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Wednesday, September 7, 2016

(Topics in Complex Analysis VI) Value of Zeta Function at Even Positive Integers

We come to an interesting applications of residue theorem. In this note, we will evaluate $\zeta(2k)$, where $k$ is a positive integer. Amazingly, we know very little about $\zeta(2k+1)$.

We want to evaluate the infinite sum $\sum_{n=-\infty}^\infty f(n)$, where $f(n)$ is a "good" function, and it has finite poles in the complex plane.  The main idea here is that we combine it with a function $\varphi(z)$, such that poles of $\varphi(x)$ is the whole $\mathbb{Z}$, and they are simple poles. Let $C_N$ be the boundary of the rectangle centered at 0, with midpoints of four edges are $N + \frac{1}{2}, -N - \frac{1}{2}, i(N+\frac{1}{2}), -i(N+\frac{1}{2})$, respectively, where $N$ is a positive integer, s.t, all of poles of $f$ lies inside $C_N$. We then have

$$\int_{C_N}f(z)\varphi(z)dz = \sum_{\substack{n=-N \\ n\neq z_k}}^N Res(f(z)\varphi(z),n) + \sum_{i=1}^n Res(f(z)\varphi(z),z_i)$$

where $z_i$ are poles of $f$. IF the residue of $\varphi(z)$ at each integer point is 1, then

$$\sum_{\substack{n=-N \\ n\neq z_k}}^N Res(f(z)\varphi(z),n) = \sum_{\substack{n=-N \\ n\neq z_k}}^N f(n)$$

we have

$$\int_{C_N}f(z)\varphi(z)dz = \sum_{\substack{n=-N \\ n\neq z_k}}^N f(n) + \sum_{i=1}^n Res(f(z)\varphi(z),z_i)$$

IF $\lim_{N\rightarrow \infty} \int_{C_N}f(z)\varphi(z)dz = 0$, then have

$$\sum_{\substack{n=-\infty \\ n\neq z_k}}^\infty f(n) = -Res(f(z)\varphi(z),z_i)$$

And it is the time for us to compute the residue by familiar limit formula, or the coefficient $c_{-1}$ of the Laurent expansion at pole $z_i$. Now, the problem is what is $\varphi(z)$, and what kind of $f(z)$ is enough good? To choose the simplest $\varphi$ with simple pole at the whole $\mathbb{Z}$, with residue 1, we can think of the function $\varphi(z) = \pi cotg (\pi z)$. It can be checked easily that our assumptions hold. For sufficiently goof $f$, it should decrease fast. In particular, we require $|f(z)|\le \frac{A}{z^2}$, so that $\lim_{z\rightarrow \infty} zf(z) = 0$. We can now prove

Theorem 1. For $f,\varphi$ is described above, the integrand $\lim_{N\rightarrow \infty}\int_{C_N}f(z)\varphi(z)dz = 0$.

Proof. By our familiar inequality $\int_\gamma f \le \max_{z\in\gamma}|f(z)| length(\gamma)$, we have

$$\int_{C_N}f(z)\varphi(z)dz \le \pi (8z + 4) \max_{z\in C_N} |f(z)| |cotg(\pi z)| $$

And it suffices to show that $|cotg(\pi z)|$ is bounded when $z$ runs on the boundary of $C_N$. We have

$$|cotg(\pi z)| = |\frac{cos \pi z}{\sin \pi z}|= |\frac{e^{\pi i z} + e^{-\pi i z}}{e^{\pi i z} - e^{-\pi i z}}| = |\frac{e^{2\pi i z}+1}{e^{2\pi i z} - 1}|$$

When $z$ runs on the edge with $Re(z) = N + \frac{1}{2}$, and $Im(z) = y$, then

$$|\frac{e^{2\pi i z}+1}{e^{2\pi i z} - 1}| = |\frac{1-e^{-2\pi y}}{1 + e^{-2\pi y}}|<1$$

