Harmonic Functions

Throughout this course, a connected open subset of $\mathbb{C}$ is called a domain. Suppose that a function $f(z)=u(x,y)+iv(x,y)$ is analytic in a domain $\mathcal{D}$. Then $f(z)$ satisfies the Cauchy-Riemann equations i.e.
\begin{equation}
\label{eq:c-r}
u_x=v_y,\ u_y=-v_x.
\end{equation}
Differentiating the Cauchy-Riemann equations \eqref{eq:c-r} with respect to $x$, we obtain
\begin{equation}
\label{eq:c-r2}
u_{xx}=v_{yx},\ u_{yx}=-v_{xx}.
\end{equation}
Differentiating the Cauchy-Riemann equations \eqref{eq:c-r} with respect to $y$, we obtain
\begin{equation}
\label{eq:c-r3}
u_{xy}=v_{yy},\ u_{yy}=-v_{xy}.
\end{equation}
By the continuity of the partial derivatives of $u(x,y)$ and $v(x,y)$, we have
\begin{equation}
\label{eq:cont}
u_{xy}=u_{yx},\ v_{xy}=v_{yx}.
\end{equation}
Applying \eqref{eq:cont} to \eqref{eq:c-r2} and \eqref{eq:c-r3}, we obtain the Laplace equations:
$$u_{xx}+u_{yy}=0,\ v_{xx}+v_{yy}=0.$$
That is to say, $u(x,y)$ and $v(x,y)$ are harmonic maps in $\mathcal{D}$.

Example. The function $f(z)=e^{-y}\sin x-ie^{-y}\cos x$ is entire (i.e analytic on the complex plane $\mathbb{C}$), so both $e^{-y}\sin x$ and $-e^{-y}\cos x$ are harmonic. (You can of course check it for yourself!)

If two functions $u(x,y)$, $v(x,y)$ are harmonic in a domain $\mathcal{D}$ and their first-order partial derivatives satisfy the Cauchy-Riemann equations \eqref{eq:c-r} throughout $\mathcal{D}$, $v(x,y)$ is said to be a harmonic conjugate of $u(x,y)$.

Theorem. A function $f(z)=u(x,y)+iv(x,y)$ is analytic in a domain $\mathcal{D}$ if and only if $v(x,y)$ is a harmonic conjugate of $u(x,y)$.

Remark. If $v(x,y)$ is a harmonic conjugate of $u(x,y)$ in some domain, it is not in general true that $u$ is a harmonic conjugate of $v$ there.

Example. Let $u(x,y)=x^2-y^2$ and $v(x,y)=2xy$. Since $f(z)=z^2=(x^2-y^2)+i2xy$ is entire, $v(x,y)$ is a harmonic conjugate of $u(x,y)$. However, $u(x,y)$ cannot be a harmonic conjugate of $v(x,y)$ since $2xy+i(x^2-y^2)$ is not analytic anywhere.

Example. [Finding a harmonic conjugate of a harmonic function] Let $u(x,y)=y^3-3x^2y$ and $v(x,y)$ be a harmonic conjugate of $u(x,y)$. Then it follows from the Cauchy-Riemann equations \eqref{eq:c-r} that $v_y=-6xy$. Integrating this with respect to $y$, we obtain
$$v(x,y)=-3xy^2+\phi(x),$$
where $\phi(x)$ is some unknown function. We determine $\phi(x)$ using $u_y=-v_x$:
$$v_x=-3y^2+\phi'(x).$$
Comparing this with $-u_y=-3y^2+3x^2$, we get $\phi'(x)=3x^2$ and so, $\phi(x)=x^3+C$ where $C$ is a constant. Hence, we find a harmonic conjugate of $u(x,y)$:
$$v(x,y)=-3xy^2+x^3+C,$$
where $C$ is a constant. The corresponding analytic function is
$$f(z)=(y^3-3x^2y)+i(-3xy^2+x^3+C),$$
where $C$ is a constant.

