The Cauchy principal value of a contour integral at a point (Hungerbühler–Wasem) #
For a curve γ : ℝ → ℂ on [a, b], an integrand f : ℂ → ℂ, and a point z₀ ∈ ℂ, this file
defines the Cauchy principal value of the contour integral ∮_γ f excising a symmetric
ε-ball about z₀: the limit as ε → 0⁺ of the truncated integral
∫_a^b 𝟙[‖γ t − z₀‖ > ε] · f (γ t) · γ'(t) dt. This is the value one must use in place of the
ordinary contour integral exactly when a singularity of f sits on the curve at z₀, where the
integrand is not integrable; away from z₀ the truncation is eventually inert and the principal
value collapses to the ordinary integral (HasCauchyPVAt.of_avoidance).
The predicate carries two conditions: that the truncated integrand is (eventually) genuinely
IntervalIntegrable, and that the truncated integrals converge. The integrability clause is
essential: without it the Tendsto clause alone is met vacuously by functions whose truncations are
non-integrable, since a Bochner interval integral of a non-integrable function is 0 by convention.
This keeps the principal value honest and separate from ordinary integrability of f (which fails
at the on-curve singularity), never silently identifying the two.
This is the single-point companion of the roadmap's HasCauchyPV predicate: HasCauchyPVAt
symmetrically excises one prescribed point z₀, the case that defines the generalized winding
number n_{z₀}(γ) = (2πi)⁻¹ · PV ∮_γ dz/(z − z₀) and that feeds the on-curve residue theory
(Hungerbühler–Wasem, arXiv:1808.00997). The naming mirrors Mathlib's MeromorphicAt (at a point)
versus MeromorphicOn (on a set).
Main definitions #
HasCauchyPVAt γ a b f z₀ L— the truncations are eventually integrable and their integrals tend toL(the primary predicate).cauchyPVAt γ a b f z₀— the value of that limit (limUnder-based; junk when it does not exist).CauchyPVExistsAt γ a b f z₀— the principal value exists (∃ L, HasCauchyPVAt γ a b f z₀ L).
Main results #
hasCauchyPVAt_iff— restates the predicate as its two defining clauses, so consumers can characterizeHasCauchyPVAtwithout unfolding its hidden body; the valuecauchyPVAtis read off a witness throughHasCauchyPVAt.cauchyPVAt_eq.HasCauchyPVAt.of_tendsto— the sharedε → 0closing step: from a closed formFthat the excised integral eventually equals, and its limitL, concludesHasCauchyPVAtatL.intervalIntegrable_truncated_and_integral_truncated_eq_zero_of_norm_le— where the curve stays withinεof the centre, the truncated integrand is integrable and integrates to0.aestronglyMeasurable_truncatedandintervalIntegrable_truncated_mul_deriv— the two halves of integrability for a truncated integrand: measurability of the truncation, and domination byM · ‖deriv γ‖from a bound off the ball.intervalIntegrable_pow_inv_mul_deriv_truncatedapplies both to the order-kpolar integrandc / (z - z₀) ^ k, andintervalIntegrable_inv_sub_truncatedis its simple-pole casec = 1,k = 1.HasCauchyPVAt.intro— build the predicate from its two clauses;HasCauchyPVAt.tendsto,HasCauchyPVAt.eventually_intervalIntegrable— the clauses as named accessors;HasCauchyPVAt.cauchyPVAt_eq,HasCauchyPVAt.unique— the value and its uniqueness;cauchyPVExistsAt_iff,CauchyPVExistsAt.intro,CauchyPVExistsAt.hasCauchyPVAt_cauchyPVAt— package/unpack existence and recover the predicate atcauchyPVAt.HasCauchyPVAt.congr_along_curve,cauchyPVAt_congr_along_curve— the integrand only matters alongγon[a, b];HasCauchyPVAt.congr_curve_ae,CauchyPVExistsAt.congr_curve_ae,cauchyPVAt_congr_curve_ae— the curve only matters up to null sets: the principal value is unchanged when the curves agree almost everywhere on the integration interval and their derivatives agree almost everywhere where the curve missesz₀(the truncation deletes the integrand atz₀);HasCauchyPVAt.congr_curve,CauchyPVExistsAt.congr_curve,cauchyPVAt_congr_curve— the pointwise corollaries, needing agreement only on the open intervalSet.uIoo a b;HasCauchyPVAt.zero,HasCauchyPVAt.const_mul,HasCauchyPVAt.add,HasCauchyPVAt.sum(and