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@@ -2,29 +2,7 @@
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\label{section:complex-derivative}
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\begin{lemma}
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\label{lemma:cauchy-circle}
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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
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\[
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\gamma: [0, 2\pi] \to U \quad t \mapsto a + re^{it}
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\]
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then for any $z \in B(a, r)$,
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\[
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f(z) = \frac{1}{2\pi i}\int_\gamma \frac{f(w)}{w - z}dw
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\]
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\end{lemma}
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\begin{proof}
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Assume without loss of generality that $a = 0$ and $r = 1$, then by the \hyperref[change of variables formula]{theorem:rs-change-of-variables},
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\[
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\frac{1}{2\pi i}\int_\gamma \frac{f(w)}{w - z}dw = \frac{1}{2\pi} \frac{f(e^{it})e^{it}}{e^{it} - z}dt
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\]
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\end{proof}
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\begin{definition}[Complex Analytic]
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\label{definition:complex-analytic}
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\label{lemma:complex-analytic}
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Let $E$ be a separated locally convex space over $\complex$, $U \subset \complex$, and $f: U \to E$, then the following are equivalent:
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\begin{enumerate}
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\item $f \in C^1(U; E)$.
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@@ -33,7 +11,7 @@
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\frac{\partial f}{\partial x} = i\frac{\partial f}{\partial y}
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\]
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\end{enumerate}
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\end{definition}
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\end{lemma}
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\begin{proof}
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(1) $\Rightarrow$ (2): Let $x_0 \in U$, then
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\[
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@@ -54,3 +32,252 @@
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so by definition of differentiability, $f$ is complex-differentiable at $x_0$ with derivative $L$.
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\end{proof}
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\begin{theorem}[Cauchy]
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\label{theorem:cauchy-homotopy}
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Let $E$ be a complete separated locally convex space over $\complex$, $U \subset \complex$ be open, $f \in C^1(U; E)$, and $\gamma, \mu \in C([a, b]; U)$ be closed rectifiable paths. If $\gamma$ and $\mu$ are homotopic, then
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\[
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\int_\gamma f = \int_\mu f
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\]
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\end{theorem}
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\begin{proof}[Proof of smooth case. ]
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Let $\Gamma \in C^\infty([0, 1] \times [a, b]; U)$ be a smooth homotopy of loops from $\gamma$ to $\mu$, and
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\[
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F: [0, 1] \to E \quad t \mapsto \int_{\Gamma (t, \cdot)}f = \int_a^b (f \circ \Gamma)(t, s) \Gamma(t, ds)
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\]
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then for any $t \in [0, 1]$, by the \hyperref[change of variables formula]{theorem:rs-change-of-variables},
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\begin{align*}
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F(t) &= \int_a^b (f \circ \Gamma)(t, s) \Gamma(t, ds) \\
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&= \int_a^b (f \circ \Gamma)(t, s) \frac{\partial \Gamma}{\partial s}(t, s) ds
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\end{align*}
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Now, by \autoref{proposition:difference-quotient-compact},
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\[
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\frac{dF}{dt}(t) = \int_a^b \frac{\partial}{\partial t}\braks{(f \circ \Gamma)(t, s) \frac{\partial \Gamma}{\partial s}(t, s)}ds
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\]
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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},
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\[
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\frac{\partial }{\partial t}\braks{(f \circ \Gamma) \frac{\partial \Gamma}{\partial s}} = (Df \circ \Gamma)\paren{\frac{\partial\Gamma}{\partial t}} \frac{\partial \Gamma}{\partial s} + (f \circ \Gamma) \frac{\partial^2\Gamma}{\partial t \partial s}
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\]
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Now, since $f \in C^1(U; E)$ satisfies the \hyperref[Cauchy-Riemann equations]{lemma:complex-analytic},
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\begin{align*}
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(Df \circ \Gamma)\paren{\frac{\partial\Gamma}{\partial t}} \frac{\partial \Gamma}{\partial s} &=
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(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}
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\end{align*}
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so
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\begin{align*}
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\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} \\
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&= \frac{\partial }{\partial s}\braks{(f \circ \Gamma) \frac{\partial \Gamma}{\partial t}}
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\end{align*}
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Hence by the \hyperref[Fundamental Theorem of Calculus]{theorem:ftc-riemann},
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\begin{align*}
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\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 \\
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&= (f \circ \Gamma)(t, b)\frac{\partial \Gamma}{\partial t}(t, b) - (f \circ \Gamma)(t, a)\frac{\partial \Gamma}{\partial t}(t, a)
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\end{align*}
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Since $\Gamma(t, a) = \Gamma(t, b)$ for all $t \in [0, 1]$, the above expression evaluates to $0$, so
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\[
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\int_\gamma f = F(0) = F(1) = \int_\mu f
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\]
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by \autoref{proposition:zero-derivative-constant}.