Group Theory 13: Finitely Generated Abelian Groups

The group $\mathbb{Z}\times\mathbb{Z}_2$ is generated by $(1,0)$ and $(0,1)$. In general, the direct product of $n$ cyclic groups, each of which is either $\mathbb{Z}$ or $\mathbb{Z}_m$ is generated by $(1,0,\cdots,0)$, $(0,1,0,\cdots,0)$, $\cdots$, $(0,0,\cdots,0,1)$. Such a direct product may be generated by fewer elements. For example, $\mathbb{Z}_3\times\mathbb{Z}_4\times\mathbb{Z}_{35}$ is generated by the single element $(1,1,1)$ i.e. it is a cyclic group. Conversely, we have the following theorem holds.

Theorem. [Fundamental Theorem of Finitely Generated Abelian Groups] Every finitely generated abelian group $G$ is isomorphic to a direct product of cyclic groups in the form
$$\mathbb{Z}_{p_1^{r_1}}\times\mathbb{Z}_{p_2^{r_2}}\times\cdots\times\mathbb{Z}_{p_n^{r_n}}\times\mathbb{Z}\times\mathbb{Z}\times\cdots\times\mathbb{Z},$$where the $p_i$ are primes, not necessarily distinct and the $r_i$ are positive integers. The direct product is unique except for a possible rearrangement of the factors. The number of factors $\mathbb{Z}$ is called the Betti number of $G$.

Example. Find all abelian groups, up to isomorphism, of order 360.

Solution. $360=2^3\cdot 3^2\cdot 5$, so all abelian groups, up to isomorphism, of order 360 are
\begin{align*}
\mathbb{Z}_2\times\mathbb{Z}_2\times\mathbb{Z}_2\times\mathbb{Z}_3\times\mathbb{Z}_3\times\mathbb{Z}_5,\\
\mathbb{Z}_2\times\mathbb{Z}_4\times\mathbb{Z}_3\times\mathbb{Z}_3\times\mathbb{Z}_5,\\
\mathbb{Z}_2\times\mathbb{Z}_2\times\mathbb{Z}_2\times\mathbb{Z}_9\times\mathbb{Z}_5,\\
\mathbb{Z}_2\times\mathbb{Z}_4\times\mathbb{Z}_9\times\mathbb{Z}_5,\\
\mathbb{Z}_8\times\mathbb{Z}_3\times\mathbb{Z}_3\times\times\mathbb{Z}_5,\\
\mathbb{Z}_8\times\mathbb{Z}_9\times\mathbb{Z}_5.
\end{align*}

Definition. A group $G$ is decomposable if it is isomorphic to a direct product of two proper nontrivial subgroups. Otherwise $G$ is indecomposable.

Theorem. The finite indecomposable abelian groups are exactly the cyclic groups with order a power of a prime.

Proof. If $G$ is a finite indecomposable abelian group, then by Fundamental Theorem of Finitely Generated Abelian Groups, $G$ is isomorphic to a direct product of cyclic groups of prime power order.Since $G$ is indecomposable, the direct product must consist of just one cyclic group of a prime power order. conversely, let $p$ be a prime. Then $\mathbb{Z}_{p^r}$ is indecomposable. If it were isomorphic to $\mathbb{Z}_{p^i}\times\mathbb{Z}_{p^j}$ where $i+j=r$, then every element has an order at most $p^{\max(i,j)}<p^r$.

As noted here, the converse of Lagrange’s theorem need not be true in general, however it is true for abelian groups.

Theorem. If $m$ divides the order of a finite abelian group $G$, then $G$ has a subgroup of order $m$.

