Documentation

Mathlib.MeasureTheory.Integral.CircleIntegral

Integral over a circle in ℂ #

In this file we define ∮ z in C(c, R), f z to be the integral $\oint_{|z-c|=|R|} f(z)\,dz$ and prove some properties of this integral. We give definition and prove most lemmas for a function f : ℂ → E, where E is a complex Banach space. For this reason, some lemmas use, e.g., (z - c)⁻¹ • f z instead of f z / (z - c).

Main definitions #

Main statements #

Notation #

Tags #

integral, circle, Cauchy integral

Facts about circleMap #

@[simp]
theorem range_circleMap (c : ℂ) (R : ℝ) :

The range of circleMap c R is the circle with center c and radius |R|.

@[simp]

The image of (0, 2π] under circleMap c R is the circle with center c and radius |R|.

theorem hasDerivAt_circleMap (c : ℂ) (R θ : ℝ) :

The circleMap is real analytic.

theorem contDiff_circleMap (c : ℂ) (R : ℝ) {n : WithTop ℕ∞} :

The circleMap is continuously differentiable.

@[simp]
theorem deriv_circleMap (c : ℂ) (R θ : ℝ) :
theorem deriv_circleMap_eq_zero_iff {c : ℂ} {R θ : ℝ} :
deriv (circleMap c R) θ = 0 ↔ R = 0
theorem deriv_circleMap_ne_zero {c : ℂ} {R θ : ℝ} (hR : R ≠ 0) :
deriv (circleMap c R) θ ≠ 0
theorem continuous_circleMap_inv {R : ℝ} {z w : ℂ} (hw : w ∈ Metric.ball z R) :
Continuous fun (θ : ℝ) => (circleMap z R θ - w)⁻¹
theorem circleMap_neg_radius {r x : ℝ} {c : ℂ} :
circleMap c (-r) x = circleMap c r (x + Real.pi)

Integrability of a function on a circle #

def CircleIntegrable {E : Type u_1} [NormedAddCommGroup E] (f : ℂ → E) (c : ℂ) (R : ℝ) :

We say that a function f : ℂ → E is integrable on the circle with center c and radius R if the function f ∘ circleMap c R is integrable on [0, 2π].

Note that the actual function used in the definition of circleIntegral is (deriv (circleMap c R) θ) • f (circleMap c R θ). Integrability of this function is equivalent to integrability of f ∘ circleMap c R whenever R ≠ 0.

Equations
Instances For
    theorem circleIntegrable_def {E : Type u_1} [NormedAddCommGroup E] (f : ℂ → E) (c : ℂ) (R : ℝ) :
    @[simp]
    theorem circleIntegrable_const {E : Type u_1} [NormedAddCommGroup E] (a : E) (c : ℂ) (R : ℝ) :
    CircleIntegrable (fun (x : ℂ) => a) c R
    theorem CircleIntegrable.abs {c : ℂ} {R : ℝ} {f : ℂ → ℝ} (hf : CircleIntegrable f c R) :

    Analogue of IntervalIntegrable.abs: If a real-valued function f is circle integrable, then so is |f|.

    theorem CircleIntegrable.add {E : Type u_1} [NormedAddCommGroup E] {f g : ℂ → E} {c : ℂ} {R : ℝ} (hf : CircleIntegrable f c R) (hg : CircleIntegrable g c R) :
    theorem CircleIntegrable.sum {E : Type u_1} [NormedAddCommGroup E] {c : ℂ} {R : ℝ} {ι : Type u_3} (s : Finset ι) {f : ι → ℂ → E} (h : ∀ i ∈ s, CircleIntegrable (f i) c R) :
    CircleIntegrable (∑ i ∈ s, f i) c R

    Sums of circle integrable functions are circle integrable.

    theorem CircleIntegrable.fun_sum {E : Type u_1} [NormedAddCommGroup E] {c : ℂ} {R : ℝ} {ι : Type u_3} (s : Finset ι) {f : ι → ℂ → E} (h : ∀ i ∈ s, CircleIntegrable (f i) c R) :
    CircleIntegrable (fun (z : ℂ) => ∑ i ∈ s, f i z) c R

    Sums of circle integrable functions are circle integrable.

