COMPLEX INTEGRATION

ALAN CAMINA AND TOM WARD

These are lecture notes for the second part of the rst semester of MTH 2A31. They are available on the UEA intranet. The suggested book for the course is Introduction to Complex Analysis" by H.A. Priestley Oxford. It is not essential to have this book. 3. The Integral In the rst part of the course you saw paths in C . In this section we describe how to integrate complex valued functions along paths. The assumption is that we can integrate real-valued functions, that is functions of the form f : a; b ! R. A simple extension enable us to integrate functions f : a; b ! C as follows:De nition 3.1. Let f : a; b ! C be given. Then
Z

f t dt =

f t dt + i

=f t dt:

It is easy to give a simple example. Exercise 3.2. Let f : 0; 1 ! C be given by f t = eint; n 6= 0. Then eint dt = cosnt dt + i sinnt dt 0 0 0 = 0 when n is even. For odd values of n the integral is non zero see Exercise sheet. So in this case we reduce the problem to that of integrating real functions. Now consider a function f : C ! C . We need an extra ingredient and that is a path . De nition 3.3. Let : a; b ! C be a smooth cu`rve and let f : C ! C be a continuous function  ! C . Then Z Z b f z  dz = f  t 0 t dt:
a
Z

As with all de nitions perhaps one should start by trying to do an example or two. But before that let me introduce three useful pieces of notation. In many situations the path and the function f are more important than R R the details of how one integrates in elementary terms. We will therefore often write f for f z dz . If a; b 2 C then we denote by a; b = fz : z = a +b , at; t 2 0; 1 g. This is just a complicated but precise way of saying the straight line joining a to b. Let r 0 2 R and a 2 C then a; r = fz : z = a + reit ; t 2 0; 2 g. This is just the circle of radius r about the point a.
Date : Autumn Semester 1998.

ALAN CAMINA AND TOM WARD

Z

Exercise 3.4. Let us calculate

In this case
Z

0;1+i

z dz:

and so

0;1+i

Exercise 3.5.
In this case

z dz = 1 , it1 + i dt 0 = 1: 0 if n 6= ,1 2i if n = ,1

0 t = 1 + i Z 1

t = 0 + 1 + it

0;1

z n dz =

t = eit 0t = ieit and so

0;1

z n dz

Z Z

2 2

eintieit dt

= iein+1t dt 0 = 0 if n 6= ,1 = 2i if n = ,1: One of the interesting facts about this is that integrating around a closed curve does not always give zero. You should ask what is di erent about n = ,1. We now consider what happens if we have a curve which is not smooth. De nition 3.6. Let 1; 2 : : : ; n be smooth curves so that the end point of j is the initial point of j +1 for j = 1; : : : ; n , 1. Let be the union of these curves so that
=
Z

Let f be a continuous function de ned on  . Then =

n Z X j =1
j

:
j

f z  dz:

We call such a a path. De nition 3.7. A simple path : a; b ! C is such that t1  = t2  implies that t1 = a and t2 = b. The path is called a simple closed path when a = b. De nition 3.8. A contour is de ned to be a closed path which is made up of a nite series of smooth curves which are either circular or straight. In the next lemma we sum up some of the basic results. Lemma 3.9. Let be a path and let f1; f2; f :  ! C be continuous functions. Then

COMPLEX INTEGRATION

1. If = 1 + 2 then 2. If f = f1 + f2 then 3. If c 2 C then 4.

Proof.

f= f=
Z

1
Z

f+

2
Z

f:

f1 +
Z

f2 :

cf = c

f: f

f =,

1. Just a restatement of the de nition. 2. Suppose that has parameter interval a; b . It is su cient to verify this in the case when is smooth. Then Z f1 z  + f2 z dz = = =
Z Z

b a b

f1  t + f2  t 0 t dt f1  t 0t dt +

Z Z

b a

Za

f2  t 0 t dt

f1 dz +

f1 dz:

3. See Exercises. 4. We again assume that we have that is smooth. Note that , is given by , t = a + b , t and so , 0t = , 0 a + b , t.Putting this all together gives
Z

The integral on the right hand side is essentially a real integral so we substitute s = a + b , t to get Z Z a f z  dz = f  s , 0 s , ds
,
s=b
Z

f z  dz =

f  a + b , t , 0 a + b , t dt:

= , = ,

Za

f  s 0 sds

f z  dz

We now come to a key early result which plays a less important role in this theory than it does in the case of real variables. Theorem 3.10 Fundamental Theorem of Calculus. Suppose that : a; b ! C is a path and F : G ! C is a function de ned on some open set G with  G. Further assume that F 0z  exists and is continuous 8z 2 G. Then Z F 0z  dz = F  b , F  a:

ALAN CAMINA AND TOM WARD

R

Note that if is closed then

F 0z  dz = 0.
Z

Proof. We may assume that is smooth. Then we have

F 0z  dz =

Now consider the function F t. This is a function from R to C and this has a derivative F 0 t = F 0 t 0 t. This can be shown by either using the chain rule or from rst principles. Then
Z

F 0 t 0tdt:

F 0z  dz =

= F  b , F  a + i =F  b , =F  a : = F  b , F  a: Notice that the justi cation depends on the equivalent theorem for the real case. Exercise 3.11. Let be the curve shown in Figure 1. Consider the integral
Z

 F

0 t dt +

=F

0 t dt

cos z dz:

,1

Figure 1. The contour

Note that = 1 + 2 where

1 : 0; 1

The crude way is just to substitute in the formula and get:Z

! 1 t = 2t , 1 it 2 : 0;  ! 2 t = e :
1

cos z dz =

2 cos2t , 1 dt +

coseit ieit dt:

COMPLEX INTEGRATION

Now if you are really good perhaps you can do this but to be honest I can't do it. But now we can use the Fundamental Theorem. Just remember that sin0 z = cos z . So we get
Z

cos z dz = 0:

Exercise 3.12. Let n 6= ,1 and f z  = z n; z 6= 0. In these circumstances we can use the n+1

Fundamental theorem because we have a well-behaved function F z  = zn+1 as long as the contour doesn't include the origin. Notice that we may have to take as our region G something like G = fz : r jz j Rg for two real numbers 0 r R.
logi must then be i=2
log,1 must then be i

log1 = 0 here

log,i must then be 3i=2

which would make log 1 = 2i here

Figure 2. Choosing one branch of the many valued function log

We now come to another powerful result which again depends on properties of the real integral. Theorem 3.13 Estimation Theorem. Let : a; b ! C be a curve and let f be a continuous
function de ned on  . Then
Z
j

f z  dz j 
Z

b a

f  t 0 tj dt:

Note that the theorem does not say that

j

f z  dz j =

jf z j dz:

Try to nd an example where this fails.

Proof. This is in the book, result 3.9.