Proof. Since $G$ is a finite abelian group,
$$G\cong\mathbb{Z}_{p_1^{r_1}}\times\mathbb{Z}_{p_2^{r_2}}\times\cdots\times\mathbb{Z}_{p_n^{r_n}}.$$Since $p_1^{r_1}p_2^{r_2}\cdots p_n^{r_n}=|G|$, $m$ must be of the form $p_1^{s_1}p_2^{s_2}\cdots p_n^{s_n}$, where $0\leq s_i\leq r_i$. For each $1\leq i\leq n$, $p_i^{r_i-s_i}$ generates a cyclic group of order$$\frac{p_i^{r_i}}{(p_i^{r_i},p_i^{r_i-s_i})}=\frac{p_i^{r_i}}{p_i^{r_i-s_i}}=p_i^{s_i}.$$So, $p_i^{r_i-s_i}$ generates a cyclic subgroup of $\mathbb{Z}_{p_i^{r_i}}$ of order $p_i^{s_i}$. Therefore,$$\langle p_1^{r_1-s_1}\rangle\times\langle p_2^{r_2-s_2}\rangle\times\cdots\times\langle p_n^{r_n-s_n}\rangle$$
is a subgroup of $G$ of order $m=p_1^{s_1}p_2^{s_2}\cdots p_n^{s_n}$.

It follows immediately from the above theorem that:

Corollary. [Sylow’s Theorem for Abelian Groups] Let $G$ be a finite abelian group. If $p$ is a prime number and $p^\alpha||G|$, then $G$ has a subgroup of order $p^\alpha$.

While it is more difficult to prove, the statement in the corollary is indeed true for any finite group $G$ and it is referred to as Sylow’s Theorem.

Theorem. [Sylow’s Theorem] Let $G$ be a finite group. If $p$ is a prime number and $p^\alpha||G|$, then $G$ has a subgroup of order $p^\alpha$.

Theorem. If $m$ is a square free integer i.e. if $m$ is not divisible by the square of any prime, then every abelian group of order $m$ is cyclic.

Proof. Let $G$ be an abelian group of square free order $m$. Then
$$G\cong\mathbb{Z}_{p_1^{r_1}}\times\mathbb{Z}_{p_2^{r_2}}\times\cdots\times\mathbb{Z}_{p_n^{r_n}},$$
where $m=p_1^{r_1}p_2^{r_2}\cdots p_n^{r_n}$. Since $m$ is square free, $r_i=1$, $i=1,\cdots,n$ and the $p_i$ are distinct. Hence, $G$ is isomorphic to $\mathbb{Z}_{p_1p_2\cdots p_n}$ i.e. it is cyclic.

Group Theory 12: Direct Products

Let $G_1,G_2,\cdots,G_n$ be groups. Consider the Cartesian product
$$\prod_{i=1}^nG_i:=G_1\times G_2\times\cdots\times G_n.$$
Define a binary operation $\cdot$ on $\prod_{i=1}^nG_i$ by
$$(a_1,a_2,\cdots,a_n)\cdot(b_1,b_2,\cdots,b_n)=(a_1b_1,a_2b_2,\cdots,a_nb_n)$$
for $(a_1,a_2,\cdots,a_n),(b_1,b_2,\cdots,b_n)\in\prod_{i=1}^nG_i$. Then $\cdot$ is well-defined. Clearly $\cdot$ is associative. $(e_1,e_2,\cdots,e_n)\in\prod_{i=1}^nG_i$ is an identity element. For each $(a_1,a_2,\cdots,a_n)\in\prod_{i=1}^nG_i$, $(a_1,a_2,\cdots,a_n)^{-1}=(a_1^{-1},a_2^{-1},\cdots,a_n^{-1})\in\prod_{i=1}^nG_i$. So, $\left(\prod_{i=1}^nG_i,\cdot\right)$ is a group called the direct product of the $G_i$’s. If the operation on each $G_i$ is commutative, refer to $\prod_{i=1}^nG_i$ as the direct sum of the groups $G_i$. In this case, we often use the notation $\bigoplus_{i=1}^nG_i$ instead of $\prod_{i=1}^nG_i$.

