integrals which are themselves algebraical 38
15. Discussion of a particular case 45
16. The transcendence of ex and log x 47
17. Laplace’s principle 48
18. The general form of the integral of an algebraical function (con-
tinued ). Integrals expressible by algebraical functions and log-
arithms 48
19. Elliptic and pseudo-elliptic integrals. Binomial integrals 50
20. Curves of deficiency 1. The plane cubic 51
21. Degenerate Abelian integrals 53
22. The classification of elliptic integrals 54

VI. The integration of transcendental functions 55

1. Preliminary 55
R
2. The integral R(eax , ebx , . . . , ekx ) dx 56
R
3. The integral P (x, eax , ebx , . . . ) dx 59
R x
4. The integral e R(x) dx. The logarithm-integral 63
5. Liouville’s general theorem 63
R
6. The integral log xR(x) dx 64
7. Conclusion 65

Appendix I. Bibliography 66

Appendix II. On Abel’s proof of the theorem of v., § 11 69


THE INTEGRATION OF FUNCTIONS
OF A SINGLE VARIABLE
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 dif-
ferential 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
dy
= f (x). (1)
dx
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 (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
Z x
y= f (t) dt, (2)
a

which is defined as the limit of a certain sum, is a solution of the equa-


tion (1). Further
y + C, (3)
where C is an arbitrary constant, is also a solution, and all solutions of (1)
are of the form (3).
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 indef-
inite integration can be stated precisely only when we introduce sweeping
II. ELEMENTARY FUNCTIONS AND THEIR CLASSIFICATION 2

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 F.
Then we may ask whether y is itself a member of F, or can be expressed, ac-
cording to some simple standard mode of expression, in terms of functions
which are members of F. To take a trivial example, we might suppose that
F is the class of polynomials with rational coefficients: the answer would
then be that y is in all cases itself a member of F.
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 F to be the class of elementary
functions, a class which will be defined precisely in the next section, and
our mode of expression to be that of explicit expression in finite terms, 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’∗ , but does not depend
in any way on any direct theory of integration. Such an equation as
Z
y= f (x) dx (4)

is to be regarded as merely another way of writing (1): the integral sign is


used merely on grounds of technical convenience, and might be eliminated
throughout without any substantial change in the argument.
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
Z
dx
= log x
x

is in no way affected by the fact that 1/x and log x have infinities for x = 0.

Euler, the first systematic writer on the ‘integral calculus’, defined it in a man-
ner which identifies it with the theory of differential equations: ‘calculus integralis est
methodus, ex data differentialium relatione inveniendi relationem ipsarum quantita-
tum’ (Institutiones calculi integralis, p. 1). We are concerned only with the special
equation (1), but all the remarks we have made may be generalised so as to apply to
the wider theory.
II. ELEMENTARY FUNCTIONS AND THEIR CLASSIFICATION 3

II. Elementary functions and their


classification
An elementary function is a member of the class of functions which com-
prises
(i) rational functions,
(ii) algebraical functions, explicit or implicit,
(iii) the exponential function ex ,
(iv) the logarithmic function log x,
(v) all functions which can be defined by means of any finite combi-
nation of the symbols proper to the preceding four classes of functions.
A few remarks and examples may help to elucidate this definition.

1. A 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
a0 xm + a1 xm−1 + · · · + am
f (x) = ,
b0 xn + b1 xn−1 + · · · + bn
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 definition of a
rational function that these constants should be rational or algebraical∗ or
real numbers. Thus √
x2 + x + i 2

x 2−e
is a rational function.

2. An 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
√ √ r √ ! 23
3
1+x− 1−x √ 2
x +x+i 2
q
√ √
3
, x + x + x, √
1+x+ 1−x x 2−e

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 π)
which are not roots of any such equation. See, for example, Hobson’s Squaring the circle
(Cambridge, 1913).
II. ELEMENTARY FUNCTIONS AND THEIR CLASSIFICATION 4


are explicit algebraical functions. And so is xm/n (i.e. n
xm ) for any integral
values of m and n. On the other hand

x 2, x1+i

are not algebraical functions at all, but transcendental functions, as ir-


rational or complex powers are defined by the aid of exponentials and
logarithms.
Any explicit algebraical function of x satisfies an equation

P0 y n + P1 y n−1 + · · · + Pn = 0

whose coefficients are polynomials in x. Thus, for example, the function


√ √
q
y = x+ x+ 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, implicit alge-
braical functions, which includes the class of explicit algebraical functions.

3. An algebraical function of x is a function which satisfies an equation

P0 y n + P1 y n−1 + · · · + Pn = 0 (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 (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 reducible, in the second
irreducible. Thus
y 4 − x2 = (y 2 + x)(y 2 − x)
is reducible, while both y 2 + x and y 2 − x are irreducible.
The equation (1) is said to be reducible or irreducible according as its
left-hand side is reducible or irreducible. A reducible equation can always
II. ELEMENTARY FUNCTIONS AND THEIR CLASSIFICATION 5

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 (1) is irreducible.
An algebraical function of x is regular except at a finite number of
points which are poles or 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 (1). These n functions will
be called the roots of (1) in D. Thus if we write
x = r(cos θ + i sin θ),
where −π < θ 6 π, then the roots of
y 2 − x = 0,
in the domain
0 < r1 6 r 6 r2 , −π < −π + δ 6 θ 6 π − δ < π,
√ √
are x and − x, where
√ √
x = r(cos 12 θ + i sin 12 θ).
The relations which hold between the different roots of (1) are of the
greatest importance in the theory of functions∗ . For our present purposes
we require only the two which follow.
(i) Any symmetric polynomial in the roots y1 , y2 , . . . , yn of (1) is a
rational function of x.
(ii) Any symmetric polynomial in y2 , y3 , . . . , yn is a polynomial in y1
with coefficients which are rational functions of x.
The first proposition follows directly from the equations
X
y1 y2 . . . ys = (−1)s (Pn−s /P0 ) (s = 1, 2, . . . , n).
To prove the second we observe that
X X X
y2 y3 . . . ys = y1 y2 . . . ys−1 − y1 y2 y3 . . . ys−1 ,
2,3,... 1,2,... 2,3,...
P P
so that the theorem is true for y2 y3 . . . ys if it is true for y2 y3 . . . ys−1 .
It is certainly true for
y2 + y3 + · · · + yn = (y1 + y2 + · · · + yn ) − y1 .
P
It is therefore true for y2 y3 . . . ys , and so for any symmetric polynomial
in y2 , y3 , . . . , yn .

For fuller information the reader may be referred to Appell and Goursat’s Théorie
des fonctions algébriques.
II. ELEMENTARY FUNCTIONS AND THEIR CLASSIFICATION 6

4. Elementary functions which are not rational or algebraical are


called 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 func-
tions by means of the ordinary formulae of elementary trigonometry. Thus,
for example,
eix − e−ix ex − e−x
sin x = , sinh x = ,
 2i  2  
1 1 + ix 1 1+x
arc tan x = log , arg tanh x = log .
2i 1 − ix 2 1−x
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∗ . According to him a function is a transcendent
of the first order if the signs of exponentiation or of the taking of loga-
rithms which occur in the formula which defines it apply only to rational
or algebraical functions. For example
2 2
p
xe−x , ex + ex log x

are of the first order; and so is


y
arc tan √ ,
1 + x2
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 − ex log x = 0.

An elementary transcendent 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
x
ee , log log x.

‘Mémoire sur la classification des transcendantes, et sur l’impossibilité d’exprimer
les racines de certaines équations en fonction finie explicite des coefficients’, Journal de
mathématiques, ser. 1, vol. 2, 1837, pp. 56–104; ‘Suite du mémoire. . . ’, ibid. vol. 3, 1838,
pp. 523–546.
II. ELEMENTARY FUNCTIONS AND THEIR CLASSIFICATION 7

It also includes irrational and complex powers of x, since, e.g.,


√ √
2 2 log x
x =e , x1+i = e(1+i) log x ;

the function
xx = ex 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

elog 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 nth order for all values of n. Thus

log log log x, log log log log x, . . .

are of the third, fourth, . . . orders.


Of course a similar classification of algebraical functions can be and has
been made. Thus we may say that
r
√ √ √
q q
x, x + x, x + x + x, . . .

are algebraical functions of the first, second, third, . . . orders. But the
fact that there is a general theory of algebraical equations and therefore of
implicit algebraical functions has deprived this classification of most of its
importance. There is no such general theory of elementary transcenden-
tal equations∗ , and therefore we shall not 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.

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’, Math. Annalen, vol. 28, 1886, pp. 483–
492.
III. THE INTEGRATION OF ELEMENTARY FUNCTIONS.
SUMMARY OF RESULTS 8

5. The preceding analysis of elementary transcendental functions rests


on the following theorems:
(a) ex is not an algebraical function of x;
(b) log x is not an algebraical function of x;
(c) log x is not expressible in finite terms by means of signs of expo-
nentiation and of algebraical operations, explicit or implicit∗ ;
(d ) transcendental functions of the first, second, third, . . . orders ac-
tually 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

Aeαp + Beβp + · · · + Reρp = S,

where p, A, B, . . . , R, S are algebraical functions of x, and α, β, . . . , ρ


different constants, can hold for all values of x.

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:
(i) if f (x) is an elementary function, how can we determine whether
its integral is also an elementary function?

(ii) if the integral is an elementary function, how can we find it?

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 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.

For example, log x cannot be equal to ey , where y is an algebraical function of x.
III. THE INTEGRATION OF ELEMENTARY FUNCTIONS.
SUMMARY OF RESULTS 9

1. The integral of a rational function (iv.) is 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
(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 (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 (iv.; 4, 5).
The solution of the problem in the case of rational functions may there-
fore 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 (iv., 6).

2. The integral of an algebraical function (v.), explicit or implicit,


may or may not be elementary. R
If y is an algebraical function of x then the integral y dx, or, more
generally, the integral Z
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 rational functions of x and y (v.;
11–14, 18).
These theorems give a precise statement of a general principle enunci-
ated by Laplace∗ : ‘l’intégrale d’une fonction différentielle (algébrique) ne
peut contenir d’autres quantités radicales que celles qui entrent dans cette
fonction’; and, we may add, cannot contain exponentials at all. Thus it is
impossible that Z
dx

1 + x2

should contain ex or 1 − x: the appearance of these functions in the
integral could only be apparent, and they could be eliminated before dif-
ferentiation. 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

Théorie analytique des probabilités, p. 7.
III. THE INTEGRATION OF ELEMENTARY FUNCTIONS.
SUMMARY OF RESULTS 10

a few particular cases (though to give a rigorous proof is of course quite


another matter), that differentiation will not eliminate exponentials or al-
gebraical irrationalities. Nor, we may add, will it eliminate logarithms
except when they occur in the simple form

A log φ(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 unicursal curve, i.e. a curve which has the
maximum number of double points possible for a curve of its degree, or
whose 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 (v.; 2, 7–9). In this case,
therefore, the integral is always an elementary function. But this condi-
tion, 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 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 (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 than unity are in reality
reducible to elliptic integrals. Such abnormal cases have formed the sub-
ject 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 com-
pletely in exactly the same sense as in the case of rational functions. In
particular, if the integral is algebraical then it can be found by means of el-
ementary 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
IV. RATIONAL FUNCTIONS 11

problem of determining whether any given integral is an elementary func-


tion, 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.

3. The theory of the integration of transcendental functions (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 (vi.; 2, 3).
There is a general theorem concerning the form of an integral of a tran-
scendental 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 vi., §5; it shows,
for instance, that the integral of a rational function of x, ex 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 sim-
ilar functions. From this general theorem may be deduced a number of
more precise results concerning integrals of more special forms, such as
Z Z
x
ye dx, y log x dx,

where y is an algebraical function of x (vi.; 4, 6).

