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Dispersion relations for a finitely subtracted analytic response

Statement

Let n≥1 be an integer, let ω0∈R, and let χ be holomorphic on the upper half-plane and continuous on its closure, of class C1 on its real boundary away from ω0, holomorphic on a neighbourhood of ω0 in C, and satisfying ∣χ(z)∣≤C(1+∣z∣n−1) on Im⁡z≥0 outside a compact set (A complex domain is a nonempty connected open subset of C). Let P(z)=∑j=0n−1χ(j)(ω0)(z−ω0)j/j! be the Taylor polynomial at ω0 and f(z)=[χ(z)−P(z)]/(z−ω0)n, with the removable value at ω0. Assume the boundary restriction of f is class C1 (the local holomorphy supplies this at ω0). Then for real ω,

Re⁡χ(ω)=Re⁡P(ω)+(ω−ω0)nπPV⁡ ⁣∫RIm⁡f(ξ)ξ−ω dξ,

Im⁡χ(ω)=Im⁡P(ω)−(ω−ω0)nπPV⁡ ⁣∫RRe⁡f(ξ)ξ−ω dξ.

At ω=ω0 the formula is read as the stated Taylor value. The unsubtracted n=0 case is also valid with P=0, f=χ, growth O(1/∣z∣), and the factor (ω−ω0)0=1 for all ω; at ω0 use the same principal-value formula rather than a Taylor-value convention. For the separate constitutive polynomial branch assume Countable Choice and Dependent Choice (The Axiom of Countable Choice (ACω), The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain), fix integers d≥1, m≥0, let A0,…,Am∈Rd×d (real scalars when d=1), and let K:[0,∞)→Rd×d satisfy all hypotheses of Dispersion relations for an absolutely continuous integrable causal kernel. On histories E:R→Rd of class Cm with E(j) bounded for 0≤j≤m, the response ∑j=0mAjE(j)+K∗E is causal, and its transfer function in the e−iωt convention is Q(z)+χK(z) with Q(z):=∑j=0mAj(−iz)j. Subtracting the declared polynomial Q leaves the proved entrywise dispersion formulas for χK; this branch does not require holomorphic continuation through a real subtraction point. The Taylor-subtracted formulas above apply to the total response when its additional local-holomorphy, growth and boundary hypotheses are satisfied; Q need not equal its Taylor polynomial P. General passivity and storage remain separate model conditions.

Facts & Assumptions

Given: An integer n≥0, a real ω0, a function χ with the listed holomorphy, continuity, boundary regularity and growth, the polynomial P specified in the Statement (P=0 for n=0), and the divided function f; in the constitutive branch, coefficients A0,…,Am and a matrix kernel K satisfying the hypotheses of Dispersion relations for an absolutely continuous integrable causal kernel.

[F1]

Holomorphy, domains and Taylor expansion. The upper half-plane H={z:Im⁡z>0} is an open subset of C (A complex domain is a nonempty connected open subset of C); if g is holomorphic on an open disc about a, then g(z)=∑j≥0g(j)(a)(z−a)j/j! throughout the largest centred disc contained in its domain (A holomorphic function equals its Taylor series throughout the largest centred disc in its domain).

[F2]

Cauchy theorem and contour limits. A closed rectifiable contour in a star-shaped open subset U⊆C (Star-shaped open subsets of Euclidean space applied to C≅R2) integrates a holomorphic function to 0 (Cauchy's theorem on a star-shaped domain: every closed rectifiable contour integral of a holomorphic function is zero); uniform convergence of continuous integrands on a fixed rectifiable contour passes through the contour integral (A uniformly convergent sequence of continuous integrands on a fixed contour permits passage of the limit through the complex line integral); a continuous function is uniformly continuous on every compact subset (Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous).

[F3]

Integrable causal dispersion. Assume ACω and DC with the meanings of The Axiom of Countable Choice (ACω) and The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain; for a locally absolutely continuous matrix kernel K on [0,∞) with K,K′∈L1 and sK∈L1, the response function χK(z)=∫0∞K(s)eizsds is holomorphic on H, continuous and C1 on the real boundary, satisfies ∣χK(z)∣≤(∣K(0)∣+∥K′∥1)/∣z∣ for z≠0, Im⁡z≥0, and its entries satisfy the principal-value formulas Re⁡χK(ω)=1πPV⁡∫Im⁡χK(ξ)ξ−ωdξ, Im⁡χK(ω)=−1πPV⁡∫Re⁡χK(ξ)ξ−ωdξ (Dispersion relations for an absolutely continuous integrable causal kernel). The first branch of this item uses no choice beyond the ambient conventions of the cited complex-analysis suppliers.

[F4]

Derivatives are local and convolution is causal. The derivative E(j)(t) depends only on the values of E in an arbitrarily small neighbourhood of t (The derivative f′(c)=lim⁡x→cf(x)−f(c)x−c of f:A→R at a point c∈A that is a limit point of A, and differentiability on a set), and (K∗E)(t)=∫0∞K(s)E(t−s)ds depends only on the values of E on (−∞,t].

