Wolfgang Doeblin Video

A Mathematician Rediscovered
Ein Mathematiker wird wiederentdeckt

© Agnes Handwerk, Harrie Willems

In May 2000, at the Academy of Sciences in Paris, a sealed letter with the number 11 668 is opened. The letter, sent 60 years before to the Academy by the mathematician Wolfgang Doeblin, contains a mathematical manuscript called "On Kolmogorov`s equation". Being deciphered, the manuscript causes a sensation among mathematicians. It proves that as early as 1940, Wolfgang Doeblin has developed a formula to calculate the role of chance in continuous random processes, comparable with the formula the Japanese mathematician Kiyoshi Itô developed some years later as the basis of his famous Itôcalculus.

Im Jahr 2000 wird an der französischen Académie des sciences ein versiegelter Umschlag mit dem Manuskript "Sur l`équation de Kolmogorov" von Wolfgang Doeblin geöffnet. Es erweist sich als eine Sensation in der Welt der Wissenschaft, denn seine Formel zur Berechnung zufälliger Ereignisse in der Dimension der Zeit ist vergleichbar mit dem berühmten Itô-Calculus des Japaners Kiyoshi Itô. Der Videofilm erzählt die Lebensgeschichte von Wolfgang Doeblin und seiner Formel.

Foto: Deutsches Literaturarchiv Marbach; Montage: Olaf Meltzer

Wolfgang Doeblin was born in Berlin in 1915 as the son of the famous German writer Alfred Döblin. In 1933 the family flees from Berlin and takes refuge in Paris. Wolfgang starts his study in mathematics and proves to be a brilliant probabilist.

In the winter of 1939/40 he is stationed as a simple soldier in the Vosges near the French/German border. During this time Wolfgang writes his manuscript "On Kolmogorov's equation" and sends it as a sealed letter to the Academy of Sciences. A few months later, threatened to be captured by the German Wehrmacht, he commits suicide.

Der Mathematiker Wolfgang Doeblin ist 1915 als Sohn des bekannten deutschen Schriftstellers Alfred Döblin (Berlin Alexanderplatz) in Berlin geboren. Als prominenter Gegner der Nationalsozialisten muss Alfred Döblin 1933 nach der Machtübernahme um sein Leben fürchten und flüchtet mit seiner Familie nach Paris. Wolfgang studiert an der Sorbonne und dem Institut Henri Poincaré Mathematik. Er wird zu einem der hervorragendensten und kreativsten Mathematiker der Wahrscheinlichkeitsrechnung.

Als Soldat in der französischen Armee erlebt Wolfgang Doeblin den Ausbruch des 2.Weltkriegs und beginnt an der Front mit der Niederschrift seines Manuskripts "Sur l`équation de Kolmogorov". Er will es vor den Kriegswirren in Sicherheit bringen und schickt es als "pli cacheté" an die Académie des sciences nach Paris. Die Kapitulation Frankreichs im Juni 1940 bringt ihn in eine ausweglose Situation. Wolfgang Doeblin will nicht in die Hände der Nationalsozialisten fallen und nimmt sich das Leben. Sein Manuskript liegt unberührt und vergessen 60 Jahre im Archiv der Akademie. Auf Initiative des Mathematikers Bernard Bru wird es im Jahr 2000 geöffnet.

The video is edited as DVD by Springer-Verlag Berlin Heidelberg New York

PAL: ISBN 978-3-540-71959-5
NTSC: ISBN 978-3-540-71960-1

Mathematics Subject Classification (2000): 60-02,60-03,60J65

You can download the text of the attached booklet as PDF

Kontaktadresse:
Agnes Handwerk, Gerstäckerstraße 6, 20459 Hamburg
Tel: +49-40-3191268
Mail: ahandwerk (at) gmx (dot) de
Harrie Willems, 355 Binnenkadijk, 1018 AX Amsterdam
Tel: +31-20-6926944
Mail: hawi (at) xs4all (dot) nl

Vorführungen in Anwesenheit der Autoren
Performances Presented by the Authors

SPA-Kongress in Berlin, July 2009

Over 400 mathematicians attended the presentation of the Doeblin-film on July 28, 2009, at the SPA conference 2009 in Berlin: Stochastic Processes and Their Applications.

