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5. Lie's concept of a continuous group of transformations without the assumption of the differentiability of the functions defining the group

It is well known that Lie, with the aid of the concept of continuous groups of transformations, has set up a system of geometrical axioms and, from the standpoint of his theory of groups, has proved that this system of axioms suffices for geometry. But since Lie assumes, in the very foundation of his theory, that the functions defining his group can be differentiated, it remains undecided in Lie's development, whether the assumption of the differentiability in connection with the question as to the axioms of geometry is actually unavoidable, or whether it may not appear rather as a consequence of the group concept and the other geometrical axioms. This consideration, as well as certain other problems in connection with the arithmetical axioms, brings before us the more general question: How far Lie's concept of continuous groups of transformations is approachable in our investigations without the assumption of the differentiability of the functions.

Lie defines a finite continuous group of transformations as a system of transformations

xi' = fi(x1, ... , xn; a1, ... , ar) (i = 1, ..., n)

having the property that any two arbitrarily chosen transformations of the system, as

xi' = fi(x1, ... , xn; a1, ... , ar)
xi" = fi(x1', ... , xn'; b1, ... , br)

applied successively result in a transformation which also belongs to the system, and which is therefore expressible in the form

xi" = fi{f1(x, a), ... , fn(x, a); b1, ... , br} = fi(x1, ... , xn; c1, ... , cr)

where c1, ... , cr are certain functions of a1, ... , ar and b1, ... , br. The group property thus finds its full expression in a system of functional equations and of itself imposes no additional restrictions upon the functions f1, ... , fn; c1, ... , cr. Yet Lie's further treatment of these functional equations, viz., the derivation of the well-known fundamental differential equations, assumes necessarily the continuity and differentiability of the functions defining the group.

As regards continuity: this postulate will certainly be retained for the present--if only with a view to the geometrical and arithmetical applications, in which the continuity of the functions in question appears as a consequence of the axiom of continuity. On the other hand the differentiability of the functions defining the group contains a postulate which, in the geometrical axioms, can be expressed only in a rather forced and complicated manner. Hence there arises the question whether, through the introduction of suitable new variables and parameters, the group can always be transformed into one whose defining functions are differentiable; or whether, at least with the help of certain simple assumptions, a transformation is possible into groups admitting Lie's methods. A reduction to analytic groups is, according to a theorem announced by Lie10 but first proved by Schur,11 always possible when the group is transitive and the existence of the first and certain second derivatives of the functions defining the group is assumed.

For infinite groups the investigation of the corresponding question is, I believe, also of interest. Moreover we are thus led to the wide and interesting field of functional equations which have been heretofore investigated usually only under the assumption of the differentiability of the functions involved. In particular the functional equations treated by Abel12 with so much ingenuity, the difference equations, and other equations occurring in the literature of mathematics, do not directly involve anything which necessitates the requirement of the differentiability of the accompanying functions. In the search for certain existence proofs in the calculus of variations I came directly upon the problem: To prove the differentiability of the function under consideration from the existence of a difference equation. In all these cases, then, the problem arises: In how far are the assertions which we can make in the case of differentiable functions true under proper modifications without this assumption?

It may be further remarked that H. Minkowski in his above-mentioned Geometrie der Zahlen starts with the functional equation

f(x1 + y1, ... , xn + yn) < or =f(x1, ... , xn) + f(y1, ... , yn)

and from this actually succeeds in proving the existence of certain differential quotients for the function in question.

On the other hand I wish to emphasize the fact that there certainly exist analytical functional equations whose sole solutions are non-differentiable functions. For example a uniform continuous non-differentiable function phi(x) can be constructed which represents the only solution of the two functional equations

phi(x + alpha) - phi(x) = f(x),
phi(x + beta) - phi(x) = 0

where alphaand betaare two real numbers, and f(x) denotes, for all the real values of x, a regular analytic uniform function. Such functions are obtained in the simplest manner by means of trigonometrical series by a process similar to that used by Borel (according to a recent announcement of Picard)13 for the construction of a doubly periodic, non-analytic solution of a certain analytic partial differential equation.

6. Mathematical treatment of the axioms of physics

The investigations on the foundations of geometry suggest the problem: To treat in the same manner, by means of axioms, those physical sciences in which mathematics plays an important part; in the first rank are the theory of probabilities and mechanics.

As to the axioms of the theory of probabilities,14 it seems to me desirable that their logical investigation should be accompanied by a rigorous and satisfactory development of the method of mean values in mathematical physics, and in particular in the kinetic theory of gases.

Important investigations by physicists on the foundations of mechanics are at hand; I refer to the writings of Mach,15 Hertz,16 Boltzmann17 and Volkmann. 18 It is therefore very desirable that the discussion of the foundations of mechanics be taken up by mathematicians also. Thus Boltzmann's work on the principles of mechanics suggests the problem of developing mathematically the limiting processes, there merely indicated, which lead from the atomistic view to the laws of motion of continua. Conversely one might try to derive the laws of the motion of rigid bodies by a limiting process from a system of axioms depending upon the idea of continuously varying conditions of a material filling all space continuously, these conditions being defined by parameters. For the question as to the equivalence of different systems of axioms is always of great theoretical interest.

If geometry is to serve as a model for the treatment of physical axioms, we shall try first by a small number of axioms to include as large a class as possible of physical phenomena, and then by adjoining new axioms to arrive gradually at the more special theories. At the same time Lie's a principle of subdivision can perhaps be derived from profound theory of infinite transformation groups. The mathematician will have also to take account not only of those theories coming near to reality, but also, as in geometry, of all logically possible theories. He must be always alert to obtain a complete survey of all conclusions derivable from the system of axioms assumed.

Further, the mathematician has the duty to test exactly in each instance whether the new axioms are compatible with the previous ones. The physicist, as his theories develop, often finds himself forced by the results of his experiments to make new hypotheses, while he depends, with respect to the compatibility of the new hypotheses with the old axioms, solely upon these experiments or upon a certain physical intuition, a practice which in the rigorously logical building up of a theory is not admissible. The desired proof of the compatibility of all assumptions seems to me also of importance, because the effort to obtain such proof always forces us most effectually to an exact formulation of the axioms.


 

So far we have considered only questions concerning the foundations of the mathematical sciences. Indeed, the study of the foundations of a science is always particularly attractive, and the testing of these foundations will always be among the foremost problems of the investigator. Weierstrass once said, "The final object always to be kept in mind is to arrive at a correct understanding of the foundations of the science. ... But to make any progress in the sciences the study of particular problems is, of course, indispensable." In fact, a thorough understanding of its special theories is necessary to the successful treatment of the foundations of the science. Only that architect is in the position to lay a sure foundation for a structure who knows its purpose thoroughly and in detail. So we turn now to the special problems of the separate branches of mathematics and consider first arithmetic and algebra.

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