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Math 246A, Notes 3: Cauchy’s theorem and its consequences

2 October, 2016 in 246A - complex analysis, math.AT, math.CV | Tags: , , , | by | 118 comments

Previous set of notes: Notes 2. Next set of notes: Notes 4.

We now come to perhaps the most central theorem in complex analysis (save possibly for the fundamental theorem of calculus), namely Cauchy’s theorem, which allows one to compute a large number of contour integrals {\int_\gamma f(z)\ dz} even without knowing any explicit antiderivative of {f}. There are many forms and variants of Cauchy’s theorem. To give one such version, we need the basic topological notion of a homotopy:

Definition 1 (Homotopy) Let {U} be an open subset of {{\bf C}}, and let {\gamma_0: [a,b] \rightarrow U}, {\gamma_1: [a,b] \rightarrow U} be two curves in {U}.

  • (i) If {\gamma_0, \gamma_1} have the same initial point {z_0} and terminal point {z_1}, we say that {\gamma_0} and {\gamma_1} are homotopic with fixed endpoints in {U} if there exists a continuous map {\gamma: [0,1] \times [a,b] \rightarrow U} such that {\gamma(0,t) = \gamma_0(t)} and {\gamma(1,t) = \gamma_1(t)} for all {t \in [a,b]}, and such that {\gamma(s,a) = z_0} and {\gamma(s,b) = z_1} for all {s \in [0,1]}.
  • (ii) If {\gamma_0, \gamma_1} are closed (but possibly with different initial points), we say that {\gamma_0} and {\gamma_1} are homotopic as closed curves in {U} if there exists a continuous map {\gamma: [0,1] \times [a,b] \rightarrow U} such that {\gamma(0,t) = \gamma_0(t)} and {\gamma(1,t) = \gamma_1(t)} for all {t \in [a,b]}, and such that {\gamma(s,a) = \gamma(s,b)} for all {s \in [0,1]}.
  • (iii) If {\gamma_2: [c,d] \rightarrow U} and {\gamma_3: [e,f] \rightarrow U} are curves with the same initial point and same terminal point, we say that {\gamma_2} and {\gamma_3} are homotopic with fixed endpoints up to reparameterisation in {U} if there is a reparameterisation {\tilde \gamma_2: [a,b] \rightarrow U} of {\gamma_2} which is homotopic with fixed endpoints in {U} to a reparameterisation {\tilde \gamma_3: [a,b] \rightarrow U} of {\gamma_3}.
  • (iv) If {\gamma_2: [c,d] \rightarrow U} and {\gamma_3: [e,f] \rightarrow U} are closed curves, we say that {\gamma_2} and {\gamma_3} are homotopic as closed curves up to reparameterisation in {U} if there is a reparameterisation {\tilde \gamma_2: [a,b] \rightarrow U} of {\gamma_2} which is homotopic as closed curves in {U} to a reparameterisation {\tilde \gamma_3: [a,b] \rightarrow U} of {\gamma_3}.

In the first two cases, the map {\gamma} will be referred to as a homotopy from {\gamma_0} to {\gamma_1}, and we will also say that {\gamma_0} can be continously deformed to {\gamma_1} (either with fixed endpoints, or as closed curves).

Example 2 If {U} is a convex set, that is to say that {(1-s) z_0 + s z_1 \in U} whenever {z_0,z_1 \in U} and {0 \leq s \leq 1}, then any two curves {\gamma_0, \gamma_1: [0,1] \rightarrow U} from one point {z_0} to another {z_1} are homotopic, by using the homotopy

\displaystyle \gamma(s,t) := (1-s) \gamma_0(t) + s \gamma_1(t).

For a similar reason, in a convex open set {U}, any two closed curves will be homotopic to each other as closed curves.

Exercise 3 Let {U} be an open subset of {{\bf C}}.