Corollary 3.14. Let : a; b ! C be a path and let f be a continuous function de ned on  . Assume that 0 M 2 R is such that jf z j  M; 8z 2  . Then
Z
j

f z  dz j  M

j 0 tj dt:

ALAN CAMINA AND TOM WARD

This is a straightforward deduction from the Estimation Theorem. Note that the integral
Z

is just the length of the curve. This is a very useful result as you will see later. Exercise 3.15. Let 1 f z  = z , 1 and let = 0; R; R 1. The key point here is to estimate the value of z , 1 on this circle. We use the inequality ja + bj  jjaj , jbjj to get jz , 1j  R , 1 and so 1 jf z j  R , 1 for z 2  . Thus Z 2R : j f z  dz j  R ,1 This very quickly gives us an important criteria for deciding when it is possible to exchange an in nite sum and an integral. Theorem 3.16. Let : a; b ! C be a path. Let U; u0; u1; u2 : : : be continuous functions de ned
on  . Assume that

j 0 tj dt

1.

1 X

2. 9 Mk for k = 0; 1; 2 : : : such that

Then
1 Z X
0

k=0 P

uk z  = U z  8z 2  : MK converges and juk z j  Mk for k = 0; 1; 2; : : : .

Z X 1 Z

uk z  dz =

uk z  dz =

U z  dz

Proof. The main ingredientP in the proof is the Estimation P Theorem. However we rst point out that

because juk z j  Mk and Mk is convergent then jMk j is convergent. Let l 0 be the length of the contour. Then we have Z j uk z  dz j  Mk l: So
m Z X n

uk z  dz 

m X n

Mk l

for all n m 2 N. We can now use Cauchy's criterion for convergence. In its sequence form it says that a sequence u0 ; u1; : : : is convergent if and only if 8 0 9 N 2 N such that jun , um j 8; N n m. In its series form it says that a series P an is convergent if and only if 8 0 9N 2 N such that

j
Let

m X

0 be given. Then 9N 2 N such that

m X k=n

k=n

ak j

; 8N l ; 8N

n m: n m:

Mk

COMPLEX INTEGRATION

So we get

m Z X n
j

uk z  dz j 
Z X N

m X n

Mk l

8N n m:
Z

This proves the convergence of the series. A little more thought is needed to show the last line: by taking m ! 1 above we see that
1Z X
0

uk ,

showing that the sum of the integrals converges to the integral of the sum. Exercise 3.17. Consider the following 1 X 1 : zn = 1 , z 0 Let w 2 C be so that jwj = r 1. Let = 0; w . Then jz nj  rn forall z 2  . But convergent so we can apply the previous result and the Fundamental theorem gives 1 wn Z X 1 dz: = 0;w 1 , z 1 n 4. Topology

uk =

N + 11

uk  ;

rn is

The theory of complex variables has two sets of di culties to contend with. The rst is that of analysis, ie the problems of epsilons and deltas and in nities. However because it all lies in the plane there are also geometrical or topological di culties. Perhaps one of the simplest reasons is that there are in nitely many di erent directions. In some ways that is why continuity and di erentiation is a stronger condition than for real variables. Exercise 4.1. Draw the following sets 1. fz : jz j 1g fjz j 1g 2. fz : jz j  1g fjz j 1g 3. fz : jz j 1g fjz , 2j 1g 4. fz : jz j 1g fjz , 1j 1g 5. fz : jz j  1g fjz , 1j  1g In order to organise our thoughts more clearly we wish to de ne the the types of subsets which are well behaved. As always there are more than one way to make our de nitions so we choose one and either show equivalence or leave it vague as to the connection. De nition 4.2. Let G  C . Then we say that G is path connected if for any two points z and w both in G there is a path : a; b ! C such that  G with a = z and b = w. Example 4.3. Consider the subset of R2 given by fx; y : x 0; y = sin1=xg fx; y : x = 0g. In more advanced books on topology it is shown that this set is a connected subset of C but is not path connected. We will just say that a subset is connected, dropping the reference to path, on the understanding that none of our sets will be so pathological. De nition 4.4. A region is an open connected subset of C . A key result that we need is quite complicated but if we think straight is not too bad.

ALAN CAMINA AND TOM WARD

Theorem 4.5 Covering Theorem. Let G be an open subset of C and let : a; b ! C be a curve such that  G. Then there exists a subdivision of a; b ; a = t0 t1


tn = b and open
discs D0 ; D1; : : :Dn,1 such that

1. Dj G; 8j , and 2. t 2 Dj 8t 2 tj ; tj +1 .
Proof. Before we begin the proof proper a little piece of notation. Let x 2 a; b . Then de ne x to

be the curve obtained by restricting to a; x . The idea of the proof is to show that for all x 2 a; b the theorem is satis ed for x . De ne C = fx : x 2 a; b the theorem holds for x g. We now show that C = a; b . Step 1. The rst thing to do is to show that a 2 C . Recall that a 2 G but that G is open. Thus there is a disc with centre a contained in G. So no big deal. Step 2. There is a real c which is an upper bound for C . Clearly C is bounded above by b. Also by Step 1, C is non-empty so C has a least upper bound say c. Step 3. c 2 C . Note that c 2 G so 9 0 so that D c;   G. Also we should note that c  b but that if c = b we have completed the proof, so assume that c b. But is continuous. So we have 0 such that j t , cj ; 8t with jt , cj . Now we know that c is the least upper bound of C so that there is a d 2 C with a  d  c and jd , cj . Let d be covered by discs D0 ; D1; : : :Dm . Now we can add a new disc Dm+1 = D c; . But now we have covered c and so c 2 C . Step 4 c = b. Assume that c b. By Step 3 we have that existence of a particular and . But as above choose some d with c d b and jd , cj . This is a contradiction which completes the proof.

Corollary 4.6. Let G  C be a region and f : G ! C be a function di erentiable at all points of G. Suppose that f 0 z  = 0; z 2 G. Then f is constant on G.
Proof. We have shown that the result is true if G is an open disc in the rst part of the course. Let

u; v 2 G and let be a path that connects them in G. By the Covering Theorem we can cover  with open discs, any adjacent pair overlap. So we get f u = f v.

Note that we need connectedness. We now introduce a further class of sets which are more restricted but have some very good properties.

De nition 4.7. A set G  C is called convex if any two points in G can be joined by a straight
line segment.

COMPLEX INTEGRATION

There are a number of results which look sort of obvious which when you try to prove them get trickier. The rst is always called Jordan's Curve Theorem1 but it was not Jordan who rst proved it: he realised that it was important. Theorem 4.8 Jordan's Curve Theorem. Let be a simple closed path, ie no self intersections
except for the end points. Then there is an inside and an outside. That is there are two open sets I; O with C n  = I O. I is bounded and is the inside and O is unbounded and the outside.

To appreciate this theorem, it is important to understand just how complicated a closed simple path can be, and that if we allow non simple closed paths the result can fail in a spectacular way.

Figure 3. A closed simple curve

Theorem 4.9. Any polygon can be cut up into triangles. Theorem 4.10. Let be a path. Then it can be approximated as closely as wished by a polygonal
path.

An easier result than Theorem 4.8 is the following.

