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Analytic continuation

 

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Analytic continuation



 
 
In complex analysis
Complex analysis

Complex analysis, traditionally known as the theory of functions of a complex variable, is the branch of mathematics investigating Function of complex numbers....
, a branch of mathematics
Mathematics

Mathematics is the study of quantity, structure, space, change, and related topics of pattern and form. Mathematicians seek out patterns whether found in numbers, space, natural science, computers, imaginary abstractions, or elsewhere....
, analytic continuation is a technique to extend the domain of definition of a given analytic function
Analytic function

In mathematics, an analytic function is a function that is locally given by a convergent power series. Analytic functions can be thought of as a bridge between polynomials and general functions....
. Analytic continuation often succeeds in defining further values of a function, for example in a new region where an infinite series representation in terms of which it is initially defined becomes divergent.

The step-wise continuation technique may, however, come up against difficulties.






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In complex analysis
Complex analysis

Complex analysis, traditionally known as the theory of functions of a complex variable, is the branch of mathematics investigating Function of complex numbers....
, a branch of mathematics
Mathematics

Mathematics is the study of quantity, structure, space, change, and related topics of pattern and form. Mathematicians seek out patterns whether found in numbers, space, natural science, computers, imaginary abstractions, or elsewhere....
, analytic continuation is a technique to extend the domain of definition of a given analytic function
Analytic function

In mathematics, an analytic function is a function that is locally given by a convergent power series. Analytic functions can be thought of as a bridge between polynomials and general functions....
. Analytic continuation often succeeds in defining further values of a function, for example in a new region where an infinite series representation in terms of which it is initially defined becomes divergent.

The step-wise continuation technique may, however, come up against difficulties. These may have an essentially topological nature, leading to inconsistencies (defining more than one value). They may alternatively have to do with the presence of mathematical singularities. The case of several complex variables
Several complex variables

The theory of function s of several complex variables is the branch of mathematics dealing with functionson the space Cn of n-tuples of complex numbers....
 is rather different, since singularities then cannot be isolated points, and its investigation was a major reason for the development of sheaf cohomology
Sheaf cohomology

In mathematics, sheaf cohomology is the aspect of sheaf theory, concerned with sheaves of abelian groups, that applies homological algebra to make possible effective calculation of the global sections of a sheaf F....
.

Initial discussion

Imaginary Log Analytic Continuation
Suppose f is an analytic function defined on an open subset U of the complex plane
Complex plane

In mathematics, the complex plane is a geometric representation of the complex numbersestablished by the real axis and the orthogonal imaginary axis....
 C. If V is a larger open subset of C, containing U, and F is an analytic function
Analytic function

In mathematics, an analytic function is a function that is locally given by a convergent power series. Analytic functions can be thought of as a bridge between polynomials and general functions....
 defined on V such that

,

then F is called an analytic continuation of f. In other words, the restriction of F to U is the function f we started with.

Analytic continuations are unique in the following sense: if V is the connected
Connectedness

In mathematics, connectedness is used to refer to various properties meaning, in some sense, "all one piece". When a mathematical object has such a property, we say it is connected; otherwise it is disconnected....
 domain of two analytic functions F1 and F2 such that U is contained in V and for all z in U
F1(z) = F2(z) = f(z),
then
F1 = F2
on all of V. This is because F1 - F2 is an analytic function which vanishes on the open, connected domain U of f and hence must vanish on its entire domain .

Applications


A common way to define functions in complex analysis proceeds by first specifying the function on a small domain only, and then extending it by analytic continuation. In practice, this continuation is often done by first establishing some functional equation
Functional equation

In mathematics or its applications, a functional equation is an equation expressing a relation between the value of a function at a point with its values at other points....
 on the small domain and then using this equation to extend the domain. Examples are the Riemann zeta function
Riemann zeta function

In mathematics, the Riemann zeta function, named after Germany mathematician Bernhard Riemann, is a prominent function of great significance in number theory because of its relation to the prime number theorem....
 and the gamma function
Gamma function

In mathematics, the Gamma function is an extension of the factorial function to real number and complex number numbers. For a complex number z with positive real part the Gamma function is defined by...
.

