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In this thesis we state and prove the theorem of Liouville. This theorem states
that every conformal map in Rn for n ≥ 3 is a composition of Möbius transfor-
mations.
Before proving this theorem, information is needed about inversion geometry,
conformal maps and Möbius transformations. These subjects are discussed in
chapters 2 to 4. In the fifth chapter the theorem of Liouville is proven. Two
different proves are given. The first just holds in R3 because triply orthogonal
systems are applied. The second is a general proof for Rn .
ii
Contents
1 Preface 1
2 Inversion geometry 2
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
2.2 Properties of inversions . . . . . . . . . . . . . . . . . . . . . . . 3
2.3 Cross ratios . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
3 Conformal maps 5
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
3.2 Inner products and differential forms . . . . . . . . . . . . . . . . 5
3.3 Inversion in circle and sphere . . . . . . . . . . . . . . . . . . . . 5
3.4 Stereographic projection . . . . . . . . . . . . . . . . . . . . . . . 6
3.5 Möbius transformation . . . . . . . . . . . . . . . . . . . . . . . . 8
3.6 Anti-Homographies . . . . . . . . . . . . . . . . . . . . . . . . . . 9
3.7 (Anti-)Holomorphic functions . . . . . . . . . . . . . . . . . . . . 9
4 Möbius Transformations 11
4.1 General Möbius transformations . . . . . . . . . . . . . . . . . . 11
4.1.1 Möbius in R2 . . . . . . . . . . . . . . . . . . . . . . . . . 11
4.1.2 Möbius in Rn . . . . . . . . . . . . . . . . . . . . . . . . . 14
4.2 Extended Möbius transformations . . . . . . . . . . . . . . . . . 14
5 Liouville’s Theorem 16
5.1 Liouville . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
5.2 Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
5.2.1 Lemma of Dupin . . . . . . . . . . . . . . . . . . . . . . . 16
5.2.2 Lemma of Möbius . . . . . . . . . . . . . . . . . . . . . . 19
5.2.3 Umbilic points . . . . . . . . . . . . . . . . . . . . . . . . 21
5.2.4 Proof of Liouville . . . . . . . . . . . . . . . . . . . . . . . 22
5.3 Liouville in Rn . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
5.4 Counterexample . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
6 Discussion 31
7 Acknowledgements 32
iii
iv
1 PREFACE
1 Preface
In 1850 the French mathematician Joseph Liouville discovered and proved a re-
markable theorem. In this paper we wish to state his theorem and also prove it.
Liouville stated that every conformal map in Rn for n ≥ 3 is a composition of
Möbius transformations. What makes this theorem remarkable is that it doesn’t
hold in R2 .
The main goal of this thesis is to explain the theories of inversion geometry,
conformal maps and Möbius transformations, eventually leading to the theorem
of Liouville. This paper consists of four chapters. A chapter is dedicated to
each subject.
Inversion geometry is discussed in the first chapter and describes how to trans-
form lines and circles into lines and circles. So a line can be mapped to a circle
and vice versa. In chapter 2 we will discuss the general theory, the construction
of inversion points, properties of inversions and at last cross ratios will appear.
After this chapter conformal maps are discussed. First, the general theory of
conformal maps will be discussed, to make clear what a conformal map is. Sec-
ondly, some examples will be discussed to get familiar with the conformal maps.
The examples are given in the form of theorems, and these theorems turn out
to be useful in the final chapters.
The third chapter is about Möbius transformations. We will discuss two types
of Möbius transformations, the general transformations and the extended trans-
formations, where also ∞ is allowed.
After the first three chapters, we have enough information to prove the theorem
of Liouville. Now we will look at two cases. First we will prove the theorem
in R3 . But before this can be done, some lemmas have to be discussed. After
the proof in R3 is finished, we will look at the general case Rn for n ≥ 3. This
proof is very long and technical, and therefore a short summary of the most
important steps is given.
In this paper not all the proofs of the lemmas, propositions and theorems are
given. The most relevant proofs for the paper are given. When a proof has not
been given, there is a reference so the reader will be able to find the proof. We
expect the reader to be familiar with the basics of complex function theory and
to have some knowledge of analysis. These theories are not explained in this
paper.
1
2 INVERSION GEOMETRY
2 Inversion geometry
In this chapter we will discuss inversion geometry. We will discuss this topic be-
cause it is necessary to understand our main theorem, the theorem of Liouville.
In section 2.1 the general definitions about inversion geometry will be discussed.
After this, the properties of inversions will be discussed in section 2.2. At last,
in section 2.3 cross ratios will be discussed.
How the images of points under inversion can be constructed, is shown in ap-
pendix A. We will discuss inversion geometry in Rn because all the theory holds
for Rn for n ≥ 3.
2.1 Introduction
Inversion geometry is about a point p and its inversion point I(p) with respect
to a circle or sphere. The interesting part in the inversion geometry is how
points p behave under inversion. Before we are going to talk about the behavior
of inversion points, we have to define them. See chapter 5.1 in [2].
