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Let $C$ and $D$ be the connected components of $x$ and $y$. First, $C\times D$ is connected in the product topology. For each $c\in C$, the connected slice $\{c\}\times D$ meets the connected slice $C\times \{y\}$. Their union over $c$ is connected by the common-intersection argument, and is exactly $C\times D$.

Now let $K$ be the connected component of $(x,y)$ in $X\times Y$. The coordinate projections are continuous, so their images of $K$ are connected and contain $x$ and $y$. Maximality therefore gives $K\subseteq C\times D$. Conversely, the connected set $C\times D$ contains $(x,y)$, so it lies in $K$. $K=C\times D$. This is connected components of a product space; it requires neither local connectedness nor path connectedness.

Fix $x$, and let $C_x$ be the union of all connected subsets containing $x$. Their union is connected: a separation of the union would place $x$ on one side, and every connected member meeting that side would have to lie entirely there. The other side would be empty. By the defining equivalence relation this union is exactly the connected component of $x$.

The closure of a connected set is connected as well. Indeed, if its closure had a separation into relatively open nonempty pieces, density would make both pieces meet the original set and give a separation of that connected set. Therefore $\overline{C_x}$ is a connected subset containing $x$, so maximality gives $\overline{C_x}\subseteq C_x$. The reverse inclusion is automatic. Every connected component is connected and closed.

Independent bond percolation turns a deterministic graph into a random network: each edge is open with probability $p$, independently, and a percolation cluster is a connected component of its open subgraph. Site percolation instead randomizes vertices. On the cubic lattice the percolation probability $\theta (p)=P_p(0\leftrightarrow \infty )$ is the order parameter and $p_c=\inf \{p:\theta (p)>0\}$ is the critical probability. A monotone coupling, using independent uniform edge labels and opening labels below $p$, makes the growth of connectivity with $p$ transparent.

For $d\ge 2$, $0<p_c<1$: self-avoiding walk counting gives $p_c\ge 1/\mu (d)$, and the planar bound proved above gives an upper bound below one. Below $p_c$, clusters are finite and connection probabilities decay exponentially, a percolation sharpness theorem rather than a consequence of the threshold definition alone. Above $p_c$ there is almost surely a unique infinite percolation cluster. At criticality, the presence of an infinite percolation cluster must be addressed for the particular model. In two dimensions there is none. The transition replaces a finite characteristic length by scale-free geometry, followed by a macroscopic connected component.

Percolation critical exponents quantify different aspects of this change. Use power-law notation for leading exponents; it may suppress amplitudes and logarithmic corrections. From the subcritical side, define the percolation susceptibility $\chi (p)={\mathbb{E}}_p|C(0)|$ and an exponential correlation length $\xi (p)=1/\lambda (p)$, using a fixed norm for the one-arm rate. Above criticality the unrestricted expectation is infinite, so a finite-cluster percolation susceptibility must exclude the infinite percolation cluster. The principal observables are:

The last distribution is not the distribution seen from a uniformly chosen site: the latter is weighted by cluster size. In the scaling description this accounts for $1/\delta =\tau -2$. Under the usual below-upper-critical-dimension scaling hypotheses, further scaling relations for critical exponents includeThey organize the exponents into a small number of independent quantities; they are not automatic identities following only from their definitions. A percolation cluster fractal dimension $D_f$ describes the mass of a large critical cluster of radius $r$ as roughly $r^{D_f}$, with the scaling relation for critical exponents $D_f=d-\beta /\nu$ in this regime.

The percolation universality hypothesis is that ordinary short-range independent models in the same spatial dimension share these exponents and their continuum behavior despite differing microscopic lattices or using bonds rather than sites. The threshold itself is not universal. Long-range connections, correlations or changes of geometry can change the universality class, so the hypothesis does not include every random graph called percolation.

Two dimensions have a particularly strong geometric structure. Closed planar dual graph circuits obstruct primal open paths. The Harris-Kesten theorem fixes the square lattice bond percolation threshold at $p_c=1/2$, using planar duality and crossing estimates. Self-duality alone is not a proof; uniform rectangle-crossing control is a crucial extra ingredient. The Russo-Seymour-Welsh theorem keeps critical crossing probabilities of rectangles of fixed aspect ratio bounded away from zero and one at all scales. Closed dual circuits on disjoint annular scales then rule out an infinite critical cluster and reveal why arbitrarily large finite structures persist.

