Joseph Liouville’s construction of a transcendental number Topmatter: Some ideas pulled from exercises 6.6 – 6.8 in, Galois Theory (second edition) by Ian Stewart, page 69. Some from elsewhere. Here I present a (probably modified) version of Louiville’s work that explicitly constructed a transcendental number, though some work done after his work of 1844. Cantor’s later work constructed none, but had important ideas of cardinality. Joseph Liouville There are countless web references to transcendental numbers, a Wikipedia My beaten-up text page. There are biographies of Joseph Liouville, discussions of transcendental numbers, and even a page on the “fifteen most famous transcendental numbers.” But I could not find a good construction, though this page has some discussion on a higher level than this one, as does this link. Disclaimer: Slowly typeset by Dean Moore, October – December, 2010, Boulder, Colorado, USA, tweaks afterward. In March 2009 I worked the proof for pure entertainment, later typeset to slowly piece through, to understand what I did, and fill in gaps. And my field was analysis, not algebra – number theory, where my knowledge is at best fuzzy. Why in graduate school at CU – Boulder a mathematician studying analysis bought a book on Galois Theory is a lost mystery, though years later worked through it. I aimed at a simplistic explanation with many references (probably too many) that could be understood by an undergrad in math with some understanding of real analysis, number theory, rings and fields, a little set theory. Familiarity with elementary algebra as exponents is assumed. Some understanding of limits of sequences and infinite sums is a must. Understanding of some mathematical notation is assumed; one reference is here. If by some weirdness someone finds it and finds it useful, great. Send me an e-mail, dean at deanlm dot com, or if I made some typo, flub or poor logic. Legal junk: Creative Commons Attribution-NonCommercial-ShareAlike 3.0 License You are free: to Share – to copy, distribute, display, and perform the work to Remix – to make derivative works Under the following conditions: Attribution. You must attribute the work in the manner specified by the author or licensor. Noncommercial. You may not use this work for commercial purposes. Share Alike. If you alter, transform, or build upon this work, you may distribute the resulting work only under a license identical to this one. Basic understanding of limits of sequences is For any reuse or distribution, you must make clear to others the license terms of this work. a must, as is some understanding of series. Any of these conditions can be waived if you get permission from the copyright holder. Background: Rational numbers, the ancient Greeks: Ancient Greek mathematicians first assumed all numbers rational, i.e., ratios of integers π as π , with π, π π β€, π ≠ 0. Easy examples are 5 π¦0 = , 7 13 32 β 7 β 127 β 7853 π¦1 = 13 = , or π¦3 = 3.14159265 = 1 28 β 57 The Greeks knew of the square root of two, √2 from obvious considerations from the Pythagorean Theorem (diagram, right: the hypotenuse of a right triangle of both short legs of length 1, as 12 + 12 = 2), but initially assumed it rational. Eventually a Greek proved the square root of two was irrational, i.e., cannot be expressed as a fraction of two integers. This may be proved many ways. So for π, π π β€, π ≠ 0 to write π = √2 π is impossible. One may get arbitrarily “close” (i.e., limit), but equality cannot happen. Notably for the polynomial π(π₯) = π₯ 2 − 2, the number π₯1 = √2 satisfies π(π₯1 ) = 0. So √2 is the root of a polynomial in rational (here integer) coefficients. So we had an easy way to include numbers like √2 in our number system, and