W10 HistoryFA+Bibliog
W10 HistoryFA+Bibliog
The computation of the integral of f is reduced to the search for its primitive,
solution of the differential equation
F ′ = f.
The textbooks by Cauchy, in particular the Analyse algébrique (1821) (see [7])
and the Résumé des leçons données à l’Ecole Royale Polytechnique sur le calcul
infinitésimal (1823), opened a new area in analysis. Cauchy was the first to consider
the problem of existence of primitives:
Cauchy defines and proves the existence of the integral of continuous functions:
2◦ We have that F(x) = F(0) + Px − Nx , Px and Nx denoting the positive and the negative
oscillations from 0 to x. But F(0) + Px and Nx are finite functions nondecreasing from 0
to ε.
Hence Dirichlet’s proof is applicable, without modification, to every function of bounded
oscillation from x = 0 to x = ε, ε being any finite quantity.
The functions of limited oscillations constitute a well-defined class, whose study could be
of some interest.
In 1887, in Volume III of the first edition of his Cours d’Analyse at the École
Polytechnique, Jordan proved that L(u) is finite if and only if u is of bounded
variation. The case of surfaces is much more delicate (see Sect. 10.3).
1
We will have only to consider some very simple cases like f (u) = uk , f (u) = z+u , and there
is no interest in giving to the function f (u) its full generality. Thus it will suffice, as an
example, to suppose the function f (u) continuous, and then the proof presents no difficulty,
and we have no need to develop it, since it is done as in the ordinary case of a definite
integral.
It is easy to reach this, following Weierstrass and Kirchhoff, and introducing a function
F(x), with a finite number of maxima and minima and such that
" +∞
F(x)dx = 1;
−∞
2
e.g., F(x) = √1π e−x .
Starting then from the well-known identity
" a
lim µ f (x)F[µ(x − x0 )]dx = f (x0 ), a < x0 < b,
µ=±∞ b
and assuming (as the authors quoted before) the operation U to be continuous (in the sense
of Bourlet), it will suffice to define
U[µFµ(x − x0 )] = Φ(x0 , µ)
to show that our operation could be represented as
" b
U[ f (x)] = lim f (x)Φ(x, µ)dx.
µ=±∞ a
In the present note, we shall develop a new analytic expression of the linear operation,
containing only one generating function.
Given the linear operation A[ f (x)], we can determine a function of bounded variation α(x)
such that for every continuous function f (x), we have
" 1
A[ f (x)] = f (x)dα(x).
0
Riesz’s theorem asserts that every continuous linear functional on C([0, 1]) is
representable by a Stieltjes integral.
In 1898, Emile Borel defined the measure of sets in his Leçons sur la théorie des
fonctions:
The procedure that we have employed actually amounts to this: we have recognized that a
definition of measure could be useful only if it had certain fundamental properties: we have
10.2 Measure and Integral 197
stated these properties a priori, and we have used them to define the class of sets that we
consider measurable.
Those essential properties that we summarize here, since we shall use them, are the
following: The measure of a sum of a denumerable infinity of sets is equal to the sum
of their measures; the measure of the difference of two sets is equal to the difference
of their measures; the measure is never negative; every set with a nonzero measure is
not denumerable. It is mainly this last property that we shall use. Besides, it is explicitly
understood that we speak of measures only for those sets that we called measurable.
Of course, when we speak of the sum of several sets, we assume that every pair them have
no common points, and when we speak of their difference, we assume that one set contains
all the points of the other.
Following Lebesgue,
The descriptive definition of measure stated by M. Borel is without doubt the first clear
example of the use of actual infinity in mathematics.
We intend to assign to every bounded set a positive or zero number called its measure and
satisfying the following conditions:
1. There exist sets with nonzero measure.
2. Two equal sets have equal measures.
3. The measure of the sum of a finite number or of a countable infinity of sets, without
common points, is the sum of the measures of those sets.
We will solve this problem of measure only for the sets that we will call measurable.
We intend to assign to every bounded function f (x) defined on a finite interval (a, b),
!b
positive, negative, or zero, a finite number a f (x)dx, which we call the integral of f (x)
in (a, b) and which satisfies the following conditions:
1. For every a, b, h, we have
" b " b+h
f (x)dx = f (x − h)dx.
a a+h
5. We have " 1
1 × dx = 1.
0
6. If fn (x) increases and converges to f (x), then the integral of fn (x) converges to the
integral of f (x).
Formulating the six conditions of the integration problem, we define the integral. This
definition belongs to the class of those that could be called descriptive; in those definitions,
we state the characteristic properties of the object we want to define. In the constructive
definitions, we state which operations are to be done in order to obtain the object we
want to define. Constructive definitions are more often used in Analysis; however, we use
sometimes descriptive definitions; the definition of the integral, following Riemann, is
constructive; the definition of primitive functions is descriptive.
