infinite compositions of analytic functions
{{Short description|Mathematical theory about infinitely iterated function composition}}
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.
Notation
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 {{math|Fn(z) {{=}} F1,n(z)}} and {{math|Gn(z) {{=}} G1,n(z)}}.
One may also write and
Comment: It is not clear when the first explorations of infinite compositions of analytic functions not restricted to sequences of functions of a specific kind occurred. Possibly in the 1980s. {{cite journal |last=Gill |first=John |title=Compositions of analytic functions of the form Fn(z)=Fn-1(fn(z)),fn->f |journal=Journal of Computational and Applied Mathematics |date=1988 |volume=23 |pages=179-184 |url=https://www.sciencedirect.com/science/article/pii/0377042788902798}}
Contraction theorem
Many results can be considered extensions of the following result:
{{math theorem|name=Contraction Theorem for Analytic Functions{{cite book |first=P. |last=Henrici |title=Applied and Computational Complex Analysis |volume=1 |publisher=Wiley |orig-date=1974 |isbn=978-0-471-60841-7 |date=1988 |url={{GBurl|ZrJ6GX5a2WMC|pg=PR13}}}}|math_statement= Let f be analytic in a simply-connected region S and continuous on the closure {{overline|S}} of S. Suppose f({{overline|S}}) is a bounded set contained in S. Then for all z in {{overline|S}} there exists an attractive fixed point α of f in S such that:
}}
Infinite compositions of contractive functions
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.
{{math theorem|name=Forward (inner or right) Compositions Theorem|math_statement= {Fn} converges uniformly on compact subsets of S to a constant function F(z) = λ.{{cite journal |last1=Lorentzen |first1=Lisa |title=Compositions of contractions |journal=Journal of Computational and Applied Mathematics |date=November 1990 |volume=32 |issue=1–2 |pages=169–178 |doi=10.1016/0377-0427(90)90428-3 |doi-access=free }} }}
{{math theorem|name=Backward (outer or left) Compositions Theorem|math_statement= {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.{{cite journal |first=J. |last=Gill |title=The use of the sequence Fn(z)=fn∘⋯∘f1(z) in computing the fixed points of continued fractions, products, and series |journal=Appl. Numer. Math. |volume=8 |issue=6 |pages=469–476 |date=1991 |doi=10.1016/0168-9274(91)90109-D |url=}}}}
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.{{cite journal|last1=Keen|first1=Linda|first2=Nikola|last2=Lakic|title=Accumulation constants of iterated function systems with Bloch target domains.|journal=Annales Academiae Scientiarum Fennicae Mathematica|volume= 32|number= 1|publisher= Finnish Academy of Science and Letters|location=Helsinki|year=2007|url=https://www.maths.tcd.ie/EMIS/journals/AASF/Vol32/KeenLakic.html}} For a different approach to Backward Compositions Theorem, see the following reference.{{cite book|last1=Keen|first1=Linda|first2=Nikola|last2=Lakic|chapter=Forward iterated function systems|url=http://comet.lehman.cuny.edu/keenl/forwarditer.pdf|pages=292–299 |editor-last=Jiang |editor-first=Yunping |title=Complex dynamics and related topics: lectures from the Morningside Center of Mathematics |date=2003 |publisher=International Press |editor-first2=Yuefei|editor-last2=Wang |isbn=1-57146-121-3 |location=Sommerville |oclc=699694753}}
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:
{{math theorem|name=Theorem{{cite journal |first=J. |last=Gill |title=A Primer on the Elementary Theory of Infinite Compositions of Complex Functions |journal=Communications in the Analytic Theory of Continued Fractions |volume=XXIII |date=2017 |url=https://www.coloradomesa.edu/math-stat/catcf/papers/primerinfcompcomplexfcns.pdf}} |math_statement=Suppose is a simply connected compact subset of and let be a family of functions that satisfies
Define:
G_n(z) &= \left (t_n\circ t_{n-1}\circ \cdots \circ t_1 \right ) (z) \\