IV. Rational functions


1. It is proved in treatises on algebra∗ that any polynomial

Q(x) = b0 xn + b1 xn−1 + · · · + bn

can be expressed in the form

b0 (x − α1 )n1 (x − α2 )n2 . . . (x − αr )nr ,

where n1 , n2 , . . . are positive integers whose sum is n, and α1 , α2 , . . .


are constants; and that any rational function R(x), whose denominator
is Q(x), may be expressed in the form
r  
p p−1
X βs,1 βs,2 βs,ns
A0 x + A1 x + · · · + Ap + + + ··· + ,
s=1
x − αs (x − αs )2 (x − αs )ns

See, e.g., Weber’s Traité d’algèbre supérieure (French translation by J. Griess,
Paris, 1898), vol. 1, pp. 61–64, 143–149, 350–353; or Chrystal’s Algebra, vol. 1, pp. 151–
162.
IV. RATIONAL FUNCTIONS 12

where A0 , A1 , . . . , βs,1 , . . . are also constants. It follows that

xp+1 xp
Z
R(x) dx = A0 + A1 + · · · + Ap x + C
p+1 p
r  
X βs,2 βs,ns
+ βs,1 log(x − αs ) − − ··· − ns −1
.
s=1
x − α s (n s − 1)(x − α s )

From this we conclude that the integral of any rational function is an


elementary function which is rational save for the possible presence of log-
arithms of rational functions. In particular the integral will be rational
if each of the numbers βs,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
P (x)
R(x) =
Q(x)
1 ∂ n−r P (x)
= n1 −1 n2 −1 ,
(n1 − 1)!(n2 − 1)! . . . (nr − 1)! ∂α1 ∂α2 . . . ∂αrnr −1 Q0 (x)
where
Q0 (x) = b0 (x − α1 )(x − α2 ) . . . (x − αr ).
Now r
P (x) X P (αs )
= $0 (x) + 0
,
Q0 (x) s=1
(x − α s )Q 0 (α s )
where $0 (x) is a polynomial; and so
Z
R(x) dx =
r
" #
1 ∂ n−r X P (αs )
Π0 (x) + log(x − αs ) ,
(n1 − 1)! . . . (nr − 1)! ∂α1n1 −1 . . . ∂αrnr −1 Q00 (αs )
s=1

where Z
Π0 (x) = $0 (x) dx.

But
∂ n−r Π0 (x)
Π(x) =
∂α1n1 −1 ∂α2n2 −1 . . . ∂αrnr −1
IV. RATIONAL FUNCTIONS 13

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 Π(x) must vanish
identically, so that
Z
R(x) dx =
" r #
1 ∂ n−r X P (αs )
log(x − αs ) .
(n1 − 1)! . . . (nr − 1)! ∂α1n1 −1 . . . ∂αrnr −1 s=1 Q00 (αs )

For example
∂2
  
x−a
Z
dx 1
= log .
{(x − a)(x − b)}2 ∂a ∂b a−b x−b
That Π0 (x) is annihilated by the partial differentiations performed on
it may be verified directly as follows. We obtain Π0 (x) by picking out from
the expansion
α1 α12 α2 α22
  
P (x)
1+ + 2 + ... 1+ + 2 + ... ......
xr x x x x
the terms which involve positive powers of x. Any such term is of the form
Axν−r−s1 −s2 −... α1s1 α2s2 . . . ,
where
s1 + s2 + . . . 6 ν − r 6 m − r,
m being the degree of P . It follows that
s1 + s2 + · · · < n − r = (m1 − 1) + (m2 − 1) + . . . ;
so that at least one of s1 , s2 , . . . must be less than the corresponding one
of m1 − 1, m2 − 1, . . . .
It has been assumed above that if
Z
F (x, α) = f (x, α) dx,

then Z
∂F ∂f
= dx.
∂α ∂α
∂F ∂f ∂ 2F
The first equation means that f = and the second that = .
∂x ∂α ∂x ∂α
2
∂f ∂ F
As it follows from the first that = , what has really been assumed
∂α ∂α ∂x
is that
∂ 2F ∂ 2F
= .
∂α ∂x ∂x ∂α
IV. RATIONAL FUNCTIONS 14

It is known that this equation is always true for x = x0 , α = α0 if a circle


can be drawn in the plane of (x, α) whose centre is (x0 , α0 ) and within
which the differential coefficients are continuous.

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
X
A log(x − α). (1)

We may call these two functions the rational part and the 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∗ ; but we can take
the first step in this direction by showing that no sum of the form (1) can
be rational, unless every A is zero.
Suppose, if possible, that
X P (x)
A log(x − α) = , (2)
Q(x)

where P and Q are polynomials without common factor. Then


X A P 0 Q − P Q0
= . (3)
x−α Q2

Suppose now that (x − p)r is a factor of Q. Then P 0 Q − P Q0 is divisible


by (x − p)r−1 and by no higher power of x − p. Thus the right-hand
side of (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 (2) by
X
A log(x − α) = P (x),

and (3) by
X A
= P 0 (x).
x−α
Multiplying by x − α, and making x tend to α, we see that A = 0.

The proof will be completed in v., 16.
IV. RATIONAL FUNCTIONS 15

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
4x9 + 21x6 + 2x3 − 3x2 − 3
Z
dx,
(x7 − x + 1)2
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 ratio-
nal 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.
Suppose for example that P (x) reduces to unity, and that Q(x) = 0 is an
equation of the fifth degree, whose roots α1 , α2 , . . . α5 are all distinct and not
capable of explicit algebraical expression.
Then
5
log(x − αs )
Z X
R(x) dx =
Q0 (αs )
1
5 n o
0
Y
= log (x − αs )1/Q (αs ) ,
1
and it is only if at least two of the numbers Q0 (αs ) are commensurable that
0
any two or more of the factors (x − αs )1/Q (αs ) 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).

4. The first and most important part of the problem has been solved
by Hermite, who has shown that the rational part of the integral can al-
ways 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∗ .

The following account of Hermite’s method is taken in substance from Goursat’s
Cours d’analyse mathématique (first edition), t. 1, pp. 238–241.
IV. RATIONAL FUNCTIONS 16

Hermite’s method depends upon a fundamental theorem in elementary


algebra∗ which is also of great importance in the ordinary theory of partial
fractions, viz.:
‘If X1 and X2 are two polynomials in x which have no common fac-
tor, and X3 any third polynomial, then we can determine two polynomials
A1 , A2 , such that
A1 X1 + A2 X2 = X3 .’
Suppose that
Q(x) = Q1 Q22 Q33 . . . Qtt ,
Q1 , . . . denoting polynomials which have only simple roots and of which
no two have any common factor. We can always determine Q1 , . . . by
elementary methods, as is shown in the elements of the theory of equations† .

We can determine B and A1 so that


BQ1 + A1 Q22 Q33 . . . Qtt = P,
and therefore so that
P A1 B
R(x) = = + 2 3 .
Q Q1 Q2 Q3 . . . Qtt
By a repetition of this process we can express R(x) in the form
A1 A2 At
+ 2 + ··· + t,
Q1 Q2 Qt
and the problem of the integration of R(x) is reduced to that of the inte-
gration of a function
A
,

where Q is a polynomial whose roots are all distinct. Since this is so, Q and
its derived function Q0 have no common factor: we can therefore determine
C and D so that
CQ + DQ0 = A.
Hence
CQ + DQ0
Z Z
A
dx = dx
Qν Qν
Z Z  
C 1 d 1
= dx − D dx
Qν−1 ν−1 dx Qν−1
Z
D E
=− ν−1
+ dx,
(ν − 1)Q Qν−1

See Chrystal’s Algebra, vol. 1, pp. 119 et seq.

See, for example, Hardy, A course of pure mathematics (2nd edition), p. 208.
IV. RATIONAL FUNCTIONS 17

where
D0
E=C+ .
ν−1
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 Z Z
A S
ν
dx = Rν (x) + dx,
Q Q
where Rν is a rational function and S a polynomial.
The integral on the right-hand side has no rational
R part, since all the
roots of Q are simple (§2). Thus the rational part of R(x) dx is

R2 (x) + R3 (x) + · · · + Rt (x),

and it has been determined without the need of any calculations other than
those involved in the addition, multiplication and division of polynomials∗ .

5. (i) Let us consider, for example, the integral

4x9 + 21x6 + 2x3 − 3x2 − 3


Z
dx,
(x7 − x + 1)2

mentioned above (§3). We require polynomials A1 , A2 such that

A1 X1 + A2 X2 = X3 , (1)

where

X1 = x7 − x + 1, X2 = 7x6 − 1, X3 = 4x9 + 21x6 + 2x3 − 3x2 − 3.

In general, if the degrees of X1 and X2 are m1 and m2 , and that of X3


does not exceed m1 + m2 − 1, we can suppose that the degrees of A1 and A2
do not exceed m2 −1 and m1 −1 respectively. For we know that polynomials
B1 and B2 exist such that

B1 X1 + B2 X2 = X3 .

If B1 is of degree not exceeding m2 − 1, we take A1 = B1 , and if it is of


higher degree we write
B1 = L1 X2 + A1 ,

The operation of forming the derived function of a given polynomial can of course
be effected by a combination of these operations.
IV. RATIONAL FUNCTIONS 18

where A1 is of degree not exceeding m2 − 1. Similarly we write


B2 = L2 X1 + A2 .
We have then
(L1 + L2 )X1 X2 + A1 X1 + A2 X2 = X3 .
In this identity L1 or L2 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
(m1 + m2 − 1)th, that L1 + L2 vanishes identically. Thus X3 is expressed
in the form required.
The actual determination of the coefficients in A1 and A2 is most easily
performed by equating coefficients. We have then m1 +m2 linear equations
in the same number of unknowns. These equations must be consistent,
since we know that a solution exists∗ .
If X3 is of degree higher than m1 + m2 − 1, we must divide it by X1 X2
and express the remainder in the form required.
In this case we may suppose A1 of degree 5 and A2 of degree 6, and we
find that
A1 = −3x2 , A2 = x3 + 3.
Thus the rational part of the integral is
x3 + 3
− ,
x7 − x + 1
and, since −3x2 + (x3 + 3)0 = 0, there is no transcendental part.
(ii) The following problem is instructive: to find the conditions that
αx2 + 2βx + γ
Z
dx
(Ax2 + 2Bx + C)2
may be rational, and to determine the integral when it is rational.
We shall suppose that Ax2 + 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(Ax2 + 2Bx + C) + 2(qx + r)(Ax + B) = αx2 + 2βx + γ,
and the integral becomes
Z Z  
dx d 1
p − (qx + r) dx
Ax2 + 2Bx + C dx Ax2 + 2Bx + C
Z
qx + r dx
=− 2 + (p + q) 2
.
Ax + 2Bx + C Ax + 2Bx + C

It is easy to show that the solution is also unique.
IV. RATIONAL FUNCTIONS 19

The condition that the integral should be rational is therefore p + q = 0.


Equating coefficients we find
A(p + 2q) = α, B(p + q) + Ar = β, Cp + 2Br = γ.
Hence we deduce
α α β
p=− , q= , r= ,
A A A
and Aγ + Cα = 2Bβ. The condition required is therefore that the two
quadratics αx2 + 2βx + γ and Ax2 + 2Bx + C should be harmonically
related, and in this case
αx2 + 2βx + γ
Z
αx + β
2 2
dx = − 2
.
(Ax + 2Bx + C) A(Ax + 2Bx + C)
(iii) Another method of solution of this problem is as follows. If we
write
Ax2 + 2Bx + C = A(x − λ)(x − µ),
and use the bilinear substitution
λy + µ
x= ,
y+1
then the integral is reduced to one of the form
ay 2 + 2by + c
Z
dy,
y2
and is rational if and only if b = 0. But this is the condition that the
quadratic ay 2 +2by +c, corresponding to αx2 +2βx+γ, should be harmoni-
cally related to the degenerate quadratic y, corresponding to Ax2 +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
(αx2 + 2βx + γ)(α1 x2 + 2β1 x + γ1 ) . . . (αn x2 + 2βn x + γn )
Z
dx
(Ax2 + 2Bx + C)n+2
is rational if all the quadratics are harmonically related to any one of those
in the numerator. This condition is sufficient but not necessary.
(iv) As a further example of the use of the method (ii) the reader may
show that the necessary and sufficient condition that
Z
f (x)
dx,
{F (x)}2
where f and F are polynomials with no common factor, and F has no
repeated factor, should be rational, is that f 0 F 0 − f F 00 should be divisible
by F .
IV. RATIONAL FUNCTIONS 20

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

x14 − 2x8 − 2x7 − x4 − 2x3 + 2x + 1 = (x7 + x2 − 1)(x7 − x2 − 2x − 1),


x14 − 2x8 − 2x7 − 2x4 − 4x3 − x2 + 2x + 1
√ √ √ √
= {x7 + x2 2 + x( 2 − 1) − 1}{x7 − x2 2 − x( 2 + 1) − 1}.

