LOUIS CLARK VANUXEM FOUNDATION THE THEORY OF PERMUTABLE FUNCTIONS BY VITO VOLTERRA Professor of Mathematical Physics in the University of Rome Lectures Delivered at Princeton University October, 1912 PRINCETON UNIVERSITY PRESS PRINCETON LONDON : HUMPHREY MILFORD OXFORD UNIVERSITY PRESS I9I5 Published April, 191 5 LECTURE I 302503 LECTURE I 1. We shall begin with quite elementary and general notions. First, let us recall the properties of a sum n «1 + ^^2 + • • • + ((n = ^i ^i • I This operation is both associative and com- mutative, that is, [a + b) + c = a+(b-i-c) and a -\r h =^ h + a . Now we can jDass from a sum to an integral by a well-known limiting process. For the sake of simplicity, we shall make use of the definition of Riemann: Given a function f (<.v) which is defined over an interval ah, we sub- divide the interval ah into n parts //i, h-, hs, h^ hn . Corresponding to every in- terval hi we then take some value /, of /( ((.^ U U ((i (ir, U U f^i 'y-1 ^g-i U u u . U . . . u . The law for this matrix may he expressed hy Tih, = ;«,_,• , which puts into evidence the fact that the val- ue of m depends upon the difference between the two subscripts 8 and i. 5. Now what do we find when we pass to the limit by a process analogous to tlie one employed in the integral calculus in going from a sum to an integral? We there passed from a set of quantities /i, f-^, /a, f,, with single subscripts to a function f{d') of one independent variable aj, the variable taking tlie place of the subscripts. Here, we have in- stead a set of quantities ;«,.^ with double sub- scripts; hence, we must replace them by a function of two variables /G^,.y) LECTURE I 11 where the two variables take the place of the double subscripts. Moreover, we also have another set of quantities „ .^ which must be re- placed by a different function of two variables (l>{:v,^). Finally, 2/1 %7i W;,s must be replaced by J/(.r, (/>(£, ^)r/£. We thus obtain two operations: Composition of the first type: Composition of the second type: ^ a The condition for permutability of the first type is ff[x, ^) <^(e, //) d^ =f'^(x, i) M, y) dt. for permutabilitj" of the second type, ff{x,^.)<^{^,U)d^=Pi>[x,^)f[^,y) d^^ . a a The associative property is always satisfied. 6. Let us begin by examining permuta- 12 THEORY OF PERMUTABLE FUNCTIONS bility of the first type. The most miportant facts are here summarized: 1. All of the functions which can be ob- tained by the composition of permutable func- tions are permutable with one another and also with the original functions. 2. All of the functions which can be ob- tained by the addition or the subtraction of permutable functions are permutable with one another and with the original functions. Now, let us see how the following problem may be solved: To determine all the func- tions whicli are permutable with unity. We can readily solve this problem if we re- call a question whicli has already been answered. For before passing to the limit, we saw that if the functions ?« ., were permutable with unity, the condition was satisfied. Now since, in the limit, the sub- scripts are replaced by the variables 07 and y, we are led to infer that This we can prove immediately. For if LECTURE I 13 ^ X X it must follow that d (h 3 6 .^ ^ Hence ^ and / are of the forms ^{y — x) and j[y — x) respectively. Moreover, all of the fmictions of the type /(?/ — x) are permutable with one another; for as can be verified at once. The functions of type f(y — x) form a group of permutable functions which is of especial interest. We have called it the group of closed cycle.* How- ever, we shall not go into an examination of it here. 7. We have used several different notations representing the operation of composition. The simplest scheme where no confusion with multiplication is liable to arise, is merely to write f(f> or f(f>ix,?/) *Le5ons sur les equations integrales et int6gro-differentielles. Paris: Gauthier-Villars. 1913. P. 150. 14 THEORY OF PERMLTABLE FUNCTIONS to rej^resent the resultant of the composition of two function / and (f) . But in a case where confusion might arise, we may place a small star over the letters, thus f4.. We may also put the letters in square brackets [/■■^]- just as in the above we wrote [;;/. 