in terms of simple familiar things: roots of polynomials in integer coefficients, ideas studied since at least the ancient Egyptians and Babylonians. Algebraic numbers: Thus algebraic numbers: all numbers that are roots of some polynomial Babylonian mathematics on √π. Image credit here. π π(π₯) = ∑ ππ π₯ π = π0 + π1 π₯ + π2 π₯ 2 + … + ππ−1 π₯ π−1 + ππ π₯ π , π=0 π π β, ππ π β ∀ π π {0, … π} in rational coefficients (equivalently, integer: one may multiply by a least common multiple to make all coefficients integers, since π(π₯) is set equal zero). That these form an algebraically closed field is proven elsewhere. This result is in various books; some discussion here. As an example, a number as (3 + 7 (52 − 1 24 11 3 5 717 ) 52 73 + 1) −1 is algebraic, a root of some integer-coefficient polynomial. From Galois Theory, roots of polynomials of degree five and higher cannot in general be expressed as combinations of radicals of integers / rationals, as in general such polynomials are “not solvable.” However, no one proved all numbers are algebraic. The algebraics turn out an ℵ0 field, actually small in a set-theoretic sense, the first infinity, where the real numbers (or the complexes) are 2ℵ0 (sometimes identified with ℵ1, but this set theory and not currently decidable, and gets afield for this discussion) fields, the second infinity. The transcendentals: But cardinality waited for Cantor, whose work postdated Liouville. Algebraic numbers led to the idea of the transcendental number: a number that is not the root of any polynomial in rational (equivalent, integer) coefficients or algebraic coefficients (as the algebraics are algebraically closed, this is equivalent to integer coefficients). However, no one explicitly constructed one, though in 1677 the mathematician James Gregory attempted to prove π Georg Cantor transcendental (this history here and here). The term transcendental goes back to at least Leibniz in 1673, if more modern formulations seem to trace to Euler in 1748. Transcendentals were first proven to exist in 1844 by the French mathematician Joseph Liouville, though he did not then construct an explicit decimal number but a continued fraction. The first decimal proven transcendental was the Liouville constant which was proven transcendental in 1850, not 1844 as stated in some web references. It is a “Liouville number,” a bit odd, and the first “naturally” occurring transcendentals were later proven e (Hermite, 1873) and π (Lindemann, 1882), neither of which are Liouville numbers. As an aside, when π was proven transcendental it proved that by the methods of ancient Greek geometers it is impossible to square the circle. This answered a question had been open for thousands of years. After Liouville, Cantor constructed no transcendental numbers, but showed they had to exist, and his work had important implications of cardinality, that they comprise a “big” 2ℵ0 set. It’s going afield, but Cantor showed the algebraics are a countable set, but his “diagonal argument” showed the real line uncountable, Joseph Liouville hence transcendentals must be uncountable, that is, of cardinality 2ℵ0 . As a foretaste, let π₯0 be an irrational algebraic, a root of a polynomial π(π₯) π β€[π₯] of degree π. Liouville took π, and bounds of the derivative of π “near” π₯0 , and set a “speed limit” on how fast a sequence of rationals can limit on an irrational algebraic number, then showing only a finite set of rationals could beat a stronger speed limit. He constructed sequence of rationals limiting to an irrational number. He then proved an infinite subset of the sequence violated the strong speed limit, so the limit could not be algebraic, hence, was transcendental. Construction of a