Definition 2.1. The inversion point I(p) of p is defined as the point I(p) on
the plane through a and p such that
|p − a| |I(p) − a| = r2 (1)
Beside this formula there exists an algebraic function that gives I(p) in coor-
dinates in the unit sphere. This function f : Rn \ {(0, ..., 0)} → Rn is given
by
2
2.2 Properties of inversions 2 INVERSION GEOMETRY
5.1 in [2].
If C is not the unit sphere, we can use the same argument to get that
I(p) = f (x1 , x2 , ..., xn )
r 2 x1 r 2 x2 r 2 xn
= , , ..., 2 (4)
x21 + x22 + ... + x2n x21 + x22 + ... + x2n x1 + x22 + ... + x2n
3
2.3 Cross ratios 2 INVERSION GEOMETRY
(z1 − z3 )(z2 − z4 )
(z1 , z2 , z3 , z4 ) =
(z1 − z4 )(z2 − z3 )
To see this, it is enough to know that in the complex case, inversion in a point
r2
z with respect to a circle C with center z0 and radius r is given by z 0 = z0 + z̄−z 0
.
The proposition now follows from direct computations. Another property of the
cross ratio is given in the next proposition.
Proposition 2.5. The cross ratio of four points is real iff the four points are
collinear or concyclic
In this proposition concyclic means that the points lie on the same circle.
The proof of this proposition is not relevant here. For the proof we refer to [1].
The cross ratios will appear to be interesting in Möbius transformations, see
chapter 4.
For more information about the proofs of proposition 2.4 and lemma 2.5, see [1]
chapter 2.4.
4
3 CONFORMAL MAPS
3 Conformal maps
In this chapter, we will discuss a special kind of maps, called conformal maps.
This type of map is important for our main theorem, Liouvilles theorem.
We will discuss some general theory about conformal maps in section 3.1. The
sections 3.2 till 3.7 contain examples of conformal maps. In these examples,
some new definitions will be discussed.
3.1 Introduction
Briefly, a conformal map is a map that preserves angles. So if we have two
surfaces, S1 and S2 , take the map φ : S1 → S2 . Take two curves γ1 (t) and γ2 (t)
on S1 , where these curves intersect each other with angle θ in point p. Then φ
is a conformal map if φ ◦ γ1 (t) and φ ◦ γ2 (t) intersect each other with the same
angle θ in the point φ(p), [8].
When we know this, a question arises. Is there an easier way to see if a map is
conformal? To see this, we have the following proposition.
Proposition 3.1. Let U be an open subset of Rn with a C 1 -function φ : U →
Rn . Then φ is conformal iff there exists a function κ : U → R such that
κ(x)−1 φ0 (x) is an orthogonal matrix for all x in U , where φ0 (x) is the Jacobian
matrix of φ in x. We call κ the scale factor of φ.
Before we can use this proposition, we need to know when there exists such
a κ. To determine this, we can use lemma 3.1.
Lemma 3.1. Let A be a real n × n matrix. Then there exists a positive scalar
k such that k −1 A is an orthogonal matrix iff the linear map with matrix A
preserves angles between nonzero vectors.
For the proofs of above proposition and lemma we refer to [3], chapter 4.1.
In general, this is how can be detected if a map is a conformal map. It is useful
to look at some examples, to get familiar with them and with their conformality.
The following examples are also useful for our main theorem, Liouvilles theorem.
5
3.4 Stereographic projection 3 CONFORMAL MAPS
−x2 + y 2 −2xy
1
J= 2
(x + y 2 )2 −2xy x2 − y 2
Since
−x2 + y 2 −2xy −x2 + y 2
T 1 −2xy
J J= 2 2 2 ·
(x + y 2 )4 −2xy x −y −2xy x2 − y 2
2 2 2
1 (x + y ) 0
= 2
(x + y 2 )4 0 (x2 + y 2 )2
1
= 2 · Id
(x + y 2 )2
hJv, Jwi = v T J T Jw
1
= vT · · Id · w
(x2 + y 2 )2
1
= 2 hv, wi
(x + y 2 )2
1
And thus we have hJv, Jwi = λ(x, y)hv, wi with λ(x, y) = (x2 +y 2 )2 , so according
6
3.4 Stereographic projection 3 CONFORMAL MAPS
x2 + y 2 − 1
−1 2x 2y
π (x + iy) = , ,
x2 + y 2 + 1 x2 + y 2 + 1 x2 + y 2 + 1
for a point x + iy in C.
b
These formulas are the algebraic way to say that a line is drawn from the
North Pole to p, which was already mentioned above. Furthermore, with these
formulas it is easier to see that we can relate the North Pole to ∞. If we take
the point (X, Y, Z) = (0, 0, 1), then π(X, Y, Z) = ∞, so indeed the North Pole
is connected to the point ∞.
7
3.5 Möbius transformation 3 CONFORMAL MAPS
In this lemma, we see the term dilation. To understand this term, we use
the following definition.
Definition 3.2. A dilation is a map f : Rn → Rn of the form f (x) = s+ξ(x−s)
where ξ is a nonzero scalar and s is a fixed point, [14].
Now we know this, we can proof the lemma.
