Malmsten's Proof of The Integral Theorem - An Early Swedish Paper On Complex Analysis
Malmsten's Proof of The Integral Theorem - An Early Swedish Paper On Complex Analysis
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K AJSA B RÅTING
We consider the Swedish mathematician C. J. Malmsten’s paper “Om
definita integraler mellan imaginära gränsor ” from 1865. In his paper, Malm-
sten gives a proof of the Cauchy integral theorem where the limits of in-
tegration are complex numbers. The aim of this report is to capture the
techniques that Malmsten made use of in his proof and to get a glimpse of
the mathematical concepts at this time, especially those which weren’t fully
investigated and thereby gave rise to challenges for mathematicians.
Introduction
During the eighteenth century mathematicians in Uppsala were mainly astronomers,
physicists or theologians. In fact, it wasn’t until the 1820s that Uppsala, as well as
Lund, got its first pure mathematicians. Maybe this was a natural ongoing pro-
cess toward specialization. It could also have been due to the fact that rumors
of great works of Euler, d’Alembert, Lagrange and Laplace had now reached the
universities of Scandinavia (Gårding, 1994). In Uppsala, at the time, a new genera-
tion of talented mathematicians appeared. Among the most prominent were Adolf
Fredrik Svanberg (1806-1857), Emanuel Gabriel Björling (1808-1872) and Carl
Johan Malmsten (1814-1886).
Malmsten grew up in Uddetorp, not far from Skara in Sweden. In 1833 he
began to study mathematics at Uppsala university, where in 1839 he received a
doctoral degree. In competition with E. G. Björling, Malmsten became professor
of mathematics in 1841 (Gårding, 1994). During the 1840s Malmsten wrote many
remarkable papers and became, after Samuel Klingenstierna (1698-1765), the first
Swedish mathematician who not only followed the development of mathematics of
his time, but also contributed to it (Gårding, 1994).
In his own mathematical research, Malmsten took an active part in analysis, al-
gebra and probability theory. In a summary of Malmsten’s mathematical research,
Gösta Mittag Leffler (1846-1927) emphasizes his calculation of the remainder term
in Euler’s “summation” formula, as well as his solutions of certain differential
equations (Svenskt biografiskt lexikon, 1987).
In 1859 he was appointed minister without portfolio and in 1866 county gover-
nor of “Skaraborgs län”. In the course of time Malmsten regretted that he had given
up science for politics (Svenskt biografiskt lexikon, 1987).
The paper “Om definita integraler mellan imaginära gränsor” was written af-
ter Malmsten’s years as professor (1865). A few years later the Cauchy integral
theorem, as well as the whole theory of analytic functions, would provide a lot of
problems for the mathematicians in Uppsala. It also gave rise to their own interpre-
tations of the theorem.
To give background for Malmsten’s paper, and to see how far the development
of complex analysis had reached at this time, we begin with a short history of
the field of complex analysis. Subsequently, a summary of Cauchy’s proof of the
integral theorem will be presented, before the exposition of Malmsten’s paper.
∂u ∂v ∂u ∂v
= , =−
∂x ∂y ∂y ∂x
(today known as the Cauchy-Riemann equations). D’Alembert, and after him Eu-
ler, obtained pairs of solutions of this system as the real and imaginary parts of
(what we today would call) an analytic function f (z) = u + iv of a complex vari-
able.
Complex integration
At the beginning of the eighteenth century mathematicians began to operate with
complex-valued functions. These were always separated into a real and an imag-
inary part, so they could be treated like real-valued functions. As an example of
an early use of complex-valued functions, Leibniz (1646-1716) as well as Johann
Bernoulli (1667-1748) evaluated the real integral
dx
ax2 + bx + c
by splitting up the integrand into two partial fractions and then performing the inte-
gration. The fact that if the roots to the equation ax2 + bx + c = 0 are complex, the
denominator will also be complex, didn’t stop them from performing the integra-
tion in the same way as if the denominators were real (Sjöberg, 1998). However,
But yet another problem arose when mathematicians had to deal with integrals such
as z 1
f (z)dz,
z0
are both monotonic (either increasing or decreasing) and the differences xk − xk−1
and yk − yk−1 converge to zero as n increases indefinitely.
One can note at this stage that Cauchy is not constructing the integral along a
definite path, but merely has successive sequences of points running from x0 + iy0
to X + iY ; presumably this is one reason why he uses the phrase ’one of the limits’
(Smithies, 1997). The requirement that the sequences should be monotonic seems
to have been carried over almost automatically from his definition for functions of
a real variable (Smithies, 1997).