theCauchyPVExistsAtforms) — the principal value isℂ-linear in the integrand, including over finite sums.HasCauchyPVAt.of_dist_lower_bound— ifγstays a positive distance fromz₀on[a, b], the principal value is the ordinary integral (cauchyPVExistsAt_of_dist_lower_boundis the existence form).HasCauchyPVAt.of_avoidance— ifγavoidsz₀on[a, b]and the integrand is integrable there, the principal value is the ordinary integral (cauchyPVExistsAt_of_avoidanceis the existence form).HasCauchyPVAt.translate,CauchyPVExistsAt.translate,cauchyPVAt_translate— simultaneous translation of the curve, point, and integrand preserves the principal value.HasCauchyPVAt.const_mul_curve,CauchyPVExistsAt.const_mul_curve,cauchyPVAt_const_mul_curve— simultaneous nonzero scaling of the curve and point, with the integrand rescaled byz ↦ c⁻¹ * f (c⁻¹ * z), preserves the principal value; the value form needs no existence hypothesis.HasCauchyPVAt.symm,CauchyPVExistsAt.symm,cauchyPVAt_symm— reversing the interval orientation negates the single-point principal value.HasCauchyPVAt.concat,HasCauchyPVAt.concat_range— principal values add over two adjacent intervals or a finite partition (CauchyPVExistsAt.concatandCauchyPVExistsAt.concat_rangeare the existence forms, andcauchyPVAt_concat_rangecomputes the canonical finite value).
Provenance #
Migrated and adapted from the AINTLIB LeanModularForms project, file
ForMathlib/ClassicalCPV.lean, specialised to the raw-function (γ : ℝ → ℂ on [a, b]) design of
the contour-integration roadmap, and strengthened with the truncated-integrability clause.
intervalIntegrable_pow_inv_mul_deriv_truncated comes instead from the same development's
cpvIntegrand_higherOrder_intervalIntegrable, in
ForMathlib/HungerbuhlerWasem/MultiCrossingCPV.lean, and its simple-pole case
intervalIntegrable_inv_sub_truncated from cpvIntegrand_inv_intervalIntegrable in that
development's LocalCutoffs.lean.
References #
- N. Hungerbühler, M. Wasem, Non-integer valued winding numbers and a generalized Residue Theorem, arXiv:1808.00997.
The Cauchy principal value at z₀ of the contour integral ∮_γ f exists with value L:
the truncated integrand along γ over [a, b], excluding the symmetric ε-ball about z₀, is
eventually IntervalIntegrable, and its integral tends to L as ε → 0⁺. The integrability clause
prevents the Tendsto clause from being met vacuously through the convention that a Bochner
integral of a non-integrable function is 0. Primary API predicate (raw γ : ℝ → ℂ, [a, b]).
Equations
- One or more equations did not get rendered due to their size.
Instances For
Restatement of HasCauchyPVAt as the conjunction of its two defining clauses — eventual
integrability of the excised integrand and convergence of the excised integrals — so consumers can
characterize the predicate without unfolding its definition.
The ε → 0 passage, once. A principal value is computed by exhibiting the excised
integral in closed form on a punctured right-neighbourhood of 0 and taking the limit; this
packages that step, so a caller supplies only the closed form F and its limit.
The excised integral is asked to equal F ε rather than a specific shape such as L - c ε,
because the closed forms met in practice differ: constant in ε along a straight edge, and
L minus an arcsin correction at a corner or along an arc.
The Cauchy principal value at z₀ of ∮_γ f, excluding the symmetric ε-ball about z₀.
limUnder-based; returns junk when the limit does not exist, so use HasCauchyPVAt for the
predicate and HasCauchyPVAt.cauchyPVAt_eq to read the value off it.
Equations
Instances For
The Cauchy principal value at z₀ exists: shorthand for ∃ L, HasCauchyPVAt γ a b f z₀ L.
Equations
- TauCeti.Contour.CauchyPVExistsAt γ a b f z₀ = ∃ (L : ℂ), TauCeti.Contour.HasCauchyPVAt γ a b f z₀ L
Instances For
Characterization of CauchyPVExistsAt as the existence of a principal value — the
eliminator/constructor interface, so downstream users need not unfold the definition.