Example. Let $\mathbb{R}\oplus\mathbb{R}$ be the direct sum of $(\mathbb{R},+)$ and itself. Define a map $\varphi:\mathbb{R}\oplus\mathbb{R}\longrightarrow S^1\times S^1$ by
$$\varphi(x,y)=(e^{2\pi ix},e^{2\pi iy})$$
for each $(x,y)\in\mathbb{R}\oplus\mathbb{R}$. Then $\varphi$ is an onto-homomorphism. The kernel of $\varphi$ is
$$\ker\varphi=\mathbb{Z}\oplus\mathbb{Z}.$$
Hence, by the Fundamental Homomorphism Theorem
$$\mathbb{R}\oplus\mathbb{R}/\mathbb{Z}\oplus\mathbb{Z}\cong S^1\times S^1.$$That is, the quotient group $\mathbb{R}\oplus\mathbb{R}/\mathbb{Z}\oplus\mathbb{Z}$ is a torus. $\mathbb{R}\oplus\mathbb{R}/\mathbb{Z}\oplus\mathbb{Z}$ can be viwed as a quotient set $\mathbb{R}\oplus\mathbb{R}/\sim$ where $\sim$ is an equivalence relation on $\mathbb{R}\oplus\mathbb{R}$ defined as follows: For all $(x,y),(z,w)\in\mathbb{R}\oplus\mathbb{R}$,$$(x,y)\sim (z,w)\ \mbox{if}\ (x,y)-(z,w)=(m,n)$$for some $(m,n)\in\mathbb{Z}\times\mathbb{Z}$.

The following theorem is introduced without a proof.

Theorem. Let $(a_1,\cdots,a_n)\in\prod_{i=1}^nG_i$. If for each $i=1,\cdots,n$, $a_i$ is of finite order $r_i$ in $G_i$, then the order of $(a_1,\cdots,a_n)$ in $\prod_{i=1}^nG_i$ is the least common multiple of $r_1,r_2,\cdots,r_n$.

Example. Find the order of $(8,4,10)$ in $\mathbb{Z}_{12}\times\mathbb{Z}_{60}\times\mathbb{Z}_{24}$.

Solution. First we find the orders of 8, 4, 10 in $\mathbb{Z}_{12}$, $\mathbb{Z}_{60}$, and $\mathbb{Z}_{24}$, respectively. For that let us recall a theorem we studied here. The theorem can be restated for an additive group as:

Theorem. Let $G$ be a finite additive group and $a\in G$ with $|a|=n$. Then for any $k\in\mathbb{Z}$,

  1.  $|ka|=\frac{|a|}{(k,|a|)}$.
  2.  $|ka|=n$ if and only if $(k,|a|)=1$.

Since 1 has order $n$ in $\mathbb{Z}_n$, we have the following corollary.

Corollary. The order of $1\leq k\leq n-1$ in $\mathbb{Z}_n$ is $\frac{n}{(k,n)}$.

It follows from this corollary that the order of 8 in $\mathbb{Z}_{12}$ is $\frac{12}{(8,12)}=\frac{12}{4}=3$, the order of 4 in $\mathbb{Z}_{60}$ is $\frac{60}{(4,60)}=\frac{60}{4}=15$, and the order of 10 in $\mathbb{Z}_{24}$ is $\frac{24}{(10,24)}=\frac{24}{2}=12$. The least common multiple of 3, 15, 12 is 60, so the order of $(8,4,10)$ in $\mathbb{Z}_{12}\times\mathbb{Z}_{60}\times\mathbb{Z}_{24}$ is 60.

Example. $\mathbb{Z}_2\times\mathbb{Z}_3=\{(0,0), (0,1), (0,2),(1,0),(1,1),(1,3)\}$ is a cyclic group generated by $(1,1)$. Hence, $\mathbb{Z}_2\times\mathbb{Z}_3\cong\mathbb{Z}_6$.

Example. $\mathbb{Z}_2\times\mathbb{Z}_2$ is not cyclic. $\mathbb{Z}_2\times\mathbb{Z}_2\cong V_4$, Klein four-group.

Theorem. $\mathbb{Z}_m\times\mathbb{Z}_n$ is cyclic and isomorphic to $\mathbb{Z}_{mn}$ if and only if $(m,n)=1$.