The factors of the first polynomial have rational coefficients: in the lan-
guage of the theory of equations, the polynomial is reducible in the rational
domain. The second polynomial is√reducible in the domain formed by the
adjunction of the single irrational 2 to the rational domain∗ .
We may suppose that every possible decomposition of Q(x) of this
nature has been made, so that

Q = Q1 Q2 . . . Qt .

Then we can resolve R(x) into a sum of partial fractions of the type
Z

dx,

and so we need only consider integrals of the type
Z
P
dx,
Q
where no further resolution of Q is possible or, in technical language, 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

A1 log X1 + · · · + Ak log Xk , (1)

where the A’s are constants and the X’s polynomials. We can suppose
that no X has any repeated factor ξ m , where ξ is a polynomial. For such

See Cajori, An introduction to the modern theory of equations (Macmillan, 1904);
Mathews, Algebraic equations (Cambridge tracts in mathematics, no. 6), pp. 6–7.
IV. RATIONAL FUNCTIONS 21

a factor could be determined rationally in terms of the coefficients of X,


and the expression (1) could then be modified by taking out the factor ξ m
from X and inserting a new term mA log ξ. And for similar reasons we can
suppose that no two X’s have any factor in common.
Now
P X0 X0 X0
= A1 1 + A2 2 + · · · + Ak k ,
Q X1 X2 Xk
or X
P X1 X2 . . . Xk = Q Aν X1 . . . Xν−1 Xν0 Xν+1 . . . Xk .

All the terms under the sign of summation are divisible by X1 save the first,
which is prime to X1 . Hence Q must be divisible by X1 : and similarly,
of course, by X2 , X3 , . . . , Xk . But, since P is prime to Q, X1 X2 . . . Xk
is divisible by Q. Thus Q must be a constant multiple of X1 X2 . . . Xk .
But Q is ex hypothesi not resoluble into factors which contain only ex-
plicit algebraical irrationalities. Hence all the X’s save one must reduce to
constants, and so P must be a constant multiple of Q0 , and
Z
P
dx = A log Q,
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.
Thus, for instance, the integral
Z
dx
x5 + ax + b

cannot, except in special cases∗ , be expressed in a form involving only constants


expressed explicitly in terms of a and b; and the integral

5x4 + c
Z
dx
x5 + ax + b

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:
under what circumstances is
Z
R(x) dx = A log R1 (x)


The equation x5 + ax + b = 0 is soluble by radicals in certain cases. See Mathews,
l.c., pp. 52 et seq.
V. ALGEBRAICAL FUNCTIONS 22

where A is a constant and R1 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
Z r n o
0
Y
R(x) dx = log (x − αs )P (αs )/Q (αs ) .
1

The necessary and sufficient condition is that all the numbers P (αs )/Q0 (αs )
should be commensurable. If e.g.
x−γ
R(x) = ,
(x − α)(x − β)

then (α − γ)/(α − β) and (β − γ)/(β − α) must be commensurable, i.e.


(α − γ)/(β − γ) must be a rational number. If the denominator is given we
can find all the values of γ which are admissible: for γ = (αq − βp)/(q − p),
where p and q are integers.

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, Grundzüge der Differential- und Integralrechnung, vol. 1, ch. 7:
J. Tannery, Leçons d’algèbre et d’analyse, vol. 2, ch. 18:
Ch.-J. de la Vallée-Poussin, Cours d’analyse, ed. 3, vol. 1, ch. 5:
T. J. I’A. Bromwich, Elementary integrals (Bowes and Bowes, 1911):
G. H. Hardy, A course of pure mathematics, ed. 2, ch. 6.

V. Algebraical Functions
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 y1 , y2 , . . . , yn are algebraical functions of x, then any algebraical function z
of x, y1 , y2 , . . . , yn is an algebraical function of x. This is obvious if we confine
ourselves to explicit algebraical functions. In the general case we have a number
of equations of the type

Pν,0 (x)yνmν + Pν,1 (x)yνmν −1 + · · · + Pν,mν (x) = 0 (ν = 1, 2, . . . , n),

and
P0 (x, y1 , . . . , yn )z m + · · · + Pm (x, y1 , . . . , yn ) = 0,
V. ALGEBRAICAL FUNCTIONS 23

where the P ’s represent polynomials in their arguments. The elimination of y1 ,


y2 , . . . , yn 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
Z
y dx,

where f (x, y) = 0; Z
R(x, y) dx,

where f (x, y) = 0 and R is rational; or


Z
R(x, y1 , . . . , yn ) dx,

where f1 (x, y1 ) = 0, . . . , fn (x, yn ) = 0. It is, for example, much more convenient


to treat such an irrational as
√ √
x− x+1− x−1
√ √
1+ x+1+ x−1
√ √
as a rational function of x, y1 , y2 , where y1 = x + 1, y2 = x − 1, y12 = x + 1,
y22 = x − 1, than as a rational function of x and y, where
√ √
y = x + 1 + x − 1,
y 4 − 4xy 2 + 4 = 0.

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.


Before we proceed to consider the general form of the integral of an alge-
braical 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.

2. The class of integrals alluded to immediately above is that covered by


the following theorem.
If there is a variable t connected with x and y (or y1 , y2 , . . . , yn ) by rational
relations
x = R1 (t), y = R2 (t)
(1) (2)
(or y1 = R2 (t), y2 = R2 (t), . . . ), then the integral
Z
R(x, y) dx
V. ALGEBRAICAL FUNCTIONS 24

R
(or R(x, y1 , . . . , yn ) dx) is an elementary function.
The truth of this proposition follows immediately from the equations

R(x, y) = R{R1 (t), R2 (t)} = S(t),


dx
= R0 (t) = T (t),
Z dt Z 1 Z
R(x, y) dx = S(t)T (t) dt = U (t) dt,

where all the capital letters denote rational functions.


The most important case of this theorem is that in which x and y are con-
nected by the general quadratic relation

(a, b, c, f, g, h G x, y, 1)2 = 0.

The integral can then be made rational in an infinite number of ways. For
suppose that (ξ, η) is any point on the conic, and that

(y − η) = t(x − ξ)

is any line through the point. If we eliminate y between these equations, we


obtain an equation of the second degree in x, say

T0 x2 + 2T1 x + T2 = 0,

where T0 , T1 , T2 are polynomials in t. But one root of this equation must be ξ,


which is independent of t; and when we divide by x − ξ we obtain an equation of
the 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 coincides with every point of the conic in turn. In fact the equation of the
conic may be written in the form

au2 + 2huv + bv 2 + 2(aξ + hη + g)u + 2(hξ + bη + f )v = 0,

where u = x − ξ, v = y − η, and the other point of intersection of the line v = tu


and the conic is given by

2{aξ + hη + g + t(hξ + bη + f )}
x=ξ− ,
a + 2ht + bt2
2t{aξ + hη + g + t(hξ + bη + f )}
y=η− .
a + 2ht + bt2

An alternative method is to write

ax2 + 2hxy + by 2 = b(y − µx)(y − µ0 x),


V. ALGEBRAICAL FUNCTIONS 25

so that y − µx = 0 and y − µ0 x = 0 are parallel to the asymptotes of the conic,


and to put
y − µx = t.
Then
2gx + 2f y + c
y − µ0 x = − ;
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:
(ξ, η) is now at infinity, and the pencil of lines through (ξ, η) 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 = ax2 + 2gx + c.

The integral is then made rational by the substitution

2(aξ + g − tη) 2t(aξ + g − tη)


x=ξ− , y=η−
a − t2 a − t2
where ξ, η are any numbers such that

η 2 = aξ 2 + 2gξ + c.

We may for instance suppose that ξ = 0, η = c; or that η = 0, while ξ is a
root of the equation aξ 2 + 2gξ + c = 0. Or again the integral is made rational

by putting y − x a = t, when

t2 − c (t2 + c) a − 2gt
x=− √ , y= √ .
2(t a − g) 2(t a − g)

3. We shall now consider in more detail the problem of the calculation of


Z
R(x, y) dx,

where √ p
y= X = ax2 + 2bx + c ∗
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
P (x, y)
R(x, y) = ,
Q(x, y)
where P and Q are polynomials. Then, by means of the equation

y 2 = ax2 + 2bx + c,

We now write b for g for the sake of symmetry in notation.
V. ALGEBRAICAL FUNCTIONS 26

R(x, y) may be reduced to the form


√ √ √
A+B X (A + B X)(C − D X)
√ = ,
C +D X C 2 − D2 X

where A, B, C, D are polynomials in x; and so to the form M + N X, where
M and N are rational, or (what is the same thing) the form

Q
P+√ ,
X
where P and Q are rational. The rational part may be integrated by the methods
of section iv., and the integral
Z
Q
√ dx
X
may be reduced to the sum of a number of integrals of the forms
xr
Z Z Z
dx ξx + η
√ dx, √ , √ dx, (1)
X r
(x − p) X (αx + 2βx + γ)r X
2

where p, ξ, η, α, β, γ 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 α, β, γ), it is generally not advisable to break
up a quadratic factor αx2 + 2βx + γ into its constituent linear factors when these
factors are complex.
All of the integrals (1) may be reduced, by means of elementary formulae of
reduction∗ , to dependence upon three fundamental integrals, viz.
Z Z Z
dx dx ξx + η
√ , √ , √ dx. (2)
X (x − p) X 2
(αx + 2βx + γ) X

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
Z Z Z
dt dt dt
√ , √ , √ ,
2
m −t 2 2
t +m 2 t − m2
2

where m > 0. These integrals may be rationalised by the substitutions

2mu 2mu m(1 + u2 )


t= , t= , t= ;
1 + u2 1 − u2 2u
but it is simpler to use the transcendental substitutions

t = m sin φ, t = m sinh φ, t = m cosh φ.



See, for example, Bromwich, l.c., pp. 16 et seq.
V. ALGEBRAICAL FUNCTIONS 27

These last substitutions are generally the most convenient for the reduction of
an integral which contains one or other of the irrationalities
p p p
m2 − t2 , t2 + m2 , t2 − m2 ,

though the alternative substitutions

t = m tanh φ, t = m tan φ, t = m sec φ

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.
t t t
arc sin , arg sinh , arg cosh
m m 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

t t t + t2 + m2
arc sin , arg sinh = log
|m| |m| |m|

and √
|t| t+ t2 − m2
± arg cosh = log ,
|m| m

where the ambiguous sign is the same as that of t. It is in some ways more
convenient to use the equivalent forms
t t t
arc tan √ , arg tanh √ , arg tanh √ .
m2 − t2 t2 + m2 t2 − m2

5. The integral Z
dx

(x − p) 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
r
x−q
Z
dx 2
p = ,
(x − p) (x − p)(x − q) q − p x −p
Z
dx 2
5/2
=− .
(x − p) 3(x − p)3/2

We may therefore suppose that p is not a root of X = 0.


V. ALGEBRAICAL FUNCTIONS 28

(i) We may follow the general method described above, taking


p
ξ = p, η = ap2 + 2bp + c∗ .