71']/,,, to rep- resent the composition of the quantities niij^ and mfj, . To indicate the composition of / with itself, the composition of the resultant thus obtained with f, and so on, we shall write r-,/', .... respectively, and if no confusion with multi- plication is liable to arise, we may even omit the small stars and write J ■> J 1 8. The notation in certain cases demands particular examination. Thus, to indicate the product of a constant a by /, we write «/; and if h is also a constant and 4) a function which is LECTURE I 15 permutable with f, then 6 ^ is permutable with af and the composition of the two gives us « » a h f ^ . Moreover, if we have two polynomials made up of permutable functions with constant co- efficients, these polynomials will also be pre- mutable with one another, and to effect their composition all that is necessary is to apply the same rule which is used when polynomials are multiplied together. But if a and h are constants, then a + / and & + will not in general be permutable with one another. Nevertheless, we shall ex- tend the definition so as to have in this case (a+f) (b-{-4) = ab + «(^ + hf + f^ . 9. Before going further, let us consider what takes place in the case of composition of the second type. All that we have said above concerning per- mutability of the first type can be established for permutability of the second type barring the remarks on permutability with unity. With this exception, all of the properties just mentioned may be extended to this case at once. 16 THEORY OF PERMUTABLE FUNCTIONS 10. Let US pass in review some of the most interesting properties which can be derived from the operation of composition. We shall return once more to the finite case and consider the operation of composition for the numbers viig. We saw above that if we com- posed the w^s with the n's, the resultant thus obtained with the p^'s and so on, then after s-i-1 compositions, the resultant would be zero. In a like manner, all of the symbolic powers of 7Jiig beginning with [7}f~^^^~\i, have a value zero. Having seen this, let us consider any ana- lytic function 00 which converges within a certain circle, and let us write This new expression is evidently an integral rational function of z, that is, a polynomial. Moreover, this result may be generalized. Consider the analytic function 00 00 ^ LECTURE I 17 of more than one variable, and write *1 ^2 . . . 2g <= . We again obtain a polynomial. 11. Now, what does the above theorem become when we pass by a limiting process to the composition of functions? This we pro- ceed to investigate. Consider We shall prove that if f (x, y) is finite „ this eocpression is always an entire function of z, whatever may he the absolute value o/ f (x, y) . To prove this theorem, we notice that where M is some finite quantity and where It is less than the radius of convergence of the series. Moreover, let /u, be a quantity which is larger than the absolute value of /. Then we shall have 18 THEORY OF PERMUTABLE FUNCTIONS 2! \J\^,i/)\< — 31 — • • • • and so on, whence which proves that the series is convergent for all values of z and is thus an entire function of %. This theorem may also be generalized. Let us consider the series 00 00 Sh . . . Si, y4i . i Z^' . . . Z,'e ^ " which represents the expansion of a function F [z^, Z2, 23, . . . .Ze) about a point, and which converges if the absolute values of Zi, Zo, S3, . . . .Zg do not exceed certain limits. Then the series 0^ is always an entire function of z^, z^, Z2,. . .s„. LECTURE I 19 The proof is made in the previous case. Thus, if fi> f-ij fs,' ' ■ -fe are each less than /a in abso- lute value, then uh+.--+ie f^ — M... +»,_! fn fi.