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Frank Neubrander

Fall 2003

Analysis does not owe its really signiﬁcant successes of the last century to any mysterious √ use of −1, but to the quite natural circumstance that one has inﬁnitely more freedom of mathematical movement if he lets quantities vary in a plane instead of only on a line. Leopold Kronecker

Recommended Readings: 1. Walter Rudin, Real and Complex Analysis (paperback), McGraw-Hill Publishing Co., 1987 2. John B. Conway, Functions of One Complex Variable, Springer Verlag, 1986 3. Jerold E. Marsden, Michael J. Hoﬀman, Basic Complex Analysis, Freeman, 1987 4. Reinhold Remmert, Theory of Complex Functions, Springer Verlag, 1991 5. E.C. Titchmarsh, The Theory of Functions, Oxford University Press, 1975 6. Joseph Bak, Donald J. Newman, Complex Analysis, Second Edition, Springer-Verlag New York, 1996

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**Tentative Table of Contents
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CHAPTER 1: THE BASICS 1.1 The Field of Complex Numbers 1.2 Analytic Functions 1.3 The Complex Exponential 1.4 The Cauchy-Riemann Theorem 1.5 Contour Integrals CHAPTER 2: THE WORKS 2.1 Antiderivatives 2.2 Cauchy’s Theorem 2.3 Cauchy’s Integral Formula 2.4 Cauchy’s Theorem for Chains 2.5 Principles of Linear Analysis 2.6 Cauchy’s Theorem for Vector-Valued Analytic Functions 2.7 Power Series 2.8 Resolvents and the Dunford Functional Calculus 2.9 The Maximum Principle 2.10 Laurent’s Series and Isolated Singularities 2.11 Residue Calculus CHAPTER 3: THE BENEFITS 3.1 Norm-Continuous Semigroups 3.2 Laplace Transforms 3.3 Strongly Continuous Semigroups 3.4 Tauberian Theorems 3.5 The Prime Number Theorem 3.6 Asymptotic Analysis and Formal Power Series 3.7 Asymptotic Laplace Transforms 3.8 Convolution, Operational Calculus and Generalized Functions 3.9 - 3.18 Selected Topics

Chapter 1

The Basics

1.1 The Field of Complex Numbers

The two dimensional R-vector space R2 of ordered pairs z = (x, y) of real numbers with multiplication (x1 , y1 )(x2 , y2 ) := (x1 x2 −y1 y2 , x1 y2 +x2 y1 ) is a commutative ﬁeld denoted by C. We identify a real number x with the complex number (x, 0). Via this identiﬁcation C becomes a ﬁeld extension of R with the unit element 1 := (1, 0) ∈ C. We further deﬁne i := (0, 1) ∈ C. Evidently, we have that i2 = (−1, 0) = −1. The number i is often called the imaginary unit of C although nowadays it is hard to see anything imaginary in the plane point (0, 1).1 Every z ∈ C admits a unique representation z = (x, y) = x(1, 0) + (0, 1)y = x + iy, where x is called the real part of z, x = Re(z), and y the imaginary part of z, y = Im(z). The number z = x − iy is the conjugate of z and √ |z| := x2 + y 2 = zz is called the absolute value or norm. The multiplicative inverse of 0 = z ∈ C is given by z −1 = 1 z = 2. z |z|

1 The situation was diﬀerent in 1545 when Girolamo Cardano introduced complex numbers in his Ars Magna only to dismiss them immediately as subtle as they are useless. In 1702 Leibnitz described the square root of −1 as that√ amphibian √ √ between existence and nonexistence and in 1770 Euler was still suﬃciently confused to make mistakes like −2 −3 = 6. The ﬁrst answer to the question ”What is a complex number” that satisﬁed human senses was given in the late eighteenth century by Gauss. Since then we have the rock-solid geometric√ interpretation of a complex number as a point in the plane. With Gauss, the algebraically mysterious imaginary unit i = −1 became the geometrically obvious, boring point (0, 1). Many teachers introduce complex numbers with the convenient half-truth that they are useful since they allow to solve all quadratic equations. If this were their main purpose of existence, they would truly be subtle as they were useless. The ﬁrst one to see the true usefullness of the complex numbers was Rafael Bombelli in his L’Algebra from 1572. Investigating

Cardano’s formula, which gives a solution of the cubic equation x3 −3px−2q = 0 by x0 = q + q 2 − p3 + q − q2 − p3 , √ √ he noticed that the solution of x3 − 15x − 4 = 0 is given by x0 = 3 2 + 11 −1 + 3 2 − 11 −1. It was Bombelli’s famous wild thought that led him to recognize that x0 = 4. This was the ﬁrst manifestation of one of the truly powerful properties of complex numbers: real solutions of real problems can be determined by computations in the complex domain. See also: T. Needham, Visual Complex Analysis [1997] and J. Stillwell, Mathematics and Its History [1989].

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b) the fact that A is in a ﬁeld isomorphic to C. Since z0 ∈ D ∩ A we obtain that D ⊂ A. Every continuous function γ : I → M is called a path in M . Since D is connected it follows that either D ⊂ A or D ⊂ B. (0) Prepare a 20 minute lecture on ”Complex Numbers” suitable for a College Algebra (Math 1021) course. Show that the asymptotic behavior of the solutions of x (t) = Ax(t) can be characterized in terms of the so-called spectrum σ(A). 1 2 1 (2) Towards a Functional Calculus. C is a complete metric space in which the Heine-Borel theorem holds (compact ⇐⇒ closed and bounded). (3) Towards the Mandelbrot set. Proof. The set M is called path-connected if every two points in M are in the image of a path in M and M is called connected if for any two disjoint open sets U. Draw (with the help of a computer) the set of all c ∈ C for which the sequence an stays bounded (Mandelbrot Set). d(z. Problems. b. Any two points of a region D can be connected by a smooth path. Compute and draw the set of all c ∈ C for which the sequence an converges. Then A. informal descriptions. The function d : C × C → R+ . b ∈ R. Find a connected set which is not path-connected. d ∈ R. (1) Show that every path-connected set is connected. Any open and connected subset D of the complex plane is called a region. Let A be an arbitrary 2x2-matrix and let σ(A) ⊂ C denote the set of eigenvalues of A. A mapping T : R2 → R2 is R-linear iﬀ T a c b d for some a. THE BASICS x −y .2 Clearly. For which functions f other than f (z) = z n can one deﬁne f (A)? Compute etA and ﬁnd the solution of x (t) = Ax(t) with initial value x(0) = (1. Proposition 1. Compute An (n ∈ N0 ) using a) the Jordan −2 1 normal form of A. w) := |z − w| deﬁnes a metric on C. x. b] ⊂ R. y ∈ R with the usual matrix addition and multiplication is y x a ﬁeld isomorphic to C. V ⊂ C with M ⊂ U ∪ V one has either M ⊂ U or M ⊂ V . In particular. Fix z0 ∈ D and consider the sets A = {z ∈ D : z can be connected to z0 by a smooth path} and B = {z ∈ D : z can not be connected to z0 by a smooth path}. Let M ⊂ C and I = [a.1. Let f (z) = z 2 + c for some c ∈ C and an := f n (0) = (f ◦ f ◦ · · · ◦ f )(0). What is a Julia Set? What is a Fractal? Give examples and brief. Let A = √5 . −1).1. c. and try to do it without any use of complex numbers. A mapping T : C → C is C-linear iﬀ T z = µz for some µ ∈ C and all z ∈ C. D ⊂ A ∪ B and A ∩ B = ∅.4 The set of 2 × 2-matrices CHAPTER 1. 2 Why? . A R-linear mapping T : R2 → R2 is C-linear iﬀ T a −b b a for some a. Since C is R2 with the extra algebraic structure of multiplication. B are open. many geometric and topological concepts can be translated from R2 into complex notation.

It follows from f (z + h) − f (z) − g(z) = an h n=0 and that | f (z + h) − f (z) − g(z)| h ≤ K 1 rn n=0 1 |h| ∞ (z+h)n −z n h ∞ (z + h)n − z n − nz n−1 h n−2 i=0 ( − nz n−1 = | n−2 i=0 ( n i n−i−1 )z h |≤ i n )|z|i |h|n−i−1 = i (|z|+|h|)n −|z|n |h| − n|z|n−1 (|z| + |h|)n − |z|n − n|z|n−1 |h| 1 |z|+|h| r = K = − 1 |z| r − 1− 1− Kr|h| . Most of the fundamental results were obtained by Cauchy. Then g(z) := n=1 nan z n−1 is convergent 5 for |z| < R .2. y)+iv(x. Deﬁnition 1. Let D ⊂ C be open.2. 4 Why? 5 For a proof. z = x + iy. Dirichlet. (b) A convergent power series n=0 an z n represents an analytic function inside its circle of convergence. c) If f is complex diﬀerentiable in a ∈ D. It is clear that any short answer must be incomplete and highly subjective.y0 ). ∞ ∞ To see this let f (z) := n=0 an z n be convergent for |z| < R. and others between 1814 and 1873 .3 As we will see below.a span of sixty years that changed the face of mathematics forever. f : D → C. In these lecture notes we take the position that the core of ∞ complex analysis is the study of power series n=0 an (z − z0 )n and of the characteristic properties of those functions f which can be represented locally as such a power series. Thus. Before going into some of the details. (a) A function f (z) = u(x.2 Analytic Functions It had taken more than two and half centuries for mathematicians to come to terms with complex numbers. let us try a preliminary answer to the question ”What is complex analysis?”. z−a Example 1. If f is analytic an C. one characteristic property of such functions is analyticity. f (z)−f (a) z−a exists for each sequence z in D \ {a} b) f is analytic (holomorphic.2. f = u + iv. then f (a) = f (1) (a) = df dz (a) = limz→a f (z)−f (a) .2.1.1. Riemann. (r − |z| − |h|)(r − |z|)2 1 1 r (1 − |z| )2 r ∞ 3 In a power series n n=0 an (z − z0 ) the variable z is always a complex number.7 .4 It follows that the monomials f (z) = z n (n ∈ N0 ) are complex diﬀerentiable n −an and f (a) = limz→a z z−a = limz→a z n−1 + az n−2 + · · · + an−2 z + an−1 = nan−1 . see Section 2. then it is called an entire function. regular) on D if it is complex diﬀerentiable for all a ∈ D. Then there exists K > 0 such that |an rn | ≤ K for all n ∈ N0 . a) f is complex diﬀerentiable in a ∈ D if limz→a converging to a. y) is continuous if its real part u and its imaginary part v is continuous at (x0 . but the development of the powerful mathematical theory of how to do calculus with functions of such numbers (what we call now complex analysis) was astonishingly rapid. Weierstrass. and the coeﬃcients an are either complex numbers (classical complex analysis) or elements of an arbitrary Banach space X (modern complex analysis). any complex polynomial N n=0 an z n is an entire function with derivative ∞ N n=1 nan z n−1 . Let |z| < r < R and |h| < r − |z|. ANALYTIC FUNCTIONS 5 1.

