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Add proof of Cauchy-Goursat theorem, and various small changes #235

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3 changes: 2 additions & 1 deletion tex/alg-NT/classgrp.tex
Original file line number Diff line number Diff line change
Expand Up @@ -643,7 +643,7 @@ \section{Computation of class numbers}
each of the three branches has only one (large) cherry on it.
That means any time we put together an integral ideal with norm $\le M_K$,
it is actually principal.
In fact, these guys have norm $4$, $9$, $25$ respectively\dots
In fact, these guys have norm $4$, $9$, $25$ respectively\dots\
so we can't even touch $(3)$ and $(5)$,
and the only ideals we can get are $(1)$ and $(2)$ (with norms $1$ and $4$).

Expand Down Expand Up @@ -701,6 +701,7 @@ \section{Computation of class numbers}
First, we use a lemma that will help us with
narrowing down the work in our cherry tree.
\begin{lemma}[Ideals divide their norms]
\label{lemma:ideal_divides_norm}
Let $\kb$ be an integral ideal with $\Norm(\kb) = n$.
Then $\kb$ divides the ideal $(n)$.
\end{lemma}
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12 changes: 10 additions & 2 deletions tex/alg-NT/dedekind.tex
Original file line number Diff line number Diff line change
Expand Up @@ -169,6 +169,12 @@ \section{Dedekind domains}
\emph{every nonzero prime ideal of $\mathcal A$ is in fact maximal}.
(The last condition is the important one.)
\end{definition}

\begin{remark}
Note that $\mathcal A$ is a Dedekind domain if and only if $\mathcal A = \OO_K$ for some field
$K$, as we will prove below. We're just defining this term for historical reasons\dots
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Which feels slightly silly, but I don't see much harm either.
Without defining Dedekind domain, the theorems would read

  • 𝒪_K is Noetherian, integrally closed, and "dim Spec 𝒪_K = 1" i.e. prime ideals are maximal.
  • ⟹ prime ideal factorization works in 𝒪_K.

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Seems fine.

\end{remark}

Here there's one new word I have to define for you, but we won't make much use of it.
\begin{definition}
Let $R$ be an integral domain and let $K$ be its field of fractions.
Expand Down Expand Up @@ -205,7 +211,8 @@ \section{Dedekind domains}
\begin{proof}
Boring, but here it is anyways for completeness.

Since $\OO_K \cong \ZZ^{\oplus n}$, we get that it's Noetherian.
Since $\OO_K \cong \ZZ^{\oplus n}$,\footnote{By \Cref{thm:OK_free_Z_module}.}
we get that it's Noetherian.

Now we show that $\OO_K$ is integrally closed.
Suppose that $\eta \in K$ is the root of some polynomial with coefficients in $\OO_K$.
Expand All @@ -214,13 +221,14 @@ \section{Dedekind domains}
+ \dots + \alpha_0 \]
where $\alpha_i \in \OO_K$. We want to show that $\eta \in \OO_K$ as well.

Well, from the above, $\OO_K[\eta]$ is finitely generated\dots
Well, from the above, $\OO_K[\eta]$ is finitely generated\dots\
thus $\ZZ[\eta] \subseteq \OO_K[\eta]$ is finitely generated.
So $\eta \in \ol\ZZ$, and hence $\eta \in K \cap \ol\ZZ = \OO_K$.
\end{proof}
Now let's do the fun part.
We'll prove a stronger result, which will re-appear repeatedly.
\begin{theorem}[Important: prime ideals divide rational primes]
\label{thm:prime_ideals_over_rational}
Let $\OO_K$ be a ring of integers
and $\kp$ a nonzero prime ideal inside it.
Then $\kp$ contains a rational prime $p$.
Expand Down
3 changes: 0 additions & 3 deletions tex/alg-NT/norm-trace.tex
Original file line number Diff line number Diff line change
Expand Up @@ -114,9 +114,6 @@ \section{Norms and traces}
Then,
$\Tr_{K/\QQ}(\alpha) = \sum_{i=1}^d \sigma_i(\alpha)$ and
$\Norm_{K/\QQ}(\alpha) = \prod_{i=1}^d \sigma_i(\alpha)$.