Critical site percolation on the triangular lattice has rigorously established conformal invariance of planar percolation for crossing limits and an SLE description of interfaces. These results are specific to this model. The exact planar valuesare rigorously established there; its one-arm probability has exponent $5/48$. In the corresponding scaling description these values give $\eta =5/24$, $\delta =91/5$, $\tau =187/91$ and $D_f=91/48$. The percolation universality hypothesis predicts the same planar exponents for square lattice bond percolation, but the triangular-lattice theorem by itself does not prove that transfer. This distinction separates exact model-specific mathematics from a broader physical prediction.

Dimension changes the importance of loops and correlations between growing branches. The mean-field percolation exponents come from approximating critical clusters by branching processes. Their values are $\beta =1$, $\gamma =1$, $\delta =2$, $\nu =1/2$, $\eta =0$ and $\tau =5/2$. The predicted upper critical dimension of percolation is six. One way to see its role is the triangle diagram appearing in the percolation triangle condition: if the long-distance Fourier connectivity behaves like $|k{|}^{-2}$, its infrared contribution is proportional to ${\int }_0^{\epsilon }{r}^{d-7}dr$. It is finite above six and logarithmically divergent at six. This motivates mean-field behavior above six and logarithmic corrections at six, without turning that heuristic into a proof for every lattice.

Lace expansion makes the mean-field picture rigorous in suitable high-dimensional regimes. For nearest-neighbor percolation, sufficiently high dimensions are covered; sufficiently spread-out models have mean-field results for every $d>6$. Between two and six the exponents depend nontrivially on dimension, and exact three-dimensional values are not supplied by the planar theory. Hyperscaling relation illustrates the change: mean-field values give $2\beta +\gamma =3$, while $d\nu =d/2$, so the naive equality fails above six. In $d=1$, $p_c=1$ and no infinite percolation cluster exists for $p<1$; this is a degenerate endpoint case rather than the ordinary interior transition.

For the torus quotient, a point has the same image as a point of $B(u,r)$ precisely when they differ by an integer lattice vector. ThereforeThis union is open in ${\mathbb{R}}^2$, so $U$ is open by the quotient topology. Distinct integer lattice vectors are at least distance one apart, whereas $2r<1$. Thus these open balls are disjoint, with a positive gap between any two.

Each ball is connected, since it is convex. It is both open and closed relative to the displayed union: its complement there is the union of all the other open balls. No connected component can meet two such relatively separated pieces. Consequently the components are exactly the infinitely many balls $B(u+m,r)$. Translation by $-m$ is a homeomorphism from each component onto $B(u,r)$. The statement uses the intended positive radius $0<r<1/2$.

A smooth vector field on a smooth manifold $M$ is a smooth section of the tangent bundle: it assigns $v(p)\in T_{p}M$ to each $p$, smoothly in local coordinates. In a coordinate chart it has the form $v={\sum }_i{a}_i\partial /\partial x_i$, with smooth coefficients $a_i$. Equivalently, it acts on smooth functions as a derivation, $v(fh)=v(f)h+fv(h)$.

For a Lie group $G$, write $L_a(h)=ah$ for Left translation on a Lie group. A left-invariant vector field satisfiesThus it is determined by its value at the identity. Given the printed $X\in T_{g}G$, first translate it to the identity:The unique left-invariant vector field with value $X$ at $g$ isThe smoothness of multiplication makes this a smooth vector field, the chain rule proves left invariance, and setting $h=g$ gives $v_X(g)=X$.

We prove the completeness of left-invariant vector fields: this left-invariant vector field is a complete vector field. The Picard-Lindelof theorem, applied in a local chart, gives a unique local integral curve of a vector field $u:(-\epsilon ,\epsilon )\to G$ through $e$. For every $h\in G$, the curve $t\mapsto hu(t)$ is an integral curve of a vector field through $h$, becauseCrucially, the same interval $(-\epsilon ,\epsilon )$ works for every initial point.

