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Can One Hear the Shape of a Drum?

Author(s): Mark Kac Reviewed work(s): Source: The American Mathematical Monthly, Vol. 73, No. 4, Part 2: Papers in Analysis (Apr., 1966), pp. 1-23 Published by: Mathematical Association of America Stable URL: http://www.jstor.org/stable/2313748 . Accessed: 02/08/2012 18:11
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CAN ONE HEAR THE SHAPE OF A DRUM?


MARK KAC, The RockefellerUniversity,New York To George Eugene Uhlenbeck on the occasion of his sixty-fifth birthday "La Physique ne nous donne pas seulement l'occasion de resoudredes problemes . .. elle nous fait presentirla solution." H. POINCARE.

BeforeI explain the titleand introducethe themeof the lectureI should like to state that my presentationwill be more in the nature of a leisurelyexcursion than of an organized tour. It will not be my purpose to reach a specifieddestination at a scheduled time. Rather I should like to allow myselfon many occasions the luxury of stopping and looking around. So much effort is being spent on streamliningmathematics and in renderingit more efficient, that a solitary transgression against the trend could perhaps be forgiven.

FIG. 1

1. And now to the theme and the title. It has been known forwell over a centurythat if a membrane 2, held fixed along its boundaryF (see Fig. 1), is set in motionits displacement(in the direction perpendicularto its originalplane) y; t)-F (p; t) F(x, obeys the wave equation aF
at2
=

c2 72F,

wherec is a certain constant dependingon the physical propertiesof the membrane and on the tension under which the membraneis held. I shall choose units to make C2= =2

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IN ANALYSIS

Of special interest (both to the mathematician and to the musician) are solutions of the form
F(p-; t) =:
U(p)eiwl,

the putretones the membraneis capafor,being harmonicin time,theyrepresent ble of producing.These special solutions are also known as normal modes. To find the normal modes we substitute U(-)eiwtinto the wave equation and see that U must satisfythe equation 2 V2U+co2U=O with the boundary to the membranebeing condition U=O on the boundary F of Q, corresponding held fixedalong its boundary. smooth The meaning of "U =0 on F" should be made clear; forsufficiently boundaries it simplymeans that U(p)->O as p approaches a point of F (fromthe inside). To show that a membraneis capable of producinga discretespectrum ? * for ?2 ?Co3_ of pure tones i.e. that there is a discretesequence of c's W<_ which nontrivialsolutions of
V2U + (2U =0 ,

U = 0 on

exist, was one of the great problems of 19th century mathematical physics. Poincare struggledwith it and so did many others. The solution was finallyachieved in the early years of our centuryby the use of the theoryof integralequations. We now know and I shall ask you to believe me ifyou do not, that forregions Q bounded by a smooth curve F there is a sequence of numbersX1_X2_ * * called eigenvalues such that to each therecorrespondsa function 4'(-), called an such that eigenfunction,
2172V,

+ Xn4n-

and 41'(-)->O as p->a point of F. It is customaryto normalize the 4t'sso that


J/

(p)-dp=

1.

Note that I use dp to denote the element of integration(in Cartesian coordinates,e.g., dp-dxdy). problem: 2. The focal point of my expositionis the following Let ?2 and ?2 be two plane regionsbounded by curves F, and F2 respectively, and considerthe eigenvalue problems:
V2U + XU 0 in Q 22V + AV =0

in

Q2

with U= on F,

with V= on F2.

for?1 is equal to the ei-genvalue Assume that foreach n the eigenvalue N,, AP1

CAN ONE HEAR

THE

SHAPE

OF A DRUM?

for02. Question: Are the regions i1 and 02 congruentin the sense of Euclidean geometry? I first heard the problem posed this way some ten years ago fromProfessor Bochner. Much more recently,when I mentionedit to ProfessorBers, he said, almost at once: "You mean, if you had perfectpitch could you findthe shape of a drum.'" You can now see that the "drum" of my title is more like a tambourine (which really is a membrane) and that stripped of picturesque language the problemis whetherwe can determineQ if we know all the eigenvalues of the eigenvalue problem V2U+XU=0

=0

in Q, o0n F.