There is exactly $d$ embeddings, regardless of the number of Galois
conjugates of $\alpha$.
\end{remark}

\begin{theorem}[Morally correct definition of norm and trace]
Expand Down
218 changes: 206 additions & 12 deletions tex/complex-ana/holomorphic.tex
Original file line number Diff line number Diff line change
Expand Up @@ -358,16 +358,6 @@ \section{Cauchy-Goursat theorem}
and then applies the so-called Green's theorem.
But it was Goursat who successfully proved the fully general theorem we've stated above,
which assumed only that $f$ was holomorphic.
I'll only outline the proof, and very briefly.
You can show that if $f \colon \Omega \to \CC$ has an antiderivative $F \colon \Omega \to \CC$ which is also holomorphic,
and moreover $\Omega$ is simply connected, then you get a ``fundamental theorem of calculus'', a la
\[ \oint_\alpha f(z) \; dz = F(\alpha(b)) - F(\alpha(a)) \]
where $\alpha \colon [a,b] \to \CC$ is some path.
So to prove Cauchy-Goursat, you only have to show this antiderivative $F$ exists.
Goursat works very hard to prove the result in the special case that $\gamma$ is a triangle,
and hence by induction for any polygon.
Once he has the result for a rectangle, he uses this special case to construct the function $F$ explicitly.
Goursat then shows that $F$ is holomorphic, completing the proof.

Anyways, the theorem implies that $\oint_\gamma z^m \; dz = 0$ when $m \ge 0$.
So much for all our hard work earlier.
Expand Down Expand Up @@ -479,7 +469,7 @@ \section{Cauchy's integral theorem}
+
2\pi i f(a).
\end{align*}
where we've used \Cref{thm:central_cauchy_computation}
where we've used \Cref{thm:central_cauchy_computation}.
Thus, all we have to do is show that
\[ \oint_{\gamma_\eps} \frac{f(z)-f(a)}{z-a} \; dz = 0. \]
For this we can basically use the weakest bound possible, the so-called $ML$ lemma
Expand Down Expand Up @@ -541,7 +531,7 @@ \section{Holomorphic functions are analytic}
bounded by a circle $\gamma$. Suppose $D$ is contained inside $U$.
Then $f$ is given everywhere in $D$ by a Taylor series
\[
f(z) = c_0 + c_1(z-p) + c_2(z-p)^2 + \dots
f(z) = c_0 + c_1(z-p) + c_2(z-p)^2 + \cdots
\]
where
\[
Expand All @@ -561,6 +551,33 @@ \section{Holomorphic functions are analytic}
that a function being complex differentiable once means it is not only infinitely differentiable,
but in fact equal to its Taylor series.

\begin{remark}
If you're willing to assume this, you can see why Cauchy-Goursat theorem should be true:
assuming
\[
f(z) = c_0 + c_1 z + c_2 z^2 + \cdots
\]
then, with $\gamma$ the unit circle,
\begin{align*}
\oint_\gamma f(z) \; dz
&= \oint_\gamma c_0 + c_1 z + c_2 z^2 + \dots \; dz \\
&= \left( \oint_\gamma c_0 \; dz \right) +
\left( \oint_\gamma c_1 z \; dz \right) +
\left( \oint_\gamma c_2 z^2 \; dz \right) + \cdots
\end{align*}
We have already proven that each $\oint_\gamma z^m \; dz = 0$, so the sum ought to be $0$ as
well.

Of course the argument is not completely rigorous, it exchanges the integration and the
infinite sum without justification.
\end{remark}

\begin{remark}
You can see where the term $\frac{f(w-p)}{(w-p)^{k+1}}$ comes from in
\Cref{remark:cauchy_integral_intuition}. It is very intuitive that even if you forget it,
you can derive it yourself as well!
\end{remark}

I should maybe emphasize a small subtlety of the result:
the Taylor series centered at $p$ is only valid in a disk centered at $p$ which lies entirely in the domain $U$.
If $U = \CC$ this is no issue, since you can make the disk big enough to accommodate any point you want.
Expand All @@ -572,6 +589,183 @@ \section{Holomorphic functions are analytic}
Indeed, as you'll see in the problems,
the existence of a Taylor series is incredibly powerful.

\section{Optional: Proof that holomorphic functions are analytic}

It is recommended to read the next chapter first to understand the origin of the term
$\frac{f(w-p)}{(w-p)^{k+1}}$ in Cauchy's differentiation formula above.

Each step of the proof is quite intuitive, if not a bit long.
The outline is:
\begin{itemize}
\ii We pretend that the function $f$ is analytic. (Yes, this is not circular reasoning!)
\ii We use Cauchy's differentiation formula to write down a power series:\footnote{Assume $0 \in
U$.}
\[ c_0 + c_1 z + c_2 z^2 + \cdots \]
\ii We prove that the power series coincide with $f$ using Cauchy-Goursat theorem.
\ii Note that the statement ``$f$ is analytic'' literally means ``for every $k \geq 0$, then
$f^{(k)}$ is differentiable''. So, we write down a power series for $f^{(k)}$, and show that it
is differentiable.
(We already did this for the real case in \Cref{prop:taylor_series_are_analytic}.)
\end{itemize}

\subsection{Proof of Cauchy-Goursat theorem}

Suppose $f$ is holomorphic i.e. differentiable. We wish to prove $\oint_\gamma f \; dz = 0$.

