Fixed mistakes in FTC for path integrals.
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@@ -83,9 +83,7 @@
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\begin{theorem}[Fundamental Theorem of Calculus for Path Integrals]
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\begin{theorem}[Fundamental Theorem of Calculus for Path Integrals]
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\label{theorem:ftc-path-integrals}
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\label{theorem:ftc-path-integrals}
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Let $[a, b] \subset \real$, $E, F$ be separated locally convex spaces, $\gamma \in C([a, b]; F)$ be a rectifiable path, $U \in \cn_F(\gamma([a, b]))$.
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Let $[a, b] \subset \real$, $E, F$ be separated locally convex spaces, $\sigma \subset \mathfrak{B}(F)$ be an ideal containing all compact sets, $\gamma \in C([a, b]; F)$ be a rectifiable path, and $U \in \cn_F(\gamma([a, b]))$, then for any $f \in C^1_\sigma(U; E)$,
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Let $\sigma \subset \mathfrak{B}(F)$ be an ideal containing all compact sets, then for any $f \in C^1_\sigma(U; E)$,
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\[
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\[
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\int_\gamma D_\sigma f = f(\gamma(b)) - f(\gamma(a))
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\int_\gamma D_\sigma f = f(\gamma(b)) - f(\gamma(a))
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\]
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\]
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@@ -93,7 +91,7 @@
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In particular, if $\gamma(a) = \gamma(b)$, then $\int_\gamma D_\sigma f = 0$.
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In particular, if $\gamma(a) = \gamma(b)$, then $\int_\gamma D_\sigma f = 0$.
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\end{theorem}
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\end{theorem}
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\begin{proof}
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\begin{proof}
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Using \autoref{lemma:rectifiable-piecewise-linear}, assume without loss of generality that $\gamma$ is piecewise smooth. By the \hyperref[Chain Rule]{proposition:chain-rule-sets}, $f \circ \gamma \in C^1([a, b]; F)$ with $D(f \circ \gamma)(t) = Df(\gamma(t)) \cdot D\gamma(t)$. In which case, by \autoref{proposition:lebesgue-stieltjes-differentiable} and the \hyperref[Fundamental Theorem of Calculus]{theorem:ftc-riemann},
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Using \autoref{lemma:rectifiable-piecewise-linear}, assume without loss of generality that $\gamma$ is piecewise smooth. By the \hyperref[Chain Rule]{proposition:chain-rule-sets-conditions}, $f \circ \gamma$ is piecewise $C^1$ with $D(f \circ \gamma)(t) = Df(\gamma(t)) \cdot D\gamma(t)$ on all but finitely many points. In which case, by \hyperref[change of variables formula]{theorem:rs-change-of-variables} and the \hyperref[Fundamental Theorem of Calculus]{theorem:ftc-riemann},
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\begin{align*}
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\begin{align*}
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\int_\gamma D_\sigma f &= \int_a^b D_\sigma f (\gamma(t)) \cdot D\gamma(t)dt \\
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\int_\gamma D_\sigma f &= \int_a^b D_\sigma f (\gamma(t)) \cdot D\gamma(t)dt \\
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&= \int_a^b D(f \circ \gamma)(t) dt = f(\gamma(b)) - f(\gamma(a))
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&= \int_a^b D(f \circ \gamma)(t) dt = f(\gamma(b)) - f(\gamma(a))
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@@ -4,7 +4,7 @@
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\begin{proposition}
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\begin{proposition}
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\label{proposition:rs-interval}
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\label{proposition:rs-interval}
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Let $[a, b] \subset \real$, $E, F, H$ be TVSs over $K \in \RC$, and $E \times F \to H$ with $(x, y) \mapsto xy$ be a continuous linear map.
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Let $[a, b] \subset \real$, $E, F, H$ be TVSs over $K \in \RC$, and $E \times F \to H$ with $(x, y) \mapsto xy$ be a continuous bilinear map.
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Let $G: [a, b] \to F$ and $[c, d] \subset [a, b]$ such that $G$ is continuous at $c$ and $d$, then for any $x \in E$, $x \cdot \one_{[c, d]} \in RS([a, b], G)$, and
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Let $G: [a, b] \to F$ and $[c, d] \subset [a, b]$ such that $G$ is continuous at $c$ and $d$, then for any $x \in E$, $x \cdot \one_{[c, d]} \in RS([a, b], G)$, and
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\[
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\[
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@@ -35,9 +35,9 @@
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\begin{definition}[Regulated Function]
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\begin{definition}[Regulated Function]
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\label{definition:regulated-function}
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\label{definition:regulated-function}
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Let $[a, b] \subset \real$, $E, F, H$ be TVSs over $K \in \RC$, and $E \times F \to H$ with $(x, y) \mapsto xy$ be a continuous linear map.