The concept of a universal cover was first developed to define a natural domain for the analytic continuation of an analytic function
Analytic function

In mathematics, an analytic function is a function that is locally given by a convergent power series. Analytic functions can be thought of as a bridge between polynomials and general functions....
. The idea of finding the maximal analytic continuation of a function in turn led to the development of the idea of Riemann surface
Riemann surface

In mathematics, particularly in complex analysis, a Riemann surface, first studied by and named after Bernhard Riemann, is a one-dimensional complex manifold....
s.

The power series defined above is generalized by the idea of a germ
Germ (mathematics)

In mathematics, the notion of a germ of an object in/on a topological space captures the local properties of the object. In particular, the objects in question are mostly functions and subsets....
. The general theory of analytic continuation and its generalizations are known as sheaf theory
Sheaf (mathematics)

In mathematics, a sheaf is a tool for systematically tracking locally defined data attached to the open sets of a topological space. The data can be restricted to smaller open sets, and the data assigned to an open set is equivalent to all collections of compatible data assigned to collections of smaller open sets covering the original one....
.

Formal definition of a germ


Let
be a power series
Power series

In mathematics, a power series is an infinite series of the formwhere an represents the coefficient of the nth term, c is a constant, and x varies around c ....
 converging in the disc Dr(z0) := for r > 0. (Note, without loss of generality, here and in the sequel, we will always assume that a maximal such r was chosen, even if it is 8.) Also note that it would be equivalent to begin with an analytic function defined on some small open set. We say that the vector
g = (z0, a0, a1, a2, ...)
is a germ
Germ (mathematics)

In mathematics, the notion of a germ of an object in/on a topological space captures the local properties of the object. In particular, the objects in question are mostly functions and subsets....
 of f. The base g0 of g is z0, the stem of g is (a0, a1, a2, ...) and the top g1 of g is a0. The top of g is the value of f at z0, the bottom of g.

Any vector g = (z0, a0, a1, ...) is a germ if it represents a power series of an analytic function around z0 with some radius of convergence r > 0. Therefore, we can safely speak of the set of germs .

The topology of the set of germs


Let g and h be germs
Germ (mathematics)

In mathematics, the notion of a germ of an object in/on a topological space captures the local properties of the object. In particular, the objects in question are mostly functions and subsets....
. If |h0 - g0| < r where r is the radius of convergence of g and if the power series that g and h represent define identical functions on the intersection of the two domains, then we say that h is generated by (or compatible with) g, and we write g = h. This compatibility condition is neither transitive, symmetric nor antisymmetric. If we extend
Transitive closure

In mathematics, the transitive closure of a binary relation R on a Set X is the smallest transitive relation on X that contains R....
 the relation by transitivity
Transitive relation

In mathematics, a binary relation R over a Set X is transitive if whenever an element a is related to an element b, and b is in turn related to an element c, then a is also related to c....
, we obtain a symmetric relation, which is therefore also an equivalence relation
Equivalence relation

In mathematics, an equivalence relation is, loosely, a binary relation on a Set that specifies how to split up the set into subsets such that every element of the larger set is in exactly one of the subsets....
 on germs (but not an ordering). This extension by transitivity is one definition of analytic continuation. The equivalence relation will be denoted .

We can define a topology
Topology

Topology is a major area of mathematics that has emerged through the development of concepts from geometry and set theory, such as those of space, dimension, shape, transformation and others....
 on . Let r > 0, and let

The sets Ur(g), for all r > 0 and g ? define a basis of open sets for the topology on .

A connected component
Connected space

In topology and related branches of mathematics, a connected space is a topological space which cannot be represented as the disjoint union of two or more nonempty open subsets....
 of (i.e., an equivalence class) is called a sheaf
Sheaf (mathematics)

In mathematics, a sheaf is a tool for systematically tracking locally defined data attached to the open sets of a topological space. The data can be restricted to smaller open sets, and the data assigned to an open set is equivalent to all collections of compatible data assigned to collections of smaller open sets covering the original one....
. We also note that the map fg(h) = h0 from Ur(g) to C where r is the radius of convergence of g, is a chart. The set of such charts forms an atlas for , hence is a Riemann surface
Riemann surface

In mathematics, particularly in complex analysis, a Riemann surface, first studied by and named after Bernhard Riemann, is a one-dimensional complex manifold....
. is sometimes called the universal analytic function.