In 1906, in his thesis [23], Maurice Fréchet tried to extend the fundamental
notions of analysis to abstract sets.
In this Mémoire we will use an absolutely general point of view that encompass these
different cases.
To this end, we shall say that a functional operation U is defined on a set E of elements of
every kind (numbers, curves, points, etc.) when to every element A of E there corresponds
a determined numerical value of U : U(A). The search for properties of those operations
constitutes the object of the Functional Calculus.
We can associate to every pair of elements A, B a number (A, B) ≥ 0, which we will call the
distance of the two elements and which satisfies the following properties: (a) The distance
(A, B) is zero only if A and B are identical. (b) If A, B, C are three arbitrary elements, we
always have (A, B) ≤ (A, C) + (C, B).
In [24], Fréchet defined additive families of sets and additive functions of sets:
Fréchet defined the integral without using topology. Additive functions of sets
will be called measures.
In [12], Daniell chose a different method. He introduced a space L of elementary
functions and an elementary integral
"
L → R : u +→ u dµ
or the axiom
for every u, v ∈ L, uv ∈ L.
The choice of primitive notions and axioms is rather arbitrary. There are no
absolutely undefinable notions or unprovable propositions.
The axiomatization of integration by Fréchet opened the way to the axiomatiza-
tion of probability by Kolmogorov in 1933. The unification of measure, integral, and
probability was one the greatest scientific achievements of the twentieth century.
In his thesis [5], Banach defined the complete normed spaces:
There exists an operation, called norm (we shall denote it by the symbol ||X||), defined in the
field E, having as an image the set of real numbers and satisfying the following conditions:
||X|| ≥ 0,
||X|| = 0 if and only if X = θ,
||a · X|| = |a| · ||X||,
||X + Y|| ≤ ||X|| + ||Y||.
If 1. {Xn } is a sequence of elements of E, 2. r→∞
lim ||Xr − X p || = 0, there exists an element X
p→∞
such that
lim ||X − Xn || = 0.
n→∞
The present work intends to prove theorems valid for different functional fields, which I
will specify in the sequel. However, in order not to be forced to prove them individually for
200 10 Epilogue: Historical Notes on Functional Analysis
every particular field, a tedious task, I chose a different way: I consider in some general way
sets of elements with some axiomatic properties, I deduce theorems, and I prove afterward
that the axioms are valid for every specific functional field.
The fundamental book of Banach ([6]), Théorie des opérations linéaires, was
published in 1932. Banach deduces Riesz’s representation theorem from the Hahn–
Banach theorem.
The original proof of the Hahn–Banach theorem holds in every real vector space.
Let F : X → R be a positively homogeneous convex function and let f : Z → R
be a linear function such that f ≤ F on the subspace Z of X. By the well-ordering
theorem, the set X \ Z can be so ordered that each nonempty subset has a least
element. It follows then, from Lemma 4.1.3, / by transfinite induction, that there
exists g : X → R such that g ≤ F on X and g//Z = f .
Let us recall the principle of transfinite induction (see [72]). Let B be a subset of
a well-ordered set A such that
{y ∈ A : y < x} ⊂ B ⇒ x ∈ B.
Then B = A.
In set theory, the well-ordering theorem is equivalent to the axiom of choice and
to Zorn’s lemma. In 1905, Vitali proved the existence of a subset of the real line that
is not Lebesgue measurable. His proof depends on the axiom of choice.
Whereas the integral calculus transforms itself into an axiomatic theory, the
differential calculus fits into the general theory of distributions.
The fundamental notions are
– Weak solutions;
– Weak derivatives;
– Functions of bounded variation;
– Distributions.
In [60], Poincaré defined the notion of weak solution of a boundary value
problem:
du
+ h u = ϕ, (3)
dn
10.3 Differential Calculus 201
∆u + f = 0. (4)
Now let v be an arbitrary function, which I assume only continuous, together with a first-
order derivative. We shall have
" 0 1 "
du dv
v −u dω = (v∆ u − u∆ v)dτ,
dn dn
so that
" " " " 0 1
dv
v f dτ + u∆ v dτ + vϕ dω = u hv+ dω. (5)
dn
Condition (5) is thus a consequence of condition (3).
Conversely, if condition (5) is satisfied for every function v, condition (3) will be also
satisfied, provided that u and du
dn are finite, well-defined, and continuous functions.