8
3.6 Anti-Homographies 3 CONFORMAL MAPS
d
• M1 is a translation by c
3.6 Anti-Homographies
In this section, we first will give the definition of an anti-homography. After
that, we will look at the conformality of the anti-homographies.
An anti-homography is a transformation that looks like a Möbius transforma-
tion, only with z̄ instead of z. So an anti-homography W : C b →Cb is defined
as
az̄ + b
W (z) =
cz̄ + d
Since an inversion in the unit sphere in the complex case is given by w = z̄1 ,
inversion is included in the set of anti-homographies. The most important thing
we can say about anti-homographies is the next theorem.
Theorem 3.4. Anti-homographies are conformal maps.
9
3.7 (Anti-)Holomorphic functions 3 CONFORMAL MAPS
10
4 MÖBIUS TRANSFORMATIONS
4 Möbius Transformations
In this chapter, we will discuss the Möbius transformations in detail.
In section 4.1, we will discuss the general Möbius transformations. In this section
we used [1] chapter 2.3 and 2.4, [2] chapter 5.3 and [3] chapter 4.3. The section is
devided in two subsections, the first subsection is about Möbius transformations
in R2 , the second subsection is about Möbius transformatons in Rn . In section
4.2, we will see another type of Möbius transformations, the extended Möbius
transformations, here we used [1] chapter 2.6.
t(z) = az + b
where z, a, b ∈ C
b and a 6= 0.
The extended linear function can be decomposed into t = t2 ◦ t1 where
where z ∈ C
b \ {0}.
The extended reciprocal function can be decomposed into t = t2 ◦ t1 where
1
• t1 (z) = z̄ is an inversion
• t2 (z) = z̄ is a conjugation
11
4.1 General Möbius transformations 4 MÖBIUS TRANSFORMATIONS
a(cz + d) − ad + bc
M (z) =
c(cz + d)
ad − bc 1 a
=− · +
c cz + d c
and
ad−bc
z + ac if z =
− c 6 ∞
t2 (z) =
∞ if z = ∞
Also the extended linear functions are a composition of inversions, and therefore,
since both t1 and t2 as well as t3 are compositions of inversions, it must hold
that M (z) is a composition of inversions as well, which we wanted to prove.
For a Möbius transformation the following lemma holds.
Lemma 4.2. The composition of two Möbius transformations is again a Möbius
transformation, [1].
12
4.1 General Möbius transformations 4 MÖBIUS TRANSFORMATIONS
13
4.2 Extended Möbius transformations 4 MÖBIUS TRANSFORMATIONS
4.1.2 Möbius in Rn
In this subsection, we will give the definition of a Möbius transformation in Rn ,
and we will check that the properties stated in section 4.1.1 also hold for Rn .
Definition 4.4. A Möbius transformation in Rn is a finite composition of in-
versions of Rn in spheres, [3].
So with this definition, we have generalized lemma 4.1 to a definition in Rn .
Now we want to check if all the properties in section 4.1.1 also hold for this
definition of a Möbius transformation.
• Möbius transformations are conformal maps
This property holds for Rn . We know that every Möbius transformation is a
composition of inversions in spheres, and every inversion is conformal, so their
composition is conformal as well, and thus every Möbius transformation in Rn
is conformal.
• The composition of two (or more) Möbius transformations is again a
Möbius transformation
This property is also valid in Rn . Take an arbitrary number of Möbius trans-
formations given by M1 = Im1 ◦ Im2 ◦ ... ◦ Imk , M2 = In1 ◦ In2 ◦ ... ◦ Inl ,...,
Mq = Ij1 ◦ Ij2 ◦ ... ◦ Ijp , where all the Iki are inversions in spheres. Then the
composition M = Mq ◦ ... ◦ M1 is also a composition of inversions, and therefore
again a Möbius transformations.
• Möbius transformations form a group under composition
Also this property holds in Rn . That the Möbius transformations form a group
yields from the previous property if we can show that a Möbius transformation
in Rn has an inverse. So the only thing we have to do is find the inverse of
M = I1 ◦ I2 ◦ ... ◦ Im . Then for this Möbius transformation, the inverse is given
by M −1 = Im ◦ Im−1 ◦ ... ◦ I1 , because then it holds that M −1 ◦ M = Id with
Id the identity.
• The cross ratio is invariant under a Möbius transformation
The cross ratio only holds in R2 or C,
b and therefore we don’t have to check this
property in this section.
Therefore, all the necessary properties also hold in Rn .
The associated matrix is very difficult to extend to Rn , and therefore we will
not go into this subject here.
14
4.2 Extended Möbius transformations 4 MÖBIUS TRANSFORMATIONS
b →C
Definition 4.5. A map W : C b given by
az̄ + b
W (z) =
cz̄ + d
Where a, b, c, d ∈ C and with ad − bc 6= 0, is called an anti-homography.
From Möbius transformations we know that they leave the cross ratios in-
variant. For anti-homographies, this works a little different. If we have an
anti-homography W (z) = az̄+b cz̄+d , with (z1 , z2 , z3 , z4 ) is the cross ratio of the zi ,
and (w1 , w2 , w3 , w4 ) is the cross ratio of the image of the zi under the anti-
homography, then
(w1 , w2 , w3 , w4 ) = (z1 , z2 , z3 , z4 )
Now we know what anti-homographies are, we can look at the extended Möbius
transformations.