\ < —^ ^ ^ — l-^i ••••^'''l^(z\+4+ ... +4-i)i and hence the theorem may be verified im- mediately. We may also demonstrate another property besides the one just shown. Indeed, we have up to the present regarded the func- tion F (zi,. . . .z^, \ oj, y) as Si function of Zi, Z2, Zs, S4, .... Zp, but it is also a f miction of cc and y. Regarded as a function of these two variables, the function is permutable with the functions /i .... fe. This may be seen at once; for owing to the uniform convergence of the series, the operation of composition may be performed term by term, and since each term of the series is permutable with /i, /2> fs, ..../(., so also must be the sum. To sum up, we have the following theorem: If 22 . . . XAi i^ *1 n is the expansion of aii analytic function about a point, then 20 THEORY OF PERMUTABLE FUNXTIONS where f i, io, f 3, . • . . f e are permutable func- tions, is an entire function of Zi, z^, Z3, . . . .Ze, aw6^ a* a function of x aw^Z y is ijermutahle with the functions fi, £2, fa .... fe. Now if in F [z^, z^,. . . .z^ \ oc, y) we put Si = 2^2 = ~3 = .... Sg = 1, we obtain a series which is convergent for all values of the fs. 12. The theorems which we have been de- riving above suggest a method for investigat- ing to a considerable extent the j^roperties of permutable functions and for carrying out the operations of composition. Thus, let us consider any analytic expression F {,,...,,) which can be expanded about the point z^ = ^2 — S3 = 2:4 = .... Ze = in powers of Zi, Zo, z-i, . . . . Zg. If we replace z^, Zo, z^, .... Zg in the series by /i, /2, /s, • • • • /. respectively, and write the operation of composition wher- ever we previously had multiplication, we shall LECTURE I 31 always obtain a series which converges for all values of /i, /a, fs, .... fe, and which repre- sents a function permutable with fi, f2, f-i, .... fe . We may represent it by Thus, every algebraic expression takes on a new meaning for the operation of composition. For example, — y ..,2 _l_ ^3 is a series which converges within the unit cir- cle. But if we write J • • • 1 + / -^ ^ '' we obtain a series which converges for all values of / and which is permutable with /. Consequently, a meaning has been ascribed to the expression on the left hand side of the equation. Moreover, if we take two expressions and 22 THEORY OF PERMUTABLE FUNCTIONS ~, i.= / + /'+/'+ • . . 1-/ then to make the composition of the two left- hand members, it is only necessary to apply the rules for finding their algebraic product and we shall have . = /■2+/^+ . . . i-f ^ ^ Hence, all the rules of ordinary algebra re- main valid when we pass from the field of mul- tiplication to the field of composition. Some of the consequences which can be de- rived from this fact will be seen shortly. 13. Now let us see what takes place for the second type of composition. Let be the ratio of two entire functions ^{p^) and 1 + i// (2;) which are such that (z) = B,z + Bo .r + . . . and determine a quantit}^ ^is{^) = ^1 ^^hs •«• + B2(m% z^+ . . . We say that ^j, (z) is an entire function of z. For let ju, be greater in absolute value than m^s . We then have (§3) I w^,,| <(i, I {m'% \%... Moreover, 1^1 \iiz + \B, \^'gz' + 1^3 \^r^+ ••• converges for all values of z, and the theorem is proved. For the same reason, if .\,(,) = C,,+ C,^+ ... then the series x\fi,{^) = C^ mt, .*• -V C\{7n%, £^ + ... is an entire fmiction. 24 THEORY OF PERMUTABLE FUNCTIONS Bearing these facts in mind, let us consider the system of algebraic linear equations g 1 If we replace the unknowns X,^ by F^^ we can verify without trouble that these equa- tions are identically satisfied. But if we solve for the unknowns X,, in the above system, the solution will be expressed as the quotients of rational entire functions of i//,^ and <^j, and hence the quantities X^^ are quotients of entire functions of z. It is clear that the determinant which con- stitutes the denominator of these quotients cannot vanish identically, and hence the theo- rem is 2)roved. It is not difficult to generalize this. Thus instead of the quotient (•!), let us write where (f) and xjj are entire functions of the variables Zi, Z2, Zs, .... Zg which vanish for Zi Z2 S3 , . . . Zc U. xl is the expansion of F about the point for which LECTURE I 25 Zi = Z2 = ^z = .... = Ze = 0, and if we write F,,{z, ,...z,) = t.. .tA,^ . . . ,^(nf^n'"- . . . q'^) z^\ . .^/a where m , n , .... q are permutable, then the function F (si, S2, S3, . . . . s^ | .r, ?/) will be the quotient of two entire functions of Z\, z^, Zz, .... Ze. To make the proof in this case, it is only necessary to repeat the argument given above. We may add that Fi^ is permutable with m^, "is J • • • • ^ts • 15. Let us now pass to the limit, that is, let us consider permutable functions of the second type*. All of the theorems remain valid. In other words, we have the theorem that F(,,, ...