The only tricky case is when the polygon is not convex. The next result is not stated too precisely.

1 Marie Ennemond Camille Jordan born 5 Jan 1838 in Lyon, died 22 Jan 1922 in Milan was highly regarded by his contemporaries for work in algebra and group theory. cole Polytechnique and from 1873 taught there and at the Coll Jordan studied mathematics at the E ege de France. He introduced important topological concepts in 1866. He was aware of Riemann's work in topology but did not know of the work by Mobius. Jordan introduced the notion of homotopy of paths, looking at deformation of paths one into the other. He de ned a homotopy group of a surface without explicitly using group terminology. Jordan was particularly interested in the theory of nite groups. His introduction to the group concept in geometry 1869 was motivated by studies of crystal structure. In this work he considers classi cation of groups of Euclidean motions. His Trait e des substitutions et des equations algebraique" in 1870 gave a comprehensive study of Galois theory. For this work he was awarded the Poncelet Prize of the Acad emie des Science. The work contains the Jordan normal form" for matrices, not over the complex numbers but over a nite eld. He appears not to have known of earlier results of this type by Weierstrass. It also brings permutation groups to a central role in mathematics. Jordan is best remembered today for his proof that a simply closed curve divides a plane into exactly two regions. He originated the concept of functions of bounded variation and is known especially for his de nition of the length of a curve. This appears in his Cours d'analyse de l'Ecole Polytechnique" 3 volumes 1882, the Jordan curve theorem appearing in the 3rd edition 1909-1915. He also generalised the criteria for convergence of Fourier series. Two of Jordan's students, Sophus Lie and Felix Klein, drew upon his studies to produce their own theories of continuous and discontinuous groups.

10

ALAN CAMINA AND TOM WARD

5. Cauchy's Theorem We begin by stating Cauchy's theorem2 in some generality. Then we will prove it in a special case and then describe it in full generality. The di culties in the general case are due to the topological problems rather than the analytic ones. Hopefully I will be able to illustrate these ideas as we develop this material. During this section we are going to have one underlying hypothesis:Hypothesis 5.1. Let G be some region of C and let be a closed path so that  G. Let f be a function which is di erentiable on some open subset of G which contains  and the inside of . The key topological di culty is What is the inside? The main theorem should be:Theorem 5.2 Cauchy's Theorem for a path. Let G; f; satisfy Hypothesis 5.1. Then
Z

f z  dz = 0:

Cauchy originally proved it, I think, by an appeal to Stokes Theorem. However that demands extra conditions and still needs the topology although this is nearly always ignored in most analyses. I will begin by proving it for the special case when the path is a triangle. This special case contains nearly all the analytical complexity. Theorem 5.3 Cauchy's Theorem for a triangle. Let G; f; satisfy Hypothesis 5.1. Further assume that  is a triangle. Then
Z

f z  dz = 0:

2 Augustin Louis Cauchy born 21 Aug 1789 in Paris, died 23 May 1857 in Sceaux pioneered the study of analysis and the theory of permutation groups. He also researched in convergence and divergence of in nite series, di erential equations, determinants, probability and mathematical physics. Numerous terms in mathematics bear Cauchy's name:- the Cauchy integral theorem in the theory of complex functions, the Cauchy-Kovalevskaya existence theorem for the solution of partial di erential equations, the Cauchy-Riemann equations and Cauchy sequences. He produced 789 mathematics papers, an incredible achievement. This achievement is summed up in Belhoste's biography of Cauchy as follows:... such an enormous scienti c creativity is nothing less than staggering, for it presents research on all the then-known areas of mathematics ... in spite of its vastness and rich multifaceted character, Cauchy's scienti c works possess a de nite unifying theme, a secret wholeness. ... Cauchy's creative genius found broad expression not only in his work on the foundations of real and complex analysis, areas to which his name is inextricably linked, but also in many other elds. Speci cally, in this connection, we should mention his major contributions to the development of mathematical physics and to theoretical mechanics... we mention ... his two theories of elasticity and his investigations on the theory of light, research which required that he develop whole new mathematical techniques such as Fourier transforms, diagonalisation of matrices, and the calculus of residues. His collected works, Oeuvres compltes d'Augustin Cauchy 1882-1970, were published in 27 volumes. Political events drove Cauchy from France, and in 1831 he went to Turin. He taught there from 1832, and Luigi Menebrea said that his courses: were very confused, skipping suddenly from one idea to another, from one formula to the next, with no attempt to give a connection between them. His presentations were obscure clouds, illuminated from time to time by ashes of pure genius. ... of the thirty who enrolled with me, I was the only one to see it through.

COMPLEX INTEGRATION

11

Proof. Let the triangle 0 have vertices p; q and r and denote any such triangular path by p; q; r .

Let

I=

f z  dz:

We are trying to show that I = 0. In the picture below let a; b and c be the midpoints a of p; q , b of q; r and c of q; r as shown in Figure 4.
r

Figure 4. The initial triangle p; q; r

We can then consider the four triangular paths to obtain Z Z Z Z I = f z  dz + f z  dz + f z  dz + Let and
a;q;b
Z

b;r;c

c;p;a

a;b;c

f z  dz

I1 =

a;q;b

f z  dz; I2 =

b;r;c
Z

f z  dz; I3 =

c;p;a

f z  dz

I4 = f z  dz: a;b;c A simple application of the triangle inequality gives

jI j 

4 X
j =1

jIj j

Thus for at least one j we have that jIj j  jI j=4. Let this triangle give rise to the contour 1 . Note that Z Z j f z  dz j  1 j f z  dz j: 1 4 Step 1: Repeat this to construct a whole series of triangular paths 0 ; 1 ; : : : n ; : : : such that Z Z j f z  dz j  1 j f z  dz j; 4
Z

Z 1 f z  dz j  4n j f z  dz j n 0

n,1

12

ALAN CAMINA AND TOM WARD

 and I   n,1 I  n , where I  denotes the closure of the interior of a path . Step 2: T Claim that I n 6= ;. To prove this consider for each triangle I n the centrum3 zn . Let the length 0 be l. Then the length of n is 2ln . Note that any two points u; v 2 I n  satisfy ju , vj  2ln 2 From this we can see that jzn+1 , zn j  2ln : Thus the sequence is a Cauchy sequence and has a limit, say w. Step 3: We use the di erentiability of f at w to estimate the integrals for large enough n. Recalling the de nition of di erentiability we see that for 0 there exists r 0 such that for all z 2 D0 w; r f z  , f w , f 0 wj : j z,w Rewritten as jf z  , f w , z , wf 0 wj jz , wj 8z 2 D0 w; r: So now we can choose N so that N Dw; r and from 2 ju , vj  2ln . Now comes the hard bit of analysis. Z Z f z  dz = f z  , f w , z , wf 0 w dz
N

Z N

But  2  z , w  d 0 0 f w + z , wf w = dz f wz + 2 f w By the Fundamental Theorem Z Z f z  dz = f z  , f w , z , wf 0 w dz and so

f w + z , wf 0 w dz:

Z N

From the Estimation Z Theorem j f z  dz j  length N  sup jf z  , f w , z , wf 0 wj z2 N N  2lN sup jz , wj  Hence from earlier Z jI j  4N j f z  dz j Thus we get the required result by letting get smaller.
3

f z  dz j = j

ZN

f z  , f w , z , wf 0 w ; dz j

2  4lN

z2 N

 l2 :

The intersection of the three lines joining a corner with the mid point of the opposite side.