3. Before I go any further let me say that as far as I know the problem is still unsolved. Personally,I believe that one cannot "hear" the shape of a tambourine but I may well be wrong and I am not prepared to bet large sums either way. What I propose to do is to see how much about the shape can be inferred fromthe knowledgeof all the eigenvalues, and to impressupon you the multitude of connectionsbetweenour problemand various parts of mathematicsand physics. It should perhaps be stated at this point that throughoutthe paper only of large eigenvalues will be used. This may represent,of asymptotic properties and it may perhaps be argued that precise course, a serious loss of information to determinethe shape of the knowledgeof all the eigenvalues may be sufficient membrane. It should also be pointed out, howTever, that quite recentlyJohn Milnor constructedtwo noncongruent sixteen dimensionaltori whose LaplaceBetrami operators have exactly the same eigenvalues (see his one page note "Eigenvalues of the Laplace operator on certain mlanifolds" Proc. Nat. Acad. Sc., 51(1964) 542). 4. The first pertinentresult is that one can "hear" the area of Q. This is an old result with a fascinatinghistorywhich I shall now relate briefly. At the end of October 1910 the great Dutch physicist H. A. Lorentz was invited to G6ttingento deliver the Wolfskehllectures. Wolfskehl,by the way, endowed a prize for proving,or disproving,Fermat's last theorem and stipulated that in case the prize is not awarded the proceeds fromthe principal be used to invite eminentscientiststo lecture at Gottingen. Lorentz gave fivelecturesunder the overall title "Alte und neue Fragen der Physik"-Old and new problemsof physics-and at the end of the fourth lecture he spoke as follows (in freetranslationfromthe original Germ-Ian): "In conclusion there is a mathematical probleimi which perhaps will arouse the interestof mathematicianswho are present. It originatesin the radiation theoryof Jeans. "In an enclosurewith a perfectly reflecting surfacethere can formstanding

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IN ANALYSIS

electromagnetic wAAaves analogous to tones of ainorgan pipe; we shall confineour attention to very high overtones. Jeans asks for the energy in the frequency intervaldv. To this end he calculates the numlber of overtoneswhichlie between the frequenciesv and v+dy and multipliesthis numberby the energywhich belongs to the frequenlcy v,and whichaccordingto a theoremofstatistical mllechanics is the samne forall frequencies. "It is herethat therearises the mathematicalproblemto prove that the number of sufficiently high overtoneswhich lies between v and v+dv is independent of the shape of the enclosureand is simiiply proportionalto its volumlle. For many simnple shapes forwAhich calculations canl be carried out, this theoreml has been verified in a Leiden dissertation.There is no doubt that it holds in general even formultiplyconnected regions.Sinilar theoremns forother vibratingstructures like inembranes,air inasses, etc. should also hold." If one expresses this conjecture of Lorentz in terms of our imembrane, it in the form: enmerges
V (X)

<

27r

Here N(X) is the number of eigenvalues less than X, | I the area of Q and means that
N0 (X)
X

|Q|

27r

There is an apocryphalreportthat Hilbert predictedthat the theoremwould not be proved in his life time. Well, he was w-rong by many, many years. For less than two years later Hermiian Weyl, who was present at the Lorentz' lecture and whose interestwas aroused by the problem, proved the theorem in question, i.e. that as X >oc

N1(X)

x.

Weyl used in a masterlyway the theory of integral equations, which his teacher Hilbert developed only a few,ning years before,and his proofwas a crow achievement of this beautiful theory. I\lany subsequent developnments in the and integralequations (especially the wNork theoryof differential of Coturant and his school) can be traced directlyto Weyl's memoiron the conjectureof Lorentz. 5. Let me now consider brieflya different physical problem which too is of the distribution of eigenvaluesof the Laplacian. closelyrelated to the problenm It can be taken as a basic postulate of classical statistical mechanics that if a systemof 1l particlesconfinedto a volume Q is in equilibriumwTith a thermostat of temperatureT the probabilityof finding specified particlesat ri,,r2, volume elementsdr1,dr2,. rMf(wvithin
rm (tn lel nd
r

is drAzl)

CAN ONE HEAR

exp [* J.

THE

SHAPE

OF A DRUM?

kTdr V(rly

..

**

rml)0 dr-, rm)

...

dr,...

exp

V(rl ...

dr,

drm

potential of the particles and k=R/N where V(r-1, ,rll) is the interactioni with R the "gas constant" and N the Avogadro number. For identical particles each of mass m obeying the so called Boltzmainii in quantum statistical mechanicsseems assumiption statisticsthe corresponding much more complicated. One starts with the Schr6dingerequation 2 V 2m
-

V(ri, ...,

r_>)

Eq

2- , whereh is the Planck constant) 27

with the boundary condition limn 4(ri. , 1) =0, whenever at least one rk of conapproaches the boundary of Q. (This boundary condition has the effect be the eigenvalues and fining the particles to Q.) Let E1 < E2 ? E3 < . thecorresponding Then thebasic postunormalized 4, eigenfunctions. 4'11, , ur(within particlesat ri, r2, specified late is that the probabilityof finding
dr1* **, d-rm)is

je
s=l

E,/kT

A(rl

2-+-

ri)9drl . . . dr31

s=1

Z e-EsIkT

, r1) _O. means that V( r-, definition, of Classically, the probability findingspecifiedparticles at r1,
clearly dr1 dr3

There are actually no known particles obeying the Boltzmann statistics. But don't let this worry you for our purposes this regrettable fact is immilaterial. Now, let us specialize our discussion to the case of an ideal gas w7hich,by
,

r7 is

where I Q | is now the volume of Q. Quantum mechanically the answer is not nearly so explicit. The Schr6dinger equation for an ideal gas is
ft2