^ x,y) = t... tA,^ . . ,;^/V> . . .f:^ zt . • . ^;', where j\, J2, jz^ - - - - /« are permutable func- tions of the second type, is the quotient of two entire functions. Also, F[z^,...z,\x,y) * To indicate composition of the second type, we shall make use of a double star thus: •* ** /l 1\ 26 THEORY OF PERMUTABLE FUNCTIONS is a function which is permutable with fi, f2, U, ■■■■ fe. We shall study some applications of these fundamental theorems in the second lecture. LECTURE II LECTURE II 1. We shall begin by classifying integral equations into several categories. First, let us examine those which are linear. The sim- plest ones which we rmi across are the following : (1) / W + /oVW F[x,y) dx = ^y) , known as Volterras equation of the second kmd, and (10 f{y)-^§\f(x)F{x,y)dx = (y), Fredholm's equation of the second hind. We shall also consider certain other kinds fur- ther on. Let us look at equation (1). If we multi- ply both sides by ^ (y, z) and integrate with respect to y between the limits and z, we obtain jl^(y,z)fiy)dy-^ ^]f(x)dx jy(x,y)^(y,z)dy = ^\^[jj)^{y.^)dy . 30 THEORY OF PERMUTABLE FUNCTIONS If now the function ^ be so chosen that (A) j[F{x,i/) $ [i/, z) dy = - <^[x, ,) - F(x, z), it will follow that / ^ (^' ^) f^y) '^y~ ^\ *(-^^' ^) /(^) ^^^ - /J F{x, z) f{x) dx = f'jiy) and let us regard z„ as a function dependent upon 2i» ^2, Z3, .... Zn-\' If the point Si = So — S3 — .... = Zn = is not a critical point, we may de- velop 3„ as a power series in Si, S2, • • • • ^n-i and the expansion will be convergent within some region. We shall thus have (4) ^„ = S 2... S^, ■...,;__.-/.... 4-1', -^00. . .0 ^^ '-' • LECTURE II 33 Now suppose we replace Zi, Z2, . . . . s« in equa- tion (3) by the permutable functions fi, f^, . . .... / „ respectively and regard the operations as compositions of the first type. Then, in terms of our notation, we shall have ^(/, A . . . fn) = . The equation which we have just found will no longer be algebraic or transcendental but will be an integral equation, since the oper- ation of composition is an operation of integra- tion. Nor will the equation in general be linear as was equation ( 2 ) , but of any degree whatsoever. Nevertheless, if we regard /„ as the unknown function, we shall be able to find its solution by the same process which we used in solving equation (3). Indeed, it is only necessary to replace Si, Z2, %, .... s„ in the series (4) by fi, fz, fz, • • • • /„ respectively and to treat the operations as operations of com- position. In this manner, we find (5) /,. = 2 2...2.1,,...,„_,/,'. ...ylV. An interesting fact to be noticed is that whereas the expansion (4) is in general con- 34 THEORY OF PERMUIABLE FUNCTIONS vergent over a limited region only, the solution (5) is valid for all values of fi, f2, .... fn-\- Evidently problems of integration are of a more complicated nature than algebraic or transcendental problems, yet we have the sur- prising and interesting result that the solu- tions of the former are much more simple in the sense that the regions over which they are valid is infinite. We may also replace Zi, Z2, -3, .... s„_i in equation (3) by ^1/, S2/2, s„_i/„_i res- pectively and write the equation Then the solution will be Jn ^ ' ' ' ^ ^ i, i , ~1 • • • -^n-l J\ • • •/n—\ 1 • • • ?! — I which is of the form /»(.e-i,...2'„_i|.r, y) . The series will be an entire function of Zu ^2, Z3, .... s„_i , and with respect to tV and y, f n {^1, 22;, ^z,- • ' .^n-i \ ^^y) will be permutable with the functions /,, /2, /,i, .... /„_i . 5. AVe might also start with a system of equations, as LECTURE II 35 (6) i which are satisfied when ;:;i = Ui = Zo — U2 — . . . . = z,, = 0. Now let us suppose that we can define f %=s 2... 2^; '..,,._ .-/■..•<» {') i Im, = XS...S.4'« , .?,''...