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Using a method explained in this answer to How to solve f(f(x))=cos(x)?, it is possible to calculate not only integer and real iterates of functions but also complex ones, for example, the i-th iterate, where i=1. Here are graphs of the i-th iterates of some common functions (the blue is the real part and the red curve is the imaginary part):

arctan[i](x)

i-th iterate of arctangent

sin[i](x) i-th iterate of sine

So the question is whether there is any intuitive meaning to complex iterates, especially, say, i-th iterates of functions?

LSpice
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Anixx
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    I put a number of original articles at http://zakuski.utsa.edu/~jagy/other.html of which the obituary of Baker is a good first read. I included an early draft of Milnor on complex dynamics. I left out one very nice book, Daniel Alexander, A History of Complex Dynamics. Meanwhile, Baker and his student Liverpool alter the question, instead of talking about iterates they talk about formal power series that commute with each other. – Will Jagy Jul 27 '11 at 19:20
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    It may be useful to point out that the term "complex iterates" usually refers to integer iterates of functions of complex variables, which is not the use here. – j.c. Jul 27 '11 at 19:42
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    That Alexander book is excellent. Lots of historical remarks, too. Section 2.2, "Analytic Iteration". – Gerald Edgar Jul 27 '11 at 20:28
  • If you consult the "Related" questions automatically found by the software, you will find other interesting things. – Gerald Edgar Jul 27 '11 at 20:31
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    Hi Gerald. I put the book on the web page. Alexander did not answer his phone, I guess I will email him to ask whether it is alright. My impression is that the book is no longer for sale, and Amazon has a single used copy for about 600 dollars. But that does not guarantee Prof. Alexander will be comfortable with his book being online. – Will Jagy Jul 27 '11 at 20:33
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    @Will: It's fairly likely that Professor Alexander does not control the copyright on his book, since it's fairly standard now, and was very standard in 1994, for the author to transfer the copyright to the publisher. And even now, if an author retains the copyright, the publisher often insists on an exclusive right to publish and distribute the material. I'm not saying that this is a good system, but probably from a legal standpoint, you'd need permission from Friedr Vieweg & Sohn Verlagsgesellschaft, who published the book. (It is irrelevant whether the book is for currently available.) – Joe Silverman Jul 27 '11 at 22:35
  • @Joe, what you say about copyright is interesting. I recently contacted JW&S about trying to get a copy of Carter's excellent but nowhere available “Finite groups of Lie type”, from 1993, and they said that they no longer had the copyright, and could do nothing. – LSpice Jul 28 '11 at 02:09
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    @L Spice: That's interesting. So probably the copyright reverted to the author, which means that the author could legally have someone scan a copy and then put it on the web for free download. – Joe Silverman Jul 28 '11 at 02:43

5 Answers5

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Added, May 2023: about half of the intended pdf's are now at zakuski

The difficult case is around a fixed point of a function with derivative one. Irvine Noel Baker, 1932-2001, studied these from the viewpoint of formal power series with complex coefficients, beginning with some f(z)=z+am+1zm+1+,am+10. He changed the question to finding those fλ(z)=z+λam+1zm+1+n=m+2bn(λ)zn which commute with f. For a given f=f0, there may or may not be any other fλ such that the power series is convergent near z=0. The big theorem, with one case taken care of by his student Liverpool, is that the set of λ for which fλ(z) converges near 0 is one of three sets: (a) {0}, (b) with some fixed NZ, the fractions {m/N,allmZ}, or C itself. In the final case, where any complex λ is allowed, Baker called the function f embeddable, saying that the function is embeddable in a continuous group of analytic iterates.

In case (b) there is some minimal 1/Nth iterate which cannot be further, um, divided. So there may be half-iterates of something without there being any one-third iterates.

My summary would be that Baker makes it quite sensible to talk about an i iterate. The conceptual switch from trying to do half iterates to asking what formal power series commute with a given formal power series makes the whole thing tractable.

