Abstract
The aim of this paper is to provide a comprehensive exposition of the early contributions to the so-called Campbell, Baker, Hausdorff, Dynkin Theorem during the years 1890–1950. Related works by Schur, Poincaré, Pascal, Campbell, Baker, Hausdorff, and Dynkin will be investigated and compared. For a full recovery of the original sources, many mathematical details will also be furnished. In particular, we rediscover and comment on a series of five notable papers by Pascal (Lomb Ist Rend, 1901–1902), which nowadays are almost forgotten.
Similar content being viewed by others
References
Abbaspour H., Moskowitz M. (2007) Basic Lie theory. World Scientific, Hackensack, NJ
Alexandrov, P.S., et al. 1979. Die Hilbertschen Probleme. Ostwalds Klassiker der exakten Wissenschaften. Leipzig: Akademische Verlagsgesellschaft Geest & Portig K.-G.
Baker H.F. (1901) On the exponential theorem for a simply transitive continuous group, and the calculation of the finite equations from the constants of structure. Proceedings of the London Mathematical Society 34: 91–127
Baker H.F. (1902) Further applications of matrix notation to integration problems. Proceedings of the London Mathematical Society 34: 347–360
Baker H.F. (1903) On the calculation of the finite equations of a continuous group. Proceedings of the London Mathematical Society 35: 332–333
Baker H.F. (1905) Alternants and continuous groups. Proceedings of the London Mathematical Society (2) 3: 24–47
Białynicki-Birula I., Mielnik B., Plebański J. (1969) Explicit solution of the continuous Baker–Campbell–Hausdorff problem and a new expression for the phase operator. Annals of Physics 51: 187–200
Biermann K.-R. (1988) Die Mathematik und ihre Dozenten an der Berliner Universität 1810–1933. Stationen auf dem Wege eines mathematischen Zentrums von Weltgeltung, 2nd improved edn. Akademie-Verlag, Berlin
Birkhoff G. (1936) Continuous groups and linear spaces. Recueil Mathématique [Matematicheskii Sbornik] N.S. 1(43) 5: 635–642
Birkhoff G. (1938) Analytic groups. Transactions of the American Mathematical Society 43: 61–101
Blanes S., Casas F. (2004) On the convergence and optimization of the Baker-Campbell-Hausdorff formula. Linear Algebra and its Applications 378: 135–158
Blanes S., Casas F., Oteo J.A., Ros J. (1998) Magnus and Fer expansions for matrix differential equations: The convergence problem. Journal of Physics A: Mathematical and General 31: 259–268
Blanes S., Casas F., Oteo J.A., Ros J. (2009) The Magnus expansion and some of its applications. Physics Reports 470: 151–238
Bonfiglioli, A., and R. Fulci. 2012. Topics in noncommutative algebra. The theorem of Campbell, Baker, Hausdorff and Dynkin. Lecture Notes in Mathematics 2034. Berlin: Springer-Verlag.
Borel, A. 2001. Essays in the history of Lie groups and algebraic groups. History of Mathematics 21. Providence/Cambridge: American Mathematical Society/London Mathematical Society.
Bose A. (1989) Dynkin’s method of computing the terms of the Baker–Campbell–Hausdorff series. Journal of Mathematical Physics 30: 2035–2037
Boseck, H., Czichowski, G., and K.-P. Rudolph. (1981) Analysis on topological groups—general Lie theory. Teubner-Texte zur Mathematik 37. Leipzig: BSB B. G. Teubner Verlagsgesellschaft.
Bourbaki, N. 1972. Éléments de Mathématique. Fasc. XXXVII: Groupes et algèbres de Lie. Chap. II: Algèbres de Lie libres. Chap. III: Groupes de Lie. Actualités scientifiques et industrielles, 1349. Paris: Hermann.