Constructor for CauchyPVExistsAt from a HasCauchyPVAt witness.
The ε-truncated integrand is a.e.-strongly measurable. Truncating an a.e.-strongly
measurable integrand to the parameters lying at distance > ε from z₀ preserves a.e.-strong
measurability: the truncation is the indicator of {t | ε < ‖γ t - z₀‖}, which is
null-measurable as soon as γ is.
The hypothesis on γ is a.e.-measurability rather than continuity, which is all the statement
needs and is what lets the continuous-curve and merely-measurable-curve callers share it.
The ε-truncated integrand is interval-integrable from a bound off the ball: whenever
f ∘ γ is bounded by M at distance > ε from z₀ and the truncated integrand is
a.e.-strongly measurable, the truncated integrand is dominated by M · ‖deriv γ‖.
The ε-truncated order-k polar integrand is interval-integrable: off the ε-ball it is
dominated by (‖c‖ / ε ^ k) · ‖deriv γ‖.
The ε-truncated simple-pole integrand is interval-integrable: the simple pole is the
order-1 polar term with coefficient 1, so this is
intervalIntegrable_pow_inv_mul_deriv_truncated at c = 1, k = 1, where the domination bound
reads (1/ε) · ‖deriv γ‖.
Off the truncation the integrand is a logarithmic derivative. Where the curve stays
further than ε from the centre z₀, the ε-truncated winding integrand agrees with the
logarithmic derivative of t ↦ γ t - z₀. The equality is almost-everywhere because the
far-ness hypothesis is stated on the open interval, so the right endpoint — a null set — is
excluded.
Inside the truncation the integrand vanishes. Where the curve stays within ε of the
centre z₀, the ε-truncated integrand is almost everywhere 0, so it is integrable and
integrates to 0.
Nothing is used but the falsity of the truncation condition, so the nonzero branch is an
arbitrary g : ℝ → ℂ, and the hypothesis is imposed only on Set.uIoc a b — the oriented
half-open interval that interval integration actually sees — and only almost everywhere on it.
This is the excised corner window: the truncation is exactly what removes the corner's
contribution, and the whole content is that nothing survives it.
Constructor for HasCauchyPVAt from its two clauses — eventual integrability of the excised
integrand and convergence of the excised integrals — without unfolding the definition.
Away from the pole the principal value is the ordinary integral. On an interval where the
curve keeps distance ≥ m > 0 from z₀, every small enough truncation leaves the integrand
untouched, so the principal value at z₀ is the plain integral. Continuity of the curve is not
needed — the distance bound and the eventual integrability carry both clauses. The endpoints
are not assumed ordered; the bound is stated on uIcc a b.
The convergence clause of HasCauchyPVAt: the excised integrals tend to the value.
The integrability clause of HasCauchyPVAt: the excised integrand is eventually integrable.
If HasCauchyPVAt γ a b f z₀ L, then cauchyPVAt γ a b f z₀ = L: the value function reads off
the limit whenever it exists.
The value of the Cauchy principal value at z₀ is unique.
If the principal value exists, it holds at the canonical value cauchyPVAt. This recovers a
HasCauchyPVAt statement from mere existence, as the winding-number value definition needs.
The principal value depends on the integrand only through its values along γ on the open
interval between a and b: if f = g on the image of γ restricted to Set.uIoo a b, their
principal values agree (endpoint values are invisible to the interval integral).
Value form of HasCauchyPVAt.congr_along_curve: the raw cauchyPVAt value only depends on
the integrand along γ on the open interval between a and b.
The principal value depends on the curve only up to null sets. If γ₁ and γ₂ agree
almost everywhere on the integration interval, and their derivatives agree almost everywhere
where the curve misses z₀, their contour principal values agree.
Derivative agreement is only needed off z₀: the ε-truncation deletes the integrand wherever
‖γ t - z₀‖ ≤ ε, so for the positive ε the principal value ranges over, a point with
γ₁ t = z₀ contributes 0 whatever the derivative there is. Curve agreement alone is still not
enough — the integrand contains deriv γ.
The principal value depends on the curve only through its values on the open interval
between a and b. Agreement on the open interval is enough even though the integrand involves
deriv γ, because an open set is a neighbourhood of each of its points (Set.EqOn.deriv), and
the endpoints are invisible to the interval integral.
Existence form of HasCauchyPVAt.congr_curve_ae.