EDIT: I found some of my notes from 2010. From what I can make out, the only example that we expect to be really pleasant is the family of linear fractional transformations fλ(z)=z1+λz which all comute with each other, and nothing worse happens than a pole for each one at z=1/λ. Note the group law fλfγ=fλ+γ I felt that all other embeddable families were essentially that, just take some holomorphic h(z) with h(0)=0 and h(0)=1 and get the very similar fλ(z)=h1(h(z)1+λh(z)), with Fatou coordinate α(z)=1h(z). There is a bootstrapping method for solving for the Fatou coordinate α(z) which is probably due to Ecalle. I also noted β(z)=h2(z)h(z) but I forget what β was for. No, here we go, it is an explicit description in KCG on solving for the Fatou coordinate, pages 346-352, Iterative functional equations by Marek Kuczma, Bogdan Choczewski and Roman Ger. In general β(z)=1/α(z).

Note, though, that we have now introduced possible bad behavior when either h(z) or, more likely, h1(z) are undefined, in short we have probably severely curtailed the region of C where things are working well.

Edit toooo: the Fatou coordinate may be defined on only a sector out of the origin, anyway α(f(z))=α(z)+1. Then we get a family (but maybe only in a sector) by fλ(z)=α1(λ+α(z)), where f1=f in this recipe. So once again, as in the linear fractional transformations, we can plug in λ=i.

Will Jagy
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  • How do we make curly braces here, as is usual for defining a set? – Will Jagy Jul 27 '11 at 20:23
  • Interesting material. Of course investigation of the power series version goes back to Caley (1860). – Gerald Edgar Jul 27 '11 at 20:28
  • @Will: backtick dollar backslash{ a, b, c backslash} dollar backtick. – Joseph O'Rourke Jul 27 '11 at 20:30
  • backtick is the British name for this character ` – Gerald Edgar Jul 27 '11 at 21:33
  • Thanks, Gerald. I'm comfortable with Latex, but MO throws me fairly often. I remember a British woman referring to ~ as twiddle. – Will Jagy Jul 27 '11 at 21:41
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    If backslash-brace is not working for whatever reason, you can also use the "\lbrace" and "\rbrace" commands {like this}. – Francis Snapper Aug 20 '12 at 07:52
  • The link http://zakuski.utsa.edu/~jagy/other.html is broken. Do you have a fix? – Tom Copeland May 08 '23 at 15:13
  • http://zakuski.math.utsa.edu/~kap/ ? – Tom Copeland May 08 '23 at 15:18
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    @WillJagy (and Tom Copeland) If it is of any use: I might have a full (or partial) download of your url from 2014(?) This are 24 files, but don't know whether this is some mixture from various links you might have given in that years or just from your "other.html". – Gottfried Helms May 10 '23 at 19:12
  • @Gottfried Thanks again! half the pdfs are already at http://zakuski.math.utsa.edu/~jagy/Iteration.cgi – Will Jagy May 12 '23 at 18:54
  • @WillJagy and Gottfried, thanks. Interesting that Baker in his 1955 article mentions the usual suspects but not Pincherle. – Tom Copeland May 12 '23 at 19:44
  • On Pincherle, see http://www.math.iupui.edu/~rodperez/Papers/010-earlyDays.pdf and https://www.jointmathematicsmeetings.org/meetings/national/jmm/1067-01-2027.pdf. I don't have Alexander's Early Days in Complex Dynamics. Maybe he goes into some detail there on the third man. – Tom Copeland May 12 '23 at 20:58
  • I assume the Liverpool ref is to "Fractional iteration near a fix point of multiplier 1" (https://www.researchgate.net/publication/243088019_Fractional_Iteration_Near_a_Fix_Point_of_Multiplier_1). – Tom Copeland May 13 '23 at 21:20
  • @TomCopeland yes. The obituary of Baker gives an overview that includes where Liverpool fits. – Will Jagy May 13 '23 at 22:00
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    Thanks, I hope to return to this topic one day to explore more deeply the connections to renormalization in QFT. Would be great if you could also post a copy from the Academie’s archives of Pincherle's entry for the Grand Prix. The French MO user https://mathoverflow.net/users/25256/duchamp-g%c3%a9rard-h-e has a fairly keen interest in related topics and the history of mathematics. (Alexander was not aware of the connection of Schroeder's analysis to the beauty of Lagrange inversion, so best to look at the original sources.) – Tom Copeland May 13 '23 at 22:14
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I'm discussing this from the view of iterated exponentiation (although the technical process should be the same with other functions as well).