Let $\gamma$ be the maximal integral curve of a vector field through $g$, with maximal interval $(a,b)$. If $b<\infty$, choose $t_0\in (a,b)$ with $b-t_0<\epsilon /2$. The curveexists on $(t_0-\epsilon ,t_0+\epsilon )$ and agrees with $\gamma$ on the overlap by uniqueness of the local ordinary differential equation. It extends $\gamma$ past $b$, a contradiction. The same argument at a finite $a$ excludes that possibility. Thus $(a,b)=\mathbb{R}$, and uniqueness on overlapping intervals gives uniqueness on all of $\mathbb{R}$.

After establishing completeness, uniqueness also gives the one-parameter subgroup law for the global curve through $e$:Both sides, as curves in $t$, are integral curves of a vector field through $u(s)$ at $t=0$. Defining the Exponential map of a Lie group by $u(t)=\exp (t\xi )$, the answer is

The identity component $G^{\circ }$ is an open normal subgroup, and every open identity neighbourhood generates it. Let $G^{\circ }$ be the connected component of $e$. The product of connected spaces is connected, so the image of $G^{\circ }\times G^{\circ }$ under multiplication is connected and contains $e$. It is therefore contained in $G^{\circ }$. Inversion has the same property. Thus $G^{\circ }$ is a subgroup.

A smooth manifold is locally connected. In particular, a coordinate neighbourhood of $e$ can be chosen homeomorphic to an open ball, so there is a connected open neighbourhood $O$ of $e$ contained in $G^{\circ }$. Its translates $hO$, $h\in G^{\circ }$, are open and lie in $G^{\circ }$, and cover $G^{\circ }$. Therefore the identity component of a Lie group is open in $G$. Conjugation by any $a\in G$ is a homeomorphism fixing $e$, so it maps $G^{\circ }$ into itself; conjugation by $a^{-1}$ gives the reverse inclusion. Hence $G^{\circ }$ is a normal subgroup.

If $U$ is an open neighbourhood of $e$ in $G^{\circ }$, let $H=⟨U⟩$, allowing inverses in the meaning of generated subgroup. For each $h\in H$, $hU$ is open and lies in $H$, so $H={\bigcup }_{h\in H}hU$ is open in $G^{\circ }$. Every other left coset of $H$ is also open. Thus $H$ is both open and closed in the connected space $G^{\circ }$. It is nonempty, so $H=G^{\circ }$.

A quadratic form on $V={\mathbb{R}}^n$ is a function $Q(v)=B(v,v)$ for a symmetric bilinear form $B$. Equivalently, $Q(tv)=t^{2}Q(v)$ and the polarizationis a bilinear map. In coordinates there is a unique real symmetric matrix $A$ with $Q(v)=v^{T}Av$. No assumption of nondegeneracy or positive definiteness is needed.

An element $g\in {\mathrm{GL}}_n(\mathbb{R})$ stabilizes $Q$ when $Q(gv)=Q(v)$ for every $v$. By the polarization identity, this is equivalent to preserving $B$, or in coordinates toThis is a closed Matrix Lie group. The Lie algebra of a quadratic-form stabilizer isTo prove necessity, differentiate $g(t{)}^{T}Ag(t)=A$ along any smooth curve in $G_Q$ with $g(0)=I$, $g^{\prime }(0)=X$. The derivative at zero is $X^{T}A+AX$.

To prove sufficiency, suppose $X^{T}A+AX=0$ and consider the matrix exponential $g(t)=e^{tX}$. ThenIts value at zero is $A$, so $e^{tX}\in G_Q$ for every real $t$. This curve has derivative $X$ at zero, proving the claimed tangent space description even for a degenerate quadratic form.

Equivalently, the condition is $B(Xu,v)+B(u,Xv)=0$ for all $u,v$. For a nondegenerate quadratic form it is the corresponding Special orthogonal Lie algebra. To see the degenerate case explicitly, choose a basis withWriting $X=\left(\begin{array}{cc}P& R\\ S& T\end{array}\right)$, the condition becomeswhile $S,T$ are arbitrary. Thus the nullspace of the quadratic form is invariant, but arbitrary infinitesimal maps into it are allowed. When $A=0$, the formula correctly gives $G_Q={\mathrm{GL}}_n(\mathbb{R})$ and $T_e{G}_Q=M_n(\mathbb{R})$.

