Added Fubini for RS integrals.

src/dg/complex/derivative.tex

@@ -2,29 +2,7 @@
 \label{section:complex-derivative}
 
 \begin{lemma}
-\label{lemma:cauchy-circle}
+\label{lemma:complex-analytic}
-    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}
     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}
+
+
+

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 $x + h$, 

src/dg/derivative/higher.tex

@@ -197,3 +197,5 @@
 
     (2): By (1), $D^n_\sigma f$ is constant. 
 \end{proof}
+
+

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 $\Gamma_P(a) = \gamma(a)$ and $\Gamma_P(b) = \gamma(b)$. 
-        \item $\braks{\int_\gamma f - \int_\Gamma f}_F < \epsilon$. 
+        \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
@@ -118,7 +116,7 @@
 
     By the \hyperref[Dominated Convergence Theorem]{theorem:dct-bochner-vector}, $\gamma_t \in C^\infty([a, b]; F)$.
 
-    (2): For sufficiently small $t$, $\supp(\varphi) \subset (-\eps, \eps)$. In which case, by assumption, $\gamma_t(a) = \gamma(a)$ and $\gamma_t(b) = \gamma(b)$. 
+    (2): For sufficiently small $t$, $\supp{\varphi} \subset (-\eps, \eps)$. In which case, by assumption, $\gamma_t(a) = \gamma(a)$ and $\gamma_t(b) = \gamma(b)$. 
 
     (3): Since $\gamma$ is piecewise $C^1$ and $\gamma_t \in C^\infty([a, b]; F)$, 
     \[

src/fa/rs/rs-bv.tex

@@ -77,11 +77,13 @@
     Let $f \in C([a, b]; E)$, $G \in BV([a, b]; F)$, then
     \begin{enumerate}
         \item $f \in RS([a, b], G)$.
-        \item For any $\seq{(P_n, t_n)} \subset \scp_t([a, b])$ with $\sigma(P_n) \to 0$,
+        \item For equicontinuous family $\cf \subset C([a, b]; E)$ and $\seq{(P_n, t_n)} \subset \scp_t([a, b])$ with $\sigma(P_n) \to 0$,
         \[
         \int_a^b fdG = \limv{n}S(P_n, t_n, f, G)
         \]
 
+        uniformly for all $f \in \cf$. 
+
     \end{enumerate}
 \end{proposition}
 \begin{proof}
@@ -102,3 +104,47 @@
 
     In addition, for any $\seq{(P_n, t_n)}$ as in (2), $\limv{n}S(P_n, t_n, f, G)$ exists by sequential completeness. Since $\angles{S(P, c, f, G)}_{(P, c) \in \scp_t([a, b])}$ is Cauchy, the limit $\lim_{(P, c) \in \scp_t([a, b])}S(P, c, f, G)$ exists as well and is equal to $\limv{n}S(P_n, t_n, f, G)$.
 \end{proof}
+
+
+\begin{theorem}[Fubini's Theorem for Riemann-Stieltjes Integrals]
+\label{theorem:rs-fubini}
+    Let $[a, b], [c, d] \subset \real$, $E, F, G, H$ be a locally convex space over $K \in \RC$ with $H$ being sequentially complete, $E \times F \times G \to H$ with $(x, y, z) \mapsto xyz$ be a $3$-linear map\footnote{$E, F, G$ are assumed to be disjoint, so the product is well-defined regardless of the order of the terms.}, $\alpha \in BV([a, b]; F)$, $\beta \in BV([c, d]; G)$, and $f \in C([a, b] \times [c, d]; E)$, then
+    \[
+    \int_a^b \int_c^d f(s, t) \beta(dt) \alpha(ds) = \int_c^d\int_a^b f(s, t) \alpha(ds) \beta(dt)
+    \]
+\end{theorem}
+\begin{proof}
+    Let
+    \[
+    g: [a, b] \to L(F; H) \quad s \mapsto \int_c^d f(s, t) \beta(dt)
+    \]
+
+    then for any $(P = \seqfz{x_j}, c = \seqf{c_j}) \in \scp_t([a, b])$,
+    \begin{align*}
+        S(P, c, g, \alpha) &= \sum_{j = 1}^n g(c_j) [\alpha(x_j) - \alpha(x_{j-1})] \\
+        &=  \sum_{j = 1}^n \int_c^d f(c_j, t) \beta(dt) [\alpha(x_j) - \alpha(x_{j-1})] \\
+        &= \int_c^d S(P, c, f(\cdot, t), \alpha) \beta(dt)
+    \end{align*}
+
+
+    Since $\alpha \in BV([a, b]; F)$, by \autoref{proposition:rs-bv-continuous}, for any $\seq{(P_n, c_n)} \subset \scp_t([a, b])$, 
+    \[
+    \int_a^b \int_c^d f(s, t) \beta(dt) \alpha(ds) = \limv{n}S(P_n, c, g, \alpha)
+    \]
+
+    and
+    \[
+    \limv{n}S(P_n, c_n, f(\cdot, t), \alpha) = \int_a^b f(s, t) \alpha(ds)
+    \]
+
+    uniformly for all $t \in [c, d]$. Since $\beta \in BV([c, d]; G)$, 
+    \[
+    \int_c^d\int_a^b f(s, t) \alpha(ds) \beta(dt) = \limv{n}\int_c^d S(P_n, c_n, f(\cdot, t), \alpha) \beta(dt)
+    \]
+
+    by \autoref{proposition:rs-complete}. 
+\end{proof}
+
+
+
+