A Lie group is a finite-dimensional smooth manifold with a group structure for which multiplication and inversion are smooth. The group defined here is the compact symplectic group , rather than the full complex symplectic group. Also, the displayed matrix expression requires to be ; the printed size is incompatible with .
Since , we have . The matrix exponential commutes with conjugation, as follows term by term from its absolutely convergent power series. Consequently
To construct logarithm charts for the compact symplectic group, consider the real vector space
Differentiating the defining identities at gives precisely these conditions. Conversely if , is unitary and
so . These are the infinitesimal conditions of the compact symplectic Lie algebra.
Near , the convergent matrix logarithm series is smooth and inverse to the matrix exponential near zero. These local inverses respect transpose, conjugate transpose, and conjugation; also when both matrices are sufficiently close to . Shrink their neighborhoods accordingly. If there, unitarity gives
The symplectic identity is equivalent to , so, putting , it gives , equivalently . Thus this local logarithm restricts to a bijection between a neighborhood of in and an open neighborhood of zero in . Its inverse is the restricted matrix exponential. These restrictions are manifold charts; left multiplication translates them to every via . The chart overlaps are smooth compositions of multiplication, exponential and logarithm. The subspace topology is Hausdorff and second countable, inherited from the finite-dimensional matrix space, so these charts give a smooth manifold.
Closure under products and inverses follows from and unitarity. Matrix multiplication is polynomial in real and imaginary entries, and inversion on the unitary group is , a real linear operation. Their restrictions are smooth in the charts just constructed. Hence is a Lie group without needing a closed-subgroup theorem.
Write in blocks. The two infinitesimal conditions give
The skew-Hermitian matrix has real parameters; the complex symmetric matrix has complex parameters, hence real parameters. Therefore
For , any two-by-two matrix satisfies , so the group is . Explicitly,
The rows are orthonormal and the determinant is one; conversely unitarity and determinant one force this form. This is the SU(2) as the three-sphere parametrization. The map and its inverse, extraction of the first row, are smooth. Thus is diffeomorphic to .
The Taylor series definition says that and, for every , there is such that
The equivalent factorial derivative criterion for real analyticity says that, for every , there are a neighborhood of and constants such that
The uniformity over matters: bounds only at do not exclude a flat function.
Assume the factorial derivative criterion for real analyticity. The Taylor theorem with Lagrange remainder gives
when the segment from to is contained in . For sufficiently small the Taylor remainder tends to zero, proving the Taylor series definition.
Conversely, write the convergent power series at as . Choose strictly inside its radius of convergence; then for some . Termwise differentiation on gives
Here the sum is , obtained by differentiating the geometric series. This is the required locally uniform bound. The two definitions of a real analytic function are equivalent.
The total differential order of is two, so its principal symbol is . The conormal to is , on which vanishes. The initial line is a characteristic hypersurface for this total-order symbol; the first-order time derivative does not enter it.
Suppose a real analytic solution existed near . Repeated use of the heat equation gives . The initial power series is near zero, hence
The time Taylor series at would therefore have coefficients . The ratio of successive absolute coefficients is , giving radius of convergence zero. This contradicts the assumed real analytic regularity. No such analytic local solution exists, although the initial function itself is real analytic.
For , the exponent lies in , and . Consequently
The last inequality uses the positive-term power series for . The final bound tends to zero, so the squeeze theorem gives limit .
A complex power series with radius of convergence converges absolutely at every with and diverges at every with . This makes no general assertion at : boundary points must be examined separately. The series always converges at . If , no nonzero point lies in the convergence disk; if , the series converges absolutely throughout the complex plane.
If is the zero polynomial, every coefficient vanishes, so . Otherwise let be its degree and its leading coefficient. Since ,
The ratio test therefore proves absolute convergence when . For , the terms do not tend to zero, so the series diverges. Thus the polynomial-coefficient power series has for every nonzero polynomial. In fact, it also diverges at every , because does not tend to zero, whether or .
Introduce a parameter to keep track of total degree. The power series for the matrix exponential gives
Set and , where the commutator is . Expanding a second matrix exponential gives
Since
the two expressions agree through total degree two. More explicitly, applying the local matrix logarithm to the first expansion gives . This proves the displayed order of the Baker--Campbell--Hausdorff formula. The Lie algebra is closed under the commutator, so its displayed exponent lies in the same Lie algebra. The expansion is a formal power series identity, or a convergent identity sufficiently near the identity matrix; this argument does not assert unrestricted global convergence.