Definition 4.6. The group formed by the set of all homographies and anti-
homographies is called the group of extended Möbius transformations.
15
5 LIOUVILLE’S THEOREM
5 Liouville’s Theorem
In this section, we will study our main theorem, Liouville’s theorem. In section
5.1 we will state the theorem. In section 5.2, the proof of the theorem in R3
will be given. Before we can prove the theorem, we need some lemmas and
definitions. These will also be given in section 5.2. In sections 5.1 and 5.2,
the theorem and the proof are in three dimensions. In section 5.3, we will
generalize this to n dimensions. In the last section, section 5.4, we will give a
counterexample of the theorem of Liouville in R2 .
5.1 Liouville
The theorem of Liouville is stated as follow.
Theorem 5.1 (Liouville’s theorem in R3 ). Let f : U → f (U ) be a one-to-
one C 3 conformal map, where U ∈ R3 is open. Then f is a composition of
similarities and inversions.
In this theorem we see a new term, namely a similarity. So before we proceed
to the proof of the theorem, we need to know what a similarity is.
Definition 5.1. A function f from a metric space to the same metric space is
a similarity if
d(f (x), f (y)) = rd(x, y)
for a positive scalar r, [13].
5.2 Proof
In this section, we will give the proof of Liouville’s theorem in R3 . For the
proofs of the required lemmas, we used [5] chapter 4 and chapter 2. All lemmas
and proofs can be found in here, except the proof of the lemma of Dupin. This
can be founded in [1] chapter 6.2.
16
5.2 Proof 5 LIOUVILLE’S THEOREM
The other unknown term is the line of curvature. To define a line of curva-
ture, take a surface K ⊂ R3 with curve x on this surface.
Definition 5.3. A curve x is a line of curvature of a surface K if its derivative
always points along a principal direction.
Furthermore, a curve x is a line of curvature if and only if its geodesic torsion
τg is zero along the curve, where τg is defined as
dn
τg = h , vi = −hAT, vi
ds
for v = n × T, n the surface normal and A the Weingarten map, defined as
dn
Av = −
ds
for A : Tp K → Tp K. This map is also called the shape operator, [6] chapter
2 and chapter 5. Now we know what Dupin’s lemma says, we can prove this
lemma. For the proof we used [1] chapter 6.2.
Proof. First, we take three surfaces K1 , K2 and K3 , where each surface is coming
from a family. Since in a triply orthogonal system each family intersect with
17
5.2 Proof 5 LIOUVILLE’S THEOREM
v12 = n2 × T1 = −n3
v13 = n3 × T1 = n2
dn3
τg1 = hn2 , i = −hA3 T1 , n2 i
ds
Similarly we can say that
dn3
τg2 = h , v23 i
ds
dn3
= −h , n1 i
ds
= hA3 T2 , n1 i (7)
18
5.2 Proof 5 LIOUVILLE’S THEOREM
τg2 + τg3 = 0
τg3 + τg1 = 0
Lemma 5.2 (Lemma of Möbius). Take U and V open sets with U ,V ⊂ R3 and
U a connected set. If f : U → V is a map which takes parts of spheres and
planes to parts of spheres and planes, then f is a composition of similarities
and inversions, in fact at most one of each.
Before we give the proof of this lemma, we give some general information
that we will need in the proof.
Suppose we have a sphere S 0 with center p and a sphere S with the point p ∈ S,
but p not necessarily the center of S. We take I 0 the inversion in the sphere S 0 .
From the lemma, we now that I 0 (S \ {p}) is a sphere or a plane. Then we
can conclude that I 0 (s \ {p}) is a plane and not a sphere. To see this, define
I 0 (S \ {p}) = H and suppose H is a sphere. Then H is compact. If H is
compact, then ∞ ∈ H. And ∞ is the inversion point of p, so the inversion point
of p is in H. But we don’t take the inversion of p since p is the center of the
circle of inversion. So ∞ can’t be in H, so H can’t be compact, so H is not a
sphere. Therefore, H = I 0 (S \ {p}) is a plane.
In the same way we can see that for a plane P with a point p such that p ∈ /P
that I 0 (p) = S \ {p}.
Now we can prove the theorem, where we use the spheres and points above.
Proof. Take p∗ a point in U with p∗ 6= p. Take a sphere Σ1 around p∗ such that
every point in the ball B (this is Σ1 with its interior) is in U , but p ∈
/ B. We
can do this by taking Σ1 small enough.
We do the same thing for V , but with f (p), f (p∗ ), Σ2 and B 0 .
Now we take two inversions I1 and I2 with
I1 : R3 \ {p∗ } → R3 \ {p∗ }
I2 : R3 \ {f (p∗ )} → R3 \ {f (p∗ )}
1. F is defined everywhere on R3 \ B
19
5.2 Proof 5 LIOUVILLE’S THEOREM
2. p is in the domain of F
3. F takes parts of planes and spheres to parts of planes and spheres, as both
I1 and I2 , as well as f , satisfy this property.