  • (i) Prove that the property of being homotopic with fixed endpoints in {U} is an equivalence relation.
  • (ii) Prove that the property of being homotopic as closed curves in {U} is an equivalence relation.
  • (iii) If {\gamma_0: [a,b] \rightarrow U}, {\gamma_1: [c,d] \rightarrow U} are closed curves with the same initial point, show that {\gamma_0} is homotopic to {\gamma_1} as closed curves up to reparameterisation if and only if {\gamma_0} is homotopic to {\gamma_2 + \gamma_1 + (-\gamma_2)} with fixed endpoints for some closed curve {\gamma_2} with the same initial point as {\gamma_0} or {\gamma_1} up to reparameterisation. (Hint: it may be conceptually easier to think about the case when {\gamma_0, \gamma_1} do not necessarily have the same initial point, in which case the same claim is true, except that {\gamma_2} is now not a closed curve, but rather a curve that starts at the initial point of {\gamma_0} and ends at the initial point of {\gamma_1}.) For an additional challenge: propose a counterexample that explains why the curve {\gamma_2} is necessary (in the initial context where {\gamma_0}, {\gamma_1} have the same initial point).
  • (iv) Define a point in {U} to be a curve {\gamma_1: [a,b] \rightarrow U} of the form {\gamma_1(t) = z_0} for some {z_0 \in U} and all {t \in [a,b]}. Let {\gamma_0: [a,b] \rightarrow U} be a closed curve in {U}. Show that {\gamma_0} is homotopic with fixed endpoints to a point in {U} if and only if {\gamma_0} is homotopic as a closed curve to a point in {U}. (In either case, we will call {\gamma_0} homotopic to a point, null-homotopic, or contractible to a point in {U}.)
  • (v) If {\gamma_0, \gamma_1: [a,b] \rightarrow U} are curves with the same initial point and the same terminal point, show that {\gamma_0} is homotopic to {\gamma_1} with fixed endpoints in {U} if and only if {\gamma_0 + (-\gamma_1)} is homotopic to a point in {U}.
  • (vi) If {U} is connected, and {\gamma_0, \gamma_1: [a,b] \rightarrow U} are any two curves in {U}, show that there exists a continuous map {\gamma: [0,1] \times [a,b] \rightarrow U} such that {\gamma(0,t) = \gamma_0(t)} and {\gamma(1,t) = \gamma_1(t)} for all {t \in [a,b]}. Thus the notion of homotopy becomes rather trivial if one does not fix the endpoints or require the curve to be closed.
  • (vii) Show that if {\gamma_1: [a,b] \rightarrow U} is a reparameterisation of {\gamma_0: [a,b] \rightarrow U}, then {\gamma_0} and {\gamma_1} are homotopic with fixed endpoints in U.
  • (viii) Prove that the property of being homotopic with fixed endpoints in {U} up to reparameterisation is an equivalence relation.
  • (ix) Prove that the property of being homotopic as closed curves in {U} up to reparameterisation is an equivalence relation.

We can then phrase Cauchy’s theorem as an assertion that contour integration on holomorphic functions is a homotopy invariant. More precisely:

Theorem 4 (Cauchy’s theorem) Let {U} be an open subset of {{\bf C}}, and let {f: U \rightarrow {\bf C}} be holomorphic.

  • (i) If {\gamma_0: [a,b] \rightarrow U} and {\gamma_1: [c,d] \rightarrow U} are rectifiable curves that are homotopic in {U} with fixed endpoints up to reparameterisation, then

    \displaystyle \int_{\gamma_0} f(z)\ dz = \int_{\gamma_1} f(z)\ dz.

  • (ii) If {\gamma_0: [a,b] \rightarrow U} and {\gamma_1: [c,d] \rightarrow U} are closed rectifiable curves that are homotopic in {U} as closed curves up to reparameterisation, then

    \displaystyle \int_{\gamma_0} f(z)\ dz = \int_{\gamma_1} f(z)\ dz.

This version of Cauchy’s theorem is particularly useful for applications, as it explicitly brings into play the powerful technique of contour shifting, which allows one to compute a contour integral by replacing the contour with a homotopic contour on which the integral is easier to either compute or integrate. This formulation of Cauchy’s theorem also highlights the close relationship between contour integrals and the algebraic topology of the complex plane (and open subsets {U} thereof). Setting {\gamma_1} to be a point, we obtain an important special case of Cauchy’s theorem (which is in fact equivalent to the full theorem):

Corollary 5 (Cauchy’s theorem, again) Let {U} be an open subset of {{\bf C}}, and let {f: U \rightarrow {\bf C}} be holomorphic. Then for any closed rectifiable curve {\gamma} in {U} that is contractible in {U} to a point, one has {\int_\gamma f(z)\ dz = 0}.

Exercise 6 Show that Theorem 4 and Corollary 5 are logically equivalent.

An important feature to note about Cauchy’s theorem is the global nature of its hypothesis on {f}. The conclusion of Cauchy’s theorem only involves the values of a function {f} on the images of the two curves {\gamma_0, \gamma_1}. However, in order for the hypotheses of Cauchy’s theorem to apply, the function {f} must be holomorphic not only on the images on {\gamma_0, \gamma_1}, but on an open set {U} that is large enough (and sufficiently free of “holes”) to support a homotopy between the two curves. This point can be emphasised through the following fundamental near-counterexample to Cauchy’s theorem:

Example 7 (Key example) Let {U := {\bf C} \backslash \{0\}}, and let {f: U \rightarrow {\bf C}} be the holomorphic function {f(z) := \frac{1}{z}}. Let {\gamma_{0,1,\circlearrowleft}: [0,2\pi] \rightarrow {\bf C}} be the closed unit circle contour {\gamma_{0,1,\circlearrowleft}(t) := e^{it}}. Direct calculation shows that

\displaystyle \int_{\gamma_{0,1,\circlearrowleft}} f(z)\ dz = 2\pi i \neq 0.