F_n(z) &= \left (t_1 \circ t_2\circ \cdots \circ t_n \right ) (z)
\end{align}
Then uniformly on If is the unique fixed point of then uniformly on if and only if .}}
Infinite compositions of other functions
= Non-contractive complex functions =
Results involving entire functions include the following, as examples. Set
:
f_n(z)&=a_n z + c_{n,2}z^2+c_{n,3} z^3+\cdots \\
\rho_n &= \sup_r \left\{ \left| c_{n,r} \right|^{\frac{1}{r-1}} \right\}
\end{align}
Then the following results hold:
{{math theorem|name=Theorem E1{{cite journal |last1=Kojima |first1=Shota |title=On the convergence of infinite compositions of entire functions |journal=Archiv der Mathematik |date=May 2012 |volume=98 |issue=5 |pages=453–465 |doi=10.1007/s00013-012-0385-z |s2cid=121444171 }} |math_statement= If an ≡ 1,
then Fn → F is entire.}}
{{math theorem|name=Theorem E2{{cite journal |first=J. |last=Gill |title=Convergence of Infinite Compositions of Complex Functions |journal=Communications in the Analytic Theory of Continued Fractions |volume=XIX |date=2012 |url=https://www.coloradomesa.edu/math-stat/documents/JohnGillResearchnoteInfiniteCompositions2.pdf}}|math_statement= Set εn = {{abs|an−1}} suppose there exists non-negative δn, M1, M2, R such that the following holds:
\sum_{n=1}^\infty \varepsilon_n &< \infty, \\
\sum_{n=1}^\infty \delta_n &< \infty, \\
\prod_{n=1}^\infty (1+\delta_n) &< M_1, \\
\prod_{n=1}^\infty (1+\varepsilon_n) &< M_2, \\
\rho_n &< \frac{\delta_n}{R M_1 M_2}.
\end{align}
Then Gn(z) → G(z) is analytic for {{abs|z}} < R. Convergence is uniform on compact subsets of {z : {{abs|z}} < R}.}}
Additional elementary results include:
{{math theorem|name=Theorem GF3 |math_statement=Suppose where there exist such that implies Furthermore, suppose and Then for
{{math theorem|name=Theorem GF4 |math_statement=Suppose where there exist such that
= Linear fractional transformations =
Results for compositions of linear fractional (Möbius) transformations include the following, as examples:
{{math theorem|name=Theorem LFT1|math_statement= On the set of convergence of a sequence {Fn} of non-singular LFTs, the limit function is either:
- a non-singular LFT,
- a function taking on two distinct values, or
- a constant.
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.{{cite journal |last1=Piranian |first1=G. |last2=Thron |first2=W. J. |title=Convergence properties of sequences of linear fractional transformations. |journal=Michigan Mathematical Journal |date=1957 |volume=4 |issue=2 |doi=10.1307/mmj/1028989001 |doi-access=free }}
}}
{{math theorem|name=Theorem LFT2{{cite journal |last1=de Pree |first1=J. D. |last2=Thron |first2=W. J. |title=On sequences of Moebius transformations |journal=Mathematische Zeitschrift |date=December 1962 |volume=80 |issue=1 |pages=184–193 |doi=10.1007/BF01162375 |s2cid=120487262 }} |math_statement= If {Fn} converges to an LFT, then fn converge to the identity function f(z) = z.}}
{{math theorem|name=Theorem LFT3{{cite journal |last1=Mandell |first1=Michael |last2=Magnus |first2=Arne |title=On convergence of sequences of linear fractional transformations |journal=Mathematische Zeitschrift |date=1970 |volume=115 |issue=1 |pages=11–17 |doi=10.1007/BF01109744 |s2cid=119407993 }} |math_statement= If fn → f and all functions are hyperbolic or loxodromic Möbius transformations, then Fn(z) → λ, a constant, for all
{{math theorem|name=Theorem LFT4{{cite journal |last1=Gill |first1=John |title=Infinite compositions of Möbius transformations |journal=Transactions of the American Mathematical Society |date=1973 |volume=176 |pages=479 |doi=10.1090/S0002-9947-1973-0316690-6 |doi-access=free }} |math_statement=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.}}
Examples and applications
= Continued fractions =
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{{cite journal
| last = Beardon | first = A. F.
