Bubbles Bad; Ripples Good

… Data aequatione quotcunque fluentes quantitates involvente fluxiones invenire et vice versa …

Category: Life of a mathematician

Continuity of the infimum

Just realised (two seeks ago, but only gotten around to finish this blog posting now) that an argument used to prove a proposition in a project I am working on is wrong. After reducing the problem to its core I found that it is something quite elementary. So today’s post would be of a different flavour from the ones of recent past.

Question Let X,Y be topological spaces. Let f:X\times Y\to\mathbb{R} be a bounded, continuous function. Is the function g(x) = \inf_{y\in Y}f(x,y) continuous?

Intuitively, one may be tempted to say “yes”. Indeed, there are plenty of examples where the answer is in the positive. The simplest one is when we can replace the infimum with the minimum:

Example Let the space Y be a finite set with the discrete topology. Then g(x) = \min_{y\in Y} f(x,y) is continuous.
Proof left as exercise.

But in fact, the answer to the question is “No”. Here’s a counterexample:

Example Let X = Y = \mathbb{R} with the standard topology. Define

\displaystyle f(x,y) = \begin{cases} 1 & x > 0 \\ 0 & x < -e^{y} \\ 1 + x e^{-y} & x\in [-e^{y},0]  \end{cases}

which is clearly continuous. But the infimum function g(x) is roughly the Heaviside function: g(x) = 1 if x \geq 0, and g(x) = 0 if x < 0.

So what is it about the first example that makes the argument work? What is the different between the minimum and the infimum? A naive guess maybe that in the finite case, we are taking a minimum, and therefore the infimum is attained. This guess is not unreasonable: there are a lot of arguments in analysis where when the infimum can be assumed to be attained, the problem becomes a lot easier (when we are then allowed to deal with a minimizer instead of a minimizing sequence). But sadly that is not (entirely) the case here: for every x_0, we can certainly find a y_0 such that f(x_0,y_0) = g(x_0). So attaining the infimum point-wise is not enough.

What we need, here, is compactness. In fact, we have the following

Theorem If X,Y are topological spaces and Y is compact. Then for any continuous f:X\times Y\to\mathbb{R}, the function g(x) := \inf_{y\in Y} f(x,y) is well-defined and continuous.

Proof usually proceeds in three parts. That g(x) > -\infty follows from the fact that for any fixed x\in X, f(x,\cdot):Y\to\mathbb{R} is a continuous function defined on a compact space, and hence is bounded (in fact the infimum is attained). Then using that the sets (-\infty,a) and (b,\infty) form a subbase for the topology of \mathbb{R}, it suffices to check that g^{-1}((-\infty,a)) and g^{-1}((b,\infty)) are open.

Let \pi_X be the canonical projection \pi_X:X\times Y\to X, which we recall is continuous and open. It is easy to see that g^{-1}((-\infty,a)) = \pi_X \circ f^{-1}((-\infty,a)). So continuity of f implies that this set is open. (Note that this part does not depend on compactness of Y. In fact, a minor modification of this proof shows that for any family of upper semicontinuous functions \{f_c\}_C, the pointwise infimum \inf_{c\in C} f_c is also upper semicontinuous, a fact that is very useful in convex analysis. And indeed, the counterexample function given above is upper semicontinuous.)

It is in this last part, showing that g^{-1}((b,\infty)) is open, that compactness is crucially used. Observe that g(x) > b \implies f(x,y) > b~ \forall y. In other words g(x) > b \implies \forall y, (x,y) \in f^{-1}((b,\infty)) an open set. This in particular implies that \forall x\in g^{-1}((b,\infty)) \forall y\in Y there exists a “box” neighborhood U_{(x,y)}\times V_{(x,y)} contained in f^{-1}((b,\infty)). Now using compactness of Y, a finite subset \{(x,y_i)\} of all these boxes cover \{x\}\times Y. And in particular we have

\displaystyle \{x\}\times Y \subset \left(\cap_{i = 1}^k U_{(x,y_i)}\right)\times Y \subset f^{-1}((b,\infty))

and hence g^{-1}((b,\infty)) = \cup_{x\in g^{-1}((b,\infty))} \cap_{i = 1}^{k(x)} U_{x,y_i} is open. Q.E.D.