Campbell J.E. (1897a) On a law of combination of operators bearing on the theory of continuous transformation groups. Proceedings of the London Mathematical Society 28: 381–390
Campbell J.E. (1897b) Note on the theory of continuous groups. Bulletin of the American Mathematical Society 4: 407–408
Campbell J.E. (1898) On a law of combination of operators (second paper). Proceedings of the London Mathematical Society 29: 14–32
Campbell J.E. (1903) Introductory treatise on Lie’s theory of finite continuous transformation groups. Clarendon Press, Oxford
Cartier P. (1956) Demonstration algébrique de la formule de Hausdorff. Bulletin de la Société Mathématique de France 84: 241–249
Casas F. (2007) Sufficient conditions for the convergence of the Magnus expansion. Journal of Physics A: Mathematical and Theoretical 40: 15001–15017
Casas F., Murua A. (2009) An efficient algorithm for computing the Baker–Campbell–Hausdorff series and some of its applications. Journal of Mathematical Physics 50: 033513–103351323
Cohen A. (1931) An introduction to the Lie theory of one-parameter groups. G.E. Stechert & Co., New York
Czyż J. (1989) On Lie supergroups and superbundles defined via the Baker–Campbell–Hausdorff formula. Journal of Geometry and Physics 6: 595–626
Czyż J. (1994) Paradoxes of measures and dimensions originating in Felix Hausdorff’s ideas. World Scientific Publishing Co. Inc., Singapore
Day J., So W., Thompson R.C. (1991) Some properties of the Campbell–Baker–Hausdorff series. Linear and Multilinear Algebra 29: 207–224
Dieudonné, J.A. 1974. Treatise on analysis, Vol. IV. Pure and Applied Mathematics 10-IV. New York: Academic Press.
Dieudonné, J.A. 1982. A panorama of pure mathematics. As seen by N. Bourbaki. Pure and Applied Mathematics 97. New York: Academic Press.
Djoković D.Ž. (1975) An elementary proof of the Baker–Campbell–Hausdorff–Dynkin formula. Mathematische Zeitschrift 143: 209–211
Dragt A.J., Finn J.M. (1976) Lie series and invariant functions for analytic symplectic maps. Journal of Mathematical Physics 17: 2215–2217
Duistermaat J.J., Kolk J.A.C. (2000) Lie groups. Springer, Universitext. Berlin
Dynkin E.B. (1947) Calculation of the coefficients in the Campbell–Hausdorff formula (Russian). Doklady Akademii Nauk SSSR (N. S.) 57: 323–326
Dynkin E.B. (1949) On the representation by means of commutators of the series log (e x e y) for noncommutative x and y (Russian). Matematicheskii Sbornik (N.S.) 25(67(1)): 155–162
Dynkin E.B. (1950) Normed Lie algebras and analytic groups. Uspekhi Matematicheskikh Nauk 5:1(35): 135–186.
Dynkin, E.B. 2000. Selected papers of E. B. Dynkin with commentary. Eds. A.A. Yushkevich, G.M. Seitz, and A.L. Onishchik. Providence: American Mathematical Society.
Eichler M. (1968) A new proof of the Baker–Campbell–Hausdorff formula. Journal of the Mathematical Society of Japan 20: 23–25
Eisenhart, L.P. 1933. Continuous groups of transformations. Princeton: University Press. (Reprinted 1961, New York: Dover Publications.)
Eriksen E. (1968) Properties of higher-order commutator products and the Baker–Hausdorff formula. Journal of Mathematical Physics 9: 790–796
Folland G.B. (1975) Subelliptic estimates and function spaces on nilpotent Lie groups. Arkiv for Matematik 13: 161–207
Folland, G.B., and E.M. Stein. 1982. Hardy spaces on homogeneous groups. Mathematical Notes 28. Princeton/Tokyo: Princeton University Press/University of Tokyo Press.
