diff --git a/src/dg/complex/derivative.tex b/src/dg/complex/derivative.tex index 64e2582..16fa66f 100644 --- a/src/dg/complex/derivative.tex +++ b/src/dg/complex/derivative.tex @@ -2,29 +2,7 @@ \label{section:complex-derivative} \begin{lemma} -\label{lemma:cauchy-circle} - Let $E$ be a separated locally convex space over $\complex$, $U \subset \complex$, and $f \in C^1(U; E)$. For any $a \in U$ and $r > 0$ such that $\overline{B(a, r)} \subset U$, let - \[ - \gamma: [0, 2\pi] \to U \quad t \mapsto a + re^{it} - \] - - then for any $z \in B(a, r)$, - \[ - f(z) = \frac{1}{2\pi i}\int_\gamma \frac{f(w)}{w - z}dw - \] -\end{lemma} -\begin{proof} - Assume without loss of generality that $a = 0$ and $r = 1$, then by the \hyperref[change of variables formula]{theorem:rs-change-of-variables}, - \[ - \frac{1}{2\pi i}\int_\gamma \frac{f(w)}{w - z}dw = \frac{1}{2\pi} \frac{f(e^{it})e^{it}}{e^{it} - z}dt - \] -\end{proof} - - - - -\begin{definition}[Complex Analytic] -\label{definition:complex-analytic} +\label{lemma:complex-analytic} Let $E$ be a separated locally convex space over $\complex$, $U \subset \complex$, and $f: U \to E$, then the following are equivalent: \begin{enumerate} \item $f \in C^1(U; E)$. @@ -33,7 +11,7 @@ \frac{\partial f}{\partial x} = i\frac{\partial f}{\partial y} \] \end{enumerate} -\end{definition} +\end{lemma} \begin{proof} (1) $\Rightarrow$ (2): Let $x_0 \in U$, then \[ @@ -54,3 +32,111 @@ so by definition of differentiability, $f$ is complex-differentiable at $x_0$ with derivative $L$. \end{proof} +\begin{theorem}[Cauchy] +\label{theorem:cauchy-homotopy} + Let $E$ be a separated locally convex space over $\complex$, $U \subset \complex$ be open, $f \in C^1(U; E)$, and $\gamma, \mu \in C([a, b]; \complex)$ be closed, rectifiable paths. If $\gamma$ and $\mu$ are homotopic, then + \[ + \int_\gamma f = \int_\mu f + \] +\end{theorem} +\begin{proof}[Proof of smooth case. ] + Let $\Gamma \in C^\infty([0, 1] \times [a, b]; \complex)$ be a smooth homotopy of loops from $\gamma$ to $\mu$, and + \[ + F: [0, 1] \to E \quad t \mapsto \int_{\Gamma (t, \cdot)}f = \int_a^b (f \circ \Gamma)(t, s) \Gamma(t, ds) + \] + + then for any $t \in [0, 1]$, by the \hyperref[change of variables formula]{theorem:rs-change-of-variables}, + \begin{align*} + F(t) &= \int_a^b (f \circ \Gamma)(t, s) \Gamma(t, ds) \\ + &= \int_a^b (f \circ \Gamma)(t, s) \frac{\partial \Gamma}{\partial s}(t, s) ds + \end{align*} + + Now, by \autoref{proposition:difference-quotient-compact}, + \[ + \frac{dF}{dt}(t) = \int_a^b \frac{\partial}{\partial t}\braks{(f \circ \Gamma)(t, s) \frac{\partial \Gamma}{\partial s}(t, s)}ds + \] + + Under the identification that $\complex = \real^2$, by the \hyperref[power rule]{theorem:power-rule} and the \hyperref[chain rule]{proposition:chain-rule-sets-conditions}, + \[ + \frac{\partial }{\partial t}\braks{(f \circ \Gamma) \frac{\partial \Gamma}{\partial s}} = (Df \circ \Gamma)\paren{\frac{\partial\Gamma}{\partial t}} \frac{\partial \Gamma}{\partial s} + (f \circ \Gamma) \frac{\partial^2\Gamma}{\partial t \partial s} + \] + + Now, since $f \in C^1(U; E)$ satisfies the \hyperref[Cauchy-Riemann