But it can happen that in some cases, we are unaware that du dn is a well-defined and
continuous function; we cannot assert then that condition (5) entails condition (3), and it
is even possible that condition (3) is meaningless.
Poincaré named condition (5) a modified condition and asserted (p. 121),
It is obviously equivalent to condition (3) from the physical point of view.
This Mémoire of Poincaré contains (p. 70) the first example of an integral
inequality between a function and its derivatives:
" 1 8
L(u) = 1 + (u′ (x))2 dx ⇐⇒ u ∈ W 1,1 (]0, 1[).
0
The graph of u ∈ Y consists of triangles. The sum of the areas of those triangles is
called the elementary area of the graph of u and is denoted by B(u).
The Lebesgue area of the graph of u is defined by
9 ,
A(u) = inf lim B(un) : (un ) ⊂ Y and d(un , u) → 0, n→∞ . (∗)
n→∞
The Stieltjes integral with respect to g is nothing but the derivative of g in the sense
of distributions! Riesz’s representation theorem asserts that every continuous linear
functional on C([0, 1]) is the derivative in the sense of distributions of a function of
bounded variation.
10.4 Comments
Some general historical references are [15, 19, 29]. We recommend also [46] on
Jordan, [52] on Hadamard, [81] on Fréchet, and [38] on Banach.
References
1. Adams, R., Fournier, J.: Sobolev Spaces, 2nd edn. Elsevier, Oxford (2003)
2. Alberti, G.: Some remarks about a notion of rearrangement. Ann. Scuola Norm. Sup. Pisa Cl.
Sci. 29, 457–472 (2000)
3. Baernstein, A., II, Taylor, B.A.: Spherical rearrangements, subharmonic functions, and
∗-functions in n-space. Duke Math. J. 43, 245–268 (1976)
4. Baker, J.A.: Integration over spheres and the divergence theorem for balls. Am. Math. Mon.
104, 36–47 (1997)
5. Banach, S.: Sur les opérations dans les ensembles abstraits et leur application aux équations
intégrales. Fund. Math. 3, 133–181 (1922)
6. Banach, S.: Théorie des opérations linéaires. Monografje matematyczne, Varsovie (1932)
7. Bradley, R., Sandifer, E.: Cauchy’s Cours d’analyse. An Annotated Translation. Springer, New
York (2009)
8. Brezis, H.: Analyse fonctionnelle, théorie et applications. Masson, Paris (1983)
9. Brezis, H., Browder, F.: Partial differential equations in the 20th century. Adv. Math. 135,
76–144 (1998)
10. Brezis, H., Lieb, E.: A relation between pointwise convergence of functions and convergence
of functionals. Proc. Am. Math. Soc. 88, 486–490 (1983)
11. Choquet, G.: Theory of capacities. Annales de l’Institut Fourier 5, 131–295 (1953)
12. Daniell, P.: A general form of integral. Ann. Math. 19, 279–294 (1918)
13. Degiovanni, M., Magrone, P.: Linking solutions for quasilinear equations at critical growth
involving the “1-Laplace” operator. Calc. Var. Part. Differ. Equat. 36, 591–609 (2009)
14. De Giorgi, E.: Definizione ed espressione analitica del perimetro di un insieme. Atti Accad.
Naz. Lincei Rend. Cl. Sci. Fis. Mat. Natur. (8) 14, 390–393 (1953)
15. De Giorgi, E.: Riflessioni su matematica e sapienza. Accademia Pontaniana, Naples (1996)
16. De Giorgi, E.: Semicontinuity Theorems in the Calculus of Variations. Accademia Pontaniana,
Naples (2008)
17. de la Vallée Poussin, C.: Sur l’intégrale de Lebesgue. Trans. Am. Math. Soc. 16, 435–501
(1915)
18. Deny, J., Lions, J.L.: Les espaces du type de Beppo Levi. Annales de l’Institut Fourier 5,
305–370 (1954)
19. Dugac, P.: Histoire de l’analyse. Vuibert, Paris (2003)
20. Ekeland, I.: On the variational principle. J. Math. Anal. Appl. 47, 324–353 (1974)
21. Ekeland, I.: Nonconvex minimization problems. Bull. Am. Math. Soc. 1, 443–474 (1979)
22. Favard, J.: Cours d’analyse de l’Ecole Polytechnique, tome, vol. I. Gauthier-Villars, Paris
(1960)
23. Fréchet, M.: Sur quelques points du Calcul Fonctionnel. Rend. Circ. Mat. Palermo 22, 1–74
(1906)