Until Doeblin fled with his family to Paris in 1933, they lived in Berlin. Once in the French capital he started studying mathematics at the Institut Henri Poincaré.

At the SPA-conference Hans Föllmer elaborated on the life and work of Wolfgang Doeblin. Commemorative words were spoken for two contemporaries of Doeblin, Kiyoshi Itô (1915-2008) and Kai Lai Chung (1917-2009). Both mathematicians worked, just like Doeblin, in the field of Markov processes.

Masatoshi Fukushima gave a fascinating short talk on Kiyoshi Itô before showing the first publication of the Itô stochastic integral:
Two pages of Kiyoshi Itô, Differential equation determining a Markoff process, J.Pan-Japan. Math.Coll. 1077 (1942), p. 1352-1400

Kai Lai Chung (1917-2009) was one of the first to recognise the importance of the Wolfgang Doeblin’s work.
After World War II Kai Lai Chung wrote to Erna Döblin, the mother of Wolfgang Doeblin.
She sent him quite a number of not-published notes, which Wolfgang left behind.
Kai Lai Chung was one of the initiators of the conference 50 Years after Doeblin: Developments in the theory of Markov chains, Markov processes and sums of random variables”. His contribution to the rediscovery of Wolfgang Doeblin was of vital importance.

During the conference Ruth Williams, who was one of Kai Lai Chung’s students, commemorated him. She writes to us: "Thank you for producing such an illuminating and moving documentary, and for inviting me to comment on the connection between Wolfgang Doeblin and Kai Lai Chung. As you know, Kai Lai Chung, one of the leading probabilists of his times,passed away on June 1, 2009 at the age of 91. (An obituary can be found at the website.) One of the areas of probability in which Kai Lai Chung made a major contribution was the theory of Markov chains. His papers on this subject indicate a great appreciation for the remarkable work of Wolfgang Doeblin. Indeed, Doeblin's fundamental work on the theory of Markov chains had a major impact on the subsequent developments of Chung, Doob, Harris, Orey and others.In 1991, Chung was one of the instigators of a conference held in Blaubeuren, Germany, to highlight the remarkable work of Wolfgang Doeblin and the influence it had on further work in the field. Some historical articles and a more extensive description of the impact of Doeblin's work can be be found in the proceedings of the conference:"Fifty Years after Doeblin: Developments in the Theory of Markov Chains,Markov Processes, and Sums of Random Variables", edited by Harry Cohn, published in the Contemporary Mathematics Series of the American Mathematical Society. Of course, this conference and proceedings predated the historic opening of Doeblin's "Pli cachete" in 2000.

Sincerely
Ruth Williams

Ruth J. Williams
Distinguished Professor of Mathematics
University of California at San Diego
9500 Gilman Drive, #0112
La Jolla CA 92093-0112
USA

Mathematik braucht Intuition -
Die Wiederentdeckung des Mathematikers Wolfgang Doeblin

Veranstaltung im Rahmen des Frankreich-Schwerpunktes des Internationalen Zentrums für Kultur- und Technikforschung (IZKT) in Kooperation mit der Stadtbücherei Stuttgart und der DVA-Stiftung.

Der französische Schriftsteller Marc Petit spricht über sein Buch "Die verlorene Gleichung - Auf den Spuren von Wolfgang und Alfred Döblin".