Eliminating y from the equations

y 2 = ax2 + 2bx + c, y − η = t(x − ξ),

and dividing by x − ξ, we obtain

t2 (x − ξ) + 2ηt − a(x + ξ) − 2b = 0,

and so
2 dt dx dx
− = = .
t2−a t(x − ξ) + η y
Hence Z Z
dx dt
= −2 .
(x − ξ)y (x − ξ)(t2 − a)
But
(t2 − a)(x − ξ) = 2aξ + 2b − 2ηt;
and so
Z Z
dx dt 1
=− = log(aξ + b − ηt)
(x − p)y aξ + b − ηt η
1 p
=p log{t ap2 + 2bp + c − ap − b}.
ap2 + 2bp + c

If ap2 + 2bp + c < 0 the transformation


√ is imaginary.√
Suppose, e.g., (a) y = x + 1, p = 0, or (b) y = x − 1, p = 0. We find
(a) Z
dx
√ = log(t − 12 ),
x x+1
where
t2 x + 2t − 1 = 0,
or √
−1 + x+1
t= ;
x
and
(b) Z
dx
√ = −i log(it − 12 ),
x x−1
where
t2 x + 2it − 1 = 0.

Cf. Jordan, Cours d’analyse, ed. 2, vol. 2, p. 21.
V. ALGEBRAICAL FUNCTIONS 29

Neither of these results is expressed in the simplest form, the second in particular
being very inconvenient.
(ii) The most straightforward method of procedure is to use the substitution
1
x−p= .
t
We then obtain Z Z
dx dt
= √ ,
(x − p)y t2
a1 + 2b1 t + c1
where a1 , b1 , c1 are certain simple functions of a, b, c, and p. The further
reduction of this integral has been discussed already.
(iii) A third method of integration is that adopted by Sir G. Greenhill∗ ,
who uses the transformation

ax2 + 2bx + c
t= .
x−p
It will be found that
Z Z
dx dt
√ = p ,
(x − p) X (ap + 2bp + c)t2 + b2 − ac
2

which is of one of the three standard forms mentioned in § 4.

6. It remains to consider the integral


Z Z
ξx + η ξx + η
√ dx = √ dx,
2
(αx + 2βx + γ) X X1 X

where αx2 + 2βx + γ or X1 is a quadratic with complex linear factors. Here


again there is a choice of methods at our disposal.
We may suppose that X1 is not a constant multiple of X. If it is, then the
value of the integral is given by the formula
η(ax + b) − ξ(bx + c) †
Z
ξx + η
2 3/2
dx = p .
(ax + 2bx + c) (ac − b2 )(ax2 + 2bx + c)

(i) The standard method is to use the substitution


µt + ν
x= , (1)
t+1
where µ and ν are so chosen that

aµν + b(µ + ν) + c = 0, αµν + β(µ + ν) + γ = 0. (2)



A. G. Greenhill, A chapter in the integral calculus (Francis Hodgson, 1888), p. 12:
Differential and integral calculus, p. 399.

Bromwich, l.c., p. 16.
V. ALGEBRAICAL FUNCTIONS 30

The values of µ and ν which satisfy these conditions are the roots of the
quadratic
(aβ − bα)µ2 − (cα − aγ)µ + (bγ − cβ) = 0.
The roots will be real and distinct if

(cα − aγ)2 > 4(aβ − bα)(bγ − cβ),

or if
(aγ + cα − 2bβ)2 > 4(ac − b2 )(αγ − β 2 ). (3)
Now αγ − β 2 > 0, so that (3) is certainly satisfied if ac − b2 < 0. But if ac − b2
and αγ − β 2 are both positive then aγ and cα have the same sign, and

(aγ + cα − 2bβ)2 > (|aγ + cα| − 2|bβ|)2 > 4{ acαγ − |bβ|}2
√ √
= 4[(ac − b2 )(αγ − β 2 ) + {|b| αγ − |β| ac}2 ]
> 4(ac − b2 )(αγ − β 2 ).

Thus the values of µ and ν are in any case real and distinct.
It will be found, on carrying out the substitution (1), that
Z Z Z
ξx + η t dt dt
√ dx = H √ +K √ ,
X1 X 2
(At + B) At + B2 (At + B) At2 + B
2

where A, B, A, B, H, and K are constants. Of these two integrals, the first is


rationalised by the substitution
1
√ = u,
At2 + B
and the second by the substitution
t
√ = v.∗
2
At + B
It should be observed that this method fails in the special case in which
aβ − bα = 0. In this case, however, the substitution ax + b = t reduces the
integral to one of the form
Z
Ht + K
√ dt,
(At + B) At2 + B
2

and the reduction may then be completed as before.


(ii) An alternative method is to use Sir G. Greenhill’s substitution
s r
X X
t= 2
= .
αx + 2βx + γ X1

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.
V. ALGEBRAICAL FUNCTIONS 31

If
J = (aβ − bα)x2 − (cα − aγ)x + (bγ − cβ),
then
1 dt J
= . (1)
t dx XX1
The maximum and minimum values of t are given by J = 0.
Again
(a − λα)x2 + 2(b − λβ)x + (c − λγ)
t2 − λ = ;
X1
and the numerator will be a perfect square if

K = (αγ − β 2 )λ2 − (aγ + cα − 2bβ)λ + (ac − b2 ) = 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

(φ − φ1 )(φ − φ01 )(φ0 − φ1 )(φ0 − φ01 ),

where φ, φ0 are the roots of X = 0 and φ1 , φ01 those of X1 = 0, only by a constant


factor which is always negative. Since φ1 and φ01 are conjugate complex numbers,
this product is positive, and so J = 0 and K = 0 have real roots∗ . We denote
the roots of the latter by
λ1 , λ2 (λ1 > λ2 ).
Then
√ √
2 {x λ1 α − a + λ1 γ − c}2 (mx + n)2
λ1 − t = = , (2)
X1 X1
√ √
{x a − λ2 α + c − λ2 γ}2 (m0 x + n0 )2
t2 − λ2 = = , (20 )
X1 X1

say. Further, since t2 − λ can vanish for two equal values of x only if λ is equal
to λ1 or λ2 , i.e. when t is a maximum or a minimum, J can differ from

(mx + n)(m0 x + n0 )

only by a constant factor; and by comparing coefficients and using the identity

(aβ − bα)2
(λ1 α − a)(a − λ2 α) = ,
αγ − β 2

we find that p
J= αγ − β 2 (mx + n)(m0 x + n0 ). (3)

That the roots of J = 0 are real has been proved already (p. 28) in a different
manner.
V. ALGEBRAICAL FUNCTIONS 32

Finally, we can write ξx + η in the form

A(mx + n) + B(m0 x + n0 ).

Using equations (1), (2), (20 ), and (3), we find that

A(mx + n) + B(m0 x + n0 ) p
Z Z
ξx + η
√ dx = X1 dt
X1 X J
Z Z
A dt B dt
=p √ +p √ ,
2 λ1 − t2 2 2
t − λ2
αγ − β αγ − β

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 X1 ,
which, in virtue of Laplace’s principle (iii., 2), cannot really be involved in the
final result∗ .

7. We may now proceed to consider the general case to which the theorem
of 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
1 †
2 (n − 1)(n − 2) double points . If the actual number of double points is ν, then
the number
p = 12 (n − 1)(n − 2) − ν
is called the deficiency ‡ of the curve.
If the coordinates x, y of the points on a curve can be expressed rationally
in terms of a parameter t by means of equations

x = R1 (t), y = R2 (t),

then we shall say that the curve is unicursal. In this case we have seen that we
can always evaluate Z
R(x, y) dx

in terms of elementary functions.


The fundamental theorem in this part of our subject is
‘A curve whose deficiency is zero is unicursal, and vice versa’.

The
√ superfluous root may be eliminated from the result by a trivial transformation,
just as 1 + x2 may be eliminated from
x
arc sin √
1 + x2
by writing this function in the form arc tan x.

Salmon, Higher plane curves, p. 29.

Salmon, ibid., p. 29. French genre, German Geschlecht.
V. ALGEBRAICAL FUNCTIONS 33

Suppose first that the curve possesses the maximum number of double
points∗ . Since
1
2 (n − 1)(n − 2) + n − 3 = 12 (n − 2)(n + 1) − 1,

and 12 (n − 2)(n + 1) points are just sufficient to determine a curve of degree


n − 2† , we can draw, through the 12 (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 12 (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 one point of intersection which
depends on t. The coordinates of this point are given by

g(x, y) + t h(x, y) = 0, 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 = R1 (t), y = R2 (t).

If we reduce these fractions to the same denominator, we express the coordinates


in the form
φ1 (t) φ2 (t)
x= , y= , (1)
φ3 (t) φ3 (t)

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 21 k(k − 1)
ordinary double points. A curve of degree n which has an ordinary multiple point of
order n − 1, equivalent to 12 (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.

Salmon, l.c., p. 16.
V. ALGEBRAICAL FUNCTIONS 34

where φ1 , φ2 , φ3 are polynomials which have no common factor. The


polynomials will in general be of degree n; none of them can be of higher
degree, and one at least must be actually of that degree, since an arbitrary
straight line
λx + µy + ν = 0
must cut the curve in exactly n points∗ .
We can now prove the second part of the theorem. If

x : y : 1 :: φ1 (t) : φ2 (t) : φ3 (t),

where φ1 , φ2 , φ3 are polynomials of degree n, then the line

ux + vy + w = 0

will meet the curve in n points whose parameters are given by

uφ1 (t) + vφ2 (t) + wφ3 (t) = 0.

This equation will have a double root t0 if

uφ1 (t0 ) + vφ2 (t0 ) + wφ3 (t0 ) = 0,


uφ01 (t0 ) + vφ02 (t0 ) + wφ03 (t0 ) = 0.

Hence the equation of the tangent at the point t0 is

x y 1
φ1 (t0 ) φ2 (t0 ) φ3 (t0 ) = 0. (2)
φ01 (t0 ) φ02 (t0 ) φ03 (t0 )

If (x, y) is a fixed point, then the equation (2) may be regarded as an


equation to determine the parameters of the points of contact of the tangents
from (x, y). Now
φ2 (t0 )φ03 (t0 ) − φ02 (t0 )φ3 (t0 )
is of degree 2n − 2 in t0 , the coefficient of t02n−1 obviously vanishing. Hence in
general the number of tangents which can be drawn to a unicursal curve from
a fixed point (the class of the curve) is 2n − 2. But the class of a curve whose

See Niewenglowski’s Cours de géométrie analytique, vol. 2, p. 103. By way of
illustration of the remark concerning particular cases in the footnote (§) to page 30,
the reader may consider the example given by Niewenglowski in which

t2 t2 + 1
x= , y= ;
t2 −1 t2 − 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).
V. ALGEBRAICAL FUNCTIONS 35

only singular points are δ nodes is known∗ to be n(n − 1) − 2δ. Hence the
number of nodes is
1
2 {n(n − 1) − (2n − 2)} = 12 (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 (2) must
now be regarded as giving the values of t which correspond to (a) points at
which the tangent passes through (x, y) and (b) cusps, since any line through
a cusp ‘cuts the curve in two coincident points’† . We have therefore

2n − 2 = m + κ,

where m is the class of the curve. But

m = n(n − 1) − 2δ − 3κ, ‡

and so
δ + κ = 12 (n − 1)(n − 2).§

8. (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) = px3 + 3qx2 y + 3rxy 2 + sy 3 ;

and, by considering the intersections of the curve with the line y = tx, we find

(a + bt)(c + dt) t(a + bt)(c + dt)


x= , y= .
p + 3qt + 3rt2 + st3 p + 3qt + 3rt2 + st3

If the double point is at infinity, the equation of the curve is of the form

(αx + βy)2 (γx + δy) + x + ζy + θ = 0,



Salmon, l.c., p. 54.

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.

