University Series in Mathematics – serie

Never before in the history of mathematics has there been an individual theorem whose proof has required 10,000 journal pages of closely reasoned argument. Who could read such a proof, let alone communicate it to others? But the classification of all finite simple groups is such a theorem-its complete proof, developed over a 30-year period by about 100 group theorists, is the union of some 500 journal articles covering approximately 10,000 printed pages. How then is one who has lived through it all to convey the richness and variety of this monumental achievement? Yet such an attempt must be made, for without the existence of a coherent exposition of the total proof, there is a very real danger that it will gradually become lost to the living world of mathematics, buried within the dusty pages of forgotten journals. For it is almost impossible for the uninitiated to find the way through the tangled proof without an experienced guide; even the 500 papers themselves require careful selection from among some 2,000 articles on simple group theory, which together include often attractive byways, but which serve only to delay the journey.

Linear algebra and matrix theory are essentially synonymous terms for an area of mathematics that has become one of the most useful and pervasive tools in a wide range of disciplines. It is also a subject of great mathematical beauty. In consequence of both of these facts, linear algebra has increasingly been brought into lower levels of the curriculum, either in conjunction with the calculus or separate from it but at the same level. A large and still growing number of textbooks has been written to satisfy this need, aimed at students at the junior, sophomore, or even freshman levels. Thus, most students now obtaining a bachelor's degree in the sciences or engineering have had some exposure to linear algebra. But rarely, even when solid courses are taken at the junior or senior levels, do these students have an adequate working knowledge of the subject to be useful in graduate work or in research and development activities in government and industry. In particular, most elementary courses stop at the point of canonical forms, so that while the student may have "seen" the Jordan and other canonical forms, there is usually little appreciation of their usefulness. And there is almost never time in the elementary courses to deal with more specialized topics like nonnegative matrices, inertia theorems, and so on. In consequence, many graduate courses in mathematics, applied mathe­ matics, or applications develop certain parts of matrix theory as needed.

In the few years since their appearance in the mid-sixties, variational inequalities have developed to such an extent and so thoroughly that they may now be considered an "institutional" development of the theory of differential equations (with appreciable feedback as will be shown). This book was written in the light of these considerations both in regard to the choice of topics and to their treatment. In short, roughly speaking my intention was to write a book on second-order elliptic operators, with the first half of the book, as might be expected, dedicated to function spaces and to linear theory whereas the second, nonlinear half would deal with variational inequalities and non variational obstacle problems, rather than, for example, with quasilinear or fully nonlinear equations (with a few exceptions to which I shall return later). This approach has led me to omit any mention of "physical" motivations in the wide sense of the term, in spite of their historical and continuing importance in the development of variational inequalities. I here addressed myself to a potential reader more or less aware of the significant role of variational inequalities in numerous fields of applied mathematics who could use an analytic presentation of the fundamental theory, which would be as general and self-contained as possible.

This book reproduces, with minor changes, the notes prepared for a course given at Brigham Young University during the academic year 1984-1985. It is intended to be an introduction to the theory of numbers. The audience consisted largely of undergraduate students with no more background than high school mathematics. The presentation was thus kept as elementary and self-contained as possible. However, because the discussion was, generally, carried far enough to introduce the audience to some areas of current research, the book should also be useful to graduate students. The only prerequisite to reading the book is an interest in and aptitude for mathe­ matics. Though the topics may seem unrelated, the study of diophantine equations has been our main goal. I am indebted to several mathematicians whose published as well as unpublished work has been freely used throughout this book. In particular, the Phillips Lectures at Haverford College given by Professor John T. Tate have been an important source of material for the book. Some parts of Chapter 5 on algebraic curves are, for example, based on these lectures.