    theorem CircleIntegrable.finsum {E : Type u_1} [NormedAddCommGroup E] {c : ℂ} {R : ℝ} {ι : Type u_3} {f : ι → ℂ → E} (h : ∀ (i : ι), CircleIntegrable (f i) c R) :
    CircleIntegrable (∑ᶠ (i : ι), f i) c R

    finsums of circle integrable functions are circle integrable.

    theorem CircleIntegrable.neg {E : Type u_1} [NormedAddCommGroup E] {f : ℂ → E} {c : ℂ} {R : ℝ} (hf : CircleIntegrable f c R) :
    theorem CircleIntegrable.const_smul {c : ℂ} {R : ℝ} {A : Type u_2} [NormedRing A] {a : A} {f : ℂ → A} (h : CircleIntegrable f c R) :

    If f is circle integrable, then so are its scalar multiples.

    theorem CircleIntegrable.const_fun_smul {c : ℂ} {R : ℝ} {A : Type u_2} [NormedRing A] {a : A} {f : ℂ → A} (h : CircleIntegrable f c R) :
    CircleIntegrable (fun (z : ℂ) => a • f z) c R

    If f is circle integrable, then so are its scalar multiples.

    theorem CircleIntegrable.out {E : Type u_1} [NormedAddCommGroup E] {f : ℂ → E} {c : ℂ} {R : ℝ} [NormedSpace ℂ E] (hf : CircleIntegrable f c R) :
    IntervalIntegrable (fun (θ : ℝ) => deriv (circleMap c R) θ • f (circleMap c R θ)) MeasureTheory.volume 0 (2 * Real.pi)

    The function we actually integrate over [0, 2π] in the definition of circleIntegral is integrable.

    @[simp]
    theorem circleIntegrable_zero_radius {E : Type u_1} [NormedAddCommGroup E] {f : ℂ → E} {c : ℂ} :
    theorem CircleIntegrable.congr_codiscreteWithin {E : Type u_1} [NormedAddCommGroup E] {c : ℂ} {R : ℝ} {f₁ f₂ : ℂ → E} (hf : f₁ =ᶠ[Filter.codiscreteWithin (Metric.sphere c |R|)] f₂) (hf₁ : CircleIntegrable f₁ c R) :

    Circle integrability is invariant when functions change along discrete sets.

    theorem circleIntegrable_congr_codiscreteWithin {E : Type u_1} [NormedAddCommGroup E] {c : ℂ} {R : ℝ} {f₁ f₂ : ℂ → E} (hf : f₁ =ᶠ[Filter.codiscreteWithin (Metric.sphere c |R|)] f₂) :

    Circle integrability is invariant when functions change along discrete sets.

    theorem circleIntegrable_iff {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {f : ℂ → E} {c : ℂ} (R : ℝ) :
    theorem ContinuousOn.circleIntegrable' {E : Type u_1} [NormedAddCommGroup E] {f : ℂ → E} {c : ℂ} {R : ℝ} (hf : ContinuousOn f (Metric.sphere c |R|)) :
    theorem ContinuousOn.circleIntegrable {E : Type u_1} [NormedAddCommGroup E] {f : ℂ → E} {c : ℂ} {R : ℝ} (hR : 0 ≤ R) (hf : ContinuousOn f (Metric.sphere c R)) :
    @[simp]
    theorem circleIntegrable_sub_zpow_iff {c w : ℂ} {R : ℝ} {n : ℤ} :
    CircleIntegrable (fun (z : ℂ) => (z - w) ^ n) c R ↔ R = 0 ∨ 0 ≤ n ∨ w ∉ Metric.sphere c |R|

    The function fun z ↦ (z - w) ^ n, n : ℤ, is circle integrable on the circle with center c and radius |R| if and only if R = 0 or 0 ≤ n, or w does not belong to this circle.

    @[simp]
    theorem circleIntegrable_sub_inv_iff {c w : ℂ} {R : ℝ} :
    CircleIntegrable (fun (z : ℂ) => (z - w)⁻¹) c R ↔ R = 0 ∨ w ∉ Metric.sphere c |R|
    def circleIntegral {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] (f : ℂ → E) (c : ℂ) (R : ℝ) :
    E

    Definition for $\oint_{|z-c|=R} f(z)\,dz$

    Equations
    Instances For

      ∮ z in C(c, R), f z is the circle integral $\oint_{|z-c|=R} f(z)\,dz$.