If you can use the Schröder-function for the continuous iteration, then the iteration-height-parameter (say "h") goes into the exponent of some basis (the log of the fixpoint, often denoted as λ ). Imaginary heights h then switch the value of the Schröder-function to the negative; this allows then to extend the iteration, in some sense, "beyond infinite height".


For instance, use base b=2 for iterated exponentiation, z0=x,z1=bx,z2=bbx,. Then

  • if you begin at, say, z0=x=1 you can iterate to infinite height to approach the limit at z=2 .
  • if you start at z0=x=3 you can approach z=2+ or even z=4 .
  • if you start at z0=x=5 you can approach z=4+ or even z= .

You cannot iterate from a value zm<2 to a value 2<zw<4 using real heights, even when infinite.

But if you use the imaginary unit height you iterate directly from zm=1 to something like zm+i=2.4:

  • Assume again z0=1. Then the value of the Schröder-function (which is assumed to be normed to have the powerseries σ(x)=1x+k>1akxk ) is about s=0.316049330525.
  • Then with height say h=1 gives σ°1(λ1s)2+2=b=2 because that is the iteration of height 1 (in the exponent of λ ). (Remark: the "circle"-super-postfix σ°1 means the functional inverse, not the reciprocal)
  • If we replace that exponent by hw=iπlnλ then we get σ°1(λhws)2+2=2.46791405022... which is thus, in some sense, "beyond infinity" with respect to the iteration height.

late update I add a picture to illustrate the previous statements.

This is picture, where I studied the application of imaginary heights, using the base for exponentiation b=2. It has the attracting real fixpoint t=2.

As an example, look at the left side, with z0=1+0î. Using iteration with real heights (here in steps of 1/10 ) we move rightwards to z1=bz0=b=1.414... and by more iterations more towards the fixpoint t=2+0î. This is indicated by the orange arrows.

Note that because t is a fixpoint, we cannot arrive at points on the real axis more to the right hand!

But using imaginary heights, iterations move from z0 to zh on the indicated circular curve (computed data are in steps of 0.1πlnβî see legend), which is indicated by the blue arrow.

This iteration does not go towards the fixpoint, but repeats to cycle around it. On that cycling the trajectory crosses the real axis beyond the fixpoint.

(Legend: the circular curves which connect the computed iteration-values of imaginary heights are Excel-cubic-splines and thus only very rough approximations of the true continuous iterations)

image

LSpice
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Gottfried Helms
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  • Late p.s.: somehow reminds me this of the "tunneling" effect by which charged particles can "jump through" an isolator, but I don't have an idea whether this could be modeled by this or any related ansatz. – Gottfried Helms Oct 27 '20 at 22:57
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Complex iterates of linear operators on Banach spaces, in particular imaginary iterates, have quite a lot of meaning in operator theory and they have applications to, among others, abstract parabolic equations.

Given a sectorial operator A, i.e. a linear closed injective densely defined operator A on a Banach space X such that (,0) is contained in the resolvent set of A and sup is finite, we say that A admits bounded imaginary powers if the operators (A^{is})_{s\in\mathbb{R}} form a C_0-group of bounded operators on X where A^{is} is defined via a suitable functional calculus.

As far as I know there is no reasonable partial differential operator on L^p(\Omega) with 1<p<\infty known not to admit bounded imaginary powers (at least after a suitable translation along the real axis); the situation changes once we pass to \PsiDOs, though.

If an operator A admits bounded imaginary powers this has remarkable consequences:

  1. If X is a UMD-space and there is \theta\in (0,\frac{\pi}{2}) such that the group (A^{is})_{s\in\mathbb{R}} satisfies \lVert A^{is}\rVert\leq Ce^{\theta\lvert s\rvert} for all s\in\mathbb{R} then the operator A has the maximal regularity property by a result of Dore and Venni.
  2. The domain of the complex powers A^z of A for \Re z\geq 0 can be obtained using complex interpolation: D(A^z)=\left[X,D(A^k)\right]_{\frac{\Re z}{k}} for k\in\mathbb{N} with k>\Re z.
  3. If X is a Hilbert space then the functional calculus f\mapsto f(A) for bounded holomorphic f is continuous with respect to the norm topology.