2m

and the equation is obviously separable. If I now consider the three-dimensional (rather than the 3MH-dimenlsional) eigenvalue problem

6
2V2A(r) V(r) ->

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IN ANALYSIS

r r the boundary of 9,

0 as

, r) are easily expressible in termiis it is clear that the Es as well as the of the X's and corresponding 41(r)'s. specifiedparticles at -ri, The formulafor the probabilityof finding rm turnsout to be

H ~ LL r0 k=1
E

exp [-m-exp

T]'fl(rk)

_ _ _ _ _ _ _ _ _ _ -

---]

Ant

dri,

Now, as 1->0 (or as T-*>occ)the quantum mechanical result should go over leads to the conjecture that as into the classical one and this immllediately
LmkT_
EeAn(F)
?1=1

i
n=1

container Q I consider a twoIf instead of a realistic three-dimnensional dimensional one, the result would still be the same
X -e_n n=1
2e-X,2r)

0
n=1

except that now I Q| is the area of Q ratherthan the volume. Clearly the result is expected to hold only for r in the interiorof Q. case) If we believe Weyl's result that (in the two-dimensional
IV (X) /_ -I I

2er

1%),

it followsimmediatelyby an Abelian theoremthat

e __E
and hence that r2 -X2 E eXnr)

1 0

-XnT

TO,--

1
27rT

-XT

n=1

-Ie

2ro

dX.

Setting A (X) =

can record the last result as x <x4'(r), wNve

CAN ONE HEAR

THE

SHAPE

OF A DRUM?

A (X) de-Xr

e-Xr dX,

r -> 0.

Since A (X) is nondecreasingwe can apply the Hardy-Littlewood-Karamata Tauberian theoremand conclude what everyonewould be temptedto conclude, namely that

A(X)=

2-

(r)2

-->o,

for every r in the interiorof Q. Though this asymptotic formula is thus nearly "obvious" on "physical grounds,"it was not until 1934 that Carleman succeeded in supplyinga rigorous proof. In concluding this section it may be worthwhileto say a word about the "strategy" of our approach. We are primarilyinterested,of course, in asymptotic propertiesof X,,for large n. This can be approached by the device of studyingthe Dirichlet series

00 e-Xnt

n=1

forsmall t. This in turn is most convenientlyapproached throughthe series


00

n1=1

Ze CXt,(P)

{D00

fe-tdA(x)

and thus we are led to the Abelian-Tauberian interplaydescribed above. 6. It would seem that the physical intuition ought not only provide the and challengingconjectures,but also show him mathematicianwith interesting the way toward a proofand toward possible generalizations. The contextof the theoryof black body radiation or that of quantum statistical mechanics,however,is too far removedfromelementaryintuitionand too full of daring and complex physical extrapolationsto be of much use even in seeking the kind of understandingthat makes a mathematician comfortable, let alone in pointingtoward a rigorousproof. Fortunately, in a much more elementary context the problem of the distribution of eigenvaluesof the Laplacian becomes quite tractable. Proofsemerge as natural extensionsof physical intuitionand interesting generalizationscome withinreach. 7. The physical context in question is that of diffu sion theory, another branch of nineteenthcenturymathematical physics. Imagine "stuff,"initiallyconcentratedat p( (xo, yo)), diffusing througha plane regionQ bounded by F. Imagine furthermore that the stuff gets absorbed ( "eaten") at the boundary.

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IN ANALYSIS

The concentrationPQ(p| r; t) of matter at r-((x, y)) at time t obeys the differential equation of diffusion

(a)
the boundary condition (b)
PQ(p I

- =t

aPe

r; t)

0 as r approachesa boundarypoint,

and the initial condition (c) t) -*(r-p) PQ(P |r;

as t ->0;

with "value" ooif -r= p and 0 if r p'. here (-r-p) is the Dirac "delta function," The boundary condition (b) expressesthe fact that the boundary is absorbing and the initial condition (c) the fact that initiallyall the "stuff"was concentrated at ip. constant equal to 2. I have again chosen units so as to make the diffusion As is well knowntheconcentration PQ(P I -; t) can be expressedin termsof the eigenvalues Xz, and normalizedeigenfunctions 4,(r-) of the problem
'72v +X4/=0

in Q,

0 on P.
of the diffusing clear that particles NOw,forsmall t, it appearsintuitively oftheboundary timeto havefelt theinfluence Q. stuff willnothavehad enough to diffuse As particles theymaynotbe aware,so to speak,of the disaster begin thatawaitsthemwhentheyreachthe boundary. sense We maythusexpectthatin someapproximate
PQ(p I r; t) Po(p I r; t), as
t

In fact, PQ(p Ir; t)= En-],

6-fl'4'

(p)Abl(r).

thesame diffusion equation where Po(p1r; t) stillsatisfies (a') condition and the same initial (c') Po(p ;t)
=

VPO

P-p),

t0,

but is otherwise unrestricted. whichthe solution additional without restriction Actuallythereis a slight someyearsago by D. V. Widder). factdiscovered is notunique (a remarkable below). from thatPo be bounded is thatPo > 0 (ormore generally The restriction in a bounded forPQ is not neededsincefordiffusion A similarrestriction it follows automatically. region

CAN ONE HEAR

THE

SHAPE

OF A DRUM?

