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MATHEMATICS LIBRARY
COLUMBIA UNIVERSITY IN THE CITY OF NEW YORK
PUBLICATION NUMBER FIVE
OF THE ERNEST KEMPTON ADAMS FUND FOR PHYSICAL RESEARCH
ESTABLISHED DECEMBER 17th, 1904
FOUR LECTURES
ON MATHEMATICS
DELIVERED AT COLUMBIA UNIVERSITY
IN 1911
BY
J. HADAMARD
UEMBER OF THB INSTITUTE, PBOFBaBOB IN THE COLLfiOB DB FBANCB AND IN THE £cOLB POLYTBCHNIQUE,
UCTUBEB IN UATBBMATICS AND UATHEMATICAL PHTBICB IN COLUMBIA UNTVEBSITT FOB 1911
NEW YORK
COLUMBIA UNIVERSITY PRESS
1915
COLUMBIA UNIVERSITY IN THE CITY OF NEW YORK
PUBLICATION NUMBER FIVE
OF THE ERNEST KEMPTON ADAMS FUND FOR PHYSICAL RESEARCH
ESTABLISHED DECEMBER 17th, 1904
FOUR LECTURES
ON MATHEMATICS
DELIVERED AT COLUMBIA UNIVERSITY
IN 1911
BT
J. HADAMARD
IfEMBER OF THE INSl ITU l E PROFESSOR IN THE COLX^QE DB PRANCE ANT> IN THE £cOLE POLTTECHNIQUE,
' ' '
NEW YORK
COLUMBIA UNIVERSITY PRESS
Copyright 1915 by Columbia University Press
PRESS OF
THE NEW ERA PRINTING COMPANY
LANCASTER, PA.
1915
On the seventeenth day of December, nineteen hundred and four, Edward Dean
Adams, of New York, established in Columbia University "The Ernest Kempton
Adams Fund for Physical Research" as a memorial to his son, Ernest Kempton
Adams, who received the degrees of Electrical Engineering in 1897 and Master of
Arts in 1898, and who devoted his life to scientific research. The income of this
fund is, by the terms of the deed of gift, to be devoted to the maintenance of a
research fellowship and to the publication and distribution of the results of scien-
tific research on the part of the fellow. A generous interpretation of the terms of the
deed on the part of Mr. Adams and of the Trustees of the University has made it
possible to issue these lectures as a publication of the Ernest Kempton Adams Fund.
Publications of the
Ernest Kempton Adams Fund for Physical Research
Number One. Fields of Force. ByViLHELM Friman Koren Bxerknes, Professor of Physics
in the University of Stockholm. A course of lectures delivered at Columbia Univer-
sity, 1905-6.
Hydrodyoamic fields. Electromagnetic fields. Analogies between the two. Supplementary lecture on
application of hydrodynamics to meteorology. 160 pp.
Number Two. The Theory of Electrons and its Application to the Phenomena of Light and
Radiant Heat. By H. A. Lorentz, Professor of Physics in the University of Leyden.
Acourse of lectures delivered at Columbia University, 1906-7. With added notes.
332 pp. Edition exhausted. Published in another edition by Teubner.
Number Three. Eight Lectures on Theoretical Physics. By Max Planck, Professor of
Theoretical Physics in the University of Berlin. A course of lectures delivered at
Columbia University in 1909, translated by A. P. Wills, Professor of Mathematical
Physics in Columbia University.
Introduction: Reversibility and irreversibility. Thermodynamic equilibrium in dilute solutions.
Atomistic theory of matter. Equation of state of a monatomic gas. Radiation, electrodynamic theory.
Statistical theory. Principle of 1 east work. Principle of relativity. 130 pp.
Number Pour. Graphical Methods. By C. Runge, Professor of Applied Mathematics in the
University of Gottingen. A course of lectures dehvered at Columbia University,
1909-10.
Graphical calctilation. The graphical representation of functions of one or more independent variables.
The graphical methods of the differential and integral ca'culus. 148 pp.
Number Five. Four Lectures on Mathematics. By J. Hadamard, Member of the Institute,
Professor in the College de France and in the Ecole Polytechnique. A course of lectures
delivered at Columbia University in 1911.
Linear partial differential equations and boundary conditions. Contemporary researches in differen-
tial andintegral equations. Analysis situs. Elementary solutions of partial differential equations
and Green's functions. 53 pp.
