In
mathematics
Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many ar ...
, the Schwarzian derivative is an operator similar to the
derivative
In mathematics, the derivative is a fundamental tool that quantifies the sensitivity to change of a function's output with respect to its input. The derivative of a function of a single variable at a chosen input value, when it exists, is t ...
which is invariant under
Möbius transformation
In geometry and complex analysis, a Möbius transformation of the complex plane is a rational function of the form
f(z) = \frac
of one complex number, complex variable ; here the coefficients , , , are complex numbers satisfying .
Geometrically ...
s. Thus, it occurs in the theory of the
complex projective line
In mathematics, the Riemann sphere, named after Bernhard Riemann,
is a model of the extended complex plane (also called the closed complex plane): the complex plane plus one point at infinity. This extended plane represents the extended complex ...
, and in particular, in the theory of
modular forms
In mathematics, a modular form is a holomorphic function on the Upper half-plane#Complex plane, complex upper half-plane, \mathcal, that roughly satisfies a functional equation with respect to the Group action (mathematics), group action of the ...
and
hypergeometric functions
In mathematics, the Gaussian or ordinary hypergeometric function 2''F''1(''a'',''b'';''c'';''z'') is a special function represented by the hypergeometric series, that includes many other special functions as specific or limiting cases. It is ...
. It plays an important role in the theory of
univalent function
In mathematics, in the branch of complex analysis, a holomorphic function on an open subset of the complex plane is called univalent if it is injective.
Examples
The function f \colon z \mapsto 2z + z^2 is univalent in the open unit disc, as f( ...
s,
conformal mapping
In mathematics, a conformal map is a function that locally preserves angles, but not necessarily lengths.
More formally, let U and V be open subsets of \mathbb^n. A function f:U\to V is called conformal (or angle-preserving) at a point u_0\i ...
and
Teichmüller space
In mathematics, the Teichmüller space T(S) of a (real) topological (or differential) surface S is a space that parametrizes complex structures on S up to the action of homeomorphisms that are isotopic to the identity homeomorphism. Teichmülle ...
s. It is named after the German mathematician
Hermann Schwarz
Karl Hermann Amandus Schwarz (; 25 January 1843 – 30 November 1921) was a German mathematician, known for his work in complex analysis.
Life
Schwarz was born in Hermsdorf, Silesia (now Sobieszów, Poland). In 1868 he married Marie Kummer ...
.
Definition
The Schwarzian derivative of a
holomorphic function
In mathematics, a holomorphic function is a complex-valued function of one or more complex variables that is complex differentiable in a neighbourhood of each point in a domain in complex coordinate space . The existence of a complex de ...
of one
complex variable
Complex analysis, traditionally known as the theory of functions of a complex variable, is the branch of mathematical analysis that investigates functions of complex numbers. It is helpful in many branches of mathematics, including algebraic g ...
is defined by
The same formula also defines the Schwarzian derivative of a
function of one
real variable.
The alternative notation
is frequently used.
Properties
The Schwarzian derivative of any
Möbius transformation
In geometry and complex analysis, a Möbius transformation of the complex plane is a rational function of the form
f(z) = \frac
of one complex number, complex variable ; here the coefficients , , , are complex numbers satisfying .
Geometrically ...
is zero. Conversely, the Möbius transformations are the only functions with this property. Thus, the Schwarzian derivative precisely measures the degree to which a function fails to be a Möbius transformation.
[Thurston, William P. "Zippers and univalent functions." ''The Bieberbach conjecture (West Lafayette, Ind., 1985)'' 21 (1986): 185-197.]
If is a Möbius transformation, then the composition has the same Schwarzian derivative as ; and on the other hand, the Schwarzian derivative of is given by the
chain rule
In calculus, the chain rule is a formula that expresses the derivative of the Function composition, composition of two differentiable functions and in terms of the derivatives of and . More precisely, if h=f\circ g is the function such that h ...
More generally, for any sufficiently differentiable functions and
When and are smooth real-valued functions, this implies that all iterations of a function with negative (or positive) Schwarzian will remain negative (resp. positive), a fact of use in the study of one-dimensional
dynamics.