An explicitformulaforPo is, of course, well known. It is

Po(pIr;t)

exp -

denotes the Euclidean distance between p and r. where ||the boundI can now state a littlemorepreciselythe principleof "not feeling ary" explained a momentago. The statementis that as t >0 F 1 00 r ~P~2 | e 1.o( -A()nr = -,1 2npr; t), expPQ( r; t) 1 Pnp
n=1

2w1t

21-

where - stands here for "is approximatelyequal to." This is a bit vague but let it go at that forthe moment. If we can trust this formulaeven forp = r we get
00
n=l

e-e

x'-Ant

n(r)

27rt

and if we display still more optimismwe can integratethe above and, making use of the normalizationcondition n d-r'=: 1, a(r-) obtain
I:e-Xnt, 1=1
2

27rt

Q.

We recognizeimmediatelythe formulasdiscussed a whileback in connection with the quantum-statistical-mechanicaltreatment of the ideal gas. If we apply the Hardy-Littlewood-Karamata theorem,alluded to before, we obtain as corollarythe theoremsof Carleman and Weyl. To do this,however,we mustbe allowed to interpret as meaning"asynmptotic to." 8. Now, a little mathematicalsoul-searching. Aren't we as far froma rigoris more familiar than black ous treatnment as we were before?True, diffusion body radiation or quantum statistics. But familiaritygives comfort,at best, and comfort may still be (and oftenis) miles away fromthe rigordemanded by mathematics. the loose talk. Let us see then what we can do about tightening First let me dispose of a few minoritems which may cause you worry. When I writei/= 0 on F or P(p I r; t)-O as r approaches a boundary point of Q thereis always a question of interpretation.

10

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IN ANALYSIS

Let me assume that r is sufficiently regularso that no ambiguityarises i.e. P(p r; t) -O 0 as r -> a boundarypoint of Q, = 0 on r means means exactly what it says, while 41

0 as r -* a boundarypoint of Q.

Likewise, P(p| r; t)->5(r-p) as t-*0, has the obvious interpretation, i.e. lim fJP(p r; t)dr= 1

for every open set A containingP. Now, to morepertinent items. If the mathematicaltheoryof diffusion corresponds in any way to physical realitywe should have the inequality exp[P(Q (P; t) Po(p|I;t) ; 0

- l11 r_IIP 71? 2t

For surelyless stuff will be foundat r at time t ifthereis a possibility of matterbeing destroyed(on the boundary F of Q) than if there were no possibility of such destruction. Now let Q be a square withcenterat p totallycontained in Q. Let its boundary act as an absorbingbarrierand denote by PQ(P Ir; t), rE Q, the corresponding concentrationat r at time t. In other words,PQ satisfiesthe differential equation

(a") (a ~

--=-2P = __

OPQ

V72PQ

and the initial condition (C") PQ(P r; t) (r -p) as O t

It also satisfiesthe boundary condition (b"/)

1)-O 0 as PQ(p I Y;

Y-

a boundary pointofQ.

Again it appears obvious that PQ(P I|r;t) < PQ(P |r; t),

rCQ,

forthe diffusing stuff whichreaches the boundaryof Q is lost as faras PQ is concerned but need notbe lost as a contributionto PQ. Q has been chosen so simplybecause PQ(P| r'; t) is known explicitly,and, in particular

CAN

ONE

HEAR

THE

SHAPE

OF

A DRUM?

11 1

P I(p p; PQ(P

t) =

a2

m,n

exp

r
_

(m2 __-

n
2a

2)w2

odd integers

wherea is the side of the square. The combined inequalities

rlir- Pll
PQ(p
| ;t)

<

PQ(p

r; t) <

2w1

27rt

hold forall IrCQ and in particularfor r=p. In this case we get

4
a
a2 2 m,n
mmn

exp [-)?t

M2

2)72

odd integers

2a'

< E e n==

x V2 -

~'(

t()

<

2,7rt

and it is a simple matterto prove that as t-*O we have asymptotically

4
a2
-

exp

odd integers

L----e-

(m2 +

n2)7r2

2a2

---1L-

27rt

follows. It is only a little harderto prove Weyl's theorem. If one integratesover Q the inequality

Thus asymptotically for t->O

n?=1

'2(p)-1

12t and Carleman's theorem

4
-2

E
odd

ex

exp[

(m2+

n2)w7r2

< t

2a2

??

