Different Proofs

5. Basel problem🔗

Definition5.1
Group: Basel problem. (8)
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Theorem 5.2
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Theorem 5.2
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The Basel problem asserts the value of the convergent series \sum_{n \geq 1} \frac{1}{n^2} = \frac{\pi^2}{6}. The summand at n = 0 is 1 / 0 = 0 by convention.

Lean code for Definition5.1●1 definition
  • def BaselProblem : Prop
    def BaselProblem : Prop
    The **Basel problem**: `∑ 1/n² = π²/6`, where the `n = 0` term is `1 / 0 = 0` by convention. 

First proof uses Parseval's identity, applied to the function f(x) = x on (-\pi, \pi].

Theorem5.2
Group: Basel problem. (8)
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Definition 5.1
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\sum_{n \geq 1} \frac{1}{n^2} = \frac{\pi^2}{6}.

Lean code for Theorem5.2●1 theorem
Proof for Theorem 5.2

Let f(x) = x on the interval (-\pi, \pi], viewed as a square-integrable function on the circle \mathbb{R} / 2\pi\mathbb{Z}. Integration by parts gives its Fourier coefficients c_n; for n \neq 0 the boundary term contributes c_n = \frac{(-1)^n}{2\pi i n} \cdot 2\pi, whose squared modulus is \lvert c_n \rvert^2 = 1/n^2, while c_0 = 0 because f is odd. Hence the identity \lvert c_0 \rvert^2 = 1/0^2 = 0 makes \lvert c_n\rvert^2 = 1/n^2 hold for every integer n. Parseval's identity states \sum_{n \in \mathbb{Z}} \lvert c_n \rvert^2 = \frac{1}{2\pi} \int_{-\pi}^{\pi} \lvert f(x) \rvert^2 \, dx. The right-hand side is \frac{1}{2\pi} \int_{-\pi}^{\pi} x^2 \, dx = \frac{1}{2\pi} \cdot \frac{2\pi^3}{3} = \frac{\pi^2}{3}. The left-hand side is \sum_{n \in \mathbb{Z}} \frac{1}{n^2} = 2 \sum_{n \geq 1} \frac{1}{n^2} because the summand is even and the n = 0 term vanishes. Equating the two sides gives 2 \sum_{n \geq 1} \frac{1}{n^2} = \frac{\pi^2}{3}, hence \sum_{n \geq 1} \frac{1}{n^2} = \frac{\pi^2}{6}, the value asserted by the Basel problem Definition 5.1.

Second proof uses Cauchy's method of bounding the partial sums by evaluating a certain trigonometric polynomial at the angles \frac{k\pi}{2n+1} for k = 1, \dots, n.

Lemma5.3
Group: Basel problem. (8)
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Definition 5.1
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For all \theta \in \mathbb{R} and n \in \mathbb{N}, \sin((2n+1)\theta) = \sum_{j=0}^{n} (-1)^j \binom{2n+1}{2j+1} \cos^{2(n-j)}\theta \, \sin^{2j+1}\theta.

Lean code for Lemma5.3●1 theorem
  • complete
    theorem BaselProblem.Cauchy.sin_two_mul_add_one (n : ℕ) (θ : ℝ) :
      Real.sin ((2 * ↑n + 1) * θ) =
        ∑ j ∈ Finset.range (n + 1),
          (-1) ^ j * ↑((2 * n + 1).choose (2 * j + 1)) *
              Real.cos θ ^ (2 * (n - j)) *
            Real.sin θ ^ (2 * j + 1)
    theorem BaselProblem.Cauchy.sin_two_mul_add_one
      (n : ℕ) (θ : ℝ) :
      Real.sin ((2 * ↑n + 1) * θ) =
        ∑ j ∈ Finset.range (n + 1),
          (-1) ^ j *
                ↑((2 * n + 1).choose
                    (2 * j + 1)) *
              Real.cos θ ^ (2 * (n - j)) *
            Real.sin θ ^ (2 * j + 1)
    De Moivre expansion of `sin ((2n+1)θ)` as an odd polynomial in `sin θ` and `cos θ`. 
Proof for Lemma 5.3
uses 0

Since \cos\theta + i\sin\theta = e^{i\theta}, we have \sin((2n+1)\theta) = \operatorname{Im}\big((\cos\theta + i\sin\theta)^{2n+1}\big). Expanding the power by the binomial theorem and taking the imaginary part keeps exactly the terms with an odd power of i\sin\theta; reindexing those terms by j gives the stated sum.