Proof

technique · direct
1.1givenF1algebra

For n≥1, by [F1] applied in a disc contained in the neighbourhood of ω0 on which χ is holomorphic, χ(z)=P(z)+(z−ω0)ng~(z) for a holomorphic g~ there; hence f has the holomorphic removable continuation g~ at ω0, and elsewhere f=(χ−P)/(z−ω0)n is holomorphic on H because the denominator does not vanish; the two definitions agree on the punctured intersection, so f is holomorphic on H and near ω0, continuous on the closure of H (the removable continuation at ω0 together with the continuity of χ and polynomiality of P), of class C1 on R by hypothesis, and ∣f(z)∣≤C′(1+∣z∣n−1)/∣z−ω0∣n=O(1/∣z∣) uniformly on Im⁡z≥0 outside a compact set.

1.2givenF2algebra

Fix real ω, R>∣ω∣+2 and 0<η<1, and form the closed indented contour Γ consisting of the real segments from ω−R to ω−η and from ω+η to ω+R, the upper semicircle of radius η about ω traversed from ω−η to ω+η, and the large upper semicircle of radius R about ω traversed from ω+R to ω−R. For δ>0 the domain Dδ={z:Im⁡z>−δ/2}∖{ω−iv:v≥0} is open and star-shaped about ω+iA for every A>0, the contour Γ lies in Dδ, and z↦f(z+iδ)/(z−ω) is holomorphic on Dδ because Im⁡(z+iδ)>δ/2>0 and the denominator avoids its slit zero; hence [F2] gives ∫Γf(z+iδ)/(z−ω) dz=0.

1.3givenF4algebra

Constitutive branch: for histories E1,E2 with the stated bounded continuous derivatives through order m that agree on (−∞,t], locality [F4] gives equality of all derivatives through order m at every s<t, because a sufficiently small neighbourhood of s lies in (−∞,t). Their continuity then gives E1(j)(t)=E2(j)(t) by taking s↑t, and the convolutions agree, (K∗E1)(t)=(K∗E2)(t)=∫0∞K(s)Ei(t−s)ds, because t−s≤t for s≥0; hence the response ∑j=0mAjE(j)+K∗E evaluated at t is the same for E1 and E2: the response is causal.

2.1step 1.2F2algebra

On the fixed contour Γ the functions z↦f(z+iδ) converge uniformly to z↦f(z) as δ↓0 by the uniform continuity [F2] of the continuous f on a compact neighbourhood of Γ in the closed half-plane, so [F2] transfers the identity of step 1.2 to ∫Γf(z)/(z−ω)dz=0; the large arc contributes at most πR⋅C/(R(R−∣ω∣))=O(1/R)→0 as R→∞ because ∣f(z)∣≤C/∣z∣ holds for ∣z∣≥1 in the closed half-plane, while the small arc, parametrized by z=ω+ηeiθ with θ decreasing from π to 0, contributes −iπf(ω)+o(1) as η↓0 by continuity of f at ω; the two real segments, whose tails are absolutely integrable since f(ξ)/(ξ−ω)=O(∣ξ∣−2), therefore satisfy PV⁡∫Rf(ξ)/(ξ−ω)dξ=iπf(ω), the principal value existing because the constant term f(ω)/(ξ−ω) cancels under the symmetric truncation and the C1 hypothesis bounds the divided difference.

2.2step 1.3F3algebra

Transfer function: for the monochromatic history E(t)=E0e−iωt with constant E0, one has E(j)(t)=(−iω)jE0e−iωt and (K∗E)(t)=χK(ω)E0e−iωt by the defining formula of [F3] with z=ω; hence the response is (Q(ω)+χK(ω))E0e−iωt with Q(z)=∑j=0mAj(−iz)j, the analytic transfer function is Q(z)+χK(z) on Im⁡z>0, with its real boundary values just computed. The formal evaluation on e−izt gives the same expression because eizs decays on the causal integral, but this complex-frequency history is not claimed to belong to the globally bounded history class.

3.1step 1.1step 2.1algebra

Taking real and imaginary parts of the identity iπf(ω)=PV⁡∫Rf(ξ)/(ξ−ω)dξ gives Re⁡f(ω)=1πPV⁡∫RIm⁡f(ξ)ξ−ωdξ and Im⁡f(ω)=−1πPV⁡∫RRe⁡f(ξ)ξ−ωdξ; multiplying by the real number (ω−ω0)n and adding the complex polynomial P yields the two displayed formulas for Re⁡χ and Im⁡χ, since χ=P+(⋅−ω0)nf on the closed half-plane.

4.1step 3.1step 2.1F1algebra

For n≥1 and ω=ω0 the factor (ω−ω0)n vanishes and P(ω0)=χ(ω0) by Taylor's formula at ω0, so the displayed formulas are read as that Taylor value; the imaginary numerator subtracts the full complex polynomial P, which therefore cannot be omitted. For n=0 one has P=0, f=χ, factor 1, and the growth hypothesis is exactly O(1/∣z∣), so the same contour argument of steps 1.2, 2.1 and 3.1 applies with the principal-value convention at ω0 as well.

5.1step 2.2F3algebra∎

Subtracting the declared polynomial Q from Q+χK leaves χK, whose entrywise principal-value dispersion formulas are exactly those proved in [F3]; this branch therefore requires no holomorphic continuation through a real subtraction point and no growth hypothesis beyond those of [F3]; general passivity and storage remain separate model conditions, and the declared polynomial Q of this branch need not coincide with the Taylor polynomial P of the first branch. This proves both branches of the Statement, the first with no choice beyond the cited complex-analysis suppliers and the second with the declared Countable Choice and Dependent Choice inherited from [F3].

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