A NNALI DELLA
S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze
E DWARD J AMES M C S HANE
Curve-space topologies associated with variational problems
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 2
esérie, tome 9, n
o1 (1940), p. 45-60
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WITH VARIATIONAL PROBLEMS
by
EDWARD JAMES MCSHANE(Charlottesville, Va., U. S. A.)
In the calculus of variations it is usual to say that a curve ~’
gives
aweak relative minimum to an
integral
in a class I~ of curves if there is a
representation
of r and a
positive
s such thatJ(C) ? J(1’)
for all curves C of the class K which haverepresentations
such that
for
except
at corners.While there can be no doubt of the usefulness of this
definition,
it wouldseem
esthetically
more desirable todevelop
anappropriate
definition of weakneighborhood,
and then to say that Tgives
a weak relative minimum toJ( C)
in the class K if
J(C) ~1-1- J(F)
for all curves C of the class K which lie in asufficiently
small weakneighborhood
of t The purpose of this note isprimarily
todiscuss certain definitions of weak
neighborhoods
and the interrelations between them.However,
to avoid conflict with the usualtopological terminology,
we shallspeak
of ourneighborhoods
as « first-order »neighborhoods,
rather thancalling
them « weak »
neighborhoods.
1. - Notation. - Henceforward y will denote a
v-tuple (or vector) (yl,...., yv),
and so will y. Likewise
y(t)
will denote(1) ( y1(t),...., yv(t)).
Thelength of y
will be denoted
by
:I
A
system
of continuous functionsy=y(t) (i. e.,
will becalled a
representation
of a continuous curve C. Theconcepts
ofchange
ofparameter
on a curve and of thelength ~(C)
of a rectifiable curve C needno elucidation here.
Every
rectifiable curve can berepresented by equations y=y(t)
in which the functionsyi(t)
areabsolutely
continuous. Henceforth we assume that allrepresentations
mentioned areabsolutely
continuousand,
unlessthe
contrary
isstated,
all curves mentioned arenon-degenerate. Moreover,
if C is rectifiable it can be
represented
in terms of arclength
asparameter:
y=y(s), 0~~~~((7).
A curve is of class D’ if it has arepresentation y=y(t),
a ~ t ~ b in which the functions
y(t)
are continuous and the derivativesy’(t)
are continuous
except
at a finite number of discontinuities of the first kind(simple
finitejumps), and I y’(t) I
is bounded from zero.Henceforth,
indiscussing
curves of class D’ we restrict ourselves without further mention to
representations
of the
type just
mentioned.2. - Definitions of First-Order
Neighborhoods. -
The idea to which wedesire to
give precise expression
is that a curve C is in a small first-orderneighborhood
of a curve 1’ if acorrespondence
between thepoints
of the curvesexists under which
corresponding points
are near each other and the directionsor derivatives at
corresponding points
also differonly by
little. A firstattempt
would be as follows. The curve C is in the first-order
8-neighborhood
of 1~ ifthe curves have
respective representations
(If
C and 1’ were of class D’ the words « for almost could bereplaced by
«except
atcorners.>>
withoutchanging
the content of thedefinition). However,
this is
merely
a new and morecomplicated
definition of anE-neighborhood
(i) With CARATHTODORY, we denote by
~(t)
the function which isy’(t)
wheny’(t)
isdefined and finite, and which is zero elsewhere.
of order zero
(defined by suppressing (2.4)); inequality (2.4)
introduces norestrictions. For
simplicity,
we suppose C and r of class D’. Let(2.3)
hold.The
function y(t) - I
isbounded,
say less than M8. Introduce the newparameter
the curvesC,
T then have therespective representations
Then
so in the
representations (2.5) inequality (2.4)
holds. Since(2.5)
continues tohold,
we see thatby
this definition C is in the first-order8-neighborhood
of rif and
only
if it is in the zero-orderE-neighborhood
of r.It follows that if we are to have a useful definition
inequality (2.4)
must bealtered so as to neutralize the effect of such
changes
ofparameter.
Two devicessuggest
themselvesreadily.
The s ininequality (2.4)
may bereplaced by
or it may be
replaced by B/(b-a).
We shall see that these two devices lead to very different notions of first-orderneighborhoods.