-Xntg

7?n P)

one obtains

m,n
odd

E exp L

(m2--t)]

2a2

n=

JJ i/(p)
Q

dp

a net of squares of side a, as shown in Fig. 2, and keep We now cover Q wRrith only those contained in Q. Let N(a) be the number of these squares and let Q(a) be the union of all these squares. We have

n=1

Z e-Xn

n=l

Je
Ce-A
mon

J
Q

p) dp ?

n=1

ff
Q (a)

P/(p) dp

4N(a)

E exp L
odd

---)]
2a

12

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IN ANALYSIS

and, integratingthe inequality PQ(P1 |;


<_

t) < 1/2wrt over

Q we get

e-Zt

&/2irt.

fa

FIG. 2

Noting that N(a)a2= formof the inequality

|Q(a)

we record the fruitsof our latest labor in the + n2)w2] (Mn2

Q(a) I

expL

<

e <nt <

odd

From the fact (already noted above) that lim 2rt- E exp a2 ma n t+
odd

1 (n2+ n2)7r2
2a2

-t =1

we conclude easily that Q(a) ? lim inf2nrt <


t0-~O
00

n=1

Z e-nt

< lim sup 27rt EI e->n <?


t0 n=l

00

and since, by choosinga sufficiently close small, we can make |Q(a) arbitrarily to Q we must have limto 27rt " e-nt= | or, in other words,

n=1

xnt r

27rt

t -- 0.

9. Are we now throughwith rigor?Not quite. For while the inequalities

expL- 2wt22
paprt) -27rt

CAN ONE HEAR

THE

SHAPE

OF A DRUM?

13

PQ(P| r;)

PQP r;t,

Q,

are utterlyobvious on intuitivegrounds they must be proved. Let me indicate a way of doing it which is probably by far not the simplest. I am choosingit to exhibityet another physical context. It has been known since the early days of this century,throughthe work of is but a macroscopic manifestation Einstein and Smoluchowski,that diffusion of microscopicBrownian motion. Under suitable physical assumptions PQ(P| Y; t) can be interpretedas the a freeBrownian particle at r at time t if it started probabilitydensityof finding on its erraticjourney at t = 0 fromp and ifit gets absorbed when it comes to the boundary of Q. If a large numberN of independentfreeBrownian particlesare startedfrom , then
ATf(fP(p r;t)dr

is the average numberof these particles which are found in A at time t. Since the statisticalpercentageerroris of the order 1/V/N continuousdiffusion theory is an excellent approximationwhen N is large. A significantdeepening of this point of view was achieved in the early twentiesby Norbert Wiener. Instead of viewing the problem as a problem in statisticsof particleshe viewed it as a problem in statisticsof paths. Without what is involved here. enteringinto details let me review briefly Consider the set of all continuous curves r(T), 0 <r < cc, starting from some chosen origin0. Let Q1,$22, be open sets and t1 , ?Q, arbitrarily <t2 < . . . <tn ordered instants of time. The Einstein-Smoluchowskitheory required that (with suitable units)
Prob. {p +
=
Q

(tl) E Qp

+ r(t

Q2
r2;t2 -

p + r(tn) E t1)

n}

j'*S

Po(p ri; t1)Po(r


n

P0( rnr;

tn-tn)

dr.

drn

where,as before, Po(p I r; 2) =-exp


xt2t L

I.

that it is possible to constructa completelyadditive meahas shoxvn W-iener sure on the space of all continuouscurves r(r) emanating fromthe originsuch that the set of curves p+ r() which at times tl<t2 < <tn find themselves , Qn respectively, in open sets Q,, Q2, has measure given by the EinsteinSmoluchowskiformulaabove. The set of curves such that p+r(T)E-, and p+r(t)EA (A an 0<T<t, open set) turns out to be measurable and it can be shown, if Q has sufficiently

14

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IN ANALYSIS

smooth boundaries, that this measure is equal to


fPu(p| r;t) dr-.

This is not a trivial statement and it should come as no surprise that it triviallyimplies the inequalities we needed a while back to make precise the principleof not feelingthe boundary. In fact,as the reader no doubt sees, the inequalities in question are simplya consequence of the fact that if sets a, 6(, e are such that
UIc(cC e

then meas. @,< meas. (L < meas. C. One finalremarkbeforewe go on. The set of curves forwhich p+
r(T)eS

SQ

O _ 7 < t and p+ r(t) E A

written as JfAP3(p I r; t)d r and it can be shown that in the interior of Q, PQ(P I r; t) satisfiesthe diffusion equation aP20t= 2 V72Puas well as the initial condition

is measurable even if the boundary of Q is quite Nwild. The measure can still be

lim fPQ(p; r; 1) dr = 1, forall open sets A such that 'EA. It is, however,no longerclear how to interpret the boundary conditionthat
Ps2(p r;t)-

0 when r-rI.