COMPLEX INTEGRATION

13

From this, which is probably the hardest proof you have seen, we can get some quite interesting results. Theorem 5.4. Let G be a convex region. Let f : G ! C be continuous and assume that for all
triangular contours

f z  dz = 0: Choose a point u 2 G. De ne a function F : G ! C by Z F z  = f w dw:

Then F 0z  = f z  for all z 2 G.
u;z

G; 8z 2 G. Thus the de nition makes sense and we are in a hopeful situation. Now we need to use the hypothesis of the Theorem. The idea is to consider F z + h , F z  h for h 6= 0 so that z + h 2 G. By the hypotheses of the Theorem Z Z Z 0= + + f z  dz  :
Proof. Because G is convex we have that u; z

Rewriting shows that and hence that

u;z

z;z+h

z+h;u

F z + h , F z  =

z;z+h

f z  dz

F z + h , F z  = 1 Z h h z;z+h f z  dz: To prove the theorem we need to show: F  z + h  , F  z  lim = f z : h!0 h Once again rewriting we need to show 1Z lim f w dw = f z  h!0 h ie
z;z+h

jf z + h , f z j

0. At this point we use the continuity of f to nd a D0 z ; r; r ; 8h 2 D0 0; r. So by the estimation theorem we get Z 1 1 jhj : jh f w , f z  dwj  jh j z;z+h The result follows immediately. Choose an

1 lim h!0 h

z;z+h

f w , f z  dw = 0: 0 so that

We get two immediate corollaries from this. Corollary 5.5 The inde nite integral theorem. Let G be a convex region and let f 2 H G. Let u 2 G and de ne Z F z  = f w dw: u;z Then F : G ! C is an antiderivative of f .

14

ALAN CAMINA AND TOM WARD

Z

Corollary 5.6 Cauchy's theorem for a convex region. Let G; f and satisfy Hypothesis 5.1 with
G convex. Then f w dw = 0:
Proof. This follows from the previous corollary and the Fundamental Theorem of Calculus.

Let us recall that a contour is a path made up of a nite set of straight line segments or of segments of circles. I will prove a special case of Theorem 4.10 stated earlier. Lemma 5.7. Let G; f and satisfy Hypothesis 5.1 and let be a contour. Then there is a polygonal path : 0; 1 ! G such that Z Z f z  dz = f z  dz:
Proof. It is at this point that we use the covering theorem. So there exist overlapping discs

D0 ; D1 ; : : : ; Dn with Di G and  Di . Inside each disc pick some points on  and join them with straight line, making certain that there is at least one point in each Di Di+1 ; i = 0; : : : ; n , 1. Since each disc is a convex set we can apply Cauchy's theorem for convex sets to get that the integral is the same along each straight segment as along the contour. Adding all the bits gives the result. We can now use this to obtain Theorem 5.8 Cauchy's Theorem for contours. Let G; f and
be a contour.Then
Z

satisfy Hypothesis 5.1 and let

f w dw = 0:
XZ

Proof. By the previous lemma we can assume that is polygonal. By Theorem 4.9 we can split any

polygon into triangles
i. But then Z But then

f w dw =
Z

i

f w dw:

f w dw = 0 for all i by Cauchy's theorem for triangles and the theorem follows.

i

This is the version of the theorem we use, although we rarely have more than two circular and three or four straight segments. The proof of the main result is similar but we do have to check some of the more subtle bits rather more carefully than we have done. De nition 5.9. A path : a; b ! C is said to positively oriented if for some u in the interior of , t traces out a counter-clockwise path about u as t goes from a to b. This leads to a rather useful result Theorem 5.10 Deformation Theorem. Let be a positively oriented contour such that Du; r I  . Further assume that f is holomorphic inside and on  except possibly at u. Then Z Z f z  dz = f z  dz:
u;r

Proof. The idea is to connect the circle to the contour with a two lines as shown in Figure 5. Pick

two points w1 ; w2 both on u; r and let z1 ; z2 be on  such that w1; z1 Now we can split up into

w2; z2

I   n Du; r.

COMPLEX INTEGRATION

15

z2

w2
u
2

z1

w1

u; r

Figure 5. Cutting the contour

1 from z1 to z2 and 2 from z2 to z1 .

This is done so that both are still oriented the correct way. Now do the same to u : r 1 from w1 to w2 and 2 from w2 to w1. Now we have two contours 1 = 1 + z2; w2 + , 1  + w1; z1 and 2 = 2 + z1; w1 + , 2  + w2; z2 : It is clear that f is well behaved on and inside both 1 and 2. So by Cauchy's theorem for contours we have Z f z  dz = 0; i = 1; 2: But 0 = = = and so
Z

Z Z 1 Z 1 Z

f z  dz + f z  dz +

Z Z 2

f z  dz f z  dz , f z  dz
Z

f z  dz ,

Z 2

f z  dz ,

f z  dz

u;r

f z  dz =

u;r

f z  dz:

This really does make life a lot simpler: we have done the integral despite the fact f could be badly behaved at u. Together with Cauchy's Theorem, what this means is that the value of any

16

ALAN CAMINA AND TOM WARD

integral around a closed path is determined only by the points where the function is not di erentiable, together with information about whether those points lie inside or outside the path. Example 5.11. Let be a positively oriented contour with 0 2 =  . Then Z 1 dz = 2i if 0 2 I   ; 0 if 0 2 O  : z Exercise 5.12. Let be any contour with 0 2 =  ; 0 2 I  . Then Z z e dz = Z ez dz: z 0;1 z 6. Some consequences of Cauchy's Theorem

Theorem 6.1 Cauchy's Integral Theorem. Let holomorphic inside and on  . Let w 62  . Then
1 Z f z  dz = 2i z , w

be a positively oriented contour and let f be

0 if w 2 O  f w if w 2 I 

f z  1 Z f z  dz = 1 Z 2i z , w 2i w;r z , w dz: f z is holomorphic both on and inside . Thus the integral is 0. If w 2 = I  it is clear that z ,w We have fairly easily that Z 1 z , w dz = 2i
w;r
Z

Proof. We can nd Dw; r I . Then by Theorem 5.10

and so f w dz = 2if w: w;r z , w This gives us Z 1 f z  dz , f wj = 1 j Z f z  , f w j 2i w;r z , w 2 w;r z , w dz j  Z 1 f  z  , f  w  0 = 2 j z , w , f w dz j w;r  , f w , f 0 wj  21 2r sup  j f zz ,w z2 w;r Since f is holomorphic the last expression above tends to zero as r tends to zero. The expression is independent of r, so we have completed the proof.