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\end{proof}
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\begin{proof}[Proof of general case. ]
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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:
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\begin{enumerate}[label=(\alph*)]
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\item $\mu$, $\gamma$ are piecewise linear.
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\end{enumerate}
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Furthermore, by passing through a reparametrisation, assume without loss of generality that:
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\begin{enumerate}[label=(\alph*),start=1]
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\item For each $t \in [0, \eps)$, $\Gamma(t, \cdot) = \gamma$.
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\item For each $t \in (1 - \eps, 1]$, $\Gamma(t, \cdot) = \mu$.
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\item For each $t \in [0, 1]$, $\Gamma$ is constant on $\bracs{t} \times ([a, a + \eps] \cup [b - \eps, b])$.
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\end{enumerate}
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Extend $\Gamma$ to $[0, 1] \times \real$ by
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\[
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\Gamma_0: \real^2 \to \complex \quad (t, s) \mapsto \begin{cases}
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\Gamma(t, s) &t \in k(b-a) + [a, b], k \in \integer \\
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\end{cases}
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\]
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then extend $\Gamma_0$ to $\real^2$ by
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\[
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\ol \Gamma: \real^2 \to \complex \quad (t, s) \mapsto \begin{cases}
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\Gamma(t, s) &t \in [0, 1] \\
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\Gamma(1, s) &t \ge 1 \\
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\Gamma(0, s) &t \le 0
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\end{cases}
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\]
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Let $\varphi \in C_c^\infty(\real^2; \real)$ with $\int_{\real^2} \varphi = 1$. For each $\delta \ge 0$, let
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\[
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\Gamma_\delta: [0, 1] \times [a, b] \to \complex \quad (t, s) \mapsto \frac{1}{\delta^2}\int_{\real^2} \Gamma(y) \varphi\paren{\frac{(t, s) - y}{\delta}}dy
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\]
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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
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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
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\[
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\Gamma_\delta(0, s) = \frac{1}{\delta}\int_{\real^2} \Gamma(0, y) \psi\paren{\frac{s - y}{\delta}}dy
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\]
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and
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\[
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\Gamma_\delta(1, s) = \frac{1}{\delta}\int_{\real^2} \Gamma(1, y) \psi\paren{\frac{s - y}{\delta}}dy
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\]
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By assumption (a), (d), and \autoref{lemma:rectifiable-smooth},
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\[
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\int_\gamma f = \lim_{\delta \downto 0} \int_{\Gamma_\delta(0, \cdot)}f = \lim_{\delta \downto 0} \int_{\Gamma_\delta(1, \cdot)}f = \int_\mu f
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\]
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\end{proof}
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\begin{definition}
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\label{definition:winding-number-1}
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Let $U \subset \complex$, $z_0 \in U$, and $r > 0$ such that $\ol{B(z_0, r)} \subset U$, then the path
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\[
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\omega_{z_0, r}: [0, 2\pi] \to U \quad \theta \mapsto a + re^{i\theta}
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\]
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is the \textit{standard path of winding number $1$} at $a$ with radius $r$.
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\end{definition}
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\begin{theorem}[Cauchy's Integral Formula]
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\label{theorem:cauchy-formula}
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Let $E$ be a complete separated locally convex space over $\complex$, $U \subset \complex$ be open, $z_0 \in U$, $r > 0$ such that $\ol{B(z_0, r)} \subset U$, $\gamma \in C([a, b]; \complex)$ be a closed, rectifiable path homotopic to $\omega_{z_0, r}$ on $U \setminus \bracs{z_0}$, and $f \in C^1(U; E)$, then
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\begin{enumerate}
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\item $\int_\gamma f = 0$.
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\item $f(z) = \frac{1}{2\pi i}\int_\gamma \frac{f(z)}{z - z_0}dz$.