(ii) There exists a function ∆ : D → C which is continuous in a and satisﬁes f (z) = f (a) + ∆(z)(z − a).4. y. ∞ ∞ 1 i 1 n This can be seen by using the Cauchy product for series: exp(z) exp(w) = = n=0 n! z i=0 i! w ∞ n ∞ n! 1 1 p n−p n z w = n=0 n! (z + w) = exp(z + w).. where z0 is the center of the largest disc S ⊂ Ω. n ∞ ai bn−i and n=0 cn is absolute convergent... Proof. Tfae: (i) f (a) exists. where cn = The complex exponential ∞ ∞ ∞ n=0 an and n=0 bn be absolute convergent series. Proof. (c) The function f (z) = z is continuous. Also. not only the convergent power series but all formal power series can be uniquely represented by equivalence classes of analytic functions.. Hence. inﬁnitely often real diﬀerentiable. (b) The function exp maps addition into multiplication. Let F := h ◦ f . Then F (z) = h(f (z)) = h(b)+(∆2 ◦f )(z)(f (z)−b) = h(f (a))+[(∆2 ◦f )(z)](∆1 (z))(z−a) = F (a)+∆3 (z)(z−a). Obvious. b = f (a). and f : D → C. f (z) = f (a) + ∆1 (z)(z − a). but nowhere complex diﬀer1 i entiable since f (z)−f (a) = 1 for z = a + n and f (z)−f (a) = −1 for z = a + n . The proofs extend without any change beyond replacing the real variables x. exp(z) exp(w) = exp(z + w) for all z. as we will see in the section on asymptotic complex analysis. Let a ∈ D ⊂ C. . Remark 1.3.1 (Cauchy Product of Series).. U ⊂ C be open. p=0 p!(n−p)! n=0 n! . z−a z−a Lemma 1. v. notice that the diﬀerentiability of f in a implies the continuity of f in a. Lemma 1. As an example we discuss the chain rule: Let D. Let ∞ ∞ ∞ ( n=0 an ) ( n=0 bn ) = n=0 cn . i. and z ∈ S.3 The Complex Exponential In this section we introduce the complex exponential function and list some of its properties. Moreover. If f is complex diﬀerentiable in a ∈ D and h is complex diﬀerentiable in f (a).e.2. then h ◦ f is complex diﬀerentiable in a and (h ◦ f ) (a) = h (f (a))f (a). The usual of diﬀerentiation from calculus can be used when diﬀerentiating holomorphic functions. We need the following crucial lemma. by complex variables z. and h(w) = h(b) + ∆2 (w)(w − b)..2. w ∈ C... f (z) = g(z) if |z| < R. D open.6 which tends to zero with h. i=0 Then exp(z) := i=0 1 n z n! has the following properties: (a) The sum ∞ 1 n n=0 n! z converges absolutely and | exp(z)| ≤ e|z| for all z ∈ C. . 1. F is complex diﬀerentiable in a and F (a) = (∆2 ◦ f )(a)∆1 (a) = h (f (a))f (a). Thus. where ∆3 (z) = [(∆2 ◦ f )(z)]∆1 (z).3. THE BASICS It is one of the main results of complex analysis that all analytic functions f deﬁned on a region Ω ⊂ C ∞ can be represented as a convergent power series n=0 an (z − z0 )n .. CHAPTER 1. f : D → U and h : U → C. whose proof from advanced calculus carries over to complex series.

4 The Cauchy-Riemann Theorem Recall that a function f = u + iv : D → R2 is called diﬀerentiable (in the real sense) in z0 ∈ D ⊂ R2 if 1 there exists a R-linear map A : R2 → R2 such that |z−z0 | (f (z) − f (z0 ) − A(z − z0 )) → 0 as z → z0 . · · · . vy exist and are continuous in z0 . vx . THE CAUCHY-RIEMANN THEOREM 7 (c) The function exp is entire and exp = exp. f (z0 ) := A = vx (z0 ) vy (z0 ) Moreover. n n Problems. Therefore. if the partial derivatives ux . if z = r(cos(θ) + i sin(θ) and n is a positive integer. (e) Let y ∈ R. 1. n − 1. 2 2 2 (2) Show that exp is periodic. To see this let a ∈ C. Therefore. y where z = (x. (1) Show that for all z ∈ C such that sin( 1 z) = 0 and for all n ∈ N the trigonometric 2 1 summation formula 1 + cos(z) + cos(2z) + · · · + cos(nz) = sin( 1 z) sin(n + 1 z) holds. for all y ∈ R. we write often ez instead of exp(z). Therefore. and that cos and sin assume every value in C countably often. θ = arg(z) ∈ (−π. 6 Why? . Then e±iy = cos(y) ± i sin(y). i n=0 (2n+1)! (−1) y ∞ 1 n 2n n=0 (2n)! (−1) y + ez = ex eiy = ex (cos(x) + i sin(x)). y). then z = rn (cos(nθ) + i sin(nθ) and the √ θ θ n n-th roots of z are given by zk = n r(cos( n + 2πk ) + i sin(cos( n + 2πk ) . (f ) It is often convenient to write complex numbers in their exponential or polar coordinate representation z = |z|ei arg(z) = r(cos(θ) + i sin(θ). n=2 n! (z − a) (d) It follows from the Taylor expansion of the real exponential function e that exp(x) = ex for all x ∈ R. uy . then f is diﬀerentiable at z0 . Moreover. π] is an angle such that tan(θ) = x . we have the Euler formula eiy = cos(y) + isin(y) ∞ 1 n n since. eiy = = n=0 n! i y ∞ 1 n 2n+1 = cos(y) + i sin(y). 1. In n particular. k = 0. for z = (x. exp(C) = C \ {0}. then6 ux (z0 ) uy (z0 ) . If f is diﬀerentiable at z0 . by using the Taylor expansions of cos and sin. and r = |z| = x2 + y 2 .1. Then exp(z)−exp(a) = exp(a) exp(z−a)−1 z−a z−a ∞ ∞ 1 1 = exp(a) n=1 n! (z − a)n−1 = exp(a) + exp(a) (z − a) n=2 n! (z − a)n−2 → exp(a) as z → a since ∞ 1 n−2 is bounded if |z − a| < 1. y) ∈ C. 2 2i then we obtain the famous Euler Formula eiz = cos(z) + i sin(z) (z ∈ C). It follows that cos(y) = 1 iy −iy ). if we deﬁne 2i (e − e cos(z) := 1 iy 2 (e + e−iy ) and sin(y) = 1 iz 1 (e + e−iz ) and sin(z) := (eiz − e−iz ).4.

vy (z0 )).e. f is complex −b a (z 1 diﬀerentiable in z0 ⇐⇒ limz→z0 f (z)−f0 0 ) = µ := f (z0 ) ⇐⇒ limz→z0 z−z0 (f (z) − f (z0 ) − µ(z − z0 )) = z−z 1 0 ⇐⇒ limz→z0 z−z0 (f (z) − f (z0 ) − A(z − z0 )) = 0 ⇐⇒ f is diﬀerentiable in z0 and f (z0 ) = A = a b ux (z0 ) uy (z0 ) . then the lines tangent to those curves at (x0 . uy ) ⊥ (˜ . it follows that (ux . Thus. c2 ∈ R. uy ) · (˜ . a b . γ(t) = (x(t). y (t)) such that u(γ(t)) = c1 and v(σ(t)) = c2 for all t. Assume that the two curves γ and σ intersect. y) = c1 and v(x. y0 ) is point common to two particular curves u(x. there exist smooth functions γ. THE BASICS Theorem 1. uy ) · (vx . f is complex diﬀerentiable in z0 iﬀ z0 = 0. and f : D → C. (a) Let z = x + iy and consider f (z) = z = (x.. Let D ⊂ C be open. Then (ux . uy = −vx at z0 . y) = for all x. We will show in Section ??? below that any analytic function f = u + iv : D → C is inﬁnitely often diﬀerentiable. Then µz = A(z). This yields the following statement. y) = 0 for all t ≥ 0. −y).1 (Cauchy-Riemann). and z = x + iy. ∆u = uxx + uyy = 0 on D. Thus.and imaginary parts of an analytic function are harmonic. uy (z0 )) ⊥ (vx (z0 ). x ˜ ˜ ˜ Furthermore. Tfae: (i) f is complex diﬀerentiable in z0 . Assume that f = u+iv is analytic on a region D and that the equations u(x. since 0 = ux vx − vx ux = ux vx + uy vy = (ux . vy ). where A = Example 1.2. i.e. Next we will collect some further properties of analytic functions without going into greater detail. f is nowhere complex diﬀerentiable. y ) = ux x + uy y = dt u(˜.. f = u + iv. x ˜ x ˜ ˜ ˜ ˜˜ ˜˜ dt (ux . A twice continuously diﬀerentiable function u : D → R on a region D ⊂ R2 is called harmonic if u is in the kernel of the Laplace operator ∆.. z0 = (x0 .e.4.4. since (ux (z0 ). y) = c2 deﬁne smooth curves in D for some c1 . y ) and (ux . Then f is diﬀerentiable and 1 0 f (x. This proves the following. y. uy ) ⊥ (vx . vy ) for all z ∈ C. then γ (t1 ) ⊥ σ (t2 ). uxx = vyx = vxy = −uyy and vxx = −uyx = −uxy = −vyy . y) = 0 0 Thus. 0 −1 2x 2y for all x. Let µ = a + ib δf δx (z0 ) := ux (z0 ) + ivx (z0 ) = 1 δf i δy (z0 ) := −iuy (z0 ) + vy (z0 ). uy ) · (x . (ii) f is diﬀerentiable in z0 and ux = vy . Thus. = vx (z0 ) vy (z0 ) −b a A.8 CHAPTER 1. t2 ∈ R. y(t)). If f = u+iv is analytic and z0 = (x0 . i. y ). . y) = 0 and (ux . uy ) ⊥ (x . y) = c1 and v(x. y0 ) := γ(t1 ) = σ(t2 ) for some t1 . 7 It will be shown later that any harmonic function u on a simply connected region D is the real part of an analytic function. y0 ) are perpendicular. 0). σ(t) = (˜(t). f (z0 ) = Proof. σ : R → D. i. for all t. Thus. y. In this case. z0 ∈ D. y) = c2 and if f (z0 ) = 0. (b) Consider f (z) = |z|2 = (x2 + y 2 . If f (z0 ) = 0. Then f is diﬀerentiable and f (x. y ) = ux x + uy y = x ˜ d d u(x.7 The real.

Recall from your advanced calculus course that a continuously diﬀerentiable function f : D → R2 has a diﬀerentiable inverse f −1 with (f −1 ) (f (z)) = (f (z))−1 in some neighborhood of a point z0 where det f (z0 ) = 0 (Inverse Function Theorem).4. b] → D is continuously diﬀerentiable on the subintervals [ak−1 . Since we will not discuss this (very important) concept any further in this class.4. then there exists a neighborhood U of z0 and a neighborhood V of w0 = f (z0 ) such that f : U → V is one-to-one. (z) Example 1. CONTOUR INTEGRALS 9 Let f be complex diﬀerentiable at z0 with f (z0 ) = µ = 0. g := f −1 is locally analytic and satisﬁes g (w) = (f −1 ) (w) = f 1 = f (z) = w for (z) 1 w = f (z) ∈ V . (1) If f = u + iv is analytic. f is approximately a rotation by arg(µ) with a magniﬁcation by |µ|. 1 ≤ k ≤ n. locally at z0 . If f = u + iv is also assumed to be analytic. the partial derivatives of (f −1 ) satisfy the Cauchy-Riemann equations in a neighborhood of f (z0 ) and we obtain the following result. onto.1. 8 We will see below that any analytic function is inﬁnitely often continuously diﬀerentiable. .5 Contour Integrals Let f be a continuous function on D ⊂ C and let γ : [a.8 If f (z0 ) = 0 for some z0 ∈ D. Remmert’s Theory of Complex Functions [1991] for further reading. Then the integral of f along γ is deﬁned as b f (z) dz := γ a f (γ(t))γ (t) dt. It follows that the Jacobian matrices (f −1 ) (w). Then f : U → V is one-to-one and onto. and (f −1 ) (w) = f 1 for w = f (z) ∈ V . f is continuous. ak ].4 (The Complex Logarithm). then the Jacobian matrices f (z) can be represented by nonzero complex numbers in a neighborhood of z0 . f −1 is analytic. we refer to R. Let f be analytic in a region D (with f continuous).5. If γ : [a. Thus. the continuity assumption is always fulﬁlled. Since g (w) = w for all w ∈ V we call g the branch of the complex logarithm on V and write logV (w) := g(w). Let V be the sliced plane {z = 0 : arg(z) = y0 mod 2Π}. b]. By the 1 1 corollary above. i. Then f is analytic. y) : y0 < y < y0 + 2π)} and f (z) = ez = ex (cos(y). sin(y)). Let U be a horizontal strip {(x. can also be identiﬁed with complex numbers. Then f (z0 + h) ≈ f (z0 ) + µh if h ≈ 0. Thus. b] → D be continuously diﬀerentiable. Corollary 1.3. and f (z) = 0 for all z ∈ U . Problems. It is therefore not surprising that analytic functions with f = 0 are conformal. w = f (z).e.and orientation preserving.: Analytic functions are locally angle. z−z0 ) − f (z0 ) = 2iv( z+z0 . then f (z) = 2u( z+z0 . z−z0 ) + f (z0 ) 2 2i 2 2i (2) Study the Cauchy-Riemann equations and the complex diﬀerentiability of f (z) = z5 |z|4 . Thus. 1. Let a = a0 < a1 · · · < an = b be a partition of the interval [a. then γ is called piecewise smooth and n ak f (z) dz := γ k=1 ak−1 f (γ(t))γ (t) dt.