Friedrichs K.O. (1953) Mathematical aspects of the quantum theory of fields. V. Fields modified by linear homogeneous forces. Communications on Pure and Applied Mathematics 6: 1–72
Gilmore R. (1974) Baker–Campbell–Hausdorff formulas. Journal of Mathematical Physics 15: 2090–2092
Glöckner H. (2002a) Algebras whose groups of units are Lie groups. Studia Mathematica 153: 147–177
Glöckner, H. 2002b. Infinite-dimensional Lie groups without completeness restrictions. In Geometry and analysis on finite and infinite-dimensional Lie Groups, vol. 55, ed. A. Strasburger, W. Wojtynski, J. Hilgert, and K.-H. Neeb, 43–59. Warsaw: Banach Center Publications.
Glöckner H. (2002c) Lie group structures on quotient groups and universal complexifications for infinite-dimensional Lie groups. Journal of Functional Analysis 194: 347–409
Glöckner H., Neeb K.-H. (2003) Banach–Lie quotients, enlargibility, and universal complexifications. Journal für die reine und angewandte Mathematik (Crelle’s Journal) 560: 1–28
Godement, R. 1982. Introduction à la théorie des groupes de Lie. Tome 2. Publications Mathématiques de l’Université Paris VII. Paris: Université de Paris VII, U.E.R. de Mathématiques.
Gorbatsevich, V.V., A.L. Onishchik, and E.B. Vinberg. 1997. Foundations of Lie theory and Lie transformation groups. New York: Springer.
Gordina M. (2005) Hilbert–Schmidt groups as infinite-dimensional Lie groups and their Riemannian geometry. Journal of Functional Analysis 227: 245–272
Hairer E., Lubich Ch., Wanner G. (2006) Geometric numerical integration. Structure-preserving algorithms for ordinary differential equations. Springer, New York
Hall, B.C. 2003. Lie groups, Lie algebras, and representations: an elementary introduction. Graduate texts in mathematics. New York: Springer.
Hausdorff F. (1906) Die symbolische Exponentialformel in der Gruppentheorie. Berichte der Königlich-Sächsischen Gesellschaft der Wissenschaften zu Leipzig (Leipziger Berichte), Math. Phys. Cl. 58: 19–48
Hausdorff, F. 2001. Gesammelte Werke. Band IV: Analysis, Algebra und Zahlentheorie. Herausgegeben von S.D. Chatterji, R. Remmert und W. Scharlau. (Collected works. Vol. IV: Analysis, algebra, number theory.). Eds. S.D. Chatterji, R. Remmert, and W. Scharlau. Berlin: Springer.
Hausner, M., and J.T. Schwartz. 1968. Lie Groups. Lie algebras. Notes on mathematics and its applications. New York: Gordon and Breach.
Hawkins, Th. 1989. Line geometry, differential equations and the birth of Lie’s theory of groups. In The history of modern mathematics, vol. I, pp. 275–327. Boston: Academic Press.
Hawkins Th. (1991) Jacobi and the birth of Lie’s theory of groups. Archive for History of Exact Sciences 42: 187–278
Hawkins, Th. 2000. Emergence of the Theory of Lie groups. An essay in the history of mathematics 1869–1926. Sources and studies in the history of mathematics and physical sciences. New York: Springer.
Hilgert J., Hofmann K.H. (1986) On Sophus Lie’s fundamental theorem. Journal of Functional Analysis 67: 239–319
Hilgert J., Neeb K.-H. (1991) Lie-Gruppen und Lie-Algebren. Vieweg, Braunschweig
Hochschild G.P. (1965) The structure of Lie groups. San Holden-Day Inc., Francisco
Hofmann, K.H. 1972. Die Formel von Campbell, Hausdorff und Dynkin und die Definition Liescher Gruppen. In Theory of sets and topology, ed. W. Rinow, 251–264. Berlin: VEB Deutscher Verlag der Wissenschaften.
Hofmann, K.H. 1975. Théorie directe des groupes de Lie. I, II, III, IV. Séminaire Dubreil, Algèbre, tome 27, n. 1 (1973/1974), Exp. 1 (1–24), Exp. 2 (1–16), Exp. 3 (1–39), Exp. 4 (1–15).