      Equations
      • One or more equations did not get rendered due to their size.
      Instances For
        theorem circleIntegral_def_Icc {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] (f : ℂ → E) (c : ℂ) (R : ℝ) :
        ∮ (z : ℂ) in C(c, R), f z = ∫ (θ : ℝ) in Set.Icc 0 (2 * Real.pi), deriv (circleMap c R) θ • f (circleMap c R θ)
        @[simp]
        theorem circleIntegral.integral_radius_zero {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] (f : ℂ → E) (c : ℂ) :
        ∮ (z : ℂ) in C(c, 0), f z = 0
        theorem circleIntegral.integral_congr {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {f g : ℂ → E} {c : ℂ} {R : ℝ} (hR : 0 ≤ R) (h : Set.EqOn f g (Metric.sphere c R)) :
        ∮ (z : ℂ) in C(c, R), f z = ∮ (z : ℂ) in C(c, R), g z
        theorem circleIntegral.circleIntegral_congr_codiscreteWithin {c : ℂ} {R : ℝ} {f₁ f₂ : ℂ → ℂ} (hf : f₁ =ᶠ[Filter.codiscreteWithin (Metric.sphere c |R|)] f₂) (hR : R ≠ 0) :
        ∮ (z : ℂ) in C(c, R), f₁ z = ∮ (z : ℂ) in C(c, R), f₂ z

        Circle integrals are invariant when functions change along discrete sets.

        theorem circleIntegral.integral_sub_inv_smul_sub_smul {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] (f : ℂ → E) (c w : ℂ) (R : ℝ) :
        ∮ (z : ℂ) in C(c, R), (z - w)⁻¹ • (z - w) • f z = ∮ (z : ℂ) in C(c, R), f z
        theorem circleIntegral.integral_undef {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {f : ℂ → E} {c : ℂ} {R : ℝ} (hf : ¬CircleIntegrable f c R) :
        ∮ (z : ℂ) in C(c, R), f z = 0
        theorem circleIntegral.integral_add {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {f g : ℂ → E} {c : ℂ} {R : ℝ} (hf : CircleIntegrable f c R) (hg : CircleIntegrable g c R) :
        ∮ (z : ℂ) in C(c, R), f z + g z = (∮ (z : ℂ) in C(c, R), f z) + ∮ (z : ℂ) in C(c, R), g z
        theorem circleIntegral.integral_sub {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {f g : ℂ → E} {c : ℂ} {R : ℝ} (hf : CircleIntegrable f c R) (hg : CircleIntegrable g c R) :
        ∮ (z : ℂ) in C(c, R), f z - g z = (∮ (z : ℂ) in C(c, R), f z) - ∮ (z : ℂ) in C(c, R), g z
        theorem circleIntegral.integral_fun_sum {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {ι : Type u_2} {s : Finset ι} {f : ι → ℂ → E} {c : ℂ} {R : ℝ} (h : ∀ i ∈ s, CircleIntegrable (f i) c R) :
        ∮ (z : ℂ) in C(c, R), ∑ i ∈ s, f i z = ∑ i ∈ s, ∮ (z : ℂ) in C(c, R), f i z
        theorem circleIntegral.norm_integral_le_of_norm_le_const' {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {f : ℂ → E} {c : ℂ} {R C : ℝ} (hf : ∀ z ∈ Metric.sphere c |R|, ‖f z‖ ≤ C) :
        ‖∮ (z : ℂ) in C(c, R), f z‖ ≤ 2 * Real.pi * |R| * C
        theorem circleIntegral.norm_integral_le_of_norm_le_const {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {f : ℂ → E} {c : ℂ} {R C : ℝ} (hR : 0 ≤ R) (hf : ∀ z ∈ Metric.sphere c R, ‖f z‖ ≤ C) :
        ‖∮ (z : ℂ) in C(c, R), f z‖ ≤ 2 * Real.pi * R * C
        theorem circleIntegral.norm_two_pi_i_inv_smul_integral_le_of_norm_le_const {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {f : ℂ → E} {c : ℂ} {R C : ℝ} (hR : 0 ≤ R) (hf : ∀ z ∈ Metric.sphere c R, ‖f z‖ ≤ C) :
        ‖(2 * ↑Real.pi * Complex.I)⁻¹ • ∮ (z : ℂ) in C(c, R), f z‖ ≤ R * C
        theorem circleIntegral.norm_integral_lt_of_norm_le_const_of_lt {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {f : ℂ → E} {c : ℂ} {R C : ℝ} (hR : 0 < R) (hc : ContinuousOn f (Metric.sphere c R)) (hf : ∀ z ∈ Metric.sphere c R, ‖f z‖ ≤ C) (hlt : ∃ z ∈ Metric.sphere c R, ‖f z‖ < C) :
        ‖∮ (z : ℂ) in C(c, R), f z‖ < 2 * Real.pi * R * C