Corollary. $\prod_{i=1}^n\mathbb{Z}_{m_i}$ is cyclic and isomorphic to $\mathbb{Z}_{m_1m_2\cdots m_n}$ if and only if the numbers $m_i$ for $i=1,2,\cdots,n$ are such that the greatest common divisor of any two of them is 1.

Corollary. If $n=(p_1)^{n_1}(p_2)^{n_2}\cdots(p_r)^{n_r}$ where $p_1,p_2,\cdots,p_r$ are distinct primes, then
$$\mathbb{Z}_n\cong\mathbb{Z}_{(p_1)^{n_1}}\times\mathbb{Z}_{(p_2)^{n_2}}\times\cdots\times\mathbb{Z}_{(p_r)^{n_r}}.$$

Example. $\mathbb{Z}_8\times\mathbb{Z}_9\cong\mathbb{Z}_{72}$.

Let $\prod_{i=1}^nG_i$ be the direct product of groups $G_1,\cdots,G_n$. For each $i=1,\cdots,n$, let
$$\bar G_i=\{(e_1,e_2,\cdots,e_{i-1},a_i,e_{i+1},\dots,e_n): a_i\in G_i\}\leq\prod_{i=1}^n G_i.$$
Then for each $i=1,\cdots,n$, $\bar G_i\cong G_i$. The direct product $\prod_{i=1}^n\bar G_i$ of the groups $\bar G_1,\cdots,\bar G_n$ is called an internal direct product while $\prod_{i=1}^nG_i$ is called an external direct product. Clearly the external and internal direct products are isomorphic to each other.

Group Theory 11: The Isomorphism Theorems

The following theorem is called the Fundamental Homomorphism Theorem or the First Isomorphism Theorem.

Theorem. Let $G$ and $G’$ be groups, and $\varphi:G\longrightarrow G’$ an epimorphism (onto homomorphism). Then $G/K\cong G’$ where $K=\ker\varphi$.

Proof.

FHTLet $\gamma: G\longrightarrow G/K$ be the canonical homomorphism i.e. for any $a\in G$, $\gamma(a)=Ka$. Define $\psi: G/K\longrightarrow G’$ by
$$\psi(Ka)=\varphi(a)$$for each $a\in G$. Then

  1. $\psi$ is well-defined:\begin{align*}Ka=Kb&\Rightarrow ab^{-1}\in K\\&\Rightarrow\varphi(ab^{-1})=e’\\&\Rightarrow\psi(Ka)=\varphi(a)=\varphi(b)=\psi(Kb).\end{align*}
  2. $\psi$ is a homomorphism:$$\psi(KaKb)=\psi(Kab)=\varphi(ab)=\varphi(a)\varphi(b)=\psi(Ka)\psi(Kb).$$
  3. $\psi$ is one-to-one:\begin{align*}\psi(Ka)=\psi(Kb)&\Rightarrow\varphi(a)=\varphi(b)\\&\Rightarrow\varphi(ab^{-1})=e’\\&\Rightarrow ab^{-1}\in K\\&\Rightarrow Ka=Kb.\end{align*}
  4. $\psi$ is onto: Let $b\in G’$. Then there exists $a\in G$ such that $\varphi(a)=b$ since $\varphi$ is onto. Now, $Ka\in G/K$ and $\psi(Ka)=\varphi(a)=b$.

Example. Let $S^1$ be the unit circle centered at the origin. Then it can be represented in terms of complex numbers as
$$S^1=\{e^{2x\pi i}:x\in[0,1)\}.$$Define a map $\varphi: (\mathbb{R},+)\longrightarrow(S^1,\cdot)$ by $$\varphi(x)=e^{2\pi ix}$$for each $x\in\mathbb{R}$. Then $\varphi$ is an onto homomorphism. The kernel of $\varphi$ is$$\ker\varphi=\mathbb{Z}.$$Hence, by the Fundamental Homomorphism Theorem
$$\mathbb{R}/\mathbb{Z}\cong S^1.$$Note that $\mathbb{R}/\mathbb{Z}$ can be viewed as the quotient set $\mathbb{R}/\sim$ where $\sim$ is an equivalence relation on $\mathbb{R}$ defined as follows: For all $x,y\in\mathbb{R}$,
$$x\sim y\ \mbox{if}\ x-y=n$$for some $n\in\mathbb{Z}$.