Hofmann K.H., Morris S.A. (2005) Sophus Lie’s third fundamental theorem and the adjoint functor theorem. Journal of Group Theory 8: 115–133
Hofmann, K.H., and S.A. Morris. 2006. The structure of compact groups. A primer for the student—A handbook for the expert, 2nd revised edn., de Gruyter Studies in Mathematics 25. Berlin: Walter de Gruyter.
Hofmann, K.H., and S.A. Morris. 2007. The Lie theory of connected pro-Lie goups. A structure theory for pro-Lie algebras, pro-Lie groups, and connected locally compact groups. EMS tracts in mathematics 2. Zürich: European Mathematical Society.
Hofmann K.H., Neeb K.-H. (2009) Pro-Lie groups which are infinite-dimensional Lie groups. Mathematical Proceedings of the Cambridge Philosophical Society 146: 351–378
Hörmander L. (1967) Hypoelliptic second order differential equations. Acta Mathematica 119: 147–171
Ince, E.L. 1927. Ordinary differential equations. London: Longmans, Green & Co. (Reprinted 1956, New York: Dover Publications Inc.)
Iserles A., Munthe-Kaas H.Z., Nørsett S.P., Zanna A. (2000) Lie-group methods. Acta Numerica 9: 215–365
Iserles A., Nørsett S.P. (1999) On the solution of linear differential equations in Lie groups. Philosophical Transactions of the Royal Society A 357: 983–1019
Jacobson, N. 1962. Lie algebras. Interscience tracts in pure and applied mathematics 10. New York: Interscience Publishers/Wiley.
Klarsfeld S., Oteo J.A. (1989a) Recursive generation of higher-order terms in the Magnus expansion. Physical Review A 39: 3270–3273
Klarsfeld S., Oteo J.A. (1989b) The Baker–Campbell–Hausdorff formula and the convergence of Magnus expansion. Journal of Physics A: Mathematical and General 22: 4565–4572
Kobayashi H., Hatano N., Suzuki M. (1998) Goldberg’s theorem and the Baker–Campbell–Hausdorff formula. Physica A 250: 535–548
Kolsrud M. (1993) Maximal reductions in the Baker–Hausdorff formula. Journal of Mathematical Physics 34: 270–286
Kumar K. (1965) On expanding the exponential. Journal of Mathematical Physics 6: 1928–1934
Magnus W. (1950) A connection between the Baker-Hausdorff formula and a problem of Burnside. Annals of Mathematics 52: 111–126
Magnus W., Karrass A., Solitar D. (1966) Combinatorial group theory. Interscience, New York
McLachlan R.I., Quispel R. (2002) Splitting methods. Acta Numerica 11: 341–434
Michel J. (1976) Calculs dans les algèbres de Lie libre: la série de Hausdorff et le problème de Burnside. Astérisque 38: 139–148
Mielnik B., Plebański J. (1970) Combinatorial approach to Baker–Campbell–Hausdorff exponents. Annales de l’Institut Henri Poincaré 12: 215–254
Moan, P.C. 1998. Efficient approximation of Sturm-Liouville problems using Lie-group methods. Technical Report 1998/NA11, Department of Applied Mathematics and Theoretical Physics, University of Cambridge, England.
Moan P.C., Niesen J. (2008) Convergence of the Magnus series. Foundations of Computational Mathematics 8: 291–301
Moan P.C., Oteo J.A. (2001) Convergence of the exponential Lie series. Journal of Mathematical Physics 42: 501–508
Montgomery D., Zippin L. (1955) Topological transformation groups. Interscience Publishers, New York
Murray F.J. (1962) Perturbation theory and Lie algebras. Journal of Mathematical Physics 3: 451–468
Nagel A., Stein E.M., Wainger S. (1985) Balls and metrics defined by vector fields I, basic properties. Acta Mathematica 155: 103–147
Neeb K.-H. (2006) Towards a Lie theory of locally convex groups. Japanese Journal of Mathematics (3) 1: 291–468
Newman M., So W., Thompson R.C. (1989) Convergence domains for the Campbell–Baker–Hausdorff formula. Linear Multilinear Algebra 24: 301–310
Omori, H. 1997. Infinite-dimensional Lie groups. Translations of Mathematical Monographs 158. Providence: American Mathematical Society.