When we studied complex variables in the late 1960s, modem geometry on the complex fie1d and complex function theory were identified in teaching and research as several complex variables. A beginner in the field at that time would have the experience of jumping from the sheaf-theoretical methods employed in the theory of analytic spaces to the P.D.E. methods of the a- problem, with the c1ear understanding that the phenomena lying behind such different methods and problems were the same. A few years later, new important discoveries made c1ear that complex differential geometry was also in the same company. Looking at the historical development of the subject in the first half of the twentieth century shows this was not astonishing. The origin of the theory of functions of several complex variables was tardier than the familiar of analytic functions of one complex variable. The first comprehensive theory textbook by Behnke and Thullen, in the 1930s, expounded the foundations ofthe general theory as set up by Weierstrass, Cousin, Hartogs, and Poincare and c1early put in evidence that the difficulties were all but solved.In aseries of papers from 1936 to 1953, Oka introduced a brilliant collection of new ideas and systematically eliminated aU difficulties. Oka's work had in itse1f a fruitful seed and contained the premises for the opening of wider horizons.

The first six chapters and Appendix 1 of this book appeared in Japanese in a book of the same title 15years aga (Jikkyo, Tokyo, 1980).At the request of some people who do not wish to learn Japanese, I decided to rewrite my old work in English. This time, I added a chapter on the arithmetic of quadratic maps (Chapter 7) and Appendix 2, A Short Survey of Subsequent Research on Congruent Numbers, by M. Kida. Some 20 years ago, while rifling through the pages of Selecta Heinz Hopj (Springer, 1964), I noticed a system of three quadratic forms in four variables with coefficientsin Z that yields the map of the 3-sphere to the 2-sphere with the Hopf invariant r =1 (cf. Selecta, p. 52). Immediately I feit that one aspect of classical and modern number theory, including quadratic forms (Pythagoras, Fermat, Euler, and Gauss) and space elliptic curves as intersection of quadratic surfaces (Fibonacci, Fermat, and Euler), could be considered as the number theory of quadratic maps-especially of those maps sending the n-sphere to the m-sphere, i.e., the generalized Hopf maps. Having these in mind, I deliveredseverallectures at The Johns Hopkins University (Topics in Number Theory, 1973-1974, 1975-1976, 1978-1979, and 1979-1980). These lectures necessarily contained the following three basic areas of mathematics: v vi Preface Theta Simple Functions Aigebras Elliptic Curves Number Theory Figure P.l.

In the long run of a dynamical system, after transient phenomena have passed away, what remains is recurrence. An orbit is recurrent when it returns repeatedly to each neighborhood of its initial position. We can sharpen the concept by insisting that the returns occur with at least some prescribed frequency. For example, an orbit lies in some minimal subset if and only if it returns almost periodically to each neighborhood of the initial point. That is, each return time set is a so-called syndetic subset ofT= the positive reals (continuous time system) or T = the positive integers (discrete time system). This is a prototype for many of the results in this book. In particular, frequency is measured by membership in a family of subsets of the space modeling time, in this case the family of syndetic subsets of T. In applying dynamics to combinatorial number theory, Furstenberg introduced a large number of such families. Our first task is to describe explicitly the calculus of families implicit in Furstenberg's original work and in the results which have proliferated since. There are general constructions on families, e. g. , the dual of a family and the product of families. Other natural constructions arise from a topology or group action on the underlying set. The foundations are laid, in perhaps tedious detail, in Chapter 2. The family machinery is then applied in Chapters 3 and 4 to describe family versions of recurrence, topological transitivity, distality and rigidity.

Elliptic cohomology is an extremely beautiful theory with both geometric and arithmetic aspects. The former is explained by the fact that the theory is a quotient of oriented cobordism localised away from 2, the latter by the fact that the coefficients coincide with a ring of modular forms. The aim of the book is to construct this cohomology theory, and evaluate it on classifying spaces BG of finite groups G. This class of spaces is important, since (using ideas borrowed from `Monstrous Moonshine') it is possible to give a bundle-theoretic definition of EU-(BG). Concluding chapters also discuss variants, generalisations and potential applications.

Intuitionistic logic is presented here as part of familiar classical logic which allows mechanical extraction of programs from proofs. to make the material more accessible, basic techniques are presented first for propositional logic; Part II contains extensions to predicate logic. This material provides an introduction and a safe background for reading research literature in logic and computer science as well as advanced monographs. Readers are assumed to be familiar with basic notions of first order logic. One device for making this book short was inventing new proofs of several theorems. The presentation is based on natural deduction. The topics include programming interpretation of intuitionistic logic by simply typed lambda-calculus (Curry-Howard isomorphism), negative translation of classical into intuitionistic logic, normalization of natural deductions, applications to category theory, Kripke models, algebraic and topological semantics, proof-search methods, interpolation theorem. The text developed from materal for several courses taught at Stanford University in 1992-1999.