Theorem [Correspondence Theorem]. Let $\varphi: G\longrightarrow G’$ be a homomorphism. Let $K=\ker\varphi$, $H’\leq G’$ and $H=\varphi^{-1}(H’)=\{a\in G: \varphi(a)\in H\}$. Then $K\subset H\leq G$ and $H/K\cong H’$. If $H’\triangleleft G’$, then $H\triangleleft G’$.

Proof. Since $e\in K\subset H$, $H\ne\emptyset$. Let $a,b\in H$. Then $\varphi(a),\varphi(b)\in H’$. Since $H’\leq G’$, $\varphi(a)\varphi(b)^{-1}=\varphi(ab^{-1})\in H’$ and so, $ab^{-1}\in H$. Hence, $H\leq G$. Since $e’\in H’$, $K\subset H$. Let $\psi=\varphi|_H$. Then $\psi$ is a homomorphism from $H$ onto $H’$ and $\ker\psi=\ker\varphi=K$. Therefore, by the Fundamental Homomorphism Theorem $H/K\cong H’$.

Suppose that $H’\triangleleft G’$. Let $a\in G$ and $h\in H$. Then $\varphi(a)\in G’$ and $\varphi(h)\in H’$. Since $H’\triangleleft G’$, $\varphi(a)\varphi(h)\varphi(a)^{-1}=\varphi(aha^{-1})\in H’$ which implies that $aha^{-1}\in H$. Hence, $H\triangleleft G$.

Theorem [The Second Isomorphism Theorem]. Let $H\leq G$ and $N\triangleleft G$. Then $HN\leq G$, $H\cap N\triangleleft H$ and
$$H/H\cap N\cong HN/N.$$

Proof. Let $a,b\in HN$. Then $a=h_1n_1$ and $b=h_2n_2$ for some $h_1,h_2\in H$ and $n_1,n_2\in N$. Then
\begin{align*}
ab^{-1}&=h_1n_1(h_2n_2)^{-1}\\
&=h_1n_1(n_2^{-1}h_2^{-1})\\
&=h_1h_2^{-1}(h_2(n_1n_2^{-1})h_2^{-1})\in HN.
\end{align*}
So, $HN\leq G$. Clearly $H\cap N\triangleleft H$. Also clearly $N\leq HN$. Let $n_1\in N$. Then $\forall hn\in HN$,
$$(hn)n_1(hn)^{-1}=h(nn_1n^{-1})h^{-1}\in N.$$This means that $N\triangleleft HN$. Define $\varphi:H\longrightarrow HN/N$ by
$$\varphi(h)=Nh$$for each $h\in H$. Then $\varphi$ is clearly well-defined, a homomorphism. Let $Nhn\in HN/N$. Then $Nhn=hnN=hN=Nh$ and $\varphi(h)=Nh=Nhn$. So, $\varphi$ is onto.
\begin{align*}
h\in \ker\varphi&\Leftrightarrow \varphi(h)=Nh=N\\
&\Leftrightarrow h\in N\\
&\Leftrightarrow h\in H\cap N.
\end{align*}
So, $\ker\varphi=H\cap N$. Therefore, by the Fundamental Homomorphism Theorem
$$H/H\cap N\cong HN/N.$$

Theorem [The Third Isomorphism Theorem]. Let $\varphi: G\longrightarrow G’$ be an epimorphism. Let $K=\ker\varphi$, $N’\triangleleft G’$, and $N=\varphi^{-1}(N’)=\{a\in G: \varphi(a)\in N’\}$. Then
$$G/N\cong G’/N,$$or equivalently
$$G/N\cong(G/K)/(N/K).$$

