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Extremal length
Encyclopedia
In the mathematical
theory of conformal and quasiconformal mapping
s, the extremal length of a collection of curve
s
is a conformal invariant of
. More specifically, suppose that
is an open set in the complex plane
and
is a collection
of paths in
and
is a conformal mapping. Then the extremal length of
is equal to the extremal length of the image of
under
. For this reason, the extremal length is a useful tool in the study of conformal mappings. Extremal length can also be useful in dimensions greater than two,
but the following deals primarily with the two dimensional setting.
Let
be an open set in the complex plane. Suppose that
is a
collection of rectifiable curves in
. If 
is Borel-measurable
, then for any rectifiable curve
we let

denote the
-length of
, where
denotes the
Euclidean
element of length. (It is possible that
.)
What does this really mean?
If
is parameterized in some interval
,
then
is the integral of the Borel-measurable function
with respect to the Borel measure on 
for which the measure of every subinterval
is the length of the
restriction of
to
. In other words, it is the
Lebesgue-Stieltjes integral
, where
is the length of the restriction of 
to
.
Also set

The area of
is defined as
and the extremal length of
is

where the supremum is over all Borel-measureable
with
. If
contains some non-rectifiable curves and
denotes the set of rectifiable curves in
, then
is defined to be
.
The term modulus of
refers to
.
The extremal distance in
between two sets in
is the extremal length of the collection of curves in
with one endpoint in one set and the other endpoint in the other set.
, and let
be the rectangle
. Let
be the set of all finite
length curves
that cross the rectangle left to right,
in the sense that
is on the left edge
of the rectangle, and
is on the right edge
.
(The limits necessarily exist, because we are assuming that
has finite length.) We will now prove that in this case
First, we may take
on
. This 
gives
and
. The definition
of
as a supremum then gives
.
The opposite inequality is not quite so easy. Consider an arbitrary
Borel-measurable
such that
.
For
, let 
(where we are identifying
with the complex plane).
Then
, and hence
.
The latter inequality may be written as
Integrating this inequality over
implies
.
Now a change of variable
and an application of the Cauchy-Schwarz inequality give
. This gives
.
Therefore,
, as required.
As the proof shows, the extremal length of
is the same as the extremal
length of the much smaller collection of curves
.
It should be pointed out that the extremal length of the family of curves
that connect the bottom edge of
to the top edge of
satisfies
, by the same argument. Therefore,
.
It is natural to refer to this as a duality property of extremal length, and a similar duality property
occurs in the context of the next subsection. Observe that obtaining a lower bound on
is generally easier than obtaining an upper bound, since the lower bound involves
choosing a reasonably good
and estimating
,
while the upper bound involves proving a statement about all possible
. For this reason,
duality is often useful when it can be established: when we know that
,
a lower bound on
translates to an upper bound on
.
and
be two radii satisfying
. Let
be the
annulus
and let
and
be the two boundary components
of
: 
and
. Consider the extremal distance
in
between
and
;
which is the extremal length of the collection
of
curves
connecting 
and
.
To obtain an lower bound on
,
we take
. Then for 
oriented from
to 