24. Fréchet, M.: Sur l’intégrale d’une fonctionnelle étendue à un ensemble abstrait. Bull. Soc.
Math. de France 43, 248–265 (1915)
25. Fréchet, M.: Sur le prolongement des fonctions semi-continues et sur l’aire des surfaces
courbes. Fund. Math. 7, 210–224 (1925)
26. Gagliardo, E.: Caratterizzazioni delle tracce sulla frontiera relative ad alcune classi di funzioni
in n variabili. Rend. Sem. Mat. Univ. Padova 27, 284–305 (1957)
27. Gagliardo, E.: Proprietà di alcune classi di funzioni in più variabili. Ric. Mat. 7, 102–137
(1958)
28. Garnir, H.G., De Wilde, M., Schmets, J.: Analyse Fonctionnelle. Birkhäuser, Basel, vol. I
(1968), vol. II (1972), vol. III (1973)
29. Giusti, E.: Ipotesi sulla natura degli oggetti matematici. Bollati-Boringhieri, Torino (2000)
30. Golse, F., Laszlo, Y., Viterbo, C.: Analyse Réelle et Complexe. Ecole Polytechnique, Palaiseau
(2010)
31. Guiraldenq, P.: Émile Borel, 1871–1956. L’espace et le temps d’une vie sur deux siècles.
Librairie Albert Blanchard, Paris (1999)
32. Hadamard, J.: Sur les opérations fonctionnelles. C. R. Acad. Sci. Paris 136, 351–354 (1903)
33. Hajłasz, P.: Note on Meyers–Serrin’s theorem. Exposition. Math. 11, 377–379 (1993)
34. Hanner, O.: On the uniform convexity of L p and ℓ p . Arkiv för Mathematik 3, 239–244 (1955)
35. James, R.C.: Orthogonality and linear functionals in normed linear spaces. Trans. Am. Math.
Soc. 61, 265–292 (1947)
36. Jensen, J.L.: Sur les fonctions convexes et les inégalités entre les valeurs moyennes. Acta Math.
30, 175–193 (1905)
37. Jordan, C.: Sur la série de Fourier. C. R. Acad. Sci. Paris 92, 228–230 (1881)
38. Kaluza, R., Kostant A., Woycyznski, W.: The Life of Stefan Banach. Birkhäuser, Boston (1996)
39. Kahane, J.P.: Naissance et postérité de l’intégrale de Lebesgue. Gazette des Mathématiciens
89, 5–20 (2001)
40. Krantz, S.G., Parks, H.R.: The Geometry of Domains in Space. Birkhäuser, Boston (1999)
41. Krantz, S.G., Parks, H.R.: The Implicit Function Theorem. History, Theory and Applications.
Birkhäuser, Boston (2002)
42. Lebesgue, H.: Sur une généralisation de l’intégrale définie. C. R. Acad. Sci. Paris 132, 1025–
1028 (1901)
43. Lebesgue, H.: Intégrale, longueur, aire. Ann. Mat. Pura Appl. 7, 231–359 (1902)
44. Lebesgue, H.: Remarques sur la définition de l’intégrable. Bull. Sci. Math. 29, 272–275 (1905)
45. Lebesgue, H.: Leçons sur l’intégration et la recherche des fonctions primitives, 2nd edn.
Gauthier-Villars, Paris (1928)
46. Lebesgue, H.: Notices d’histoire des mathématiques. L’Enseignement Mathématique, Genève
(1958)
47. Lebesgue, H.: Measure and the Integral. Holden-Day, San Francisco (1966)
48. Leray, J.: Sur le mouvement d’un liquide visqueux emplissant l’espace. Acta Math. 63, 193–
248 (1934)
49. Mawhin, J.: Analyse, fondements techniques, évolution, 2nd edn. De Boeck, Paris-Bruxelles
(1997)
50. Mawhin, J.: Henri Poincaré et les équations aux dérivées partielles de la physique
mathématique. In: L’héritage scientifique de Poincaré, pp. 278–301. Belin, Paris (2006)
51. Maz’ya, V.: Sobolev Spaces with Applications to Elliptic Partial Differential Equations.
Springer, Berlin (2011)
52. Maz’ya, V., Shaposhnikova, T.: Jacques Hadamard, a Universal Mathematician. AMS, Provi-
dence (1998)
53. Meyer, Y.: Comment mesurer les surfaces? Gaz. Math. 109, 23–36 (2006)
54. Milnor, J.: Topology from the Differentiable Viewpoint. The University Press of Virginia,
Charlottesville (1965)