Introducing the function of two complex variables
its second mixed partial derivative is given by
and the Schwarzian derivative is given by the formula:
The Schwarzian derivative has a simple inversion formula, exchanging the dependent and the independent variables. One has
or more explicitly,
. This follows from the chain rule above.
Geometric interpretation
William Thurston
William Paul Thurston (October 30, 1946August 21, 2012) was an American mathematician. He was a pioneer in the field of low-dimensional topology and was awarded the Fields Medal in 1982 for his contributions to the study of 3-manifolds.
Thurst ...
interprets the Schwarzian derivative as a measure of how much a conformal map deviates from a
Möbius transformation
In geometry and complex analysis, a Möbius transformation of the complex plane is a rational function of the form
f(z) = \frac
of one complex number, complex variable ; here the coefficients , , , are complex numbers satisfying .
Geometrically ...
.
Let
be a conformal mapping in a neighborhood of
Then there exists a unique ''Möbius transformation''
such that
has the same 0, 1, 2-th order derivatives at
Now
To explicitly solve for
it suffices to solve the case of
Let
and solve for the
that make the first three coefficients of
equal to
Plugging it into the fourth coefficient, we get
.
After a translation, rotation, and scaling of the complex plane,
in a neighborhood of zero. Up to third order this function maps the circle of radius
to the parametric curve defined by
where
This curve is, up to fourth order, an ellipse with semiaxes
and
as
Since Möbius transformations always map circles to circles or lines, the eccentricity measures the deviation of
from a Möbius transform.
Differential equation
Consider the linear second-order
ordinary differential equation
In mathematics, an ordinary differential equation (ODE) is a differential equation (DE) dependent on only a single independent variable (mathematics), variable. As with any other DE, its unknown(s) consists of one (or more) Function (mathematic ...
where
is a real-valued function of a real parameter
. Let
denote the two-dimensional space of solutions. For
, let
be the evaluation functional
. The map
gives, for each point
of the domain of
, a one-dimensional linear subspace of
. That is, the kernel defines a mapping from the real line to the real
projective line
In projective geometry and mathematics more generally, a projective line is, roughly speaking, the extension of a usual line by a point called a '' point at infinity''. The statement and the proof of many theorems of geometry are simplified by the ...
. The Schwarzian of this mapping is well-defined, and in fact is equal to
.
Owing to this interpretation of the Schwarzian, if two diffeomorphisms of a common open interval into
have the same Schwarzian, then they are (locally) related by an element of the general linear group acting on the two-dimensional vector space of solutions to the same differential equation, i.e., a fractional linear transformation of
.
Alternatively, consider the second-order linear ordinary differential equation in the complex plane
Let
and
be two
linearly independent
In the theory of vector spaces, a set of vectors is said to be if there exists no nontrivial linear combination of the vectors that equals the zero vector. If such a linear combination exists, then the vectors are said to be . These concep ...
holomorphic
In mathematics, a holomorphic function is a complex-valued function of one or more complex variables that is complex differentiable in a neighbourhood of each point in a domain in complex coordinate space . The existence of a complex deri ...
solutions. Then the ratio
satisfies
over the domain on which
and
are defined, and
The converse is also true: if such a exists, and it is holomorphic on a
simply connected
In topology, a topological space is called simply connected (or 1-connected, or 1-simply connected) if it is path-connected and every Path (topology), path between two points can be continuously transformed into any other such path while preserving ...
domain, then two solutions
and
can be found, and furthermore, these are unique
up to Two Mathematical object, mathematical objects and are called "equal up to an equivalence relation "
* if and are related by , that is,
* if holds, that is,
* if the equivalence classes of and with respect to are equal.
This figure of speech ...
a common scale factor.
When a linear second-order ordinary differential equation can be brought into the above form, the resulting is sometimes called the Q-value of the equation.