How may we attack this problem? Looking at the conclusion, we may want to stare at some function
where $\oint_\gamma f \; dz \neq 0$.

We readily got an example from the previous chapter: $f(z) = \frac{1}{z}$.
\begin{ques}
What part of the hypothesis does not hold?
\end{ques}

In any case, you see the problem is it's because $f$ has a singularity at $0$ (even though we
haven't formally defined what a singularity is yet). So, we try to prove the contrapositive:
\begin{theorem}
Suppose $\oint_\gamma f \; dz \neq 0$.
Then something weird happens to $f$ somewhere inside $\gamma$.
\end{theorem}
(For arbitrary loops, it gets a bit more difficult, however. What does ``inside $\gamma$'' mean?)

Phrasing like this, it isn't that difficult. You may want to look at $f(z) = \frac{1}{z}$ a bit and
try to figure out how the proof follows before continue reading.

For simplicity, I will prove the statement for $\gamma$ being a rectangle, leaving the case e.g.
$\gamma$ is a circle to the reader. The case of fully general $\gamma$ will be handled later on.

As you may figured out, for $f(z) = \frac{1}{z-w}$, you can try to locate where the singularity $w$
is by ``binary search'': compute $\oint_\gamma f \; dz$, if it is $2\pi i$, we know $w$ is inside
$\gamma$. We're going to do just that.

What should we search for? Let's see:
\begin{exercise}
Suppose $\oint_\gamma f \; dz \neq 0$.
Must there be a point where $f$ blows up to infinity, like the point $z = 0$ in $\frac{1}{z}$?
\end{exercise}
Answer: no, unfortunately. You can certainly take the function $f$ above, and ``smooth out'' the
singularity.
\begin{center}
\begin{asy}
import graph;
draw(graph(new real(real x){ return 1/x; }, -3, -1/3), red);
draw(graph(new real(real x){ return 1/x; }, 1/3, 3), red);
draw((-1/2, -2){(1, -2)} .. tension 5 .. {(1, -2)}(1/2, 2), blue+dashed);
graph.xaxis();
graph.yaxis();
\end{asy}
\end{center}
(Only real part depicted. You can imagine the imaginary part.)

The best we can hope for, then, is to find a point where $f$ is not holomorphic (complex
differentiable).

Construct $4$ paths $\gamma_a$, $\gamma_b$, $\gamma_c$ and $\gamma_d$ as follows. The margin is only
for illustration purpose, in reality the edges directly overlap on each other.
\begin{center}
\begin{asy}
void drawrect(real x1, real y1, real x2, real y2){
draw((x1, y1)--(x2, y1), MidArrow);
draw((x2, y1)--(x2, y2), MidArrow);
draw((x2, y2)--(x1, y2), MidArrow);
draw((x1, y2)--(x1, y1), MidArrow);
}
var margin=0.2, halfmargin=margin/2;
drawrect(0, 0, 6, 4);
drawrect(0+margin, 0+margin, 3-halfmargin, 2-halfmargin);
drawrect(3+halfmargin, 0+margin, 6-margin, 2-halfmargin);
drawrect(0+margin, 2+halfmargin, 3-halfmargin, 4-margin);
drawrect(3+halfmargin, 2+halfmargin, 6-margin, 4-margin);
label("$\gamma$", (6, 4), dir(45));
label("$\gamma_a$", (3-halfmargin, 4-margin), dir(-135));
label("$\gamma_b$", (6-margin, 4-margin), dir(-135));
label("$\gamma_c$", (3-halfmargin, 2-halfmargin), dir(-135));
label("$\gamma_d$", (6-margin, 2-halfmargin), dir(-135));
\end{asy}
\end{center}

Notice that, because all the inner edges cancel out,
\[
\oint_\gamma f \; dz =
\oint_{\gamma_a} f \; dz + \oint_{\gamma_b} f \; dz +
\oint_{\gamma_c} f \; dz + \oint_{\gamma_d} f \; dz.
\]
Which means $\oint_{\gamma_i} f \; dz \neq 0$ for some $i \in \{ a, b, c, d \}$.
(Idea: we have more accurately located the singularity, now we know it is inside $\gamma_i$.
Of course it's also possible that there are multiple singularities.)

We also have $|\oint_{\gamma_i} f \; dz| \geq \frac{1}{4} \cdot |\oint_\gamma f \; dz|$
for some $i$.
The reason why we must carefully keep track of the magnitude (instead of just saying it's $\neq 0$)
will become apparent later.