In a manifold chart, write a smooth differential form as $\eta ={\sum }_I{a}_{I}d{x}^{i_1}\wedge \cdots \wedge d{x}^{i_p}$, with $I$ increasing. Define its exterior derivative byTo check that this definition is global, change coordinates to $y$. The chain rule expresses $d{x}^i$ as ${\sum }_j({\partial }_j{x}^i)d{y}^j$. Differentiating it gives zero because the second partial derivatives of $x^i$ are symmetric and $d{y}^k\wedge d{y}^j$ is antisymmetric. The coordinate definition satisfies the graded Leibniz rule, so differentiating the transformed expression for $\eta$ leaves exactly ${\sum }_{I}d{a}_I\wedge d{x}^{i_1}\wedge \cdots \wedge d{x}^{i_p}$. This agrees with the original formula and proves independence of the manifold chart. The same cancellation of mixed derivatives gives $d^2=0$.

The de Rham cohomology is thereforethe vector space of closed differential forms modulo exact differential forms.

Here is a Green-theorem proof of exactness on a disc. Identify the disc with a round disc centred at zero, and let $\eta =Pdx+Qdy$ be a closed differential form. Set $f(x)={\int }_{[0,x]}\eta$. For $x$ and $x+h$ in the disc, Green theorem on the oriented triangle with vertices $0,x,x+h$ gives zero boundary integral, since ${\partial }_{x}Q-{\partial }_{y}P=0$. HenceTaking $h=\epsilon v$ and dividing by $\epsilon$ yields $d{f}_x(v)={\eta }_x(v)$. The radial integral defining $f$ is smooth, so $\eta =df$ andDegenerate triangles follow by continuity. The same proof works on any star-shaped plane domain, including the whole plane.

Integration requires an orientation: take $M$ to be an oriented compact $n$-dimensional smooth manifold without boundary. The Generalized Stokes theorem says ${\int }_{M}d\beta =0$ for every smooth $(n-1)$-form $\beta$. Every $n$-form is closed by dimension, and changing it by an exact differential form leaves its integral unchanged. Thusis a well-defined linear map $H_{\mathrm{dR}}^n(M;\mathbb{R})\to \mathbb{R}$. Compactness alone does not supply the orientation omitted from the printed integration statement.

For an $n$-dimensional Lie group, choose a nonzero $\lambda \in {\Lambda }^n{T}_e^{\ast }G$ and define the invariant volume form on a Lie group byEach $d{L}_{g^{-1}}$ is an isomorphism, so $\omega$ is nowhere zero and defines an orientation. The composition identity $L_{(hg{)}^{-1}}\circ L_h=L_{g^{-1}}$ gives $L_h^{\ast }\omega =\omega$. Moreover, every left-invariant differential form of degree $n$ is determined by its value at $e$, so the space of such forms is one-dimensional.

Under the supplied invariant-representative assumption, all top-degree de Rham cohomology classes are multiples of $[\omega ]$. For compact $G$, orient it so $\omega$ is positive; then ${\int }_G\omega >0$, whereas the Generalized Stokes theorem makes every exact top form have integral zero. Therefore $[\omega ]\ne 0$ andunder that assumption. For actual compact Lie groups, this argument applies when $G$ is connected. The supplied assumption fails for disconnected groups: on $S^1\times \mathbb{Z}/2$, the two components have independent degree-one classes, while globally left-invariant top forms form only a one-dimensional space. In general the top-degree de Rham cohomology of a compact Lie group is ${\mathbb{R}}^c$, where $c$ is its number of connected components.

For $S^2$, use $U=S^2\setminus \{N\}$ and $V=S^2\setminus \{S\}$. Stereographic projection identifies each with the plane. The disc argument gives $\eta {|}_U=d{f}_U$ and $\eta {|}_V=d{f}_V$ for any closed differential one-form $\eta$. The overlap $U\cap V$ is connected, so $d(f_U-f_V)=0$ makes the difference a constant. Adjust one potential by that constant; they glue to a global smooth function $f$ with $df=\eta$. ThusFinally, $S^3$ is a compact connected Lie group: the identificationidentifies it smoothly with the special unitary group $SU(2)$. Matrix multiplication and inversion supply its smooth group operations. The preceding invariant-volume argument therefore gives