As a consequence of this and Cauchy’s theorem, we conclude that the contour {\gamma_{0,1,\circlearrowleft}} is not contractible to a point in {U}; note that this does not contradict Example 2 because {U} is not convex. Thus we see that the lack of holomorphicity (or singularity) of {f} at the origin can be “blamed” for the non-vanishing of the integral of {f} on the closed contour {\gamma_{0,1,\circlearrowleft}}, even though this contour does not come anywhere near the origin. Thus we see that the global behaviour of {f}, not just the behaviour in the local neighbourhood of {\gamma_{0,1,\circlearrowleft}}, has an impact on the contour integral.
One can of course rewrite this example to involve non-closed contours instead of closed ones. For instance, if we let {\gamma_0, \gamma_1: [0,\pi] \rightarrow U} denote the half-circle contours {\gamma_0(t) := e^{it}} and {\gamma_1(t) := e^{-it}}, then {\gamma_0,\gamma_1} are both contours in {U} from {+1} to {-1}, but one has

\displaystyle \int_{\gamma_0} f(z)\ dz = +\pi i

whereas

\displaystyle \int_{\gamma_1} f(z)\ dz = -\pi i.

In order for this to be consistent with Cauchy’s theorem, we conclude that {\gamma_0} and {\gamma_1} are not homotopic in {U} (even after reparameterisation).

In the specific case of functions of the form {\frac{1}{z}}, or more generally {\frac{f(z)}{z-z_0}} for some point {z_0} and some {f} that is holomorphic in some neighbourhood of {z_0}, we can quantify the precise failure of Cauchy’s theorem through the Cauchy integral formula, and through the concept of a winding number. These turn out to be extremely powerful tools for understanding both the nature of holomorphic functions and the topology of open subsets of the complex plane, as we shall see in this and later notes.

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The Jordan-Schur theorem

5 October, 2011 in expository, math.GR, math.RA | Tags: , , , , | by | 7 comments

Jordan’s theorem is a basic theorem in the theory of finite linear groups, and can be formulated as follows:

Theorem 1 (Jordan’s theorem) Let {G} be a finite subgroup of the general linear group {GL_d({\bf C})}. Then there is an abelian subgroup {G'} of {G} of index {[G:G'] \leq C_d}, where {C_d} depends only on {d}.

Informally, Jordan’s theorem asserts that finite linear groups over the complex numbers are almost abelian. The theorem can be extended to other fields of characteristic zero, and also to fields of positive characteristic so long as the characteristic does not divide the order of {G}, but we will not consider these generalisations here. A proof of this theorem can be found for instance in these lecture notes of mine.

I recently learned (from this comment of Kevin Ventullo) that the finiteness hypothesis on the group {G} in this theorem can be relaxed to the significantly weaker condition of periodicity. Recall that a group {G} is periodic if all elements are of finite order. Jordan’s theorem with “finite” replaced by “periodic” is known as the Jordan-Schur theorem.

The Jordan-Schur theorem can be quickly deduced from Jordan’s theorem, and the following result of Schur:

Theorem 2 (Schur’s theorem) Every finitely generated periodic subgroup of a general linear group {GL_d({\bf C})} is finite. (Equivalently, every periodic linear group is locally finite.)

Remark 1 The question of whether all finitely generated periodic subgroups (not necessarily linear in nature) were finite was known as the Burnside problem; the answer was shown to be negative by Golod and Shafarevich in 1964.

Let us see how Jordan’s theorem and Schur’s theorem combine via a compactness argument to form the Jordan-Schur theorem. Let {G} be a periodic subgroup of {GL_d({\bf C})}. Then for every finite subset {S} of {G}, the group {G_S} generated by {S} is finite by Theorem 2. Applying Jordan’s theorem, {G_S} contains an abelian subgroup {G'_S} of index at most {C_d}.

In particular, given any finite number {S_1,\ldots,S_m} of finite subsets of {G}, we can find abelian subgroups {G'_{S_1},\ldots,G'_{S_m}} of {G_{S_1},\ldots,G_{S_m}} respectively such that each {G'_{S_j}} has index at most {C_d} in {G_{S_j}}. We claim that we may furthermore impose the compatibility condition {G'_{S_i} = G'_{S_j} \cap G_{S_i}} whenever {S_i \subset S_j}. To see this, we set {S := S_1 \cup \ldots \cup S_m}, locate an abelian subgroup {G'_S} of {G_S} of index at most {C_d}, and then set {G'_{S_i} := G'_S \cap G_{S_i}}. As {G_S} is covered by at most {C_d} cosets of {G'_S}, we see that {G_{S_i}} is covered by at most {C_d} cosets of {G'_{S_i}}, and the claim follows.

Note that for each {S}, the set of possible {G'_S} is finite, and so the product space of all configurations {(G'_S)_{S \subset G}}, as {S} ranges over finite subsets of {G}, is compact by Tychonoff’s theorem. Using the finite intersection property, we may thus locate a subgroup {G'_S} of {G_S} of index at most {C_d} for all finite subsets {S} of {G}, obeying the compatibility condition {G'_T = G'_S \cap G_T} whenever {T \subset S}. If we then set {G' := \bigcup_S G'_S}, where {S} ranges over all finite subsets of {G}, we then easily verify that {G'} is abelian and has index at most {C_d} in {G}, as required.

Below I record a proof of Schur’s theorem, which I extracted from this book of Wehrfritz. This was primarily an exercise for my own benefit, but perhaps it may be of interest to some other readers.

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