Proof. Define $\psi: G\longrightarrow G’/N’$ by
$$\psi(a)=N’\varphi(a)$$for each $a\in G$. Then

  1. $\psi$ is well-defined:\begin{align*}a=b\in G &\Rightarrow\varphi(a)=\varphi(b)\\&\Rightarrow \psi(a)=N’\varphi(a)=N’\varphi(b)=\psi(b).\end{align*}
  2. $\psi$ is a homomorphism:\begin{align*}\psi(ab)&=N’\varphi(ab)\\&=N’\varphi(a)\varphi(b)\\&=N’\varphi(a)N’\varphi(b)\\&=\psi(a)\psi(b).\end{align*}
  3. $\psi$ is onto: Let $N’c\in G’/N’$. Then $c\in G’$. Since $\varphi$ is onto, there exists $a\in G$ such that $\varphi(a)=c$. $N’c=N’\varphi(a)=\psi(a)$.
  4. $\ker\psi=N$:\begin{align*}a\in\ker\psi&\Leftrightarrow N’\varphi(a)=N’\\&\Leftrightarrow\varphi(a)\in N’\\&\Leftrightarrow a\in N.\end{align*}

Therefore, by the Fundamental Homomorphism Theorem we obtain
$$G/N\cong G’/N’.$$Since $\varphi:G\longrightarrow G’$ is an epimorphism, by the Fundamental Homomorphism Theorem, $G’\cong G/K$. Since $N=\varphi^{-1}(N’)$, by the Correspondence Theorem, $N’\cong N/K$. Hence, $G’/N’\cong(G/K)/(N/K)$ i.e. $G/N\cong(G/K)/(N/K)$.

Linear Functionals

Definition. Let $X$ be a vector space. A linear functional is a linear map $f:\mathcal{D}(f)\subset X\longrightarrow\mathbb{R}$ (or $f:\mathcal{D}(f)\subset X\longrightarrow\mathbb{C}$).

Definition. A linear functional $f:\mathcal{D}(f)\longrightarrow\mathbb{R}$ is said to be bounded if there exists a number $c$ such that $|f(x)|\leq c||x||$ for all $x\in\mathcal{D}(f)$. Just as in linear operators case $||f||$ is defined by
\begin{align*}
||f||&=\sup_{\begin{array}{c}x\in\mathcal{D}(f)\\x\ne O\end{array}}\frac{|f(x)|}{||x||}\\
&=\sup_{\begin{array}{c}x\in\mathcal{D}(f)\\||x||=1\end{array}}|f(x)|.
\end{align*}
Also we have the inequality holds
$$|f(x)|\leq ||f||||x||$$
for all $x\in\mathcal{D}(f)$.

Just as in linear operators case, we have the following theorem holds.

Theorem. A linear functional $f$ with domain $\mathcal{D}(f)$ in a normed space is continuous if and only if $f$ is bounded.

Example. Let $a=(\alpha_j)\in\mathbb{R}^3$. Define $f:\mathbb{R}^3\longrightarrow\mathbb{R}$ by
$$f(x)=x\cdot a=\xi_1\alpha_1+\xi_2\alpha_2+\xi_3\alpha_3$$ for each $x=(\xi_j)\in\mathbb{R}^3$. Then $f$ is a linear functional. By Cauchy-Schwarz inequality, we obtain
$$|f(x)|=|x\cdot a|\leq ||x||||a||$$
which implies $||f||\leq ||a||$. On the other hand, for $x=a$
$$||a||=\frac{||a||^2}{||a||}=\frac{|f(a)|}{||a||}\leq ||f||.$$
Hence, we have $||f||=||a||$.

Example. Define $f:\mathcal{C}[a,b]\longrightarrow\mathbb{R}$ by
$$f(x)=\int_a^b x(t)dt$$
for each $x(t)\in\mathcal{C}[a,b]$. Then $f$ is a linear functional.
\begin{align*}
|f(x)|&\leq\left|\int_a^b x(t)dt\right|\\
&\leq(b-a)\max|x(t)|\\
&=(b-a)||x||.
\end{align*}
So, $||f||\leq b-a$. Let $x=x_0=1$. Then
\begin{align*}
b-a&=\int_a^b dt\\
&=\frac{|f(x_0)|}{||x_0||}\\
&\leq ||f||.
\end{align*}
Hence, we have $||f||=b-a$.