Work with real-valued smooth functions on the bounded region enclosed by $S$, with the oriented surface element pointing outward. Set $\psi =\varphi -{\varphi }_1$. It is a harmonic function in $V$ and has zero Dirichlet boundary conditions on $S$. Applying Green's first identity to $\psi$ with itself givesBoth terms on the right vanish by the boundary condition and harmonicity. The integrand is nonnegative and continuous, so $\nabla \psi =0$ throughout $V$. Consequently $\psi$ is constant on each connected component; every bounded component meets the prescribed boundary, where that constant is zero. ThereforeThis is the energy proof of Uniqueness of the Dirichlet problem. Connectedness of $V$ is not essential if the boundary values are prescribed on every component. Boundedness, or suitable decay and integrability at infinity, is needed for the boundary/energy argument; the finite enclosed-volume interpretation is used here.

Put $h=u-\varphi -C$. Then $h=0$ on $S$, and the constant does not change a gradient, so $\nabla u=\nabla \varphi +\nabla h$. Expand the unnormalized Dirichlet energy:The cross term is zero by Green's first identity:Thus the useful stronger identity isEquality holds exactly when $h$ has zero gradient. It is then constant on every connected component and zero on that component’s boundary, hence $h=0$. Therefore equality holds precisely when $u=\varphi +C$ throughout $V$. This is the Dirichlet principle; an additive boundary constant does not alter the minimizing energy. The energy here omits the optional factor $1/2$, which does not affect minimizers or the inequality.

If a nonempty subset $S\subset \mathbb{R}$ is not an interval, there are $a,b\in S$ and $c\notin S$ with $a<c<b$. The disjoint nonempty relatively open sets $S\cap (-\infty ,c)$ and $S\cap (c,\infty )$ form a separation, so $S$ is not connected.

Conversely, suppose an interval $I$ had a separation into relatively open nonempty sets $A,B$. Choose $a\in A,b\in B$, interchanging the names if necessary so $a<b$. Put $c=\sup (A\cap [a,b])$. Because $B$ contains a relative neighbourhood of $b$, $c<b$; because $A$ contains a relative neighbourhood of $a$, $c>a$. Also $c\in [a,b]\subset I$. If $c\in A$, relative openness supplies points of $A$ just above $c$, contradicting the supremum. If $c\in B$, a relative neighbourhood of $c$ excludes points of $A$ approaching $c$ from below, again contradicting the supremum. Thus every interval is connected, including a singleton and unbounded or open intervals.

TakeIt is closed, because its only accumulation point is $0$ and that point is included, and bounded. The Heine-Borel theorem makes it compact. The connected components of its complement are preciselyEach is an interval and therefore connected; none can be enlarged inside the complement across one of the intervening points of $K$.

The prescribed-pole form of Runge theorem is this: let $K\subset \mathbb{C}$ be compact, and let $E\subset \hat{\mathbb{C}}\setminus K$ meet every connected component of the complement in the Riemann sphere. If $f$ is holomorphic on a neighbourhood of $K$, then for every $ϵ>0$ there is a rational function with all its poles in $E$ whose uniform distance from $f$ on $K$ is less than $ϵ$. A polynomial is regarded as having its only possible pole at infinity. The empty compact set is trivial, so assume $K\ne \varnothing$.

First suppose $\infty \in E$. Let $A\subset C(K)$ be the uniform rational approximation algebra with prescribed poles, the uniform closure of rational functions whose finite poles lie in $E$. It is a commutative unital Banach algebra, and contains $u(z)=z$. Setwhere the inverse in this definition is the pointwise continuous function on $K$. The set $S$ is relatively open: if the inverse at $\lambda$ belongs to $A$, the Neumann series gives inverses at nearby points. It is relatively closed: when ${\lambda }_n\to \lambda \notin K$, the corresponding scalar functions converge uniformly on $K$, and $A$ is closed.

Each bounded complementary component meets $E$ in a finite point $a$, and $(u-a1{)}^{-1}$ is an allowed rational function. The unbounded component meets $S$ because for $|\lambda |>\Vert u\Vert$ the geometric series for $(u-\lambda 1{)}^{-1}$ belongs to $A$. Being both open and closed in the complement, $S$ therefore contains every component, so it is the entire complement. Conversely, evaluation at any $z\in K$ prevents $u-z1$ from being invertible. HenceApply the holomorphic functional calculus in $A$ to $f$ near $K$. For every $z\in K$, the evaluation character of an algebra and the contour formula from (b) give $f(u)(z)=f(z)$. Thus $f{|}_K\in A$. By the definition of this uniform closure, the required rational approximations exist.