This difficulty forcesthe classical theoryof diffusion to considerreasonably smooth boundaries. The probabilistic interpretationof P2(pj r; t) provides a natural definition of a generalized solttionof the boundary value problemunder consideration.
10, We are now sure that we can hear the area of a drum and it mnay seem that Nwe spent a lot of effort to achieve so little. Let me now show you that the approach we used can be extended to yield more,but to avoid certainpurelygeometricalcomplicationsI shall restrictmyself to convex drums. We have achieved our first success by introducing the principleofnot feeling the boundary.But if is close to the boundaryF of Q then the diffusing particles startingfromp-will,to some extent,begin to be influenced by F. Let q be the point on F closest to and let 1(p) be the straightline perpendicular to the line joining and q. (See Fig. 3.) Then a diffusing particlestartingfrom p will see fora shorttime the boundary F as the straightline 1(P). One may say, using again somewhat picturesque language, that, forsmall t, the particle has not had time to feel the curvatureof the boundary.

CAN ONE HEAR

THE

SHAPE

OF A DRUM?

15

If this principle is valid I should be allowed to approximate (for small t) PR(p r; t) by Pl()(p r; t),

equation where Pi(p)(p Jr;t) satisfiesagain the diffusion


-

OP - 1 = At 2

72P

with the initial conditionP--(pPl(-,)(p

r) as t-*O,but with the boundarycondition

a pointon 1(p ; t) -* 0 as r approaches

FIG. 3

FIG. 4

Carryingthis optimism as far as possible we would expect that to a good approximation


,

Q |

tP ( (P;)dPI P; lP(

It is well known that


1e-26'/t

Pi(P) cpI;

t) =

2 -t

where b=||q-P||

=minimal distance fromp to P. Thus (hopefully!)


P;
P

PQ(

t) dP =
n=1

e-t

27rt

27rtQ

dp e21 d

to calculateasympand it remains from before is our old friend Here |I2 12wxt the curveF(5) of this To consider do totically (as t-?0) the integral foe-281tdi. P is a. (See Fig. 4.) from in Q whose"distance" points

16

PAPERS

IN ANALYSIS

For small enough &, F(s) is well defined (and even convex) aind the major contributionto our integralcomes fromsmall 8. If L(6) denotes the lengthof F(5) we have
fe 282tdp
-

J
f

60

e 252ItL(Q)

d6 + something less than |

25o2/t

and hence, neglectingan exponentiallysmall term (as well as termsof order t)


Je-22

/t

dp-, -Vt

60 .o\/

e2x2L(xcvt)

V v-tL

Je

ro

2x2 dx

L -LV2?rt

whereL=L(O)

is the lengthof F. We are finally led to the formula

ZeeX7t 72=l

X0

I Q|

L
-

1
V/2i7rt
____

2,72t

for tO

and so we can also "hear" the lengthof the circumiiference of the drum! The last asymptoticformulawas proved only a fewyears ago by the Swedish mathematicianAke Pleijel [2] using an entirelydifferent approach. that we can now prove that if all the frequenciesof a It is worthremarking drum are equal to those of a circulardrumthen the drum must itselfbe circular. This follows at once from the classical isoperimetricinequality which states that L2 ?4 Q| with equality occurring only fora circle. By pitch alone one can thus determinewhethera drum is circularor not!

l(p)

FIG.

1 1 Can the heuristic argumentagain be made rigorous?Indeed it can. First, we use the inequality

1SP

_ 1P )<P

-p

p|pt)=-2 I p

27rt

2w7t

CAN ONE HEAR

THE

SHAPE

OF A DRUM?

17

of the one used previously,namely, PQ(l |; t) is simply a refinement wvhich < Ij/2rt,and which can be proven the same way. Next we need a preciselower estimateforPQ(P |; t) and this is a little more We "inscribe"the rectangleR(p, t) as shown in Fig. 5, wJThere difficult. h(t), the heightof the shaded segment,is to be determineda littlelater. Let the side of R along the base of the segment be b(t) and the other side the sides of the be w(t). It should be clear fromthe picturethat the y-axisbisects rectanglewhich are parallel to the x-axis. Now considerPR(P | P; t). This notationis perhaps confusing since it suggests that we are dealing with a boundary value problem in w Thichthe boundary varies with time. This is not the case. What we have in mind is the followATing: and finally set r=t. fix t, findPR(t)(p-r; r) whichis defined unambiguously, The result is PR(Pl |r; t). A convenientexpressionis
) X PR(P pi ; t)=2{E E

(ex

ep[-n22-x

[_ _

2] - exp

[ep

--1

x {~exp

-W n2]expL

-w (i)2])

where3=a-h(t)

= q-pI-h(t). Now let h(t) =EX\t and, assuming that l(p) is to the curve (whichfora convex curve will happen waTith at most actually tangent we have a denumerable numberof exceptional points w),

lim

b(t)

and consequently
E

h(t) t->o 1

t-

rlln

b(t)
E/t

exp [--

n2 -exp

L--(n

2b

+j-)_)

12

= 1 + o(l).