Salmon, l.c., p. 65.
§
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’, Messenger of mathematics, vol. 28, 1899, pp. 187–189.
V. ALGEBRAICAL FUNCTIONS 36

the curve having a pair of parallel asymptotes; and, by considering the


intersection of the curve with the line αx + βy = t, we find

δt3 + ζt + βθ γt3 + t + αθ
x=− , y= .
(βγ − αδ)t2 + β − αζ (βγ − αδ)t2 + β − αζ

(ii) The case next in complexity is that of a quartic with three double
points.
(a) The lemniscate

(x2 + y 2 )2 = a2 (x2 − y 2 )

has three double points, the origin and the circular points at infinity. The circle

x2 + y 2 = t(x − y)

passes through these points and one other fixed point at the origin, as it
touches the curve there. Solving, we find

a2 t(t2 + a2 ) a2 t(t2 − a2 )
x= , y= .
t4 + a4 t 4 + a4
(b) The curve
2ay 3 − 3a2 y 2 = x4 − 2a2 x2
has the double points (0, 0), (a, a), (−a, a). Using the auxiliary conic

x2 − ay = tx(y − a),

we find
a a
x= 3
(2 − 3t2 ), y = 4 (2 − 3t2 )(2 − t2 ).
t 2t
(iii) (a) The curve
y n = xn + axn−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 12 (n − 1)(n − 2) double points collected at the


origin and through n − 3 other fixed points collected at the point

x = −a, y = 0.

The curves

y n = xn + axn−1 , (1)
n
y = 1 + az, (2)
V. ALGEBRAICAL FUNCTIONS 37

are projectively equivalent, as appears on rendering their equations homogeneous


by the introduction of variables z in (1) and x in (2). We conclude that (2) is
unicursal, having the maximum number of double points at infinity. In fact we
may put
y = t, az = tn − 1.
The integral

Z
n
R{z, 1 + az} dz

is accordingly an elementary function.


(b) The curve
y m = A(x − a)µ (x − b)ν
is unicursal if and only if either (i) µ = 0 or (ii) ν = 0 or (iii) µ + ν = m. Hence
the integral Z
R{x, (x − a)µ/m (x − b)ν/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∗ .

9. There is a similar theory connected with unicursal curves in space of


any number of dimensions. Consider for example the integral
√ √
Z
R{x, ax + b, cx + d} dx.

A linear substitution y = lx + m reduces this integral to the form


Z p p
R1 {y, y + 2, y − 2} dy;

and this integral can be rationalised by putting


1 1 1
y = t2 + 2 ,
p p
y+2=t+ , y−2=t− .
t t t
The curve whose Cartesian coordinates ξ, η, ζ are given by
ξ : η : ζ : 1 :: t4 + 1 : t(t2 + 1) : t(t2 − 1) : t2 ,
is a unicursal twisted quartic, the intersection of the parabolic cylinders
ξ = η 2 − 2, ξ = ζ 2 + 2.
It is easy to deduce that the integral
Z ( r r )
ax + b cx + d
R x, , dx
mx + n mx + n
is always an elementary function.

See Ptaszycki, ‘Extrait d’une lettre adressée à M. Hermite’, Bulletin des sciences
mathématiques, ser. 2, vol. 12, 1888, pp. 262–270: Appell and Goursat, Théorie des
fonctions algébriques, p. 245.
V. ALGEBRAICAL FUNCTIONS 38

10. When the deficiency of the curve f (x, y) = 0 is not zero, the integral
Z
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, can be expressed in
terms of elementary functions, or are even algebraical themselves. For instance
the deficiency of
y 2 = 1 + x3
is unity. But

(1 + x)2 − 3 1 + x3
Z
x+1 dx
√ = 3 log √ ,
x − 2 1 + x3 (1 + x)2 + 3 1 + x3
2 − x3
Z
dx 2x
3
√ =√ .
1+x 1 + x3 1 + x3
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.

11. The first general theorem of this character deals with the case in
which the integral is algebraical, and asserts that if
Z
u = y dx

is an algebraical function of x, then it is a rational function of x and y.


Our proof will be based on the following lemmas.
(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.


Let h = P/Q, where P and Q are polynomials without a common factor.
Then
f Q = gP.
V. ALGEBRAICAL FUNCTIONS 39

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.
(2) Suppose that f (x, y) is an irreducible polynomial, and that y1 , y2 , . . . ,
yn are the roots of
f (x, y) = 0
in a certain domain D. Suppose further that φ(x, y) is another polynomial, and
that
φ(x, y1 ) = 0.
Then
φ(x, ys ) = 0,
where ys is any one of the roots of (1); and

φ(x, y) = f (x, y)ψ(x, y),

where ψ(x, y) also is a polynomial in x and y.


Let us determine the highest common factor $ of f and φ, 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 $ is a polynomial in y with coefficients rational
in x. We have therefore

$(x, y) = ω(x, y)λ(x), (1)


f (x, y) = ω(x, y)p(x, y)µ(x) = g(x, y)µ(x), (2)
φ(x, y) = ω(x, y)q(x, y)ν(x) = h(x, y)ν(x), (3)

where ω, p, q, g, and h are polynomials and λ, µ, and ν 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), µ and ν are polynomials.
But f is irreducible, and therefore µ and either ω or p must be constants. If
ω were a constant, $ 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 φ = $, (4)
and the left-hand side of (4) vanishes when we write y1 for y. Hence p is a
constant, and so ω is a constant multiple of f . The truth of the lemma now
follows from (3).
It follows from Lemma (2) that y cannot satisfy any equation of degree less
than n whose coefficients are polynomials in x.
V. ALGEBRAICAL FUNCTIONS 40

(3) If y is an algebraical function of x, defined by an equation

f (x, y) = 0 (1)

of degree n, then any rational function R(x, y) of x and y can be expressed in


the form
R(x, y) = R0 + R1 y + · · · + Rn−1 y n−1 , (2)
where R0 , R1 , . . . , Rn−1 are rational functions of x.
The function y is one of the n roots of (1). Let y, y 0 , y 00 , . . . be the
complete system of roots. Then

P (x, y)
R(x, y) =
Q(x, y)
P (x, y)Q(x, y 0 )Q(x, y 00 ) . . .
= , (3)
Q(x, y)Q(x, y 0 )Q(x, y 00 ) . . .

where P and Q are polynomials. The denominator is a polynomial in x whose


coefficients are symmetric polynomials in y, y 0 , y 00 , . . . , and is therefore, by
ii., §3, (i), a rational function of x. On the other hand

Q(x, y 0 )Q(x, y 00 ) . . .

is a polynomial in x whose coefficients are symmetric polynomials in y 0 , y 00 , . . . ,


and therefore, by ii., §3, (ii), polynomials in y with coefficients rational in x.
Thus the numerator of (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 (1), all powers of y as
high as or higher than the nth. Hence R(x, y) is of the form prescribed by the
lemma.

12. We proceed now to the proof of our main theorem. We have


Z
y dx = u

where u is algebraical. Let

f (x, y) = 0, ψ(x, u) = 0 (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 y1 , u1 for y, u, and to denote by

y1 , y2 , . . . , yn , u1 , u2 , . . . , um ,
V. ALGEBRAICAL FUNCTIONS 41

the complete systems of roots of the equations (1).


We have
ψ(x, u1 ) = 0,
and so
∂ψ ∂ψ du1 ∂ψ ∂ψ
χ1 = + = + y1 = 0.
∂x ∂u1 dx ∂x ∂u1
Now let
n  
Y ∂ψ ∂ψ
Ω(x, u1 ) = + yr .
∂x ∂u1
r=1

Then Ω is a polynomial in u1 , with coefficients symmetric in y1 , y2 , . . . , yn


and therefore rational in x.
The equations ψ = 0 and Ω = 0 have a root u1 in common, and the first
equation is irreducible. It follows, by Lemma (2) of §11, that

Ω(x, us ) = 0

for s = 1, 2, . . . , m.∗ And from this it follows that, when s is given, we have
∂ψ ∂ψ
+ yr (2)
∂x ∂us
for some value of the suffix r.
But we have also
∂ψ ∂ψ dus
+ = 0; (3)
∂x ∂us dx
and from (2) and (3) it follows† that

dus
= yr , (4)
dx
i.e. that every u is the integral of some y.
In the same way we can show that every y is the derivative of some u. Let
m  
Y ∂ψ ∂ψ
ω(x, y1 ) = + y1 .
∂x ∂us
s=1


If p(x) is the least common multiple of the denominators of the coefficients of
powers of u in Ω, then
Ω(x, u)p(x) = χ(x, u),
where χ is a polynomial. Applying Lemma (2), we see that χ(x, us ) = 0, and so

Ω(x, us ) = 0.

† ∂ψ
It is impossible that ψ and should both vanish for u = us , since ψ is
∂u
irreducible.
V. ALGEBRAICAL FUNCTIONS 42

Then ω is a polynomial in y1 , with coefficients symmetric in u1 , u2 , . . . , um


and therefore rational in x. The equations f = 0 and ω = 0 have a root y1 in
common, and so
ω(x, yr ) = 0
for r = 1, 2, . . . , n. From this we deduce that, when r is given, (2) must be
true for some value of s, and so that the same is true of (4).
Now it is impossible that, in (4), two different values of s should correspond
to the same value of r. For this would involve
us − ut = c
where s 6= t and c is a constant. Hence we should have
ψ(x, us ) = 0, ψ(x, us − c) = 0.
Subtracting these equations, we should obtain an equation of degree m − 1
in us , 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 (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
dur
= yr (5)
dx
for r = 1, 2, . . . , n.

13. We have

dur ∂ψ ∂ψ
yr = =− = R(x, ur ),
dx ∂x ∂ur
where R is a rational function which may, in virtue of Lemma (3) of § 11, be
expressed as a polynomial of degree n − 1 in ur , with coefficients rational in x.
The product Y
(z − ys )
s6=r

is a polynomial of degree n − 1 in z, with coefficients which are symmetric


polynomials in y1 , y2 , . . . , yr−1 , yr+1 , . . . , yn and therefore, by ii., §3, (ii),
polynomials in yr with coefficients rational in x. Replacing yr by its expression
as a polynomial in ur obtained above, and eliminating unr and all higher powers
of ur , we obtain an equation
Y n−1
X n−1
X
(z − ys ) = Sj,k (x)z j ukr ,
s6=r j=0 k=0
V. ALGEBRAICAL FUNCTIONS 43

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 Y
(z − ys ) = P (x, z, ur ),
s6=r

where P is a polynomial in z and ur with coefficients rational in x. It is


evident that
P (x, ys , ur ) = 0
for every value of s other than r. In particular

P (x, y1 , ur ) = 0 (r = 2, 3, . . . , n).

It follows that the n − 1 roots of the equation in u

P (x, y1 , u) = 0

are u2 , u3 , . . . , un . We have therefore


n
Y
P (x, y1 , u) = T0 (x, y1 ) (u − ur )
2
= T0 (x, y1 ){un−1 − un−2 (u2 + u3 + · · · + un ) + . . . }
   
n−1 n−2 B1 (x)
= T0 (x, y1 ) u +u u1 + + ... ,
B0 (x)

where T0 (x, y1 ) is the coefficient of un−1 in P , and B0 (x) and B1 (x) are the
coefficients of un and un−1 in ψ. Equating the coefficients of un−2 on the two
sides of this equation, we obtain

B1 (x) T1 (x, y1 )
u1 + = ,
B0 (x) T0 (x, y1 )

where T1 (x, y1 ) is the coefficient of un−2 in P . Thus the theorem is proved.

14. We can now apply Lemma (3) of §11; and we arrive at the final
conclusion that if Z
y dx

is algebraical then it can be expressed in the form

R0 + R1 y + · · · + Rn−1 y n−1 ,

where R0 , R1 , . . . are rational functions of x.


The most important case is that in which
p
y = n R(x),
V. ALGEBRAICAL FUNCTIONS 44

where R(x) is rational. In this case

y n = R(x), (1)
dy R0 (x)
= . (2)
dx ny n−1

But

y = R00 + R10 y + · · · + Rn−1


0
y n−1
dy
+ {R1 + 2R2 y + · · · + (n − 1)Rn−1 y n−2 } . (3)
dx

dy
Eliminating between these equations, we obtain an equation
dx

$(x, y) = 0, (4)

where $(x, y) is a polynomial. It follows from Lemma (2) of §11 that this
equation must be satisfied by all the roots of (1). Thus (4) is still true if we
replace y by any other root y 0 of (1); and as (2) is still true when we effect this
substitution, it follows that (3) is also still true. Integrating, we see that the
equation
Z
y dx = R0 + R1 y + · · · + Rn−1 y n−1

is true when y is replaced by y 0 . We may therefore replace y by ωy, ω being


any primitive nth root of unity. Making this substitution, and multiplying
by ω n−1 , we obtain
Z
y dx = ω n−1 R0 + R1 y + ωR2 y + · · · + ω n−2 Rn−1 y n−1 ;

and on adding the n equations of this type we obtain


Z
y dx = R1 y.