The next two terms of the Baker--Campbell--Hausdorff formula are the two cubic commutators:
Here means total degree at least four in . If one continues by one more degree, the quartic contribution is .
For the Pauli matrices, use the Pauli matrix multiplication law
Put . The antisymmetric term disappears when contracted with , so . Consequently every even power of equals , and every odd power equals . Splitting the matrix exponential into even and odd terms of its power series yields
The Pauli matrices are Hermitian matrices, and the components of are real, so . For real , the resulting matrix satisfies
Also and , so its two eigenvalues are . The eigenvalues of are therefore , whose product is one. Thus is a unitary matrix with determinant one: it belongs to the SU(2) group.
Multiplying the two exact Pauli matrix exponentials, and using , gives
In particular, the term has a minus sign. Its quadratic Taylor expansion is
Taking , , the Pauli matrix commutator identity gives . The quadratic exponent in the Baker--Campbell--Hausdorff formula is therefore . In , only the linear part of contributes to through degree two. The anticommutator gives , reproducing the exact product's quadratic expansion.
Use the same method of multiple scales and its solvability condition in the method of multiple scales. The position-dependent damping function is odd, so the lemma that odd position-dependent damping has zero first-order amplitude drift applies. In its wave amplitude average, changes to its negative while preserving , so the average is zero. Hence ; the wave phase average again gives .
Equivalently, expand the position-dependent damping in its uniformly convergent power series for bounded . Each term has only even sine Fourier harmonics, so none resonates with the unit-frequency oscillator. With the initial wave amplitude and wave phase unchanged, the leading uniform approximation is
There is no first-order slow drift. Effects at the next order accumulate only an correction on this time scale.
Analytic continuation extends a holomorphic function by holomorphic elements agreeing on overlaps; along a path, a chain of overlapping neighbourhoods transports the initial element. The identity theorem makes compatible continuation unique on connected overlaps, although different paths can lead to different branches.
Choose the principal complex logarithm and the slit domain . On , the function
is holomorphic, with the removable value . The domain is simply connected, so has a primitive and its integral from to is independent of the path in . For , the uniformly convergent power series on compact subdiscs gives
Therefore is a single-valued analytic continuation of the dilogarithm to . The apparent problem at is removable; is a genuine branch point, even though the function has a finite one-sided limit there, because its derivative has a logarithmic singularity. Other cuts from to infinity give corresponding branches.
Every counted point has integer coordinates and lies in the square , while the origin is always counted. Hence
No precise circle-area estimate is needed; this elementary bound controls the growth of the power series coefficients.
The comparison test for series states that if , convergence of implies convergence of . Equivalently, divergence of the smaller nonnegative series forces divergence of the larger one.
For ,
For , the ratio of successive terms on the right tends to , so the ratio test and the comparison test for series show absolute convergence. The case is immediate.
If , then , so the terms do not tend to zero. The term test for divergence therefore rules out convergence, including every point on the boundary . Thus the radius of convergence is
The series converges exactly in the open unit disc. This is an example of polynomial coefficient growth with unit power-series radius: the lattice-count bound is polynomial rather than exponential.
For the exponent , the linear recurrence relation reduces to . The excluded nonpositive integers ensure that no denominator is zero. Normalize and iterate:
The ratio test gives an infinite radius of convergence for the power series factor. Hence a solution is
For nonintegral , choose instead the exponent . Since for every positive integer , its linear recurrence relation gives . Thus
The distinct nonintegral leading exponents establish linear independence. More explicitly, by the Abel identity and the leading coefficient at zero, so the Wronskian is nonzero. The factor uses the real branch on .
Use the physical Coulomb bound state boundary condition: the spherically symmetric wavefunction is regular at the origin and square integrable with measure . For , set
At large , the decaying branch behaves exponentially as . Substituting into the radial Schrodinger equation gives
The regular solution has a power series , with recurrence
A nonzero regular solution has . If the series does not terminate, its coefficients eventually have one sign after choosing an overall real phase. For any fixed and sufficiently large , the ratio of consecutive magnitudes is at least . The tail therefore grows at least as a positive constant times divided by a power of ; a finite polynomial of earlier terms cannot cancel it. Multiplication by leaves exponential growth, contradicting normalizability.
Thus the series must terminate at degree , where and is a positive integer. Conversely, termination gives a regular polynomial times , which is normalizable. Therefore
These are the members of the hydrogen spectrum. Regularity at the origin is essential: square integrability alone on the punctured radial interval would also admit a singular branch. Such a branch is not a physical eigenfunction of the ordinary three-dimensional Coulomb Hamiltonian; its singularity introduces an inadmissible point-source contribution. In the reduced radial variable , the physical condition is .