^'.. as imj)Hcit functions of Zi, Z2, S3, . • • • z,, which have no critical point at Zi = Z2 — . . . . Zn =0. Then if we write the integral equations * * * * . F^ (*1 /i, . . . *„ /„, <^i, . . . ^p) = where fi, f2, fz, • • • • fn are permutable func- tions, the solution of the system will be fh = ^ ■< J (1) ^ h ~ 'n fn f\i <^,, = S...S^lf n fti f'n n J \ • ••J n 36 THEORY OF PERMUTABLE FUNCTIONS and the functions thus obtained will be entire functions of Zi, z^, Zz, .... s„ for all values of /i> fi, fz, ■ ■ fw Moreover, these solutions will be permutable with the given functions. All of the equations which we have been con- sidering involve only integrals for which the limits of integration are x and y; that is to say, they are equations with variable limits. Let us see what the situation is when the limits are constant. Returning to the set of equa- tions (6), we shall suppose that the solutions (7) are quotients of entire f mictions. Then let us examine the integral equations -^p(^l flj-" -nfn, ^l,---p) = ^ where /i, fo, fz, • - - - f n are permutable func- tions of the second type. In these equations the limits of integration are constant, since we are concerned with composition of the second type. LECTURE II 37 If now we put "1 y.'^ 0p=2: the functions thus obtained 1) satisfy the preceding system of equa- tions, 2) are quotients of entire functions, and 3) have permutabihty of the second type with the original functions fi,f2, • • • • /n • Thus we see that hnear equations are only a very special type of integral equations and that we can pass from their study to that of a more general class. 6. Let us prove certain important proper- ties about functions which may be found by a process like the one above outlined. More precisely, let us show what certain algebraic properties become when we pass from multi- plication to composition. We shall begin by giving an example: We consider the exponential function 38 THEORY OF PERMUTABLE FUNCTIONS Z^ z ^ Associated with it is an addition theorem g(2 + 2l) = qZ g2l ^ Suppose we put AVe then have (8) /(.- + ^i) =/(.a')/(.=-i) +/(.0 +/(-'.) • Keeping the above in mind, let us write the function -.2 r-2. .,3 r3 We can see at once what the relation (8) becomes. Indeed, we have only to replace multiplication by comj^osition. We shall therefore have V(z + ,, I X, y) = V{, I :v, ij) + V (.ci I X, //) + V{z\x,y) V[s^\x,y) , that is V{, + z; 1 X, y) = V (.. I X, y) + V (.z, \ x, y) + f V(z\x, ^) V{,,\^, y) d^ . X In other words, the theorem of algebraic ad- LECTURE II 39 dition for the exponential function becomes for this new fmiction a theorem of integral addi- tion as we have called it.* 7. To go from the particular case to the general involves no difficulty. Consequently, we may state the theorem: To every theorem of algebraic addition, there corresponds a the- orem of integral addition. Thus, for example, if we consider elliptic functions, we can pass from these to entire functions by the process of § 11 of the preceding lecture. To the addition theorems for elliptic functions, there correspond new addition theorems for new functions. In a like manner, let us consider the {?/), ^ (90 f /(:l-) F(x,y) ch = cl>(^) . ^ Leaving out of consideration equations (9') which can only be attacked by methods of a different sort, let us consider equations (9). The latter may be reduced to equations of the second kind. For we can differentiate and obtain *^o dy ay If F [y, y) does not vanish, we can divide by F [y^ y) and get an equation of the second kind. J.i F (y, y) vanishes identically, the last equation is still of the first kind. But if i dF{x,y) \ \ dy K=y is not zero, then by a second differentiation, we 42 THEORY OF PERMUTABLE FUNCTIONS shall get an equation of the second kind, and SO on. li F{oc,y) is such that F (od,oo) > 0, we shall call it a function of the first order. If F [x, x) = and I — I JO , we shall call it a function of the second order, and so on. Hence, if the order of the function F [x, y) in equation (9) is determinate, the equation can always be re- duced to one of the second kind by a finite number of differentiations, and hence can be solved by the method which we have indicated. But the order oi F (x, y) may not be deter- minate. A case in point is where F [x,x) is in general different from zero but vanishes for certain values of x. Then the nature of the problem changes, and to solve it, new methods must be used. To develope these would lead us too far afield. The solution of this question has been the goal of numerous enquiries. We were the first to take up the matter and since then Lalesco and others have studied it.