transcendental number: To do in detail the construction is long and tedious with a few proofs. First we define a few things that for the remainder of this discussion will not vary. Definition 1 We define and fix a polynomial, its degree, and an irrational algebraic number that is a root of it: Suppose π₯0 π β β½ β, and, for an ππ‘β − degree polynomial not identical zero (i.e., π > 0), π(π₯) π β€[π₯] (notably Lemma 2 and all else below depends on the polynomial having coefficients in β€, equivalent to β; we henceforth assume this, so our polynomial is not assumed monic), π(π₯) = ∑ππ=0 ππ π₯ π = π0 + π1 π₯ + π2 π₯ 2 + … + ππ−1 π₯ π−1 + ππ π₯ π , π π β, ππ π β€ ∀ π π {0, … π} we have π(π₯0 ) = 0, that is, π₯0 is an irrational algebraic number. The number π₯0 is fixed for the remainder of this discussion. Note π is fixed, will be referred to without redefinition. The degree of π, π = deg(π) comes up again, is fixed, important later on. Note π ≥ 2, or π₯0 is rational, the single zero of a polynomial like π(π₯) = 2π₯ − 9. This is of small importance later on. Note next lemma depends on π being a polynomial with coefficients in β€. Graph of the fifth-order polynomial π(π) = ππ − π − π. The lone real root at π ≈ π. ππππ is a real algebraic; the other four roots are complex algebraics. This polynomial cannot be factored over β€, and is not “solvable” (mentioned here), so no roots may be obtained via algebra and extraction of roots on integers/rationals. Lemma 2. For a polynomial π(π₯) π β€[π₯] of degree π, we have the following result: π π 1 If π, π π β€, π ≠ 0 (assume π ≥ 1, safe) and π (π ) ≠ 0, |π (π )| ≥ ππ is always true. Proof. π π As π (π ) ≠ 0 assume π (π ) = π for π π β β½ {0}; note π is easily rational as π is a polynomial over β€. So π π π π π ( ) = ∑ ππ ( ) = π π β β½ {0} π π π=0 Taking absolute values of both sides we have: π π π |π (π )| = |∑ππ=0 ππ (π ) | = |π|. Now multiply both sides by π π (again, assuming π ≥ 1): π π π=0 π=0 π π π π |π| π π π = π |π ( )| = π |∑ ππ ( ) | = |∑ ππ ππ β π π−π | π π Note in rightmost sum that π − π ≥ 0 is always true, so all terms of the right expression are integers and π π |π| is some natural number. So π π |π| π β = {1, 2, 3, … }, is at least one. Thus, π π π |π ( )| ≥ 1 π π 1 Dividing by π π we get |π(π )| ≥ ππ, our first lemma. β‘ Further discussion 3 As an example, π₯ = √2 satisfies π(π₯) = π₯ 2 − 2. While √2 = 1.41421 … is irrational, its digits never ending with no known pattern, we can approximate it with π1 π1 = 141421 10000 = 7 β 89 β 227 10000 (coprime form, and I used an online number factorer). So π1 = 10000. But π1 π1 2 |π ( )| = |( ) − 2| ≅ 1.00759 β 10−5 π1 π1 1 1 Note here π = 2 (the degree of the polynomial π(π₯) = π₯ 2 − 2), and π2 = 100002 = 10−10 , so that 1 π 1 |π (π )| ≥ ππ seems obvious, by about five orders of magnitude. Convention 4 π For π₯0 an irrational root of the polynomial π(π₯) π β€[π₯], suppose π is “close” to π₯0 in the sense π π of π₯0 − 1 < π < π₯0 + 1, and that π is closer to π₯0 than any to other root of π. In a so-so graph: π π π(π₯) π₯0 − 1 π₯0 + 1 π₯0 By calculus results, on a bounded interval the derivative π ′ of π is bounded, thus ∃ π, 0 < π < ∞ such that |π ′ (π¦)| ≤ π ∀ π¦ π (π₯0 − 1, π₯0 + 1). We will be looking at rational π ∞ sequences {ππ } π π=1 π with lim (ππ ) = π₯0 , so after a finite point any such sequence is in the π→∞ π interval (π₯0 − 1, π₯0 + 1). As the rationals are dense in the real line, such a sequence exists. Our next proposition establishes a “speed limit.” Note it doesn’t depends on π₯0 being irrational, π merely that π ≠ π₯0 , but this is always true for irrationalπ₯0 . Proposition 5. π We maintain that for any π as in Convention 4 above, for π₯0 our earlier-defined