Skip to main content

Chapter 10 von Mangoldt's formula

In this chapter, we derive von Mangoldt's formula (Theorem 8.2) estimating \(\psi(x) - x\) in terms of the critical zeroes of the Riemann zeta function. Besides completing the derivation of an error bound for the prime number theorem, it serves as another good example of how to use contour integration to derive bounds on number-theoretic quantities; we will return to this strategy in the context of the work of Goldston-Pintz-Yıldırım.

Section 10.1 Truncating a Dirichlet series

As a reminder, we are trying to estimate \(\psi(x)-x\) where
\begin{equation*} \psi(x) = \sum_{n \lt x} \Lambda(n) + \frac{1}{2} \Lambda(x) \end{equation*}
and \(\Lambda\) is the von Mangoldt function, which equals \(\log p\) if \(n>1\) is a power of the prime \(p\text{,}\) and zero otherwise. In particular, we know from our proof of the prime number theorem that the asymptotic behavior of \(\psi(x)\) is in some sense controlled by the pole at \(s=1\) of the quantity
\begin{equation} -\frac{\zeta'(s)}{\zeta(s)} = \sum_{n=1}^\infty \Lambda(n) n^{-s}.\tag{10.1.1} \end{equation}
Our strategy, which was already suggested by Riemann, is to apply the following lemma to truncate the series (10.1.1). We will deduce this later from a more refined version.
To pick out the terms of (10.1.1) with \(n \leq x\text{,}\) we may apply Lemma 10.1 with \(y = x/n\text{;}\) this gives
\begin{equation} \psi(x) = \frac{1}{2 \pi i} \int_{c-i \infty}^{c + i\infty} -\frac{\zeta'(s)}{\zeta(s)} \frac{x^s}{s}\,ds.\tag{10.1.2} \end{equation}

Section 10.2 The effect of shifting contours

We next verify that the main terms in von Mangoldt's formula are precisely the residues introduced by shifting the contour of integration in (10.1.2) to the left. Remember that for \(f\) meromorphic, \(\frac{1}{2 \pi i} \frac{f'}{f}\) has a simple pole at each \(s\) which is a zero or pole of \(f\text{,}\) and the residue is the order of vanishing (positive for a zero, negative for a pole) of \(f\) at \(s\text{.}\) In particular, the integrand we are looking at has only simple poles: the only pole of \(x^s/s\) is at \(s=0\text{,}\) which is not a zero or pole of \(\zeta\text{.}\)
Omitted.

Remark 10.3.

Combining (10.1.2) and Lemma 10.2 shows that the error term in von Mangoldt's formula is precisely the limit as \(U \to \infty\) of the integral of \(- \frac{\zeta'(s)}{\zeta(s)} \frac{x^s}{s} ds\) over the contour
\begin{equation} c-i\infty \to c-iT \to -U-iT \to -U+iT \to c+iT \to c+i\infty.\tag{10.2.1} \end{equation}
We can thus estimate this error by bounding the contributions of the various segments.
One subtlety is that our ability to bound the integral over a segment is hampered if this segment passes extremely close to a pole of the integrand. We can keep well clear of the trivial zeroes of \(\zeta\) by taking the limit over odd integral values of \(U\text{.}\) As for the zeroes of \(\zeta\) in the critical strip, we can avoid these by shifting \(T\) by a bounded amount and adding the discrepancy created in the sum \(\sum_\rho -x^\rho/\rho\) to the error term. Controlling this discrepancy amounts to bounding the number of zeroes with imaginary part in an interval of fixed length; this does not follow immediately from Theorem 8.6, but Lemma 10.4 provides a suitable replacement. (See also Remark 10.7.)