Existence form of HasCauchyPVAt.congr_curve.
Value form of HasCauchyPVAt.congr_curve_ae: the raw cauchyPVAt value is unchanged when the
curves agree almost everywhere on the integration interval and their derivatives agree almost
everywhere where the curve misses z₀. Curve equality alone does not suffice — the integrand
contains deriv γ.
Value form of HasCauchyPVAt.congr_curve.
Scalar multiplication: if the principal value of f is L, that of c • f is c • L.
Additivity: the principal values of f and g add to that of f + g. Together with
HasCauchyPVAt.const_mul this is the ℂ-linearity of the principal value in the integrand.
The principal value of the zero integrand is 0 — the additive identity for
HasCauchyPVAt.add.
The value form of HasCauchyPVAt.zero: the principal value of the zero integrand is 0.
The Cauchy principal value at a single point over a zero-length interval is 0.
If the two endpoints are equal, the single-point Cauchy principal value is 0.
Existence form of HasCauchyPVAt.refl: a zero-length interval always has a single-point
Cauchy principal value.
Existence form of HasCauchyPVAt.of_eq.
Value form of HasCauchyPVAt.refl: the single-point Cauchy principal value on [a, a] is
0.
Value form of HasCauchyPVAt.of_eq.
Finite additivity. The principal value of a finite sum of integrands is the sum of their
principal values. With HasCauchyPVAt.zero and HasCauchyPVAt.add this extends the ℂ-linearity
of the principal value to finite sums, as the generalized residue theorem's residue sum needs.
Avoidance. If γ stays away from z₀ throughout [a, b] and the ordinary contour
integrand is integrable there, the symmetric excision is eventually inert, so the principal value
exists and equals the ordinary contour integral.
Concatenation. The principal values along adjacent subcurves [a, b] and [b, c] add to
the principal value along [a, c]. The integrability of the excised integrand across [a, c] and
the additivity of the integral both follow from the two given principal values, so no ordering or
separate integrability hypothesis is needed.
Finite concatenation. If the principal value on every adjacent interval
[t k, t (k + 1)] is L k, then the principal value on [t 0, t n] is their sum. The
endpoints need not be ordered.
Existence form of HasCauchyPVAt.of_dist_lower_bound.
Existence form of HasCauchyPVAt.of_avoidance.
Existence-level scalar multiplication: scaling preserves existence of the principal value.
Existence-level additivity: existence of the principal values of f and g gives that of
f + g.
Existence-level: the zero integrand has a principal value.
Existence-level finite additivity: if each summand has a principal value, so does the finite sum of integrands.
Simultaneously translating the curve and the excision point preserves a single-point Cauchy principal value, provided the integrand is translated back by the same amount.
Existence form of HasCauchyPVAt.translate: simultaneous translation preserves existence of a
single-point Cauchy principal value.
Value form of HasCauchyPVAt.translate: simultaneous translation preserves the single-point
Cauchy principal value.
Simultaneously scaling the curve and the excision point by a nonzero complex number c
preserves a single-point Cauchy principal value, provided the integrand is rescaled by
z ↦ c⁻¹ * f (c⁻¹ * z): the excision radius rescales by ‖c‖ and, after this rescaling, the two
truncated integrands agree along the scaled curve.
Existence form of HasCauchyPVAt.const_mul_curve: nonzero scaling of the curve and excision
point preserves existence of a single-point Cauchy principal value.
Value form of HasCauchyPVAt.const_mul_curve: simultaneous nonzero scaling of the curve and the
excision point preserves the raw single-point Cauchy principal value, with no existence
hypothesis. Scaling only reindexes the excision radius by the order-isomorphism ε ↦ ε / ‖c‖, which
fixes the filter 𝓝[>] 0, so the underlying limUnder is unchanged even when it does not
converge.
Reversing the interval orientation negates a single-point Cauchy principal value.
Existence of a single-point Cauchy principal value is invariant under reversing the interval orientation.
Value form of HasCauchyPVAt.symm: if the single-point principal value exists on [a, b],
then the value on [b, a] is its negative.
Existence form of HasCauchyPVAt.concat.
Existence form of HasCauchyPVAt.concat_range: existence on every adjacent interval of a
finite partition gives existence on the whole interval.
Value form of HasCauchyPVAt.concat_range: the canonical principal value on a finite
partition is the sum of its canonical values on the adjacent intervals.