Oteo J.A. (1991) The Baker-Campbell-Hausdorff formula and nested commutator identities. Journal of Mathematical Physics 32: 419–424
Pascal E. (1901a) Sopra alcune indentità fra i simboli operativi rappresentanti trasformazioni infinitesime. Rendiconti/Istituto Lombardo di Scienze e Lettere, Milano (2) 34: 1062–1079
Pascal E. (1901b) Sulla formola del prodotto di due trasformazioni finite e sulla dimostrazione del cosidetto secondo teorema fondamentale di Lie nella teoria dei gruppi. Rendiconti/Istituto Lombardo di Scienze e Lettere, Milano (2) 34: 1118–1130
Pascal E. (1902a) Sopra i numeri bernoulliani. Rendiconti/Istituto Lombardo di Scienze e Lettere, Milano (2) 35: 377–389
Pascal E. (1902b) Del terzo teorema di Lie sull’esistenza dei gruppi di data struttura. Rendiconti/Istituto Lombardo di Scienze e Lettere, Milano (2) 35: 419–431
Pascal E. (1902c) Altre ricerche sulla formola del prodotto di due trasformazioni finite e sul gruppo parametrico di un dato. Rendiconti / Istituto Lombardo di Scienze e Lettere, Milano (2) 35: 555–567
Pascal, E. 1903. I Gruppi Continui di Trasformazioni (Parte generale della teoria). Manuali Hoepli, Nr. 327 bis 328; Milano: Hoepli.
Poincaré H. (1899) Sur les groupes continus. Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 128: 1065–1069
Poincaré H. (1900) Sur les groupes continus. Transactions of the Cambridge Philosophical Society 18: 220–255
Poincaré H. (1901) Quelques remarques sur les groupes continus. Rendiconti del Circolo Matematico di Palermo 15: 321–368
Reinsch M.W. (2000) A simple expression for the terms in the Baker–Campbell–Hausdorff series. Journal of Mathematical Physics 41: 2434–2442
Reutenauer, C. 1993. Free Lie algebras. London Mathematical Society Monographs (New Series) 7. Oxford: Clarendon Press.
Richtmyer R.D., Greenspan S. (1965) Expansion of the Campbell–Baker–Hausdorff formula by computer. Communications on Pure and Applied Mathematics 18: 107–108
Robart Th. (1997) Sur l’intégrabilité des sous-algèbres de Lie en dimension infinie. Canadian Journal of Mathematics 49: 820–839
Robart Th. (2004) On Milnor’s regularity and the path-functor for the class of infinite dimensional Lie algebras of CBH type. Algebras, Groups and Geometries 21: 367–386
Rossmann, W. 2002. Lie Groups. An Introduction Through Linear Groups. Oxford graduate texts in mathematics 5. Oxford: Oxford University Press.
Rothschild L.P., Stein E.M. (1976) Hypoelliptic differential operators and nilpotent groups. Acta Mathematica 137: 247–320
Sagle, A.A., R.E. Walde. 1973. Introduction to Lie groups and Lie algebras. Pure and applied mathematics 51. New York: Academic Press.
Schmid W. (1982) Poincaré and Lie groups. Bulletin of the American Mathematical Society (New Series) 6: 175–186
Schmid, R. 2010. Infinite-dimensional Lie groups and algebras in Mathematical Physics. Advances in Mathematical Physics: Article ID 280362. doi:10.1155/2010/280362.