where L(γ) := b a |γ (t)| dt denotes the arclength of γ and M = maxz∈γ |f (z)|.2. g : D → C and all c ∈ C) and that | γ γ CHAPTER 1. z A function γ : [˜.. (a) (b) . b] onto [˜. b].e.1. b] there exists > 0 such that for all s ∈ [− . 2π] → C be given by γ(t) = eit and f (z) = z n for some n ∈ Z. Then 2π z n dz = i γ 0 e(n+1)it dt = 2πi n = −1 0 else In particular. ˜ → C is called a reparametrization of a piecewise smooth curve γ if there exists ˜ a b] a strictly monotone C 1 -function α that maps [a. Example 1. where = 1 if α > 0 and else b a = −1.3. α(b) α(a) f (z) dz = (s) ds = f (γ(t))γ (t) dt = f (˜(α(t))˜ (α(t))α (t) dt = γ γ f (˜(s))˜ (s) ds = γ γ ˜ b γ γ a f (˜ (s))˜ ˜ f (z) dz. γ γ f (z) dz = b a γ ˜ γ ˜ f (z) dz. If K is a compact set with a smooth boundary Γ = γ([a. Example 1.5. f. b] → Γ such that γ (t) = 0 for all t ∈ [a. b]. ] one has γ(t) + isγ (t) ∈ K ⇐⇒ s ≥ 0.5. then we deﬁne f (z) dz := δK Γ f (z) dz := γ f (z) dz. a b] ˜ Lemma 1. where Γk is smooth and Γi ∩ Γj is ﬁnite. Let γ : [0. A set Γ ⊂ K is called a smooth boundary of K if there exists a bijective C 1 -map γ : [a. Let K ⊂ C be compact.10 It is obvious that contour integration is linear (i. Proof. ˜ such that γ(t) = γ (α(t))) for all t ∈ [a. 1 2πi γ 1 dz = 1. b] and for all t ∈ [a.5. THE BASICS cf + g = c γ f+ γ g for all analytic functions f (z) dz| ≤ M L(γ). If a compact set K has a piecewise smooth boundary δK = ∪n Γk . where the deﬁnition is independent of the parametrization γ. then k=1 n f (z) dz := δK k=1 Γk f (z) dz.

Let D ⊂ C a region and let f : D → C be continuous.1 Antiderivatives Deﬁnition 2. We show ﬁrst that (iv) implies (iii). then the contour integral along γ exists. (ii) γ f (z) dz = 0 for all piecewise smooth.1] (t) + γ2 (2 − t)χ[1. but the fact that the value of the contour integral depends only on the starting. b] → D is smooth. The function f is called Cauchy integrable if f (z) dz = γ1 γ2 f (z) dz for all piecewise smooth curves γi : [a. F : D → C is an antiderivative of f if and only if piecewise smooth curves γ : [a.2.. b] → D with the same starting. We may assume that γ : [a. Thus.e.and endpoint of the path γ (path-idependence. closed curves in D.1. 2] → D by γ(t) = γ1 (t)χ[0. Tfae. One should notice that the notion of Cauchy integrability has little to do with the usual deﬁnitions of Riemann or Lebesgue integrability. The implication (iii) =⇒ (ii) is obvious. i. Then h(t) := F (γ(t)) is continuously diﬀerentiable and h (t) = f (γ(t))γ (t) for all t ∈ [a. Deﬁne γ : [0. f (z) dz = F (γ(b)) − F (γ(a)) for all piecewise smooth (iv) f has an antiderivative. there exists an analytic function F : D → C with F = f on D. γ2 : [0. 0 = γ f (z) dz = γ1 f (z) dz − γ2 f (z) dz.Chapter 2 The Works 2. It remains to be shown that (i) =⇒ (iv). b] → D. Moreover. γ (iii) There exists a function F : D → C such that curves γ : [a. b]. b] → D. the important element in the deﬁnition of Cauchy integrability is not the existence of the integral. To show (ii) =⇒ (i) we may assume that γ1 .2] (t) Then γ is piecewise smooth and closed and therefore. If f is continuous.1. Let f : D → C be continuous. Theorem 2.and endpoints. see statement (iii) below).1. It follows that F (γ(b)) − b b F (γ(a)) = h(b) − h(a) = a h (t) dt = a f (γ(t))γ (t) dt = γ f (z) dz. 1] → D (possibly after a reparametrization). Fix 11 . γ f (z) dz = F (γ(b)) − F (γ(a)) for all Proof. (i) f is Cauchy integrable.

Moreover. f is locally Cauchy integrable on C \ {0}. 1 It follows from the standard comparison theorems for inﬁnite series. Thus. Let F = u + iv. F is analytic and F = ux + ivx = f on D. However. Theorem 2. d] → D be an arbitrary. It follows from the previous theorem that F is an antiderivative of f on D. Then f is called locally Cauchy integrable if for all a ∈ D there exists an open neighborhood U ⊂ D of a such that f/U is Cauchy integrable. piecewise smooth path in D. (z0 ) = if (z0 ). that an and only if t ∞ n+1 z n+1 converges absolutely for |z| < R.c] ˜ c f (z) dz = F (˜ (d)) − F (˜ (c)) = F (σ(d)) − F (σ(c)). Let D ⊂ C be an open sphere and f : D → C continuous. every function f which has a power series representation.2 (iv) that every polynomial is Cauchy integrable on C. Now let σ : [c. for all w ∈ D.1. ˜ c ˜ σ/[c.e. It follows from (iii) that the deﬁnition of F (w) is independent of the choice of γ. Let a ∈ D be ﬁxed.1 As motivation for the next deﬁnition. Lemma 2. or ux = vy and vx = −uy . Then. If S denotes the z unit sphere. Let D ⊂ C be open and f ∈ C(D). If δR f (z) dz = 0 for all rectangles R ⊂ D with sides parallel to the axes. For w ∈ D deﬁne F (w) := γw f (z) dz. Thus. d] → D.5. δF δx (z0 ) = f (z0 + ith) dtih. Let D ⊂ C be open. Then f (z0 ). Then F (w) − F (w0 ) = γ f (z) dz = 0 f (w0 + t(w − w0 )) dt(w − w0 ). Also. by Example 1. Then we extend the path σ to a path σ : [˜. 1]. c < c. It follows from Theorem 2.4. For w ∈ K (z0 ) deﬁne γ(t) = w0 + t(w − w0 ) for 1 (w t ∈ [0. is Cauchy integrable on its circle of convergence.1.1. Thus.1. b] → D such that γ(a) = z0 and γ(b) = w. i. THE WORKS z0 ∈ D. although f is analytic there. then f is Cauchy integrable on the sphere D Proof. there exists a smooth curve γ : [a. then δS f (z) dz = 2πi.. where It follows from that F (z0 + h) − F (z0 ) = γz0 +h f (z) dz − 1 0 γz0 f (z) dz = γ ˜ f (z) dz = δF δy 1 0 f (z0 + th) dth. as we will see next. then f is locally Cauchy integrable. This shows that f is not Cauchy integrable on C \ {0}. F (w)−F 0 0 ) → f (w0 ) w−w as w → w0 . Since the Cauchy-Riemann equations δx δy hold. f is Cauchy integrable on D. consider D = C \ {0} and f (z) = 1 . Deﬁnition 2.2. n ∞ n an z n converges absolutely for |z| < R if .12 CHAPTER 2. F (z0 + ih) − F (z0 ) = δF = ux + ivx = −i( δF = −iuy + vy . Deﬁne F (w) := γ f (z) dz.3.2 (b).d] = σ such that σ (˜) = z0 and obtain ˜ ˜ c f (z) dz σ = σ ˜ f (z) dz − σ/[˜. If f : D → C is continuous and analytic on D \ {a}. σ σ Now let w0 ∈ D and K (w0 ) := {w : |w − w0 | < } ⊂ D.

R = R1 ∪R2 . Choose k0 such that | δR f (z) dz| ≤ 2 d k 4| δRk0 f (z) dz| and deﬁne R1 := R0 0 . | δR 2 f (z) dz| ≤ 4n | δRn f (z) dz| and L(δRn ) = d . Thus n=0 n 0 n=0 n n=0 ∩Rn = ∅. Then. R2 ⊂ R with sides parallel to the axes. closed paths γ. set R0 := R. as shown in case (2). R2 . By the ﬁrst part of the proof.1. then we consider a sequence of rectangles Ri ⊂ R with sides parallel to the axes such that Ri → R as i → ∞. . for all z ∈ D. Now assume that f is continuous on D and analytic on D \ {a}. δR f (z) dz = 0. and a ∈ δR1 ∩δR2 . Then R ⊂ ∪Rc = C. We show that δR f (z) dz = 0 for all rectangles R ⊂ D with sides parallel to the axes. Remark 2. f (z) = f (a) + f (a)(z − a) + g(z)(z − a). then we devide R into two recangles R1 . Then3 g(z)(z − a) dz| δRn f (z) dz| ≤ 4n | δRn f (a) + f (a)(z − a) dz + g(z)(z − a) dz| ≤ 4n δRn = 4n | Thus. Thus. Repeating this process (induction) yields a nested sequence of rectangles Rn such that | δRn n f (z) dz| ≤ 4| δRn+1 f (z) dz| and L(δRn+1 ) = 1 L(δRn ). Divide R0 into four congruent rectangles R1 . By continuity. d d = . 3 Show that γ z dz = 0 for all absolutely continuous. we show that δR f (z) dz = 0 for all rectangles R ⊂ D with sides parallel to the axes and consider the following three cases. R3 . (3): If a ∈ R \ δR. Again. But then Rc ⊃ ∪m Rc = ∩m Rn = Rm which contradicts the fact thet Rm ⊂ R0 . 2 Thus. Since R is compact and the complements Rc are open. Then L(δRk ) = 1 L(δR0 ) = 1 and δR f (z) dz = k=1 δRk f (z) dz. 2n Choose a ∈ ∩n∈N0 Rn = ∅.2. 2n d2 2n δR f (z) dz = 0 for all analytic functions f : D → C. ANTIDERIVATIVES 13 Proof We assume ﬁrst that f is analytic on D. Let R be such a rectangle. (1): If a ∈ R. Since f is analytic there exists a continuous function g : D → C with g(a) = 0 such that. compact line segments}. δRi f (z) dz = 0 for all i. 2 Assume ∩R = ∅. R4 . limi→∞ δRi f (z) dz = δR f (z) dz. For > 0 choose n ∈ N such that |g(z) ≤ | δR d2 for all z ∈ Rn . there exists m ∈ N n 0 0 n n c such that R0 ⊂ ∪m Rc .6.1. / (2): If a ∈ δR. δR f (z) dz = δR1 f (z) dz + δR2 f (z) dz = 0. then δR f (z) dz = 0 by the ﬁrst part of the proof. Notice that the proof works also if f : D → C is continuous and analytic on D \ {ﬁnite number of vertical or horizontal. and d := L(δR).

. not simply connected: (c) If D is convex. Then δ folds back the curve γ and contracts it towards the constant curve γ1 (t) = γ(0) ∈ D. γ1 (t) = δ(t. s) = γ1 (0). (b) If γ0 . s) := r((1 − s)t)eiα(t)(1−s) . s) := sγ1 (t) + (1 − sγ0 (t) connects any two closed curves continuously inD. γ1 : [0. 1) for all t ∈ [0. 1] → D be piecewise smooth paths (curves). To see this consider D = C \ R− .Then (a) γ0 . THE WORKS 2. not connected: (b) D connected. 1]. then D is simply connected since δ(t. Thus. 1] → D be continuous. s) is a closed curve for each s ∈ [0. 1]. Deﬁne δ(t. γ1 are homotopic in D with ﬁxed endpoints if γ0 (t) = δ(t.1. Then γ has a polar-coordinates representation γ(t) = r(t)eiα(t) with −π < α(t) < π for all t ∈ [0.2. D is simply connected. (e) A sliced half-plane D := C \ R+ eiα is simply connected.2. let γ0 . γ1 (t) = δ(t.2. (d) The open set D is simply connected if every closed curve in D is null-homotopic in D.2 Cauchy’s Theorem Deﬁnition 2.14 CHAPTER 2. and let δ : [0. (a) D simply conected. 1]. 1] × [0. Let D ⊂ C be open. then they are homotopic as closed curves if t → δ(t. γ0 (1) = δ(1. (c) A curve γ0 is null-homotopic in D if there exists a constant curve γ1 (t) = a ∈ D such that γ0 and γ1 are homotopic as closed curves. Let γ be a closed curve in D. It is easy to see that star-shaped sets are simply connected. s) = γ1 (1) for all s ∈ [0. 0). 1] and γ0 (0) = δ(0. (d) An open set D is called star-shaped if there exists a ∈ D such that for all z ∈ D the line-segment between a and z is contained in D. Example 2. 1) for all t ∈ [0. γ1 are closed. 0). 1] and γ0 (t) = δ(t.