Definition5.4
Group: Basel problem. (8)
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Definition 5.1
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For n \in \mathbb{N}, let P_n(t) = \sum_{j=0}^{n} (-1)^j \binom{2n+1}{2j+1} t^{n-j}. This polynomial has degree n, leading coefficient 2n+1, and coefficient of t^{n-1} equal to -\binom{2n+1}{3}.

Lean code for Definition5.4●1 definition
  • def BaselProblem.Cauchy.cotPoly (n : ℕ) : Polynomial ℝ
    def BaselProblem.Cauchy.cotPoly (n : ℕ) :
      Polynomial ℝ
    The degree-`n` polynomial whose roots are `(cot (kπ/(2n+1)))²` for `k = 1, …, n`. 
Lemma5.5
Group: Basel problem. (8)
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Definition 5.1
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If \sin\theta \neq 0 then P_n(\cot^2\theta)\,\sin^{2n+1}\theta = \sin((2n+1)\theta).

Lean code for Lemma5.5●1 theorem
  • complete
    theorem BaselProblem.Cauchy.cotPoly_eval (n : ℕ) (θ : ℝ) (hθ : Real.sin θ ≠ 0) :
      Polynomial.eval (θ.cot ^ 2) (BaselProblem.Cauchy.cotPoly n) *
          Real.sin θ ^ (2 * n + 1) =
        Real.sin ((2 * ↑n + 1) * θ)
    theorem BaselProblem.Cauchy.cotPoly_eval (n : ℕ)
      (θ : ℝ) (hθ : Real.sin θ ≠ 0) :
      Polynomial.eval (θ.cot ^ 2)
            (BaselProblem.Cauchy.cotPoly n) *
          Real.sin θ ^ (2 * n + 1) =
        Real.sin ((2 * ↑n + 1) * θ)
    Evaluating `cotPoly` at `(cot θ)²` recovers `sin ((2n+1)θ) / sin θ ^ (2n+1)`. 
Proof for Lemma 5.5
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Lemma 5.3
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Divide the De Moivre expansion Lemma 5.3 by \sin^{2n+1}\theta. Each summand becomes (-1)^j \binom{2n+1}{2j+1} \cos^{2(n-j)}\theta / \sin^{2(n-j)}\theta = (-1)^j \binom{2n+1}{2j+1} (\cot^2\theta)^{n-j}, and the sum of these is exactly P_n(\cot^2\theta) Definition 5.4.

Lemma5.6
Group: Basel problem. (8)
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Definition 5.1
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For n \geq 1, \sum_{k=1}^{n} \cot^2\!\left(\frac{k\pi}{2n+1}\right) = \frac{n(2n-1)}{3}.

Lean code for Lemma5.6●1 theorem
  • complete
    theorem BaselProblem.Cauchy.cotSq_sum (n : ℕ) (hn : 1 ≤ n) :
      ∑ k ∈ Finset.Icc 1 n, (↑k * Real.pi / (2 * ↑n + 1)).cot ^ 2 =
        ↑n * (2 * ↑n - 1) / 3
    theorem BaselProblem.Cauchy.cotSq_sum (n : ℕ)
      (hn : 1 ≤ n) :
      ∑ k ∈ Finset.Icc 1 n,
          (↑k * Real.pi / (2 * ↑n + 1)).cot ^
            2 =
        ↑n * (2 * ↑n - 1) / 3
    **Cauchy's identity.** The sum of `(cot (kπ/(2n+1)))²` over `k = 1, …, n` equals `n(2n-1)/3`,
    obtained from Vieta's formula applied to `cotPoly n`. 
Proof for Lemma 5.6

