View source for Liouville theorems

Liouville's theorem on bounded entire analytic functions: If an [[Entire function|entire function]] <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l0596801.png" /> of the complex variable <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l0596802.png" /> is bounded, that is,

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l0596803.png" /></td> </tr></table>

then <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l0596804.png" /> is a constant. This proposition, which is one of the fundamental results in the theory of analytic functions, was apparently first published in 1844 by A.L. Cauchy

for the case <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l0596805.png" />; J. Liouville presented it in his lectures in 1847, and this is how the name arose.

Liouville's theorem can be generalized in various directions. For example, if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l0596806.png" /> is an entire function in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l0596807.png" /> and

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l0596808.png" /></td> </tr></table>

for some integer <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l0596809.png" />, then <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968010.png" /> is a polynomial in the variables <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968011.png" /> of degree not exceeding <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968012.png" />. Moreover, if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968013.png" /> is a real-valued [[Harmonic function|harmonic function]] in the number space <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968014.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968015.png" />, and

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968016.png" /></td> </tr></table>

<img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968017.png" />, then <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968018.png" /> is a harmonic polynomial in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968019.png" /> of degree not exceeding <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968020.png" /> (see also ).

Liouville's theorem on conformal mapping: Every [[Conformal mapping|conformal mapping]] of a domain in a Euclidean space <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968021.png" /> with <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968022.png" /> can be represented as a finite number of compositions of very simple mappings of four kinds — translation, similarity, orthogonal transformation, and inversion. It was proved by J. Liouville in 1850 (see [[#References|[2]]], Appendix 6).

This Liouville theorem shows the poverty of the class of conformal mappings in space, and from this point of view it is very important in the theory of analytic functions of several complex variables and in the theory of [[Quasi-conformal mapping|quasi-conformal mapping]].

====References====
<table><TR><TD valign="top">[1]</TD> <TD valign="top">  A.L. Cauchy,   ''C.R. Acad. Sci. Paris'' , '''19'''  (1844)  pp. 1377–1384</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top">  G. Monge,   "Application de l'analyse à la géométrie" , Bachelier  (1850)  pp. 609–616</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top">  A.V. Bitsadze,   "Fundamentals of the theory of analytic functions of a complex variable" , Moscow  (1972)  (In Russian)</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top">  V.S. Vladimirov,   "Methods of the theory of functions of several complex variables" , M.I.T.  (1966)  (Translated from Russian)</TD></TR></table>

''E.D. Solomentsev''

Liouville's theorem on approximation of algebraic numbers is a theorem stating that an algebraic irrationality cannot be very well approximated by rational numbers. Namely, if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968023.png" /> is an [[Algebraic number|algebraic number]] of degree <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968024.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968025.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968026.png" /> are any positive integral rational numbers, then

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968027.png" /></td> </tr></table>

where <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968028.png" /> is a positive constant depending only on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968029.png" /> and expressible in explicit form in terms of quantities associated with <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968030.png" />.

By means of this theorem J. Liouville [[#References|[1]]] was the first to construct non-algebraic (transcendental) numbers (cf. [[Transcendental number|Transcendental number]]). Such a number is, for example,

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968031.png" /></td> </tr></table>

which is a series with rapidly-decreasing terms.

For <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968032.png" /> Liouville's theorem gives the best possible result. For <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968033.png" /> the theorem has often been strengthened. In 1909 A. Thue [[#References|[2]]] established that for algebraic numbers <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968034.png" /> of degree <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968035.png" /> and for <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968036.png" />,

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968037.png" /></td> <td valign="top" style="width:5%;text-align:right;">(1)</td></tr></table>

C.L. Siegel [[#References|[3]]] improved Thue's result by showing that (1) is satisfied if

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968038.png" /></td> </tr></table>

where <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968039.png" /> is an integer, in particular, for <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968040.png" />. Later F.J. Dyson [[#References|[4]]] proved that (1) holds when <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968041.png" />. Finally, K.F. Roth [[#References|[5]]] established that (1) holds for any <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968042.png" />. Roth's result is the best of its kind, since any irrational number <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968043.png" />, algebraic or not, has infinitely many rational approximations <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968044.png" /> satisfying the inequality