U of b ∈ Q. This shows that M is open. γ1 are homotopic as closed curves in D. then we denote by γ + (−γ) the curve t → γ(2t) if t ∈ [0. then γ0 := γ0 + (−γ0 ). γ0 (iii) If γ0 . f/V such that ρ(U ) ⊂ V . ˜ deﬁne c := F (a) − F (a) and ˜ M := {q ∈ Q : F (q) − F (q) = c}. It follows immediately from Theorem 2.. V = V and that U. closed (M = (F − F )−1 {c}). γ1 are homotopic in D with ﬁxed endpoints. 1/2) and t → γ(2 − 2t) if t ∈ [1/2. V of ρ(b) ∈ D. and antiderivatives G. we have to show that M ˜ ˜ is open. U ⊂ M . Then there exist neighborhoods U. ˜ Thus. Then ˜ ˜ G(ρ(b)) = F (b) = F (b) + c = G(ρ(b)) + c ˜ ˜ ˜ and G − G = f/V − f/V = 0 on V . f (z) dz = 0. This ˜ ˜ shows that (i) implies (iii). the ﬁrst statement will be shown over the next few pages. If γ0 . Lemma A. ﬁx a ∈ Q. ρ : Q → D continuous. Choosig a small enough neighborhood of b. if (i) holds then 0 = γ0 f (z) dz = γ1 f (z) dz = γ1 f (z) dz − γ0 f (z) dz. V are connected. ˜ Since M is nonempty (a ∈ M ). Proof. i. Proof.e. A continuous function F : Q → C is called an antiderivative of f along ρ if for all q ∈ Q there exist (1) a neighborhood U of q ∈ Q. F (u) = G(ρ(u)) ˜ ˜ (u) = G(ρ(u)) for all u ∈ U . f (z) dz = γ1 f (z) dz. G of f/V . then (iv) If D is simply connected. CAUCHY’S THEOREM 15 Theorem 2. ρ(U ) ⊂ V . We need the following three lemmas. 4 If γ : [0. 1] → D. It is clear that (i) implies (ii) if one sets γ = γ0 and γ1 (t) = a. With the help of a few technical lemmas.1. where a ∈ D is as in Deﬁnition 2. neighborhoods ˜ ˜ ˜ ˜ V. Let Q ⊂ C.2. and (3) an antiderivative G of f/V such that ρ(U ) ⊂ V and F (u) = G(ρ(u)) for all u ∈ U . (2) a neighborhood V of ρ(q) ∈ D. It remains to be shown that (i) holds. Then (i) If σ : M → Q is continuous. γ1 := γ1 + (−γ0 ) are homotopic ˜ ˜ as closed curves. then F ◦ σ is an antiderivative of f along ρ ◦ σ.3 (Cauchy’s Theorem). Let b ∈ M . Let F : Q → C be an antiderivative of f along ρ.2 that (ii) implies (iv). then γ γ0 f (z) dz = γ1 f (z) dz. This shows that F (u) − F (u) = G(ρ(u)) − G(u) = c for all u ∈ U .4 Thus. then F = F + c for some c ∈ C. (i) If γ0 . 1] .2.1.2. The ﬁrst statement follows from the continuity of σ. Let f : D → C be continuous on on open set D and analytic on D \ {a}. and f : D → C continuous. γ1 are homotopic in D with ﬁxed endpoints. F (b) = F (b) + c. then f is Cauchy integrable.2. one may assume that ˜ and F ˜ ˜ U = U . ˜ ˜ (ii) If Q is connected and if F is another antiderivative of F along ρ. and for those the notion of antiderivatives along continuous curves. To prove the second statement. then (ii) If γ is a null-homotopic closed curve in D. and Q is connected.

By Lemma A (i). Applying Cauchy’s z−a Theorem 2. g ammaf (z) dz = k=1 γk f (z) dz = k=1 Fk (γ(tk )) − Fk (γ(tk−1 )) = k=1 F (tk ) − f (tk−1 ) = F (1) − F (0). Thus. Theorem 2. n n n Thus. Then γ f (z) dz = F (1) − F (0). 0) − F (0.3 to the function g. tk ]. there exist antiderivatives Fk = F ◦ τk along δ◦τk = γk .1.1 (Cauchy’s Integral Formula). Then g(z) = f (z)−f (a) with g(a) := f (a) is continuous on D and analytic on D \ {a}. there exists a rectangle Rn in Q with perimeter less than 1/n such that f has no antiderivative along ρ/Rn . If D ⊂ C is open. there exist neighborhoods U of r and V of ρ(r) ∈ D such that f/V has an antiderivative G and ρ(U ) ⊂ V . there exists a subsequence rn → r ∈ Q. 1) = F ◦ σ1 (1) − F ◦ σ0 (1) = F ◦ σ1 (0) − F ◦ σ0 (0) = F (1. Proof of (i). then 4 3 t ∈ T .16 CHAPTER 2. γ : [α. Step 1. Deﬁne F as F1 on R1 and as F2 + c on R2 . R2 ⊂ Q whose perimeter is at most t. 0) = δ(τ0 (t)). This shows that 4 ∈ T . 1] → D be a piecewise smooth curve and let F be an antiderivative of f along γ. F (u) := G(ρ(U )) is an antiderivative of f along ρ/U . We show that T is nonempty.which is a contradiction. 1] → D such that t → δ(t. z−a γ . Since R1 ∩ R2 is connected.2. Since δ ◦ σ0 (t) = δ(0. γ1 (t) = δ(t. γk f (z) dz = Fk (1)−Fk (0) = F (τk (1))−F (τk (0)) = F (1. k)−F (0. Thus. σk (t) := (k. It follows from Lemma C that there exists an antiderivative F of f along δ. Since Rn ⊂ U for n large. 1]) is compact in D and f locally Cauchy integrable (by Theorem 2. τk (t) := (t. Let rn ∈ Rn ⊂ Q. if t ∈ T . Let t ∈ T and let R ⊂ Q be a rectangle with L(∂R) ≤ 4 t. k). Then R is the union of two rectangles 3 R1 . and analytic function Fk such that γ([tk−1 . t) = δ ◦ σ1 (t) it follows from Lemma A (ii) that F ◦ σ1 − F ◦ σ0 = const. a partition 0 = t0 < t1 < · · · < tn = 1. there exists an antiderivative of f along ρ/Rn . Let γ : [0. 1] and γ0 (t) = δ(t. It follows that F (t) = Fk (γ(t)) + ck for t ∈ [tk−1 .1. Let k = 0. Since f is continuous on D and analytic on ˜ D \ {a}. Thus. 2). y) : 0 ≤ x. 2. Proof. By Lemma A (i). 1]. β]. for all n ∈ N. it follows from the local Cauchy Theorem 2. γ1 are homotopic as closed curves in D there exists a continuous δ : [0. t). β] → D a null-homotopic closed curve in D. k). 1) − F (0. Since γ([0. By Lemma C. t) = δ(1. f : D → C analytic.5).3. 1. 0) = γ0 f (z) dz. Thus. 1) = δ(τ1 (t)) for all t ∈ [0. and a ∈ D \ γ[α. it follows from Lemma A that F1 /R1 ∩R2 = F2 /R1 ∩R2 + c for some constant c. y ≤ 1}. then Indγ (a)f (a) = 1 2πi f (z) dz. Assume that T is empty. We have to show that 4 ∈ T . Lemma C. the functions F ◦ σk are antiderivatives of f along δ ◦ σk . there exist n open subsets Vk ⊂ D. Proof. Let T denote the set of all t > 0 which have the property that for all rectangles R ⊂ Q with perimeter L(∂R) ≤ t there exists an antiderivative of f along ρ/R . Then F is an antiderivative of f along ρ/R . Since Q is compact. If f is analytic and Q = {(x. Since γ0 .5 that f is locally Cauchy integrable on D. we obtain the following statement. Let Fk be the antiderivative of f along ρ/Rk (k = 1. 1] × [0. then there exists an antiderivative of f along ρ : Q → D. tk ]) ⊂ Vk and Fk = f/Vk for all 1 ≤ k ≤ n. Step 2. γ1 f (z) dz = F (1. Then.3 Cauchy’s Integral Formula Let γ be a null-homotopic closed curve in an open subset D of C and f : D → C analytic. THE WORKS Lemma B. s) is a closed curve for each s ∈ [0.

Since γ z−a dz = 0 for |a| suﬃciently large.2. This shows that Int(gamma) is bounded. This proves (i). By the quotient rule. it follows that Mr ⊂ Ext(γ). Therefore. In particular.2. It follows from Cauchy’s Theorem 2. The statements (ii) and (iii) are obvious. b]. By (i). Let γ0 (t) := a + Re±2πit with t ∈ [0. then z−an → z−a uniformly in 1 1 z ∈ γ[a. e −c ˜ (z) + c. Indγ (an ) = γ z−an dz → γ z−a dz = Indγ (a).3 that Indγ (a) = Indγ0 (a) for all closed curves γ that are homotopic to γ0 as closed curves in C \ {a}. This follows from the following discussion of the complex logarithm. Notice that if F is a branch of the logarithm on D. The openess of Int(γ) and Ext(gamma) follows from the continuity of γ as a function 1 with values in Z. clockwise) around the point a. γ(α) − a 1 1 In particular.3. Choose c such that e = c and deﬁne F (z) = F ˜ 1 z → z on D and eF (z) = z for all z ∈ D. 1 1 Proof. Thus.2. β]. ˜ Let D ⊂ C \ {0} be simply connected. We call F a branch of the logarithm on D. We show below that Indγ maps W into Z. (ii) Indγ+˜ = Indγ + Indγ for all closed curves γ with the same endpoints as γ. Then (A) Indγ0 (a) = 1 2πi 1 dz = ± z−a n 1 dt = ±n 0 γ0 is the winding number of the closed curve γ0 around a. Let γ : [a.3. (i) Indγ : W → Z is continuous and therefore locally constant. if γ is closed. Then (∗) e 1 γ z−a dz = γ(β) − a .2. b] → C be a closed curve and W = C \ γ[a. If an → a in W . 0] and F (1) = 0. β]. the exterior Ext(γ) := {a ∈ W : Indγ (a) = 0} is open. By Cauchy’s Theorem 2.3. Then F is an antiderivative of and all z ∈ D. n] denote a circle of radius R that winds n-times counterclockwise (resp. β] → C be a piecewise smooth curve and a ∈ C \ γ[α. Proposition 2. we may assume that a = 0 ∈ C \ γ[α. Thus. Indγ (a) is also called the winding number of a closed curve γ around a. ˜ γ ˜ (iii) Ind−γ = −Indγ . Let Mr := {a ∈ C : |a| > r} ⊂ W . . In the following we will collect some properties of the index Indγ (a). then Indγ (a) = 2πi γ z−a dz ∈ Z. CAUCHY’S INTEGRAL FORMULA where Indγ (a) = 1 2πi 1 γ z−a 17 dz denotes the index of the closed curve γ with respect to a. b]. dz z = 0. To show (∗) we observe ﬁrst that 1 1 γ z−a dz = γ−a z dz. if x > 0. t Now let γ : [α. then F (x) = 1 1 dt = ln x. and C \ γ[a. then F is called the main branch of the logarithm on D. If D = C \ (−∞. b] is the disjoint union of the intirior and exterior of the closed curve γ. then F is called the main branch of the logarithm and is denoted by x “ln”. It remains to be shown that Indγ (a) ∈ Z for all a ∈ W . Indγ is constant on Mr . then F + 2πni (n ∈ Z) is another branch. (iv) The interior Int(γ) := {a ∈ W : Indγ (a) = 0} is open and bounded. there exists an analytic function F ˜ ˜ 1 d eF (z) F (z) ˜ = cz for some c ˜ ˜ such that F (z) = z for all z ∈ D. If 1 ∈ D and F (1) = 0. Hence. where (γ − a)(t) := γ(t) − a.