Non-characteristic. The first-order principal symbol is , which equals one on .
Set . The equation is equivalent to . Because is continuously differentiable, the Cauchy-Riemann equations imply that it is a holomorphic function of . Its convergent complex Taylor series restricts to a real power series along , so is a real analytic function.
For smooth-data instability of the Cauchy-Riemann Cauchy problem, choose
These are entire functions and satisfy the equation. Their initial derivatives obey , so every finite sum tends to zero. But
Thus analytic solutions can exist while continuous dependence on initial data fails for this smooth-data topology.
The Cauchy estimate follows directly from the differentiated Cauchy integral formula:
The circle has length , giving the bound for every integer .
Put and integrate on the straight segment . For fixed , a disc centred at with radius approaching stays inside . Applying the first-derivative Cauchy estimate there gives
Integrating its modulus and taking the supremum over is exactly the asserted integral estimate. The source cancels from .
To obtain a contraction mapping, use the weighted holomorphic norm on a shrinking time domain. Its finite-norm space consists of holomorphic functions on with zero initial value; the apparent quotient at is interpreted by a limit. Completeness follows because convergence in this norm implies locally uniform convergence of holomorphic functions, including near , and the limiting pointwise bounds give convergence in the norm.
Here is the explicit contraction estimate on a shrinking holomorphic domain. Write , , , and choose
Then and . The whole auxiliary polydisc lies inside , and its supremum of is at most . Consequently
Thus . Choose . The source is bounded on the closed polydisc, say by , and . Therefore maps the Banach space into itself and is a strict contraction mapping. The Banach fixed-point theorem gives a holomorphic fixed point with . Differentiating the integral identity yields , establishing this case of the Cauchy-Kovalevskaya theorem.
Finally, near each real initial point, a real analytic function has a holomorphic extension . Apply the same construction to with and source , restricting the discs if necessary. This gives a local real analytic function of with the prescribed initial value. Equivalently the solution is wherever the extension is defined.
Convergence at implies that the terms form a bounded sequence: for some . If and , then
Comparison with the convergent geometric series proves absolute convergence. The case is vacuous.
The radius of convergence is the number such that a power series converges absolutely for and diverges for , with boundary behavior considered separately.
Take
Then is the convergent alternating harmonic series, whereas is the divergent harmonic series. Thus converges at a point of modulus one and diverges at another point of modulus one. It follows that
Assume the usual continuous-coefficient setting for a second-order linear differential equation. The Wronskian has derivative
which proves the Abel identity. If , the two initial-value columns are linearly dependent, so some nonzero gives and . The uniqueness theorem for ordinary differential equations makes that linear combination identically zero. If , the initial-value matrix is an invertible matrix, giving
This establishes the alternative and supplies any prescribed initial data.
For the Airy ordinary differential equation, substitute a power series . Coefficient comparison gives and
Choose and . The Airy power-series fundamental pair is
Empty products mean one. Their first terms are and . The ratio test gives convergence for every finite , so termwise differentiation verifies the equation. Their Wronskian is one at zero, and hence everywhere because . Thus every solution is .
For a target , the bias of an integrable estimator is ; it is an unbiased estimator if this is zero at every allowed parameter value. Here has a zero-truncated Poisson distribution, , and . Write an estimator based only on as , assuming a finite expectation for every . Unbiasedness requires
Absolute integrability at every positive parameter ensures that the power series on the left converges absolutely on every complex disc. Uniqueness of coefficients in a power series therefore gives for odd and for positive even . Conversely these values give the displayed identity, so
is the unique unbiased estimator of this form. The uniqueness claim concerns nonrandomized functions of ; allowing external randomness would permit addition of independent mean-zero noise.
For this parity estimator for a zero-truncated Poisson count, usefulness depends on the loss, but under squared-error loss it performs poorly despite being an unbiased estimator. Since , and
It takes the inadmissible value with positive probability, and its variance tends to one rather than zero as . Clipping to the parameter interval gives . This has bias , but
Thus a simple biased estimator strictly improves its mean squared error at every parameter value; uniqueness among unbiased estimators does not make it optimal for this loss.
Use the Fourier transform convention and , so . All distribution pairings use complex bilinearity, and the formal transpose is , without complex conjugation of the coefficients. If instead denotes , the Fourier multiplier is ; the argument below is unchanged after this substitution.