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\end{enumerate}
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More over, for any $g \in C(U; E)$ that satisfies (2) for all $z_0 \in U$, $r > 0$ with $\ol{B(z_0, r)} \subset U$, closed rectifiable curve $\gamma \in C([a, b]; \complex)$ homotopic to $\omega_{z_0, r}$ on $U \setminus \bracs{z_0}$,
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\begin{enumerate}[start=2]
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\item $g \in C^\infty(U; E)$, where for each $k \in \natz$,
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\[
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D^kg(z_0) = \frac{k!}{2\pi i}\int_{\gamma} \frac{g(z)}{(z - z_0)^{k+1}}dz
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\]
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\end{enumerate}
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\end{theorem}
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\begin{proof}
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By \autoref{theorem:cauchy-homotopy} and the \hyperref[change of variables formula]{theorem:rs-change-of-variables}, for any $g \in C^1(U \setminus \bracs{z_0}; E)$,
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\[
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\int_\gamma g = \lim_{s \downto 0} \int_{\omega_{z_0, s}} g = \int_0^{2\pi}
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= \lim_{s \downto 0}\frac{s}{2\pi} \int_{0}^{2\pi} g \circ \omega_{z_0, s}(\theta) e^{i\theta} d\theta
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\]
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(1): Since $f \in C(U; E)$, $f$ is bounded on $\ol{B(z_0, r)}$, so for any $s \in (0, r)$,
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\[
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\frac{s}{2\pi} \int_{0}^{2\pi} f \circ \omega_{z_0, s}(\theta) e^{i\theta} d\theta \in s\ol{\text{Conv}}(f(\ol{B(z_0, r)}))
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\]
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As $E$ is locally convex,
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\[
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\int_\gamma g = \lim_{s \downto 0} \int_{\omega_{z_0, s}} g = 0
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\]
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(2): Since $f \in C(U; E)$,
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\begin{align*}
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\frac{1}{2\pi i}\int_{\gamma} \frac{f(z)}{z - z_0}dz &= \lim_{s \downto 0}\frac{s}{2\pi} \int_{0}^{2\pi} \frac{f \circ \omega_{z_0, s}(\theta)}{\omega_{z_0, s}(\theta) - z_0} e^{i\theta} d\theta \\
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&= \lim_{s \downto 0}\frac{1}{2\pi}\int_0^{2\pi} f \circ \omega_{z_0, s}(\theta) d\theta = f(z_0)
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\end{align*}
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(3): Suppose inductively that (3) holds for $k \in \natz$. For sufficiently small $h \in \complex$,
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\[
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\frac{D^kg(z_0 + h) -D^kg(z_0)}{h} = \frac{k!}{2\pi ih} \int_\gamma \frac{g(z)}{(z - z_0-h)^{k+1}} - \frac{g(z)}{(z- z_0)^{k+1}}dz
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\]
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By \autoref{proposition:difference-quotient-compact},
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\[
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\lim_{h \to 0}\frac{D^kg(z_0 + h) -D^kg(z_0)}{h} = \frac{(k+1)!}{2\pi i} \int_\gamma \frac{g(z)}{(z - z_0)^{k+2}} dz
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\]
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Therefore $g \in C^{k+1}(U; E)$ with
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\[
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D^{k+1}g(z_0) = \frac{(k+1)!}{2\pi i} \int_\gamma \frac{g(z)}{(z - z_0)^{k+2}} dz
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\]
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\end{proof}
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\begin{corollary}[Cauchy's Estimate]
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\label{corollary:cauchy-estimate}
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Let $E$ be a complete separated locally convex space over $\complex$, $U \subset \complex$ be open, $z_0 \in U$, $r > 0$ such that $\ol{B(z_0, r)} \subset U$, then for any $k \in \natz$ and continuous seminorm $[\cdot]_E: E \to [0, \infty)$,
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\[
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[D^kf(z_0)]_E \le \frac{k!}{r^k} \sup_{z \in \ol{B(z_0, r)}}[f(z)]_E
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\]
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\end{corollary}
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\begin{proof}
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By \autoref[Cauchy's Integral Formula]{theorem:cauchy-formula} and \autoref{proposition:rs-bound},
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\begin{align*}
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D^kf(z_0) &= \frac{k!}{2\pi i}\int_{\omega_{z_0, r}} \frac{f(z)}{(z - z_0)^{k+1}}dz \\
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[D^kf(z_0)]_E &\le \frac{k!}{2\pi i}\int_0^{2\pi}\frac{[f(z)]_E}{|z - z_0|^{k+1}}dz \\
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&= \frac{k!}{2\pi i}\int_0^{2\pi}\frac{[f(z)]_E}{r^{k+1}}dz \le \frac{k!}{r^k} \sup_{z \in \ol{B(z_0, r)}}[f(z)]_E
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\end{align*}
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\end{proof}
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\begin{definition}[Complex Analytic]
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\label{definition:complex-analytic}
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Let $E$ be a complete separated locally convex space over $\complex$, $U \subset \complex$ be open, and $f \in C(U; E)$, then the following are equivalent:
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\begin{enumerate}
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\item (\textbf{Complex Differentiability}) $f \in C^1(U; E)$.