3. This follows from Hn (a) − Hn (a0 ) = a − a0 = γ γ 1 a − a0 1 a − a0 1 1 − n (z − a) (z − a0 )n 1 1 − (z − a) (z − a0 ) g(z) dz n−1 k=0 1 1 (z − a)n−1−k (z − a0 )k g(z) dz n−1 = k=0 n−1 γ g(z) 1 dz k+1 (z − a)n−k (z − a0 ) g (z) ˜ dz → (z − a)n−k n−1 γ = k=0 γ k=0 g(z) dz = nHn+1 (a0 ) (z − a0 )n+1 g (z) ˜ γ (z−a)n−k f (z) γ (z−a) as a → a0 . for every null-homotopic closed curve γ : [α.1. Moreover.tk ] . · · · . f (z) n! Indγ (a)f (n) (a) = dz 2πi γ (z − a)n+1 for all a ∈ D \ γ[α. Let Fk be a branch of the logarithm on Vk (1 ≤ k ≤ n). β]. Let D ⊂ C be open and f : D → C analytic.3. β] → C be continuous. β] → C by Hn (a) := g(z) (z−ak )n g(z) (z−a)n g(z) γ (z−a)n dz. THE WORKS Then there exists a partition α = t0 < · · · < tn = β and disks V1 . where γk := γ/[tk−1 . (1) Let g : γ[α. Deﬁne Hn : C \ γ[α. it follows from (A) that the Indγ is given by Theorem 2. Then f is inﬁnitely often complex diﬀerentiable on D and. tk ] ⊂ Vk . Vn ⊂ C \ {0} such that γ[tk−1 . Then 1 1 dz γ(tk ) 1 dz = Fk (γ(tk ))−Fk (γ(tk−1 ). . 1 (2) By Cauchy’s Integral formula 2. β] → D. Example 2. Now the statement of the theorem follows inductively from (1) and the fact that a → Indγ (a) is piecewise constant. as shown above. Proof.18 CHAPTER 2. e γk z−a = γ(tk−1 ) and e γ z−a dz = γk z n γ(tk ) k=1 γ(tk−1 ) = γ(β) γ(α) . Indγ (a)f (a) = 2πi dz. Since Indγ = Indγ1 + Indγ2 + Indγ3 . it follows that Hn is continuous.3. Therefore. (1 ≤ k ≤ n). Hn is analytic and Hn = nHn+1 . Since → uniformly for z ∈ γ[α. β] and n ∈ N0 .3.4 (Cauchy’s Integral Formula for Derivatives). where we set g(z) := ˜ g(z) (z−a0 )k+1 and use that a → dz is continuous. β] as ak → a in C\γ[α.

(b) The chain γ := γ1 + 2γ2 + 2γ3 − γ4 is null-homologous in C \ {z1 . f/U = F/U is inﬁnitely often complex diﬀerentiable.4. z2 . and mk ∈ Z. Thus. and the interior / of the chain γ is deﬁned as the set Int(γ) := {a ∈ C \ γ[α.5. then there exists a local antiderivatice on some neighborhood U for each point in D. . γk : [α. (a) The chain γ = 2γ1 − 3γ2 − γ3 is null-homologous in an open set D if D contains the interior of the three circles. (iii) f is continuous and locally Cauchy integrable on D. β] : W (γ. β] → D (1 ≤ k ≤ n) piecewise smooth closed curves. If (iii) holds. a ∈ D and f : D → C.1. (i) implies (ii). Let D ⊂ C be open. (i) f is analytic on D. The integral along the chain γ is deﬁned as n f (z) dz := γ k=1 mk γk f (z) dz. β] the winding number of γ with respect to a is W (γ. Then n γ := k=1 mk γk is called a chain in D. By Theorem 2.4. (ii) f is continuous on D and analytic on D \ {a}. f is analytic.3. z3 }. Proof. a) := 2πi γ z−w dz. and (ii) implies (iii) by Theorem 2. 1 1 For a ∈ γ[α. A chain γ is called null-homologous in D if Int(γ) ⊂ D. The following are equivalent.4 Cauchy’s Theorem for Chains Let D ⊂ C be open. Clearly.3. CAUCHY’S THEOREM FOR CHAINS 19 Corollary 2.5 (Morera’s Theorem).2.1. a) = 0}.4. 2. Example 2.

1 1 1 / Then z → z−a is analytic on D. In fact. To prove (∗) we deﬁne g : D×D → C by f (v)−f (z) v=z v−z g(v. we can replace D by the intersection of D with a large disc containing the chain γ). β]. z−a γ Then (ii) folows with diﬀerentiation. γ1 (t) := e2πt . γ : [α. n! 2πi f (z) γ (z−a)n+1 (ii) W (γ. and a ∈ D \ γ[α. We observe that every null-homotopic closed curve γ in D is null-homologous in D. THE WORKS (c) Let D := C \ {0}. 1]. ˜ (d) Let D := C \ {two disjoint discs}. a) = 2πi γ z−a dz = 0.2 (Cauchy’s Theorem for Chains). and (i) follows by applying (∗) to the analytic function g(z) := g(z) (z−a)f (z). β] → D a null-homologous chain in D. We can assume without loss of generality that D is a bounded open set containing γ (if necessary. Theorem 2. and therefore γ is null-homologous. This yields γ f (z) dz = γ z−a dz = 2πiW (γ. but the chain γ := γ1 − γ2 is null. z) := f (z) v=z .20 CHAPTER 2. a)f (n) (a) = dz (n ∈ N0 ). let a ∈ C \ D. then (i) γ f (z) dz = 0. Thus a ∈ Int(γ). Proof. and therefore W (γ. and γ := γ1 + γ2 are not null-homologous in D. The path γ is null-homologous.homologous in D. Int(γ) ⊂ D. a)g(a) = 0. and γ2 (t) := 2e2πt for t ∈ [0. a)f (a) = 1 2πi f (z) dz. If D ⊂ C is open.4. but not null-homotopic. We show that (∗) W (γ. Then γ1 . f : D → C analytic. γ2 .

z) is continuous on D and analytic in D \ {v}. Ir remains to be shown that h is analytic in a ∈ ∂D. z) dv. To prove the continuity of g. By Liouville’s Theorem ??.3. Since U is connected it follows that W (γ.3. z) = 0 for all z ∈ U . then 0 f (z + t(v − z)) dt = v−z γ f (w) dw = v−z [f (γ(1)) − f (γ(0))] = 1 v−z [f (v) − f (z)] = g(v. By Morera’s Theorem 2.4. f (v) dv = v−z = γ γ γ f (v) − f (z) dv + v−z γ f (z) dv v−z g(v. if v = z. by deﬁnition.4. z) dv + f (z)2πiW (γ. the function z → f (v) v−z is analytic on U . Example 2. h is analytic on D. There exists a disc U around a which is contained in C \ γ[α. For v ∈ γ[α. Since h(z) is bounded if |z| ≤ R (by continuity). If v0 = z0 . z) = Since h(z) = γ g(v. h(z) = v−z which are not in D. the function z → g(v. then the integral represen1 1 1 tation of g is obvious. Thus. Thus. let (v0 . it follows that h is analytic on C \ D. As above it follows that h is analytic on U . z) is analytic on D for all v ∈ D. z2 } and consider the closed curves . z) dv f (v) γ v−z 21 h(z) := γ z∈D z∈D / dv is entire and bounded (see below). z) dz dw = 0. then z → f (v) v−z is analytic. z).2. As above. h is entire. Since a ∈ D. it follows that h is bounded. β]. If γ is a null-homotopic path in ˜ D. CAUCHY’S THEOREM FOR CHAINS The function g is continuous (see below) and the function h : C → C deﬁned by g(v. If v0 = z0 . If v = z. then γ h(z) dz = γ γ g(v. z0 ) ∈ D. by the uniform continuity of f we obtain the continuity of g. z ∈ U we have that 1 g(v. it follows that a ∈ Int(γ) or / / W (γ. h = 0 and therefore (∗) holds. z) = 0 f (z + t(v − z)) dt. γ g(v. β]. z) dv = γ f (v) dv for all z ∈ U ∩ D and. Let f be analytic on D := C \ {z1 . Thus. ˜ ˜ ˜ If v ∈ D and z ∈ C \ D. a) = 0. z) dv dz = γ γ g(v. Thus. for all z ∈ U ∩ D. For all v.5. For v ∈ D we have that z → g(v. Since h(z) = γ f (v) dv for all z with |z| > R (R large) it follows that h(z) is v−z bounded if |z| > R. then g is obviously continuous. let U be a disc in D around z0 . it follows that h(z) = γ f (v) γ v−z dv for all z ∈ U f (v) dv v−z for all z ∈ U .

if every Cauchy sequence converges in X. i.∞ ≤ p 1 ≤ p ∞ ≤ p 1. 1]. then the completion is C −1 [0. If x ≤ 1. The c Banach space X is unique up to isometric isomorphisms and can be obtained. m · 1 ≤ · ≤ M · 1 for some m. . for all normed vector spaces c X. And ﬁnally. then there exists δ > 0 such that T x ≤ 1 if x ≤ δ. M > 0.5. Statement (i) implies (ii) since T x − T y ≤ M x − y . The normed linear space X is called a Banach space if it is complete. it is possible to ﬁnd a Banach space X in which X is isometrically embedded as a dense subset.5. Example 2.. then T (δx) ≤ 1 or sup x ≤1 T x ≤ 1 . 1]. the space of all (equivalence classes of) generalized. Then T x x ≤ M or T x ≤ M x for all x ∈ X.∞ := supx∈[0. If the norm 1 is p 1 := 0 |p(t)| dt. 1] → C. Deﬁnition 2. as ususal..e. λx = |λ| x . choose M > sup x ≤1 T x . δ If (iv) holds. (b) Let s be the vector space of all ﬁnite sequences (sn ) (i. the space of all continuous functions f : [0. as the vector space of all Cauchy sequences modulo the zero-sequences with norm (xn ) c := limn→∞ xn . sn = 0 for all but ﬁnitely many n ∈ N). (c) Let P [0. If the norm is p 1. The following are equivalent: (i) T is bounded (iii) T is continuous in 0 (ii) T is continuous (iv) sup x ≤1 Tx < ∞ Proof. i. or f (z) dz + γ2 f (z) dz. (ii) implies (iii). it follows from the construction of the completions via Cauchy sequences that C 1 [0. 1] → C.5. 1].∞ for all polynomials p. then the completion is C 1 [0. 1] is C[0. 2.22 Then γ := γ − γ1 − γ2 is null-homologous in D.. and x = 0 iﬀ x = 0. for all x. normed vector space Cn is a Banach space and all norms on Cn are equivalent. THE WORKS f (z) dz = 0. Clearly. 1]. Since every normed vector space X is a metric space with metric d(x. The completion of s under the norm (sn ) ∞ := supn |sn | is the space of all zero sequences and is denoted by c0 . y) := x − y . x + y ≤ x + y A sequence (xn ) (n ∈ N) is called a Cauchy sequence in X if for all > 0 there exists n0 ∈ N such that xn − xm ≤ for all n. Proposition 2. 1] be the vector space of all polynomials p : [0.1.5 Principles of Linear Analysis Let X be a vector space over C with norm · : X → R+ satisfying.1] |p(t)|.e. then the completion of P [0. 1] ⊂ L1 [0. The ∞ completion of s under the norm (sn ) 1 := n=0 |sn | is the space of all absolutely summable sequences and is denoted by l1 . If the norm is p ∞ := supt∈[0. (a) Every ﬁnite dimensional. y ∈ X and λ ∈ C. then the completion is L1 [0. 1] ⊂ C[0. Riemann integrable functions.2. If (iii) holds.1] 0 p(t) dt . Since p −1. Let X. m ≥ n0 . i. 1]. This implies that ˜ f (z) dz = γ γ1 γ ˜ CHAPTER 2.e. if the norm is p −1. Let X.3. the space x of all continuously diﬀerentiable functions.e.Y be normed vector spaces and T : X → Y linear.Y be normed vector spaces.. it can always be enlarged to become complete. 1] ⊂ C −1 [0.∞ := p ∞ + p ∞ . A linear operator T : X → Y is called bounded if there exists M > 0 such that T x Y ≤ M x X for all x ∈ X. the space of all (equivalence classes of) Lebesgue integrable functions.