A good source for this and related aspects of operator theory is the book Functional calculus for sectorial operators by Markus Haase.

LSpice
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user8707
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  • After all the composition of maps that is of interest to the OP is a linear operator f\mapsto f\circ g, so the case of linear operators is indeed relevant. – Pietro Majer Oct 28 '20 at 10:39
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John Milnor, in his book Complex Dynamics in One Variable, has Ernst Schröder at the top of a list of the founders of the field of complex dynamics, and in Schröder's investigations of special cases of functional iteration, or iterated functional composition (IFC), the iteration is reduced to translation of a basic flow function.

If you look at Schröder's 1869/1870 paper "Ueber unendlich viele Algorithmen zur Auflösung der Gleichungen", or the translation (which has a transcription error) by Stewart, "On infinitely many algorithms for solving equations", you'll see that Schröder made use of the iterated derivatives, or iterated infinitesimal generators (IGs), (\frac{1}{f'(z)}\partial_z)^n=(g(z)\partial_z)^n , in his exploration of IFC related to generalization of Newton's iterative method of finding zeros of an equation. For an analytic function f and its local compositional inverse f^{(-1)}, Schröder constructs the series, in terms of the IGs, for FL(z,t)=f^{(-1)}[t+f(z)] evaluated at t = -f(z), giving the zero z_1 =FL(z,-f(z))= f^{(-1)}(0) of f(z). Although Schröder doesn't directly symbolically couch his analysis this way, equation 21 in Schröder's paper is a truncated series expansion for FL(z,t) \; |_{t = -f(z)} as is clear by comparison with the compositional inversion partition polynomials of OEIS A134685. Alexander, on p. 10 in his book A History of Complex Dynamics, mentioned in the comments to the question, displays equation 21 of Schröder as equation 1.6. In discussing Schröder's later 1871 paper "Ueber iterite Functionen", Alexander displays FL(z,t)=f^{(-1)}[t+f(z)] (mod notation) and its functional iterate on p. 14.

For IFC, Schröder's intuition is more or less as follows;

Given an analytic function f(z) and its local inverse f^{(-1)}(\omega), for s and t small enough in amplitude, the flow function

FL(z,t) = f^{(-1)}(f(z)+t)

satisfies the translation equation (see

FL(FL(z,s),t) = FL(z,s+t).

(See the Abel equation for relation to the Abel, Schröder, and Böttcher functional equations of iterated function theory.)

Consequently, the n-th IFC in z of the flow function is

FL^{(( n ))}(z,t)=f^{(-1)}(f(z)+(n+1)t) = FL(z,(n+1)t) .

The obvious formal generalization for any complex number \alpha is

FL^{(( \alpha ))}(z,t)=f^{(-1)}(f(z)+(\alpha+1) t)= FL(z,(\alpha+1) t) .

The analytic flow function FL(z,t) may be generated by the Graves-Lie op as

e^{t g(z)\partial_z} \; z = f^{(-1)}(f(z)+t) =FL(z,t),

where g(z) = \frac{1}{f'(z)} = \frac{1}{\partial_z f(z)}.

In this case, one can regard a complex iterate as either translation (flow) in the complex plane or complex exponentiation of the op e^{g(z)\partial_z}.

The associated evolution p.d.e., coding the tangent vector to the field, is

\partial_t FL(z,t) = g(z)\partial_z FL(z,t),

and all the apparatus for dealing with flow fields can be brought to bear on the problem. (Links and notes on that in OEIS A145271 and A139605.)

The associated autonomous o.d.e. is

\partial_z \;f^{(-1)}(z) = g(f^{(-1)}(z)),

which provides a link to the beta function of renormalization group flow.


Some more refs:

"A survey of the theory of functional equations" by Kuczma, eqn. 111 on p. 35.

"A survey on the hypertranscendence of the solutions of the Schröder’s, Böttcher’s and Abel’s equations" by Gwladys Fernandes, eqn. 11 on p. 5.

“Variational aspects of the Abel and Schroeder functional equations” by McKiernan.

“Some differential equations related to iteration theory” by Azcel and Gronau.

Another logician, Frege, also considered the infinitesimal generator approach. See “Gottlob Frege, A Pioneer in Iteration” by Granau.