Number Researches in Physical Optics, Part I, with especial reference to the radiation
Six.
By R. W. Wood, Adams Research Fellow, 1913, Professor of Experimental
of electrons.
Physics in the Johns Hopkins University. 134 pp. With 10 plates. Edition exhausted.
Number Seven. Neuere Probleme der theoretischen Physik. By W. Wien, Professor of
Physics in the University of Wiirzburg. A course of six lectures delivered at Columbia
University in 1913.
Introdaction: Derivation of the radiation equation. Specific heat theory of Debye. Newer radiation
theory of Planck. Theory of electric conduction in metals, electron theory for metals. The Einstein
fluctuatians. Theory of Rontgen rays. Method of determining wave length. Photo-electric effect and
emission of light by canal ray particles. 76 pp.
These publications are distributed under the Adams Fund to many libraries
and to a limited number of individuals, but may also be bought at cost from the
Columbia University Press.
PREFACE
The " Saturday Morning Lectures " delivered by Pro-
fessor Hadamard at Columbia University in the fall of
lU
CONTENTS
Lecture I. The Definition of Solutions of Linear Partial
(1)
g{x, y,z) = b
f+g = c
LINEAR PARTIAL DIFFERENTIAL EQUATIONS 3
only to solutions in infinite number (as above), but also to any more than
one. For instance, the fact that x' = X
may have no solution in x, is, from
the point of view of Schoenflies' theorem, in relation with the fact that for
other values of X, it may have two solutions.
4 FIRST LECTXJHE
(^ v% = f|.
But in general these theorems may be false. This we shall
realize if we consider Dirichlet's problem: to determine the
solution of Laplace's equation
has one, and only one, solution. Therefore, this cannot be the
case with Cauchy's problem, in which both u and one of its
derivatives are given at every point of S. If the first of these
data is by itself (in conjunction with the differential equation)
sufficient to determine the unknown function, we have no right
to introduce any other supplementary condition. How is it
the differences <pi — <p, 4'i ~ ^ being very small for every
system of real values of y, x within K (and perhaps also the
differences of some derivatives being small). However slight
of that kind, the only one which can be given. I know but one exception,
which is Schwarz's method for minimal surfaces, when a curve of the surface
and the corresponding succession of tangent planes are given. This method
restson the favorable and exceptional circumstance that complex variables
can be employed for the study of real points of such a surface.
8 FIHST LECTURE
' We could be tempted to apply in that case the remark made in the be-
ginning (p.4) concerning such impossible problems, which, notwithstanding
that circumstance, must be considered as resembling "correctly set" ones.
This, however, is not really applicable; for we have seen that the category
alluded to is by the fact that the problem may, under more special
recognized
circumstances, become indeterminate. Now, this can never be the case in
the present question: it follows from a theorem of Holmgren ("Archiv fiir
Mathematik") that the solution of Cauchy's problem, if existent, is in every
possible case unique.
10 FIEST LECTUHE
ir- m^m-my""
(which is a partial differential equation of the first order).
It must be verified by the function P. When this holds,
P(x, y, 2, <) = is said to be a characteristic of the given equation.
For equation (E), such characteristics exist (that is, are real);
this case is called the hyperbolic one.
Laplace's equation, A^u = 0, on making the above substitu-
tion, leads to the equation
stand its true nature. This clearness seemed to come too late,
for at that time, physics began its present evolution in which it
culties; not only did the various methods imagined for Dirichlet's
problem not cast more than a partial light on the question*
but the principles of most of them were peculiar to that special
problem: they seemed to disappear if Laplace's equation was
replaced by any other equation of the same type, or even (except
for Neumann's method, which, as we shall soon see, is directly
related to integral equations) if for the same Laplace's equa-
tion Dirichlet's problem was replaced by any analogous one
such as presented by hydrodynamics or theory of heat. Each
of them, besides, was rather a proof of existence than a method
of calculation.
Then they seemed again quite insufficient for another series
of questions which mathematical physics had to solve, viz., the
study of harmonics. The existence of those harmonics (such as
the different kinds of resonance of a room filled with air) was
physically evident, but for the mathematician it offers an im-
mense difficulty. Schwarz, Picard and Poincare gave a first
-
'^(•^)
k^2 £'t>iy)K(x, y)dy = /(x) (2)
dy^ dz)
that the area of the cross section of the tube cannot have changed.