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\item (\textbf{Cauchy-Riemann Equations}) Under the identification of $C = \real^2$, $\frac{\partial f}{\partial x}, \frac{\partial f}{\partial y} \in C(U; E)$ and
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\[
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\frac{\partial f}{\partial x} = i\frac{\partial f}{\partial y}
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\]
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\item (\textbf{Cauchy's Integral Formula}) For each $z_0 \in U$, $r > 0$ such that $\ol{B(z_0, r)} \subset U$, and closed rectifiable path $\gamma \in C([a, b]; U)$ homotopic to $\omega_{z_0, r}$ on $U \setminus \bracs{z_0}$,
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\[
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f(z_0) = \frac{1}{2\pi i} \int_\gamma \frac{f(z)}{z - z_0}dz
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\]
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\item (\textbf{Analyticity}) For each $z_0 \in U$ and $r > 0$ such that $\ol{B(z_0, r)} \subset U$, there exists $\seq{a_n} \subset E$ such that $f$ may be expressed as a power series
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\[
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f(z) = \sum_{n = 0}^\infty a_n(z - z_0)^n
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\]
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with radius of convergence at least $r$.
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\item (\textbf{Weak Holomorphy}) For each $\phi \in E^*$, $\phi \circ f$ satisfies the above.
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\end{enumerate}
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If the above holds, then $f$ is \textbf{complex analytic}.
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\end{definition}
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\begin{proof}
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(1) $\Leftrightarrow$ (2): \autoref{lemma:complex-analytic}.
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(1) + (2) $\Rightarrow$ (3): See \hyperref[Cauchy's Integral Formula]{theorem:cauchy-formula}.
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(3) $\Rightarrow$ (4): By \hyperref[Cauchy's Integral Formula]{theorem:cauchy-formula}, $f \in C^\infty(U; E)$ where for each $k \in \natz$,
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\[
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D^kf(z_0) = \frac{k!}{2\pi i}\int_{\gamma} \frac{f(z)}{(z - z_0)^{k+1}}dz
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\]
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Let
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\[
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g(z) = \sum_{k = 0}^\infty \frac{1}{k!} D^kf(z_0)(z - z_0)^n
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\]
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then by \hyperref[Cauchy's Estimate]{corollary:cauchy-estimate}, for any $k \in \natz$ and continuous seminorm $[\cdot]_E: E \to [0, \infty)$,
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\[
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[D^kf(z_0)]_E \le \frac{k!}{r^k} \sup_{z \in \ol{B(z_0, r)}}[f(z)]_E = \frac{Ck!}{r^k}
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\]
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Thus $[D^kf(z_0)/k!]_E \le C/r^k$ for all $k \in \natz$, and the radius of convergence of $g$ is at least $r$.
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Let $z \in B(z_0, r/2)$, $s = |z - z_0|$, and $n \in \natp$, then by \hyperref[Taylor's Formula]{theorem:taylor-lagrange} and \hyperref[Cauchy's Estimate]{corollary:cauchy-estimate},
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\begin{align*}
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\braks{f(z) - \sum_{k = 0}^n \frac{1}{k!} D^kf(z_0)(z - z_0)^n}_E &\le s^{n+1} \cdot \sup_{z' \in \ol{B(z_0, s)}} [D^{n+1}f(z')]_E \\
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&\le \frac{Cs^{n+1}}{(r-s)^{n+1}}
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\end{align*}
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which tends to $0$ as $n \to \infty$.
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(4) $\Rightarrow$ (1): By \autoref{theorem:termwise-differentiation}.