“Eri Jabotinsky, mathematician and politician: a short biography” by Gronau.

“Analytic iteration” by Jabotinsky.

“On analytic iteration” by Erdos and Jabotinsky.

(Added on 9/6/2022: For a flow function for real functions, "Note on the iterations of functions of one variable" by M. Ward and "The continuous iteration of real functions" by Ward and Fuller.)


Edit, Mar. 6, 2022:

Reading through Anixx's answer to the linked question, I realize I have not directly addressed a complex iterate in the way he has; however, there is a purely formal connection of my answer to his.

He considers the Newton-Gregory interpolation of the positive integer IFCs of a function. In my case that amounts purely formally to

\sum_{n = 0}^{\infty} (-1)^n \binom{\alpha}{n} \sum_{k=0}^n (-1)^k \binom{n}{k} FL(z,k)

= \sum_{n = 0}^{\infty} (-1)^n \binom{\alpha}{n} \sum_{k=0}^n (-1)^k \binom{n}{k}e^{kg(z)\partial_z}\; z

= (1-(1-e^{g(z)\partial_z})^{\alpha} \; z =e^{\alpha g(z)\partial_z} \; z = FL(z,\alpha).

This is also intimately related to the formal Mellin transform interpolation

\int_0^{\infty} \sum_{n \geq 0} (-1)^n FL(z,n) \frac{u^n}{n!} \frac{u^{s-1}}{{(s-1)}!} du

= \int_0^{\infty} \sum_{n \geq 0} (-1)^n e^{ng(z)\partial_z} \frac{u^n}{n!} \frac{u^{s-1}}{{(s-1)}!} du \; z

= \int_0^{\infty} e^{-ue^{g(z)\partial_z} } \frac{u^{s-1}}{{(s-1)}!} du \; z = (e^{g(z)\partial_z})^{-s} \; z = e^{-sg(z)\partial_z}z = FL(z,-s)

= \int_0^{\infty} e^{-u} e^{(1-e^{g(z)\partial_z)} u} \frac{u^{s-1}}{{(s-1)}!} du \; z

= \sum_{n\ge 0} \binom{n+s-1}{s-1}(1-e^{g(z)\partial_z})^n \; z

= \sum_{n= 0}^{\infty} (-1)^n\binom{-s}{n}\sum_{k=0}^n (-1)^k \binom{n}{k}e^{kg(z)\partial_z} \; z = e^{-sg(z)\partial_z}z .

Choosing e^{-sg(z)\partial_z}z=FL(z,-s) for small amplitude/modulus s and then analytically continuing to larger |s| provides an interpretation, or summation method, for the formal maneuvers above.


Addressing the comment by Gottfried Helms:

As I've shown in numerous MO-Q&As, e.g., this MO_A, this one, and this one, for points (\omega,z) for which \omega = f(z) and z = f^{(-1)}(\omega),

e^{t g(z) \partial_z} \; z = \exp[t \frac{\partial}{\partial f(z)}] \; z = \exp[t \frac{\partial}{\partial \omega}] \; f^{(-1)}(\omega)

=f^{(-1)}(\omega+t) = f^{(-1)}(f(z)+t)= FL(z,t),

and we can see that this is equivalent to a Taylor series expansion, which is the approach Schroeder and, as he acknowledges, Theremin before him took. One has to be careful that t is small enough that \omega+t remains within the disc of analyticity about \omega.

Parse t into u+v=t for which \omega+u and \omega+u+v lie in the disc of analyticity of f^{(-1)}. Then

FL(z,t) = e^{t g(z) \partial_z} \; z = e^{vg(z) \partial_z} e^{ug(z) \partial_z}\; z

=\exp[v \frac{\partial}{\partial \omega}] \exp[u \frac{\partial}{\partial \omega}] \; f^{(-1)}(\omega)

=\exp[v \frac{\partial}{\partial \omega}] f^{(-1)}(\omega+u) =f^{(-1)}(\omega+u+v)

= f^{(-1)}(f(z)+u+v) = FL(z, u+v).