It is very similar when $z$ runs on the edge with $Re(z) = -N - \frac{1}{2}$, and $Im(z) = y$. To prove the same thing for the edge $Re(z) = x$, and $Im(z) = N + \frac{1}{2}$, we use the reverse triangle inequality $|z_1 - z_2| \le ||z_1|-|z_2||$ for the denominator. We have

$$|\frac{e^{2\pi i z}+1}{e^{2\pi i z} - 1}| = \frac{|e^{2\pi i x - \pi(2N+1)}+1|}{|e^{2\pi i x - \pi(2N+1)}-1|}\le \frac{1+e^{-\pi(2N+1)}}{1 - e^{-\pi(2N+1)}} < 2$$

And similarly, we obtain the same bound for the remaining edge. To conclude

$$\int_{C_N}f(z)\varphi(z)dz \le \pi (8z + 4) \max_{z\in C_N} |f(z)| |cotg(\pi z)| < 2\pi(8z+4)f(z)$$

Because $\lim_{z\rightarrow \infty}zf(z) = 0$, we have $\lim_{N\rightarrow\infty}\int_{C_N}f(z)\varphi(z)dz = 0$ (Q.E.D)

It is our time to compute the following sum

$$\sum_{n\ge 1}\frac{1}{n^2}$$

In this case $f(z) = \frac{1}{z^2}$, satisfy our condition for $f$, and note that

$$\sum_{n\ge 1}\frac{1}{n^2} = \frac{1}{2}\sum_{\substack {n = -\infty \\ n\neq0}}^{\infty}\frac{1}{n^2} = \frac{1}{2}S$$

And $f(n)$ has the only pole at $z = 0$. Hence

$$S = -Res(f(z)\pi cotg(\pi z),0) = -Res(\pi \frac{cotg(\pi z)}{z^2},0)$$

Let us represent $cotg (\pi z)$ into Laurent series at 0 to compute the residue, by multiplication of two Laurent series $\cos z$ and $\frac{1}{\sin z}$. We first compute the Laurent expansion of $\frac{1}{\sin \pi z}$ at 0, with note that $\frac{1}{\sin z}$ has the simple pole at $0$, and hence, it has the form

$$\frac{1}{\sin z} = c_{-1}z^-1 + c_0 + c_1z +...$$

To compute $c_i$, we have

$$\sin z \frac{1}{\sin z} = 1 = (z - \frac{z^3}{3!} + \frac{z^5}{5!} - \frac{z^7}{7!} + ...)(c_{-1}z^-1 + c_0 + c_1z +...)$$

The coefficients for $z^{-1}$ is $0$. The coefficient for $z^0$ is 1 and it is equal $c_{-1}$. Hence, $c^{-1} = 1$. Similarly, the coefficient for $z^1$ is $0$ and equal $c_0$. By this way, we obtain the Laurentz series at 0, which is $\frac{1}{z} + \frac{1}{6}z + \frac{7}{360}z^3 + ... $.

Furthermore, the Laurentz series of $\cos z$ at 0 is $1 - \frac{z^2}{2} + \frac{z^4}{4!} - ...$. Hence, the product of our two series is

$$cotg(z) = (\frac{1}{z} + \frac{1}{6}z + \frac{7}{360}z^3 + ... )(1 - \frac{z^2}{2} + \frac{z^4}{4!} - ...) = \frac{1}{z} - \frac{z}{3} + ...$$

Hence,

$$\pi\frac{cotg(\pi z)}{z^2} = \frac{1}{\pi^3z^3} - \frac{\pi^2}{3z} + ...$$

And the residue $Res(f(z)\pi cotg(\pi z), 0) = -\frac{\pi^2}{3}$. And hence, $\sum_{n\ge 1}\frac{1}{n^2} = \frac{\pi^2}{6}$.

What can we see via the evaluation of $\zeta(2)$? Actually, we can evaluate $\zeta(4)$ by the same way, just replace the function $f$. Besides, what we need to care is the coefficient of Laurent series of $cotg(z)$ up to $z^3$. And it is an exercise for you to prove that $\zeta(4) = \frac{\pi^4}{90}$.

It is worth noting that this method cannot be extended to evaluate zeta function at non-negative odd integers, because we cannot similarly evaluate the sums of the form

$$\sum_{\substack{n=-\infty\\n\neq 0}}^\infty f(n)$$

anymore.

1 comment:

  1. The post represents the gift for Tran Ngo because of her birthday. Another big gift for her is to evaluate the $\zeta(4)$ as an exercise :)). BEST WISHES!

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