So, we keep doing that, and get a decreasing sequence of rectangles $\{ \gamma_j \}$. Because the
edge length gets halved each time, the rectangles converge to a single point $p$.

How would the rectangle perimeter decrease? Perhaps something like the following:
\begin{center}
\begin{tabular}{ccc}
$j$ & Perimeter of $\gamma_j$ & $|\oint_{\gamma_j} f \; dz|$ \\ \hline
$0$ & $1$ & $1$ \\
$1$ & $\frac{1}{2}$ & $\geq \frac{1}{4}$ \\
$2$ & $\frac{1}{4}$ & $\geq \frac{1}{16}$ \\
$3$ & $\frac{1}{8}$ & $\geq \frac{1}{64}$
\end{tabular}
\end{center}
$|\oint_{\gamma_j} f \; dz|$ decreases quite quickly compared to the perimeter --- as expected, we
cannot hope for $f$ to blow up at $p$, but this is sufficient to show $f$ is not holomorphic.

For the sake of contradiction, assume otherwise. Then, by definition,
\[ \lim_{h \to 0} \frac{f(p+h)-f(p)}{h} = f'(p) \]
where $p$ is the point that the rectangles $\{ \gamma_j \}$ converges to as defined above,
and $f'(p) \in \CC$ is the derivative. In other words, for $h \in \CC$ close enough to $0$,
\[ f(p+h) = f(p) + f'(p) \cdot h + \eps(h) \cdot h\text{ for }\eps(h) \in o(1). \]
Why is this a problem? Notice that $f(p)$ and $f'(p) \cdot h$ are both polynomials, so
\[ \oint_{\gamma_j} f(p) + f'(p) \cdot (z-p) \; dz = 0, \]
which means
\[ \oint_{\gamma_j} f(z)\; dz = \oint_{\gamma_j} \eps(h) \cdot (z-p) \; dz. \]
We know the left hand side decreases as $4^{-j}$, but the integral on the right hand side is over a
curve with length decreasing as $2^{-j}$.
\begin{exercise}
Finish the proof. (Use the $ML$ estimation lemma.)
\end{exercise}

Finally, what to do with arbitrary curve (which may not even have an interior\footnote{A
space-filling curve is an example.})?

We construct the antiderivative $F \colon \Omega \to \CC$ by integrating $f$ across the side of a
rectangle, prove $F' = f$,
and get a ``fundamental theorem of calculus'', that is
\[ \oint_\alpha f(z) \; dz = F(\alpha(b)) - F(\alpha(a)) \]
where $\alpha \colon [a,b] \to \CC$ is some path.
Considering $\alpha = \gamma$,
because the starting and ending point for a loop $\gamma$ is the same, of course the integral would
be $0$.

\subsection{The rest}

Next step, we should show the power series coincide with $f$, that is
\[ f(z) =
\oint_\gamma \frac{f(t)}{t} \; dt +
\oint_\gamma \frac{f(t)}{t^2} \; dt \cdot z +
\oint_\gamma \frac{f(t)}{t^3} \; dt \cdot z^2 + \cdots \]
Here we assume $\gamma$ is the unit circle, the power series is centered at $0$, and $t$ is inside
the unit disk.
\begin{exercise}
Prove it. (You only need to know that you can interchange the infinite sum and the integral in
this situation,\footnote{Look at \Cref{ex:failure_interchange_lim_int} for some horror stories
where you cannot interchange a limit and an integral.}
how to sum a geometric series, and Cauchy's integral formula)
\end{exercise}

\begin{remark}
\emph{Wait, where was Cauchy-Goursat theorem used?} If you forgot, it is used in the proof of
Cauchy's integral formula.
\end{remark}

After we have proven that $f$ is a power series, then using \Cref{prop:taylor_series_are_analytic}
(suitably adapted for the case of complex holomorphic functions), the result follows.

\section\problemhead
These aren't olympiad problems, but I think they're especially nice!
In the next complex analysis chapter we'll see some more nice applications.
Expand Down
2 changes: 1 addition & 1 deletion tex/diffgeo/multivar.tex
Original file line number Diff line number Diff line change
Expand Up @@ -270,7 +270,7 @@ \section{Total and partial derivatives}
\[ Df = \sum_{i=1}^n \fpartial{f}{\ee_i} \cdot \ee_i^\vee. \]
\end{theorem}
\begin{proof}
Not going to write out the details, but\dots
Not going to write out the details, but\dots\
given $v = t_1e_1 + \dots + t_ne_n$,
the idea is to just walk from $p$ to $p+t_1e_1$, $p+t_1e_1+t_2e_2$, \dots,
up to $p+t_1e_1+t_2e_2+\dots+t_ne_n = p+v$,
Expand Down
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