irrational root of the ππ‘β -degree polynomial π(π₯) π β€[π₯], that π 1 | − π₯0 | ≥ π π β ππ Proof. By the Mean Value Theorem, between π π π π π π and π₯0 the derivative π′ of π assumes a “mean value”: ∃ π π (min{ , π₯0 }, max{ , π₯0 }) such that π π (π ) − π(π₯0 ) π π − π₯0 π π = π′(π) As π is closer to π₯0 than to any other root of π, π (π ) ≠ 0 and Lemma 2 holds. As π(π₯0 ) = 0, we may restate this, π π (π ) − π(π₯0 ) π π − π₯0 π π (π ) − 0 = π = − π₯ 0 π π π (π ) = π ′ (π) π π − π₯0 Taking absolute values, from Convention 4 this gives π π (π ) |π | = | π′(π)| ≤ π − π₯ 0 π But from Lemma 2 we know that π 1 |π ( )| ≥ π . π π Putting this together with |π′(π)| ≤ π, π 1 1 1 π ≥ |π ′ (π)| = |π ( )| β π ≥ π β π π |π − π₯0 | π |(π − π₯0 )| We drop the middle terms and rearrange to derive π 1 | − π₯0 | ≥ π ππ π This verifies our inequality. β‘ Comment 6 π ∞ Again, we will be looking at rational sequences {ππ } π π=1 π with ππ → π₯0 , so after a finite point π Convention 4 will be true. For an algebraic π₯0 for each “large” π we have ππ 1 | − π₯0 | ≥ ππ ππππ π ∞ So a rational sequence {ππ } π π=1 can’t converge to the irrational algebraic π₯0 “too fast,” where again, π = deg(π), a constant fixed above, the degree of an rational-coefficient polynomial (a minimal polynomial is best, gives the best bounds) of which π₯0 is a root. π The last showed |π − π₯0 | has to be bigger than something. The next proposition shows that for π only a finite set of rationals can |π − π₯0 | be smaller than a stronger bound, and is important in our final theorem that proves the existence of a non-algebraic number. We note the Thue–Siegel–Roth theorem has stronger bounds than the next. Its proof is not easy, and led to a Fields Medal. What’s truly important is that π > π = deg(π). Proposition 7. Fix πΎ > 0 and π > π = deg(π). For some index set πΌ there exists an at most finite set π of unique rational numbers, π={ ππ | π π πΌ, ππ , ππ π β€, ππ ≠ 0} ππ such that | ππ πΎ − π₯0 | < π ππ ππ That is, the index set πΌ is finite, hence π is a finite set. We assume {ππ ≥ 1, ∀ π π πΌ}. Proof. We do a proof by contradiction. Assume for an infinite index set (as the rational numbers form an ℵ0 set, we choose πΌ = β) there exists a set π={ with each ππ ππ ππ ππ | π π β, ππ , ππ π β€, ππ ≥ 1} is unique within π, such that for all π π πΌ and for our fixed πΎ > 0 and π > π that | ππ πΎ − π₯0 | < π ππ ππ Now we show {ππ | π π β} is an unbounded set. If the denominators {ππ | π π β} are restricted to a bounded set (i.e., live within a finite interval, so there can only be a finite number of ππ ) we get a contradiction: as the set π is infinite and each is unique within the set π, we have ππ → ∞ forced. As the ππ are bounded and ππ → ∞, after some finite point the inequality π πΎ | π − π₯0 | < π ππ ππ π must be violated: as ππ → ∞, the term |ππ − π₯0 | → ∞, but π πΎ πππ is bounded. ππ ππ Thus ππ → ∞ is forced. As π − π ≥ 1, we have πππ−π → ∞. By the above inequality we π ∞ π have lim (ππ ) = π₯0 , thus may drop a finite set of {ππ } π→∞ π π , apply Proposition 5 and on a “small” π=1 interval bound the derivative π ′ of π by some constant π. Now we derive our contradiction. Remembering π₯0 is an irrational root of our degree π polynomial π(π₯) π β€[π₯] and applying Proposition 5 we get: ππ πΎ 1 > | − π₯ | ≥ 0 ππ π β πππ πππ Tossing the middle and re-arranging, the following is always true: π β πΎ > πππ−π As ππ → ∞, for some π0 π β we have ππ > πΎ β π′ whenever π ≥ π0 . As π − π ≥ 1, for all π ≥ π0 we have forced π β πΎ < πππ−π violating the last inequality. Thus our initial assumption was wrong, verifying the proposition. β‘ Discussion 8 Putting together Proposition 4 and Proposition 6 with πΎ = 1, let π₯0 be an algebraic