Still another
self-suggesting
device is torequire
that the leastpositive angle 0(t) (0 § n)
between the vectorsy and
be small. This isclearly equivalent
to
demanding
that 2 sin0/2
besmall;
andby elementary trigonometry
we haveOur six definitions are as follows.
The curve C lies in the first-order
E-neighborhood (i=1,....,6)
if C and r have
respective representations (2.1), (2.2)
forwhich I y I and I Ý I
are almost
everywhere positive, inequality (2.3) holds,
and there is an E, ~ E such that thecorresponding
condition below is satisfied for almost all tThe definition of is a mild
rephrasing
of onegiven by
TONELLI(2)
for curves of class C’.
It is
readily
seen that if any of theinequalities (2.3)
or(2.7)-(2.12)
with theexception
of(2.10)
is satisfied and a newparameter
is introducedon both C and
F,
theinequality
continues to hold almosteverywhere
in the newrepresentation.
It is also evident that eachneighborhood
is determinedby
1’and 6
alone,
and does notdepend
on anyparticular
choice ofrepresentation
of 1’.Furthermore
3. - Metrics. - The
neighborhood-systems U2, C/~ U85
andU86
have thevirtue of
leading
at once to a definition of distance. For we can define the distanced2( C, r)
to be thegreatest
lower bound of numbers B such that C is inU/(T).
The usualpostulates
for a distance areeasily
shown(3)
to hold.The
neighborhood U82(T)
appears in terms of this metric as thesphere
incurve-space
consisting
of all curves C withd2(C, T) 8,
so theseneighborhoods
must
satisfy
the HAUSDORFFpostulates
forneighborhoods.
A like statement holds forU83, U85
andU6.
Later we shall show thatU4(h)
is identical withU~(l’),
so that the
U4 neighborhoods
alsoyield
a metric~4(C~r’)=~5(C,jT).
If we
apply
the same process to thetopology C~B
we obtain a« regular
ecart »instead of a metric. It is then true
(4)
that there is a metricleading
to the samenotion of
limit,
but we shall not use this. Nevertheless it is ourduty
to showthat the sets
U1(~’) actually
constitute a set ofneighborhoods
in the sense ofHAUSDORFF.
Clearly
r is inU1(r)
for allpositive
8. IfT1.
andT2
aredistinct, by
use of(2.3)
alone we can find apositive B
such that andare
disjoint.
Let now C be in then(2.7)
holds. We must show that there is apositive ð
such that Choose ð so small thatBy (2.7), ~ ~~=(l+~i))~.
IfCi
is any curve in it has arepresentation y = q (1),
a ~ t ~ b almosteverywhere
and(2) L. TONELLI: Fondamenti di Calcolo delle Variazioni, vol. II, p. 171.
(3) In fact, as Mr. A. D. WALLACE commented, this is exactly the FRECHET metric for the (possibly discontinuous) curves in 2v-space defined by equations
(4) ALINE FRINK : Distance Functions and the metrization problem. Bull. Amer. Math.
Soc. 43 (1937), pp. 133-142; in particular, p. 138.
With the above estimate
for I I
we haveand
(8+8!)/28,
soC,
is inU1(T ).
The above
proof,
with(2.13),
shows that if C is in both andthere exists a
neighborhood UE1( C)
which is contained in both theseneighborhoods.
The
neighborhood
definition mostevidently
related to the usual definition of weak relative minimum isU1.
Infact,
in the usual discussion of weak relative minima the definitionin §
1 could bereplaced by
the definition in terms ofU..’(F)
with
nothing
more thantrifling changes. Or, directly,
we notice that thefamily
of curves
satisfying
the conditionsin §
1 for a fixedrepresentation
of r containsa
neighborhood U1(T ),
whileconversely
if we use arclength
asparameter
on Fthe
neighborhood U6(1-")
contains the curvesof §
1 if 8 6.4. -
Relationships.
- The relations between thetopologies
definedin §
2 aresummed up in the
following
theorems.THEOREM I. - Let r be a rectifiable curve and 8 a
positive
number.Then there is a
positive
6 such that eachneighborhood UZ(1’) (i=1, 2, 3)
contains both
Us (T )
andUs (T ),
and eachneighborhood UE (T ) ( j = 4, 5, 6)
contains
ui(r) (i=1, 3, 4, 5, 6).
