In mathematics, infinite compositions of analytic functions (ICAF) offer alternative formulations of analytic continued fractions, series, products and other infinite expansions, and the theory evolving from such compositions may shed light on the convergence/divergence of these expansions. Some functions can actually be expanded directly as infinite compositions. In addition, it is possible to use ICAF to evaluate solutions of fixed point equations involving infinite expansions. Complex dynamics offers another venue for iteration of systems of functions rather than a single function. For infinite compositions of a single function see Iterated function. For compositions of a finite number of functions, useful in fractal theory, see Iterated function system.
Although the title of this article specifies analytic functions, there are results for more general functions of a complex variable as well.
There are several notations describing infinite compositions, including the following:
Forward compositions:
Backward compositions:
In each case convergence is interpreted as the existence of the following limits:
For convenience, set Fn(z) = F1,n(z) and Gn(z) = G1,n(z).
One may also write and
Many results can be considered extensions of the following result:
Contraction Theorem for Analytic Functions [1] — Let f be analytic in a simply-connected region S and continuous on the closure S of S. Suppose f(S) is a bounded set contained in S. Then for all z in S there exists an attractive fixed point α of f in S such that:
Let {fn} be a sequence of functions analytic on a simply-connected domain S. Suppose there exists a compact set Ω ⊂ S such that for each n, fn(S) ⊂ Ω.
Forward (inner or right) Compositions Theorem — {Fn} converges uniformly on compact subsets of S to a constant function F(z) = λ. [2]
Backward (outer or left) Compositions Theorem — {Gn} converges uniformly on compact subsets of S to γ ∈ Ω if and only if the sequence of fixed points {γn} of the {fn} converges to γ. [3]
Additional theory resulting from investigations based on these two theorems, particularly Forward Compositions Theorem, include location analysis for the limits obtained in the following reference. [4] For a different approach to Backward Compositions Theorem, see the following reference. [5]
Regarding Backward Compositions Theorem, the example f2n(z) = 1/2 and f2n−1(z) = −1/2 for S = {z : |z| < 1} demonstrates the inadequacy of simply requiring contraction into a compact subset, like Forward Compositions Theorem.
For functions not necessarily analytic the Lipschitz condition suffices:
Theorem [6] — Suppose is a simply connected compact subset of and let be a family of functions that satisfies Define: Then uniformly on If is the unique fixed point of then uniformly on if and only if .
Results involving entire functions include the following, as examples. Set
Then the following results hold:
Theorem E1 [7] — If an ≡ 1, then Fn → F is entire.
Theorem E2 [8] — Set εn = |an−1| suppose there exists non-negative δn, M1, M2, R such that the following holds: Then Gn(z) → G(z) is analytic for |z| < R. Convergence is uniform on compact subsets of {z : |z| < R}.
Additional elementary results include:
Theorem GF3 [6] — Suppose where there exist such that implies Furthermore, suppose and Then for
Theorem GF4 [6] — Suppose where there exist such that and implies and Furthermore, suppose and Then for
Example GF1: [9]
Example GF2:
Results [8] for compositions of linear fractional (Möbius) transformations include the following, as examples:
Theorem LFT1 — On the set of convergence of a sequence {Fn} of non-singular LFTs, the limit function is either:
In (a), the sequence converges everywhere in the extended plane. In (b), the sequence converges either everywhere, and to the same value everywhere except at one point, or it converges at only two points. Case (c) can occur with every possible set of convergence. [10]
Theorem LFT2 [11] — If {Fn} converges to an LFT, then fn converge to the identity function f(z) = z.
Theorem LFT3 [12] — If fn → f and all functions are hyperbolic or loxodromic Möbius transformations, then Fn(z) → λ, a constant, for all , where {βn} are the repulsive fixed points of the {fn}.
Theorem LFT4 [13] — If fn → f where f is parabolic with fixed point γ. Let the fixed-points of the {fn} be {γn} and {βn}. If then Fn(z) → λ, a constant in the extended complex plane, for all z.
The value of the infinite continued fraction
may be expressed as the limit of the sequence {Fn(0)} where
As a simple example, a well-known result (Worpitsky's circle theorem [14] ) follows from an application of Theorem (A):
Consider the continued fraction
with
Stipulate that |ζ| < 1 and |z| < R < 1. Then for 0 < r < 1,
Example.
Example. [8] A fixed-point continued fraction form (a single variable).
Examples illustrating the conversion of a function directly into a composition follow:
Example 1. [7] [15] Suppose is an entire function satisfying the following conditions:
Then
Example 2. [7]
Example 3. [6]
Example 4. [6]
Theorem (B) can be applied to determine the fixed-points of functions defined by infinite expansions or certain integrals. The following examples illustrate the process:
Example FP1. [3] For |ζ| ≤ 1 let
To find α = G(α), first we define:
Then calculate with ζ = 1, which gives: α = 0.087118118... to ten decimal places after ten iterations.