number, π as before, and let π(π₯) π β€[π₯] satisfy π(π₯0 ) = 0. Fix π = π + 1 > π = deg(π). π ∞ In the next equation for any rational sequence {ππ } π π=1 π π with ππ → π₯0 , whenever ππ is “close” to π₯0 , π π i.e., after some finite point, we have 1 ππ π ≤ | − π₯0 | (always true) π β ππ ππ For the next we have a best a finite set of ππ ’s: ππ 1 ππ | − π₯0 | < π+1 (a finite set of ) ππ ππ ππ Now we create a transcendental number, i.e., a number π₯1 such that π₯1 is not the root of any polynomial in π(π₯) π β€[π₯]. Definition 9 We define π₯1 in a special way, and for now assume it an algebraic number, the root of a polynomial π(π₯) π β€[π₯] of some degree π. Let ∞ π₯1 = ∑ 10−π! π=1 using factorial function, as in 5! = 5 β 4 β 3 β 2 β 1 = 120. The number π₯1 is easily an infinite π ∞ sum of rational numbers, and at each point π we define an infinite sequence of rationals {ππ } π as π=1 π ππ 1 1 1 1 1 = ∑ 10−π! = 1! + 2! + 3! + β― + (π−1)! + = ππ 10 10 10 10π! 10 π=1 1 1 1 1 + + + β― π! 10 100 1000000 10 It is easy to assign the denominator at each finite point π as ππ = 10π! . Note by standard calculus π ∞ tests like the ratio test the sequence {ππ } π π=1 is convergent to π₯1, π i.e., lim (ππ ) = π₯1 . π→∞ π Note π₯1 is called the Liouville Constant, and π₯1 = 0.110001000000000000000001000 … with the 1’s getting further and further apart. As digits of π₯1 never repeat, it is easily irrational. Theorem 10. There does not exist a polynomial π(π₯) π β€[π₯] of which π₯1 is a root. Proof. The geometric constant π is transcendental, but this was proven in 1882, over forty years after Liouville’s proof. This meant that squaring the circle is impossible, solving a problem that had been open for thousands of years. Assume the contrary, i.e., that the number π₯1 is a root of some polynomial π(π₯) π β€[π₯], and π(π₯) is of degree π π β; the degree π is important, and we will refer to it. First we draw a bound. Note that for any natural numbers π > π ≥ 1, the base-ten expansion of the fraction 1 10π! has a 1-digit at least one to the left of the leftmost 1-digit of the base-ten expansion of the fraction 1 (π+π)! 10 To summarize this as a formula, whenever π > π ≥ 1 are natural numbers, 1 10(π+π)! < 1 . 10π! Go back to our definition of π₯1 . Note that at any finite point π that π ∞ ∞ π=1 π=1 π=π+1 ππ | − π₯1 | = |∑ 10−π! − ∑ 10−π! | = ∑ 10−π! = ππ 1 10(π+1)! + 1 10(π+2)! +β― In the next, on the left when we tack 1-digits further right it is irrelevant, thus from our bound we derive: ∞ ∑ 10−π! = π=π+1 1 10(π+1)! + 1 10(π+2)! +β― < 1 10π! So we draw an important bound: ∞ ππ 10 1 | − π₯1 | = ∑ 10−π! < (π+1)! = π! ππ 10 10 π=π+1 We need to do a little algebra. Note that any polynomial π(π₯) π β€[π₯] whose root is an irrational algebraic is of at least degree 2 (this was talked about, bottom of Definition 1), so π = deg(π) ≥ 2. For fixed π > π, let π ≥ π > π, so π > 2. As π! ≥ 3! = 6, the next is easy: π+1>π+ 1 π! Re-arranging, (π + 1)π! > π β π! + 1 Now writing (π + 1)π! = (π + 1)! and re-arranging a little more, (π + 1)! − 1 > π β π! So the next is easy, rules of exponents: 1 10(π+1)!−1 π ∞ Fix π = π + 1. Note {ππ } π < 1 10πβπ! is an infinite sequence of rational numbers, and we now use our π=π algebra result. For each π ≥ π > π: ππ 10 1 1 1 π 1 | − π₯1 | < (π+1)! = (π+1)!−1 < πβπ! = ( π! ) = π ππ ππ 10 10 10 10 π ∞ But π > π = deg(π), and {ππ } π is an infinite set, a direct contradiction to Proposition 7 and π=π impossible for π₯1 an algebraic number. Thus π₯1 is not an algebraic number. β‘ Final conclusion 11. −π! By Theorem 10 the number π₯1 = ∑∞ cannot be the root of any polynomial over β€ π=1 10 (equivalent, β), hence is not algebraic, that is to say, π₯1 is a transcendental number. β‘