* Instead of considering equation (9) which *See: Lalesco, Introduction a la thforie des equations int^- grales. Paris: Hermann, 1912. Troisifeme partie I. LECTURE II 43 is of the first kind, we may consider the equation where we can regard F and i// as the known functions and as unknown. For we have only to suppose that aj is a constant, when the equation reduces at once to equation (9) . If we take the equation of the first kind in this form, we may also write it that is to say, the problem is of the following nature: Given a function i// which is the re- sultant of the composition of F and <&, and given one of the factors F of the composition, to find the other factor . If for the moment we were to replace the operation of composi- tion by that of multiplication, the problem would reduce to that of finding the inverse operation; that is, we are dealing with a problem which is analogous to the problem of division. Now it is necessary to observe that certain conditions must be satisfied if the problem is 44 THEORY OF PERMUTABI.E FUNCTIONS to have finite solutions. Tlie order of xjj must be greater than the order of F by at least unity. For when oc=^y, xjj vanishes to a higher order than F. If F is of order 771 and \jj is of order n, then must be of order m-n. More- over, two cases may arise according as the functions F and xjj are or are not permutable with one another. Clearly in the latter case, ^ cannot be permutable with F, otherwise the resultant of the composition of the two would be permutable with either. But if F and i// are permutable, will be permutable with F and i// ? We shall prove that this property is actually realized. In fact, we have * * * • F^F = xfjF, FF^ = FxIj. Hence F{^F) = F{F^), and since this integral equation has but one solution, ^ F= F^ , and the theorem is proved. 11. Furthermore, when the problem of LECTURE II 45 linear integral equations of the first kind has been put in the form / i = i|; other problems suggest themselves at once. Thus, if F, and i// are known functions, we may set the problem of determining a quantity such that (10) F X+ X^ = i/;; or again the following problem: given the known quantities .F:^, Fo, F^, F^, and i// to calculate a quantity $ such that (11) >, i + i >3 + #3 i i^4 = i/; . The above are new equations which up to the present have never been studied and with which we shall now concern ourselves. First, let us consider equation (10) which we can write Let us put X -fx{z;^)^{^,y)d^. 46 THEORY OF PERMUTABLE FUNCTIONS Then we shall have g^ = ~F{x, X) X{x, II) +/^ F,{x. I) X(^,^)^£, ^= -^{U^U) X{x,?/) - J A%r,|) ^,(^,y) and where is also a known function. Then by subtracting tlie second equation from the first, we have at once LECTURE II 4T dS{x,y) _ 1 dS{x ,?/) _ jjf^^^ ^^^ ^il/^U) ^// F{x,x) dx -\- J nx,^)-^Y d^ -J ^.W'-^^^;^ ^' and integration by parts gives Thus we are led to the following result : To solve the integral equation (10) we must solve the problem which presents itself in the shape of the last equation. This problem is nothing more than the integration of an integro-diff er- ential equation. Indeed, equation (12) is both of the type of an integral equation and of a diiferential equation. The above problem admits of a solution, but we shall not go into details of the solu- tion. The interesting point to notice is that integro-differential equations arise in a great 48 THEORY OF PERMUTABLE FUNCTIONS variety of problems. We have examined these equations in a number of forms and have made a particular study of the integro-differential equations of the second order and of the ellip- tic or hyperbolic types which arise in connec- tion with certain problems of mathematical physics.* The problem we were considering is of a different type. It is of the first order, and since two dependent variables appear, it cor- responds to problems involving partial deriva- tives. The case of equation (11) may be handled in a similar manner. 12. We wish to demonstrate certain inter- esting results which are closely connected with the problems we have been discussing. Let us go back to equation ( 9 ) . In certain cases, this equation has a finite number of solu- tions, while in others the number of solutions is infinite and the solutions involve an arbitrary function. To see this, we need only to consider the equation * I.e^'ons sur les fonctions de lignes. Paris: Gauthier_Villars. 