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(5) $\Rightarrow$ (3): By the equivalence of the prior points, for any $\phi \in E^*$, $\phi \circ f$ satisfies (3). By the \hyperref[Hahn-Banach Theorem]{proposition:hahn-banach-utility}, $f$ also satisfies (3).
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\end{proof}
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@@ -34,24 +34,24 @@
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\begin{proposition}
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\label{proposition:difference-quotient-compact}
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Let $E$ be a separated locally convex space, $Y$ be a Hausdorff space, and $f: (a, b) \times Y \to E$. If $f$ is differentiable in the first variable and $\frac{df}{dx} \in C((a, b) \times Y; E)$, then
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Let $E$ be a separated locally convex space over $K \in \RC$, $U \subset K$ be open, $Y$ be a Hausdorff space, and $f: U \times Y \to E$. If $f$ is differentiable in the first variable and $\frac{df}{dx} \in C(U \times Y; E)$, then
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\[
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\frac{f(x + h, y) - f(x, y)}{h} \to \frac{df}{dx}(x, y)
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\]
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as $h \to 0$, uniformly on compact subsets of $(a, b) \times Y$.
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as $h \to 0$, uniformly on compact sets.
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\end{proposition}
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\begin{proof}
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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 $x + h$,
|
||||
Let $A \subset U$ and $B \subset Y$ be compact, then by the \hyperref[Mean Value Theorem]{theorem:mean-value-theorem-line}, for any $(x, y) \in A \times B$ and $h \in \real$ with $x + h$,
|
||||
\begin{align*}
|
||||
&\frac{f(x + h, y) - f(x, y)}{h} - \frac{df}{dx}(x, y) \\
|
||||
&\in \overline{\text{Conv}}\bracs{\frac{df}{dx}(x + k, y) - \frac{df}{dx}(x, y) \bigg | k \in [-h, h]}
|
||||
&\in \overline{\text{Conv}}\bracs{\frac{df}{dx}(x + k, y) - \frac{df}{dx}(x, y) \bigg | k \in B_K(0, |h|)}
|
||||
\end{align*}
|
||||
|
||||
Let $\eps > 0$ such that $[c - \eps, d + \eps] \subset (a, b)$, then since $\frac{df}{dx} \in C((a, b) \times Y; E)$, $\frac{df}{dx}|_{[c - \eps, d + \eps] \times K}$ is uniformly continuous\footnote{$K$ is a compact Hausdorff space, which comes with a \hyperref[unique uniform structure]{proposition:compact-uniform-structure}. }. Since $E$ is locally convex,
|
||||
Let $\eps > 0$ such that $A + B_K(0, |\eps|) \subset U$, then since $\frac{df}{dx} \in C(U \times Y; E)$, $\frac{df}{dx}|_{(A + B_K(0, |\eps|)) \times B}$ is uniformly continuous\footnote{$K$ is a compact Hausdorff space, which comes with a \hyperref[unique uniform structure]{proposition:compact-uniform-structure}. }. Since $E$ is locally convex,
|
||||
\[
|
||||
\frac{f(x + h, y) - f(x, y)}{h} - \frac{df}{dx}(x, y) \to 0
|
||||
\]
|
||||
|
||||
uniformly on $[c, d] \times K$.
|
||||
\end{proof}
|
||||
uniformly on $A \times B$.
|
||||
\end{proof}
|
||||
@@ -197,3 +197,5 @@
|
||||
|
||||
(2): By (1), $D^n_\sigma f$ is constant.