Let $X^\ast$ be the set of all linear functionals. Then $X\ast$ can be made into a vector space. For any $f,g\in X^\ast$ and scalar $\alpha$, define addition $f+g$ and scalar multiplication $\alpha f$ as follows: For each $x\in X$,
\begin{align*}
(f+g)(x)&=f(x)+g(x),\\
(\alpha f)(x)&=\alpha f(x).
\end{align*}
$X^\ast$ is called the dual space of $X$. One may also consider $X^{\ast\ast}=(X^\ast)^\ast$, the dual space of $X^\ast$. Fix $x\in X$. Define a map $g_x: X^\ast\longrightarrow\mathbb{R}$ by
$$g_x(f)=f(x)$$
for each $f\in X^\ast$. For any $f_1,f_2\in X^\ast$,
\begin{align*}
f_1=f_2&\Longrightarrow f_1(x)=f_2(x)\\
&\Longrightarrow g_x(f_1)=g_x(f_2).
\end{align*}
so, $g_x$ is well-defined. Furthermore, $g_x$ is linear. To show this, for any $f_1,f_2\in X^\ast$ and scalars $\alpha,\beta$,
\begin{align*}
g_x(\alpha f_1+\beta f_2)&=(\alpha f_1+\beta f_2)(x)\\
&=\alpha f_1(x)+\beta f_2(x)\\
&=\alpha g_x(f_1)+\beta g_x(f_2).
\end{align*}
Define a map $C: X\longrightarrow X^{\ast\ast}$ by
$$Cx=g_x$$
for each $x\in X$. Then $C$ is a linear map. First let $x=y\in X$. Then for any $f\in X^\ast$, $g_x(f)=f(x)=f(y)=g_y(f)$, so $C(x)=g_x=g_y=C(y)$. Hence, $C$ is well-defined. To show that $C$ is linear, let $x,y\in X$ and $\alpha,\beta$ scalars. For any $f\in X^\ast$,
\begin{align*}
g_{\alpha x+\beta y}(f)&=f(\alpha x+\beta y)\\
&=\alpha f(x)+\beta f(y)\ (f\ \mbox{is linear})\\
&=\alpha g_x(f)+\beta g_y(f)\\
&=(\alpha g_x+\beta g_y)(f).
\end{align*}
Thus,
$$C(\alpha x+\beta y)=g_{\alpha x+\beta y}=\alpha g_x+\beta g_y=\alpha Cx+\beta Cy.$$
If $X$ is an inner product space or $X$ is a finite dimensional vector space, $C$ becomes oen-to-one. Let us assume that $X$ is equipped with an inner product $\langle\ ,\ \rangle$. Then for any fixed $a\in X$, the map $f_a: X\longrightarrow\mathbb{R}$ defined by
$$f_a(x)=\langle a,x\rangle\ \mbox{for each}\ x\in X$$
is a linear functional. Let $Cx=Cy$. Then $g_{x-y}=0$ and so $g_{x-y}(f_{x-y})=||x-y||^2=0$, hence $x=y$. Therefore, $C$ is one-to-one. We will discussed the case when $X$ is finite dimensional in the next lecture. If $C$ is one-to-one, $X$ is embedded into $X^{\ast\ast}$. We call $C:X\hookrightarrow X^{\ast\ast}$ the canonical embedding. (Here, the notation $\hookrightarrow$ means an embedding or a monomorphism.) If in addition $C$ is onto i.e. $X\stackrel{C}{\cong}X^{\ast\ast}$, then $X$ is said to be algebraically reflexive. If $X$ is finite dimensional, then $X$ is algebraically reflexive. This will be discussed in the next lecture as well.