But its shape may, and generally will, have done so. If it were,
let us say, circular in starting, it will have become elliptic when
Fig. 1
The tube of force may have been originally circular, but on its
first recurrence or return, it may have become elliptic in cross
4. Integro-differential Equations
We are now forced to consider this new form. Here the unknown
function simultaneously appears in integrals and in differentials.
We have at least two completely different cases of such equations
to consider. Their difference corresponds to the two sorts of
variables which intervene in all physical problems, the space
variables x, y, z, and the time variable t. (There may be more
than three variables in the first group.)
Type 1: Differentiation with respect to x, y, z; integration
relative to <. Type 2: Differentiation with respect to <; integra-
tion relative to x, y,z. And even though this type dates only
from 1907, we have already found cases of both kinds.
Vol terra was led to consider the first one in connection with
"The Mechanics of Heredity." This is the case where the
properties of the system depend on all the previous facts of its
existence (such as magnetic hysteresis, strains of glass, and
permanent deformations in general).
Volterra considers elastic hysteresis. Let T be any component
of strains; E the component of deformation. (There are six T's
andsixE's.) Thentormerly -we considered Thk=^ahkEhk- There
are 6 equations of this type.There are 21, 36, 6 or 2 a's depend-
ing on the theories. If we consider heredity, we must introduce
new terms. Suppose that at the time there were :io strains then ;
Thk='^aEhk+ I
(2a£)(c;T where T is the variable ti.'ue. This
g = //z^(P,Q)dS«
Thus, for any determinate point P by its
of the surface defined
coordinates, {x, y), the vertical acceleration depends on the
values of 2 in every other point Q{x', y'). Here Sq is dx'dy'
and ^ is a known function of {x, y, x', y'). The above equation
is of the second form of integro-differential equations.
Volterra succeeded in the case of isotropic bodies in reducing
the problem to the solution of a partial differential equation and
an ordinary integral equation. But things are not so simple
for crystalline media.^
' In a viscous ga.s, waves cannot exist, strictly speaking. They are replaced
by quasi-waves which were first considered by Duhem, and more profoundly
studied in an important memoir presented by Roy to the French Academy
of Sciences.
' Since these lectures were delivered, Professor Volterra has given a com-
transformation.
If we consider the "anchor ring," the case is different.
This is a closed surface but it has a hole which is not found
in the surface of the sphere, and the surface of the sphere can-
not be transformed continuously in it. It would have to be
transformed by several cuts, the first of them (Fig. 2) giving a
broken ring, which for us is identical with the lateral surface of
a cylinder. This may be cut into a rectangle and then trans-
25
26 THIRD LECTURE
Fig. 2.
are well known and I do not intend to go over them at this mo-
ment. We shall take them for granted. According to them.
Fig. 3.
the genus. The genus is zero for the sphere and one for the
anchor ring. For a pot with two "ears" (Fig. 3) we have the
genus two.
Analysis situs started with trifling problems, such as that
treated by Euler of the bridges of Konigsberg over the Pregel
river. There are seven bridges; the problem is to go over all
of them without passing twice over any one (Fig. 4). The great
Fia. 4.
Euler did not disdain to occupy himself with this and many
other apparently childish problems. But what interests us in
thisone especially is that it involves the geometry of situation,
in the sense in which we have used the term. For even if the
islands in the river had other shapes and the bridges had the
queerest forms, the reasoning would be exactly the same, pro-
vided the numbers of islands and bridges should not change, and
each bridge should join the same islands in both cases.
Wehave here an example of an important theory which
develops from a childish exercise. Some would think that it was
a disadvantage to mathematics that we should occupy ourselves
with such problems. The fact is, as we see, that they may,
though exceptionally, lead to valuable results.
That was really an important one,
this notion of analysis situs
appears from the researches of Riemann. You know that
first
Fig. 5.
Darboux showed that this was not suflBcient, and that, in general,
the system of equations (1) and (2) does not represent an actual
solution, but that the curve which it defines is the locus of the
cusps of the solutions of equation (1) (Fig. 5). We now shall
see that this result, the analytical proof of which requires some
complicated calculations, appears of itself by the above geo-
metric considerations.
Equation (1) defines y' as a function of x and y, but this func-
30 THIRD LECTURE
dT//dx = z (3)
Fig. 6.
we do not get the direct idea of the total domain, but only an
indirect idea of it by a series of smaller regions.