Cauchy then suggests a procedure for constructing such sequences. He writes
x = ϕ(t) and y = ψ(t) where ϕ(t) and ψ(t) are functions that are monotonic and
continuous for t0 ≤ t ≤ T , satisfying the conditions ϕ(t0 ) = x0 , ψ(t0 ) = y0 and
ϕ(T ) = X, ψ(T ) = Y. Observe, that by choosing ϕ and ψ he has constrained
himself to one class of sequences (i.e., what today would be called a path) and
hence only one limit. After that, Cauchy indicates the integral (1) by A + iB and
substitutes for x and y the functions of t that were defined above. Thus, he gets the
integral of the form
T
A + iB = [ϕ (t) + iψ (t)]f [ϕ(t) + iψ(t)]dt
t0
where u(t) and v(t) vanish when t = t0 , T and takes an infinitesimal step towards
it;
(x(t) + εu(t), y(t) + εv(t)). (5)
Now he wants an expression for the difference between (3) and (5). As the incre-
mental integrals can be seen as functions of ε he considers all but the first term in
an expansion in a series of powers and finds that the coefficient of ε disappears as
seen below. The coefficient of ε is
T
[(u + iv)(x + iy ) + (u + iv )f (x + iy)]dt.
t0
Then, by integrating by parts, Cauchy shows that the first term of the integrand is
equal to the second term taken negatively.
From this he concludes that if we give x and y successive increments of first
order whose sum is a finite non-zero increment, then the corresponding increment
of the integral must be of the second order and therefore vanish (Smithies, 1997).
all sequences (i.e., all sequences of all possible paths) of the Riemann sum Sn (see
below) in the limit at once.
Then Malmsten explains the way Cauchy uses the technique of calculus of vari-
ations to prove the theorem. However, Malmsten points out some insufficiencies
in this part as well. In fact, he criticizes the step where Cauchy moves the deriva-
tive operator inside the integral, a technique that wasn’t proved valid for complex
valued functions.
decrease indefinitely,
X Y
lim Sn = p(x, Y )dx + q(x0 , y)dy,
x0 y0
X Y
= p(x, y0 )dx + q(X, y)dy,
x0 y0
where λr and σr are error terms approaching 0 in the limit. To prove this equality
Malmsten makes several calculations with Riemann sums, makes use of the mean
value-theorem for integrals and uses expression (6) in differential form. He does
use the fact that the functions are continuous, although he doesn’t mention (or
realize) it. For instance he writes
“Men nu är tillika
yr
(yr − yr−1 )[q(x0 , yr−1 ) + γr ] = q(x0 , y)dy + (yr − yr−1 )σr
yr−1
(der σr convergerar mot 0 på samma gång som differenserna (17)), hvilket insatt...”
This equality can be achieved by applying the mean value-theorem for integrals
to the right hand integral and using continuity for the function q when substituting a
value c (from the mean-value theorem for integrals) between yr−1 and yr for yr−1 .
Consequently this gives rise to an error term that is added to σr producing a new
error term γr which converges to 0 in the limit. This is only one of several passages
where “common knowledge” theorems together with the conditions of the proof
are used.
Although Malmsten had come up with the condition (6), he didn’t use it in
Green’s formula. Probably he didn’t know about it, even though it was published
by W. Thompson (Lord Kelvin) in Crelle’s Journal in 1850 (Bottazzini, 1986). In
fact, George Green (1793-1841) had published it, at his own expense, as early as
1828 (Bottazzini, 1986). But the fact that Green was a physicist, together with
a lack of communication, may have been one reason why the theorem remained
unknown for more than 20 years.
In the next part Malmsten uses Theorem II twice in a proof of a similar theorem
for complex valued functions. I.e., he shows that the sum
where z = x + iy and
f (z) = ϕ(x, y) + iψ(x, y), (8)
and
Qn = (x1 − x0 ) · ψ(x0 , y0 ) + (y1 − y0 ) · ϕ(x0 , y0 )
+(x2 − x1 ) · ψ(x1 , y1 ) + (y2 − y1 ) · ϕ(x1 , y1 )
+...