55. Naumann, J.: Remarks on the Prehistory of Sobolev Spaces, prépublication (2002)
56. Nirenberg, L.: On elliptic partial differential equations. Ann. Scuola Norm. Sup. Pisa Cl. Sci.
13, 116–162 (1959)
References 207
57. Pier, J.P.: Histoire de l’intégration. Masson, Paris (1996); Mathématiques entre savoir et
connaissance. Vuibert, Paris (2006)
58. Pietsch, A.: Ein elementarer Beweis des Darstellungssatzes für Distributionen. Math. Nachr.
22, 47–50 (1960)
59. Poincaré, H.: Sur les équations aux dérivées partielles de la physique mathématique. Am. J.
Math. 12, 211–294 (1890)
60. Poincaré, H.: Sur les équations de la physique mathématique. Rendiconti del Circolo Matem-
atico di Palermo 8, 57–155 (1894)
61. Riesz, F.: Sur les opérations fonctionnelles linéaires. C. R. Acad. Sci. Paris 149, 974–977
(1909)
62. Riesz, F., Nagy, B.S.: Leçons d’analyse fonctionnelle, 3rd edn. Gauthier-Villars, Paris (1955)
63. Riesz, M.: Sur les ensembles compacts de fonctions sommables. Acta Szeged Sect. Math. 6,
136–142 (1933)
64. Roselli, P., Willem, M.: A convexity inequality. Am. Math. Mon. 109, 64–70 (2002)
65. Roselli, P., Willem, M.: The Lebesgue integral immediately after calculus. Travaux Mathé-
matiques 13, 61–70 (2002)
66. Royden, H.: Aspects of constructive analysis. Contemp. Math. 39, 57–64 (1983)
67. Saks, S.: Theory of the Integral. Warsaw–Lvov (1937)
68. Sard, A.: The measure of the critical values of differentiable maps. Bull. Am. Math. Soc. 48,
883–890 (1942)
69. Schwartz, L.: Généralisation de la notion de fonction, de dérivation, de transformation de
Fourier et applications mathématiques et physiques. Annales de l’Univ. de Grenoble 21, 57–74
(1945)
70. Schwartz, L.: Théorie des distributions et transformation de Fourier. Annales de l’Univ. de
Grenoble 23, 7–24 (1947)
71. Schwartz, L.: Théorie des distributions. Hermann, Paris (1966)
72. Sierpinski, W.: Leçons sur les nombres transfinis. Gauthier-Villars, Paris (1928)
73. Smets, D., Willem, M.: Partial symmetry and asymptotic behavior for some elliptic variational
problems. Calc. Var. Part. Differ. Equat. 18, 57–75 (2003)
74. Sobolev, S.L.: Le problème de Cauchy dans l’espace des fonctionnelles. Comptes Rendus de
l’Académie des Sciences de l’U.R.S.S. 3, 291–294 (1935)
75. Sobolev, S.L.: Méthode nouvelle à résoudre le problème de Cauchy pour les équations linéaires
hyperboliques normales. Recueil Mathématique 43, 39–71 (1936)
76. Sobolev, S.L.: Sur quelques évaluations concernant les familles de fonctions ayant des dérivées
à carré intégrable. Comptes Rendus de l’Académie des Sciences de l’U.R.S.S. I(X), 279–282
(1936)
77. Sobolev, S.L.: Sur un théorème de l’analyse fonctionnelle. Comptes Rendus de l’Académie des
Sciences de l’U.R.S.S. XX, 5–9 (1938)
78. Sobolev, S.L.: Some Applications of Functional Analysis in Mathematical Physics. American
Mathematical Society, Providence (1991)
79. Steiner, J.: Einfache Beweise der isoperimetrischen Hauptsätze. J. Reine Angew. Math. 18,
281–296 (1838)
80. Stieltjes, T.: Recherches sur les fractions continues. Annales Fac. Sci. Toulouse 8, 1–122 (1894)
81. Taylor, A.E.: A study of Maurice Fréchet. Arch. Hist. Exact Sci. 27, 233–235 (1982); 34, 279–
280 (1985); 37, 25–76 (1987)
82. Tonelli, L.: Sulla rettificazione delle curve. Atti R. Accad. delle Sci. di Torino 63, 783–800
(1908)
83. Tonelli, L.: Sur la quadrature des surfaces. C. R. Acad. Sci. Paris 182, 1198–1200 (1926)
84. Van Schaftingen, J.: Explicit approximation of the symmetric rearrangement by polarizations.
Arch. Math. 93, 181–190 (2009)
85. Van Schaftingen, J., Willem, M.: Symmetry of solutions of semilinear elliptic problems. J. Eur.
Math. Soc. 10, 439–456 (2008)
86. Vitali, G.: Sul problema della misura dei gruppi di punti di una retta. Bologna (1905)
87. Wolontis, V.: Properties of conformal invariants. Am. J. Math. 74, 587–606 (1952)