For k = 1, \dots, n the angle \theta_k = \frac{k\pi}{2n+1} lies in (0, \pi/2) and satisfies \sin((2n+1)\theta_k) = \sin(k\pi) = 0 while \sin\theta_k \neq 0, so Lemma 5.5 shows each \cot^2\theta_k is a root of P_n. The n values \cot^2\theta_k are distinct, hence are exactly the roots of the degree-n polynomial P_n. By Vieta's formula their sum is the negative ratio of the two leading coefficients, \binom{2n+1}{3} / (2n+1) = \frac{n(2n-1)}{3}.

Lemma5.7
Group: Basel problem. (8)
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Definition 5.1
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For 0 < x < \pi/2, \cot^2 x < \frac{1}{x^2}.

Lean code for Lemma5.7●1 theorem
  • complete
    theorem BaselProblem.Cauchy.cotSq_lt_inv_sq (x : ℝ) (hx0 : 0 < x)
      (hx : x < Real.pi / 2) : x.cot ^ 2 < 1 / x ^ 2
    theorem BaselProblem.Cauchy.cotSq_lt_inv_sq
      (x : ℝ) (hx0 : 0 < x)
      (hx : x < Real.pi / 2) :
      x.cot ^ 2 < 1 / x ^ 2
    For `x ∈ (0, π/2)`, `cot²x < 1/x²`. 
Proof for Lemma 5.7
uses 0

From x < \tan x on (0, \pi/2) we get \cot x < \frac{1}{x}; both sides are positive, so squaring preserves the inequality.

Lemma5.8
Group: Basel problem. (8)
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Definition 5.1
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For 0 < x < \pi/2, \frac{1}{x^2} < 1 + \cot^2 x.

Lean code for Lemma5.8●1 theorem
  • complete
    theorem BaselProblem.Cauchy.inv_sq_lt_one_add_cotSq (x : ℝ) (hx0 : 0 < x)
      (hx : x < Real.pi / 2) : 1 / x ^ 2 < 1 + x.cot ^ 2
    theorem BaselProblem.Cauchy.inv_sq_lt_one_add_cotSq
      (x : ℝ) (hx0 : 0 < x)
      (hx : x < Real.pi / 2) :
      1 / x ^ 2 < 1 + x.cot ^ 2
    For `x ∈ (0, π/2)`, `1/x² < 1 + cot²x` (right half of the squeeze; `csc² = 1 + cot²`). 
Proof for Lemma 5.8
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From 0 < \sin x < x we get \frac{1}{x^2} < \frac{1}{\sin^2 x} = 1 + \cot^2 x.

Theorem5.9
Group: Basel problem. (8)
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Definition 5.1
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\sum_{n \geq 1} \frac{1}{n^2} = \frac{\pi^2}{6}.

Lean code for Theorem5.9●1 theorem
Proof for Theorem 5.9
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Definition 5.1
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Apply the squeeze \cot^2 x < \frac{1}{x^2} < 1 + \cot^2 x (Lemma 5.7 and Lemma 5.8) at the n angles \theta_k = \frac{k\pi}{2n+1} and sum over k. Using \sum_{k=1}^n \frac{1}{\theta_k^2} = \frac{(2n+1)^2}{\pi^2} \sum_{k=1}^n \frac{1}{k^2} together with Cauchy's identity Lemma 5.6 gives \frac{n(2n-1)}{3} < \frac{(2n+1)^2}{\pi^2} \sum_{k=1}^n \frac{1}{k^2} < \frac{n(2n-1)}{3} + n. Multiplying through by \frac{\pi^2}{(2n+1)^2} sandwiches the partial sum \sum_{k=1}^n \frac{1}{k^2} between two sequences both tending to \frac{\pi^2}{6}, so by the squeeze theorem the series converges to \frac{\pi^2}{6}, the value asserted by the Basel problem Definition 5.1.