Now take a sphere S in Σ1 met p∗ ∈ S. Then f (S) is a sphere in V with
f (p∗ ) ∈ f (S). Therefore, I2 (f (S) \ {f (p∗ )}) is a plane. This is true since we
proved this in the first statement above the proof. Since I2 (f (S) \ {f (p∗ )}) is a
plane, we can say that F brings planes in R3 \ B to planes in R3 . We can also
see this by looking at the maps that form F . Remember that F = I2 ◦ f ◦ I1 .
Then the map I1 brings a plane in R3 \ B to a sphere in U . The map f brings
this sphere to a sphere through f (p∗ ). This sphere is inverted to R3 by the map
I2 .
Furthermore, F brings straight lines in R3 to straight lines in R3 since these
straight lines are the intersection of two planes.
What we also can say about F is that F preserves parallelism of straight lines.
To see this, consider two situations, the situation where two lines l1 and l2 are
in P ⊂ R3 \ B and the situation where l1 and l2 are at different sides from B.
First suppose that l1 and l2 are parallel in P ⊂ R3 \ B. Then F (l1 ) and F (l2 )
are different straight lines in F (P ) with intersection F (l1 ) ∩ F (l2 ) = ∅, so F (l1 )
and F (l2 ) are also parallel.
Suppose l1 and l2 are parallel lines lying on opposite sides of B. Then choose
the line l3 such that l1 and l3 are in the plane P1 ⊂ R3 \ B and l2 and l3 are in
the plane P2 ⊂ R3 \ B. Then F (l1 ) is parallel to F (l3 ) and F (l2 ) is parallel to
F (L3 ), because of the reason above, so F (l1 ) is parallel to F (l2 ). So F preserves
parallelism of straight lines.
Now we define the translation Tq : x 7→ x + q and we look at a map G in a convex
neighbourhood U of 0, where G = T−F (p) ◦ F ◦ Tp . We have four properties of
G.
1. G maps 0 to 0:
2. G maps straight lines to straigt lines, since both Tq and F have this
property
3. G preserves parallelism, since both Tq and F have this property
4. G is a linear map.
To see the fourth point, we have to prove that G(x + y) = G(x) + G(y) and
G(αx) = αG(x).
We first prove that G(x + y) + G(x) + G(y). For x, y, x + y ∈ U with x and
y linearly independent, we know that G(x + y) = G(x) + G(y) because of the
parallellogram construction of two vectors. By continuity, the same property
holds for x and y linearly dependent. So indeed G(x + y) = G(x) + G(y).
20
5.2 Proof 5 LIOUVILLE’S THEOREM
The second thing to prove for linearity of G is that G(αx) = αG(x). To see
this, we compute the left side and the right side of the equation and we show
that these are the same.
21
5.2 Proof 5 LIOUVILLE’S THEOREM
κ = hAw, wi
1 ∂n xj
=− h , i
|xj | ∂uj |xj |
1 ∂n
= − 2h , xj i
xj ∂uj
∂ 1 1
(x + n) = xi − κxi = 0
∂ui κ κ
∂x
Where the second term is true because of (8) and xi = ∂u i
. So x + κ1 n is a
constant. Call this constant c. Then hx − c, x − ci = κ12 , which is the equation
1
of a sphere with center c and radius |κ| , so κ 6= 0 leads to K is part of a sphere.
So we have proved that K part of a sphere or part of a plane is when all points
of K are umbilics.
22
5.3 Liouville in Rn 5 LIOUVILLE’S THEOREM
5.3 Liouville in Rn
In section 5.2, we only proved the theorem of Liouville for R3 . In this section,
we are going to generalize the theorem and the proof to Rn . We will first give
the generalized theorem, after that we will give the proof of the new theorem.
The theorem and the proof are coming from [4] chapter 8.5.
Theorem 5.3 (Liouville’s theorem in Rn ). Let f : U → f (U ) be a one-to-one
C n conformal map, where U ∈ Rn for n ≥ 3 is open. Then f is a composition
of isometries, dilations and inversions.
This generalized theorem states that every conformal map f in Rn for n ≥ 3
is a composition of Möbius transformations. The proof of theorem 5 is different
than the proof of the theorem in R3 , because in Rn we can’t make use of a triply
orthogonal system, and this system is an essential part of the proof in R3 . So
we have to make another proof for theorem 5.3. This proof is very long, so to
keep the overview we first will give a pointwise summary which shows the most
important steps of the proof, without technical details. After this summary, we
will give the proof in detail.
1. Find an expression for the coefficient of conformality λ in terms of the
orthonomal frame field e1 , ..., en
∂2ρ
2. After a lot of computations, show that ∂xi ∂xj = σδij for some σ, with
ρ = λ1 and conclude that σ is constant
3. Distinguish two cases, the case σ 6= 0 and the case σ = 0
4. If σ 6= 0, show that ρ is a kwadratic function where we can write ρ =
2
a1 |p − p0 | + k1 with k1 a constant, a1 = σ2 6= 0
5. Assume k1 = 0 and finish the proof by making a map h = g ◦ f −1 where
p−p0
g = |p−p |2
+ p0 an inversion
0
6. Show k1 = 0
7. If σ = 0, show this implies that λ is constant, and finish the proof.
23
5.3 Liouville in Rn 5 LIOUVILLE’S THEOREM
Now we are ready to prove Liouville’s theorem. In the proof we will refer to the
steps above, so that it is clear what we are doing and where we want to go.