i=1 i ∞ (b) c∗ = l1 and x. If. x∗ := x∗ (x) = n x∗ xi for all x∗ ∈ Cn and x ∈ Cn . Y ). Y ). (ii) (Tn x) is a Cauchy sequence for all x in a total subset of X. Also.5. Proof. we obtain Tn x − T x ≤ x for all x and n ≥ n0 . then the sequences Tn w converge for all w ∈ D. deﬁne T x := lim Tn x. m ≥ n0 . Y ) such that Tn x → T x for all x ∈ X. 5 Let X be a normed space. Tn ∈ L(X.6. If (ii) holds. Y ). x∗ := x∗ (x) = 0 x(t) dx∗ (t) for all x∗ ∈ BV0 [0. PRINCIPLES OF LINEAR ANALYSIS 23 Proposition 2. where zyi ≤ δ. then Tn ≤ M for some M > 0 and all n ∈ N and (Tn x) is a Cauchy sequence in Y for all x ∈ X. 1]. Since Y is complete. m ≥ n0 and all of the ﬁnitely many wi . choose n0 such that Tn wi − Tm wi ≤ 5 for all n. Taking the limit as m → ∞. then there exists M > 0 s. 5 Now. Thus. Y a normed space and F ⊂ L(X. Example 2. 1]∗ = BV0 [0. Y ). Theorem 2. let Xn = {x ∈ X : T x ≤ n for all T ∈ F} = ∩T ∈F {x ∈ X : T x ≤ n}.6 (iii) There exists T ∈ L(X. Let x0 ∈ Xn0 and > 0 such that the spere K(x0 . It is easy to see that L(X. δ = 5M . we can deﬁne T x := limn Tn x. Proof. Theorem 2.2. Proof.8 (Banach). there exists wi ∈ D such that yi = wi + zyi . Let X be a normed space and Y be Banach space. T ≤ M for all T ∈ F.4. Recall that a set S ⊂ X is called nowhere dense if the interior of its closure S is empty and that Baire’s Theorem states that in a complete metric space X no non-empty open subset of X is the countable union of nowhere dense subsets. ) ⊂ Xn0 .5. 1] and x. Y a Banach space.t. Then T is linear. Then.5.5. x∗ := x∗ (x) = i=1 x∗ xi for all x∗ ∈ l∞ and x ∈ l1 . 1] and x ∈ C[0. Then T (x0 + z) ≤ n0 for all T ∈ F and all z ≤ 1. x ∈ C. This shows that Tn → T in L(X. Schaefer’s Topological u Vector Spaces. Tn x − Tm x ≤ x for all x and n. 1]∗ = L∞ [0. 1] and x ∈ L1 [0.5. Then the space L(X. i 1 (d) L1 [0. 1 (e) C[0. Then Xn is closed and Xn = X. Then there exists n0 such that Tn − Tm ≤ for all n. By Baire’s Theorem. C) of a normed vector space X is a Banach space.H. Y ) of all bounded linear operators T : X → Y is a Banach space with norm T := sup x ≤1 T x . Clearly. Tn x − Tm x ≤ Tn wi − Tm wi + Tn zx + Tm zx + Tn zyi + Tm zyi ≤ Tn wi − Tm wi + 4 . 1]. m ≥ n0 and all x ∈ C. The following are equivalent : (i) There exists T ∈ L(X. Springer Verlag 6 A subset is called total if its linear span is dense in X . T ≤ M and Tn → T uniformly on C. there exists Mx > 0 such that T x ≤ Mx for all T ∈ F. Tn x − Tm x ≤ for all n. (a) (Cn )∗ = Cn and x. and Tn ≤ M for all n.5. m ≥ n0 .4. where D is the dense linear span of the total subset. see III. the interior of some Xn0 is nonempty. Thus. Y ) : Tn · → T · uniformly on compact subsets of X. x∗ := x∗ (x) = i=1 x∗ xi for all x∗ ∈ l1 and x ∈ c0 . 5 This very useful statement is often referred to as “Schaefer Drei-Vier-F¨ nf”. there exists n0 such that Tn − T ≤ for all n ≥ n0 . Let X be a Banach space. The dual space X ∗ := L(X. Thus. But then T (z) ≤ 1 (n0 + T (x0 ) ) ≤ 2n0 for all T ∈ Fand z ≤ 1. 0 i ∞ ∗ (c) l1 = l∞ and x.5. for all x ∈ C. Now. (iii) implies (i) and (i) implies (ii). Corollary 2. x∗ := x∗ (x) = 0 x∗ (t)x(t) dt for all x∗ ∈ L∞ [0. C compact.5 in H. It is easy to see that T is linear and bounded. Let > 0. Let > O. If (Tn ) is a Cauchy sequence in L(X.7 (Principle of Uniform Boundedness). 1] and x. Now. There exists a ﬁnite number of yi ∈ C such that all x ∈ C can be written as x = yi + zx where zx ≤ δ. for all x ∈ X. Y ) is a normed vector space. We show that (ii) implies (iii).

5. Since there exists x∗ ∈ X ∗ with x∗ = 1 and x∗ (x0 ) = x0 we get that µx0 = sup x∗ ≤1 |µx0 (x∗ )| = x0 . F (αx0 ) := α x0 . the completion of s is c0 which is also the closure of s in l∞ . Let F ∈ L(M. we also have F ≤ x∗ ..12 that the dual unit sphere S ∗ := {x∗ ∈ X ∗ : x∗ = 1} is a norming set for X. Every normed vector space X can be embedded in the Banach space X ∗∗ and the completion of of the normed space X coincides with the closure of X in its bidual X ∗∗ . 7 Let M be a subspace of a complex vector space X. Clearly. 0 Proof. for example.5. = 1.n )i∈N . F : M → C.n denotes ∗ the Kronecker symbol. Proof. µx0 ≤ x0 . x∗ |. Then there exists µ : X → C linear such that µ/M = F and |µ(x)| ≤ p(x) for all x ∈ X.e. THE WORKS Theorem 2. deﬁned by x0 (x∗ ) := x∗ (x0 ) = x0 . and Corollary 2. Since x∗ is an extension of F . x∗ = x0 and 0 0 x∗ = 1. Let s be the vector space of all ﬁnite sequences (sn ) with the sup-norm. Proof.e.11. Let x0 ∈ X.16. Then there exists M > 0 such that F (x) ≤ M x =: p(x) for all x ∈ M .14.5.10. Example 2.13. Corollary 2. Let M = {αx0 : α ∈ C}. where ∂i.15. i.24 CHAPTER 2. Let x ∈ l∞ and Γ be the set of all unit sequences (∂i. p a seminorm on X. Example 2. Every x0 ∈ X can be viewed as an element in X ∗∗ . By the Hahn-Banach Theorem. C). Let X be a normed space. i. Thus. Now the statement follows from the corollary above. x∗ ≤ F . 0 0 0 0 Corollary 2. Then µx0 : X ∗ → C deﬁned by µx0 (x∗ ) := x∗ (x0 ) is linear and |µx0 (x∗ )| ≤ x∗ x0 for all x∗ ∈ X ∗ .5.5. a vector x0 ∈ X can also be viewed as a linear map x0 : X ∗ → C. 7 For a proof see.5.5. C)..9 (Hahn-Banach).12. F F (x0 ) = x0 . and |F (x)| ≤ p(x) for all x ∈ M . Thus. x∗ | for all x ∈ X.5. Royden’s Real Analysis. Deﬁnition 2. Corollary 2. For all x0 in a normed space X there exists x∗ ∈ X ∗ such that x0 . x∗ with the same norm. Thus F = x∗ . Then F ∈ L(M. . Then the dual of s is l1 and its bidual is l∞ . It follows from Corollary 2.L. x∗ | ≤ M x for all 0 0 0 x ∈ X. Macmillan. F : M → C linear.5. there exists x∗ ∈ X ∗ such that x∗ /M = F and | x. Then Γ ⊂ l∞ is a norming set for l∞ since x = supi |xi | = supx∗ ∈Γ | x. Every bounded linear map from a linear subspace M of a normed space X into C has a bounded linear extension to X with the same norm. A subset Γ of X ∗ is called a norming set for X if x = supx∗ ∈Γ | x. H. the Banach space norm of x0 is the same as the operator norm of x0 as an element of X ∗∗ .

Let D ⊂ C be open. x∗ |. x∗ : D → C is analytic on D for all x∗ ∈ X ∗ . k ∈ Kr (0) \ {0} and x∗ ∈ Γ u(h. To show the existence of limz→a f (z)−f (a) for a ∈ D we may assume that a = 0. The function f is locally bounded if supz∈C f (z) < ∞ for all compact sets C ⊂ D. For z−a h. x∗ : D → C deﬁned by z → f (z). (i) f is analytic on D. Considering the vectors f (z) as linear maps in X ∗∗ (see Corollary 2.5. x∗ | ≤ Mx∗ for all z ∈ C. . (ii) implies (iii). x∗ dt. x∗ | ≤ |h − k| M for all x∗ ∈ Γ. (iii) f is locally bounded and weakly analytic on D with respect to a norming set Γ of X. Proof. Assume that (ii) holds. Then there exists Mx∗ > 0 such that | f (z). This proves the claim. Let C be a compact subset of D and x∗ ∈ X ∗ . Theorem 2.x∗∈Γ | f (z). a)f (n) (a) = dz (n ∈ N0 ). Let r > 0 such that the sphere S := K2r (0) ⊂ D and let M := supz∈S f (z) = supz∈S.1. (ii) f is weakly analytic on D. f : D → X analytic. Let D ⊂ C be open. x∗ are analytic on D for all x∗ ∈ Γ.3 (Cauchy’s Theorem). k) ≤ whenever |h| ≤ δ and |k| ≤ δ. A function f : D → X is called analytic on D if f (a) := lim f (z) − f (a) z−a z→a exists for all a ∈ D. k ∈ C \ {0} let f (h) − f (0) f (k) − f (0) − .6. CAUCHY’S THEOREM FOR VECTOR-VALUED ANALYTIC FUNCTIONS 25 2. X a Banach space.5. The function f is called weakly analytic if f.7 it follows that there exists M > 0 such that f (z) ≤ M for all z ∈ C. k). x∗ = h. for f (z).6 Cauchy’s Theorem for Vector-Valued Analytic Functions Deﬁnition 2. | u(h. By Cauchy’s integral formula f (w). r2 Theorem 2. and f : D → X. The following are equivalent. (i) implies (ii). u(h.x∗ z−w dz for all w ∈ Kr (0) and x∗ ∈ Γ.12) and using the Principle of Uniform Boundedness 2. The function f is called weakly analytic with respect to Γ if the functions f. k). x∗ |z|=2r 1 1 1 1 1 1 − − − h z−h z k z−k z dt = (h − k) 1 2πi |z|=2r f (z). x∗ = 1 2πi 1 2πi |z|=2r f (z). X a Banach space. and Γ ⊂ X ∗ a norming set for X.2 (Dunford). Clearly.6. If D ⊂ C is open. Since Γ is a norming set for X we obtain that u(h. X a Banach space. k) ≤ r2 |h − k| M . γ : [α. then (i) γ f (z) dz = 0.2. Thus. We show that (iii) implies (i). z(z − h)(z − k) Thus.6. k) := h k We have to show that for > 0 there exists δ > 0 such that u(h. n! 2πi f (z) γ (z−a)n+1 (ii) W (γ.6. β]. β] → D a nullhomologous chain in D. Thus. and a ∈ D \ γ[α.