| doi = 10.1016/S0377-0427(00)00318-6
| issue = 1–2
| journal = Journal of Computational and Applied Mathematics
| mr = 1835708
| pages = 143–148
| title = Worpitzky's theorem on continued fractions
| volume = 131
| year = 2001| bibcode = 2001JCoAM.131..143B
}}) 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. A fixed-point continued fraction form (a single variable).
:
:
= Direct functional expansion =
Examples illustrating the conversion of a function directly into a composition follow:
Example 1.{{cite book |first=N. |last=Steinmetz |title=Rational Iteration |publisher=de Gruyter |orig-date=1993 |isbn=978-3-11-088931-4 |url={{GBurl|qZGWgVuGHiYC|pg=PR7}} |date=2011}} Suppose
:
Then
:
:
:
:
= Calculation of fixed-points =
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:
:
To find α = G(α), first we define:
:
t_n(z)&=\cfrac{\tfrac{e^\zeta}{4n}}{3+\zeta +z} \\
f_n(\zeta )&= t_1\circ t_2\circ \cdots \circ t_n(0)
\end{align}
Then calculate
{{math theorem|name=Theorem FP2|math_statement=Let φ(ζ, t) be analytic in S = {z : {{abs|z}} < R} for all t in [0, 1] and continuous in t. Set
If {{abs|φ(ζ, t)}} ≤ r < R for ζ ∈ S and t ∈ [0, 1], then
has a unique solution, α in S, with
= Evolution functions =
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
:
and
== Principal example ==
:
g_{k,n}(z) &=z+\frac{1}{n}\phi \left (z,\tfrac{k}{n} \right ) \\
G_{k,n}(z) &= \left (g_{k,n}\circ g_{k-1,n} \circ \cdots \circ g_{1,n} \right ) (z) \\
G_n(z) &=G_{n,n}(z)
\end{align}
implies
:
where the integral is well-defined if
:
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.
Image:Contours in the vector field f(z) = -Cos(z).jpg
Example. Let:
:
Next, set
:
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)
:
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
= Self-replicating expansions =
==Series==
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
:
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
:
G_n(z) &=z+g_1(z)+g_2(G_1(z))+g_3(G_2(z))+\cdots + g_n(G_{n-1}(z)) \\
&= z+\frac{1}{\rho \cdot 1^2}\sqrt{z}+\frac{1}{\rho \cdot 2^2}\sqrt{G_1(z)}+\frac{1}{\rho \cdot 3^2}\sqrt{G_2(z)}+\cdots +\frac{1}{\rho \cdot n^2} \sqrt{G_{n-1}(z)}
\end{align}
converges absolutely, hence is convergent.
Example (S2):
==Products==
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
:
and
:
converges uniformly.
Example (P2).
:
:
:
:
:
==Continued fractions==
Example (CF1): A self-generating continued fraction.
:
F_n(z) &= \frac{\rho (z)}{\delta_1+} \frac{\rho (F_1(z))}{\delta_2 +} \frac{\rho (F_2(z))}{\delta_3+} \cdots \frac{\rho (F_{n-1}(z))}{\delta_n}, \\
\rho (z) &= \frac{\cos(y)}{\cos (y)+\sin (x)}+i\frac{\sin(x)}{\cos (y)+\sin (x)}, \qquad [0 \end{align} Example (CF2): Best described as a self-generating reverse Euler continued fraction. : :
See also
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