We can see that the equations above are true by applying the d-operator to
(10). Then we get
With the product rule for the left hand side of the equation, we get the three
equations we wanted to check. If we now sum the first two equations above and
subtract the third, we get
if i, j, k are distinct.
Now we fix k and j and let i vary in the (n − 2) remaining indices. Then we can
conclude that d2 f (ek , ej ) belongs to the plane generated by df (ej ) and df (ek ).
So we can make an equation of d2 f (ek , ej ), given by
Now we want to find µ and ν. From equation (10) we know that hdf (ek ), df (ek )i =
hdf (ej ), df (ej )i = λ2 . Combining (10) and (11) to compute µ and ν,we get
24
5.3 Liouville in Rn 5 LIOUVILLE’S THEOREM
And thus
hd2 f (ek , ej ), df (ek )i
µ=
λ2
λdλ(ej )
=
λ2
dλ(ej )
= (13)
λ
The second step here is not obvious, so we will explain this step here.
From (9) we know that
And thus
Now we can replace this equation in (13) and then the second step is clear. In
the same way we get
dλ(ek )
ν= (15)
λ
If we now fill in (13) and (15) in (11), we get the following equation
1
d2 f (ek , ej ) = (df (ek )dλ(ej ) + df (ej )dλ(ek )) (16)
λ
In the rest of the proof, we will take ρ = λ1 . Now we want to calculate the
second differential d2 (ρf ). To do this, we use that d(ρf ) = dρf + ρdf . So if we
replace f by ρf in the left side of equation (16), we get
25
5.3 Liouville in Rn 5 LIOUVILLE’S THEOREM
= d d2 ρ(ek , ej )f (ei )
In equation (18), the left hand side and the first part of the right hand side are
symmetric in i, j, k. Therefore, the same thing must happen in the second part
of the right side. Therefore we can conclude that
Furthermore, we know that df (ei ) and df (ej ) are linearly independent, and i,j,k
are distinct but arbitrary indices. So from (19) we can see that
And since df (ei ) and df (ej ) are linearly independent, it must hold that d2 ρ(ek , ej ) =
d2 ρ(ek , ei ) = 0, so d2 ρ(ek , ej ) = 0 for all j 6= k, and that is what was needed to
be proven.
Now we fix a point p ∈ U . Then we can choose the vector fields e1 , e2 , ..., en
in such a way that they form an orthonormal basis in p. Since these ei form an
orthonormal basis, the claim in lemma 5.4 is valid at p for every orthonormal
basis. Because p ∈ U is arbitrary, the equation d2 ρ(ek , ej ) = 0 is valid at every
point of U for every orthonormal basis. Furthermore we know that d2 ρ is a
symmetric bilinear form, and we know that
ej + ek ej − ek 1 2
0 = d2 ρ( √ , √ ) = d ρ(ej , ej ) − d2 ρ(ek , ek )
(20)
2 2 2
The first step in this equation is true since we proved in lemma (5.4) that
d2 ρ(ek , ej ) = 0 for an orthonormal basis. So in particular this must hold for the
e +e e −e
orthonormal basis { j√2 k , j√2 k } of Rn . The second step in (20) is true since
d2 ρ is a symmetric bilinear form.
And thus from (20) we can conclude that d2 ρ(ej , ej ) = d2 ρ(ek , ek ) for all j 6= k.
This yields that for any orthonomal basis ap p we have that d2 ρ(ek , ej ) = σδjk
for some σ. So if we take the canonical basis as orthonormal basis, we have that
∂2ρ
= σδij (21)
∂xi ∂xj
26
5.3 Liouville in Rn 5 LIOUVILLE’S THEOREM
Now we want to take the derivative of both sides of (21). Therefore, we first
take i = j, and we obtain
∂2ρ
=σ
∂xj ∂xj
Now we can differentiate with respect to xi to get for i 6= j
∂σ ∂3ρ
=
∂xi ∂xi ∂xj ∂xj
∂3ρ
=
∂xj ∂xi ∂xj
2
∂ ∂ ρ
=
∂xj ∂xi ∂xj
∂
= (0)
∂xj
=0
2
Since from (21) it follows that ∂x∂i ∂x
ρ
j
∂σ
= 0 if i 6= j we can conclude that ∂x i
= 0,
so σ is constant.
To prove the theorem, we now consider two cases, σ = 0 and σ 6= 0, and we are
going to show that f is a composition of isometries, dilatations or inversions.
First consider the case that σ is a nonzero constant. It is easy to see that (21)
implies
σX 2 X
ρ= xi + σ bi xi + ci (22)
2
If we write (22) in another form we get the following formula for ρ.