By Liouville’s Theorem above. Thus. It is easy to see that f satisﬁes the resolvent equation f (λ + h) − f (λ) = f (λ + h)f (h) h for all λ. (i) f is bounded and entire. n Corollary 2. y ∈ X. f = 0 and therefore. If fn : D → X is a sequence of analytic functions which converges uniformly on each compact subset of D towards a function f .e. z → f (z).7. f is constant (which is a contradiction). Since f (λ + h) − f (λ) ≤ |h| f (λ + h) f (λ .2. 1 1 1 Example 2. A complex normed algebra which is a ﬁeld is isomorphic to the complex ﬁeld. The following are equivalent.6. In particular. Thus. Since f is continuous one can deﬁne the path-integrals. Proof. Now the statement follows from Cauchy’s Theorem 2. f is constant. it follows from 1 the Weierstrass Convergence Theorem that the Riemann-Zeta function ζ(z) := ∞ nz is analytic and n+1 ∞ n ζ (z) := n+1 lnz for all z with Rez > 1. Similarly. Assume that there exists x ∈ X such that x−λe = 0 for all λ ∈ C.6. Suppose p(z) = 0 for all z ∈ C. f is weakly analytic.2 for complex-valued functions. Thus.4. Since (z−a)2 → (z−a)2 uniformly for those z with |z − c| = ˜ and a ∈ K (c). Then p(z) → cn as |z| → ∞. it follows from Cauchy’s Integral Formula that fn (a) = 1 2πi fn (z) 1 dz → (z − a)2 2πi |z−a|=˜ f (z) dz = f (a) (z − a)2 |z−a|=˜ uniformly for a ∈ K (c). xy ≤ x y for all x. h ∈ C. Since z → nz = e−z ln n is entire and | nz | ≤ nc for all z with Rez ≥ c > 1. (ii) f is constant. Let p be a polynomial of degree n ≥ 1. then f (a) = 2πi |z−a|=R (z−a)2 dz = f (a) ≤ const for all R > 0. By Morera’s Theorem 2. f is continuous and for each rectangle R ⊂ D we have that 0 = R fn (z) dz → R f (z) dz.8 (Mazur). Proof.5 (The Fundamental Theorem of Algebra). Then f := 1/p is entire and bounded.3.6. THE WORKS Proof. x∗ dz = 0 for all x∗ ∈ X ∗ .6 (Weierstrass’ Convergence Theorem). Corollary 2. If f is bounded and entire. Clearly. we obtain that γ f (z) dz = 0.. x∗ = γ f (z). one proves (ii). Proof. f is entire if and only if f is continuous. . i. Then the resolvent f : λ → (x − λe)−1 is well-deﬁned for all λ ∈ C. x∗ is locally Cauchy integrable for all x∗ ∈ X ∗ . R 1 2π 2π f (w+Reit ) it R2 e2it Re 0 dt. since γ f (z) dz. Let X be a Banach space and f : C → X. Thus |p(z)| ≥ 1 cn |z n | for zn 2 |z| > R. then f is analytic and fn → f uniformly on compact subsets of D. By Dunford’s Theorem 2. Let c ∈ D and choose ˜ > > 0 such that the sphere fn (z) f (z) K˜(c) ⊂ D.26 CHAPTER 2.6. Since X is a normed algebra. then K = ∪n K i (ci ) and therefore fn → f i=1 uniformly on compact subsets of D.4 (Liouville’s Theorem). if K ⊂ D is compact.6. f is analytic. f (z) 1 Proof.5. Let D ⊂ C be open and X a Banach space. Thus. Let e denote the unit in X. Corollary 2. Every non-constant complex polynomial has at least one zero in C. e ≥ 1. Now.6. Corollary 2.

then f is a polynomial. But then the power series converges absolutely since an z the power series diverges for |z| > R. If R < ∞.7. Thus ≤ 1 for all z ∈ C. then k=n0 ak z k=n0 ak z ∞ k By Liouville’s Theorem 2. It follows that fN (z) := n=0 an z n converges uniformly on C. then R(a + b) ≥ min(R(a). f is entire and f (λ) = f 2 (λ) (λ) ∞ 1 1 1 x 2 for all λ ∈ C. If R = +∞. then the power series converges for all |z| ≤ R and f is continuous for |z| ≤ R. Let a = (an )n≥0 be a sequences in a Banach space X with R(a) > 0.6. Thus. Remark 2.2. R(b)). R(b)).4.7 Power Series Proposition 2. and an = n! f (n) (0). R = +∞.6. Then C ⊂ Kr (0) N for some r < R. By continuity. m ∞ . R(b)) let |z| ≤ r < min(R(a). assume that the power series converges for some z ∈ C \ {0}. ∞ n R(a + b) ≥ r.7. then n=0 ( i=0 bn−i ai ) z n exists since n j+k=n bk aj rn ≤ n j+k=n |bk | aj rn = j aj rj k |bk |rk . Moreover. for all > 0 there exists n0 such that ≤ for all m > n ≥ n0 k=n ak z and all |z| < R. k=n0 ak z = 0. But then x−1 = f (0) = f (λ) = limλ→∞ f (λ) = 0 and therefore e = xx−1 ≤ x x−1 = 0. If b is a complex sequence and n b ∗ a := ( i=0 bn−i ai )n≥0 denotes the Cauchy product. This proves the ﬁrst statement. then R(b ∗ a) ≥ min(R(a). Then ∞ an z n converges absolutely for |z| < R(a) and diverges for all |z| > R(a). Let a = (an )n≥0 be a sequences in a Banach space X and R(a) := 1 lim supn→∞ n an . R(b)). Bt Louiville’s Theorem. n=0 an z is analytic for |z| < R(a). This shows that |z| ≤ R. Let f (z) = n=0 an z n be a power series with radius of convergence R = R(a). 1 Then an z n ≤ 1 for all n ≥ n0 or n an ≤ |z| for all n ≥ n0 . Since ∞ 27 f (λ + h) = f (λ)[e − hef (λ)] −1 = f (λ) n=0 hn ef (λ)n 1 for |h| < f (λ) .2.6. If |z| < R := R(a) or lim supn→∞ n an = R < |z| . Since f (λ = − λ [e − λ x]−1 = − λ n=0 ( λ )n ≤ |λ| if 2 x ≤ |λ|. f is constant. f (z) := n=1 nan z Proof.1. it follows that f (λ + h) ≤ 2 f (λ for |h| < 2 f1 . If b is a complex sequence and |z| ≤ r < min(R(a). Assume that the power series converges uniformly on the sphere KR (0). Then f (z) := ∞ ∞ 1 n n−1 . then there exists p < 1 such that n an ≤ p n ≤ pn . k Proof. Assume R < ∞. Then n=0 (an + bn )z n exists and thus.3. if b = n=0 (bn )n≥0 is another sequence in X. and an = n! f (n) (0) is proved by induction. 2. 1 1 Proof. Let C be a compact subset of the sphere KR (0) around the origin with radius R. the estimate holds for all |z| ≤ R. To prove that |z| for all n ≥ n0 . To show ∞ that R(a + b) ≥ min(R(a). POWER SERIES it follows that f is continuous if f (λ + h) is bounded for small h.7. If m ∞ k k ≤ 1 for all m ≥ n0 and all z ∈ C. Theorem 2. R(b)). which is a contradiction. Then. This shows that the map λ → λe deﬁnes an isomorphism between C and X. Now the claim follows 1 from the Weierstrass Convergence Theorem 2. it follows from the continuity of f that f is bounded.7.

it follows that there exists a neighborhood V of z0 in K (z0 ) such that g(z) = 0 for all z ∈ V . . 1]. Then N := {z ∈ D : f (z) = 0} has no accumulation point. Thus.7. and f : D → X analytic. n Proof. then an = 1 f (n) (z0 ) = n! 2πi f (z) dz (z − z0 )n+1 (n ≥ 0).6. Let z ∈ K (z0 ) ⊂ D. f (z) = 1 2πi 1 2πi ∞ |w−z0 |= 1 f (w) dw = w−z 2πi ∞ n |w−z0 |= 1 f (w) dw w − z0 1 − (z−z0 ) w−w0 = |w−z0 |= (z − z0 ) f (w) dw (w − z0 )n+1 n=0 f (w) dw (z − z0 )n . ∞ n n=0 cn t . We show that h(1) = limt 1 h(t) and assume that h(1) = n=0 bn = 0 (otherwise consider n ˜ h(t) := h(t) − h(1)).7. ∞ ∞ n=0 CHAPTER 2. and f : D → X. (ii) For all z0 ∈ D exist an ∈ X such that f (z) = (iii) For all z0 ∈ D exist z ∈ K (z0 ) . If an = 0 for all n ≥ 0.6. h(t) ≤ (1 − t) n0 n=0 cn t 1 1−t h(t) n = + (1 − t) ∞ k k=0 t ∞ n=n0 +1 ∞ j j=0 bj t cn tn ≤ = ∞ n=0 n j=0 bj tn = for all t0 ≤ t < 1. (ii) implies (iii). Then cn ≤ /2 for all n ≥ n0 . By Cauchy’s Theorem 2.5. X Banach space.7. z0 ∈ D. Then f (z) = n=m an (z − z0 )n = (z − ∞ z0 )m n=0 an+m (z − z0 )n = (z − z0 )m g(z). Deﬁne bn := an z n . The following are equivalent. (w − z0 )n+1 = n=0 1 2πi |w−z0 |= Corollary 2.7. It remains to be shown that (i) implies (ii). Let > 0 and deﬁne cn := i=0 bi . |z−z0 |= Proof. X Banach space. Let D ⊂ C be a region. (i) f is analytic on D. Then there exists a neighborhood V of z0 in D such that either f/V = 0 or f (z) = 0 for all z0 = z ∈ V .3 and the uniform convergence of ∞ n=0 z−z0 w−z0 n for w ∈ C with |w − z0 | = . Then h(w) := n=0 bn w ∞ |w| < 1. Let z ∈ K (z0 ) ⊂ D. Thus. X Banach space. Since g is analytic and g(z0 ) = am = 0.7.7. ∞ n=0 > 0 and an ∈ X such that K (z0 ) ⊂ D and f (z) = an (z − z0 )n for all Moreover. If (iii) holds. then f is analytic by Theorem 2. then n converges for w = 1. Let D ⊂ C be open.4 (Abel’s Continuity Theorem). THE WORKS an z n converges for some z ∈ C. and 0 = f : D → X analytic. ∞ n=0 an (z−z0 )n whenever z is in a sphere K (z0 ) ⊂ D. ∞ Corollary 2. Using the Cauchy product we obtain for all 0 ≤ t < 1. Let D ⊂ C be open. Clearly. If f (z) = h(t) := f (tz) is continuous on [0.2. Otherwise let am be the ﬁrst non-zero coeﬃcient. if one of the statements holds. then f = 0 ∞ on K (z0 ). h is analytic for Proof. Theorem 2.28 Theorem 2. Then f (z) = n=0 an (z − z0 ) .