Theorem FP2 [8] — Let φ(ζ, t) be analytic in S = {z : |z| < R} for all t in [0, 1] and continuous in t. Set If |φ(ζ, t)| ≤ r < R for ζ ∈ S and t ∈ [0, 1], then has a unique solution, α in S, with
Consider a time interval, normalized to I = [0, 1]. ICAFs can be constructed to describe continuous motion of a point, z, over the interval, but in such a way that at each "instant" the motion is virtually zero (see Zeno's Arrow): For the interval divided into n equal subintervals, 1 ≤ k ≤ n set analytic or simply continuous – in a domain S, such that
and .
Source: [8]
implies
where the integral is well-defined if has a closed-form solution z(t). Then
Otherwise, the integrand is poorly defined although the value of the integral is easily computed. In this case one might call the integral a "virtual" integral.
Example.
Example. Let:
Next, set and Tn(z) = Tn,n(z). Let
when that limit exists. The sequence {Tn(z)} defines contours γ = γ(cn, z) that follow the flow of the vector field f(z). If there exists an attractive fixed point α, meaning |f(z) − α| ≤ ρ|z − α| for 0 ≤ ρ < 1, then Tn(z) → T(z) ≡ α along γ = γ(cn, z), provided (for example) . If cn ≡ c > 0, then Tn(z) → T(z), a point on the contour γ = γ(c, z). It is easily seen that
and
when these limits exist.
These concepts are marginally related to active contour theory in image processing, and are simple generalizations of the Euler method
The series defined recursively by fn(z) = z + gn(z) have the property that the nth term is predicated on the sum of the first n − 1 terms. In order to employ theorem (GF3) it is necessary to show boundedness in the following sense: If each fn is defined for |z| < M then |Gn(z)| < M must follow before |fn(z) − z| = |gn(z)| ≤ Cβn is defined for iterative purposes. This is because occurs throughout the expansion. The restriction
serves this purpose. Then Gn(z) → G(z) uniformly on the restricted domain.
Example (S1). Set
and M = ρ2. Then R = ρ2 − (π/6) > 0. Then, if , z in S implies |Gn(z)| < M and theorem (GF3) applies, so that
converges absolutely, hence is convergent.
Example (S2):
The product defined recursively by
has the appearance
In order to apply Theorem GF3 it is required that:
Once again, a boundedness condition must support
If one knows Cβn in advance, the following will suffice:
Then Gn(z) → G(z) uniformly on the restricted domain.
Example (P1). Suppose with observing after a few preliminary computations, that |z| ≤ 1/4 implies |Gn(z)| < 0.27. Then
and
converges uniformly.
Example (P2).
Example (CF1): A self-generating continued fraction. [8]
Example (CF2): Best described as a self-generating reverse Euler continued fraction. [8]
In mathematics, the prime number theorem (PNT) describes the asymptotic distribution of the prime numbers among the positive integers. It formalizes the intuitive idea that primes become less common as they become larger by precisely quantifying the rate at which this occurs. The theorem was proved independently by Jacques Hadamard and Charles Jean de la Vallée Poussin in 1896 using ideas introduced by Bernhard Riemann.
In mathematics and physics, Laplace's equation is a second-order partial differential equation named after Pierre-Simon Laplace, who first studied its properties. This is often written as or where is the Laplace operator, is the divergence operator, is the gradient operator, and is a twice-differentiable real-valued function. The Laplace operator therefore maps a scalar function to another scalar function.
The Navier–Stokes equations are partial differential equations which describe the motion of viscous fluid substances. They were named after French engineer and physicist Claude-Louis Navier and the Irish physicist and mathematician George Gabriel Stokes. They were developed over several decades of progressively building the theories, from 1822 (Navier) to 1842–1850 (Stokes).
In mathematics, the Laplace operator or Laplacian is a differential operator given by the divergence of the gradient of a scalar function on Euclidean space. It is usually denoted by the symbols , (where is the nabla operator), or . In a Cartesian coordinate system, the Laplacian is given by the sum of second partial derivatives of the function with respect to each independent variable. In other coordinate systems, such as cylindrical and spherical coordinates, the Laplacian also has a useful form. Informally, the Laplacian Δf (p) of a function f at a point p measures by how much the average value of f over small spheres or balls centered at p deviates from f (p).
In vector calculus, the Jacobian matrix of a vector-valued function of several variables is the matrix of all its first-order partial derivatives. When this matrix is square, that is, when the function takes the same number of variables as input as the number of vector components of its output, its determinant is referred to as the Jacobian determinant. Both the matrix and the determinant are often referred to simply as the Jacobian in literature. They are so named after Carl Gustav Jacob Jacobi.