On the other hand,
We conclude that
We now see that this inequality is really an equality by employing an argument similar to the one given above for the rectangle. Consider an arbitrary Borel-measurable
such that
. For
let
denote the curve
. Then
We integrate over
and apply the Cauchy-Schwarz inequality, to obtain:
Squaring gives
This implies the upper bound
.
When combined with the lower bound, this yields the exact value of the extremal length:
and
be as above, but now let
be the collection of all curves that wind once around the annulus, separating
from
. Using the above methods, it is not hard to show that
This illustrates another instance of extremal length duality.
which maximized the
ratio
and gave the extremal length corresponded to a flat metric. In other words, when the Euclidean
Riemannian metric of the corresponding planar domain is scaled by
, the resulting metric is flat. In the case of the rectangle, this was just the original metric, but for the annulus, the extremal metric identified is the metric of a cylinder
. We now discuss an example where an extremal metric is not flat. The projective plane with the spherical metric is obtained by identifying antipodal point
s on the unit sphere in
with its Riemannian spherical metric. In other words, this is the quotient of the sphere by the map
. Let
denote the set of closed curves in this projective plane that are not null-homotopic. (Each curve in
is obtained by projecting a curve on the sphere from a point to its antipode.) Then the spherical metric is extremal for this curve family. (The definition of extremal length readily extends to Riemannian surfaces.) Thus, the extremal length is
.
is any collection of paths all of which have positive diameter and containing a point
, then
. This follows, for example, by taking
which satisfies
and
for every rectifiable
.
, then
.
Moreover, the same conclusion holds if every curve
contains a curve
as a subcurve (that is,
is the restriction of
to a subinterval of its domain). Another sometimes useful inequality is
This is clear if
or if
, in which case the right hand side is interpreted as
. So suppose that this is not the case and with no loss of generality assume that the curves in
are all rectifiable. Let
satisfy
for
. Set
. Then
and
, which proves the inequality.
be a conformal
homeomorphism
(a bijective holomorphic map) between planar domains. Suppose that
is a collection of curves in
,
and let
denote the
image curves under
. Then
.
This conformal invariance statement is the primary reason why the concept of
extremal length is useful.
Here is a proof of conformal invariance. Let
denote the set of curves
such that
is rectifiable, and let
, which is the set of rectifiable
curves in
. Suppose that
is Borel-measurable. Define
A change of variables
gives
Now suppose that
is rectifiable, and set
. Formally, we may use a change of variables again:
To justify this formal calculation, suppose that
is defined in some interval
, let
denote the length of the restriction of
to
,
and let
be similarly defined with
in place of
. Then it is easy to see that
, and this implies
, as required. The above equalities give,
If we knew that each curve in
and
was rectifiable, this would
prove
since we may also apply the above with
replaced by its inverse
and
interchanged with
. It remains to handle the non-rectifiable curves.
Now let
denote the set of rectifiable curves
such that
is
non-rectifiable. We claim that
.
Indeed, take
, where
.
Then a change of variable as above gives
For
and
such that 
is contained in
, we have
.
On the other hand, suppose that
is such that
is unbounded.
Set
. Then
is at least the length of the curve 
(from an interval in
to
). Since
,
it follows that
.
Thus, indeed,
.
Using the results of the previous section, we have
.
We have already seen that
. Thus,
.
The reverse inequality holds by symmetry, and conformal invariance is therefore established.
By the calculation of the extremal distance in an annulus and the conformal
invariance it follows that the annulus
(where
)
is not conformally homeomorphic to the annulus
if
.
is some graph
and
is a collection of paths in
. There are two variants of extremal length in this setting. To define the edge extremal length, originally introduced by R. J. Duffin, consider a function
. The
-length of a path is defined as the sum of
over all edges in the path, counted with multiplicity. The "area"
is defined as
. The extremal length of
is then defined as before. If
is interpreted as a resistor network, where each edge has unit resistance, then the effective resistance between two sets of veritces is precisely the edge extremal length of the collection of paths with one endpoint in one set and the other endpoint in the other set. Thus, discrete extremal length is useful for estimates in discrete potential theory
.
Another notion of discrete extremal length that is appropriate in other contexts is vertex extremal length, where
, the area is
, and the length of a path is the sum of
over the vertices visited by the path, with multiplicity.
Mathematics
Mathematics is the study of quantity, space, structure, and change. Mathematicians seek out patterns and formulate new conjectures. Mathematicians resolve the truth or falsity of conjectures by mathematical proofs, which are arguments sufficient to convince other mathematicians of their validity...
theory of conformal and quasiconformal mapping
Quasiconformal mapping
In mathematical complex analysis, a quasiconformal mapping, introduced by and named by , is a homeomorphism between plane domains which to first order takes small circles to small ellipses of bounded eccentricity....
s, the extremal length of a collection of curve
Curve
In mathematics, a curve is, generally speaking, an object similar to a line but which is not required to be straight...
s



Complex plane
In mathematics, the complex plane or z-plane is a geometric representation of the complex numbers established by the real axis and the orthogonal imaginary axis...
and

of paths in





but the following deals primarily with the two dimensional setting.
Definition of extremal length
To define extremal length, we need to first introduce several related quantities.Let


collection of rectifiable curves in


is Borel-measurable
Borel algebra
In mathematics, a Borel set is any set in a topological space that can be formed from open sets through the operations of countable union, countable intersection, and relative complement...
, then for any rectifiable curve


denote the



Euclidean
Euclidean distance
In mathematics, the Euclidean distance or Euclidean metric is the "ordinary" distance between two points that one would measure with a ruler, and is given by the Pythagorean formula. By using this formula as distance, Euclidean space becomes a metric space...
element of length. (It is possible that

What does this really mean?
If


then



for which the measure of every subinterval

restriction of


Lebesgue-Stieltjes integral
Lebesgue-Stieltjes integration
In measure-theoretic analysis and related branches of mathematics, Lebesgue–Stieltjes integration generalizes Riemann–Stieltjes and Lebesgue integration, preserving the many advantages of the former in a more general measure-theoretic framework...