Section 10.3 Truncating the vertical integral

We first bound the contribution of the infinite segments in the contour (10.2.1). In the process, we also establish Lemma 10.1.
We work out the case \(0 \lt y \lt 1\) in detail, leaving the others to the reader (Exercise 10.6.3). Note that there are two separate inequalities to prove, which we establish using two different contours.
Since \(y^s/s\) has no poles in \(\Real(s) > 0\text{,}\) for any \(d>0\text{,}\) we can write
\begin{equation*} \int_{c-iT}^{c+iT} y^s \frac{ds}{s} = \int_{c-iT}^{d-iT} y^s \frac{ds}{s} - \int_{c+iT}^{d+iT} y^s \frac{ds}{s} + \int_{d-iT}^{d+iT} y^s \frac{ds}{s}, \end{equation*}
in which each contour is straight. As \(d \to \infty\text{,}\) the integrand in the third integral converges uniformly to 0. We can thus write
\begin{equation*} \int_{c-iT}^{c+iT} y^s \frac{ds}{s} = \int_{c-iT}^{\infty-iT} y^s \frac{ds}{s} - \int_{c+iT}^{\infty+iT} y^s \frac{ds}{s} \end{equation*}
and each of the two terms is dominated by
\begin{equation*} \frac{1}{T} \int_c^\infty y^t\,dt = y^c T^{-1} |\log y|^{-1}. \end{equation*}
Since we must then divide by \(2\pi > 2\text{,}\) we get one of the claimed inequalities.
Now go back and replace the original straight contour with a minor arc of a circle centered at the origin. This arc has radius \(R = \sqrt{c^2+T^2}\text{,}\) and on the arc the integrand \(y^s/s\) is dominated by \(y^c/R\) because \(y \lt 1\text{.}\) Thus the integral is dominated by \(\pi R (y^c/R)\text{,}\) and dividing by \(2\pi\) yields the other claimed inequality.

Section 10.4 Bounds on \(\zeta'/\zeta\)

In preparation for bounding the contribution of the finite segments in the contour (10.2.1), we bound \(\zeta'(s)/\zeta(s)\) in the relevant regions.
We first give a bound applicable when \(\Real(s) \geq -1\text{,}\) which covers part of the horizontal segments. For this, we use a truncated version of (9.3.3).

Remark 10.7.

Although we do not use this here, Lemma 10.6 can be used to derive a precise asymptotic for the number of zeroes of \(\zeta\) in the critical strip with imaginary part in \((0,T)\text{:}\)
\begin{equation*} \frac{T}{2\pi} \log \frac{T}{2\pi} - \frac{T}{2\pi} + O(\log T). \end{equation*}
For this, see [3], section 15.
We next give a bound applicable when \(\Real(s) \geq -1\text{.}\) For this, we use the functional equation and then make more straightforward estimates.
We use the functional equation for \(\zeta\) in the form (6.1.5). Using the functional equation (9.4.1) for \(\Gamma\) and the Legendre duplication formula (Exercise 9.4.4), we can rewrite this as
\begin{equation*} \zeta(1-s) = 2^{1-s} \pi^{-s} \cos (\pi s /2) \Gamma(s) \zeta(s). \end{equation*}
We want to bound the log derivative of the left side for \(\Real(s) \geq 2\text{;}\) it is equal to the sum of the log derivatives of the various factors on the right side.
  • The first two factors give constants.
  • The third factor gives a constant times \(\tan (\pi s/2)\text{,}\) which is bounded if we keep \(s\) at a bounded distance from any odd integer. This gives rise to the corresponding restriction in the original statement.
  • The fourth factor gives \(\Gamma'(s)/\Gamma(s)\text{,}\) which by Exercise 9.4.5 is \(O(\log |s|)\) as \(|s| \to \infty\) if \(\Real(s) \geq 1/2\text{.}\)
  • The fifth factor gives \(\zeta'(s)/\zeta(s)\text{,}\) which by (9.3.3) is bounded as \(|s| \to \infty\) if \(\Real(s) \geq 2\text{.}\)