All sorts of results follow very neatly from this. Example 6.2. 1. Let f be holomorphic in D0; r for any r 1. Then R 0;1 f zz dz = 2if 0: 2. Z ez dz = 2i: 0;1 z 3. Z z 3 , 1 dz = ,2i: z
0:1

COMPLEX INTEGRATION

17

Example 6.3. An interesting set of examples is based on partial fractions. We note that  1 = 1 1 1 1 z 2 + 4 z , 2iz + 2i = 4i z , 2i , z + 2i :
Thus cosz  dz = 1 Z cosz  dz , Z cosz  dz z2 + 4 4i z , 2i z + 2i =  2 cos2i , cos,2i = 0 Note we have to be slightly careful about . The next result is due to Liouville4. Theorem 6.4 Liouville's Theorem. Let f be holomorphic and bounded in C . Then f is constant.
Proof. The assumptions imply that there exists M
Z  !

two points a; b 2

and let r

0 such that jf wj M; 8w 2 C .Choose 2 maxfjaj; jbjg and let = 0; r. Then jz , aj r=2 and

4 Joseph Liouville born 24 March 1809 in Saint-Omer, died 8 Sept 1882 in Paris is best known for his work on the existence of a transcendental number in 1844 when he constructed an in nite class of such numbers. Liouville's mathematical work was extremely wide ranging, from mathematical physics to astronomy to pure mathematics. One of the rst topics he studied, which developed from his early work on electromagnetism, was a new topic, now called the fractional calculus. He de ned di erential operators of arbitrary order this order is usually an integer but in the theory developed by Liouville in papers between 1832 and 1837, it could be a rational, an irrational or most generally of all a complex number. Liouville investigated criteria for integrals of algebraic functions to be algebraic during the period 1832-33. Having established this in four papers, Liouville went on to investigatethe general problem of integration of algebraic functions in nite terms. His work at rst was independent of that of Abel, but later he learnt of Abel's work and included several ideas into his own work. Another important area which Liouville is remembered for today is that of transcendental numbers. Liouville's interest in this stemmed from reading a correspondence between Goldbach and Daniel Bernoulli. Liouville certainly aimed to prove that e is transcendental but he did not succeed. However, his contributions were great and led him to prove the existence of a transcendental number in 1844 when he constructed an in nite class of such numbers using continued fractions. In 1851 he published results on transcendental numbers removing the dependence on continued fractions. In particular he gave an example of a transcendental number, the number now named the Liouvillian number 0:1100010000000000000000010000::: where there is a 1 in place n! for each n  1 and 0 elsewhere. His work on boundary value problems on di erential equations is remembered because of what is called today Sturm-Liouville theory which is used in solving integral equations. This theory, which has major importance in mathematical physics, was developed between 1829 and 1837. Sturm and Liouville examined general linear second order di erential equations and examined properties of their eigenvalues, the behaviour of the eigenfunctions and the series expansion of arbitrary functions in terms of these eigenfunctions. Liouville contributed to di erential geometry studying conformal transformations. He proved a major theorem concerning the measure preserving property of Hamiltonian dynamics the existence of the Liouville measure" in ergodic theory and dynamical systems. The result is of fundamental importance in statistical mechanics and measure theory. In 1842 Liouville began to read Galois' unpublished papers. In September of 1843 he announced to the Academy that he had found deep results in Galois' work and promised to publish Galois' papers together with his own commentary. Liouville was therefore a major in uence in bringing Galois' work to general notice when he published this work in 1846 in his Journal. However he had waited three years before publishing the papers and, rather strangely, he never published his commentary although he certainly wrote a commentary which lled in the gaps in some of the proofs. Liouville also lectured on Galois' work and Serret, possibly together with Bertrand and Hermite, attended the course. In number theory Liouville wrote around 200 papers, working on quadratic reciprocity and many other topics. He wrote over 400 papers in total.

18

ALAN CAMINA AND TOM WARD



Z 1 + 1 dz f a , f b = 21 f  z  i z,a z,b and so 2ja , bj jf a , f bj  21 2 rM r2  2 4 M j a , b j  r So we can see that as r tends to in nity we get f a = f b. Corollary 6.5 Fundamental Theorem of Algebra. Every non-constant polynomial over

jz , bj r=2 8z 2  . So we have

root in C .

has a

Proof. Assume that the result is false. Then there is a non constant polynomial f z  such that

f z  6= 0; 8z 2 C . Note that f is holomorphic on the whole plane. Since f has no zeros the function gz  = 1=f z  is also holomorphic on the plane. We can apply Liouville's theorem to g as long as we can show that g is bounded. The only way that g could be unbounded would be if there was a sequence z1 ; z2 ; : : : with limn!1 f zn  = 0. If the sequence is bounded then it contains a convergent subsequence with limit w say. Then, as f is continuous, f w = 0 which is false. If the sequence is unbounded then we have jznj ! 1 with f zn  ! 0. Write f = anz n + an,1z n,1 + : : :a0 where an 6= 0. But then

jf z j  janjjz jn ,

n ,1 X

So we can see that jf z j ! 1 as n ! 1. Thus we can apply Louiville's theorem to get that g is constant and hence f is constant. There is a slightly di erent proof of this in Priestly using the notion of compactness. One of the di cult things in real variables is that the existence of all possible di erentials and the convergence of the Taylor series5 does not guarantee that the Taylor series will converge to the function. A tedious calculation will show that the Taylor series of the function 1=x2 when x 6= 0 f x = e 0 when x = 0 is given by 0 + 0x + 0x2 + : : :; which certainly converges everywhere but does not converge to f for any value of x 6= 0.
Brook Taylor born 18 Aug 1685 in Edmonton, Middlesex, died 29 Dec 1731 in London. In 1708 Taylor produced a solution to the problem of the centre of oscillation which, since it went unpublished until 1714, resulted in a priority dispute with Johann Bernoulli. Taylor's Methodus incrementorum directa et inversa" 1715 added to mathematics a new branch now called the calculus of nite di erences" and he invented integration by parts. It also contained the celebrated formula known as Taylor's expansion, the importance of which remained unrecognised until 1772 when Lagrange proclaimed it the basic principle of the di erential calculus. Taylor also devised the basic principles of perspective in Linear Perspective" 1715. Together with new principles of linear perspective the rst general treatment of the vanishing points are given. Taylor gives an account of an experiment to discover the law of magnetic attraction 1715 and an improved method for approximating the roots of an equation by giving a new method for computing logarithms 1717. Taylor was elected a Fellow of the Royal Society in 1712 and was appointed in that year to the committee for adjudicating the claims of Newton and of Leibniz to have invented the calculus.
5

jaj jjz j j:

COMPLEX INTEGRATION

19

The situation is very much better for complex function. The incredible fact is that being able to di erentiate once implies the existence of a Taylor's series which itself implies the existence of all di erentials. Proposition 6.6. Let f be holomorphic on the open disc Du; R. Then there exist constants cn 2 C ; n = 0; 1; : : : such that for any z 2 Du; R we have f z  =
Further we have where 0 r
1 X
n=0

cn z , un:

R.