1913. LECTURE II 49 and to determine under what conditions x ~ ^ is the only solution and under what conditions solutions other than exist. To simplify matters, we shall assume that the functions F and ^ are of the first order and shall determine under what circimistances the equation has a solution of the first order. Suppose we write oin- equation in the form (B) flF{:r,^)x{^,f/)d$-{-f'x{.r,^) ^(^,y) d^ = 0. Then by differentiation with respect to y, we have and when oj = y, which gives us a necessary condition. Moreover, by suitable transformations of a simple sort, we are always led to the case where (12) F{:x,x)=-^{x,x) = l, (12') F,{x,ai)=F,{x,x) = ^y{x,x) = ^,lx,x) = ^ , where the subscripts 1 and 2 denote partial 50 THEORY OF PERMUTABLE FUNCTIONS differentiation with respect to x and y res- pectively; that is For we can first write ^ = f(^i) , y = /(.yi) , X'i^i,//i)= ±J/'(-n)/'(//i)x(-^.^). Then if we take _ ±1 •^'(•"-"^^ ~ F(^) ' we clearly see that the equation (B) becomes where Hence we can suppose at the outset that con- ditions (12) are satisfied. The above having been established, equation LECTURE II 51 (B) may be written jy{,^ x{x, f) m ^{^, u) ^f ^^^-=0 m m If we put we shall have But we can make use of the arbitrariness of a and ^ to choose F\{x, X) = F'lx, X) = ^'i(.i-, x) = ^',{x, x) = , which shows that we can always assume that condition (12') is satisfied. Now let us write We shall have 52 THEORY OF PERMUTABLE FUNCTIONS whence we derive where /•i(^,^) = -^i(.r„//) + /f(.^V/) + ^i%r,,y) + . . . , and therefore (see Lecture II, § 1) fi{x, x) = lx, x) = . Hence, integrating by parts, we have where and therefore ^-g + /; [X(.r, f ) ^ily) ->l>{.v,$) K^.i/)'] <'f =0, LECTURE II 53 This integro-differential equation may be in- tegrated. If we write G{x, y) =fj [X(.t-, I) i/,(|, y) - xp{:v, f) [i{^, ^)] d^ , we have (16) i// (.r, /j) = div) - f" G{^ + v,v-^) d^ where d is an arbitrary function and The sohition of the equation (16) is obtained by the method of successive approximations. ApjDhcations of the above will be brought out in the next lecture. LECTURE III LECTURE III 1. We shall begin with some applications of the work developed in the last lecture. We have solved the problem of finding the function x ('^'^ //) which satisfies the equation on the hypothesis that F and ' are of the first order. Now suppose we put Then the condition <^{x, X) + F{x, X) = is clearl}^ satisfied, and hence we shall be able to calculate all of the functions xi^^V) which satisfy the relation in other words, all of the functions which have permutability of type one with a given function. However, in the last lecture (§ 12) this problem was solved only in the special case where the given function is of the first order. If the function is of higher order, the method breaks down. 58 THEORY OF PERMUTABLE FUNCTIONS We have seen that the problem may be re- duced to the solution of an integro -differential equation of the first order. If the given func- tion is of the second order, the integro-differ- ential equation which we must solve is of the second order and admits of a solution. An arbitrar}^ function always enters in. As we increase the order of the given func- tion, the problem becomes more and more com- plicated, hence we shall not go into details on this question as we should be led too far afield. In the general case where the functions are analytic the question has been answered by M. Peres.* 2. We wish to present some of the prop- erties of permutable fimctions. The very method which enables us to calculate all of the functions that are permutable with a given function also leads us to the result that if F and are permutable and if F is of the first order, then we must have ^{x, x) . ^ ' — - = const. F{x, x) We shall give a rigorous proof of this fact. * Rendiconti dci Lincei. 1913-14. LECTURE III 59 We write Differentiating with respect to y, we have F{x,y) ^(y,y)+f'F{x, I) 4>o(|,,y) d^ = ^(x,//) FO/,//) +f'nh I) F,{^,//) d^ , and differentiating this last expression with respect to a:, F^{x, y) ^{y, y) + F{x, x) <^^{x, y) - (:l-, .T) F,(x, y) + /J<&i(:*', I) F.i^, y) d^ . Suppose we put \, = c,F + c,F~ + ... If this process can be carried on indefinitelj% LECTURE III 61 we shall have under certain conditions an ex- * pansion of i// in terms of F, F'^, .... 