Thus in this case the functions R0 , R2 , . . . , Rn−1 all disappear.


It has been shown by Liouville∗ that the preceding results enable us to
obtain in all cases, by a finite number of elementary
R algebraical operations, a
solution of the problem ‘to determine whether y dx is algebraical, and to find
the integral when it is algebraical ’.

‘Premier mémoire sur la détermination des intégrales dont la valeur est
algébrique’, Journal de l’École Polytechnique, vol. 14, cahier 22, 1833, pp. 124–148;
‘Second mémoire. . . ’, ibid., pp. 149–193.
V. ALGEBRAICAL FUNCTIONS 45

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
Z
dx

(x − p) ax2 + 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 ax2 + 2bx + c is not a perfect square. In this case
1
y=√ ,
X
where
X = (x − p)2 (ax2 + 2bx + c),
R
and if y dx is algebraical it must be of the form

R(x)
√ .
X
Hence  
d R
y= √ ,
dx X
or
2X = 2XR0 − RX 0 .
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 − α)µ (µ > 0),

and we can put


U
R= ,
W (x − α)µ
where U and W do not contain the factor x − α. Substituting this expression
for R, and reducing, we obtain
2µU W X
= 2U 0 W X − 2U W 0 X − U W X 0 − 2W 2 X(x − α)µ .
x−α
Hence X must be divisible by x − α. Suppose then that

X = (x − α)k Y,
V. ALGEBRAICAL FUNCTIONS 46

where Y is prime to x − α. Substituting in the equation last obtained we


deduce
(2µ + k)U W Y
= 2U 0 W Y − 2U W 0 Y − U W Y 0 − 2W 2 Y (x − α)µ ,
x−α
which is obviously impossible, since neither U , W , nor Y is divisible by x − α.
Thus V must be a constant. Hence
Z
dx U (x)
√ = √ ,
(x − p) ax2 + 2bx + c (x − p) ax2 + 2bx + c

where U (x) is a polynomial.


Differentiating and clearing of radicals we obtain

{(x − p)(U 0 − 1) − U }(ax2 + 2bx + c) = U (x − p)(ax + b).

Suppose that the first term in U is Axm . Equating the coefficients of xm+2 , we
find at once that m = 2. We may therefore take

U = Ax2 + 2Bx + C,

so that

{(x − p)(2Ax + 2B − 1) − Ax2 − 2Bx − C}(ax2 + 2bx + c)


= (x − p)(ax + b)(Ax2 + 2Bx + C). (1)

From (1) it follows that

(x − p)(ax + b)(Ax2 + 2Bx + C)

is divisible by ax2 + 2bx + c. But ax + b is not a factor of ax2 + 2bx + c, as the


latter is not a perfect square. Hence either (i) ax2 + 2bx + c and Ax2 + 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 ax2 + 2bx + c. In the latter
case we may write

ax2 + 2bx + c = a(x − p)(x − q), Ax2 + 2Bx + C = A(x − q)(x − r),

where p 6= q, p 6= r. It then follows from (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

b
2(x − p) − (x − q) = x + = x − 21 (p + q),
a
and so p = q, which is untrue.
V. ALGEBRAICAL FUNCTIONS 47

Hence case (ii) is impossible, and so ax2 + 2bx + c and Ax2 + 2Bx + C
differ only by a constant factor. It then follows from (1) that x − p is a factor
of ax2 + 2bx + c; and the result becomes

ax2 + 2bx + c
Z
dx
√ =K ,
(x − p) ax2 + 2bx + c x−p
where K is a constant. It is easily verified that this equation is actually true
when ap2 + 2bp + c = 0, and that
1
K=√ .
b2 − ac
The formula is equivalent to
r
x−q
Z
dx 2
p = .
(x − p) (x − p)(x − q) q−p x−p
There remains for consideration the case in which ax2 + 2bx + c is a perfect
square, say a(x − q)2 . Then
Z
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 Z
3
y dx = (2xy − y 2 ).∗
8

16. The theorem of §11 enables us to complete the proof of the two
fundamental theorems stated without proof in ii., §5, viz.
(a) ex is not an algebraical function of x,
(b) log x is not an algebraical function of x.
We shall prove (b) as a special case of a more general theorem, viz. ‘no
sum of the form
A log(x − α) + B log(x − β) + . . . ,
in which the coefficients A, B, . . . 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 (iv., 2).
That ex is not algebraical now follows at once from the fact that it is the
inverse function of log x.

Raffy, ‘Sur les quadratures algébriques et logarithmiques’, Annales de l’École
Normale, ser. 3, vol. 2, 1885, pp. 185–206.
V. ALGEBRAICAL FUNCTIONS 48

17. The general theorem of §11 gives the first step in the rigid proof of
‘Laplace’s principle’ stated in iii., §2. On account of the immense importance of
this principle we repeat Laplace’s words: ‘l’intégrale d’une fonction différentielle
ne peut contenir d’autres quantités radicales que celles qui entrent dans cette
fonction’. This general principle, combined with arguments similar to those
used above (§15) in a particular case, enables us to prove without difficulty
that a great many integrals cannot be algebraical, notably the standard elliptic
integrals
Z r
1 − x2
Z Z
dx dx
p , 2 2
dx, p
(1 − x2 )(1 − k 2 x2 ) 1−k x 4x3 − g2 x − g3
which give rise by inversion to the elliptic functions.

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 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∗ . We have unfortunately no space to insert it here.
It is instructive to consider particular cases of this theorem. Suppose for
example that y dx, where y is algebraical, were a polynomial in x and ex , say
R
XX
am,n xm enx . (1)
When this expression is differentiated, ex must disappear from it: otherwise
we should have an algebraical relation between x and ex . Expressing the
conditions that the coefficient of every power of ex in the differential coefficient
of (1) vanishes identically, we find that the same must be true of (1), so that
after all the integral does not really contain ex . 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
Z
y dx = u + A log v + B log w + . . . ,


‘Mémoire sur les transcendantes elliptiques considérées comme fonctions de leur
amplitude’, Journal de l’École Polytechnique, vol. 14, cahier 23, 1834, pp. 37–83. The
proof may also be found in Bertrand’s Calcul intégral, p. 99.
V. ALGEBRAICAL FUNCTIONS 49

where A, B, . . . are constants and u, v, w, . . . algebraical functions. Only when


the logarithms occur in this simple form will differentiation eliminate them.
Lastly it can be shown by arguments similar R to those of §§11–14 that u, v,
w, . . . are rational functions of x and y. Thus y dx, if an elementary function,
is 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, . . . are
commensurable, or indeed, more generally, that no linear relation

Aα + Bβ + · · · = 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
Z
y dx = u + B log(wv −β/α ) + . . . .

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 + . . . ,

where u, v, w, . . . 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, . . . are rational functions of x and y.
The√case of greatest interest is that in which y is a rational function of
x and X, where X is a polynomial. As we have already seen, y can in this
case be expressed in the form
Q
P+√ ,
X
where P and Q are rational
√ functions of x. We shall suppress the rational part
and suppose that y = Q/ X. In this case the general theorem gives
Z
Q T √ √
√ dx = S + √ + A log(α + β X) + B log(γ + δ X) + . . . ,
X X
where S, T , α, β, γ, δ, . . . are rational. If we differentiate this equation
√ we
obtain an algebraical identity√in which we can change the sign of X. Thus
we may change the sign of X in the integral equation. If we do this and
subtract, and write 2A, . . . for A, . . . , we obtain
Z √ √
Q T α+β X γ+δ X
√ dx = √ + A log √ + B log √ + ...,
X X α−β X γ−δ X
which is the standard form for such an integral. It is evident that we may
suppose α, β, γ, . . . to be polynomials.
V. ALGEBRAICAL FUNCTIONS 50

19. (i) By means of this theorem it is possible to prove that a number


of important integrals, and notably the integrals
Z r
1 − x2
Z Z
dx dx
p , 2 2
dx, p ,
(1 − x2 )(1 − k 2 x2 ) 1−k x 4x3 − g2 x − g3

are not expressible in terms of elementary functions, and so represent genuinely


new transcendents. The formal proof of this was worked out by Liouville∗ ;
it rests merely on a consideration of the possible forms of the differential
coefficients of expressions of the form

T α+β X
√ + A log √ + ...,
X α−β X

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† .
The general questions of this nature which arise in connection with integrals
of the form Z
Q
√ dx,
X
or, more generally, Z
Q
√ dx,
m
X
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 elliptic. An integral of this kind is
called pseudo-elliptic if it is expressible in terms of algebraical and logarithmic
functions. Two examples were given above (§ 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 Cours d’analyse ‡ ,
for instance, it is shown that if f (x) is a rational function such that
 
1
f (x) + f = 0,
k2 x

then Z
f (x) dx
p
x(1 − x)(1 − k 2 x)

See Liouville’s memoir quoted on p. 45 (pp. 45 et seq.).

The proof given by Laurent (Traité d’analyse, vol. 4, pp. 153 et seq.) appears at
first sight to combine the advantages of both methods of proof, but unfortunately
will not bear a closer examination.

Second edition, vol. 1, pp. 267–269.
V. ALGEBRAICAL FUNCTIONS 51

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 given elliptic integral 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 (e.g.) the function
Z
dx
u= p
(1 − x )(1 − k 2 x2 )
2

is not a root of an elementary transcendental equation; all that has been shown
is that it is not 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 Appendix I.
(ii) One particular class of integrals which is of especial interest is that of
the binomial integrals Z
xm (axn + b)p dx,

where m, n, p are rational. Putting axn = bt, and neglecting a constant factor,
we obtain an integral of the form
Z
tq (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 = us , a substitution which rationalises
the integrand. If q is an integer, and p = r/s, we put 1 + t = us . If p + q is an
integer, and p = r/s, we put 1 + t = tus .
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.

20. In §§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
1
2 (n − 1)(n − 2) − 1 = 21 n(n − 3).
It has been shown by Clebsch∗ that in this case the coordinates of the points
of the curve can be expressed as rational functions of a parameter t and of the
square root of a polynomial in t of the third or fourth degree.

‘Über diejenigen Curven, deren Coordinaten sich als elliptische Functionen eines
Parameters darstellen lassen’, Journal für Mathematik, vol. 64, 1865, pp. 210–270.
V. ALGEBRAICAL FUNCTIONS 52

The fact is that the curves

y 2 = a + bx + cx2 + dx3 ,
y 2 = a + bx + cx2 + dx3 + ex4 ,

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 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

ax3 + 3bx2 y + 3cxy 2 + dy 3 + ex2 + 2f xy + 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
q
T22 − 4T1 T3 ,

where

T1 = h + kt, T2 = e + 2f t + gt2 , T3 = a + 3bt + 3ct2 + dt3 .

A more elegant method has been given by Clebsch∗ . If we write the cubic
in the form
LM N = 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, P = tN.
Eliminating y from these equations, we obtain an equation of the form

Ax2 + 2Bx + C = 0,

See Hermite, Cours d’analyse, pp. 422–425.
V. ALGEBRAICAL FUNCTIONS 53

where A, B, C are quadratics in t. Hence



B B 2 − AC √
x=− ± = R(t, T ),
A A
where T = B 2 − AC is a polynomial in t of degree not higher than the fourth.
Thus if the curve is

x3 + y 3 − 3axy + 1 = 0,

so that

L = ωx + ω 2 y + a, M = ω 2 x + ωy + a, N = x + y + a, P = a3 − 1,

ω being an imaginary cube root of unity, then we find that the line
a3 − 1
x+y+a=
t
meets the curve in the points given by
√ √
b − at 3T b − at 3T
x= ± , y= ∓ ,
2t 6t 2t 6t
where b = a3 − 1 and

T = 4t3 − 9a2 t2 + 6abt − b2 .