Thus N has no accumulation points. Because g := f/Ω = 0 it follows that g (n) = 0. i. γ(x) := (x. it follows that Ω = D. (a) Since A is closed if and only if λI − A is closed for some (all) λ ∈ C. Let xn ∈ D(A). is called a linear operator on X. (b) If a linear operator is closed and injective. X Banach space. Let Ω be the interior of the closed set N . · A ) and G(A) ⊂ X × X. where X × X is endowed with the 1-norm.8. A) := (λI − A)−1 the resolvent of A. By the closed graph theorem.. then its inverse is closed and everywhere deﬁned. A := sup x ≤1 Ax < ∞. xn → x. we can assume that 0 ∈ ρ(A).7. Let A be a linear operator on X. A closed linear operator is a linear operator whose graph G(A) := {(x. (b) If A is closed.e. f2 : D → X analytic. Ω is closed. Then (a) If ρ(A) = ∅. RESOLVENTS AND THE DUNFORD-TAYLOR FUNCTIONAL CALCULUS 29 Proof. it follows that N has empty interior.e. there exists a neighborhood V of z0 such that V ∩ N = {z0 }. Thus. xn = A−1 Axn → A−1 y. (λI − A)−1 ∈ L(X). then x ∈ D(A) and Ax = y. then f1 = f2 on D. Proposition 2.e. Therefore. . Let D ⊂ C be a region. By ρ(A) := {λ ∈ C : λI − A is bijective and (λI − A)−1 ∈ L(X)} we denote the resolvent set of A and by R : ρ(A) → L(X). The set σ(A) := C \ ρ(A) is called the spectrum of A. then it is easy to see that its inverse is well deﬁned and closed. Now let z0 ∈ N . xn → x. i. Thus. Let A be a linear operator on X. By the previous corollary. Let z0 ∈ ∂Ω ∩ D.1. Thus.. The mapping γ : D(A) → G(A). λ → R(λ. and f1 . Recall that a linear operator is called bounded if D(A) = X and A is continuous.8. On D(A) we consider the graph norm x A := x + Ax . a linear operator A is bounded if it is closed and D(A) = X. Since A−1 is continuous. Since f = 0. and Axn → y. a Banach space). then A is closed. If f1 and f2 coincide on a subset of D which has an accumulation point in D. By the Closed Graph Theorem. then ρ(A) := {λ ∈ C : λI − A is bijective}. the interior of N . The statement follows immediately from the previous corollary.8 Resolvents and the Dunford-Taylor Functional Calculus A linear mapping A : X ⊃ D(A) → X (X Banach space).8. 2. Proof. Then Ω is open..2. f (n) (z0 ) = 0 since f (n) is (z continuous on D and thus f (z) = n=0 f n! 0 ) (z − z0 )n = 0 for z ∈ K (z0 ). This shows that z0 is in Ω. Ax) : x ∈ D(A)} is closed in X × X. if xn ∈ D(A). if λI − A is bijective. ∞ (n) Corollary 2. Proof. x = A−1 y ∈ D(A) and Ax = y. It follows that A is closed if and only if [D(A)] is complete (i. and Axn → y. Since Ω is open and closed in D and ω = D. Ax) is an isometric isomorphism between [D(A)] := (D(A). where the domain D(A) is a linear subspace of X.

which is a contradiction. A)[I − (λ0 − λ)R(λ0 . ∞ 1 n n 1/n Proof. The factorization (λn I − An ) = (λI − A)Pn (A) = Pn (A)(λI − A) shows that if (λn I − An ) has a bounded inverse. One has λI − A = (λ − λ0 )I + λ0 I − A = [I − (λ0 − λ)R(λ0 . The neighborhood need not be connected and can depend of f ∈ F(A). R(λ. Moreover. then λn ∈ σ(An ) and therefore by the above considerations. it follows that R(λ.30 CHAPTER 2. A) = 0. .8. A) → 0 as λ| → ∞. R(λ) := . A)](λ0 I − A). We will show next that sup |σ(A)| ≤ lim inf n→∞ An 1/n . If A ∈ L(X). A) . then (I − T )−1 exists and (I − T )−1 = n=0 T n . and sup |σ(A)| ≤ lim supn→∞ An 1/n . the resolvent R : λ → R(λ. This can not happen if A is bounded. This shows that sup |σ(A)| ≤ An 1/n for all n ∈ N or sup |σ(A)| ≤ lim inf n→∞ An 1/n . A)n+1 (λ − λ0 )n . By Theorem 2. Then f (A) := 1 2πi f (λ)R(λ. A) < 1. A) = const for all λ ∈ C. Suppose that the spectrum of A were empty. Let f ∈ F(A) and let U be a neighborhood of σ(A) with a piecewise smooth boundary such that U ∪ δU is contained in the domain of analyticity of f . A) = 0. σ(A) = ∅. Thus. Since R(λ. A) is analytic on ρ(A). then we denote bt F(A) the family of all complex valued functions f which are analytic on some neighborhood of σ(A).8. But then I = (λI − A)R(λ. sup |σ(A)| = lim and R(λ. R(n) (λ0 . Then the resolvent is an entire function which is bounded (by continuity) on the compact set {λ ∈ C : |λ| ≤ 2 A } and bounded on the complement {λ ∈ C : |λ| > 2 A }. A). A) = (−1)n n!R(λ0 . Thus.1. R(λ) = R(λ. Thus. As the ﬁrst derivative operator on C[0. then σ(A) is non empty and compact. THE WORKS Theorem 2. A)n exists whenever |λ − λ0 | R(λ0 . A) = n=0 λn+1 A for |λ| > 2 A . A)]−1 = R(λ0 . A)n+1 and dist(λ0 . |λ|n ≤ An .2. 1] shows.5 it follows ∞ 1 n that R(λ. If |λ − λ0 | < 1/ R(λ0 . A) = ∞ 1 n n=0 λn+1 A n→∞ ∞ (n ∈ N0 ). Hence R(λ. A) . A) = (−1)n R(λ0 . it follows that R(λ. if λ ∈ σ(A). If A ∈ L(X). Let A be a closed linear operator on X and λ0 ∈ ρ(A). By Proposition 2. σ(A) is closed. A) = n=0 λn+1 A converges for all |λ| > sup |σ(A)|.. σ(A)) ≥ 1/ R(λ0 . there are closed operators with empty resolvent set. ∞ 2 1 n Since R(λ. This shows that sup |σ(A)| = lim supn→∞ An 1/n ≤ A . D := {λ ∈ C : |λ| > lim supn→∞ An 1/n } ⊂ ρ(A). so will (λI − A). A) = R(λ0 . n=0 In particular. Thus the radius of convergence of R(λ) is less or equal to sup |σ(A)|. A) dλ ∈ L(X) δU and the deﬁnition of f (A) depends only on f and not on the domain U (by Cauchy’s theorem). By Liouville’s Theorem. then λ ∈ ρ(A) and ∞ R(λ.7.7. Proof. i.3. lim supn→∞ An 1/n ≤ sup |σ(A)|. It can n=0 λn+1 A converges for |λ| > lim supn→∞ A be easily veriﬁed that R(λ)(λI − A) = (λI − A)R(λ) = I.e. ρ(A) is open. Recall that if T ∈ L(X) with T < 1. A) ∞ (λ0 − λ)n R(λ0 . A) ≤ |λ| for |λ| ≥ 2 A . Proposition 2. Now n=0 the other statements follow from the results of the previous section. An 1/n ≤ A for |λ| > sup |σ(A)|.

Proof. inf {z:|z−c|=r} |f (z)| ≤ |f (c)|. f (D) is open. Since f is not constant. 2. Therefore. |f (z) − b| ≥ δ/2 > |f (c) − b|. If inf{|f (z)| : z ∈ ∂Kr (c)} > |f (c)|. If K ⊂ D is a compact region with interior K0 . inf z∈∂Kr (c) inf z∈∂Kr (c) |f (z) − f (c)| > 0. there exists Kr (c) ⊂ D such that f (z) = f (c) for all z ∈ ∂Kr (c) (otherwise there would exist a sequence zn → c such that f (zn ) = f (c) for all n ∈ N. then f (D) is a region. g ∈ F(A).2.9. Proof. |g(z)| = z−c inf {z:|z−c|=r} |f (z)| {z:|z−c|=r} |z−c|=r or.9. f. Theorem 2. then (a) αf + βg ∈ F(A) and αf (A) + βg(A) = (αf + βg)(A). Let f : D → C be analytic and not constant. Lemma 2.9 The Maximum Principle Let D ⊂ C be a region and f : D → C analytic.9. Since continuous images of connected sets are connected.8. It follows from |f (z)| ≥ |f (c)| for z ∈ ∂Kr (c) that f (z) = 0 for all z ∈ Kr (c). It follows from the lemma above that there exists z0 ∈ Kr (c) such that b = f (z0 ). one has to show that f (D) is open. Spectral Mapping Theorem). then there exists z0 ∈ Kr (c) such that f (z0 ) = 0. and this would imply that f (z) = f (c) for all z ∈ D). then f (A) = ∞ n=0 an An .4 (Dunford Functional Calculus. then Cauchy’s integral formula f (w) 1 dw (z ∈ K0 ) f (z) = 2πi ∂K w − z shows that the values of the function f on the boundary ∂K determine f in the interior K0 . By a standard compactness argument one obtains that 1 f (z) = 0 for all z ∈ Kr (c) ⊂ D with r > r. Then g is analytic and ˜ ˜ ˜ 1 1 = |g(c)| = | |f (c)| 2πi g(z) 1 dz| ≤ sup .. which is a contradiction. i. THE MAXIMUM PRINCIPLE 31 Theorem 2. Assume that f (z) = 0 for all z ∈ Kr (c) := {z : |z − c| < r}. Deﬁne g(z) := f (z) for z ∈ Kr (c). Hence. If D is a region. β ∈ C.e. In this section we collect some consequences of this crucial fact. . (c) If f (λ) = ∞ n=0 an λn for all λ in some neighborhood of σ(A). (d) f (σ(A)) = σ(f (A)). Deﬁne δ := Let |b − f (c)| < δ/2.1. and α. (b) f · g ∈ F(A) and f (A)g(A) = (f g)(A). Let f : D → C be analytic and Kr (c) ⊂ D. Then |f (z) − b| ≥ |f (z) − f (c)| − |f (c) − b| > δ/2 for all z ∈ ∂Kr (c).2. Kδ/2 (f (c)) ⊂ f (Kr (c)) ⊂ f (D). If A ∈ L(X). Let c ∈ D.

Since continuous function attain there maximum on compact sets. Let f : D → X be analytic on a bounded region D ⊂ C and continuous on D. Proof. there exists z ∈ Kr (c) such that |f (z)| > |f (c)|. 1) = [0. it follows that f (c) is in the interior of U . X a Banach space. or f (z) < M for all z ∈ D. By (1). i. Then f (z) = 1 for |z| ≤ 1 and f (z) = |z| for |z| ≥ 1.5. h is constant on D. the image of the unit sphere contains no open subset of C × C. z2 ) := max(|z1 |. To see this. Let D ⊂ C be a region and f : D → X analytic. Proof.e. (1) First. Then either f (z) = M for all z ∈ D. Example 2. If there exists z0 ∈ D such that f (z0 ) = f (a) . they do not hold if f : D → X. Otherwise f (z) < M for all z ∈ D. We remark that if D ⊂ C is a region and f : D → C is analytic. Proof. Corollary 2. In this case. Also. f does not map regions into regions. z). (2) Suppose that there exists c ∈ D such that f (z) ≤ f (c) for all z ∈ D.4. Then there exists an open neighborhood around f (c) which is in the region f (D). THE WORKS Example 2.9. Suppose that f (c) = 0.6 (Maximum Principle). then f (c) = 0. It is standard folklore in mathematics that classical complex analysis extends from scalarvalued functions to Banach space valued functions.7. Let D ⊂ C be a region and f : D → C be a scalar-valued analytic function. . or f (z) = f (c) for all z ∈ D. Since U := f (Kr (c)) is a region in C and f (c) ∈ U . Then f (K1 (0)) = K1 (0) is open in C. then f is constant on D and thus on D. Let f (z) := z 2 . but f (−1.9.9. there exists a ∈ D such that f (z ≤ f (a) for all z ∈ D. then it follows from the Maximum Principle that f (z) = f (a) for all z ∈ D and thus for all z ∈ D.3. we prove the claim for X = C. Thus. In general. If a ∈ ∂D. Let M := max{ f (z : z ∈ ∂D}. then M = f (a) . there exists z ∈ D such that |f (z)| < |f (c)|. This handy statement is true and useful if one keeps in mind that there are many exceptions to the rule. x∗ = f (c) . Assume that f is not constant and Kr (c) ⊂ D.9. If a ∈ D. f (z) = M for all z ∈ D. 1) is not open in R. x∗ satisﬁes 0 0 0 |h(z)| ≤ x∗ 0 f (z) = f (z) ≤ f (c) = |h(c)| for all z ∈ D. If |f | has a minimum at c ∈ D. let X := C2 with norm (z1 . z) (z ∈ K1 (0)) illustrates. Choose x∗ ∈ X ∗ with 0 x∗ = 1 such that f (c). f (z) ≤ f (c) = h(c) = h(z) ≤ f (z) . Then the analytic landscape z → f (z) has no maximum on D unless it is constant on D.32 CHAPTER 2.. Then h : z → f (z). then f is constant if and only if |f | is constant. Examples of such exceptions are the statements above. |z2 |) and consider f (z) := (1.9. This does not hold in Banach spaces as the example f (z) := (1. Theorem 2. Corollary 2. Thus. which is a contradiction. Thus.

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