4. We shall give a short survey of the results which can be obtained by the intro- duction of a new symbol. If we put we can write F= 6-^ ^, ^ = ^F-\ where F ^ and ^'^ are merely symbols which do not represent functions but which may be treated as if thej^ did. If the functions are permutable, we can write F = ^i-^ = 6-^^, and if Fie = x, hence the symbols '^ and F^ are themselves permutable. Let us assume that we have permutability. We wish to determine ^-1 + / j-i 62 THEORY OF PERMUTABLE FUNCTIONS In other words, let We shall then have and owing to the property of permutability, >i(0i + 02) = {F + ^)rjf, whence 01 + 00 = {F)-'{F^^)^ = {F + ^) {F^)-^^ , and we may write ^_l _^ j,_i _ (/^^_<|,) (i^i)-! ^ that is, if/z^ rule for the sum of tivo fractions may he applied. Tlius we see that we can develop as it were an arithmetic for the symbol F ^ quite anal- ogous to the theory of fractions. 5. We have seen (§ 1) that if ^J* and \\t are of the first type and if ^(2-, .r) =- T//(.r, .?;), then a function i/; {a\ if) may always be found such that LECTURE III 63 Hence we can write (1) x = i-'x^ = ^xr', ^ = x^x~' ■ And by solving the equation we shall have that (2) * = y-.xf, Therefore the two functions ^ and r/» ' can always be obtained the one from the other by a transformation through the functions x or x'- In particular, if xjj{x;.f) = 1, we shall always be able to find (3) X-iix-' = l- The relations (1) and (2) may be obtained even if ^ and xjj are permutable. In this case, X and x' do not belong to the group of func- tions which are permutable with the given ones. In particular, equation (3) may hold even if \jj is permutable with unity. 6. We shall bring these lectures on per- mutable functions to a close by extending some 64 THEORY OF PERMUTABLE FUNXTIOXS of the results which were obtained in the first lecture. (§ 11.) A function which depends upon all the val- ues of a certain function /(ct) between the limits a and h admits of an expansion (4) A,+j\f[.v,)F,[x,)dx, + r ' r " ./■(•'•i) f (-^'2) -^2(-^i, •'^2) dx, (h, + . . . , provided certain conditions are satisfied; where F 2(xi, 0C2) andi^o(cri, oc-^, oc^), etc., are symmetric functions. The expansion in ques- tion corresjjonds to Taylor's exj^ansion (or to a power series) in ordinary analysis.* With these facts before us, let /' (.r, // | a) be a set of permutable functions of type one, that is of such a sort that if a be given any two values ai and a.^. the two functions tliereby obtained will be permutable with one another. As an example, we give ./■(•'—// 1 a) which has the above properties. * See: Legons sur les Equations integrales et intigro-dif- ferentielles. Paris: Gauthier-Villars. 1913. Chap. I, § VIII. Legons sur les fonctions de Ugnes. Paris: Gauthier-Villars. 1913. Chap. II. Lectures delivered at Clark University, Worcester, Mass., 1912. Third lecture, § IV. LECTURE III 65 Now, let US write ^ X //(•^^li8)/(l,.y»./|=y(.r,^ja,/3). The function j{oc, y) | a, ^S) is permutable with the original ones. Again let us write and so on, and let us suppose that the series (4) is convergent when \ f {x) | is less than a cer- tain quantity. Then if we write the series Jb ^, b ./'( -f^// I -^'l, •^'2) ^"(-^'l v'^-2) t^-^"l (^^2 +'", a -^ a it will converge no matter what the absolute value oi f{oc,y \ a) may be. Moreover, let us consider the series (5) ^{^)=/{^} + f\n.r,)F,{.r,,^)J.v, •^ a ^ a If the determinant of the linear integral 66 THEORY OF PERMUTABLE FUNCTIONS equation which we obtain by taking into con- sideration only the first two terms does not vanish, we can derive /(I) as a function of ( I ) from equation ( 5 ) , provided | <5» ( ? ) | does not exceed a certain vakie.* But let us examine the series « Then if ^ is known, we can derive f{x,y \ |) in the form of a series which converges no matter what the absolute value of ^ {x,y \ ^) may be. This is the latest theorem which we have de- rived in the field of research we have been developing. * Leqons sur les Equations intdgrales et integro-diff^rentielles. Paris: Gauthier-Villars. 1913. Chap. Ill, § XVI. CIRCULATION DEPARTMENT MAIN LIBRARY TKis b..k is *«e .J the last date ^^J^,, H.„ewa,san./«.ys«.-a.4.a,spn., LD ji— ±uu COb^^ 5070'^ 302503 UNIVERSITY OF CALIFORNIA LIBRARY