Schur F. (1890a) Neue Begründung der Theorie der endlichen Transformationsgruppen. Mathematische Annalen 35: 161–197
Schur F. (1890b) Beweis für die Darstellbarkeit der infinitesimalen Transformationen aller transitiven endlichen Gruppen durch Quotienten beständig convergenter Potenzreihen. Berichte der Königlich-Sächsischen Gesellschaft der Wissenschaften zu Leipzig (Leipziger Berichte), Math. phys. Cl. 42: 1–7
Schur F. (1891) Zur Theorie der endlichen Transformationsgruppen. Mathematische Annalen 38: 263–286
Schur F. (1893) Ueber den analytischen Charakter der eine endliche continuirliche Transformationsgruppe darstellenden Functionen. Mathematische Annalen 41: 509–538
Sepanski, M.R. 2007. Compact Lie groups. Graduate texts in mathematics 235. New York: Springer.
Serre, J.P. 1965. Lie algebras and Lie groups: 1964 lectures given at Harvard University, 1st edn. 1965, New York: W. A. Benjamin, Inc., 2nd ed. 1992. Lecture notes in mathematics 1500. Berlin: Springer.
Specht W. (1948) Die linearen Beziehungen zwischen höheren Kommutatoren. Mathematische Zeitschrift 51: 367–376
Suzuki M. (1977) On the convergence of exponential operators–the Zassenhaus formula, BCH formula and systematic approximants. Communications in Mathematical Physics 57: 193–200
Thompson R.C. (1982) Cyclic relations and the Goldberg coefficients in the Campbell–Baker–Hausdorff formula. Proceedings of the American Mathematical Society 86: 12–14
Thompson R.C. (1989) Convergence proof for Goldberg’s exponential series. Linear Algebra and its Applications 121: 3–7
Ton-That T., Tran T.D. (1999) Poincaré’s proof of the so-called Birkhoff–Witt theorem. Revue d’Histoire des Mathématiques 5: 249–284
Tu L.W. (2004) Une courte démonstration de la formule de Campbell–Hausdorff. Journal of Lie Theory 14: 501–508
Van Est W.T., Korthagen J. (1964) Non-enlargible Lie algebras. Proceedings of the Koninklijke Nederlandse Akademie van Wetenschappen. Series A 67 = Indagationes Mathematicae 26: 15–31
Varadarajan, V.S. 1984. Lie groups, Lie algebras, and their representations. (Reprint of the 1974 edition.) Graduate texts in mathematics 102. New York: Springer.
Vasilescu F.-H. (1972) Normed Lie algebras. Canadian Journal of Mathematics 24: 580–591
Veldkamp F.D. (1980) A note on the Campbell–Hausdorff formula. Journal of Algebra 62: 477–478
Wei J. (1963) Note on the global validity of the Baker–Hausdorff and Magnus theorems. Journal of Mathematical Physics 4: 1337–1341
Weiss G.H., Maradudin T.D. (1962) The Baker Hausdorff formula and a problem in Crystal Physics. Journal of Mathematical Physics 3: 771–777
Wever F. (1949) Operatoren in Lieschen Ringen. Journal für die reine und angewandte Mathematik (Crelle’s Journal) 187: 44–55
Wichmann E.H. (1961) Note on the algebraic aspect of the integration of a system of ordinary linear differential equations. Journal of Mathematical Physics 2: 876–880
Wilcox R.M. (1967) Exponential operators and parameter differentiation in quantum physics. Journal of Mathematical Physics 8: 962–982
Wojtyński W. (1998) Quasinilpotent Banach-Lie algebras are Baker–Campbell–Hausdorff. Journal of Functional Analysis 153: 405–413
Yosida K. (1937) On the exponential-formula in the metrical complete ring. Proceedings of the Imperial Academy Tokyo 13: 301–304. doi:10.3792/pia/1195579861
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by: Umberto Bottazzini.
Rights and permissions
About this article
Cite this article
Achilles, R., Bonfiglioli, A. The early proofs of the theorem of Campbell, Baker, Hausdorff, and Dynkin. Arch. Hist. Exact Sci. 66, 295–358 (2012). https://doi.org/10.1007/s00407-012-0095-8
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00407-012-0095-8