|
||||
\end{proof}
|
||||
|
||||
|
||||
|
||||
@@ -3,7 +3,7 @@
|
||||
|
||||
\begin{definition}[Power Series]
|
||||
\label{definition:power-series}
|
||||
Let $E$ be a normed space over $K \in \RC$, $F$ be a Banach space over $K$, $\bracsn{T_n}_0^\infty$ with $T_n \in L^n(E; F)$ for each $n \in \natz$, and $a \in E$, then the \textbf{power series} of $\bracsn{T_n}_0^\infty$ about $a$ is the function
|
||||
Let $E, F$ be locally convex spaces $K \in \RC$ with $F$ being complete, $\bracsn{T_n}_0^\infty$ with $T_n \in L^n(E; F)$ for each $n \in \natz$, and $a \in E$, then the \textbf{power series} of $\bracsn{T_n}_0^\infty$ about $a$ is the function
|
||||
\[
|
||||
f(x) = \sum_{n = 0}^\infty T_n(x - a)^{(n)}
|
||||
\]
|
||||
@@ -13,25 +13,39 @@
|
||||
|
||||
\begin{definition}[Radius of Convergence]
|
||||
\label{definition:radius-of-convergence}
|
||||
Let $E$ be a normed space over $K \in \RC$, $F$ be a Banach space over $K$, and $\sum_{n = 0}^\infty T_n(x - a)^{(n)}$ be a power series about $a \in E$, then $R \in [0, \infty]$ be defined by\footnote{Under the abuse that $1/\infty = 0$ and $1/0 =\infty$.}
|
||||
Let $E$ be a normed space over $K \in \RC$, $F$ be a complete locally convex space over $K$, and $\sum_{n = 0}^\infty T_n(x - a)^{(n)}$ be a power series about $a \in E$, $\rho: F \to [0, \infty)$ be a continuous seminorm on $F$. For each $T \in L^n(E; F)$, let
|
||||
\[
|
||||
\frac{1}{R} = \limsup_{n \to \infty}\norm{T_n}_{L^n(E; F)}^{1/n}
|
||||
[T]_{L^n(E; F), \rho} = \sup_{x \in B_E(0, 1)^n}\rho(Tx)
|
||||
\]
|
||||
|
||||
then $R_\rho \in [0, \infty]$ be defined by\footnote{Under the abuse that $1/\infty = 0$ and $1/0 =\infty$.}
|
||||
\[
|
||||
\frac{1}{R_\rho} = \limsup_{n \to \infty}\norm{T_n}_{L^n(E; F)}^{1/n}
|
||||
\]
|
||||
|
||||
is the \textbf{radius of convergence of $\sum_{n = 0}^\infty T_n(x - a)^{(n)}$}. For each $0 < r < R$, the series converges uniformly and absolutely on $B_E(a, r)$.
|
||||
is the \textbf{radius of convergence of $\sum_{n = 0}^\infty T_n(x - a)^{(n)}$} with respect to $\rho$, and
|
||||
\begin{enumerate}
|
||||
\item For each $0 < r < R$, the series converges uniformly and absolutely on $B_E(a, r)$ with respect to $\rho$.
|
||||
\item Let
|
||||
\[
|
||||
R = \inf\bracs{R_\rho| \rho: F \to [0, \infty) \text{ is a continuous seminorm}}
|
||||
\]
|
||||
|
||||
the series converges uniformly and absolutely on $B_E(a, R)$, and $R$ is the \textbf{radius of convergence of $\sum_{n = 0}^\infty T_n(x - a)^{(n)}$}.
|
||||
\end{enumerate}
|
||||
\end{definition}
|
||||
\begin{proof}
|
||||
For all $x \in B_E(a, r)$,
|
||||
\[
|
||||
\sum_{n = 0}^\infty \normn{T_n(x - a)^{(n)}}_F \le \sum_{n \in \natz} \norm{T_n}_{L^n(E; F)} \norm{x - a}_E^n \le \sum_{n \in \natz} \norm{T_n}_{L^n(E; F)} r^n
|
||||
\sum_{n = 0}^\infty \rho(T_n(x - a)^{(n)}) \le \sum_{n \in \natz} [T_n]_{L^n(E; F), \rho} \norm{x - a}_E^n \le \sum_{n \in \natz} r^n[T_n]_{L^n(E; F), \rho}
|
||||
\]
|
||||
|
||||
For any $s \in (r, R)$, there exists $N \in \natp$ such that $\norm{T_n}_{L^n(E; F)}^{1/n} \le 1/s$ for all $n \ge N$. In which case,
|
||||
\[
|
||||
\sum_{n = 0}^\infty \norm{T_n}_{L^n(E; F)} r^n \le \sum_{n = 0}^N \norm{T_n}_{L^n(E; F)}r^n + \sum_{n \ge N}\frac{r^n}{s^n} < \infty
|
||||
\sum_{n = 0}^\infty r^n[T_n]_{L^n(E; F), \rho} \le \sum_{n = 0}^N r^n[T_n]_{L^n(E; F), \rho} + \sum_{n \ge N}\frac{r^n}{s^n} < \infty
|
||||
\]
|
||||
|
||||
As this estimate holds uniformly on $B_E(a, r)$, the series converges uniformly and absolutely on $B_E(a, r)$.