Anyone seeking a gentle introduction to the methods of modern control theory and engineering, written at the level of a first-year graduate course, should consider this book seriously. It contains: A generous historical overview of automatic control, from Ancient Greece to the 1970s, when this discipline matured into an essential field for electrical, mechanical, aerospace, chemical, and biomedical engineers, as well as mathematicians, and more recently, computer scientists; A balanced presentation of the relevant theory: the main state-space methods for description, analysis, and design of linear control systems are derived, without overwhelming theoretical arguments; Over 250 solved and exercise problems for both continuous- and discrete-time systems, often including MATLAB simulations; and Appendixes on MATLAB, advanced matrix theory, and the history of mathematical tools such as differential calculus, transform methods, and linear algebra. Another noteworthy feature is the frequent use of an inverted pendulum on a cart to illustrate the most important concepts of automatic control, such as: Linearization and discretization; Stability, controllability, and observability; State feedback, controller design, and optimal control; and Observer design, reduced order observers, and Kalman filtering. Most of the problems are given with solutions or MATLAB simulations. Whether the book is used as a textbook or as a self-study guide, the knowledge gained from it will be an excellent platform for students and practising engineers to explore further the recent developments and applications of control theory.

Science involves descriptions of the world we live in. It also depends on nature exhibiting what we can best describe as a high aLgorithmic content. The theme running through this collection of papers is that of the interaction between descriptions, in the form of formal theories, and the algorithmic content of what is described, namely of the modeLs of those theories. This appears most explicitly here in a number of valuable, and substantial, contributions to what has until recently been known as 'recursive model theory' - an area in which researchers from the former Soviet Union (in particular Novosibirsk) have been pre-eminent. There are also articles concerned with the computability of aspects of familiar mathematical structures, and - a return to the sort of basic underlying questions considered by Alan Turing in the early days of the subject - an article giving a new perspective on computability in the real world. And, of course, there are also articles concerned with the classical theory of computability, including the first widely available survey of work on quasi-reducibility. The contributors, all internationally recognised experts in their fields, have been associated with the three-year INTAS-RFBR Research Project "Com­ putability and Models" (Project No. 972-139), and most have participated in one or more of the various international workshops (in Novosibirsk, Heidelberg and Almaty) and otherresearch activities of the network.

Problems in Set Theory, Mathematical Logic and the Theory of Algorithms by I. Lavrov & L. Maksimova is an English translation of the fourth edition of the most popular student problem book in mathematical logic in Russian. It covers major classical topics in proof theory and the semantics of propositional and predicate logic as well as set theory and computation theory. Each chapter begins with 1-2 pages of terminology and definitions that make the book self-contained. Solutions are provided. The book is likely to become an essential part of curricula in logic.

The first six chapters and Appendix 1 of this book appeared in Japanese in a book of the same title 15years aga (Jikkyo, Tokyo, 1980).At the request of some people who do not wish to learn Japanese, I decided to rewrite my old work in English. This time, I added a chapter on the arithmetic of quadratic maps (Chapter 7) and Appendix 2, A Short Survey of Subsequent Research on Congruent Numbers, by M. Kida. Some 20 years ago, while rifling through the pages of Selecta Heinz Hopj (Springer, 1964), I noticed a system of three quadratic forms in four variables with coefficientsin Z that yields the map of the 3-sphere to the 2-sphere with the Hopf invariant r =1 (cf. Selecta, p. 52). Immediately I feit that one aspect of classical and modern number theory, including quadratic forms (Pythagoras, Fermat, Euler, and Gauss) and space elliptic curves as intersection of quadratic surfaces (Fibonacci, Fermat, and Euler), could be considered as the number theory of quadratic maps-especially of those maps sending the n-sphere to the m-sphere, i.e., the generalized Hopf maps. Having these in mind, I deliveredseverallectures at The Johns Hopkins University (Topics in Number Theory, 1973-1974, 1975-1976, 1978-1979, and 1979-1980). These lectures necessarily contained the following three basic areas of mathematics: v vi Preface Theta Simple Functions Aigebras Elliptic Curves Number Theory Figure P.l.