23. Oktober 2008 um 19.00 Uhr
Stadtbücherei Stuttgart
Konrad-Adenauer-Str. 2
70173 Stuttgart

Das Jenaer Mathematische Kolloqium

6.November um 16 Uhr
Universität Jena, Hörsaal Haus 6
Carl-Zeisstr.3, 07743 Jena

Die versiegelte Formel
Wolfgang Doeblin und die Ursprünge der Stochastischen Analysis

Vortrag von Hans Föllmer, Humboldt-Universität zu Berlin, mit anschließender Filmvorführung
5. Dezember 2008 um 17.15 Uhr
Akademie der Wissenschaften zu Göttingen
Aula der Universität Göttingen
Wilhelmsplatz 1, 37073 Göttingen

Universität Freiburg

Veranstaltung des Mathematischen Instituts mit der Fachschaft Mathematik
und des aka Filmclubs der Universität Freiburg
16. Dezember 2008 um 19.30 Uhr
Kollegiengebäude II Universität Freiburg
Platz der alten Synagoge, 79085 Freiburg

2009 Joint Mathematics Meetings
of the American Mathematical Society

AMS presents the film
Wednesday, January 7th, 2009 at 7:00-8:30 p.m.
Marriott Ballroom Salons 1 and 2
Marriott Wardman Park Hotel, Washington DC

Harrie Willems Presented the Film at Universities in USA and Canada

You can download a list of places and dates as PDF.

Eine Liste mit den Terminen aller geplanten Veranstaltungen können Sie als PDF herunterladen.

Reviews

Prof. Junko ITÔ, the daughter of Prof. Kiyoshi Itô, wrote us that her father "was very much moved by the film" and "congratulations on making a wonderful film."

Prof. Hans FÖLLMER, Humboldt-Universität in Berlin, writes about the film: The film of Agnes Handwerk and Harrie Willems documents scientific and human aspects of this amazing discovery and throws new light on the startling circumstances of the death of Wolfgang Doeblin at the age of 25. I recommend it in the strongest terms.

Prof. Tom M. APOSTOL, California Institute of Technology, the producer of Project Mathematics: I have twice viewed the dvd on W. Doeblin and found it to be a very interesting and moving story, well told and well presented. I thought the mathematical explanations were excellent, especially the parts concerning Brownian motion.

Prof. Marc YOR, Université Pierre et Marie Curie in Paris: I think, the film is a very good document.

Prof. Yuri I. MANIN, Max-Planck-Institute for Mathematics, Bonn and Northwestern University: "I would like to recommend the remarkable new documentary which I have seen at Bonn University. I can testify that it is an astonishing homage to a highly unusual and tragic life of a young mathematician of Jewish origin who got trapped and died during the tumultuous years of WW2 in Europe."

Dr. Silke GÖBEL, Technical University Berlin, writes in Zentralblatt Math (Zbl pre05164449): "The documentary is excellent, informative and intriguing. W. Doeblin's life story is greatly moving, and shows again an example of the crimes of the Nazi regime."

Prof. Eric SLUD, Statistics Program University of Maryland at College Park: The showing of the film, "A Mathematician Rediscovered" about Wolfgang Doeblin, was a rare opportunity for three of our seminar audiences at the University of Maryland at College Park (in PDE, Harmonic Analysis, and Statistics) to engage simultaneously with material that combined substantive mathematics with its social aspects -- the meaning of priority and of a mathematical result being `ahead of its time' -- along with a dramatic story about the societal setting of mathematics -- the practices of the Academie Francaise and the sensibilities of refugees. Both the dramatic story and the mathematical one were extremely well told. The response of our audience was enthusiastic, so much so that the general discussion delayed the showing of the second, technical leg of the film just long enough that a quarter of the audience did not have time to stay for it. But we are already arranging for a second showing where those audience members and others will have a chance to see the whole thing.

Prof. Christian HOUDRÉ, School of Mathematics, Georgia Institute of Technology, Atlanta: "By people's request, we showed the French version of the explanation of the pli cacheté by Marc Yor on Friday. This was after a second showing of your documentary. Once more, both were very well received and lead to numerous mathematical as well as historical questions from the audience".