This is not quite enough, however,and one needs the strongerestimate

E (exp [_ b

n2]

exp [-

+ 1 )])

1+

This will surelybe the case, forexample, ifthe curvatureexists at q, forthis would imply that h(t)-b2(t) and the o(x/t) term above would then be an enormousoverestimate.Very mild additional regularity conditionsat nearly all points q would insure o(-/t). Without enteringinto a discussionof these conditions let us simply assume the boundary to be such as to guarantee at least o(Vt). Since w(t) remainsbounded frombelow as t->O, we also have

(exp

[_

2W2

- exp [--

exp

n +=

1-e-252It

small terms. + exponentially

18

PAPERS

IN ANALYSIS

We are now almost through.We write (cf. Fig. 6)


, _

u(p I P;t) dp >{V


2+wt))f~(~v
2 Xt
Q eV t )

PR(P

p, t) dp

(1 -

-2a2e t +

smallterms)dp. exponentially

FIG. 6

Except thenforexponentiallysmall termsand the factor I +o(\It) in front we have the integral

(1

dp e-2821t)

Q(EV t)

which, as before,can be seen to be asymptotically


| Q(EVt) |--+2t

L 4

whereone neglectstermsof ordert and exponentiallysmall terms.Since asympQ I -Lc-\t one can obtain the inequality totically IQ(EVt)
?21 _ 27rt

(L+E')
4

1
27rt

where e' is related in a simple way to the asymptoticformula


e-x

E.

small, Since E' can be made arbitrarily

| ,2

follows.

2rt

L _

4 V/ 2rt

12. If our overall strategyof attack on the problem is rightwe should be boundary replace the boundable to go on and forpoints veryclose to a smooth ary locally by suitable circlesof curvature.

CAN ONE HEAR

THE

SHAPE

OF A DRUM?

19

A result of Pleijel suggests stronglythat fora simplyconnected drum with a smooth boundary (i.e. without cornersand with curvature existingat every point) one has

Z? e~f~'-A

2j 2irt
n

1
+

1
_,

4 V2wt

UnfortunatelyI am unable to obtain this, for the exasperating reason that I am unable to get a workable expressionforPu(pj|; t) if 2 is a circle. let me devote the Rather than yield to despair over this sad state of affairs remainderof the lecture to polygonaldrums,i.e. drums whose boundaries are polygons.This study will show beyond the shadow of a doubt that the constant termin our asymptoticexpansion owes its existenceto the overall curvatureof the boundary. 13. Before I go on I need an expressionfor Ps(a,)(p ; t) where S(GO)is an infinite wedge of angle 6o. In other words Ps(oo) is the solution of lop d I 2 V

-) t--*0, and vanishing t)r subject to the usual initialconditionPs(o0J(pJ as r approaches a point on eitherside of the angle 0o. This is a very old, veryclassical, problemand if0O= rm, with m an integer, it can be solved by the familiarmethod of images. For m not an integer,Sommerfeldinvented a method which, so to speak, extends the method of images to a Riemann surface. A little later, in 1899 to be precise, H. S. Carslaw gave a more elementaryapproach in which Ps(o) (p I; t) is representedby a suitable the integralinto an infinite contourintegral.Carslaw transforms seriesof Bessel functionsbut forour purposes it is best to resistthe temptationof Bessel functions and to reduce the integral to a different form. I shall skip the details (though some are quite instructive)and simplyreproducethe finalresult. Set
vQxe)= (Ij2irt)

exp [E-a--2kG 0-a-r< 2006


<O-a+?r

- 2rpcos(l-a

2t

2kGo)+ p2]

i fsin-A L ~2t ) 44rftot 00}


-

exp[

r r2p2r
.

'

exp
-fir

cosh i-y +-(G-a)

t L iw

- cosh y
)

rp

- cos-

d , dy

wherethe summation E is extendedover k's satisfying the inequality underthe summationsign and p (p,a), r= (r, ).

20 Then

PAPERS

IN ANALYSIS

Ps(00)(p r; t) = v(a)

v(-a).

Note that if0 = vlm, with m an integer, the complicated integral is out, since the factor in front of it, to wit sin w2 00 =sin wim,is zero; what renmainsin the resulting expression for v(a) -v(-a) is a collection of termns easily identifiable xviththose obtained by the method of images. Let us now assume that w 2 <00 <w and see what Ps(p- p; t) is in this case. the In expression for v(a) when xve set O=a the inequality under the E sign becomes -w<2k0o<w and only k=O is allowed. In v(-ax) the inequality is 2c - r<2kOo<2cx+ r and what k's to take depends on (x. We see that:

0 <
IF

a <

0-

IF

only k = O is allowed,

<

a <

60,

only k = 1 is allowed,

but for Oo-w 2 <ca < v12 both k = 0 and k = 1 are allowed. (See Fig. 7.) Let us now put r =p (so that p =r) and write doxvn in detail the expressions for Ps(oO)(pj p; t) in the three sectors. For 0 < (x < 0 - 7r/2

exp Ps(p | p; t)
-2t

r2

(1- cos 2a)


27rt r2r2

sin -

expl 0

So/

47rOot J

g~

rX

exp L--cosh
cosh
r
- cos y 0000

y
7r2

dy

P
++sin

) 00S
'

exp[_

47rOot 2wt

J_OO

ro

exp o
dr.
r(

- cosh a

cosh -- y + 27r,
2w

>

cos

2 7r

For 7r/2 <ao < 00

Pspl p;t)=

1 27rt
-_

exp

(I- (1cos 27r

2(Oo - a)

as above + the same two integrals

CAN

ONE

HEAR
7r

THE

SHAPE

OF

A DRUM?