In the long run of a dynamical system, after transient phenomena have passed away, what remains is recurrence. An orbit is recurrent when it returns repeatedly to each neighborhood of its initial position. We can sharpen the concept by insisting that the returns occur with at least some prescribed frequency. For example, an orbit lies in some minimal subset if and only if it returns almost periodically to each neighborhood of the initial point. That is, each return time set is a so-called syndetic subset ofT= the positive reals (continuous time system) or T = the positive integers (discrete time system). This is a prototype for many of the results in this book. In particular, frequency is measured by membership in a family of subsets of the space modeling time, in this case the family of syndetic subsets of T. In applying dynamics to combinatorial number theory, Furstenberg introduced a large number of such families. Our first task is to describe explicitly the calculus of families implicit in Furstenberg's original work and in the results which have proliferated since. There are general constructions on families, e. g. , the dual of a family and the product of families. Other natural constructions arise from a topology or group action on the underlying set. The foundations are laid, in perhaps tedious detail, in Chapter 2. The family machinery is then applied in Chapters 3 and 4 to describe family versions of recurrence, topological transitivity, distality and rigidity.

This book is a translation of my book Suron Josetsu (An Introduction to Number Theory), Second Edition, published by Shokabo, Tokyo, in 1988. The translation is faithful to the original globally but, taking advantage of my being the translator of my own book, I felt completely free to reform or deform the original locally everywhere. When I sent T. Tamagawa a copy of the First Edition of the original work two years ago, he immediately pointed out that I had skipped the discussion of the class numbers of real quadratic fields in terms of continued fractions and (in a letter dated 2/15/87) sketched his idea of treating continued fractions without writing explicitly continued fractions, an approach he had first presented in his number theory lectures at Yale some years ago. Although I did not follow his approach exactly, I added to this translation a section (Section 4. 9), which nevertheless fills the gap pointed out by Tamagawa. With this addition, the present book covers at least T. Takagi's Shoto Seisuron Kogi (Lectures on Elementary Number Theory), First Edition (Kyoritsu, 1931), which, in turn, covered at least Dirichlet's Vorlesungen. It is customary to assume basic concepts of algebra (up to, say, Galois theory) in writing a textbook of algebraic number theory. But I feel a little strange if I assume Galois theory and prove Gauss quadratic reciprocity.

Never before in the history of mathematics has there been an individual theorem whose proof has required 10,000 journal pages of closely reasoned argument. Who could read such a proof, let alone communicate it to others? But the classification of all finite simple groups is such a theorem-its complete proof, developed over a 30-year period by about 100 group theorists, is the union of some 500 journal articles covering approximately 10,000 printed pages. How then is one who has lived through it all to convey the richness and variety of this monumental achievement? Yet such an attempt must be made, for without the existence of a coherent exposition of the total proof, there is a very real danger that it will gradually become lost to the living world of mathematics, buried within the dusty pages of forgotten journals. For it is almost impossible for the uninitiated to find the way through the tangled proof without an experienced guide; even the 500 papers themselves require careful selection from among some 2,000 articles on simple group theory, which together include often attractive byways, but which serve only to delay the journey.

Problems in Set Theory, Mathematical Logic and the Theory of Algorithms by I. Lavrov & L. Maksimova is an English translation of the fourth edition of the most popular student problem book in mathematical logic in Russian. It covers major classical topics in proof theory and the semantics of propositional and predicate logic as well as set theory and computation theory. Each chapter begins with 1-2 pages of terminology and definitions that make the book self-contained. Solutions are provided. The book is likely to become an essential part of curricula in logic.