One question we may ask is how sharp is the requirement that Y is compact. As with most things in topology, counterexamples abound.

Example Let Y be any uncountably infinite set equipped with the co-countable topology. That is, the collection of open subsets are precisely the empty set and all subsets whose complement is countable. The two interesting properties of this topology are (a) Y is not compact and (b) Y is hyperconnected. (a) is easy to see: let C be some countably infinite subset of Y. For each c\in C let U_c = \{c\}\cup (Y\setminus C). This forms an open cover with not finite sub-cover. Hyperconnected spaces are, roughly speaking, spaces in which all open nonempty sets are “large”, in the sense that they mutually overlap a lot. In particular, a continuous map from a hyperconnected space to a Hausdorff space must be constant. In our case we can see this directly: suppose h:Y\to \mathbb{R} is a continuous map. Fix y_1,y_2\in Y. Let N_{1,2}\subset \mathbb{R} be open neighborhoods of f(y_{1,2}). Since h is continuous, h^{-1}(N_1)\cap h^{-1}(N_2) is open and non-empty (by the co-countable assumption). Therefore N_1\cap N_2\neq \emptyset for any pairs of neighborhoods. Since \mathbb{R} is Hausdorff, this forces h to be the constant map. This implies that for any topological space X, a continuous function f:X\times Y\to\mathbb{R} is constant along Y, and hence for any y_0\in Y, we have \inf_{y\in Y} f(x,y) =: g(x) = f(x,y_0) is continuous.

One can try to introduce various regularity/separation assumptions on the spaces X,Y to see at what level compactness becomes a crucial requirement. As an analyst, however, I really only care about topological manifolds. In which case the second counterexample up top can be readily used. We can slightly weaken the assumptions and still prove the following partial converse in essentially the same way.

Theorem Let X be Tychonoff, connected, and first countable, such that X contains a non-trivial open subset whose closure is not the entire space; and let Y be paracompact, Lindelof. Then if Y is noncompact, there exists a continuous function f:X\times Y\to\mathbb{R} such that \inf_{y\in Y}f:X\to \mathbb{R} is not continuous.

Remark Connected (nontrivial) topological manifolds automatically satisfy the conditions on X and Y except for non-compactness. The conditions given are not necessary for the theorem to hold; but they more or less capture the topological properties used in the construction of the second counterexample above.

Remark If X is such that every open set’s closure is the entire space, we must have that it is hyperconnected (let C\subset X be a closed set. Suppose D\subset X is another closed set such that C\cup D = X. Then C\subset D^c and vice versa, but D^c is open, so C = X. Hence X cannot be written as the union of two proper closed subsets). And if it is Tychonoff, then X is either the empty-set or the one-point set.

Lemma For a paracompact Lindelof space that is noncompact, there exists a countably infinite open cover \{U_k\} and a sequence of points y_k \in U_k such that \{y_k\}\cap U_j = \emptyset if j\neq k.

Proof: By noncompactness, there exists an open cover that is infinite. By Lindelof, this open cover can be assumed to be countable, which we enumerate by \{V_k\} and assume WLOG that \forall k, V_k \setminus \cup_{j =1}^{k-1} V_j \neq \emptyset. Define \{U_k\} and \{y_k\} inductively by: U_k = V_k \setminus \cup_{j = 1}^{k-1} \{ y_j\} and choose y_k \in U_k \setminus \cup_{j=1}^{k-1}U_j.

Proof of theorem: We first construct a sequence of continuous functions on X. Let G\subset X be a non-empty open set such that its closure-complement H = (\bar{G})^c is a non-empty open set (G exists by assumption). By connectedness \bar{G}\cap \bar{H} \neq \emptyset, so we can pick x_0 in the intersection. Let \{x_j\}\subset H be a sequence of points converging to x_0, which exists by first countability. Using Tychonoff, we can get a sequence of continuous functions f_jon X such that f_j|_{\bar{G}} = 0 and f_j(x_j) = -1.