THEOREM II. - If in addition to the
hypotheses
of Theorem I we assumethat r is of class
D’,
then there is apositive 8 0
such that each of theneighborhoods U,,(F) (i=1,...., 6)
containsU~ (I’).
THEOREM III. - If r is a
non-degenerate
rectifiable curve and0 8:::; 1,
neither
U’ (T ), UE2(r)
norUE3(r)
contain anyneighborhood (i = 4, 5, 6), ð>
0.THEOREM IV. - If .l’ is rectifiable but not of class
D’,
it ispossible
that
neighborhoods UZ(1’) (i=1, 3, 4, 5, 6)
may exist which do not contain anyneighborhood U2(r),
6 > 0.The
proof
of the first theoremrequires
a number ofseparate investigations.
(A)
If ð=min(1/2,8/2),
thenUa (h).
Let C be in the latter set. Then
(2.7)
holds withð! 6
inplace
of 81. Foralmost all t we
have > 0,
soBut
6, 1/2,
soAnnali della Scuola Norm. Sup. - Pisa.
This verifies the second of
inequalities (2.9).
For thefirst,
1 11 , 11 ,
This verifies the first of
inequalities (2.9),
so C is inLet C be in Then
inequalities (2.9)
hold with313
inplace
of 8!, and(since
inequality (2.10) holds,
and onintegrating
wesee that
(2.11)
holds. Thereforeu,4(r)
cConversely,
suppose that C is in Since(2.11) holds,
we can choose apositive
number n so smallthat
Define
Then for almost all t we have
so
z(I)
has anabsolutely
continuous inverset( 1’),
and for almost all z its derivative isFrom
(4.1)
and(4.2),
Introducing
z asparameter
on C and1’,
we obtain therepresentations
Using (4.3), (4.4)
and(4.1),
for almost all rso C is in The other statement follows from this
together
with(B).
(G)
is smallenough,
containsUa (r)
and This follows from(E)
and(F).
enough,
Suppose
that this is false. Then for everypositive integer n
the setcontains a curve
Cn
not inLet
2/===~(~
0 -_ t ~ 1 be therepresentation
of r in terms of theparameter
and let 0 1 1 be the
analogous representation
ofen.
By hypothesis,
theCn
haverepresentations
0 ~ t ~ 1 such thatuniformly
on[0, 1 ],
andBy
the lowersemi-continuity
oflength,
Hence
equality
holds in all theseinequalities,
andThe
integrals
inequation (4.7)
are continuous monotonicincreasing
functionsof t,
and converge to a continuouslimit;
so(5)
the convergence is uniform.The
length
of arc onCn
between and1Jn(t)
iswhich tends
uniformly
to zero as n tends toinfinity,
yby (4.7)
and(4.6).
Hence I
tendsuniformly
to zero.This,
with(4.5),
provesuniformly
for 0 c t ~ 1.Over every interval
(a, ~)
contained in[0, 1]
we havewhich tends to zero with
1ln.
Theintegrands
in(4.9)
areuniformly bounded,
so
by
a theorem of LEBESGUE(1)
theintegrals
in(4.9)
continue toapproach
zero if any summable function is introduced as a factor in the
integrand.
Inparticular,
Because of the choice of
parameter,
for almost all t(5)
H. E. BUCHANAN and T. H. HILDEBRANDT : Note on the convergence of a sequence of functions of a certain type. Annals of Math., vol. 9 (1908), p. 123.(6)
HOBSON: The Theory of Functions of a Real Variable, vol. II, p. 422 or p. 464.Hence
Adding (4.10)
and(4.11)
memberby member,
we obtainBy
SCHWARZ’Sinequality,
so the left member of this
inequality
tends to zero. Inparticular,
it is less than e for alllarge
n.By equation (4.8),
theinequality
~ holdsfor all
large
n. HenceCn
is in for alllarge
n. This contradicts theassumption
that noCn
is in and statement(H)
is established.Statements
(A)
to(H) constitute
theproof
of Theorem I.To prove Theorem
II,
we suppose first that r is of class C’ andthat (Cn)
is a sequence of curves
tending
to r in theU2-topology ;
thatis,
for everypositive
8 theneighborhood U2(1’)
contains all but a finite number of theCn .