Reframing the intermediate steps,

FL(z,t) = e^{t g(z) \partial_z} \; z = e^{vg(z) \partial_z} e^{ug(z) \partial_z}\; z

=\exp[v \frac{\partial}{\partial \omega}] \exp[u \frac{\partial}{\partial \omega}] \; f^{(-1)}(\omega)

=\exp[v \frac{\partial}{\partial \omega}] f^{(-1)}(\omega+u)= e^{vg(z) \partial_z} f^{(-1)}(f(z)+u) =e^{vg(z) \partial_z} FL(z,u)

=f^{(-1)}[f[f^{(-1)}(f(z)+v)]+u] = FL(f^{(-1)}(f(z)+v),u)= FL(FL(z,v),u)

= f^{(-1)}(f(z)+v+u) = FL(z, v+u).

For the substitution and reduction in the first equalities of the fourth and fifth lines, i.e.,

f[f^{(-1)}(f(z)+v)] = f(z)+v = \omega +v,

to be valid, either \omega +v has to lie in the domain of f^{(-1)} such that it remains the local inverse of f or f^{(-1)} as an analytic expression has to be analytically continued to the local inverse at that point.

An example:

For m \neq 0, with \omega=\frac{z^{-m}}{m}=f(z) and z=(m \cdot \omega)^{\frac{-1}{m}}=f^{(-1)}(\omega), the exponential mapping gives

\exp[-t\cdot z^{m+1}\frac{\partial }{\partial z}] z=\exp[t\cdot \frac{\partial }{\partial \omega}](m \cdot \omega)^{\frac{-1}{m}}=(m \cdot (\omega+t))^{\frac{-1}{m}}=\frac{z}{(1+\ m \cdot t \cdot z^m)^{\frac{1}{m}}} =FL_m(z,t).

Note upon direct substitution, FL_{m}(FL_{m}(z,s),t)=FL_{m}(z,s+t) for any s and t for |z| small enough regardless of the derivation of FL_m(z,t). (This is satisfied in the limiting case for m \to 0 as well.)

Edit 3/10/22:

Consider the basic Möbius, or linear fractional, transformations:

1) Translation

With f(z) = z, then f^{(-1)}(z)=z, and

FL(z,t) = f^{(-1)}(f(z)+t) = z+t

with

FL(FL(z,s),t) = z+t \; |_{z \to z+s} = z+s+t = FL(z,s+t).

Self-composition in z of h(z) = FL(z,t) once gives

h^{((1))}(z) = h(h(z)) = FL(FL(z,t),t) = ((z+t) +t) = z+2t = FL(z,2t).

Then iterating n=1,2,... times,

h^{((n))}(z) = FL(FL(FL(...,t),t),t) = ((z+t)+ t \cdots +t) = z +(n+1)t = FL(z,(n+1)t).

More generally for any complex \alpha, define the complex iterate as

h^{((\alpha))}(z) = FL(FL(z,\alpha t),t) = FL(z, (\alpha +1) t) = z + (\alpha +1) t.

From the perspective of the Lie IGs, consistently, g(z)= 1/f'(z) = 1, and, for t any complex number,

e^{t g(z) \partial_z}\; z =e^{t \partial_z}\; z = z+t = f^{(-1)}(f(z)+t) = FL(z,t).

For u and v any complex numbers,

e^{v g(z) \partial_z} \; e^{u g(z) \partial_z}\; z =e^{v \partial_z}\; (z+u) = z+u+v = e^{v \partial_z}\; FL(z,u) = FL(FL(z,v),u) = FL(z,u+v).

2) Dilation

With f(z) = \ln(z), then f^{(-1)}(z) = e^z, and

FL(z,t) = f^{(-1)}(f(z)+t) = e^{\ln(z)+t} = e^t\; z

with

FL(FL(z,s),t) = e^t z \; |_{z \to e^s z} = e^t e^s z = e^{t+s} z = FL(z,s+t).

Self-composition once of h(z) = FL(z,t) gives

h^{((1))}(z) = h(h(z)) = FL(FL(z,t),t) = e^t (e^t z) = e^{2t} z = FL(z,t+t).

Then iterating n=1,2,... times,

h^{((n))}(z) = e^t (e^t (...e^t z) = e^{(n+1)t} z =FL(FL(z,nt),t) =FL(z,(n+1)t).

