Differentiability estimate for a mapping-out function Created 2026-10-07 Updated 2026-10-14
If a compact H-hull lies in a disc of radius centred at , the displayed estimate holds for , with an absolute constant . It refines the Laurent expansion uniformly in the hull and supplies the first-order increment needed to derive the Chordal Loewner equation from the Loewner local growth property.
An increasing family of compact H-hulls of half-plane capacity with the Loewner local growth property corresponds uniquely to a continuous real Loewner driving function. Its mapping-out functions solve the Chordal Loewner equation up to the maximal lifetime of each point. Conversely each continuous driver generates that hull family. A continuous Loewner trace is an additional property, not a consequence for every continuous driver. For SLE it is supplied by the trace-existence theorem.
A compact H-hull is a bounded relatively closed subset of with simply connected complement, considered together with its compact closure in . Its unique mapping-out function has hydrodynamic normalization at infinity
The nonnegative coefficient is its half-plane capacity. Thus the half-plane-capacity parameterization here gives . Strict increase means whenever ; the strictly increasing capacity already excludes equality.
The Loewner local growth property means that the new growth becomes small after removing the old compact H-hull. More precisely set , taking the closure from the complex upper half-plane. On each bounded time interval, the diameters of these image compact H-hulls tend uniformly to zero as . Equivalently the new growth can be separated from infinity by crosscuts of vanishing diameter in the mapped domain. It is this single-point local growth, together with capacity continuity, that gives a continuous real Loewner driver.
The Loewner transform is the limiting point at which this mapped growth occurs:
The limit is independent of the chosen new-growth points. The Loewner correspondence theorem says that the resulting mapping-out functions satisfy
Conversely, given a continuous real , solve this ordinary differential equation until the maximal lifetime of each . The surviving set is mapped conformally onto by ; its complement, with the appropriate boundary closure, is . The Laurent coefficient is , and the composition law reconstructs the local growth. A continuous Loewner driver always determines the compact H-hulls; generation by a continuous Loewner trace is an additional property, not a conclusion for every continuous Loewner driver.
A chordal SLE Loewner trace in the complex upper half-plane with parameter is the continuous curve associated with the Loewner driver , where is standard real Brownian motion started at zero. It starts at zero, its compact H-hull at time is the curve's past with all pockets cut off from infinity filled, and
The capacity clock has . For this gives the vertical slit .
To prove Scaling invariance of SLE, fix and put
The Laurent series of has coefficient , and direct differentiation gives
Brownian scaling says has the same law as . The Loewner drivers therefore agree in law, and uniqueness of the Chordal Loewner equation gives equality in law of the maps, compact H-hulls, and continuous Loewner traces:
This identifies the time change as well as the spatial scaling.
For a simply connected Jordan domain with distinct marked boundary points, choose a conformal bijection taking zero to the initial point and infinity to the target, and use as an unparameterized curve. The Caratheodory boundary extension theorem supplies the boundary values of . Any second such map is for , because the automorphisms of fixing zero and infinity are positive dilations. The Scaling invariance of SLE just proved makes the two image laws identical, up to the corresponding deterministic change of capacity clock. Thus this defines SLE consistently in marked Jordan domains. The assumed and the continuous boundary extension give , the specified target. The law is conformally natural and does not impose a distinguished half-plane-capacity parameterization on an arbitrary domain.
Write and, for , let be the filled image hull . The half-plane-capacity composition rule gives
The Loewner local growth property says that these mapped increments shrink uniformly on bounded time intervals: for every ,
Using diameter instead of radius is equivalent, since a nonempty compact H-hull has its closure meeting the real axis. This is a condition on the increments after mapping out the past, not merely on the Euclidean size of in the original domain.
For fixed , the nonempty compact sets , , are nested as decreases. Their diameters tend to zero by Loewner local growth property. The nested-compact-set property gives a single intersection point, and its imaginary part is zero because lies in a real-centred disc of radius tending to zero. Define the Loewner transform by
One may restrict the intersection to sufficiently small . Every point of is within of when .
Here is a direct proof of continuity, using the permitted displacement estimate. Fix and put . Take and a point . Set . The hull composition rule puts , while the displacement estimate gives
Since is within of , let , taking , to obtain
Use a slightly larger fixed time interval if is its endpoint. Both terms tend to zero with . This proves continuity from both sides, and indeed uniform continuity on every compact time interval. The real boundary value is obtained as a limit; evaluating the displacement estimate directly on a possibly rough boundary is unnecessary.
The Loewner correspondence theorem states that a capacity- increasing hull family with Loewner local growth property has the unique continuous real Loewner driving function just defined, and its mapping-out functions solve the Chordal Loewner equation
For each , this solution is taken up to its maximal lifetime; is precisely the set of points whose lifetimes exceed . Conversely a continuous real driver gives such a hull family through this ordinary differential equation. A continuous driver alone need not have a continuous Loewner trace; that additional assertion is part of the trace theory of SLE, not of the deterministic correspondence theorem.
A continuous process is chordal Schramm–Loewner evolution with parameter from to infinity when , its filled past generates these capacity- hulls, and their Loewner driving function is
with standard real Brownian motion. The filling includes bounded components cut off from infinity. Equivalently its Loewner trace is the continuous extension of . This last boundary limit is the trace-existence input for SLE.