1 2
= ρ = a1 |p − p0 | + k1 (23)
λ
With a1 = σ2 , k1 a constant and p0 ∈ Rn . This formula can be seen by com-
pleting the squares. Therefore, first rewrite (22) as
σX 1 X 2
ρ= (xi + bi )2 + (c − σ bi )
2 2
27
5.3 Liouville in Rn 5 LIOUVILLE’S THEOREM
28
5.3 Liouville in Rn 5 LIOUVILLE’S THEOREM
If we fill this in in the integral, we get for the length of the segment
Z s0 Z s0
dp ds
df ds = 2
0 ds 0 a1 |p(s) − p0 | + k1
= |f (p(s0 )) − f (p(0))| (27)
The first part in this integral is the length of the image segment as we already
mentioned. The second part is also clear, since we have shown this in equation
(26). The last step needs some explanation. The image segment is a straight
line, and therefore its length is given by the difference between the end point
and the starting point. This difference is given in the right hand side of equation
(27).
We will prove that k1 = 0 by contradiction. So suppose k1 6= 0. Then
|f (p(s0 )) − f (p(0))| is a transcedental function. This can be seen by computing
Z s0
ds
2
0 a1 |p(s) − p0 | + k1
which will give us a solution with the arccot, so indeed |f (p(s0 )) − f (p(0))| is
not an algebraic function of |p(s0 ) − p0 |. But if we look at equation (25), we can
see that this function is indeed an algebraic function of |p(s0 ) − p0 | since we can
solve (25) for |p(s0 ) − p0 | in an algebraic way. Therefore, there is a contradiction
in the being algebraic of |f (p(s0 )) − f (p(0))| as a function of |p(s0 ) − p0 |. So it
must hold that k1 = 0, which we wanted to prove, and with this the proof for
σ 6= 0 is finished.
Now the case σ = 0 is left. In this situation we can rewrite equation (22) to
1 X
ρ= = ai xi + c1 , (28)
λ
with
P c1 a constant. To make this part of the proof easier, we write A1 (x) =
ai xi with x = (x1 , x2 , ..., xn ). So then we get
1
ρ= = A1 (x) + c1 (29)
λ
This part of the proof works in the same way as the previous part where σ 6= 0.
So if we take f −1 again, and apply this to (29), we get that
29
5.4 Counterexample 5 LIOUVILLE’S THEOREM
that A1 (p(s)) = 0.
If A1 (p(s)) = 0, this means that (28) reduces to
1
ρ= = c1
λ
So λ is a constant. This means that the lengths of the tangent vectors are
multiplied by a constant λ and thus f is an isometry followed by a dilatation.
So the proof is also finished for σ = 0.
So f is a composition of at most one inversion, dilatation and isometry, and
that is what we wanted to prove.
5.4 Counterexample
In this short section, we will give an example of a conformal map which is not
a Möbius transformation, i.e. an example for which Liouville’s theorem doesn’t
hold. We will give this example to show that the criterium of being in Rn with
n ≥ 3 is necessary in the theorem.
In R2 , look at the group of analytic funtions, also called holomorphic functions,
and the anti-holomorphic functions. As we have seen in section 3.7, these func-
tions are conformal. The analytic functions however don’t need to be Möbius
transformations. Actually, most of the analytic functions are no Möbius trans-
formation. For example, take f (z) = sin z. This function is analytic, because
the derivative of f (z) exists everywhere. But f (z) can’t be written in the form
az + b
f (z) =
cz + d
with a, b, c, d constants in C. Therefore, in R2 the analytic functions and anti-
holomorphic functions are not all a composition of Möbius transformations, and
therefore the theorem of Liouville does not hold in R2 .
30
6 DISCUSSION
6 Discussion
In this thesis we have seen several subjects. We started with the inversion ge-
ometry. The inversion geometry we talked about, is only the necessary theory
for the theorem of Liouville. There is much more to talk about. In the chapter
about inversion geometry we have seen the general theory followed by construc-
tion methods, properties and a little part of the cross ratios.
After the inversion geometry we have seen the conformal maps. Also for the
conformal maps it holds that we have only discussed a little part of the theory.
In the chapter about conformal maps we have seen the general theory followed
by six examples which are useful for the rest of the thesis. Some of the theorems
in this example are proved, some are not. These proves are left for the reader.
The next small chapter was about Möbius transformations. Also in this chapter
we have only discussed the information we needed for the theorem of Liouville.
In the chapter about Möbius transformations we first have seen the general
Möbius transformations. We have seen how can be detected if a funtion is a
Möbius transformation and we have discussed some properties about this type
of transformations. After the general Möbius transformations we have seen the
extended Möbius transformations.
The most important chapter in this thesis is the chapter about the theorem of
Liouville, because this was the goal of the thesis: to prove Liouville’s theorem.
First we stated the theorem. Then we distinguished two cases. First we looked
at the case of the theorem in R3 . Before we could prove this, we had to look at
the lemma of Dupin, the lemma of Möbius and a lemma about umbilics. After
we proved these lemmas, we were able to prove the theorem of Liouville in R3 .
The second case was Liouville’s theorem in Rn . We didn’t need lemmas to be
able to prove the theorem. The proof is very technical tough. But we were able
to prove the theorem. We have also given a counterexample of the theorem of
Liouville in R2 . In this way, we have proved that the criterium to be in Rn for
n ≥ 3 is necessary.