equations]{lemma:complex-analytic}, + \begin{align*} + (Df \circ \Gamma)\paren{\frac{\partial\Gamma}{\partial t}} \frac{\partial \Gamma}{\partial s} &= + (Df \circ \Gamma)\frac{\partial\Gamma}{\partial t} \frac{\partial \Gamma}{\partial s} = (Df \circ \Gamma)\paren{\frac{\partial \Gamma}{\partial s}}\frac{\partial\Gamma}{\partial t} + \end{align*} + + so + \begin{align*} + \frac{\partial }{\partial t}\braks{(f \circ \Gamma) \frac{\partial \Gamma}{\partial s}} &= (Df \circ \Gamma)\paren{\frac{\partial\Gamma}{\partial s}} \frac{\partial \Gamma}{\partial t} + (f \circ \Gamma) \frac{\partial^2\Gamma}{\partial s \partial t} \\ + &= \frac{\partial }{\partial s}\braks{(f \circ \Gamma) \frac{\partial \Gamma}{\partial t}} + \end{align*} + + Hence by the \hyperref[Fundamental Theorem of Calculus]{theorem:ftc-riemann}, + \begin{align*} + \frac{dF}{dt}(t) &= \int_a^b \frac{\partial}{\partial s}\braks{(f \circ \Gamma)(t, s) \frac{\partial \Gamma}{\partial t}(t, s)}ds \\ + &= (f \circ \Gamma)(t, b)\frac{\partial \Gamma}{\partial t}(t, b) - (f \circ \Gamma)(t, a)\frac{\partial \Gamma}{\partial t}(t, a) + \end{align*} + + Since $\Gamma(t, a) = \Gamma(t, b)$ for all $t \in [0, 1]$, the above expression evaluates to $0$, so + \[ + \int_\gamma f = F(0) = F(1) = \int_\mu f + \] + + by \autoref{proposition:zero-derivative-constant}. +\end{proof} +\begin{proof}[Proof of general case. ] + Let $\Gamma \in C([0, 1] \times [a, b]; \complex)$ be a homotopy of loops from $\gamma$ to $\mu$. By augmenting $\Gamma$ and using \autoref{lemma:rectifiable-piecewise-linear}, assume without loss of generality that: + \begin{enumerate}[label=(\alph*)] + \item $\mu$, $\gamma$ are piecewise linear. + \end{enumerate} + + Furthermore, by passing through a reparametrisation, assume without loss of generality that: + \begin{enumerate}[label=(\alph*)] + \item For each $t \in [0, \eps)$, $\Gamma(t, \cdot) = \gamma$. + \item For each $t \in (1 - \eps, 1]$, $\Gamma(t, \cdot) = \mu$. + \item For each $t \in [0, 1]$, $\Gamma$ is constant on $\bracs{t} \times ([a, a + \eps] \cup [b - \eps, b])$. + \end{enumerate} + + Extend $\Gamma$ to $[0, 1] \times \real$ by + \[ + \Gamma_0: \real^2 \to \complex \quad (t, s) \mapsto \begin{cases} + \Gamma(t, s) &t \in k(b-a) + [a, b], k \in \integer \\ + \end{cases} + \] + + then extend $\Gamma_0$ to $\real^2$ by + \[ + \ol \Gamma: \real^2 \to \complex \quad (t, s) \mapsto \begin{cases} + \Gamma(t, s) &t \in [0, 1] \\ + \Gamma(1, s) &t \ge 1 \\ + \Gamma(0, s) &t \le 0 + \end{cases} + \] + + Let $\varphi \in C_c^\infty(\real^2; \real)$ with $\int_{\real^2} \varphi = 1$. For each $\delta \ge 0$, let + \[ + \Gamma_\delta: [0, 1] \times [a, b] \to \complex \quad (t, s) \mapsto \frac{1}{\delta^2}\int_{\real^2} \Gamma(y) \varphi\paren{\frac{(t, s) - y}{\delta}}dy + \] + + Since for each $k \in \integer$ and $(t, s) \in \real^2$, $\Gamma(t, s + k(b - a)) = \Gamma(t, s)$, $\Gamma_\delta(t, a) = \Gamma_\delta(t, b)$ for all $t \in [0, 1]$. Therefore $\Gamma_\delta$ is a homotopy of loops. Since $\Gamma$ is continuous, $\Gamma([0, 1] \times [a, b])$ is compact, so $\Gamma_\delta$ lies in $U$ for sufficiently small + + By assumptions (b) and (c), for sufficiently small $\delta$, there exists $\psi \in C_c^\infty(\real; \real)$ with $\int_{\real} \psi = 1$ such that + \[ + \Gamma_\delta(0, s) = \frac{1}{\delta}\int_{\real^2} \Gamma(0, y) \psi\paren{\frac{s - y}{\delta}}dy + \] + + and + \[ + \Gamma_\delta(1, s) = \frac{1}{\delta}\int_{\real^2} \Gamma(1, y) \psi\paren{\frac{s - y}{\delta}}dy + \] + + By assumption (a), (d), and \autoref{lemma:rectifiable-smooth}, + \[ + \int_\gamma f = \lim_{\delta \downto 0} \int_{\Gamma_\delta(0, \cdot)}f = \lim_{\delta \downto 0} \int_{\Gamma_\delta(1, \cdot)}f = \int_\mu f + \] +\end{proof} + + + diff --git a/src/dg/derivative/euclid.tex b/src/dg/derivative/euclid.tex index a71dbef..f191def 100644 --- a/src/dg/derivative/euclid.tex +++ b/src/dg/derivative/euclid.tex @@ -39,7 +39,7 @@ \frac{f(x + h, y) - f(x, y)}{h} \to \frac{df}{dx}(x, y) \] - as $h \to 0$, uniformly on compact subsets of $(a, b) \times Y$. + as $h \to 0$, uniformly on compacts. \end{proposition} \begin{proof} Let $[c, d] \subset (a, b)$ and $K \subset Y$ be compact, then by the \hyperref[Mean Value Theorem]{theorem:mean-value-theorem-line}, for any $(x, y) \in [c, d] \times K$ and $h \in \real$ with $x + h$, diff --git a/src/dg/derivative/higher.tex b/src/dg/derivative/higher.tex index ec22b11..28e5f2e 100644 --- a/src/dg/derivative/higher.tex +++ b/src/dg/derivative/higher.tex @@ -197,3 +197,5 @@ (2): By (1), $D^n_\sigma f$ is constant. \end{proof} + + diff --git a/src/fa/rs/path.tex b/src/fa/rs/path.tex index 4d81b8d..7eedbb1 100644 --- a/src/fa/rs/path.tex +++ b/src/fa/rs/path.tex @@ -43,16 +43,18 @@ \begin{lemma} \label{lemma:rectifiable-piecewise-linear} - Let $[a, b] \subset \real$, $E, F, H$ be locally convex spaces over $K \in \RC$, $E \times F \to H$ with $(x, y) \mapsto xy$ be a continuous bilinear map, $\gamma \in C([a, b]; F)$ be a rectifiable path, and $U \in \cn_F(\gamma([a, b]))$, then for any continuous seminorm $[\cdot]_G: G \to [0, \infty)$, $\eps > 0$, and $f \in C(U; E) \cap PI([a, b], \gamma; E)$, there exists a piecewise linear path $\Gamma \in C([a, b]; F)$ such that: + Let $[a, b] \subset \real$, $E, F, H$ be locally convex spaces over $K \in \RC$, $E \times F \to H$ with $(x, y) \mapsto xy$ be a continuous bilinear map, $\gamma \in C([a, b]; F)$ be a rectifiable path, and $U \in \cn_F(\gamma([a, b]))$. + + For each $P \in \scp([a, b])$, let $\Gamma_P \in C([a, b]; F)$ be the piecewise linear path obtained by interpolating values of $\gamma$ at points of $P$, then for any continuous seminorm $[\cdot]_G: G \to [0, \infty)$, $\eps > 0$, and $f \in C(U; E) \cap PI([a, b], \gamma; E)$, there exists $P \in \scp([a, b])$ such that for any $Q \in \scp([a, b])$ with $Q \ge P$, \begin{enumerate} - \item $\Gamma(a) = \gamma(a)$ and $\Gamma(b) = \gamma(b)$. - \item $\braks{\int_\gamma f - \int_\Gamma f}_F < \epsilon$. + \item $\Gamma_P(a) = \gamma(a)$ and $\Gamma_P(b) = \gamma(b)$. + \item $\braks{\int_\gamma f - \int_{\Gamma_P} f}_F < \epsilon$. \end{enumerate} \end{lemma} \begin{proof} Let $[\cdot]_E: E \to [0, \infty)$ and $[\cdot]_F: F \to [0, \infty)$ such that for any $x \in E$ and $y \in F$, $[xy]_G \le [x]_E[y]_F$. Since $\gamma([a, b])$ is compact, by modifying $[\cdot]_F$, assume without loss of generality that there exists $V \in \cn_F(\gamma([a, b]))$ such that for any $x, y \in V$ with $[x - y]_F \le 1$, $[f(x) - f(y)]_E \le \eps$. - Since $f \in C(U; E)$, $f \in PI([a, b], \gamma; E)$ by \autoref{proposition:rs-bv-continuous}. Given that $\gamma$ is continuous, there exists $(P = \seqfz{x_j}, c) \in \scp_t([a, b])$ such that: + Since $f \in C(U; E)$, $f \in PI([a, b], \gamma; E)$ by \autoref{proposition:rs-bv-continuous}. Given that $\gamma$ is continuous, there exists $(P_0, c_0) \in \scp_t([a, b])$ such that for any $(P = \seqfz{x_j}, c) \in \scp_t([a, b])$ with \begin{enumerate}[label=(\alph*)] \item For each $1 \le j \le n$, \[ @@ -61,7 +63,7 @@ \item $\braks{\int_\gamma f - S(P, c, f \circ \gamma, \gamma)}_G < \epsilon$. \end{enumerate} - Let $\Gamma$ be the piecewise linear path formed by linearing $f$ at points in $P$. For any $(Q, d) \in \scp_t([a, b])$ with $(Q, d) \ge (P, c)$, + Let $\Gamma = \Gamma_P$, then for any $(Q, d) \in \scp_t([a, b])$ with $(Q, d) \ge (P, c)$, \[ \braks{S(P, c, f \circ \gamma, \gamma) - S(Q, d, f \circ \Gamma, \Gamma)}_G \le \eps [\gamma]_{\text{var}, [\cdot]_F} \] @@ -70,8 +72,6 @@ \[ \braks{\int_\gamma f - \int_\Gamma f}_G < \eps(1 + [\gamma]_{\text{var}, [\cdot]_F}) \] - - \end{proof} \begin{remark} @@ -81,7 +81,7 @@ \begin{lemma} \label{lemma:rectifiable-smooth} - Let $[a, b] \subset \real$, $E, F, H$ be separated locally convex spaces over $K \in \RC$ with $H$ being complete, $E \times F \to H$ with $(x, y) \mapsto xy$ be a continuous bilinear map, $\gamma \in C([a, b]; F)$ be a piecewise linear path, and $U \in \cn_F(\gamma([a, b]))$. + Let $[a, b] \subset \real$, $E$ be a separated locally convex space over $K \in \RC$, $F$ be a Banach space over $K$, $H$ be a complete locally convex space over $K$, all over $K \in \RC$, $E \times F \to H$ with $(x, y) \mapsto xy$ be a continuous bilinear map, $\gamma \in C([a, b]; F)$ be a piecewise $C^1$ curve that is constant on $[a, a + \eps)$ and $(b - \eps, b]$, and $U \in \cn_F(\gamma([a, b]))$. Extend $\gamma$ to $\real$ by \[ @@ -92,7 +92,7 @@ \end{cases} \] - Since $\gamma$ takes values in a finite-dimensional subspace, assume without loss of generality that $F$ is a Banach space. In which case, for each $\varphi \in C_c^\infty(\real; \real)$ with $\int_\real \varphi = 1$ and $t > 0$, let + For each $\varphi \in C_c^\infty(\real; \real)$ with $\int_\real \varphi = 1$ and $t > 0$, let \[ \gamma_t: [a, b] \to F \quad x \mapsto \frac{1}{t}\int_{\real} \ol \gamma(y) \varphi\braks{\frac{x - y}{t}} dy \] @@ -109,8 +109,6 @@ \end{enumerate} \end{lemma} \begin{proof} - By passing through a \hyperref[reparametrisation]{proposition:path-integral-change-of-variables}, assume without loss of generality that there exists $\eps > 0$ such that $\gamma$ is constant on $[a, a + \eps)$ and $(b - \eps, b]$. - (1): By the \hyperref[Mean Value Theorem]{theorem:mean-value-theorem}, for each $x, y \in [a, b]$, \[ \norm{\frac{\varphi(x) - \varphi(y)}{x - y}}_F \le \sup_{z \in \real}\norm{D\varphi(z)}_F