If we can show that
Cn
also tends to r in theU3-topology,
then as in(H)
we shall have shown that each contains a
neighborhood By hypothesis,
the curves r andCn
haverepresentations
for
which I
and ,tend
uniformly
to zero. Without loss ofgenerality
we may suppose that trepresents
arclength
on7~ ranging
over the intervalO c t c L=~(.I’).
Thefunctions
;,i(t)
can be extended so as to remain of class C’ on the interval[0, L+il.
The uniform convergence of
expression (4.12)
to zeroimplies,
because of(2.6),
that the least upper
bound 8n
of theangle
between and tends tozero with Define
(1)
Since /
iscontinuous,
as h tends to zerod(t, h)
tendsuniformly
toTherefore I d(t, h) I
tendsuniformly
to and the unit vector(7) If 1’ is of class
C",
we can replace d(t, h) by itself and omit the limiting process h - 0.also tends
uniformly
toy(t).
From thedefinition, D(t, h)
is a C’ function of t for each h. From the uniform convergence ofD(t, h)
toy(t),
we see that if6(h)
is the least upper bound of the
angle
between thesevectors,
then8(h)
tends tozero with h.
The
angle h, t)
between7,,(t)
andD(t, h)
cannot exceed8n+8(h),
soThis,
with anintegration by parts, yields
If we hold h fixed and let n tend to oo, then on
recalling
that yn tendsuniformly
to y we obtain
(with
anotherintegration by parts)
This holds for all h between 0 and 1.
Letting h
tend to0,
andrecalling
thatD(t, h)
tendsuniformly
toand y ~ =1
But
by
the lowersemi-continuity
oflength,
so
v
The
integrals
are continuous monotonicincreasing
functionsof t,
and converge to the continuous limitfunction t,
so(8)
the convergence in(4.13)
is uniform.(8) H. E. BUCHANAN and T. H. HILDEBRANDT, loco Cit. (5).
As the
particular
case of(4.13)
witht = L,
The functions
converge
uniformly to t, by (4.13)
and(4.14),
andTn(O)=O, They
have
positive
derivatives for almostall t,
sothey
possessabsolutely
continuousinverses It is
easily
seen thattn(z)
convergesuniformly
to z.If we introduce ~c as
parameter
onCn by
theequation
we
compute
for almost all z. Hence
whence
log
Iuniformly
for 0 -_ t ~ L.Also,
which converges
uniformly
to zero since ynand tn
convergeuniformly
to therespective
limitsy and
z.Finally, recalling 171~l,
and this tends
uniformly
to zero because of the uniform convergence of(4.12)
to 0 and
of tn
to z.Hence
Cn
converges to ~’ in theU3-topology,
and we have shown that if r is of classC’,
then everyneighborhood UE3(r)
contains aneighborhood
If JT is of class
D’,
we haveonly
toapply
the abovereasoning
to each arc of jTbetween corners. When we observe that each
neighborhood (i =-- 1, 4, 5, 6)
contains a
neighborhood
andby
thepreceding proof
this contains aneighborhood
we havecompleted
theproof
of Theorem II.Let
y= y(t),
a;~~ t---- b be anynon-degenerate
rectifiable curve. Let v =--(vi ,...., vv)
be a fixed vector. We define the curve
Cn by
theequation Y=Yn(t),
where
the functions
yn(t) being
linear on the intervals[b, b+1]
andUsing
the metricsdj(C, T)
defined(as in § 3) by
thetopologies
Uj(j = 2,...., 6),
we
easily
findwhence
by
Theorem I we also haveT) -
0 andd4( en, T) -
0. So everyneighborhood
contains all but a finite number of theCn,
andlikewise
every and every
However,
no matter how theCn
arerepresented
on the interval
[a, b]
we find that for almost all values of t near b the vectors and areoppositely
directed(n == 1, 2,....).
HenceCn+1) ~ 2
andd2(Cn, Cn+i) ’--
2.Consequently
for all n either or else andinfinitely
many curvesCn
fail to lie in Likewise forU,2(F).