Z f w dw; 1 cn = 2i  w , un+1 u;r

Proof. Choose z 2 Du; R and choose r with jz , uj

f w dw u;r w , z Z f w = dw u;r w , u , z , u  ! Z f  w  1 = z,u dw u;r w , u 1 , w ,u z , u The point of this is that v = w,u has modulus less than 1 for w 2  u; r and so we get 1 = 1 + v + v2 + : : : + vn + vn+1 1,v 1,v So we get n Z X f wz , uk dw + A 2if z  = n k+1 k=0 u;r w , u where Z f wz , un+1 dw An = w , un+1 w , z  2if z  = and so 2if z  =
u;r
n X k=0
Z

6.1 to get

R. Use the integral formula Theorem

f w dw z , uk + A n  w u;r , uk+1

Our objective is now to show that limn!1 An = 0, which will complete the rst part of the theorem. Recall that f is continuous on the closed bounded set  u; r so that there exists M 0 with jf wj  M; 8w 2  u; r. We now use the estimation theorem to obtain z , u jn+1 1 jAnj  2rM sup jw  jw , z j w2 u;r , u  ! 1 n+1 = 2rM sup  j w , z j jvj w2 u;r

20

ALAN CAMINA AND TOM WARD

is well de ned and not dependent on r. Theorem 6.7 Taylor's Theorem. Let f 2 H Du; R then 1. There exists constants c0 ; c1; : : : 2 C such that f z  = 2. 3.
for any r with 0 r R.
1 X
n=0

Since jvj 1 we get the result that we want. Note that the choice of r depended on z but by the Deformation Theorem 5.10 this doesn't matter so Z f w  cn = w , un+1 dw
u;r

cnz , un ; 8z 2 Du; r: f w dw; u;r w , un+1

Z cn = 21 i

f n u = n!cn Z f w dw ! = 2n i u;r w , un+1

Proof. The rst two follow from the previous Proposition. The nal result follows from the result

about the di erentiation of convergent series. Corollary 6.8. Let G be an open set and f 2 H G. Then f 0 2 H G. f z  = for z 2 Du; R. But then
1 X

Proof. Let u 2 G and choose R 0 such that Du; R G. Then by Theorem 6.7 9cj such that
n=0

cn z , un

for z 2 Du; R. This is again a convergent power series and so in particular f 0 is di erentiable at u. We now come to another theorem of Cauchy. Theorem 6.9 Cauchy's Formula for derivatives. Let be a positively oriented contour and f be a function which is holomorphic inside and on . Let u 62  . Then f w n! Z 0 if u 2 O  2i w , un+1 dw = f n u if u 2 I 
Proof. If u 2 O  the result follows from Cauchy's Theorem for a contour.

1 X 0 f z  = ncn z , un,1 n=0

Now suppose u 2 I . Then there exists R 0 such that Du; R  I . If 0 using Taylors Theorem 6.7 give !Z f w dw: f n u = 2n i u;r w , un+1

R then

COMPLEX INTEGRATION

21

By the deformation Theorem 5.10 we get

f n u = n!

2i

f w w , un+1 dw:

Exercise 6.10. Let = 0; 1. Then Exercise 6.11. Let us evaluate

ez dz = 2i: z2
z

e I = z , 1 z + 13 dz where we choose di erent contours . 1. Let = 0; 1=2. Then the integral is zero. 2. Let = 1; 1=2. So we write the integral as
Z

ez z,1z+13 dz

Thus we have I = ei=4. 3. Let = ,1; 1=2. Then we write the whole thing as
Z

z,1

z 2i 2 Now put gz  = ze ,1 and so by the previous formula we get that I = 2! f ,1. This is a straightforward but tricky set of calculations. 1ez , ez f 1 z  = z , z , 12 z , 2ez = ze z , 12 z z 12 , 2zez , 2ez  f 2 z  = e + ze z , z , 13 1 4e,1 , e,1 , 2e,1 + 4,e,1 , 2e,1  f 2 ,1 = 16 = , 45e : So Z ez 5i : dz = , 3 z , 1z + 1 4e De nition 6.12. A zero of a function f z  is a point a such that f a = 0.

ez z,1 dz z + 13

Assume that is holomorphic in some disc Da; r and that f is not identically zero. Taylor's theorem says we can write: 1 X f z  = cnz , an ; where m  1; cm 6= 0 and z 2 Da; r.Then m is said to be the order of the zero at z = a. Note that f has a zero of order m at a if and only if f a = f 0 a = ::: = f m,1 a = 0; f m a 6= 0:
n=m

22

ALAN CAMINA AND TOM WARD

De nition 6.13. For any function f let Z f  = fz : f z = 0g

Basically we want to show that Z is not too big if f is holomorphic on a region. Theorem 6.14. Let G be a region and let f 2 H G. Suppose that there exists w 2 G which is a limit point of Z f . Then f z  = 0 8z 2 G.
Proof. We begin by proving that there is a disc on which f is identically zero.

Let u be any limit point of Z f  and let D  G be an open disc which contains u. Since f is continuous f u = 0. Assume that f is not zero in D and assume that u is a zero of order m. Pick a disc Du; r so that Du; r  D. Then, by using Taylor's Theorem, we get f z  = z , um for z 2 Du; r. Put gz  =
1 X
k=m

ck z , uk,m : where cm 6= 0 ck z , uk,m:

1 X
k=m

Then g is holomorphic gu 6= 0. So 9 0 so that for 0  jz , uj we have gz  6= 0. This is a contradiction to u being a limit point of Z f . So we get that f is zero on Du; r. Next we let E be the set of limit points of Z f . Let a 2 E then by continuity f a = 0 and so E Z f . By the previous paragraph we have shown that E is open. Let a 2 G n E . Then there is a disc D0 a; s on which f is never zero. But then Da; s G n E . Now both E and G n E are open which contradicts the fact that G is connected. This gives very quickly the following beautiful result. Corollary 6.15 The Identity Theorem. Let G be a region and let f; g 2 H G. Suppose there exists a sequence of distinct points z1 ; z2; : : : which converges to w 2 G and f zj  = gzj  8j 2 N. Then f and g are identical on G.
Proof. Apply the previous result to the function f , g.

Just two more theorems to end this section. Theorem 6.16 The local Maximum-Modulus Theorem. Let a 2 C and let R 0; R 2 R. Suppose f 2 H Da; R and jf z j  jf aj 8z 2 Da; R then f is constant on Da; R.
Proof. Let 0 r R. By Cauchy's Integral Theorem 6.1 we get
Z 1 f w dw f a = 2i w a:r , a Z 2 f a + reit ireit dt = 21 i t=0 reit Z 2 = 21 f a + reit  dt t=0

COMPLEX INTEGRATION

23

Thus we have by using the hypothesis that

it jf aj  21  t=0 jf a + re j dt Z 2 1 jf aj dt = jf aj  2 t=0
Z

2

t=0

and so 1 Z 2 jf a + reit j dt = jf aj 2 t=0 Thus 2 jf a + reit j , jf aj dt = 0

But the value of the integrand on the left is always less than 0. The only possibility is that it is identically zero. But now for any z 2 Da; R there is an r so that z = a + reit and the theorem follows.