Fix and scale space and time together:
The half-plane capacity of is by part (a). Differentiation gives
By Brownian scaling, is again standard Brownian motion, so the new driver has the same law as the old one. Uniqueness of the Chordal Loewner equation transfers this equality to the hulls and their continuous Loewner traces. Thus
This is capacity-parametrized scale invariance of a Loewner chain. It includes , when the driver is zero and the trace is the deterministic vertical slit .
Take increasing to mean strict growth on every nonempty time interval; otherwise a constant family has no uniquely determined driving point. The half-plane-capacity parameterization imposed below guarantees strict growth. For , define the increment hull in the mapped domain by
This definition includes filling and boundary conventions automatically. Its mapping-out function is . The Loewner local growth property means
for every finite within the parameter range. Equivalently, the mapped increments have uniformly vanishing diameter on compact time intervals.
For fixed , the nonempty compact Euclidean closures are nested as decreases. Their diameters tend to zero, so their intersection is a singleton. Its point lies on the real axis: the imaginary part of any point in a hull is at most its enclosing radius. Define the Loewner transform by
Since lies in each closure, every point of is at distance at most from it.
To prove continuity, choose and write , . Then , and . The continuity estimate from part (i) gives
The right-hand side tends to zero uniformly on compact time intervals. Applying the same inequality with the earlier time as the base proves left continuity as well. Thus the Loewner transform is continuous.
Now impose . The half-plane-capacity composition rule follows by composing Laurent expansions at infinity and gives
For a point not yet swallowed, put and . The increment is contained in the half-disc of radius centred at . The continuity estimate first proves continuity of : its increment is bounded by . The differentiability estimate for a mapping-out function then gives, when is small enough,
On a compact interval before swallowing the denominator stays away from zero. Divide by and let . The local-growth property makes the error tend to zero. The analogous backward quotient has the same limit, using continuity of and . Thus the Chordal Loewner equation follows:
The initial value follows from , hence . Without the capacity parameterization, the same argument gives , interpreted with the capacity clock.
Put and . The given conformal change of half-plane capacity makes the image mapping-out equation
Indeed its capacity speed is , and the stated Loewner local growth property identifies the indicated single driver. For , differentiate the conjugacy identity
at a fixed original point. The Chordal Loewner equation then gives the conformal conjugacy derivative for the chordal Loewner equation
The change of variable covers the whole upper half-plane. The conformal automorphism of the upper half-plane is a real Möbius transformation. Its pole is the image of the still-unswallowed boundary point , so it is holomorphic in a neighbourhood of before .
To evaluate the apparent singularity, write , and . The Taylor series is
Thus the first term in the derivative is , while the second is . Their poles cancel and their constant terms differ by . Therefore
Write and let be the relatively closed hull obtained by mapping the increment through . For a bounded compact H-hull , define
The Loewner local growth property is
One can equivalently use diameter: for a nonempty compact H-hull, , using a point of its closure on for the second inequality. The condition concerns the mapped increment, not the original difference , which can be large when a narrow opening closes. It makes growth occur near one continuous Loewner driving function rather than by a sudden addition at separated boundary points.
The Loewner local growth property gives a continuous Loewner driving function, and we normalize . Mapping out an initial hull transforms the future driver to . The Conformal Markov property of SLE therefore gives stationary increments and independent increments.
Consequently is a continuous Lévy process. In the Lévy–Khintchine formula, continuity excludes its jump measure, so its only possible components are a deterministic linear drift and Brownian motion:
Conformal invariance under dilations gives . Comparing the expectations of these Gaussian random variables yields for every , hence . The Brownian term already has the required law by Brownian scaling. Therefore the characterization of the SLE driving function is
The case is the constant zero driver. No reflection-symmetry assumption is needed to remove the drift; scaling suffices.
Interpret the printed as the empty initial hull. Write and . Conformal maps preserve inclusion and simple connectedness of the complementary domains, so the image sets form an increasing hull family. Boundedness of on bounded sets ensures that these image hulls are bounded. The Loewner local growth property is preserved under conformal transport: after mapping out the hull at time , the small new hull is transported by near its single boundary growth point. The Schwarz reflection principle extends analytically across that point, with real positive derivative. The image diameters therefore tend to zero as the original ones do. These statements use the usual hull closures and prime ends; the initial image hull is empty.
For completeness, the infinitesimal capacity rule underlying this argument is that a shrinking hull attached near , transported by a map analytic there, has
One obtains this by rescaling at : the transported map tends to its linear part, and half-plane capacity scales by the square of the dilation. Uniform analytic distortion near the growth point controls the error. Applying it to the mapped-out increments gives local absolute continuity of and .
The coefficient can also be read directly from the Chordal Loewner equation. The image driver is . Differentiate , at a fixed point , to obtain
The left side is regular at . On the right, the coefficient of is , so it must vanish. This proves the conformal change of half-plane capacity rule and its integrated version:
If the derivative at the initial boundary point is singular, the formula is interpreted by integrating from a positive time and taking the lower limit to zero; finite image capacity and kernel continuity give this limit. The duplicated incomplete normalization sentence in the TeX is absent from the PDF.
It has the Loewner local growth property when, after mapping out the old hull, each short new increment is small: for every there is such that
Equivalent formulations use a crosscut of diameter below separating the new increment from infinity.
The parameterization in part (c) gives the exact self-similarity
for every . The Loewner local growth property supplies a continuous Loewner driving function . Under this scaling of the hulls, the deterministic scaling rule for the Chordal Loewner equation gives
Taking and shows that
for the real constant .