It followsthat neither nor
u,3(r)
can contain any orAlso,
for almost all t near b
either 1 or I- 7 y ,,+, 1:~-> 1
so thatinfinitely
many
Cn
fail to lie in HenceU1 (r)
contains noneighborhod (i = 4, 5, 6).
Thiscompletes
theproof
of Theorem III.In the interval
[0, L]
we choose a sequence ofpoints
Let ( an)
be a sequence of numberstending
to zero. If is thefunction such that
is linear on each of the intervals
[q, pi]
and[pi, qi+i], then 99
iscontinuous,
and the curve C definedby
theequations
is a continuous curve. In
particular,
letai=2-i.
The curve h thus defined isrectifiable ;
itslength
is 2. We define other curvesCn,m by choosing
If we write the
equations (4.15)
in the form 0 c t c 1 forCn,m
and
y=r(t),
forr,
wereadily verify that Also,
except
at the values qi, of t. Hence for any sequence of values of n the sequenceCn,
tends to r in theU2-topology.
But fromequations
(4.15)
we find that for eachfixed n,
Hence we may choose
m(n) large enough
so thatThen the curves will not tend to 1’ in the
U6-topology,
nor even haveuniformly
boundedlengths ;
andby part
1they
will not tend to 7~ in theU~,
U4 or U5
topologies.
This establishes Theorem IV.5. - Remarks. - As commented
in § 2,
theneighborhood-system U2(C)
defines a metric
d2 ( C, r )
in the space ofnon-degenerate
rectifiable curves.However,
with this metric the space is notcomplete.
Forexample,
consider thesequence of curves
Cn
definedby
theequation
where~)=-=~=0,
We
readily
find andHence and the curves
Cn
form a CAUCHY sequence.But
£(Cn) - 0,
sothey
cannot converge to anynon-degenerate
curve.The same
example
shows that with the metricr)
based on the U6topology
the space ofnon-degenerate
rectifiable curves is notcomplete.
It remainsincomplete
even if thedegenerate
curves areadded;
for the curvesCn :
O ~ t ~ 2~ defined
by
sinnt, y 2 =yn=0
form a CAUCHY sequence in thed6-metric (they
all havelength 4);
butby (2.3)
theonly
limit curvethey
can have is the
degenerate
curve 7~consisting
of theorigin alone,
whiled6 (cn, T)=4
for all n.On the other
hand,
with thed3-metric
the space ofnon-degenerate
rectifiablecurves forms a
complete
space. Forlet i
be a CAUCHY sequence in this metric. We can select asubsequence Cn* ~ i
such thatd3( Cn*, Cm*) 2-n
if m > n.Let
Ci*
berepresented by equations y = y1 ( t), 0 ~ t ~ 1,
where t isproportional
to arc
length.
Therepresentations
of the other curves aresuccessively determined;
given
therepresentation y=yn(t)
ofCn*,
the curve has arepresentation
such that the
inequalities
all hold. From
inequality (5.3)
it is not difficult to showthat I
tendsuniformly
to a boundednon-vanishing limit, except
on a set of measure zero.From
this,
withinequality (5.2),
we see that thesequence
isuniformly
convergent,
ifwe
omit a set of measure zero. Lety. (t)
be the limit of the functions If we defineIf
we can
verify
that the curvey = y(t)
is the limit in thed3-metric
ofCn*,
hence of
Cn.
The same
proof
showsthat,
with thed3-metric,
the space of allnon-dege-
nerate curves of class C’ is
complete.
The
U5-topology
alsogives
us a metric in terms of which the space ofnon-degenerate
rectifiable curves iscomplete. Let i
be a CAUCHY sequence in this metric. We can select asubsequence i Cn* ~
andsuccessively
determinerepresentions
of theCn*
in such a way thatand
By
thecompleteness
of the spaceLi,
the functions tend inLi
to alimit
y(t),
so that6
If we
again
definey(t) by (5.4),
the curvey = y(t)
is the limit in thed-metric
ofCn*,
hence ofCn .
We have thus shown that while the
topologies
Us and U5 areequivalent
and both lead to
metrics,
the metrics are notequivalent;
thatis,
the ratior)
is not bounded.In any of our six
topologies
the space ofnon-degenerate
curves of class D’is a
separable
space. For any such curve C can bearbitrarily closely approximated
in any of the six
topologies by polygons
whose vertices are atpoints y
all ofwhose coordinates are rational.