For a nonempty compact convex set , let be its support function. The Paley–Wiener–Schwartz theorem says that the Fourier transform is a bijection between distributions supported in and entire functions on for which
for some and nonnegative integer . In particular, support in is equivalent to the bound with . Convexity is essential in the precise support formulation: the support function of a set equals that of its convex hull.
Suppose first that is a compactly supported distribution with support in . Define , inserting any cutoff function equal to one near when viewing on test functions. A fixed cutoff and the finite order of a distribution estimate permit differentiation of the pairing in each complex variable, giving . The exponential function's power series converges with every required derivative on a fixed compact set; hence is an entire function. On real frequencies it agrees with the Fourier transform of a compactly supported distribution.
The exact exponential indicator needs a shrinking cutoff function, rather than one fixed outside . Choose near , with support in and for . Such a cutoff is obtained by convolving the indicator of with a mollifier supported in . On one fixed ball containing all these supports, the finite order of a distribution bound is
The Leibniz rule applied to therefore gives
Taking proves the required bound, with and a fixed additional factor at most .
Conversely, suppose is an entire function with the displayed bound. Its real restriction has polynomial growth, so its inverse Fourier transform defines a tempered distribution by
Rapid decay of the Schwartz function makes this integral absolutely convergent and continuous in the Schwartz space topology.
To determine the support of a distribution, take a test function supported in a half-space , where and . The contour-shift proof of the Paley–Wiener–Schwartz theorem gives, for each ,
Here is the estimate that justifies both the shift and its limiting use. Since , repeated integration by parts with yields
For fixed , the same estimate is uniform over the imaginary strip from to . Rotate coordinates so is the first coordinate direction, apply the Cauchy integral theorem on truncated rectangles, and let their real edges tend to infinity. If , the boundary integrals vanish and the horizontal integrals converge absolutely; thus the claimed shift is valid. Using now bounds the pairing by
which tends to zero. A separating hyperplane exists at every point outside the compact convex set . A finite partition of unity on the support of any exterior test function reduces it to such half-spaces, so . Fourier inversion gives uniqueness; the entire transform of this agrees with on and hence everywhere, by applying the one-variable identity theorem successively in each coordinate. This completes both directions.
Now apply this theorem to compact support solvability for a constant-coefficient ordinary differential equation. If is a nonzero constant, its kernel is zero and is the unique solution. Otherwise write
The solution space of is
Indeed these exponentials solve the equation, their initial derivative vectors have a nonzero Vandermonde determinant, and uniqueness for the order- ordinary differential equation makes them a basis. Pairing with any such solution proves necessity:
For sufficiency, choose with and let . The assumed annihilation is precisely for every . Since all roots of a polynomial are simple, has removable singularities at every root and is an entire function. Outside one disk, . Inside that disk, the extended is bounded. The polynomial division preservation of exponential type therefore gives
The Paley–Wiener–Schwartz theorem produces a compactly supported distribution with transform , supported in the same interval. Then , so Fourier inversion gives . Thus
The compactly supported solution is unique: forces the entire transform to vanish off the finitely many roots and hence everywhere. With repeated roots, the corresponding condition would also require derivatives , or pairing with , up to one less than each multiplicity.
Put , so . The power series coefficients of the hyperbolic sine preprocessing are
Thus for every , and the series converge on the full interval. Applying coefficient-dominated entrywise positivity gives .
Every diagonal entry belongs to one of the diagonal blocks and equals . Because and , this is . Therefore
The matrix lies in the elliptope and admits a Gram matrix representation by unit vectors. This preprocessing is the Krivine rounding scheme; the equality of absolute coefficients is what preserves positive semidefiniteness even though the cross-block sine coefficients alternate in sign.
The radius of convergence of the power series is
If , choose with . Since , those terms are bounded, say . Therefore
and comparison with a geometric series proves absolute convergence. If , convergence would imply absolute convergence at every smaller modulus by the same argument, contradicting the definition of .
If , convergence of implies absolute convergence of whenever . Letting approach the radius of the -series shows that .
Let
The set contains zero. If and , then by comparison. Moreover, if the original power series diverges at , no can lie in , because absolute convergence at would imply absolute convergence at . Thus is finite and nonnegative.
If , choose with ; comparison gives absolute convergence at . If and the series converged at , then its terms would be bounded. For any with ,
so the geometric series comparison would put in , contradicting the definition of . This proves the radius of convergence property.
For , the ratio is , so the geometric series criterion gives