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Let $[a, b] \subset \real$, $E, F, H$ be TVSs over $K \in \RC$, and $E \times F \to H$ with $(x, y) \mapsto xy$ be a continuous bilinear map.
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Let $G: [a, b] \to F$ and $f: [a, b] \to E$ be a step map, then $f$ is \textbf{regulated with respect to} $G$ if $G$ is continuous on all discontinuity points of $f$. Let $\text{Reg}([a, b], G; E)$ be closure of all regulated step maps with respect to the uniform norm, then:
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Let $G: [a, b] \to F$ and $f: [a, b] \to E$ be a step map, then $f$ is \textbf{regulated with respect to} $G$ if $G$ is continuous on all discontinuity points of $f$. Let $\text{Reg}([a, b], G; E)$ be closure of all regulated step maps with respect to the uniform topology, then:
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\begin{enumerate}
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\begin{enumerate}
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\item Every regulated step map is in $RS([a, b], G)$.
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\item Every regulated step map is in $RS([a, b], G)$.
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\item If $E$ is metrisable, then for any $f \in \text{Reg}([a, b], G; E)$, $f$ is continuous at all but at most countably many points, and $f$ does not share any discontinuity points with $E$.
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\item If $E$ is metrisable, then for any $f \in \text{Reg}([a, b], G; E)$, $f$ is continuous at all but at most countably many points, and $f$ does not share any discontinuity points with $E$.
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@@ -106,4 +106,3 @@
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(2): Let $G(x) = \int_a^x DF(t)dt + F(a)$, then $G - F$ has derivative $0$. By the \hyperref[Mean Value Theorem]{proposition:zero-derivative-constant}, $G - F$ is constant. As $G(a) - F(a) = 0$, $G = F$.
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(2): Let $G(x) = \int_a^x DF(t)dt + F(a)$, then $G - F$ has derivative $0$. By the \hyperref[Mean Value Theorem]{proposition:zero-derivative-constant}, $G - F$ is constant. As $G(a) - F(a) = 0$, $G = F$.
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\end{proof}
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\end{proof}
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@@ -76,3 +76,30 @@
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\end{proof}
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\end{proof}
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\begin{theorem}[Change of Variables]
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\label{theorem:rs-change-of-variables}
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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, and $G \in C^1([a, b]; F)$, then for any bounded $f \in RS([a, b], G; E)$,
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\[
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\int_a^b f(t) G(dt) = \int_a^b f(t) DG(t) dt
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\]
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\end{theorem}
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\begin{proof}
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Let $[\cdot]_H: H \to [0, \infty)$ be a continuous seminorm and $[\cdot]_E: E \to [0, \infty)$ and $[\cdot]_F: F \to [0, \infty)$ be continuous seminorms on $E$ and $F$, respectively, such that for any $x \in E$ and $y \in F$, $[xy]_H \le [x]_E[y]_F$.
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Since $G \in C^1([a, b]; F)$, $DG \in UC([a, b]; F)$ by \autoref{proposition:uniform-continuous-compact}. Thus there exists $\delta > 0$ such that $[DG(x) - DG(y)]_F < \eps$ for all $x, y \in [a, b]$ with $|x - y| \le \delta$. Let $(P = \seqfz{x_j}, c = \seqf{c_j}) \in \scp_t([a, b])$ with $\sigma(P) \le \delta$, then by the \hyperref[Mean Value Theorem]{theorem:mean-value-theorem-line}, for each $1 \le j \le n$,
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\begin{align*}
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&G(x_j) - G(x_{j-1}) - (x_j - x_{j-1})DG(c_j) \\
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&\in (x_j - x_{j-1})\ol{\text{Conv}}\bracs{DG(t) - DG(c_j)|t \in [x_{j-1}, x_j]}
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\end{align*}
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so
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\[
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[G(x_j) - G(x_{j-1}) - (x_j - x_{j-1})DG(c_j)]_F \le \eps(x_j - x_{j-1})
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\]
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and
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\[
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[S(P, c, f, G) - S(P, c, f \cdot DG, \text{Id})]_H \le \eps \cdot (b - a) \cdot \sup_{x \in [a, b]}[f(x)]_E
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\]
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\end{proof}
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