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In mathematics, a multivalued function, also called multifunction and many-valued function, is a set-valued function with continuity properties that allow considering it locally as an ordinary function.

Multivalued functions arise commonly in applications of the implicit function theorem, since this theorem can be viewed as asserting the existence of a multivalued function. In particular, the inverse function of a differentiable function is a multivalued function. For example, the complex logarithm is a multivalued function, as the inverse of the exponential function. It cannot be considered as an ordinary function, since, when one follows one value of the logarithm along a circle centered at 0, one gets another value than the starting one after a complete turn. This phenomenon is called monodromy.

Another common way for defining a multivalued function is analytic continuation, which generates commonly some monodromy: analytic continuation along a closed curve may generate a final value that differs from the starting value.

Multivalued functions arise also as solutions of differential equations, where the different values are parametrized by initial conditions.

Motivation

The term multivalued function originated in complex analysis, from analytic continuation. It often occurs that one knows the value of a complex analytic function in some neighbourhood of a point . This is the case for functions defined by the implicit function theorem or by a Taylor series around . In such a situation, one may extend the domain of the single-valued function along curves in the complex plane starting at . In doing so, one finds that the value of the extended function at a point depends on the chosen curve from to ; since none of the new values is more natural than the others, all of them are incorporated into a multivalued function.

For example, let be the usual square root function on positive real numbers. One may extend its domain to a neighbourhood of in the complex plane, and then further along curves starting at , so that the values along a given curve vary continuously from . Extending to negative real numbers, one gets two opposite values for the square root—for example ±i for –1—depending on whether the domain has been extended through the upper or the lower half of the complex plane. This phenomenon is very frequent, occurring for nth roots, logarithms, and inverse trigonometric functions.

To define a single-valued function from a complex multivalued function, one may distinguish one of the multiple values as the principal value, producing a single-valued function on the whole plane which is discontinuous along certain boundary curves. Alternatively, dealing with the multivalued function allows having something that is everywhere continuous, at the cost of possible value changes when one follows a closed path (monodromy). These problems are resolved in the theory of Riemann surfaces: to consider a multivalued function as an ordinary function without discarding any values, one multiplies the domain into a many-layered covering space, a manifold which is the Riemann surface associated to .

Examples

These are all examples of multivalued functions that come about from non-injective functions. Since the original functions do not preserve all the information of their inputs, they are not reversible. Often, the restriction of a multivalued function is a partial inverse of the original function.

Branch points

Main article: Branch point

Multivalued functions of a complex variable have branch points. For example, for the nth root and logarithm functions, 0 is a branch point; for the arctangent function, the imaginary units i and −i are branch points. Using the branch points, these functions may be redefined to be single-valued functions, by restricting the range. A suitable interval may be found through use of a branch cut, a kind of curve that connects pairs of branch points, thus reducing the multilayered Riemann surface of the function to a single layer. As in the case with real functions, the restricted range may be called the principal branch of the function.

Applications

In physics, multivalued functions play an increasingly important role. They form the mathematical basis for Dirac's magnetic monopoles, for the theory of defects in crystals and the resulting plasticity of materials, for vortices in superfluids and superconductors, and for phase transitions in these systems, for instance melting and quark confinement. They are the origin of gauge field structures in many branches of physics.[citation needed]

Further reading