It is true that these smaller regions are such that, taken alto-
gether, they cover the totality of the domain in question, and
for that reason, they finally may enable us to master it com-
pletely. But the errorwas to believe that this could be without
a special study of the manner in which those partial regions
are united.
I should compare this (though the comparison is very in-
complete) to the map of a large country,which is given by a
series of partial leaves. We must take account, not only of
each separate leaf, but of the "assembling table" showing their
general disposition, so as to pass from the detail to the whole.
The capital and unexpected fact, the discovery of which belongs
to Riemann, is that such "assembling tables" are not at all
like each other; that there are several quite different kinds of
them : therefore, the synthesis of the details of the solution cannot
be well understood without noticing these differences.
stated in numerical language; but such statements have been made only
after the results have been found, and some parts of this analytic treatment
are of extreme difficulty (such as Jordan's theorem).
:
34 THIRD LECTUEE
c z>
Fig. 7.
genus one. For instance, there must be singular points for the
genus zero. In that case, Poincare stated that every trajectory
is either a closed one, or finishes in a singular point, or is asymp-
take place if the body has an annular form, and in fact Volterra
practically constructed such annular bodies inwhich stress exists
and can be experimentally perceived, without any external action
and without any singular point.
3.
Suppose that this is not zero in a certain point Xo, yo- We are
taught that in the neighborhood of (A'o, Yo) the system will have
one and only one solution. The tempting conclusion is to
suppose that if everywhere this determinant is not zero, then
everywhere we have a one-to-one correspondence. This is
will
not true, and indeed errors have been committed on that subject.
Even in the simplest case, in which the representation of the
whole plane of XF on the whole plane of xy is considered, a sup-
plementary condition at infinity must be added in order to
ascertain that the transformation is one-to-one.
But now let us replace oiu* planes by two spheres, a corre-
spondence being considered between a point (x, y, z) of the surface
of the first sphere, and a point (X, Y-, Z) of the surface of the
second. In this case we find that if a condition analogous to
that above holds at every point of the first surface it will actually
insure a regular one-to-one correspondence.
38 THIRD LECTURE
If we call 0', the two similar angles for the second surface,
<p'
space, if n > 2), so that, in that respect, the case of two dimen-
sions proves more complicated than that of three or more
dimensional spaces.
These peculiar distinctions are closely connected with the fun-
damental distinctions of analysis situs. They are due to the fact
that there are many ways essentially distinct from each other, of
1. Elementary Solutions
,.2 + a,,2
(£)+(ii)+(sy-
obtained by substituting for the partial derivatives of the second
order of the unknown function u in the given equation, the
corresponding squares or products of derivatives of the first
can be reduced to that form. But in the elliptic case (B^ —AC
< 0) it can, by a proper change of independent variables, be
reduced to the form
d^u , d^u , du , , du ,
(in which the characteristic lines are the isotropic lines of the
plane). Sommerfeld and Hedrick treated this more general
form and showed for equation (1), as Picard had done for the
equation (1'), that there exists an elementary solution, possessing
all the essential properties of log 1/r. It is
P log 1/r +Q
P and Q being regular functions of x and y. P has the value 1,
4
44 FOUBTH LECTUKK
F\og<{x-a){y-h) + q
P and Q having the same significations as above (P is nothing
else than the function which plays the Riemann's
chief role in
method for equation (2)). Of course, if imaginary changes were
admitted (which is possible only if the coefficients are supposed
to be analj^tic) elliptic equations, as well as hyperbolic ones,
could be reduced to the type (2) or as well, (1). The only
case in which that reduction is not at all possible, is when
B^ — AC = 0, the parabolic case. This is amuch more difficult
case. It has been treated only recently. There is a new type
. , 9m , , 3m , 9m . ,
ax ay az
Let us write u = x^F (x, y, z). One can show that, giving p
any positive value, solutions of this form can be found, F being
regular. Such is not the case when p is a negative integer; and
this gives us again an interesting illustration of the consider-
ations explained in our first lecture in connection with Schoenflies'
theorem. Let p be a negative integer and suppose that there is
— h Fdx, y, 2)
F+ x^Fi
X'P
TC- 2
-("-^+0. -C^+O'
The first of these values is, however, the only essential one,
because, if we have formed the (unique) solution corresponding
to p = —in— 2)2,which depends on x, y, z, a, b, c, we can
deduce all others from it we need merely to differentiate with
:
respect to a, b, c.