More generally for any complex \alpha, define

h^{((\alpha))}(z) = FL(FL(z,\alpha t),t) = FL(z, (\alpha +1) t) = e^{(\alpha + 1)t}\; z.

Consistently, g(z) = 1/f'(z) = z, and

e^{tg(z)\partial_z} \; z = e^{tz\partial_z} \;z = \sum_{n\ge 0}\; \frac{t^n}{n!} (z\partial_z)^n \:z = e^t \; z = FL(z,t).

For u and v any complex numbers,

e^{v g(z) \partial_z} \; e^{u g(z) \partial_z}\; z =e^{v z\partial_z}\; e^u z = e^u e^v z = e^{u+v} z

= e^{v \partial_z}\; FL(z,u) = FL(FL(z,v),u) = FL(z,u+v).

3) Special linear fractional transformation

With f(z) = \frac{1}{z}, then f^{(-1)}(z) = \frac{1}{z}, and

FL(z,t) = f^{(-1)}(f(z)+t) = \frac{1}{z} \; |_{z \to f(z)+t = \frac{1+tz}{z}} = \frac{z}{1+tz}

with

FL(FL(z,s),t) = \frac{z}{1+tz} \; |_{z \to \frac{z}{1+sz}} = \frac{z}{1+(s+t)z} = FL(z,s+t).

One functional self-composition of h(z) = FL(z,t) gives

h^{((1))}(z) = h(h(z)) = FL(FL(z,t),t) = \frac{z}{1+(t+t)z} = FL(z,t+t).

Then iterating n=1,2,... times,

h^{((n))}(z) = \frac{z}{1+(n+1)tz} =FL(FL(z,nt),t) =FL(z,(n+1)t).

More generally for any complex \alpha define

h^{((\alpha))}(z) = FL(FL(z,\alpha t),t) = FL(z, (\alpha +1) t) = \frac{z}{1+(\alpha +1)tz}.

Consistently, g(z) = 1/f'(z) = -z^2, and, for |tz| < 1,

e^{tg(z)\partial_z} \; z = e^{-tz^2\partial_z} \;z = \sum_{n\ge 0}\; \frac{t^n}{n!} (-z^2\partial_z)^n \;z = \sum_{n\ge 0}\; (-tz)^n\; z = \frac{z}{1+tz} = FL(z,t).

With \alpha= u+v for u and v any complex numbers, |uz|<1, and |\frac{uz}{1+vz}|<1,

e^{\alpha g(z) \partial_z}\; z = e^{v g(z) \partial_z} \; e^{u g(z) \partial_z}\; z =e^{-v z^2\partial_z}\; \frac{z}{1+uz}

= e^{-v z^2\partial_z}\; \sum_{n\ge 0}\; (-uz)^n\; z =\sum_{n\ge 0}\; (-u)^n\; \sum_{k\ge 0}\; (-v)^k \frac{(n+k)!}{n!} z^{n+k+1}

= \sum_{n\ge 0}\; (-u)^n\; (\frac{z}{1+vz})^{n+1} = \frac{\frac{z}{1+vz}}{1+\frac{uz}{1+vz}}= \frac{z}{1+(u+v)z}

= e^{-vz^2 \partial_z}\; FL(z,u) = FL(FL(z,v),u) = FL(z,u+v) = FL(z,\alpha) .

In Appendix VIII of "Renormalization Group Functional Equations", Curtright and Zachos discuss the relation between these diff op equations (Eqn. 90 in C & S) and Schröder's functional conjugacy equation of iterated function theory. In their intro, they state that the renormalization group of Gell-Mann and Low and of Stueckelberg and Petermann has an elegant mathematical expression in terms of the functional conjugation methods of Schröder.