Note that the Gaussian
hypergeometric differential equation
In mathematics, the Gaussian or ordinary hypergeometric function 2''F''1(''a'',''b'';''c'';''z'') is a special function represented by the hypergeometric series, that includes many other special functions as specific or limiting cases. It is ...
can be brought into the above form, and thus pairs of solutions to the hypergeometric equation are related in this way.
Conditions for univalence
If is a
holomorphic function
In mathematics, a holomorphic function is a complex-valued function of one or more complex variables that is complex differentiable in a neighbourhood of each point in a domain in complex coordinate space . The existence of a complex de ...
on the unit disc, , then W. Kraus (1932) and
Nehari * Zeev Nehari, mathematician
* Nehari manifold
In the calculus of variations, a branch of mathematics, a Nehari manifold is a manifold of functions, whose definition is motivated by the work of . It is a differentiable manifold associated to th ...
(1949) proved that a necessary condition for to be
univalent is
Conversely if is a holomorphic function on satisfying
then Nehari proved that is univalent.
In particular a sufficient condition for univalence is
Conformal mapping of circular arc polygons
The Schwarzian derivative and associated second-order ordinary differential equation can be used to determine the
Riemann mapping
In complex analysis, the Riemann mapping theorem states that if U is a non-empty simply connected open subset of the complex number plane \mathbb which is not all of \mathbb, then there exists a biholomorphic mapping f (i.e. a bijective holomorph ...
between the upper half-plane or unit circle and any bounded polygon in the complex plane, the edges of which are circular arcs or straight lines. For polygons with straight edges, this reduces to the
Schwarz–Christoffel mapping
In complex analysis, a Schwarz–Christoffel mapping is a conformal map of the upper half-plane or the complex unit disk onto the interior of a simple polygon. Such a map is guaranteed to exist by the Riemann mapping theorem (stated by Bernhard ...
, which can be derived directly without using the Schwarzian derivative. The ''accessory parameters'' that arise as constants of integration are related to the
eigenvalues
In linear algebra, an eigenvector ( ) or characteristic vector is a vector that has its direction unchanged (or reversed) by a given linear transformation. More precisely, an eigenvector \mathbf v of a linear transformation T is scaled by a ...
of the second-order differential equation. Already in 1890
Felix Klein
Felix Christian Klein (; ; 25 April 1849 – 22 June 1925) was a German mathematician and Mathematics education, mathematics educator, known for his work in group theory, complex analysis, non-Euclidean geometry, and the associations betwe ...
had studied the case of quadrilaterals in terms of the
Lamé differential equation.
Let be a circular arc polygon with angles
in clockwise order. Let be a holomorphic map extending continuously to a map between the boundaries. Let the vertices correspond to points
on the real axis. Then is real-valued when is real and different from all the points . By the
Schwarz reflection principle
In mathematics, the Schwarz reflection principle is a way to extend the domain of definition of a complex analytic function, i.e., it is a form of analytic continuation. It states that if an analytic function is defined on the upper half-plane, ...
extends to a rational function on the complex plane with a double pole at :
The real numbers are called ''accessory parameters''. They are subject to three linear constraints:
which correspond to the vanishing of the coefficients of
and
in the expansion of around . The mapping can then be written as
where
and
are linearly independent holomorphic solutions of the linear second-order ordinary differential equation
There are linearly independent accessory parameters, which can be difficult to determine in practise.
For a triangle, when , there are no accessory parameters. The ordinary differential equation is equivalent to the
hypergeometric differential equation
In mathematics, the Gaussian or ordinary hypergeometric function 2''F''1(''a'',''b'';''c'';''z'') is a special function represented by the hypergeometric series, that includes many other special functions as specific or limiting cases. It is ...
and is the
Schwarz triangle function, which can be written in terms of
hypergeometric function
In mathematics, the Gaussian or ordinary hypergeometric function 2''F''1(''a'',''b'';''c'';''z'') is a special function represented by the hypergeometric series, that includes many other special functions as specific or limiting cases. It is ...
s.
For a quadrilateral the accessory parameters depend on one independent variable . Writing for a suitable choice of , the ordinary differential equation takes the form
Thus
are eigenfunctions of a
Sturm–Liouville equation on the interval