Section 10.5 Final assembly

We are now ready to execute the contour-shifting argument in order to derive von Mangoldt's formula.
As noted in Remark 10.3, by (10.1.2) and Lemma 10.2, we can interpret \(R(x,T)\) as the limit, as \(U\) runs over all odd positive integers, of the integral of \(- \frac{\zeta'(s)}{\zeta(s)} \frac{x^s}{s} ds\) over the contour (10.2.1). Note that we are free to choose any \(c>1\text{;}\) it will keep the notation simple to take \(c = 1 + (\log x)^{-1}\text{.}\) Note that then \(x^c = ex = O(x)\text{.}\)
Moreover, by Lemma 10.4, if we shift \(T\) by a bounded amount, we may ensure that the difference between \(T\) and the imaginary part of any zero of \(\zeta\) is at least some constant times \((\log T)^{-1}\text{,}\) at the price that the sum over zeroes may change by the presence or absence of \(O(\log T)\) terms each of size \(O(x T^{-1} \log T)\text{.}\) This is subsumed by our proposed error bound; we are thus free to assume hereafter that such a shift has been made.
It thus remains to bound the contribution of each segment of the contour (10.2.1). We analyze this contour by separating it into three terms:
  • the infinite segments \(c-i\infty \to c-iT\) and \(c+iT \to c+i\infty\text{;}\)
  • the horizontal segments \(c-iT \to -1-iT\) and \(-1+iT \to c+iT\text{;}\)
  • the remaining segments \(-1-iT \to -U-iT \to -U+iT \to -1+iT\text{.}\)
We treat these three contributions in reverse order. For the remaining segments \(-1-iT \to -U-iT \to -U+iT \to -1+iT\text{,}\) we apply Lemma 10.8 to bound the horizontal contributions by
\begin{equation*} O \left( \int_1^\infty (\log s + \log T) x^{-s}/T \,ds \right) \leq O\left( \frac{1}{T x \log^2 x} + \frac{\log T}{T x \log x} \right), \end{equation*}
which is subsumed by our error bound. We bound the vertical contribution in the limit as \(U \to 0\) by
\begin{equation*} O \left( \frac{T \log U}{U x^U} \right), \end{equation*}
which tends to zero.
For the horizontal segments \(c-iT \to -1-iT\) and \(-1+iT \to c+iT\text{,}\) we combine Lemma 10.4 and Lemma 10.6 to see that for \(s\) on these segments,
\begin{equation*} \frac{\zeta'(s)}{\zeta(s)} = O(\log^2 T). \end{equation*}
We can thus bound these contributions by
\begin{equation*} O \left( \log^2 T \int_{-1}^c |x^s/s|\,ds \right) \leq O\left( \frac{x \log^2 T}{T \log x} \right), \end{equation*}
which is subsumed by our proposed error bound.
This leaves the infinite segments \(c-i\infty \to c-iT\) and \(c+iT \to c+i\infty\text{.}\) By Lemma 10.5 applied with \(y = x/n\text{,}\) the contour integral is dominated by
\begin{equation*} \sum_{n=1, n \neq x}^\infty \Lambda(n) \left( \frac{x}{n} \right)^c \min\{1, T^{-1} |\log (n/x)|^{-1}\} + c T^{-1} \Lambda(x). \end{equation*}
To estimate the summand, it helps to distinguish between terms where \(\log (n/x)\) is close to zero, and those where it is bounded away from zero. For the latter, the quantity \(|\log (n/x)|^{-1}\) is bounded above; so the summands with, say, \(|n/x - 1| \geq 1/4\text{,}\) are dominated by
\begin{equation*} O\left( x T^{-1} \left( -\frac{\zeta'(c)}{\zeta(c)} \right) \right) = O(x T^{-1} \log x). \end{equation*}
For the former, consider values \(n\) with \(3/4 \lt n/x \lt 1\) (the values with \(1 \lt n/x \lt 5/4\) are treated similarly, and \(n/x = 1\) contributes \(O(\log x)\)). Let \(x'\) be the largest prime power strictly less than \(x\text{;}\) then the summands \(x' \lt n \lt x\) all vanish. In particular, it is harmless to assume \(x' > 3x/4\text{,}\) since otherwise the summands we want to bound all vanish.
We now separately consider the summand \(n = x'\text{,}\) and all of the summands with \(3/4 \lt n \lt x'\text{.}\) The former contributes
\begin{equation*} O\left( \log(x) \min\left\{1, \frac{x}{T(x-x')}\right\}\right). \end{equation*}
For each term of the latter form, we can write \(n = x' - m\) with \(0 \lt m \lt x/4\text{,}\) and
\begin{equation*} \log \frac{x}{n} \geq - \log \left(1 - \frac{m}{x'} \right) \geq \frac{m}{x'}, \end{equation*}
so these terms contribute
\begin{equation*} O \left( x T^{-1} (\log x)^2 \right). \end{equation*}
All of this is subsumed by the proposed error bound, completing the proof.

Exercises 10.6 Exercises

2.

Prove Lemma 10.6.
Hint.
Use the product representation for \(\zeta'(s)/\zeta(s)\) evaluated at \(s = \sigma + it\text{,}\) then at \(2 + it\text{,}\) and subtract the two; everything left but the sum over \(\rho\) should be \(O(\log|t|)\text{.}\) Then use Exercise 9.4.9 to control the contribution from the zeroes with \(|t - \Imag(\rho)| \geq 1\text{.}\)

3.

Check the remaining cases of Lemma 10.5.
Hint.
Treat \(y=1\) by a direct calculation. To treat \(y>1\text{,}\) shift contours in the opposite direction, picking up the pole at \(s=0\text{.}\)