|
||||
As this estimate holds uniformly on $B_E(a, r)$, the series converges uniformly and absolutely on $B_E(a, r)$ with respect to $\rho$.
|
||||
\end{proof}
|
||||
|
||||
\begin{remark}
|
||||
@@ -42,9 +56,9 @@
|
||||
|
||||
\begin{theorem}[Termwise Differentiation]
|
||||
\label{theorem:termwise-differentiation}
|
||||
Let $E$ be a normed space over $K \in \RC$, $F$ be a Banach space over $K$, $f(x) = \sum_{n = 0}^\infty T_n(x - a)^{(n)}$ a power series about $a \in E$, and $R$ be its radius of convergence, then
|
||||
Let $E$ be a normed space over $K \in \RC$, $F$ be a complete locally convex space over $K$, $f(x) = \sum_{n = 0}^\infty T_n(x - a)^{(n)}$ a power series about $a \in E$, and $R$ be its radius of convergence, then
|
||||
\begin{enumerate}
|
||||
\item $f \in C^\infty(B(a, R); F)$.
|
||||
\item $f \in C^\infty(B(a, R); F)$ is infinitely Fréchet differentiable.
|
||||
\item For each $x \in B(a, R)$ and $h \in E$,
|
||||
\[
|
||||
Df(x)(h) = \sum_{n = 0}^\infty \sum_{k = 1}^{n+1}T_{n+1}(((x-a)^{(n)}, h)^{\bracs{k}})
|
||||
@@ -54,14 +68,20 @@
|
||||
\end{enumerate}
|
||||
\end{theorem}
|
||||
\begin{proof}
|
||||
(3): For each $n \in \natz$, let
|
||||
(3): Let $\rho: F \to [0, \infty)$ be a continuous seminorm. For each $n \in \natz$ and $T \in L^n(E; F)$, let
|
||||
\begin{align*}
|
||||
[T]_{L^n(E; F), \rho} &= \sup_{x \in B_E(0, 1)^n}\rho(Tx) \\
|
||||
[T]_{L^n(E; L(E; F)), \rho} &= \sup_{x \in B_E(0, 1)^n}[Tx]_{L(E; F), \rho}
|
||||
\end{align*}
|
||||
|
||||
and
|
||||
\[
|
||||
S_n(x_1, \cdots, x_{n})(h) = \sum_{k = 1}^{n+1}T_{n+1}(((x_1, \cdots, x_n), h)^{\bracs{k}})
|
||||
\]
|
||||
|
||||
then $\norm{S_n}_{L^n(E; L(E; F))} \le (n+1)\norm{T_{n+1}}_{L^{n+1}(E; F)}$. Since $(n+1)^{1/n}$ is convergent and $\{||T_n||_{L^n(E; F)}^{1/n}\}$ is bounded,
|
||||
then $[S_n]_{L^n(E; L(E; F)), \rho} \le (n+1)[T_{n+1}]_{L^{n+1}(E; F), \rho}$. Since $(n+1)^{1/n}$ is convergent and $\{[T_{n+1}]_{L^{n+1}(E; F), \rho}\}_1^\infty$ is bounded,
|
||||
\[
|
||||
\limsup_{n \to \infty} \norm{S_n}_{L^n(E; L(E; F))}^{1/n} \le \limsup_{n \to \infty}(n+1)^{1/n}\norm{T_{n+1}}_{L^{n+1}(E; F)}^{1/n} = \frac{1}{R}
|
||||
\limsup_{n \to \infty} [S_n]_{L^n(E; L(E; F)), \rho}^{1/n} \le \limsup_{n \to \infty}(n+1)^{1/n}[T_{n+1}]_{L^{n+1}(E; F), \rho}^{1/n} \le \frac{1}{R}
|
||||
\]
|
||||
|
||||
so the radius of convergence of the proposed series is at least $R$.