Prof. Philip PROTTER, Cornell University, Ithaca, NY: "The showing was in Bachelor Auditorium, Malott Hall, where the Mathematics Department is housed. In addition to members of the Mathematics Department, the film had people from the Engineering College, the Center for Applied Mathematics, The Government Department, the Hotel School,German Cultural Studies, and from Ithaca itself. It was a campus wide event, partially promoted by Cornell Cinema. The audience was estimated at near 150 people, who applauded at the end. The director Harrie Willems was present and made some brief comments about the film. People commented afterwards that the story was interesting in several dimensions: concerning the life and work of Doeblin, the role of the "pli cachetes" of the French Academy of Sciences, and the insights into the atmosphere of the pre-war Nazi period, the war itself, and the role of emigres in French society."

Prof. Chuck NEWMAN, Courant Institute of Mathematical Sciences of New York University "This film about Doeblin`s life and work is quite fascinating. Although I knew of some of his work on Markov-processes, I had no idea of the extraordinary circumstances of his life and of his final paper where his results paralleled those obtained by Ito a few years later. It is simultaneuosly a sad and enobling story."

Prof. Barbara Lee KEYFITZ, Fields Institute Research in Mathematical Sciences, Toronto: "Dear Harrie, I was very moved by the film yesterday, and I'm sorry that I was not able to stay for the discussion and the mathematical presentation. After the effort you and your colleagues had put into it, I was embarrassed to walk away in the middle. While it is possible that people who work in probability knew something of this story, it was completely new to me. You were fortunate that some of the people who were there at the time -- Wolfgang Doeblin's brothers -- were there to be interviewed. You were able to track down an impressive number of other people who played a part in Doeblin's short, sad life. One of the most impressive things about your film was the way you made it into a story: you were able to suggest, without being obtrusive, motivations and explanations for a series of events that, on the surface, seem very odd. (Why did Doeblin put this result into a sealed envelope? Why did he kill himself?) It was also rather disturbing that so little was done by the mathematicians of the time to help and succour Doeblin -- it is a poor reflection on our community that it did not do more to convince this talented young man not to fear that other people would steal his results. Thank you for your service to the mathematical community in bringing this story to light. You have given us many things to think about. Yours sincerely, Barbara Keyfitz"

Prof. Miklos CSORGO, Carleton University, Ottawa, Canada: "Dear Harrie, this is to thank you very much for visiting our Laboratory for Research in Statistics and Probability (LRSP), and for personally presenting the film "Wolfgang Doeblin -- a mathematician rediscovered" on our LRSP Stochastic Day, Friday, April 25, 2008. We have waited for the presentation of this film with great anticipation, and wish to thank you for making it happen.The mathematical community and, indeed, all those who wish to became aware of the scientific and human aspects of a significant event of the 20th century, owe grateful thanks to you and Agnes Handwerk for enriching our life with this remarkable film on the discovery of Doeblin's famous treatise, "On Kolmogorov's Equation", and the tragic circumstances that had led to his death at the age of 25. With many thanks and best regards, Miklos."

Prof. Evarist GINE, University of Connecticut, Storr: "Dear Harrie, thank you very much for presenting the Doeblin film at the Math. Dept. at UConn on April 28. We were all very happy with the presentation and several colleagues have asked me for the DVD to look at it at their homes. I particularly liked, as a probabilist, Marc Yor's exposition, that I even found too short. But I certainly also enjoyed very much, and was moved by, the human story and tragedy developed in the first part. The atmosphere where the short life of Wolfgang Doeblin took place, his family, and their reasons for not allowing the manuscript to be known until so late, were very well documented and described. I am happy you offered us the opportunity to see this film. Also, we enjoyed your visit."

Prof. Howard STONE, Harvard University, Cambridge: "We met briefly last week when you visited to show your wonderful documentary about Wolfgang Doeblin (I briefly introduced you). I had to leave at the end of the first part. I have heard many complementary remarks from my colleagues. I enjoyed the documentary enormously. Many congratulations and thanks for sharing it with us."

Prof. Persi DIACONIS, Stanford University, Stanford: "A spellbinding film, a really moving story and a beautiful part of modern mathematics, suitable for non mathematicians and really well done. Make sure you see this."