On Y, choose an open cover \{U_k\} and points \{y_k\} per the previous Lemma. By paracompactness we have a partition of unity \{\psi_k\} subordinate to U_k, and by the conclusion of the Lemma we have that \psi_k(y_k) = 1. Now we define the function

\displaystyle f(x,y) = \sum_{k} f_k(x)\psi_k(y)

which is continuous, and such that f|_{\bar{G}\times Y} = 0. But by construction \inf_{y\in Y}f(x,y) \leq f(x_k,y_k) = f_k(x_k) = -1, which combined with the fact that x_k \to x_0 \in \bar{G} shows the desired result. q.e.d.

Trip to Oxford; a little lattice problem

Yesterday I gave the relativity seminar at Oxford (the last one to be organized by Piotr Chrusciel, who will be moving to Vienna soon). And I committed one of the cardinal sins of talks: I “put away” information too quickly.

I fully intend to blame it on the technology.

Usually I don’t have this problem with board talks. In the case I have a set number of fixed blackboards, I will go from board 1 to board 2 to board 3 and then back to board 1. Sometimes using board 4 to keep a running tab of important details. In the case I have the sliding blackboards (the kind that has two/three layers of boards and you can slide a completed board up and write on the one underneath), I usually do top layer of board 1 to bottom layer to top layer of board 2 then bottom layer. After filling up all boards I will erase what I don’t need and recycle those boards. Oxford has a rather different system then what I am used to. Firstly, they use whiteboards. While it is more comfortable to hold a marker than a piece of chalk, my handwriting is actually slower and more legible with chalk on blackboard. But most importantly, they have an interesting design of whiteboards. The writing surface is essentially a belt. Imagine three whiteboards looped together so that the bottom of board 1 is connected to top of board 2, bottom of board 2 to top of board 3, and bottom of board 3 to top of board 1. Now mount this belt on a frame that is 1 and a half boards tall. So you can scroll up and down. Now put three of these monsters side by side. Read the rest of this entry »

Organizing references

Sort of on the opposite end of what I wrote about last week (on managing edits of my own papers), I recently came across a good way of managing citations and references.

Previously I’ve been compiling BibTex files by hand: I have a complicated scheme set-up with a central bib directory. Inside it is a master.bib file and a bunch of subdirectories. The subdirectories are categories: general relativity, PDE, differential geometry, etc. In each category are several smaller bibfiles. Each bibfile represent a subcategory, and the bibtex key I used are always of the form “[category]-[subcategory]-[authors’ initial]-[year]”. By keeping separate bibfiles for separate subcategories, editing is easier. And I have a script that recompiles all the bib entries from the subcategory files and dump them into the master.bib file. Furthermore, the script also compiles the key-author-title information and dump them into a dictionary file, which I can then import in Vim to get quick citations. (I’m actually quite proud of this abuse of the vim dictionary that I am using.)

I’ve heard many good things about Zotero and Mendeley, and I have seen Zotero in action. While I really like its direct integration to firefox which allows it to very simply import citations from the web, I am not so thrilled about using a cloud service for managing my citations.

By way of Slashdot, I learned about Jabref. It is Java based and automatically platform agnostic (so I can use it both on my primary Linux computers and also on my Windows computer if I have to). I like its ability to group/tag articles making them easier to find, and its BibTex based backend (making exports simpler). Furthermore, one can link entries with stored PDF files. And with the database stored locally, syncing the bib file and the “link” is as simple as copying the entire directory.

Gradually I plan to migrate not just papers that I cite, but also papers that I read to the database. It provides a good, searchable interface for papers in general. Right now finding a paper on my harddrive involves invoking the unix command “find” and requires remembering either the lastname of one of the authors, or some keyword in the title in proper abbreviation. This contributed in part to my having two or three copies of the same papers on my harddrive. Jabref will certainly help.

I also like the fact that it has a Review field in the bib entry, so you can jot down some thoughts you (or other people) have about the paper.

Healthy skepticism

Besicovitch once said that “A mathematician’s reputation rests on the number of bad proofs he has given.” Of course, originating from someone educated in the Russian school, the word “bad” in the quote should probably be taken to mean “inelegant”. However, lack of beauty is certainly not the only possible deficiency in the quality of a published result. Cases abound where a proof is bad not in the aesthetics, but in something more fundamental. Read the rest of this entry »