|
||||
|
||||
@@ -43,8 +43,11 @@
|
||||
$T_{f,\rho}(x)$ & Variation function of $f$ with respect to $\rho$. & \autoref{definition:variation-function} \\
|
||||
$BV([a,b]; E)$ & Functions of bounded variation. & \autoref{definition:bounded-variation} \\
|
||||
$S(P, c, f, G)$ & Riemann-Stieltjes sum $\sum_j f(c_j)[G(x_j)-G(x_{j-1})]$. & \autoref{definition:rs-sum} \\
|
||||
$\int_a^b f dG$, $\int_a^b f(t) G(dt)$ & Riemann-Stieljes integral of $f$ with respect to $G$. & \autoref{definition:rs-integral} \\
|
||||
$RS([a,b], G)$ & Space of RS-integrable functions w.r.t.\ $G$. & \autoref{definition:rs-integral} \\
|
||||
$\mathrm{Reg}([a,b], G; E)$ & Regulated functions w.r.t.\ $G$ on $[a,b]$. & \autoref{definition:regulated-function} \\
|
||||
$\mu_G$ & Lebesgue-Stieltjes measure associated with $G$. & \autoref{definition:riemann-lebesgue-stieltjes} \\
|
||||
$\int_\gamma f$, $\int_\gamma f(z)dz$ & Path integral of $f$ with respect to $\gamma$. & \autoref{definition:path-integral} \\
|
||||
$PI([a, b], \gamma; E)$ & Space of path integrable functions with respect to $\gamma$. & \autoref{definition:path-integral}
|
||||
\end{tabular}
|
||||
|
||||
|
||||
@@ -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
|
||||
@@ -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 $\gamma_t \in C^\infty([a, b]; F)$,
|
||||
\[
|
||||
|
||||
@@ -3,17 +3,13 @@
|
||||
|
||||
\begin{proposition}
|
||||
\label{proposition:rs-bound}
|
||||
Let $[a, b] \subset \real$, $E, F, H$ be locally convex spaces, $E \times F \to H$ with $(x, y) \mapsto xy$ be a continuous bilinear map, and $G: [a, b] \to F$.
|
||||
|
||||
Let $[\cdot]_H$ be a continuous seminorm on $H$, then there exists continuous seminorms $[\cdot]_E$ on $E$ and $[\cdot]_F$ on $F$ such that for any $f \in RS([a, b], G)$,
|
||||
Let $[a, b] \subset \real$, $E, F, H$ be locally convex spaces, $E \times F \to H$ with $(x, y) \mapsto xy$ be a continuous bilinear map, $G: [a, b] \to F$, and $f \in RS([a, b], G)$, then for any continuous seminorms $[\cdot]_E: E \to [0, \infty)$, $[\cdot]_F: F \to [0, \infty)$, and $[\cdot]_H: H \to [0, \infty)$ such that $[xy]_H \le [x]_E[y]_F$ for all $x \in E$ and $y \in F$,
|
||||
\[
|
||||
\braks{\int_a^bf dG}_H \le \sup_{x \in [a, b]}[f]_E \cdot [g]_{\text{var}, F}
|
||||
\]
|
||||
|
||||
\end{proposition}
|
||||
\begin{proof}
|
||||
By \autoref{proposition:tvs-convex-multilinear}, there exists continuous seminorms $[\cdot]_E$ on $E$ and $[\cdot]_F$ on $F$ such that $[xy]_H \le [x]_E[y]_F$ for all $(x, y) \in E \times F$.
|
||||
|
||||
Let $(P = \seqfz{x_j}, c = \seqf{c_j}) \in \scp_t([a, b])$, then
|
||||
\begin{align*}
|
||||
[S(P, c, f, G)]_H &\le \sum_{j = 1}^n [f(c_j)[G(x_j) - G(x_{j - 1})]]_H \\
|
||||
@@ -77,11 +73,13 @@
|
||||
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 +100,47 @@
|
||||
|
||||
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]
|
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\label{theorem:rs-fubini}
|
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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 $f \in C([a, b] \times [c, d]; E)$, $f$ is uniformly continuous by \autoref{proposition:uniform-continuous-compact}, and $\bracs{f(\cdot, t)|t \in [c, d]} \subset C([a, b]; E)$ is uniformly equicontinuous. As $\beta \in BV([c, d]; G)$,
|
||||
\[
|
||||
\int_c^d\int_a^b f(s, t) \alpha(ds) \beta(dt) = \limv{n}\int_c^d S(P_n, c_n, f(\cdot, t), \alpha) \beta(dt)
|
||||
\]
|
||||
|
||||
by \autoref{proposition:rs-complete}.
|
||||
\end{proof}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
Reference in New Issue
Block a user