Theorem 6.17 The Maximum-Modulus Theorem. Let G be a bounded region and let G denote G together its limit points. Suppose f : G ! C is continuous and di erentiable at all z 2 G. Then 9 a 2 G n G such that jf z j  jf aj 8z 2 G.
that a 2 G. Then we can nd a disc D so that a 2 D G. But then by the previous result we have that f is constant on D. But then by the Identity Theorem f is constant on G. As f : G ! C is continuous we have that f is constant on G and the result follows. If a 2 = G the result follows anyway. 7. Laurent Series At the end of the last section a very powerful description of holomorphic functions had been developed. An essential tool in this was Cauchy's Theorem and it is clear that saying that a complex function is holomorphic in some region is much more powerful than in the real case. However a lot of very useful 'objects' fail to be holomorphic functions for two distinct reasons. The rst is that they are functions but are not holomorphic, the second reason is that they are not in general functions. The second group contains many inverse object" some of which we have already seen i.e log; sin,1 etc..In this section we will concentrate on the rst category. Our rst objective is to see what we can do about Taylor series. Note that any function de ned by a Taylor series in a disc is holomorphic in that disc. If we examine the function f z  = 1=z we cannot expect to nd a Taylor series expansion about the point z = 0. But we do have a sort of series expansion if we allow ourselves negative exponents for z . Similarly we could look at the function 2 , 1 f z  = z , 22 z , 2 about the point z = 2. Clearly such a description describes the function for jz , 2j 6= 0 completely.
Proof. We know that G is closed so we know 9 a 2 G such that jf z j  jf aj 8z 2 G. Now assume

24

ALAN CAMINA AND TOM WARD

Thus we de ne a Laurent Series6 about a point z = a by a series of the form

1 X ,1

cn z , an:

The next theorem 6.1 in Priestleys book gives conditions under which a function can have such a series expression. Theorem 7.1. Let A = fz : R jz , aj S g; 0  R S  1 and let f 2 H A. Then, for z 2 A, f z  =
where with = a; r; R r
1 X
n=,1

cn z , an

S .

Z 1 cn = 2i f ww , a,n,1 dw;

Proof. We will assume that a = 0, this saves lots of notation. We also observe that the region A is

Now add these together we see that Z ! Z 1 f  w  f  w  f z  = 2i dw , dw : 0;Q w , z 0;P  w , z Note that whenever w 2 0; Q jw=z j 1. So we can use the binomial expansion to get that 1 f w = f w X n w,z w n=0z=w : However when w 2 0; P ; jz=wj 1 and so 1 f w = f w X n w,z z n=0w=z  : Now since on both contours f z  is bounded we see that both the series are uniformly convergent. So by an earlier theorem we can reverse the order of integration and summation. Hence we obtain
6 Pierre Alphonse Laurent born 18 July 1813 in Paris, died 2 Sept 1854 in Paris was in the engineering corps and spent six years directing operations for the enlargement of the port of Le Havre. He submitted a work for the Grand Prize of 1842, unfortunately after the nal date for submission. Cauchy reported on his work, which gives the Laurent series for a complex function, saying that it should be approved but it was not. After Laurent's death his widow arranged for two more of his memoirs to be presented to the Academy. One was never published, the second appeared in 1863.

an annulus. Thus we consider two contours , as shown in Figure 6, where R P jz j Q S . The idea of the proof is two add the two contours together and see that the result is precisely the di erence of two circular contours. However rst we note that Z 1 f w dw f z  = 2i w ,z and Z f w dw 0 = 1=2i w ,z

COMPLEX INTEGRATION

25

P R Q

Figure 6.

the following: 2if z  = +

1 X
n=0

Z Z

1 X

f w dw z n w 0;Q n+1

0;P 

The result now follows by replacing the two contours by the given contour using the deformation theorem and by putting n = ,m , 1 in the last series. This is a very satisfactory theorem in the sense that it gives a very explicit form to a function which is holomorphic in an annulus. The bad behaviour is very clearly seen. The one di culty with the theorem as compared to Taylor's series is that it is not easy to calculate the coe cients. They are not so clearly related to the di erential coe cients. However it turns out that any method of nding them works. This is made precise in the following theorem. Theorem 7.2. Let f 2 H A where A = fz : R jz , aj S g; 0  R S  1, and suppose f z  =
1 X
n=,1

m=0

f wwm dw

z ,m,1

bn z , an :

Then bn = cn for all n, where cn is as in Theorem 7.1

26
Z

ALAN CAMINA AND TOM WARD

Z

Proof. We may again assume that a = 0. Choose any r such that R r S . Then, by 7.1 we have

2icn =


0;r

f ww,n,1 dw =
!

1 X

We can now split the sum into two halves and use uniform convergence 3.13 all over again 2icn =
1Z X
k=0

0;r k=,1

bk wk,n,1 dw:
!

0;r

bk wk,n,1 dw

1 Z X

and so the only term that appears is that with power of w equal ,1. Thus 2icn = 2ibn as claimed. Given this theorem we can see that any method of calculating the coe cients is good enough. Lets try an example to see how good we are. Exercise 7.3. Consider the function f z  = z=z , 1 about the point z = 1. Clearly f z  is holomorphic in an annulus 0 jz , 1j R for any R 0. The trick here is to write z as z , 1 + 1 and so 1 + 1; f z  = z , z,1

m=1

0;r

b,m w,m,1,n dw

1 . This is clearly the Laurent series for the function about z = 1. now we can see that f z  = 1 + z, 1 Exercise 7.4. Let f z  = z 2 1 ,1 and consider expansions about z = 1; ,1. Exercise 7.5. Consider f z = cscz, this is well behaved except at points z = k. So an appropriate choice of annulus around the origin will work. Note cscz  = 1= sinz  and the Taylor series for sinz is z , z 3=3! + z 5 =5! , : : : So we can write ,
sin z = z 1 , z 2 =3! + hz  ; where jhz j  Kz 4 for some K 0, we will use the `O' notation, and write hz  = Oz 4 . But now ,
,
csc z = z ,1 1 , z 2 =3! + Oz 4 ,1 = z ,1 1 + z 2 =3! + Oz 4 This gives that all the terms cm = 0 if m ,1, it also gives the rst two non-zero terms c,1 = 1 and c1 = ,1=6. We can also see that c0 = 0.