        If f is continuous on the circle |z - c| = R, R > 0, the ‖f z‖ is less than or equal to C : ℝ on this circle, and this norm is strictly less than C at some point z of the circle, then ‖∮ z in C(c, R), f z‖ < 2 * π * R * C.

        @[simp]
        theorem circleIntegral.integral_smul {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {𝕜 : Type u_2} [RCLike 𝕜] [NormedSpace 𝕜 E] [SMulCommClass 𝕜 ℂ E] (a : 𝕜) (f : ℂ → E) (c : ℂ) (R : ℝ) :
        ∮ (z : ℂ) in C(c, R), a • f z = a • ∮ (z : ℂ) in C(c, R), f z
        @[simp]
        theorem circleIntegral.integral_smul_const {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] [CompleteSpace E] (f : ℂ → ℂ) (a : E) (c : ℂ) (R : ℝ) :
        ∮ (z : ℂ) in C(c, R), f z • a = (∮ (z : ℂ) in C(c, R), f z) • a
        @[simp]
        theorem circleIntegral.integral_const_mul (a : ℂ) (f : ℂ → ℂ) (c : ℂ) (R : ℝ) :
        ∮ (z : ℂ) in C(c, R), a * f z = a * ∮ (z : ℂ) in C(c, R), f z
        @[simp]
        theorem circleIntegral.integral_sub_center_inv (c : ℂ) {R : ℝ} (hR : R ≠ 0) :
        ∮ (z : ℂ) in C(c, R), (z - c)⁻¹ = 2 * ↑Real.pi * Complex.I
        theorem circleIntegral.integral_eq_zero_of_hasDerivWithinAt' {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] [CompleteSpace E] {f f' : ℂ → E} {c : ℂ} {R : ℝ} (h : ∀ z ∈ Metric.sphere c |R|, HasDerivWithinAt f (f' z) (Metric.sphere c |R|) z) :
        ∮ (z : ℂ) in C(c, R), f' z = 0

        If f' : ℂ → E is a derivative of a complex differentiable function on the circle Metric.sphere c |R|, then ∮ z in C(c, R), f' z = 0.

        theorem circleIntegral.integral_eq_zero_of_hasDerivWithinAt {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] [CompleteSpace E] {f f' : ℂ → E} {c : ℂ} {R : ℝ} (hR : 0 ≤ R) (h : ∀ z ∈ Metric.sphere c R, HasDerivWithinAt f (f' z) (Metric.sphere c R) z) :
        ∮ (z : ℂ) in C(c, R), f' z = 0

        If f' : ℂ → E is a derivative of a complex differentiable function on the circle Metric.sphere c R, then ∮ z in C(c, R), f' z = 0.

        theorem circleIntegral.integral_sub_zpow_of_undef {n : ℤ} {c w : ℂ} {R : ℝ} (hn : n < 0) (hw : w ∈ Metric.sphere c |R|) :
        ∮ (z : ℂ) in C(c, R), (z - w) ^ n = 0

        If n < 0 and |w - c| = |R|, then (z - w) ^ n is not circle integrable on the circle with center c and radius |R|, so the integral ∮ z in C(c, R), (z - w) ^ n is equal to zero.

        theorem circleIntegral.integral_sub_zpow_of_ne {n : ℤ} (hn : n ≠ -1) (c w : ℂ) (R : ℝ) :
        ∮ (z : ℂ) in C(c, R), (z - w) ^ n = 0

        If n ≠ -1 is an integer number, then the integral of (z - w) ^ n over the circle equals zero.

        The power series that is equal to $\frac{1}{2πi}\sum_{n=0}^{\infty} \oint_{|z-c|=R} \left(\frac{w-c}{z - c}\right)^n \frac{1}{z-c}f(z)\,dz$ at w - c. The coefficients of this power series depend only on f ∘ circleMap c R, and the power series converges to f w if f is differentiable on the closed ball Metric.closedBall c R and w belongs to the corresponding open ball. For any circle integrable function f, this power series converges to the Cauchy integral for f.