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968045.png" /></td> <td valign="top" style="width:5%;text-align:right;">(2)</td></tr></table>

All strengthenings of Liouville's theorem mentioned above have one important deficiency — they are non-effective; namely: Their methods of proof do not make it possible to establish how the constant <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968046.png" /> in inequality (1) depends on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968047.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968048.png" />. Effective strengthenings of Liouville's theorem have been obtained (see [[#References|[6]]]–[[#References|[8]]]), but only for values of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968049.png" /> that differ little from <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968050.png" />.

====References====
<table><TR><TD valign="top">[1]</TD> <TD valign="top">  J. Liouville,   "Sur les classes très étendues de quantités dont la valeur n'est ni algébrique, ni même réductible à des irrationelles algébriques"  ''C.R. Acad. Sci. Paris'' , '''18'''  (1844)  pp. 883–885; 910–911</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top">  A. Thue,   "Ueber Annäherungswerte algebraischer Zahlen"  ''J. Reine Angew. Math.'' , '''135'''  (1909)  pp. 284–305</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top">  C.L. Siegel,   "Approximation algebraischer Zahlen"  ''Math. Z.'' , '''10'''  (1921)  pp. 173–213</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top">  F.J. Dyson,   "The approximation to algebraic numbers by rationals"  ''Acta Math.'' , '''79'''  (1947)  pp. 225–240</TD></TR><TR><TD valign="top">[5]</TD> <TD valign="top">  K.F. Roth,   "Rational approximation to algebraic numbers"  ''Mathematika'' , '''2'''  (1955)  pp. 1–20; 168</TD></TR><TR><TD valign="top">[6]</TD> <TD valign="top">  A. Baker,   "Contributions to the theory of Diophantine equations I"  ''Philos. Trans. Roy. Soc. London Ser. A'' , '''263'''  (1968)  pp. 173–191</TD></TR><TR><TD valign="top">[7]</TD> <TD valign="top">  V.G. Sprindzhuk,   "Rational approximations to algebraic numbers"  ''Math. USSR Izv.'' , '''5'''  (1971)  pp. 1003–1019  ''Izv. Akad. Nauk SSSR Ser. Mat.'' , '''35'''  (1971)  pp. 991–1007</TD></TR><TR><TD valign="top">[8]</TD> <TD valign="top">  N.I. Fel'dman,   "An effective refinement of the exponent in Liouville's theorem"  ''Math. USSR Izv.'' , '''5''' :  5  (1971)  pp. 985–1002  ''Izv. Akad. Nauk. SSSR Ser. Mat.'' , '''35''' :  5  (1971)  pp. 973–990</TD></TR></table>

''S.A. Stepanov''

====Comments====
Rational approximations <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968051.png" /> for which (2) holds can be found among the convergents of the [[Continued fraction|continued fraction]] expansion of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968052.png" />.

Liouville's theorem on the conservation of phase volume: The volume <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968053.png" /> of any domain <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968054.png" /> of the <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968055.png" />-dimensional phase space <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968056.png" /> (the space of components of the momenta <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968057.png" /> and coordinates <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968058.png" /> of each of the <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968059.png" /> particles of a classical system with potential forces of interaction) does not change in the course of time,

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968060.png" /></td> </tr></table>

if all points of this domain are shifted in accordance with the equations of classical mechanics. The assertion is a consequence of the fact that the Jacobian of the transformation from the variables <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968061.png" /> (at time <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968062.png" />) to the variables <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968063.png" /> (at time <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968064.png" />) in accordance with the equations of motion (for example, in the form of Hamilton's equations) is equal to one. The quantity <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/l/l059/l059680/l05968065.png" /> is one of the integral invariants of Poincaré, and the theorem is a consequence of their existence. Liouville's theorem is used in statistical mechanics of classical systems (see [[Liouville-equation(2)|Liouville equation]]). It was proposed by J. Liouville in 1851.

''I.A. Kvasnikov''