If $\infty \notin E$, choose a finite point $a\in E$ in the component containing infinity. The Möbius transformation $w=(z-a{)}^{-1}$ sends $K$ to a compact subset $K^{\prime }$ of the plane and sends $E$ to a set $E^{\prime }$ containing infinity. It preserves complementary components, so $E^{\prime }$ meets every component of the complement of $K^{\prime }$. The transformed function $F(w)=f(a+1/w)$ is holomorphic near $K^{\prime }$, since $0\notin K^{\prime }$. The case already proved approximates $F$ by rational functions with poles in $E^{\prime }$. Pulling them back gives rational approximations to $f$ on $K$ with poles only in $E$: a pole at infinity in the $w$-plane becomes a pole at $a$, and every other pole has its prescribed preimage. In particular the pullbacks do not acquire a pole at the original infinity, since $0\notin E^{\prime }$.

This proves the full prescribed-pole theorem, including the case where a pole at infinity is forbidden. If $\mathbb{C}\setminus K$ is connected, take $E=\{\infty \}$ to obtain the polynomial Runge theorem as a corollary.

Use the Chordal Loewner equation ${\partial }_t{g}_t=2/(g_t-U_t)$ with $U_t=\sqrt{\kappa }{B}_t$. For a fixed $z\in \mathbb{H}$, let $T_z$ be its Loewner swallowing time, and write $Z_t=X_t+i{Y}_t=g_t(z)-U_t$ and $J_t=|g_t^{\prime }(z)|$ before that time. The Loewner conformal radius is ${{\rm Y}}_t=Y_t/J_t$, half of the conformal radius of $D_t=\mathbb{H}\setminus K_t$ at $z$. The Koebe quarter theorem bounds the conformal radius above by four times the distance to the boundary. For the reverse comparison, if $\varphi :\mathbb{D}\to D_t$ maps zero to $z$, apply the Schwarz lemma to ${\varphi }^{-1}(z+dw)$ on the unit disc, where $d=\mathrm{dist}(z,\partial D_t)$; it gives $d\le |{\varphi }^{\prime }(0)|$. ThusWe use the basic trace theorems that, for $\kappa >8$, the Loewner trace is continuous and Transience of chordal SLE gives $|\gamma (t)|\to \infty$. These facts make its image relatively closed in $\mathbb{H}$; they do not assume the space-filling conclusion. The continuity and transience statements are available in Rohde and Schramm's basic trace theorems.

Take $\rho =\kappa -8>0$ in the supplied SLE interior-point martingale. The derivative exponent vanishes, leavingA nonnegative local martingale is a supermartingale. Applying the optional stopping theorem after localization at its first hit of a level $R$ gives the maximal inequality for a nonnegative supermartingaleThus $C={\sup }_{t<T_z}{M}_t<\infty$ almost surely.

Suppose the Loewner trace avoids some open ball $B(z,r)$ whose closure is inside $\mathbb{H}$. Before $T_z$, the whole open ball is in $D_t$: a connected open ball disjoint from the trace cannot be partly in the unbounded connected component. Hence ${{\rm Y}}_t\ge r/2$. The bound on $M$ forces $S_t\ge c>0$ throughout this interval, for a positive random constant $c$.

The Chordal Loewner equation and its derivative yieldThe first identity forces $T_z<\infty$, since otherwise $Y_t^2\le Y_0^2-4c^{2}t$ becomes negative. At a finite maximal lifetime, $Y_t\to 0$; otherwise the continuous Loewner driving function and the ordinary differential equation continue past that time. Integrating the last identity, using $S_t\ge c$, givescontradicting ${{\rm Y}}_t\ge r/2$. Thus every fixed rational ball inside $\mathbb{H}$ is hit almost surely. A countable intersection makes the trace a dense subset almost surely, and its relatively closed image, established by continuity and transience, then contains all of $\mathbb{H}$:This proves space-filling SLE above parameter eight. It rules out unvisited open regions, rather than inferring visits merely from membership in the filled compact H-hulls. The choice $\rho =\kappa -8$ does not address the critical value eight.