We have just given an overview of the necessary theory. Further research can be
done in mainly the conformal mapping theory. There is much more literature
about this subject, for example applications of the conformal maps.
31
7 ACKNOWLEDGEMENTS
7 Acknowledgements
I would like to thank Gert Vegter for the suggestions and support he gave during
the process of making this report. Without him making the report would not
have been possible. Furthermore I am very grateful to Mathijs Wintraecken for
all the help he gave me when I had trouble understanding the theory. Finally,
I would like to thank Boudewijn Hut and Sander Bus for all the help they gave
me with LATEX and the figures and for their advice.
32
REFERENCES REFERENCES
References
[1] David E. Blair, Inversion Theory and Conformal Mapping, AMS, Vol. 9,
2000, chapter 1-6
[2] David A. Brannan, Matthew F. Esplen, Jeremy J. Gray, Geometry, Cam-
bridge University Press, The Open University, 1999, chapter 5
[3] John G. Ratcliffe, Foundations of Hyperbolic Manifolds, Springer-
Verlag, New York, 1994, chapter 4
[4] Manfredo P. do Carmo, Riemannian Geometry, Birkhäuser, Boston, 1992,
chapter 8
[5] Michael Spivak, A Comprehensive Introduction to Differential
Geometry, Vol. 3, Third edition, Publish or Perish inc, Houston, Texas,
1999, chapter 2 and chapter 4
[6] Barrett O’Neill, Elementary Differential Geometry, Revised 2nd Edi-
tion, Elsevier Academic Press, 2006
[7] David Gu, Möbius Transformation, Tsinghua University, Mathematics Sci-
ence Center, June 15, 2010
[8] David X. Gu, Feng Luo, Shing-Tung Yau, Fundamentals of
Computational Conformal Geometry
[9] Suman Ganguli, Conformal Mappings and its Applications, November
20, 2008
[10] C. Carathéodory, The most general transformations of plane
regions which transform circles into circles, Bull. Amer. Math.
Soc. 43 (1937)
[11] [Link] projection
[12] [Link] greenfie/mill courses/math503a/[Link]
[13] [Link] (geometry)
[14] [Link]
33
A CONSTRUCTION OF IMAGES OF POINTS UNDER INVERSION
A.1 p inside C
When p lies in the inside C, we have three ways to construct the inversion point.
We will discuss each of these ways shortly.
1. We begin the construction of I(p) by drawing the line ap, since p and
I(p) should be on the same line. The next step is to construct a line
perpendicular to the line ap through p. These lines intersects C in the
points U and V . To find I(p), draw the tangent lines in U and V to C.
These tangent lines intersect the line ap in the point I(p).
To check if this construction gives us the right point I(p) we have to check
that ap · ap0 = r2 . In figure 3 we can see that 4aU p ∼ 4ap0 U , so
ap aU
= 0
aT ap
2
And thus ap · ap0 = aU = r2 , so this way of construction gives us the
correct inversion point p0 .
34
A CONSTRUCTION OF IMAGES OF POINTS UNDER INVERSION
2. For the second way to construct I(p) we begin by drawing the line ap
again. Then we draw a line perpendicular on ap through a This line
intersects C in the points U and V . The next step is to draw the line U p,
which intersects C in Q. To find I(p), draw the line V Q, which intersects
ap in I(p).
ap aV
= 0
aU ap
35
A CONSTRUCTION OF IMAGES OF POINTS UNDER INVERSION
ap aU
= 0
aU ap
2
And thus ap · ap0 = aU = r2 so the third way of construction also gives us the
correct inversion point p0 .
A.2 p outside C
There are two ways to construct the inversion point I(p) when p lies outside the
circle C. These ways will also be discussed briefly.
1. To begin the construction of I(p), draw the line ap. Then construct the
tangent line from p to C. This line is tangent to C in the point U . The
last step to find I(p) is to draw the line through U perpendicular to ap,
which intersects ap in I(p). This is the opposite way of section A.1 item
1.
36
A CONSTRUCTION OF IMAGES OF POINTS UNDER INVERSION
ap aU
= 0
aU ap
2
And so it follows that ap · ap0 = aU = r2 , and indeed p0 is constructed in
the correct way.
2. The second way to construct I(p) starts again with drawing ap. Take the
middle of the line segment between a and p and call this point Q. Now we
are going to construct another circle D with center Q and radius |p − Q|.
The intersection points of C and D are called U and V . The last step to
find I(p) is to draw the line U V , which intersects ap in I(p).
37
A CONSTRUCTION OF IMAGES OF POINTS UNDER INVERSION
For this way of construction, we need an extra step to get to the congruent
triangles. If we use the theorem of Thales, we can conclude that ∠aU p = 90◦ .
With this knowledge we can get to the congruent triangles. In figure 7 we can
see that 4ap0 U ∼ 4aU p, and thus
ap aU
= 0
aU ap
2
And therefore ap · ap0 = aU = r2 So indeed this last way of construction gives
us the correct point p0 .
38