By
the sameapproximation
we can show thatthe space of
non-degenerate
rectifiable curves isseparable
in theU4, U5
and U6topologies. However,
this space isnon-separable
in theUl,
U2 and U3topologies.
We shall show this for
v=2 ;
it will follow at once forv > 2.
Choose
points
Corresponding
to each infinitesequence i
of numbers 0 or 1 we define acurve C as follows. The functions
y(t)
are linear on each of the intervals[qi, pil
and and
y(1) =y(qi)
=o(i=1, 2,....).
Ifan = 0,
we takey ( pn) = (2-n, 0) ;
we take
(0, 2-n).
All these curves havelength
2.They
forma non-denumerable collection. We shall show that any two curves
Ci, C2
corres-ponding
to distinct sequences anand bn
have distanced2(Cl, C2) 2,
from whichI
the
non-separability
of the space of rectifiable curves in thed2-metric (hence
inthe
U2,
U3 and U1topologies)
will at once follow.Let
Ci , C2 correspond respectively
to the sequences an,bn
and have distanceC2) ~2.
LetC,
berepresented
as in theparagraph.
There is then arepresentation
ofC2
such thatfor almost all t. That
is,
theangle
betweeny and q
is less than~~2.
Forsmall t the direction of is
(1, 0)
or(0, 1) according
as a, is 0 or1,
andthat
of ~
is(1, 0)
or(0, 1) according as bi
is 0 or 1. In order that theangle
be less than
n/2
we must havebi
=a1. Let be the value of tdefining
thefirst corner of
C2.
If7i*~
then for almost all t between and q, theangle between y and 27
is n, which isimpossible;
soq1* ?
qui .By
a similarargument, q1 ?
so the two areequal.
We nowrepeat
theargument
forvalues of t a little
greater
than qs, and find that defines the second vertex ofC2
as well as ofCi. Continuing,
we obtainsuccessively
theequations
and
qn*=qn, n=2,....
Hence the sequencesbn and an
areidentical,
andthe
proof
iscomplete.
Theorem I and the remarks
in §
3 show thattopologies
U1 and U3 areequally
suitedlogically
to define weak relativeminima,
the firstbeing
somewhatsuperior
inconvenience;
and if T is of classD’, topology
U2 is alsologically suitable,
butpractically
inconvenient. The other threetopologies
are too weakfor the definition of a weak relative minimum.
They
have however anindependent
interest in that every
integral
of the calculus of variations is continuous in these three
topologies.
Asusual,
we assume that F is of class C’ for
all y
in a set S and ally~(o,...., o),
andis
positively homogeneous
ofdegree
1 in y. LetG Ci, C2,....
be rectifiablecurves such that
d5 (~, C~)~0;
we shall show limJ( Cn) =J(T).
For conveniencewe
suppose S
to be bounded and closed(9).
The curves
r, Cn
haverespective representations y=y(t), y=yn(t),
0----t---lsuch
that I
tendsuniformly
to zero and(9) This involves no loss of generality, since the set of all points y lying on one or
more curves 1’, C1, C2,.... is such a set.
By definition,
Since F is
uniformly
continuousand yn
tendsuniformly
to y, the secondintegral
in the last member of theequation
tends to zero. To discuss the firstintegral,
we observe that thepartial
derivatives are continuousfor y
in S
and
and arepositively homogeneous
ofdegree 0,
so there isan M such that
Then
This,
with(5.5),
shows that the firstintegral
in the last member ofequation (5.6)
tends to zero, so that lim ThusJ( C)
is continuous in the U5topology,
hence in all sixtopologies.
_ The U4,
U5 and U6topologies
are the weakesttopologies
in which this istrue,
in thefollowing
sense. LetJ(C)
be anyregular integral,
and let U be atopology
such that ifCn
tends to r in theU-topology,
thenCrz
tends to r in the FRECHET metric andJ( C~)
tends toJ(1’).
Then everyneighborhood ( j=4, 5, 6)
contains aneighborhood C~T).
If this werefalse,
we could find asequence
Cn tending
to r in theU-topology (hence having J(r»,
butnot