Very often all we need is to nd the rst few non-zero terms to get the properties of a function we are interested in. As a general rule it is possible to calculate the Laurent series for a function of the form 1=f z  about a point z = a whenever f is holomorphic in some disc about a and f a = 0. To do this we write down the Taylor series and then formally invert it. To show how to do this assume a = 0. Then the Taylor series looks like
X z d an z n : n=0

COMPLEX INTEGRATION
P

27

Let gz  = bm z m and assume gz f z   z d , ignoring the problems of convergence. Using the usual rules for multiplying series we get the following equations: a0b0 = 1; a0 b1 + a1b0 = 0; a0 b2 + a1 b1 + a2b0 = 0; and the general equation looks like:
k X i=0

ai bk,i = 0; if k 0

Given that we know all the a's then we have recursion formulae to calculate the b's. The required Laurent expansion is given by taking z ,d gz . Exercise 7.6. Let f z = P nzn, note that this is holomorphic for all 0 jz j 1. Choose an annulus in this region with centre z = 0. The equations give b0 = 1; b1 = ,2; b2 = 1; b3 = 0 and bn = 0 8n 2. Thus the Laurent expansion is 1 , 2 + z = 1 , z 2 : z z We now make some de nitions which play a key role in the development. Let f z  : C ! C be a function. De nition 7.7. 1. We say that f is regular at a point a if f is holomorphic in a disc about a. 2. A point a is said to be a singularity of f if a is a limit point of regular points but is not itself a regular point. We can be a little more precise, a if there is a punctured disc about a in which f is holomorphic then a is called an isolated singularity; b otherwise we say that a is a non-isolated essential singularity. We also give a special name to the left-hand side of the expansion. De nition 7.8. Given a Laurent series expansion of a function f z  about the point z = a the principal part is ,1 a X n n: z 1 To give some simple examples we see that the function 1=z has an isolated singularity at 0. However csc1=z  has an non-isolated essential singularity at 0, since sin1=z  = 0 whenever z = 1=k for an integer k. The next stage is to show how we can classify isolated singularities and their relation to Laurent series. Let 1 X f z  = cn z , an ; be a Laurent expansion about the point z = a. De nition 7.9. Then the point a is said to be: 1. a removable singularity if cn = 0 8n 0; 2. a pole of order m m  1 if c,m 6= 0 and cn = 0 8n ,m; 3. an isolated essential singularity if there exist arbitrarily large n such that c,n 6= 0.
n=,1

28

ALAN CAMINA AND TOM WARD

The reason for the term removable singularity is that the function can be rede ned at the singularity so that it becomes holomorphic at that point. Exercise 7.10. Consider the function sinz=z which has a singularity at z = 0, but if we de ne a new function sinz z 6= 0; f z  = 1 z if if z = 0 then we see that fz is holomorphic everywhere. This can be seen from the Laurent series for sinz =z , which is 1 , z 2=3! + : : : . Our earlier examples show that cscz  has a simple pole of order 1 at z = 0, and in Example 7.3 we had a simple pole at z = 1. Poles are specially well behaved singularities and the next few results enable us to make this more explicit. Theorem 7.11. 1. Let f 2 H Da; r. Then f has a zero of order m  1 at z = a if and only
if where C is some non-zero constant. 2. Let f 2 H D0 a; r. Then f has a pole of order m  1 at z = a if and only if lim z , am f z  = D; z !a where D is some non-zero constant. Proof. I will prove 1, since 2 is in the book. Suppose a is a zero of order m. Then by the remarks
z!a

lim z , a,m f z  = C;

above:

f z  = z , am

1 X

where c0 6= 0. Then clearly

n=0

cnz , an ;

f z z , a,m = c0 + zhz ; where hz  is holomorphic in Da; r. Since c0 6= 0 one half follows. Now assume the limit condition holds. Again using the Taylor series it is clear that the coe cients of z , ad have to be 0 if d m, and so the result follows. Corollary 7.12. Let f be holomorphic in some disc Da; r. Then f has a zero of order m at z = a if and only if 1=f has a pole of order m at z = a.
Proof. This is straightforward.

Exercise 7.13. Let f z = z sinz . Note that f z  has zeroes at z = n , for n 2 Z . Now f 0 z  = sinz  + z cosz  and f 2 z  = 2 cosz  , z sinz . Thus f 0 n 6= 0 if n 6= 0 and so 1=f z  has simple poles at z = n; n = 6 0. But f 0 0 = 0 however f 2 0 6= 0 and so z = 0 is a double pole
of 1=f z .

Exercise 7.14. We already know the answer for the function 1=z2 , 1. However just to check note that if gz  = z 2 , 1, g0 1 = 2 and g0 ,1 = ,2, so we see that f z  has simple poles at z = 1.
We now consider what happens for the three di erent types of singularities. Firstly we examine the case that z = a is a removable singularity. Since f z  ! c0 as z ! a we can rede ne f a = c0 and then f z  is now holomorphic at z = a, strictly we should invent a new function but one rarely bothers. If f z  has a pole at z = a then 1=f z  has a zero at z = a so clearly lim z !a jf z j = 1

COMPLEX INTEGRATION

29

Because 8k 0 9 0 such that j1=f z j 1=k; 8z with jz , aj and so jf z j k 80 jz , aj . The most interesting case is that of the essential singularity. Unfortunately the results in this case take us beyond the scope of this course. However we can make some comments. One thing that does not happen is that f z  has a limit as z ! a. The only possible limit could be 1, in the extended complex plane but then 1=f z  ! 0 as z ! a and we would see that we could show that f z  had a pole at z = a. Now consider the function exp1=z  at z = 0. This has a Laurent series:1 1 1+ 1 jz j 0: z + 2z 2 + 6z 3 + : : : Choose any 0 and let w 2 C ; w 6= 0. I claim that we can nd z such that exp1=z  = w and 0 jz j . So 1=z = Logjwj + iargw + 2k where k 2 Z : Now we choose k very large and that makes z as small as we wish. That is in any disc about a we can make exp 1 z  take any non-zero value we choose. This holds for any function f z  which has an essential singularity at a this is a form of Picard's Theorem7 .

7 Charles E mile Picard born 24 July 1856 in Paris, died 11 Dec 1941 in Paris. There are two theorems in complex analysis that carry his name. Picard's Little Theorem says that if f 2 H C  and there are two distinct complex numbers and which are not in that range of f , then f is constant. The so called Big Picard Theorem is a local version: if f has an isolated singularity at a point z0 and if f omits two values in some neighbourhood of z0 , then z0 is a removable singularity or a pole of f . He was appointed lecturer at the University of Paris in 1878 and professor at Toulouse in 1879. In 1898 he was appointed professor at the Sorbonne in Paris. He made his most important contributions in the eld of analysis and analytic geometry. He used methods of successive approximation to show the existence of solutions of ordinary di erential equations. Building on work by Abel and Riemann, Picard's study of the integrals attached to algebraic surfaces and related topological questions developed into an importantpart of algebraic geometry. On this topic he published, with Georges Simart, Th eorie des fonctions alg ebriques de deux variables ind ependantes" 2 volumes 1897, 1906. Picard also applied analysis to the study of elasticity, heat and electricity. He married Hermite's daughter. Picard's daughter and two sons were all killed in World War I. His grandsons were wounded and captured in World War II.