+(X − xn−1 ) · ψ(xn−1 , yn−1 ) + (Y − yn−1 ) · ϕ(xn−1 , yn−1 )
gränsor - nämde limes för definita integralen af f (z) mellan gränsorna z0 och Z,
och beteckna
Z X+iY
lim Sn = f (z)dz = f (z)dz.
z0 x0 +iy0
From this definition Malmsten shows that the following properties holds;
z0
f (z)dz = 0, (9)
z0
n
Z zk
f (z)dz = f (z)dz , (10)
z0 k=1 zk−1
z0 z1
f (z)dz = − f (z)dz. (11)
z1 z0
It is notable that Malmsten doesn’t say anything about the property that the inte-
gral depends linearly on the integrand. Maybe this is due to the fact that Cauchy
didn’t mention this property either in his treatment of definite integrals between
real limits.
Now Malmsten defines
z
F (z) = f (z)dz (12)
z0
and shows that F (z) is synectic in the same domain as f (z). This is analogous to
what Cauchy showed for definite integrals between real limits, namely that F (z) is
differentiable in the same domain as f (z).
The last property to show is
F (z) = f (z). (13)
Here Malmsten uses expression (12) and puts
z+δ
F (z + δ) − F (z) = f (z)dz
z
and then uses an earlier corollary (about weighted mean values) to get
F (z + δ) − F (z) = δf (z + α) · θ · epi ,
where α is a “mean quantity” to 0 and δ (and therefore converges to 0 at the same
time as δ) and θ · epi converges to 1 at the same time as δ converges to 0. From this
formula he gets
F (z + δ) − f (z)
lim = F (z) = f (z).
δ
Hence, by proving the existence of the integral (1), and then showing that the
properties (9)-(13) hold, Malmsten has completed his proof of the integral theorem
(for integrals where the limits of integration are complex numbers) analogous to
how Cauchy proved the integral theorem for integrals between real limits.
Final Remarks
Malmsten left Uppsala at the end of the 1850s to get into politics (see above). His
successor Herman Daug (1828-1888), whose mathematical research mostly con-
cerned differential geometry, didn’t have much influence (Gårding, 1994). Instead,
in the 1870s, mathematical education and research in Uppsala came to be charac-
terized by Göran Dillner (1832-1906), who had a great interest in Cauchy’s works
on analytic functions. But Dillner’s lack of knowledge of analysis resulted in a rel-
atively unprofessional way to do research (Gårding, 1994). However, via Mittag-
Leffler, who came under the influence of Karl Weierstrass (1815-1896), the theory
of analytic functions got cleared up. In fact, it was in Germany, with Bernhard Rie-
mann (1826-1866) and Weierstrass, that the theory of complex functions followed
an autonomous path of development that went far beyond what had been set out by
Cauchy (Bottazzini, 1986). Thus, the intuitive comprehension of analytic functions
that had characterized the early nineteenth century now became rigorous.
Malmsten wrote his proof of the integral theorem some years before the break-
through of Weierstrass’ strict analysis, and therefore his statement of the proof
doesn’t reach present-day standards. However, it seems it kept up to the standards
of his time. The merit of Malmsten is to have sorted out condition (6), even if
he didn’t use it in Green’s formula. The proof also shows Malmsten’s ability to
treat inequalities as well as Riemann sums (Gårding, 1994). Furthermore, it is said
that Mittag-Leffler, who at the beginning of his career had been one of Malmsten’s
students, complained that Malmsten’s proof, as well as his own, didn’t end up in
“Enzyklopädie der Mathematischen Wissenschaften” (Gårding, 1994). Maybe this
was due to the fact that Malmsten’s successor Daug didn’t continue the research in
the theory of analytic functions.
References
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Bottazzini, U. (1986). The Higher Calculus: A History of Real and Complex Analysis from
Euler to Weierstrass. New York: Springer-Verlag.
Gårding, L. (1994). Matematik och matematiker. Matematiken i Sverige före 1950. Lund:
Lund University Press.
Kolmogorov, A.N., Yushkevich, A.P. (1996). Mathematics of the 19th Century. Basel:
Birkhäuser Verlag.
Malmsten, C.J. (1865). Om definita integraler mellan imaginära gränsor. Kungliga Svenska
Vetenskaps-akademiens Handlingar. Bandet 6. N:o 3.
Sjöberg, B. (1998). Från Euklides till Hilbert: historien om matematikens utveckling under
tvåtusen år. Åbo: Åbo Akademis förlag.
Smithies, F. (1997). Cauchy and the Creation of Complex Function Theory. Cambridge:
Cambridge University Press.
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