to

Also set

The area of


and the extremal length of


where the supremum is over all Borel-measureable







The term modulus of


The extremal distance in



Examples
In this section the extremal length is calculated in several examples. The first three of these examples are actually useful in applications of extremal length.Extremal distance in rectangle
Fix some positive numbers



length curves

in the sense that

is on the left edge



(The limits necessarily exist, because we are assuming that

has finite length.) We will now prove that in this case

First, we may take



gives


of


The opposite inequality is not quite so easy. Consider an arbitrary
Borel-measurable


For


(where we are identifying

Then


The latter inequality may be written as

Integrating this inequality over


Now a change of variable



Therefore,

As the proof shows, the extremal length of

length of the much smaller collection of curves

It should be pointed out that the extremal length of the family of curves

that connect the bottom edge of




It is natural to refer to this as a duality property of extremal length, and a similar duality property
occurs in the context of the next subsection. Observe that obtaining a lower bound on

choosing a reasonably good


while the upper bound involves proving a statement about all possible

duality is often useful when it can be established: when we know that

a lower bound on


Extremal distance in annulus
Let



annulus



of


and

in



which is the extremal length of the collection

curves


and

To obtain an lower bound on

we take


oriented from



On the other hand,

We conclude that

We now see that this inequality is really an equality by employing an argument similar to the one given above for the rectangle. Consider an arbitrary Borel-measurable






We integrate over


Squaring gives

This implies the upper bound

When combined with the lower bound, this yields the exact value of the extremal length:

Extremal length around an annulus
Let





This illustrates another instance of extremal length duality.
Extremal length of topologically essential paths in projective plane
In the above examples, the extremal
ratio

Euclidean distance
In mathematics, the Euclidean distance or Euclidean metric is the "ordinary" distance between two points that one would measure with a ruler, and is given by the Pythagorean formula. By using this formula as distance, Euclidean space becomes a metric space...
Riemannian metric of the corresponding planar domain is scaled by

Cylinder (geometry)
A cylinder is one of the most basic curvilinear geometric shapes, the surface formed by the points at a fixed distance from a given line segment, the axis of the cylinder. The solid enclosed by this surface and by two planes perpendicular to the axis is also called a cylinder...
. We now discuss an example where an extremal metric is not flat. The projective plane with the spherical metric is obtained by identifying antipodal point
Antipodal point
In mathematics, the antipodal point of a point on the surface of a sphere is the point which is diametrically opposite to it — so situated that a line drawn from the one to the other passes through the centre of the sphere and forms a true diameter....
s on the unit sphere in





Extremal length of paths containing a point
If



which satisfies



Elementary properties of extremal length
The extremal length satisfies a few simple monotonicity properties. First, it is clear that if

Moreover, the same conclusion holds if every curve





This is clear if








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Conformal invariance of extremal length
Let
Conformal map
In mathematics, a conformal map is a function which preserves angles. In the most common case the function is between domains in the complex plane.More formally, a map,...
homeomorphism
Homeomorphism
In the mathematical field of topology, a homeomorphism or topological isomorphism or bicontinuous function is a continuous function between topological spaces that has a continuous inverse function. Homeomorphisms are the isomorphisms in the category of topological spaces—that is, they are...
(a bijective holomorphic map) between planar domains. Suppose that


and let

image curves under
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
This conformal invariance statement is the primary reason why the concept of
extremal length is useful.
Here is a proof of conformal invariance. Let
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
curves in
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A change of variables
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
Now suppose that

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To justify this formal calculation, suppose that





and let
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
If we knew that each curve in


prove
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
and
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
Now let
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
non-rectifiable. We claim that
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Indeed, take
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Then a change of variable as above gives
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For
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
is contained in
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
On the other hand, suppose that


Set
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
(from an interval in
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
it follows that
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Thus, indeed,
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Using the results of the previous section, we have
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We have already seen that
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The reverse inequality holds by symmetry, and conformal invariance is therefore established.
Some applications of extremal length
By the calculation of the extremal distance in an annulus and the conformal
invariance it follows that the annulus


is not conformally homeomorphic to the annulus


Extremal length in higher dimensions
The notion of extremal length adapts to the study of various problems in dimensions 3 and higher, especially in relation to quasiconformal mappings.Discrete extremal length
Suppose that
Graph (mathematics)
In mathematics, a graph is an abstract representation of a set of objects where some pairs of the objects are connected by links. The interconnected objects are represented by mathematical abstractions called vertices, and the links that connect some pairs of vertices are called edges...
and
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

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


Potential theory
In mathematics and mathematical physics, potential theory may be defined as the study of harmonic functions.- Definition and comments :The term "potential theory" was coined in 19th-century physics, when it was realized that the fundamental forces of nature could be modeled using potentials which...
.
Another notion of discrete extremal length that is appropriate in other contexts is vertex extremal length, where