In particular, for the curve

x3 + y 3 + 1 = 0,

we have √ √ √ √
− 3 + 4t3 − 1 − 3 − 4t3 − 1
x= √ , y= √ .
2t 3 2t 3

21. It will be plain from what precedes that


Z p
3
R{x, a + bx + cx2 + dx3 } dx

can always be reduced to an elliptic integral, the deficiency of the cubic

y 3 = a + bx + cx2 + dx3

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
Z
R(x, y) dx
V. ALGEBRAICAL FUNCTIONS 54

reducible to elliptic integrals or even to elementary functions; and there are


curves of deficiency 2 for which all such integrals are reducible.
For example, the integral
Z p
R{x, x6 + ax4 + bx2 + c} dx

may be split up into the sum of the integral of a rational function and two
integrals of the types

R(x2 ) dx xR(x2 ) dx
Z Z
√ , √ ,
x6 + ax4 + bx2 + c x6 + ax4 + bx2 + c

and each of these integrals becomes elliptic on putting x2 = t. But the


deficiency of
y 2 = x6 + ax4 + bx2 + c
is 2. Another example is given by the integral
Z p4
R{x, x4 + ax3 + bx2 + cx + d} dx.∗

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
Z √
R(x, X) dx

where
X = x4 + ax3 + bx2 + cx + d.†
It can be shown that, by a transformation of the type

αt + β
x= ,
γt + δ

this integral can be transformed into an integral


Z √
R(t, T ) dt


See Legendre, Traité des fonctions elliptiques, vol. 1, chs. 26–27, 32–33; Bertrand,
Calcul intégral, pp. 67 et seq.; and Enneper, Elliptische Funktionen, note 1, where
abundant references are given.

There is a similar theory for curves of deficiency 2, in which X is of the sixth
degree.
VI. TRANSCENDENTAL FUNCTIONS 55

where
T = t4 + At2 + B.

We can then, as when T is of the second degree (§3), decompose this


integral into two integrals of the forms
Z Z
R(t) dt
R(t) dt, √ .
T

Of these integrals the first is elementary, and the second can be decomposed∗
into the sum of an algebraical term, of certain multiples of the integrals

t2 dt
Z Z
dt
√ , √ ,
T T

and of a number of integrals of the type


Z
dt
√ .
(t − τ ) 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 §§14–15.

VI. Transcendental functions


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.

See, e.g., Goursat, Cours d’analyse, ed. 2, vol. 1, pp. 257 et seq.
VI. TRANSCENDENTAL FUNCTIONS 56

2. (i) The integral


Z
F (eax , ebx , . . . , ekx ) dx

where F is an algebraical function, and a, b, . . . , k commensurable numbers,


can always be reduced to that of an algebraical function. In particular the
integral Z
R(eax , ebx , . . . , ekx ) dx,

where R is rational, is always an elementary function. In the first place a


substitution of the type x = αy will reduce it to the form
Z
R(ey ) dy,

and then the substitution ey = z will reduce this integral to the integral of a
rational function.
In particular, since cosh x and sinh x are rational functions of ex , and
cos x and sin x are rational functions of eix , the integrals
Z Z
R(cosh x, sinh x) dx, 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 21 x = t,
which reduces the integral to that of a rational function, since
1 − t2 2t 2 dt
cos x = , sin x = , dx = .
1 + t2 1 + t2 1 + t2
(ii) The integrals
Z
R(cosh x, sinh x, cosh 2x, . . . sinh mx) dx,
Z
R(cos x, sin x, cos 2x, . . . sin mx) dx,

are included in the two standard integrals above.


Let us consider some further developments concerning the integral
Z
R(cos x, sin x) dx.∗

If we make the substitution z = eix , the subject of integration becomes a


rational function H(z), which we may suppose split up into

See Hermite, Cours d’analyse, pp. 320 et seq.
VI. TRANSCENDENTAL FUNCTIONS 57

(a) a constant and certain positive and negative powers of z,


(b) groups of terms of the type

A0 A1 An
+ 2
+ ··· + . (1)
z − a (z − a) (z − a)n+1

The terms (i), when expressed in terms of x, give rise to a term


X
(ck cos kx + dk sin kx).

In the group (1) we put z = eix , a = eiα and, using the equation

1
= 12 e−iα {−1 − i cot 21 (x − α)},
z−a

we obtain a polynomial of degree n + 1 in cot 12 (x − α). Since

d cot x 1 d
cot2 x = −1 − , cot3 x = − cot x − (cot2 x), . . . ,
dx 2 dx
this polynomial may be transformed into the form

d dn
C + C0 cot 21 (x − α) + C1 cot 12 (x − α) + · · · + Cn n cot 21 (x − α).
dx dx
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 C0 vanish; otherwise it includes a number of
terms of the type
2C0 log sin 12 (x − α).
Let us suppose for simplicity that H(z), when split up into partial fractions,
contains no terms of the types

C, zm, z −m , (z − a)−p (p > 1).

Then
R(cos x, sin x) = C0 cot 21 (x − α) + D0 cot 12 (x − β) + . . . ,
and the constants C0 , D0 , . . . may be determined by multiplying each side of
the equation by sin 21 (x − α), sin 12 (x − β), . . . and making x tend to α, β, . . . .
It is often convenient to use the equation

cot 21 (x − α) = cot(x − α) + cosec(x − α)

which enables us to decompose the function R into two parts U (x) and V (x)
such that
U (x + π) = U (x), V (x + π) = −V (x).
VI. TRANSCENDENTAL FUNCTIONS 58

If R has the period π, then V must vanish identically; if it changes sign when
x is increased by π, then U must vanish identically. Thus we find without
difficulty that, if m < n,
2n−1 n−1
sin mx 1 X (−1)k sin mα 1 X (−1)k sin mα
= = ,
sin nx 2n sin(x − α) n sin(x − α)
0 0
or
n−1
sin mx 1X
= (−1)k sin mα cot(x − α),
sin nx n
0
where α = kπ/n, according as m + n is odd or even.
Similarly
1 X 1
= ,
sin(x − a) sin(x − b) sin(x − c) sin(a − b) sin(a − c) sin(x − a)
sin(x − d) X sin(a − d)
= cot(x − a).
sin(x − a) sin(x − b) sin(x − c) sin(a − b) sin(a − c)
(iii) One of the most important integrals in applications is
Z
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 12 x = t. A more elegant method is the
following. If |a| > |b|, we suppose a positive, and use the transformation
(a + b cos x)(a − b cos y) = a2 − b2 ,
which leads to
dx dy
=√ .
a + b cos x a − b2
2

If |a| < |b|, we suppose b positive, and use the transformation


(b cos x + a)(b cosh y − a) = b2 − a2 .
The integral Z
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
Z Z
dx dx
n
,
(a + b cos x) (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
Z
dx
(A cos x + 2B cos x sin x + C sin2 x)n
2
VI. TRANSCENDENTAL FUNCTIONS 59

is really of the same type, since

A cos2 x + 2B cos x sin x + C sin2 x = 12 (A + C) + 12 (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.
(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 Z √
R(cos x, sin x, X) dx,

where
X = (a, b, c, f, g, h G cos x, sin x, 1)2 ,
is reduced to an elliptic integral by the substitution tan 21 x = t. The most
important integrals of this type are
Z Z
R(cos x, sin x) dx R(cos x, sin x) dx
p , √ .
1 − k 2 sin2 x α + β cos x + γ sin x

3. The integral Z
P (x, eax , ebx , . . . , ekx ) dx,

where a, b, . . . , k are any numbers (commensurable or not), and P is a


polynomial, is always an elementary function. For it is obvious that the
integral can be reduced to the sum of a finite number of integrals of the type
Z
xp eAx dx;

and p Z p
eAx
Z  
p Ax ∂ Ax ∂
x e dx = e dx = .
∂A ∂A A
This type of integral includes a large variety of integrals, such as
Z Z
m µ ν
x (cos px) (sin qx) dx, xm (cosh px)µ (sinh qx)ν dx,
Z Z
m −αx
x e µ
(cos px) dx, xm e−αx (sin qx)ν dx,

(m, µ, ν, being positive integers) for which formulae of reduction are given in
text-books on the integral calculus.
Such integrals as
Z Z
P (x, log x) dx, P (x, arc sin x) dx, . . . ,
VI. TRANSCENDENTAL FUNCTIONS 60

where P is a polynomial, may be reduced to particular cases of the above


general integral by the obvious substitutions
x = ey , x = sin y, . . . .

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 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
(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;
(ii) to reduce the number of the latter terms to the least possible;
(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
Z
ex R(x) dx

where R(x) is a rational function of x.∗ The theory of partial fractions enables
us to decompose this integral into the sum of a number of terms
ex ex ex
Z Z Z
A dx, . . . , Am dx, B dx, . . . .
x−a (x − a)m+1 x−b
Since
ex ex ex
Z Z
1
m+1
dx = − m
+ dx,
(x − a) m(x − a) m (x − a)m
the integral may be further reduced so as to contain only
(i) a term
ex S(x)
where S(x) is a rational function;
(ii) a number of terms of the type
Z x
e dx
α .
x−a
If all the constants α vanish, then the integral can be calculated in the finite
form ex S(x). If they do not we can at any rate assert that the integral cannot
be calculated in this form † . For no such relation as
Z x Z x Z x
e dx e dx e dx
α +β + ··· + κ = ex T (x),
x−a x−b x−k

See Hermite, Cours d’analyse, pp. 352 et seq.

See the remarks at the end of this paragraph.
VI. TRANSCENDENTAL FUNCTIONS 61

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
Z x Z h
e dx a e
α = αe dh
x−a h
= αea (log h + h + . . . ),

and no logarithm can occur in any of the other terms∗ .


Consider, for example, the integral

1 3
Z  
ex 1 − dx.
x
This is equal to
ex ex ex
Z Z Z
x
e −3 dx + 3 dx − dx,
x x2 x3
and since
ex 3ex ex
Z Z
3 dx = − +3 dx,
x2 x x
and
ex ex ex ex ex ex
Z Z Z
1 1
− 3
dx = 2
− 2
dx = 2
+ − dx,
x 2x 2 x 2x 2x 2 x
we obtain finally

1 3
Z     Z x
x x 7 1 1 e
e 1− dx = e 1 − + − dx.
x 2x 2x2 2 x
Similarly it will be found that

2 2
Z    
x x 1 2
e 1− dx = 2e − ,
x 2 x
this integral being an elementary function.
Since
ex
Z Z y
e
dx = ea dy,
x−a y
if x = y + a, all integrals of this kind may be made to depend on known
functions and on the single transcendent
Z x
e
dx,
x
which is usually denoted by Li ex 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.

It is not difficult to give a purely algebraical proof on the lines of iv., §2.
VI. TRANSCENDENTAL FUNCTIONS 62

Now Liouville∗ has proved the following theorem: ‘if y is any algebraical
function of x, and Z
ex y dx

is an elementary function, then


Z
ex y dx = ex (α + βy + · · · + λy n−1 ),

α, β, . . . , λ being rational functions of x and n the degree of the algebraical


equation which determines y as a function of x’.
Liouville’s proof rests on the same general principles
R as do those of the
corresponding theorems concerning the integral y dx. It will be observed
that no logarithmic terms can occur,
R and that the theorem is therefore very
similar to that which holds for y dx in the simple case in which the integral
is 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

ex log f (x).

In particular, if y is a rational function, then the integral must be of the


form
ex R(x)
and this we have already seen to be impossible. Hence the ‘logarithm-integral’
ex
ex
Z Z
dy
Li ex = dx =
x 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
Z
ex R(x) dx

which cannot be calculated in finite terms by means of the process of reduction


sketched above.
The integrals Z Z
sin xR(x) dx, cos xR(x) dx


‘Mémoire sur l’intégration d’une classe de fonctions transcendantes’, 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.
VI. TRANSCENDENTAL FUNCTIONS 63

may be treated in a similar manner. Either the integral is of the form


cos xR1 (x) + sin xR2 (x)
or it consists of a term of this kind together with a number of terms which
involve the transcendents
Z Z
cos x sin x
dx, dx,
x x
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.