Anyone seeking a gentle introduction to the methods of modern control theory and engineering, written at the level of a first-year graduate course, should consider this book seriously. It contains: A generous historical overview of automatic control, from Ancient Greece to the 1970s, when this discipline matured into an essential field for electrical, mechanical, aerospace, chemical, and biomedical engineers, as well as mathematicians, and more recently, computer scientists; A balanced presentation of the relevant theory: the main state-space methods for description, analysis, and design of linear control systems are derived, without overwhelming theoretical arguments; Over 250 solved and exercise problems for both continuous- and discrete-time systems, often including MATLAB simulations; and Appendixes on MATLAB, advanced matrix theory, and the history of mathematical tools such as differential calculus, transform methods, and linear algebra. Another noteworthy feature is the frequent use of an inverted pendulum on a cart to illustrate the most important concepts of automatic control, such as: Linearization and discretization; Stability, controllability, and observability; State feedback, controller design, and optimal control; and Observer design, reduced order observers, and Kalman filtering. Most of the problems are given with solutions or MATLAB simulations. Whether the book is used as a textbook or as a self-study guide, the knowledge gained from it will be an excellent platform for students and practising engineers to explore further the recent developments and applications of control theory.

Science involves descriptions of the world we live in. It also depends on nature exhibiting what we can best describe as a high aLgorithmic content. The theme running through this collection of papers is that of the interaction between descriptions, in the form of formal theories, and the algorithmic content of what is described, namely of the modeLs of those theories. This appears most explicitly here in a number of valuable, and substantial, contributions to what has until recently been known as 'recursive model theory' - an area in which researchers from the former Soviet Union (in particular Novosibirsk) have been pre-eminent. There are also articles concerned with the computability of aspects of familiar mathematical structures, and - a return to the sort of basic underlying questions considered by Alan Turing in the early days of the subject - an article giving a new perspective on computability in the real world. And, of course, there are also articles concerned with the classical theory of computability, including the first widely available survey of work on quasi-reducibility. The contributors, all internationally recognised experts in their fields, have been associated with the three-year INTAS-RFBR Research Project "Com­ putability and Models" (Project No. 972-139), and most have participated in one or more of the various international workshops (in Novosibirsk, Heidelberg and Almaty) and otherresearch activities of the network.

This is a book of "impressions" of a journey through the theory of com­ plex algebraic curves. It is neither self-contained, balanced, nor particularly tightly organized. As with any notebook made on a journey, what appears is that which strikes the writer's fancy. Some topics appear because of their compelling intrinsic beauty. Others are left out because, for all their impor­ tance, the traveler found them boring or was too dull or lazy to give them their due. Looking back at the end of the journey, one can see that a common theme in fact does emerge, as is so often the case; that theme is the theory of theta functions. In fact very much of the material in the book is prepara­ tion for our study of the final topic, the so-called Schottky problem. More than once, in fact, we tear ourselves away from interesting topics leading elsewhere and return to our main route.

Early one morning in April of 1987, the Chinese mathematician J. -Q. Zhong died unexpectedly of a heart attack in New York. He was then near the end of a one-year visit in the United States. When news of his death reached his Chinese-American friends, it was immediately decided by one and all that something should be done to preserve his memory. The present volume is an outgrowth of this sentiment. His friends in China have also established a Zhong Jia-Qing Memorial Fund, which has since twice awarded the Zhong Jia-Qing prizes for Chinese mathematics graduate students. It is hoped that at least part of the reasons for the esteem and affection in which he was held by all who knew him would come through in the succeeding pages of this volume. The three survey chapters by Li and Treibergs, Lu, and Siu (Chapters 1-3) all center around the areas of mathematics in which Zhong made noteworthy contributions. In addition to putting Zhong's mathematical contributions in perspective, these articles should be useful also to a large segment of the mathematical community; together they give a coherent picture of a sizable portion of contemporary geometry. The survey of Lu differs from the other two in that it gives a firsthand account of the work done in the People's Republic of China in several complex variables in the last four decades.

In February 1981, the classification of the finite simple groups (Dl)* was completed,t. * representing one of the most remarkable achievements in the history or mathematics. Involving the combined efforts of several hundred mathematicians from around the world over a period of 30 years, the full proof covered something between 5,000 and 10,000 journal pages, spread over 300 to 500 individual papers. The single result that, more than any other, opened up the field and foreshadowed the vastness of the full classification proof was the celebrated theorem of Walter Feit and John Thompson in 1962, which stated that every finite group of odd order (D2) is solvable (D3)-a statement expressi­ ble in a single line, yet its proof required a full 255-page issue of the Pacific 10urnal of Mathematics [93]. Soon thereafter, in 1965, came the first new sporadic simple group in over 100 years, the Zvonimir Janko group 1 , to further stimulate the 1 'To make the book as self-contained as possible. we are including definitions of various terms as they occur in the text. However. in order not to disrupt the continuity of the discussion. we have placed them at the end of the Introduction. We denote these definitions by (DI). (D2), (D3). etc.