21

2~~~~~~
/ I / / k \ I I I 2 / 0- -

\ \

and fk=l2

I k=Oort,'
I
/

~~~~~~~~~~/ ~~~~~~~~/ ~~~~~~~/


2

FIG.

forOo-wr/2 <aoz< r/2 and finally,

exp[--(I-cos P'S(p p;t) = 27rt -_


2wrt

2a)

exp[-2

(1-cos 2(Oo-a)]
r 2

+ again the same two integrals. We should recognize r2(1-cos 2a) (and r2(1-cos 2(0o-av))) as being 252 where 3 is the distance fromp to a side of the wedge.

FIG. 8

14. To simplifymatterssomewhat let me assume that the polygonal drum is convex and that every angle is obtuse. At each vertex we draw perpendicularsto the sides of the polygon thus obtaining N shaded sectors (where N is the number of sides or vertices of our polygon).

22

PAPERS

IN ANALYSIS

p will either"see" the boundary from diffusing Now let p be a point in 2. Stuff a line if p is near a vertex, as an infinite straight or, wedge. as We may as well say that the boundary will appear to the diffusing particle t) by as the nearest wedge, and that consequently we may replace P Q(-; PS(o0)(C3p; t), where S(00))is the wedge nearest to p5. Now, each PS(P |; t) has 1/2wt as a term and afterintegrationoverQ this gives the principal term IQI/22t. Next, each Ps(b P; t) contains two complicated looking integralswhich have to be integratedover the wedge. Fortunately,the second of these integratesout to 0, while the firstyields, upon integrationover S(0O), -?sin
n
2 00

)f

__ dy

(1 + cosh y) (cosh

00

2cos

one of one wedge; to get the total contribution This is only the contribution must sum over all wedges. Thus the total contributionis
--

Z(sin-)

(1 + coshy)(cosh

d
-y
-

cos-)

Finally, if is in the shaded sectorof the wedge S(0O) we get, on integrating over the sector,
Mexp [--(10-7r_T2

cos 2(a)

JO t27rt

exp +

--(1-

(0-o a))1 cos 2(O


2wt [rdr=
-

cot (0 -

2)

fromthe shaded sectorsis and the total contribution The remainingcontributionis easily seen to be -- 1J K(L-2a
E

1/27rZo0 cot (Oo-7r/2).

cot (Ooy---)
L
1

e-262/t d5

Finally,+

4 V27rt

odu

22w

-Z cot Oo k

7r

2/

Finally, fora polygonal drum

CAN ONE HEAR

THE

SHAPE

OF A DRUM?

23

n=

X0 e-Ant

| S

~____ 2 rt at \/ 27rt

L 4

w1

\[so
2

00

87r 'o\

~~~dy

00/

oo (1 + coshy)(cos7r/woy-cosw7r2/0)

<Go <r. If the with the understandingthat each 0o satisfiesthe inequality wr/2 o in such a way that each 0o>7r, then polygon has N sides, and if we let N o-> the constant termapproaches 2+r 0f 8wJ
dy

(1 + coshy)2

our belief that forsimplyconnected smooth drums the This should strengthen constant is universal and equal to 6. 15. What happens formultiplyconnected drums? If the drum as well as the holes are polygonal the answer is easily obtained. the inequality r<o <27r and this One only needs Ps(.) (p1 p; t) for6o satisfying is easily gottenfromthe generalformulaquoted above. particleswill "see" concave wedges but nothing Near the holes the diffusing will change in principle. If we let all polygons approach smooth curves it turns out the constant approaches (1 -r)!, wherer is the numberof holes. It is thus natural to conjecholes drum with r smooth ture that fora smooth
Le\nt n=1 ISI
_

21rt

4 V2wt

one can "hear" the connectivityof the drum! and that therefore One can, of course, speculate on whetherin general one can hear the Eulerquestions. and raise all sortsof otherinteresting Poincare characteristic of theconstantterm As our study of the polygonaldrumshows,the structure is quite complex since it combines metric and topological features. Whether these can be properlydisentangledremains to be seen.
This is an expanded version ofa lecturewhichwas filmedunder the auspices of the Committee on Educational Media of the Mathematical Association of America. References and integral 1. M. Kac, On some connections between probability theory and differential equations, Proc. Second Berkeley Symposium on Mathematical Statistics and Probability, 1957, pp. 189-215. 2. A. Pleijel, A study of certain Green's functionswith applications in the theoryof vibrating membranes,Arkiv for Matematik, 2 (1954) 553-569.

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