«= ^ + Pi log r
2. Greenes Functions
r Cdq^'A dq^B
—
da^A
—j is the rate of change of g^^ relative to the change of n.
The fact that in the second member of the equation (3), the
'AH these observations quite similarly hold for the "mixed problems''
alluded to in our first lecture, and for the expressions introduced in their
treatment corresponding to Green's functions.
50 FOURTH LECTURE
Fig. 8.
does not seem to be the case, and the most important methods
for the resolution of Dirichlet's problem are common to areas
of any genus (although with some modifications of detail, as
will be seen for Fredholm's method in Kellogg's Dissertation).
But other views of the problem will show that the influence of
analysis situs does exist here and is perhaps even more astonish-
ingly profound than in any of the questions examined in our last
lecture.
we consider again Dirichlet's problem for an area in the
If
plane, we shall see that the analytical properties of the corre-
sponding Green's function are very different if that area has one
or several boundaries.
Let us take the first case. In this case, the plane area can
be represented conformally on a circle of unit radius with the
origin as center. It is easily seen that, in such a conformal
representation. Green's function keeps its values, and this brings
Publications of the
Ernest Kempton Adams Fund for Physical Research
These publications are distributed under the Adams Fund to many libraries
and to a limited number of individuals, but may also be bought at cost from the
Columbia University Press.
Number One. Fields of Force. By Vilhelm Frihan Koren Biebkkes, Profeeeor of Physics
in the University of Stockholm. A course of lectures delivered at Columbia Univer-
sity, 1905-6.
Brdrod^wunk fldda. BlectronuiciMtic fields. Analofin between the two. Snpplemeoter; lectnie on
application of bTdiodjnamics to meteorologr. 160 pp. $1.00.
Number Two. The Theory of Electrons and its Application to the Phenomena of Light and
Sadiant Heat. By H. A. Lobentz, Professor of Physics in the University of Leyden.
A course of lectures delivered at Columbia University, 1906-7. With added notes.
332 pp. Edition exhausted. Published in another edition by Teubner.
Number Three. Eight Lectures on Theoretical Physics. By Max Planck, I^rofessor of
Theoretical Physics in the University of Berlin. A course of lectures delivered at
Columbia University in 1909, translated by A. P. Wills, Professor of Mathematical
Physics in Columbia University.
Introduction: BcTenibility and IricTenibility. Thermodniamic equilibriam in dilate solutions.
Atomistic theory of matter. Equation of state of a monatomfc gas. Radiation, electrodTnamic theory.
Statistical theory. Principle of least work. Principle of Relatinty. 130 pp. Sl.OO.
Number Four. Grapliical Methods. By C. Runoe, Professor of AppUed Mathematics in the
University of Gottingen. Acourse of lectures deUvered at Columbia University,
1909-10.
Graphical calcnlation. The grajdiical representation of fnnctiona of one or more independent Tariables.
The fraphical methods of the differential and integral calculus. 148 pp. $1.50.
Number Five. Four Lectures on Mathematics. By J. Hadauard, Member of the Institute,
Professor in the College de France and in the Ecole Poly technique. A course of lectures
delivered at Columbia University in 1911.
Linear partial differential equations and boundary conditions. Contemporary researches in differen-
tial and integral equations. Analysis situs. Elementary solutions of partial differential equations
and Green's functions. 53 pp. $0.75.
Number Six. Researches in Physical Optics, Part I, with especial reference to the radiation
of electrons. By R. W. Wood, Adams Research Fellow, 1913, Professor of Experimental
Physics in the Johns Hopkins University. 134 pp. With 10 plates. Edition exhausted.
Number Seven. Neuere Probleme der theoretischen Physik. By W. Wien, Professor of
Physics in the University of Wtirzburg. A course of six lectures delivered at Columbia
University in 1913.
Introduction: Derifation of the radiation equation. Specific heat theory of Debye. Newer radiation
theory of Planck. Theory of electric conduction in metals, electron theory for metals. The Einstein
fluctuations. Theory of RSntgen rays. Method of determining wave length. Photo-electric effect and
•mission of light by canal ray particles. 76 pp. $0.75.
,M UlllvelSlllI UUia.
SEP 26 1991
MATHEMATICS UBB«^