Examples of analytic continuation


is a power series corresponding to the natural logarithm
Natural logarithm

The natural logarithm, formerly known as the hyperbolic logarithm, is the logarithm to the base e , where e is an irrational number constant approximately equal to 2.718281828....
 near z = 1. This power series can be turned into a germ
Germ (mathematics)

In mathematics, the notion of a germ of an object in/on a topological space captures the local properties of the object. In particular, the objects in question are mostly functions and subsets....


This germ has a radius of convergence of 1, and so there is a sheaf
Sheaf (mathematics)

In mathematics, a sheaf is a tool for systematically tracking locally defined data attached to the open sets of a topological space. The data can be restricted to smaller open sets, and the data assigned to an open set is equivalent to all collections of compatible data assigned to collections of smaller open sets covering the original one....
 S corresponding to it. This is the sheaf of the logarithm function.

The uniqueness theorem for analytic functions also extends to sheaves of analytic functions: if the sheaf of an analytic function contains the zero germ (i.e., the sheaf is uniformly zero in some neighborhood) then the entire sheaf is zero. Armed with this result, we can see that if we take any germ g of the sheaf S of the logarithm function, as described above, and turn it into a power series f(z) then this function will have the property that exp(f(z))=z. If we had decided to use a version of the inverse function theorem
Inverse function theorem

In mathematics, specifically differential calculus, the inverse function theorem gives sufficient conditions for a function to be invertible in a Neighbourhood of a point in its domain ....
 for analytic functions, we could construct a wide variety of inverses for the exponential map, but we would discover that they are all represented by some germ in S. In that sense, S is the "one true inverse" of the exponential map.

In older literature, sheaves of analytic functions were called multi-valued functions. See sheaf
Sheaf (mathematics)

In mathematics, a sheaf is a tool for systematically tracking locally defined data attached to the open sets of a topological space. The data can be restricted to smaller open sets, and the data assigned to an open set is equivalent to all collections of compatible data assigned to collections of smaller open sets covering the original one....
 for the general concept.

Monodromy theorem

The monodromy theorem gives a sufficient condition for the existence of a direct analytic continuation (i.e., an extension of an analytic function to an analytic function on a bigger set).

Suppose D is an open set in , and f an analytic function on D. If G is a simply connected domain
Domain

Domain has several meanings:...
 containing D, such that f has an analytic continuation along every path in G, starting from some fixed point a in D, then f has a direct analytic continuation to G.

In the above language this means that if G is a simply connected domain, and S is a sheaf whose set of base points contains G, then there exists an analytic function f on G whose germs belong to S.

Hadamard's gap theorem


For a power series



with coefficients mostly zero in the precise sense that they vanish outside a sequence of exponents k(i) with

for some fixed d > 0, the circle centre z0 and with radius the radius of convergence is a natural boundary. Such a power series defines a lacunary function
Lacunary function

In complex analysis, a lacunary function, also known as a lacunary series, is an analytic function that cannot be analytic continuation anywhere outside the circle of convergence within which it is defined by a power series....
.

Polya's theorem


Let be a power series, then there exist such that



has the convergence disc of f around z0 as a natural boundary.

The proof of this theorem makes use of Hadamard's gap theorem.

See also

  • Mittag-Leffler star
    Mittag-Leffler star

    In complex analysis, a branch of mathematics, the Mittag-Leffler star of a holomorphic function is a set in the complex plane obtained by attempting to extend that function along ray emanating from a given point....
  • Domain of holomorphy
    Domain of holomorphy

    In mathematics, in the theory of functions of several complex variables, a domain of holomorphy is a set which is maximal in the sense that there exists a holomorphic function on this set which cannot be analytic continuation to a bigger set....


External links

  • at MathPages