I have tried in this book to describe those aspects of pseudodifferential and Fourier integral operator theory whose usefulness seems proven and which, from the viewpoint of organization and "presentability," appear to have stabilized. Since, in my opinion, the main justification for studying these operators is pragmatic, much attention has been paid to explaining their handling and to giving examples of their use. Thus the theoretical chapters usually begin with a section in which the construction of special solutions of linear partial differential equations is carried out, constructions from which the subsequent theory has emerged and which continue to motivate it: parametrices of elliptic equations in Chapter I (introducing pseudodifferen­ tial operators of type 1, 0, which here are called standard), of hypoelliptic equations in Chapter IV (devoted to pseudodifferential operators of type p, 8), fundamental solutions of strongly hyperbolic Cauchy problems in Chap­ ter VI (which introduces, from a "naive" standpoint, Fourier integral operators), and of certain nonhyperbolic forward Cauchy problems in Chapter X (Fourier integral operators with complex phase). Several chapters-II, III, IX, XI, and XII-are devoted entirely to applications. Chapter II provides all the facts about pseudodifferential operators needed in the proof of the Atiyah-Singer index theorem, then goes on to present part of the results of A. Calderon on uniqueness in the Cauchy problem, and ends with a new proof (due to J. J. Kohn) of the celebrated sum-of-squares theorem of L. Hormander, a proof that beautifully demon­ strates the advantages of using pseudodifferential operators.

Intuitionistic logic is presented here as part of familiar classical logic which allows mechanical extraction of programs from proofs.

Elliptic cohomology is an extremely beautiful theory with both geometric and arithmetic aspects. The former is explained by the fact that the theory is a quotient of oriented cobordism localised away from 2, the latter by the fact that the coefficients coincide with a ring of modular forms. The aim of the book is to construct this cohomology theory, and evaluate it on classifying spaces BG of finite groups G. This class of spaces is important, since (using ideas borrowed from `Monstrous Moonshine') it is possible to give a bundle-theoretic definition of EU-(BG). Concluding chapters also discuss variants, generalisations and potential applications.

When we studied complex variables in the late 1960s, modem geometry on the complex fie1d and complex function theory were identified in teaching and research as several complex variables. A beginner in the field at that time would have the experience of jumping from the sheaf-theoretical methods employed in the theory of analytic spaces to the P.D.E. methods of the a- problem, with the c1ear understanding that the phenomena lying behind such different methods and problems were the same. A few years later, new important discoveries made c1ear that complex differential geometry was also in the same company. Looking at the historical development of the subject in the first half of the twentieth century shows this was not astonishing. The origin of the theory of functions of several complex variables was tardier than the familiar of analytic functions of one complex variable. The first comprehensive theory textbook by Behnke and Thullen, in the 1930s, expounded the foundations ofthe general theory as set up by Weierstrass, Cousin, Hartogs, and Poincare and c1early put in evidence that the difficulties were all but solved.In aseries of papers from 1936 to 1953, Oka introduced a brilliant collection of new ideas and systematically eliminated aU difficulties. Oka's work had in itse1f a fruitful seed and contained the premises for the opening of wider horizons.

This book reproduces, with minor changes, the notes prepared for a course given at Brigham Young University during the academic year 1984-1985. It is intended to be an introduction to the theory of numbers. The audience consisted largely of undergraduate students with no more background than high school mathematics. The presentation was thus kept as elementary and self-contained as possible. However, because the discussion was, generally, carried far enough to introduce the audience to some areas of current research, the book should also be useful to graduate students. The only prerequisite to reading the book is an interest in and aptitude for mathe­ matics. Though the topics may seem unrelated, the study of diophantine equations has been our main goal. I am indebted to several mathematicians whose published as well as unpublished work has been freely used throughout this book. In particular, the Phillips Lectures at Haverford College given by Professor John T. Tate have been an important source of material for the book. Some parts of Chapter 5 on algebraic curves are, for example, based on these lectures.