5. Liouville has gone further and shown that it is always possible to


determine whether the integral
Z
(P ep + Qeq + · · · + T et ) dx,

where P , Q, . . . , T , p, q, . . . , t are algebraical functions, is an elementary


function, and to obtain the integral in case it is one∗ . The most general
theorem which has been proved in this region of mathematics, and which is
also due to Liouville, is the following.
‘If y, z, . . . are functions of x whose differential coefficients are algebraical
functions of x, y, z, . . . , and F denotes an algebraical function, and if
Z
F (x, y, z, . . . ) dx

is an elementary function, then it is of the form


t + A log u + B log v + . . . ,
where t, u, v, . . . are algebraical functions of x, y, z, . . . . If the differential
coefficients are rational in x, y, z, . . . , and F is rational, then t, u, v, . . . are
rational in x, y, z, . . . .’
Thus for example the theorem applies to
x
F (x, ex , ee , log x, log log x, cos x, sin x),
since, if the various arguments of F are denoted by x, y, z, ξ, η, ζ, θ, we have
dy dz dξ 1
= y, = yz, = ,
dx dx dx x
dη 1 dζ p dθ p
= , = − 1 − ζ 2, = 1 − θ2 .
dx xξ dx dx
The proof of the theorem does not involve ideas different in principle from
those which have been employed continually throughout the preceding pages.
2

e−x dx is not an
R
An interesting particular result is that the ‘error function’
elementary function.
VI. TRANSCENDENTAL FUNCTIONS 64

6. As a final example of the manner in which these ideas may be applied,


we shall consider the following question:
‘in what circumstances is
Z
R(x) log x dx,

where R is rational, an elementary function? ’


In the first place the integral must be of the form

R0 (x, log x) + A1 log R1 (x, log x) + A2 log R2 (x, log x) + . . . .

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) R0 (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) R1 , R2 , . . . must be rational functions


of x only; so that the integral can be expressed in the form
X
S(x)(log x)2 + T (x) log x + U (x) + Bk log(x − ak ).

Differentiating, and comparing the result with the subject of integration,


we obtain the equations
2S T X Bk
S 0 = 0, + T 0 = R, + U0 + = 0.
x x x − ak
Hence S is a constant, say 12 C, and
Z  
C
T = R− dx.
x
We can always determine by means of elementary operations, as in 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
Z   Z
T X Bk T X
U =− + dx = − dx − Bk log(x − ak ),
x x − ak x
which must be rational for some value of the arbitrary constant implied in T .
We can calculate the rational part of
Z
T
dx :
x
the transcendental part must be cancelled by the logarithmic terms
X
Bk log(x − ak ).
The necessary and sufficient condition that the original integral should be
an elementary function is therefore that R should be of the form
C d
+ {R1 (x)},
x dx
where C is a constant and R1 is rational. That the integral is in this case such
a function becomes obvious if we integrate by parts, for
Z   Z
C 0 R1
+ R1 log x dx = 12 C(log x)2 + R1 log x − dx.
x x
In particular
Z Z
log x log x
(i) dx, (ii) dx,
x−a (x − a)(x − b)
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.

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
Z Z
x
f (x, e ) dx, f (x, log x) dx,
Z Z
f (x, cos x, sin x) dx, f (ex , cos x, sin x) dx,

...................... ,
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 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 Section III.
APPENDIX I
BIBLIOGRAPHY
The following is a list of the memoirs by Abel, Liouville and Tschebyschef which
have reference to the subject matter of this tract.

N. H. Abel
ρ dx
1. ‘Über die Integration der Differential-Formel √ , wenn R und ρ ganze
R
Funktionen sind’, Journal für Mathematik, vol. 1, 1826, pp. 185–221 (Œuvres,
vol. 1, pp. 104–144).
2. ‘Précis d’une théorie des fonctions elliptiques’, Journal für Mathematik, vol. 4,
1829, pp. 236–277, 309–348 (Œuvres, vol. 1, pp. 518–617).
3. ‘Théorie des transcendantes elliptiques’, Œuvres, vol. 2, pp. 87–188.

J. Liouville
1. ‘Mémoire sur la classification des transcendantes, et sur l’impossibilité d’exprimer
les racines de certaines équations en fonction finie explicite des coefficients’,
Journal de mathématiques, ser. 1, vol. 2, 1837, pp. 56–104.
2. ‘Nouvelles recherches sur la détermination des intégrales dont la valeur est
algébrique’, ibid., vol. 3, 1838, pp. 20–24 (previously published in the Comptes
Rendus, 28 Aug. 1837).
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.
4. ‘Note sur les transcendantes elliptiques considérées comme fonctions de leur
module’, ibid., vol. 5, 1840, pp. 34–37.
5. ‘Mémoire sur les transcendantes elliptiques considérées comme fonctions de leur
module’, ibid., pp. 441–464.
6. ‘Premier mémoire sur la détermination des intégrales dont la valeur est algébrique’,
Journal de l’École Polytechnique, vol. 14, cahier 22, 1833, pp. 124–148 (also
published in the Mémoires présentés par divers savants à l’Académie des
Sciences, vol. 5, 1838, pp. 76–151).
7. ‘Second mémoire sur la détermination des intégrales dont la valeur est algébrique’,
ibid., pp. 149–193 (also published as above).
8. ‘Mémoire sur les transcendantes elliptiques considérées comme fonctions de leur
amplitude’, ibid., cahier 23, 1834, pp. 37–83.
9. ‘Mémoire sur l’intégration d’une classe de fonctions transcendantes’, Journal für
Mathematik, vol. 13, 1835, pp. 93–118.

P. Tschebyschef
1. ‘Sur l’intégration des différentielles irrationnelles’, Journal de mathématiques,
ser. 1, vol. 18, 1853, pp. 87–111 (Œuvres, vol. 1, pp. 147–168).
2. ‘Sur l’intégration des différentielles qui contiennent une racine carrée d’une
polynôme du troisième ou du quatrième degré’, ibid., ser. 2, vol. 2, 1857,
pp. 1–42 (Œuvres, vol. 1, pp. 171–200; also published in the Mémoires de
l’Académie Impériale des Sciences de St-Pétersbourg, ser. 6, vol. 6, 1857,
pp. 203–232).
x+A
3. ‘Sur l’intégration de la différentielle p dx’, ibid., ser. 2,
x + αx + βx2 + γx + δ
4 3

vol. 9, 1864, pp. 225–241 (Œuvres, vol. 1, pp. 517–530; previously published
in the Bulletin de l’Académie Impériale des Sciences de St-Pétersbourg, vol. 3,
1861, pp. 1–12).
4. ‘Sur l’intégration des différentielles irrationnelles’, ibid., pp. 242–246 (Œuvres,
vol. 1, pp. 511–514; previously published in the Comptes Rendus, 9 July 1860).
5. ‘Sur l’intégration des différentielles qui contiennent une racine cubique’ (Œuvres,
vol. 1, pp. 563–608; previously published only in Russian).
Other memoirs which may be consulted are:

A. Clebsch
‘Über diejenigen Curven, deren Coordinaten sich als elliptische Functionen
eines Parameters darstellen lassen’, Journal für Mathematik, vol. 64, 1865,
pp. 210–270.

J. Dolbnia
‘Sur les intégrales pseudo-elliptiques d’Abel’, Journal de mathématiques, ser. 4,
vol. 6, 1890, pp. 293–311.

Sir A. G. Greenhill
‘Pseudo-elliptic integrals and their dynamical applications’, Proc. London Math.
Soc., ser. 1, vol. 25, 1894, pp. 195–304.

G. H. Hardy
‘Properties of logarithmico-exponential functions’, Proc. London Math. Soc., ser. 2,
vol. 10, 1910, pp. 54–90.

L. Königsberger
‘Bemerkungen zu Liouville’s Classificirung der Transcendenten’, Mathematische
Annalen, vol. 28, 1886, pp. 483–492.

L. Raffy
‘Sur les quadratures algébriques et logarithmiques’, Annales de l’École Normale,
ser. 3, vol. 2, 1885, pp. 185–206.

K. Weierstrass
‘Über die Integration algebraischer Differentiale vermittelst Logarithmen’,
Monatsberichte der Akademie der Wissenschaften zu Berlin, 1857, pp. 148–157
(Werke, vol. 1, pp. 227–232).
G. Zolotareff
‘Sur la méthode d’intégration de M. Tschebyschef’, 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 Bulletin des sciences mathématiques, and by Goursat,
Gunther, Picard, Poincaré, and Raffy in the Bulletin de la Société Mathématique de
France, in Legendre’s Traité des functions elliptiques (vol. 1, ch. 26), in Halphen’s
Traité des fonctions elliptiques (vol. 2, ch. 14), and in Enneper’s 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 Théorie des fonctions algébriques, and Wirtinger’s article
Algebraische Funktionen und ihre Integrale in the Encyclopädie der Mathematischen
Wissenschaften, ii B 2.
APPENDIX II
ON ABEL’S PROOF OF THE THEOREM OF V., §11
Abel’s proof (Œuvres, vol. 1, p. 545) is as follows∗ :
We have
ψ(x, u) = 0, (1)
where ψ 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
φ(x, y, u) = 0, (2)
where φ is a polynomial in the three variables x, y, and u† ; and we can
suppose φ, like ψ, 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 φ or
itself a constant.
From f = 0, φ = 0 we deduce
∂f ∂f dy ∂φ ∂φ dy ∂φ du
+ = 0, + + = 0;
∂x ∂y dx ∂x ∂y dx ∂u dx
dy
and, eliminating , we obtain an equation of the form
dx
du λ(x, y, u)
= ,
dx µ(x, y, u)
where λ and µ are polynomials in x, y, and u. And in order that u should be
an integral of y it is necessary and sufficient that

λ − yµ = 0. (3)

Abel now applies Lemma (2) of §11, or rather its analogue for polynomials
in u whose coefficients are polynomials in x and y, to the two polynomials φ
and λ − yµ, and infers that all the roots u, u0 , . . . of φ = 0 satisfy (3). From
this he deduces that u, u0 , . . . are all integrals of y, and so that
u + u0 + . . .
(4)
m+1
is an integral of y. As (4) is a symmetric function of the roots of (2), it is a
rational function of x and y, whence his conclusion follows‡ .

The theorem with which Abel is engaged is a very much more general theorem.

‘Or, au lieu de supposer ces coefficiens rationnels en x, nous les supposerons
rationnels en x, y; car cette supposition permise simplifiera beaucoup le raisonnement’.

Bertrand (Calcul intégral, ch. 5) replaces the last step in Abel’s argument by the
observation that if u and u0 are both integrals of y then u − u0 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 (2) does actually involve y
is essential, if we are to avoid the absurd conclusion that u is necessarily a
rational function of x only. On the other hand it is not obvious how the
presence of y in φ affects the other steps in the argument.
The crucial inference is that which asserts that because the equations φ = 0
and λ − yµ = 0, considered as equations in u, have a root in common, and φ is
irreducible, therefore λ − yµ is divisible by φ. This inference is invalid.
We could only apply the lemma in this way if the equation (3) were
satisfied by one of the roots of (2) 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 only when x and y are connected by the equation (1).
Suppose, for example, that
1 √
y=√ , u = 2 1 + x.
1+x
Then we may take

f = (1 + x)y 2 − 1,
ψ = u2 − 4(1 + x),

and

φ = uy − 2.

dy
Differentiating the equations f = 0 and φ = 0, and eliminating , we find
dx
du u λ
= = .
dx 2(1 + x) µ

Thus
φ = uy − 2, λ − yµ = u − 2y(1 + x);
and these polynomials have a common factor only in virtue of the equation
f = 0.
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