Tom Copeland
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  • Hmm, concerning the formula FL(FL(z,s),t) = FL(z,s+t): in my question https://mathoverflow.net/q/391772/7710 I've discussed the observation on periodic points, by which FL(FL(z,s),t) \ne FL(FL(z,t),s) and thus FL(FL(z,s),t) \ne FL(z,s+t) if z is a n-periodic point and s=n is the period-length. For me this problem/special case is still not clear/not resolved with the given answers, and it would be instructive, if some required restrictions on "for s and t small enough" would be expressed more explicite. (Hope I'm not asking for complete trivia and/or nonsense here ...) – Gottfried Helms Mar 07 '22 at 10:00
  • @GottfriedHelms, hope I've addressed you comments correctly in the edit as to my meaning of small for the domains of s and t although, as my example indicates, the domains could extend far beyond that allowed in the differential-shift characterization. – Tom Copeland Mar 07 '22 at 21:19
  • TomCopeland - thank you very much for your detailed answer! Unfortunately it contains too much material which I am still unfamiliar with, and I don't know, whether I'll ever get the spirit again to involve appropriately. If I can and find some way through I'll come back to this another day - this comment is just to tell you today I'm yet thankful for your kind workout w.r. to my specific question. – Gottfried Helms Mar 09 '22 at 17:07
  • @GottfriedHelms, I included some basic examples in more detail to illustrate the analysis. – Tom Copeland Mar 11 '22 at 08:02
  • See also p. 46 and 47 of Iterative Functional Equations by Kuczma, Choczewki. and Ger. – Tom Copeland Mar 11 '22 at 14:12
  • See eqn, 2.3.19 on p. 67 of K, C, & G for the associated Abel equation for the special linear fractional transformation and Thm. 8.5.3 on p. 347 for a relation to the Julia eqn. – Tom Copeland Mar 11 '22 at 15:01
  • TomCopeland - I'm not firm in complex analysis; but concerning the "for s and t small enough" again, I think I've it correct, that the range of analycity of the function in the neighbourhood of a fixpoint cannot be larger than the distance to the next fix/n-periodic point. I've shown in my essay on my findings about n-periodic points that it is possible to locate n-periodic points arbitrarily near to the fixpoints, for instance the example of a 31-periodic point in https://go.helms-net.de/math/tetdocs/periodic_points_compact.pdf ... – Gottfried Helms Mar 11 '22 at 22:07
  • (...) It is simple to locate n-periodic points near the fixpoints with n=64,n=256 ... or what you want. The disk around the fixpoint (let's use the primary with positive imaginary value) which has no n-periodic points seems of epsilon-size only. Or am I perhaps basically wrong with my opening doubt in the first part of this comment? – Gottfried Helms Mar 11 '22 at 22:11
  • (...) The visual example with the 31-periodic point is on page 8. – Gottfried Helms Mar 11 '22 at 22:22
  • @GottfriedHelms, I provide two simple interpretations--one functional, the other, operational, which have a long history beginning with the foundations of iteration theory--of the original question "Do complex iterates of functions have any meaning?" This is not the venue for a comprehensive discussion of IT, which is quite wide and deep. In fact, I have 80 or so pages of notes I've been sitting on since July that I feel only scratch the surface of the subject. Perhaps Curtright and Zachos, in a sequence of papers, have material and refs more directly related to your interests. – Tom Copeland Mar 12 '22 at 03:12
  • thanks,Tom, for that notice. I'll look up your hints to be read; and of course you made me curious about your 80 pages ... – Gottfried Helms Sep 07 '22 at 08:08
  • The formal group law approach is also used in "Fractional iteration of series and transseries" by Edgar (https://www.ams.org/journals/tran/2013-365-11/S0002-9947-2013-05784-4/S0002-9947-2013-05784-4.pdf). – Tom Copeland May 13 '23 at 21:27
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I'm kind of embarrassed to give such a simple answer, but since I don't think any of the answers are in this direction: there is a whole world of study in dynamical systems associated to acting groups beyond \mathbb{Z}. What I mean is that the "traditional" case of a single invertible map T acting on a space X can be thought of as an entire (\mathbb{Z},+)-action \{T^n\}_{n \in \mathbb{Z}} (which just happens to be determined by the single map T).

If you view this way, then it's easy to picture generalizing to other groups; for any group (G,\cdot), you can define a (G,\cdot)-dynamical system as coming from a (G,\cdot)-action \{T^g\}_{g \in G} of self-maps of X. Then, if G = (\mathbb{C},+), it's easy to talk of complex iterates.

Your maps are not assumed invertible, but everything above works for semigroup actions too, so you could work with the upper-right quadrant of \mathbb{C}.

Maybe what you want is more computational (and maybe other answers are doing this in a more direct way), but this is the first thing that came to mind as a dynamicist.

LSpice
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