In mathematics, the Hurwitz zeta function is one of the many zeta functions. It is formally defined for complex variables s with Re(s) > 1 and a ≠ 0, −1, −2, … by
In mathematics, the jet is an operation that takes a differentiable function f and produces a polynomial, the truncated Taylor polynomial of f, at each point of its domain. Although this is the definition of a jet, the theory of jets regards these polynomials as being abstract polynomials rather than polynomial functions.
In mathematics, a volume element provides a means for integrating a function with respect to volume in various coordinate systems such as spherical coordinates and cylindrical coordinates. Thus a volume element is an expression of the form where the are the coordinates, so that the volume of any set can be computed by For example, in spherical coordinates , and so .
In mathematics, the von Mangoldt function is an arithmetic function named after German mathematician Hans von Mangoldt. It is an example of an important arithmetic function that is neither multiplicative nor additive.
In mathematics, the explicit formulae for L-functions are relations between sums over the complex number zeroes of an L-function and sums over prime powers, introduced by Riemann (1859) for the Riemann zeta function. Such explicit formulae have been applied also to questions on bounding the discriminant of an algebraic number field, and the conductor of a number field.
In mathematics (specifically multivariable calculus), a multiple integral is a definite integral of a function of several real variables, for instance, f(x, y) or f(x, y, z).
Oblate spheroidal coordinates are a three-dimensional orthogonal coordinate system that results from rotating the two-dimensional elliptic coordinate system about the non-focal axis of the ellipse, i.e., the symmetry axis that separates the foci. Thus, the two foci are transformed into a ring of radius in the x-y plane. Oblate spheroidal coordinates can also be considered as a limiting case of ellipsoidal coordinates in which the two largest semi-axes are equal in length.
In fluid mechanics, potential vorticity (PV) is a quantity which is proportional to the dot product of vorticity and stratification. This quantity, following a parcel of air or water, can only be changed by diabatic or frictional processes. It is a useful concept for understanding the generation of vorticity in cyclogenesis, especially along the polar front, and in analyzing flow in the ocean.
The Kutta–Joukowski theorem is a fundamental theorem in aerodynamics used for the calculation of lift of an airfoil translating in a uniform fluid at a constant speed so large that the flow seen in the body-fixed frame is steady and unseparated. The theorem relates the lift generated by an airfoil to the speed of the airfoil through the fluid, the density of the fluid and the circulation around the airfoil. The circulation is defined as the line integral around a closed loop enclosing the airfoil of the component of the velocity of the fluid tangent to the loop. It is named after Martin Kutta and Nikolai Zhukovsky who first developed its key ideas in the early 20th century. Kutta–Joukowski theorem is an inviscid theory, but it is a good approximation for real viscous flow in typical aerodynamic applications.
In mathematics, the secondary measure associated with a measure of positive density ρ when there is one, is a measure of positive density μ, turning the secondary polynomials associated with the orthogonal polynomials for ρ into an orthogonal system.
In mathematics, vector spherical harmonics (VSH) are an extension of the scalar spherical harmonics for use with vector fields. The components of the VSH are complex-valued functions expressed in the spherical coordinate basis vectors.
Acoustic streaming is a steady flow in a fluid driven by the absorption of high amplitude acoustic oscillations. This phenomenon can be observed near sound emitters, or in the standing waves within a Kundt's tube. Acoustic streaming was explained first by Lord Rayleigh in 1884. It is the less-known opposite of sound generation by a flow.
In mathematics, the spectral theory of ordinary differential equations is the part of spectral theory concerned with the determination of the spectrum and eigenfunction expansion associated with a linear ordinary differential equation. In his dissertation, Hermann Weyl generalized the classical Sturm–Liouville theory on a finite closed interval to second order differential operators with singularities at the endpoints of the interval, possibly semi-infinite or infinite. Unlike the classical case, the spectrum may no longer consist of just a countable set of eigenvalues, but may also contain a continuous part. In this case the eigenfunction expansion involves an integral over the continuous part with respect to a spectral measure, given by the Titchmarsh–Kodaira formula. The theory was put in its final simplified form for singular differential equations of even degree by Kodaira and others, using von Neumann's spectral theorem. It has had important applications in quantum mechanics, operator theory and harmonic analysis on semisimple Lie groups.
In fluid dynamics, the Oseen equations describe the flow of a viscous and incompressible fluid at small Reynolds numbers, as formulated by Carl Wilhelm Oseen in 1910. Oseen flow is an improved description of these flows, as compared to Stokes flow, with the (partial) inclusion of convective acceleration.
In mathematics, the Bussgang theorem is a theorem of stochastic analysis. The theorem states that the cross-correlation between a Gaussian signal before and after it has passed through a nonlinear operation are equal to the signals auto-correlation up to a constant. It was first published by Julian J. Bussgang in 1952 while he was at the Massachusetts Institute of Technology.