        Equations
        Instances For
          theorem cauchyPowerSeries_apply {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] (f : ℂ → E) (c : ℂ) (R : ℝ) (n : ℕ) (w : ℂ) :
          ((cauchyPowerSeries f c R n) fun (x : Fin n) => w) = (2 * ↑Real.pi * Complex.I)⁻¹ • ∮ (z : ℂ) in C(c, R), (w / (z - c)) ^ n • (z - c)⁻¹ • f z
          theorem norm_cauchyPowerSeries_le {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] (f : ℂ → E) (c : ℂ) (R : ℝ) (n : ℕ) :
          theorem le_radius_cauchyPowerSeries {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] (f : ℂ → E) (c : ℂ) (R : NNReal) :
          ↑R ≤ (cauchyPowerSeries f c ↑R).radius
          theorem hasSum_two_pi_I_cauchyPowerSeries_integral {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {f : ℂ → E} {c : ℂ} {R : ℝ} {w : ℂ} (hf : CircleIntegrable f c R) (hw : ‖w‖ < R) :
          HasSum (fun (n : ℕ) => ∮ (z : ℂ) in C(c, R), (w / (z - c)) ^ n • (z - c)⁻¹ • f z) (∮ (z : ℂ) in C(c, R), (z - (c + w))⁻¹ • f z)

          For any circle integrable function f, the power series cauchyPowerSeries f c R multiplied by 2πI converges to the integral ∮ z in C(c, R), (z - w)⁻¹ • f z on the open disc Metric.ball c R.

          theorem hasSum_cauchyPowerSeries_integral {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {f : ℂ → E} {c : ℂ} {R : ℝ} {w : ℂ} (hf : CircleIntegrable f c R) (hw : ‖w‖ < R) :
          HasSum (fun (n : ℕ) => (cauchyPowerSeries f c R n) fun (x : Fin n) => w) ((2 * ↑Real.pi * Complex.I)⁻¹ • ∮ (z : ℂ) in C(c, R), (z - (c + w))⁻¹ • f z)

          For any circle integrable function f, the power series cauchyPowerSeries f c R, R > 0, converges to the Cauchy integral (2 * π * I : ℂ)⁻¹ • ∮ z in C(c, R), (z - w)⁻¹ • f z on the open disc Metric.ball c R.

          theorem sum_cauchyPowerSeries_eq_integral {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {f : ℂ → E} {c : ℂ} {R : ℝ} {w : ℂ} (hf : CircleIntegrable f c R) (hw : ‖w‖ < R) :
          (cauchyPowerSeries f c R).sum w = (2 * ↑Real.pi * Complex.I)⁻¹ • ∮ (z : ℂ) in C(c, R), (z - (c + w))⁻¹ • f z

          For any circle integrable function f, the power series cauchyPowerSeries f c R, R > 0, converges to the Cauchy integral (2 * π * I : ℂ)⁻¹ • ∮ z in C(c, R), (z - w)⁻¹ • f z on the open disc Metric.ball c R.

          theorem hasFPowerSeriesOn_cauchy_integral {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {f : ℂ → E} {c : ℂ} {R : NNReal} (hf : CircleIntegrable f c ↑R) (hR : 0 < R) :
          HasFPowerSeriesOnBall (fun (w : ℂ) => (2 * ↑Real.pi * Complex.I)⁻¹ • ∮ (z : ℂ) in C(c, ↑R), (z - w)⁻¹ • f z) (cauchyPowerSeries f c ↑R) c ↑R

          For any circle integrable function f, the power series cauchyPowerSeries f c R, R > 0, converges to the Cauchy integral (2 * π * I : ℂ)⁻¹ • ∮ z in C(c, R), (z - w)⁻¹ • f z on the open disc Metric.ball c R.

          theorem circleIntegral.integral_sub_inv_of_mem_ball {c w : ℂ} {R : ℝ} (hw : w ∈ Metric.ball c R) :
          ∮ (z : ℂ) in C(c, R), (z - w)⁻¹ = 2 * ↑Real.pi * Complex.I

          Integral $\oint_{|z-c|=R} \frac{dz}{z-w} = 2πi$ whenever $|w-c| < R$.